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# A partial ordering of sets, making mean entropy monotone

## 1 Introduction

Entropy is a key concept in several areas, from thermodynamics to dynamical systems. The study presented here refers primarily to statistical mechanics, but it may also be considered in the context of information and quantum information theory. See, for example, \[NC00\] for the basic setup needed to implement results of this paper. The problem studied in this paper, comparing entropies of subsystems, is presented in the context of statistical mechanics first, then it is stated in a formulation refering to (quantum) information theory. Both presentations are rather abstract, but yet not as general as would be possible. It turns out that the methods which will be used are very flexible, so they may be applied also under different cicumstances. This will be remarked at some places.

Consider a quantum lattice system, defined with a state on the inductive limit of local algebras of observables. Assume that a density matrix and an entropy $`S(A)`$ is assigned to each restriction of this state to any local algebra $`𝒜_A`$ belonging to a finite subset $`A`$ of the lattice. If the state is invariant under translations, and if $`B`$ is a “translate” of $`A`$ (meaning, that there exists a translation, mapping $`A`$ to $`B`$), we know that $`S(B)=S(A)`$. Now we are interested in relations between entropies assigned to different sets, with possibly different measures $`\mu (A)`$. One knows for some time already, see Propositions 6.2.25 and 6.2.38 in \[BR81\], and \[ABK01\] with the references quoted there, of a subadditivity, a strong subadditivity, a triangle inequality, and a “strong triangle inequality” for entropies, and of the existence of the van Hove limit of the mean entropy, the entropy per unit volume (also called “entropy density”)

$$s(A)=S(A)/\mu (A).$$
(1)
All these assertions are true in case the local algebras $`𝒜_A`$ are represented on local Hilbert spaces $`_A`$ with the product property

$$_D=_A_C,ifD=ACandAC=\mathrm{},$$
(2)
and the density matrices fulfill the compatibility condition

$$\rho _A=\mathrm{Tr}_C\rho _D,ifD=ACandAC=\mathrm{},$$
(3)
where $`\rho _A`$ represents the state on the local algebra $`𝒜_A`$. See \[LR73a\] for a listing of fundamental properties of entropy related to the product property of algebras, from which all the above assertions follow. See also \[W78\] for properties of entropy, and for a proof of encrease of entropy of lines of increasing length in one dimensional translation invariant systems.

Then it has been established for mean entropy in \[ABK98\] that $`s(A)s(B)`$, if $`A`$ and $`B`$ are rectangular boxes or parallelepipeds with $`AB`$. In the same electronic “paper” the question has been raised, whether this relation of monotonicity can be extended to all pairs of sets with $`AB`$. Here in the present paper, in the Appendix, we will answer this question in the negative, by giving counterexamples, considering systems with spins on $`^2`$. But we can nevertheless make some progress concerning “Question 1” of \[ABK01\]: We extend the monotonicity property of $`s(A)`$ from rectangular boxes to more general volumes.

To enable this quest we define an order relation between sets, adapted to imply monotone decrease of mean entropy. The formalism of this method is not tied to lattice systems. All we need is an equivalence relation between sets, corresponding to an invariance property of the state, as for example translation invariance. To define the mean entropy we need of course a measure. Then we will need nothing more but the strong subadditivity of the entropy as a function of sets,

$$S(AB)S(A)+S(B)S(AB),$$
(4)
which is a consequence of the strong subadditivity proven in \[LR73b\], and of the product property (2). (It is also true for fermionic systems with a modification of the product property, \[AM01\].) We remark that we do not need positivity of the entropy. So our results are true for classical continuous systems as well.

Refering to quantum information, consider information stored in an assembly of several elementary quantum systems. Consider also subsystems of the total system, defined by subsets of the total set of elementary systems. Each subsystem $`A`$, and the information it carries, is represented on a Hilbert space $`_A`$ with a density matrix $`\rho _A`$, obeying the product property (2) and the compatibility condition (3). To any subsystem $`A`$ a weight $`\mu (A)`$ is assigned. These weights fulfill the conditions for a measure on the family of subsets $`\{A,B,\mathrm{}\}`$: $`0\mu (A)1`$, $`\mu (AB)+\mu (AB)=\mu (A)+\mu (B)`$. Assume moreover, that this system is equipped with an equivalence relation on the family of subsets, which is compatible with the assignement of a mean entropy, the entropy per weight, so that “$`A^{}`$ equivalent to $`A`$” implies $`S(A^{})=S(A)`$. (It is not necessarely compatible with the assignement of a weight.) Now we are interested not only in the von Neumann entropy $`S(A)`$, but also in the mean entropy, the entropy per unit weight, defined in (1). When can we be sure, that $`s(A)s(B)`$? Also this question can be answered with the help of the order relation to be defined in section 2, using nothing more but the strong subadditivity (4).

The definition of partial ordering is given in axiomatic form, with axioms defining the process how to construct the order relation step by step. We take some care of the logic in this process: Examples demonstrate both the use of these axioms, using subsets of a two-dimensional lattice, and their mutual logical independence, that is, that no axiom is a consequence of the others. Each step in the creation of such an order relation is consistent with monotonicity of the mean entropy. This fact is a consequence of strong superadditivity (4); it is stated and proven in Theorem 5 and its proof, in section 4. Finally, we present an application of this method in the context of statistical mechanics, creating an order relation for convex octogons in $`^2`$. Their ordering is related to simple inequalities for the pieces of the boundaries, as stated in Definition 6 and in Theorem 7. It includes the ordering of blow up sequences of octogons, and implies the monotone decrease of mean entropy.

## 2 The partial ordering

Consider a space (set) $``$, with a family $``$ of subsets which is closed under forming unions and intersections of pairs, and an equivalence relation $``$ on $``$. A partial ordering $``$ on $``$ is defined by the following axioms:

1. If $`AB`$, $`AA^{}`$ and $`BB^{}`$, then also $`A^{}B`$ and $`AB^{}`$ hold. (Invariance)
2. If $`AB`$ is empty, and if either $`AB`$ or $`AB`$ holds, then $`AD=AB`$.
3. If $`AB=CB`$, and if either $`AB`$ or $`AB`$ holds, then $`AD=AB`$.
4. If $`AB=CD=AB`$, and if either $`AB`$ or $`AB`$ holds, then $`AD`$.
5. If $`BC=AB`$ and also $`AC`$ hold, then $`AD=BC`$, even if $`B`$ is not comparable with $`C`$. (i.e: Neither $`BC`$, nor $`BC`$, nor $`CB`$ hold.)
6. If $`AB`$ and $`BD`$, then also $`AD`$ holds. (Transitivity)

To enable a precise referencing, we subdivide the second, the third and the fourth axiom:

1. 1. $`AB=\mathrm{}`$ and $`AB`$$``$$`AD=AB`$
    2. $`AB=\mathrm{}`$ and $`AB`$$``$$`AD=AB`$
2. 1. $`AB=CB`$ and $`AB`$$``$$`AD=AB`$
    2. $`AB=CB`$ and $`AB`$$``$$`AD=AB`$
3. 1. $`AB=CD=AB`$ and $`AB`$$``$$`AD`$
    2. $`AB=CD=AB`$ and $`AB`$$``$$`AD`$

The condition of uncomparability is included in the fifth axiom to keep the axioms mutually independent; but this condition can be ignored in applications:

###### 1 LEMMA.

Let $`A=BC`$, $`AB`$, $`AC`$ and either $`BC`$ or $`BC`$. Then $`AD=BD`$.

###### Proof.

Use axioms IIIa and VI if $`BC`$, axioms IIIb and VI if $`BC`$. ∎

On the other hand, allowing equivalence of $`B`$ with $`C`$ in axiom V would make the order relation stated in axiom IIIa a consequence of axioms I, V and VI.

There are in principle two different ways in using these axioms. One possibility would be to “import” an order relation between sets, “dictating” it, and then extending it. In this paper however we are concerned with the other way of starting from scratch, creating the ordering out of the equivalence relation, by forming unions and checking for order relations concerning the intersections. We state an immediate consequence of using this creative process:

###### 2 LEMMA.

If the ordering is created in a countable number of steps, then $`AD`$ implies that there exist sets $`A^{(1)}\mathrm{}A^{(N)}`$ which are equivalent to $`A`$, such that

$$D=\underset{n=1}{\overset{N}{}}A^{(n)}$$
(5)
###### Proof.

We may order the sequence of logical steps leading to $`AD`$ in such a way, that in the n’th step, establishing $`\mathrm{}B^{(n)}`$, only the relations established in the former steps are needed. Going backwards from $`AD`$, we see that $`D`$ and each $`B^{(n)}`$ has to be represented as the union of two sets, $`B^{(\nu )}`$ and $`B^{(\mu )}`$, which are either equivalent to $`A`$ or are ordered like $`AB^{(\nu )}`$. Then we proceed by induction. The basis of the creative process is the axiom IIa. It is the only one, which does not need a pair of sets which are already in an order relation. So $`B^{(1)}=A^{(1)}A^{(2)}`$. We assume that $`AB^{(\nu )}`$ for $`\nu <n1`$ has been established. Now either a similar procedure as in step one may occur in step n, or the existence of one or two of the former relations is needed. Checking the axioms it is obvious that the property (5) propagates from the $`B^{(\nu )}`$ to $`B^{(n)}`$ in the process of establishing $`AB^{(n)}`$. ∎

It is to be remarked, that (5) is not a sufficient condition for $`AD`$. In the Appendix we will present a counterexample, combined with $`s(A)s(D)`$.

The following may in applications apply to the empty set:

###### 3 COROLLARY.

If a set $`Z`$ is not equivalent to any other set, then no relation $`ZD`$ can be established.

## 3 Logical independence of the axioms and examples of applications

The axiom of invariance has a special status, just enabling full power for the other axioms in creating the order relation. Especially axioms IIb and IVb would have no meaning at all without this invariance. Without it, order relations can only be established between sets where one of them is a subset of the other one. This can be seen by inspection of the “creative” axioms, II to V. So the independence of this axiom is obvious.

Now we demonstrate the independence of the other axioms, II to VI, \- with one exception - on examples for each one of them, where an ordered pair would not be comparable without it, i.e. we present each time an order relation $`AD`$, which can not be created without this axiom. The exception is axiom IIb. If the ordering is created in a countable number of steps, starting with axiom IIa, then the assertion of axiom IIb is a consequence of axiom V in its generalized form. This strange fact is now being stated as Theorem 4. Nevertheless we will present two simple examples of how to use axiom IIb.

###### 4 LEMMA (Deduction of IIb).

If the ordering is created as stated above by the axioms I…VI, the assertion of axiom IIb is a consequence of the other axioms.

###### Proof.

Axiom IIb assumes $`AB`$ and $`AB=\mathrm{}`$. By Lemma 2, $`B`$ is a union of sets $`A^{(n)}`$ which are all eqivalent to $`A`$. Now define $`C=AA^{(1)}`$, observe $`AC`$ by IIa, and use Lemma 1. ∎

### Examples

In our system the two-dimensional lattice $`^2`$ is the space $``$, the finite subsets of $`^2`$ form the family $``$, and the discrete group of two-dimensional translations maps each set $`A`$ to all equivalent sets $`A^{}A`$. To make the notation short, we denote those points of $`^2`$ we need like the squares of a chessboard, i.e. $`a1`$ instead of $`(0,0)`$, $`c4`$ instead of $`(2,3)`$ etc. In the pictorial presentation of these examples the points are represented by squares, and the point $`a1`$ (which may be also outside of $`A`$) is marked with a cross.

1. $`A=\text{}D=\text{}`$ ; also $`\text{}\text{}`$ ; and also $`\text{}\text{}`$
$`A=\{a1\}B=\{b1\}`$, so
$`AD=AB=\{a1,b1\}`$;
also $`\{a1\}\{a1,a2\}`$; and also $`\{a1,b1\}\{a1,b1,a2,b2\}`$
2. $`A=\text{}D=\text{}`$ ; also $`\text{}\text{}`$
$`A=\{a2\}D`$
$`D=\{a1,b1,a2\}`$,
with $`B=\{a1,b1\}`$,
and $`AB`$ by the order created above and the invariance property.
Also $`A=\{a2,b2\}D=\{a1,b1,c1,a2,b2\}`$, with $`B=\{a1,b1,c1\}`$ and the ordering $`AB`$ created in the following example.
3. $`A=\text{}D=\text{}`$ with $`B=\text{}`$ and $`C=\text{}`$
$`A=\{a1,b1\}D`$
$`D=\{a1,b1,c1\}`$, with
$`B=\{b1,c1\}`$, $`C=\{b1\}`$,
and with the order $`CAB`$ created with IIa.
4. $`A=\text{}D=\text{}`$ with $`B=\text{}`$ and $`C=\text{}`$
$`A=\{a1,b1,a2\}D`$
$`D=\{a1,b1,c1,a2,b2,a3\}`$, with
$`B=\{a1,b1,c1,a2,b2\}`$,
$`C=\{a2,b2\}`$,
and the order $`CB`$ created with IIb and IIIa.
5. $`A=\text{}D=\text{}`$ with $`B=\text{}`$ and $`C=\text{}`$
$`A=\{a1,b1,c1,b2\}D`$
$`D=\{a1,b1,c1,d1,b2,c2\}`$, with
$`B=\{b1,c1,d1,c2\}`$, $`C=\{b1,c1\}`$.
The order $`CD`$ can easily be seen to follow from IIa and IIb.
6. $`A=\text{}D=\text{}`$ with $`B=\text{}`$ and $`C=\text{}`$
$`A=\{a2,b1,b2,b3,c2,c3\}D`$ with
$`D=\{a2,a3,b1,b2,b3,b4,c1,c2,c3,c4,d2,d3\}`$,
$`B=\{a3,b2,b3,b4,c1,c2,c3,c4,d2,d3\}`$,
$`C=\{b2,b3,c2,c3\}`$.
Relation $`AB`$ is a consequence of axiom IIIa, using $`B=A^{}A^{\prime \prime }`$, where $`A^{}=\{b2,c1\mathrm{}\}`$ and also $`A^{\prime \prime }=\{a3,b2\mathrm{}\}`$ are translates of $`A`$, and $`A^{}A^{\prime \prime }=\{b2,c3\}A`$ by applications of IIa and IIb. The relation $`CD`$ can be proven with IIa and IIIa.
7. $`A=\text{}D=\text{}`$ with $`B=\text{}`$ and $`C=\text{}`$
$`A=\{a3,b3,c1,c2,c3,d4\}D`$ with
$`D=\{a3,a4,b3,b4,c1,c2,c3,c4,d1\mathrm{}d5,e4\}`$,
$`B=\{a3,a4,b3,b4,c1\mathrm{}c4,d4,d5\}`$,
$`C=\{a3,b3,c1,c2,c3,d1\mathrm{}d4,e4\}`$.
Relation $`AB`$ is a consequence of axiom IVa, using $`B=AA^{}`$, where $`A^{}=\{a4,b4\mathrm{}\}`$ is a translate of $`A`$, and $`AA^{}=\{c2,c3\}B`$ by repeated application of IIa and IIb. The analogue procedure proves $`AC`$.
8. $`A=\text{}B=\text{}`$ $`D=\text{}`$
$`A=\{a1,a2,b2,c2,c3\}D`$, with
$`D=\{a1,a2,b1,b2,c2,c3,c4,d2,d3,d4,e4,e5,f4,f5\}`$,
and with the intermediate set
$`B=\{a1,a2,b1,b2,c2,c3,d2,d3\}`$.
The relation $`AB`$ is established with IVa, because of $`B=AA^{}`$, where $`A^{}=\{b1,b2\mathrm{}\}`$ is a translate of $`A`$, and $`AA^{}B`$. Relation $`BD`$ is established with either IIIa or IVa, because of $`D=BB^{}`$, where $`B^{}=\{c3,c4\mathrm{}\}`$ is a translate of $`B`$, and $`BB^{}B`$ or $`BB^{}D`$.

To see the necessity of the axioms, their logical independence, one has to see in each case, that the order relation does not follow from the application of another axiom instead. Here Lemma 2 helps. It is easy in each example, to find out all the sets $`A^{}`$, $`A^{\prime \prime }`$, $`\mathrm{}`$ which are eqivalent to $`A`$ and subsets of $`D`$, and then to test all the chains $`A\mathrm{?}A^{}A^{\prime \prime }\mathrm{?}\mathrm{}\mathrm{?}D`$. For the examples to IIIb and IVb there are several ordered chains, but one has always to use the special axiom which is just under inspection.

## 4 Monotonicity of mean entropy

###### 5 THEOREM (Monotone decrease).

Assume that equivalent sets have the same mean entropy. Then mean entropy is monotone decreasing:

$$ADs(A)s(D)$$
(6)
###### Proof.

We write the strong subadditivity of the entropy as a relation for the mean entropy:

$$s(AB)\lambda _As(A)+\lambda _Bs(B)\lambda _Cs(C)$$
(7)
where we denote $`AB=C`$, as in the axioms II, III and IV, and use

$$\lambda _A=\frac{\mu (A)}{\mu (AB)},\lambda _B=\frac{\mu (B)}{\mu (AB)},\lambda _C=\frac{\mu (C)}{\mu (AB)}.$$
(8)
Note that $`0\lambda _C\mathrm{min}\{\lambda _A,\lambda _B\}1`$ and $`\lambda _A+\lambda _B=1+\lambda _C`$. In case $`AB=\mathrm{}`$, we define $`\lambda _Cs(C=\mathrm{})=0`$, in accordance with the simple subadditivity of the entropy (which would be sufficient to check axiom II),

$$S(AB)S(A)+S(B).$$
(9)
Now we proceed in an inductive way along the process of creating the ordering, similar as we did in the proof of the Theorem 4. We check each axiom, and assume that the inequality (6) holds for the pairs of sets which are assumed to be in an order relation already.

1. Equivalent sets have the same mean entropy, so the inequalities are invariant.
2. We have $`\lambda _A+\lambda _B=1`$, $`s(B)s(A)`$, hence $`s(D)\lambda _As(A)+\lambda _Bs(B)s(A)`$.
3. Now $`s(C)s(B)`$, $`s(B)s(A)`$, so $`s(D)\lambda _As(A)+\lambda _Bs(B)\lambda _Cs(C)\lambda _As(A)+(\lambda _B\lambda _C)s(B)(\lambda _A+\lambda _B\lambda _C)s(A)=s(A)`$.
4. Here $`s(C)s(D)`$, implying $`s(D)\lambda _As(A)+\lambda _Bs(B)\lambda _Cs(D)`$ $``$ $`s(D)(\lambda _As(A)+\lambda _Bs(B))/(1+\lambda _C)`$, and $`s(B)s(A)`$ $``$ $`s(D)s(A)`$.
5. Here we have $`s(D=BC)\lambda _Bs(B)+\lambda _Cs(C)\lambda _As(A)`$, $`s(B)s(A)`$, $`s(C)s(A)`$ and $`\lambda _B+\lambda _C=1+\lambda _A`$, which obviously implies $`s(D)s(A)`$.
6. Transitivity is obvious.

It occurs as a surprise, that we had not to assume equivalent sets to have the same measure, as it is naturally the case in all our examples.

## 5 Octogonal sets in a two-dimensional lattice

We extend the monotonicity of mean entropy, known for rectangular boxes, to the family $`𝒪`$ of convex octogonal sets. $`𝒪`$ is defined as consisting of all those finite convex subsets of $`^2`$, whose boundaries are horizontal, vertical and diagonal lines, with some exceptions: Excluded are oblique rectangles. (But oblique straight lines are elements of $`𝒪`$.) We characterize each set $`A`$ in $`𝒪`$ by the coordinates of the most left point in the lowest line, and by a sequence of eight non negative integers, $`(m,n,p,\mathrm{}u)`$, which describe its boundary $`𝐛_A`$. The length of the lower horizontal boundary is $`m`$, the other boundary lines follow counter clockwise, with the lengths $`n\sqrt{2},p,\mathrm{}u\sqrt{2}`$. The following drawings show a set $`A`$, each point in $`^2`$ represented by a square, and its boundary $`𝐛_A=(4,1,2,2,1,3,1,1)`$:

Note that the boundary lines are included in the set.

Since the boundary is a closed curve, the parameters have to obey

$`u+m+n`$ $`=`$ $`q+r+s,`$ (10)
$`n+p+q`$ $`=`$ $`s+t+u,`$ (11)
and for each sequence of 8 non negative numbers obeing these relations there exists a boundary. The length of any boundary line (or of more boundary lines) may be zero. Then two (or more) corners, otherwise at the endpoints of this boundary line, coalesce into one. Octogons which are “Lines” have two pieces of boundary (representing two opposite directions of the boundary curve). A special boundary is $`𝐛_E=(0,0,\mathrm{},0)`$, characterizing elementary sets, the “atoms”.

Again we define a set $`A^{}`$ to be equivalent to $`A`$, if and only if $`A^{}`$ is a translate of $`A`$. An equivalence class of octogons is obviously characterized by the boundary, which is common to all of the members of the equivalence class. Moreover, and to show this is the goal of this section, the ordering of the octogons corresponds to an ordering of the boundaries.

###### 6 DEFINITION (Ordering of boundaries).

Boundary $`𝐛_A=(m_A,\mathrm{}u_A)`$ is said to be piecewise shorter than $`𝐛_B=(m_B,\mathrm{}u_B)`$, denoted as $`𝐛_A<𝐛_B`$, if $`𝐛_A𝐛_B`$ and $`m_Am_B,n_An_B,\mathrm{}u_Au_B`$.

###### 7 THEOREM (Ordering of octogons).

Two octogons, $`A`$ and $`D`$, elements of $`𝒪`$, are in the order relation $`AD`$, if and only if $`𝐛_A<𝐛_D`$.

This ordering includes blow-up sequences: Let $`A_\nu `$ be characterized by the boundary $`\nu 𝐛_A=(\nu m,\nu n,\mathrm{}\nu u)`$, with $`\nu `$ a positive integer. Then $`\nu <\pi `$ implies $`A_\nu <A_\mu `$.

###### Proof.

One direction, assuming $`AD`$, is easy. By Lemma 2, $`D`$ is a union of some translates of $`A`$. So each boundary line of $`D`$ contains the boundary line of at least one of these translated sets and can thus not be shorter. The proof of the assertion in the other logical direction fills the remaining part of this section. ∎

Consider the circumference of a boundary

$$\mathrm{}(D)=m_D+p_D+r_D+t_D+\sqrt{2}(n_D+q_D+s_D+u_D).$$
(12)
Each finite interval in $``$ contains only a finite number of such lengths, so they can all be numbered and ordered as $`\mathrm{}_1<\mathrm{}_2<\mathrm{}<\mathrm{}_N<\mathrm{}`$. The proof will be by induction on the circumference $`\mathrm{}(D)`$, this is, by induction on N. Since $`\mathrm{}(E)=0`$ holds for the atoms only, with no other boundaries piecewise shorter than $`𝐛_E`$ existing, there is nothing to prove at the start of the induction. The induction hypothesis is, that $`𝐛_A<𝐛_B`$ and $`\mathrm{}(B)<\mathrm{}(D)`$ imply already $`AB`$. Now, if $`𝐛_A<𝐛_D`$, and if, concerning the ordering, there are other boundaries in between, $`𝐛_A<\mathrm{}𝐛_B<𝐛_D`$, then $`\mathrm{}(B)<\mathrm{}(D)`$, and it remains to prove $`BD`$ only. In other words, we assume that there are no other boundaries between $`𝐛_A`$ and $`𝐛_D`$.

Since the linear relations (10) and (11) hold for both $`𝐛_A`$ and $`𝐛_D`$, they hold also for the piecewise difference $`𝐛_D𝐛_A=(m_Dm_A,\mathrm{})`$, and this difference can be interpreted as boundary $`𝐛_M`$ of a “molecule$`M`$, a set which is in the ordering one level directly above the atoms, with no other set in between. It is not difficult to find out that there are exactly twelve equivalence classes of molecules in $`𝒪`$, which can be grouped into four types. Representatives of these types are:

$`M_1=\{a1,a2\}=\text{}`$ , $`M_2=\{a2,b1\}=\text{}`$ ,

$`M_3=\{a1,a2,b1\}=\text{}`$ , $`M_4=\{a1,b1,b2,c1\}=\text{}`$ .

Each of these sets represents an equivalence class, and, together with the equivalence classes defined by its one rotated version or three rotated versions, it represents a type.

There is a relation between the sets $`M_i`$ and the process of constructing $`D`$ out of $`A`$.

###### 8 DEFINITION (Convolution of sets).

Let $`A=\{𝐚_i,1iI\}`$, $`C=\{𝐜_j,1jJ\}`$, then the convolution of $`A`$ with $`C`$ is

$$AC=\{𝐚_i+𝐜_j,1iI,1jJ\}.$$
(13)
###### 9 LEMMA (Convolution is Addition).

If $`A`$ and $`M`$ are octogonal sets in $`𝒪`$, but not orthogonal oblique lines, then $`D=AM𝒪`$ and $`𝐛_D=𝐛_A+𝐛_M`$.

###### Proof.

It is not difficult to see, that $`D`$ is a convex set. (This would not be true, if $`A`$ and $`M`$ were oblique orthogonal lines, so we excluded this case; and we have no oblique rectangular boxes in $`𝒪`$.) Consider a boundary line $`\{𝐚_i,iLine_A\}`$ of $`A`$ and the corresponding boundary line $`\{𝐱_j,jLine_M\}`$ of $`M`$, f.e. the lower horizontal boundary lines, with lenghts $`m_A`$ and $`m_M`$. (If its length happens to be zero, it consists of one point, f.e. the lowest point in the set.) Then $`\{𝐚_i+𝐱_j,iLine_A,jLine_M\}`$ is the corresponding boundary line of $`AM`$, and its length is $`m_A+m_M`$. ∎

The convolution of $`A`$ with an atom produces a translate of $`A`$,

$$A\{𝐱_i\}=A^{(i)}A,$$
(14)
so, for $`M=_i\{𝐱_i\}`$,

$$AM=\underset{i}{}A^{(i)}.$$
(15)
Now we are ready to apply the axioms and perform the step of induction.

###### 10 PROPOSITION.

Let $`𝐛_A<𝐛_D`$, and $`AM_i=D`$, for $`A𝒪`$ and one of the twelve molecules $`M_i`$. Assume that $`𝐛_C<𝐛_B`$ and $`\mathrm{}(B)<\mathrm{}(D)`$ together imply $`CB`$. Then $`D𝒪`$ and $`AD`$ holds.

###### Proof.

If $`A`$ is an atom, then $`AM_i=M_i`$ or $`AM_iM_i`$, and $`AM_i`$ by axiom IIa.

For larger sets we have to treat different cases differently; but since the system is invariant under 90-degree rotations, it is sufficient to prove this proposition with the molecules $`M_1\mathrm{}M_4`$. With $`(m,n,\mathrm{}u)`$ we denote the boundary of $`A`$. Assume that the point $`a1`$ is the origin.

### Convolution with $`M_1:`$

$`AM_1`$ is the union of $`A`$ with $`A^{}`$, where $`A^{}`$ is $`A`$ translated by one step to the right. We have to investigate, whether $`C=AA^{}`$ is empty or whether it can be compared with $`A`$ or with $`D`$. This depends on the form of $`A`$ in the lowest and in the highest region: If $`A`$ is not a vertical or oblique line, we say that the bottom of $`A`$ is

1. flat, if $`m1`$;
2. sharp, if $`m=0`$, and either $`u=0`$ and $`n1`$ or vice versa;
3. rectangular, if $`m=0`$, $`u1`$ and $`n1`$.

Analogously we denote the top, with $`u,m,n`$ replaced by $`q,r,s`$. The following pictures show the sharp top of some $`A`$ and the corresponding top of $`D`$ with $`C`$ inside marked with crosses, and the same for some $`A`$ with a flat top.

$$A_{sharp}=\text{},D=\text{};A_{flat}=\text{},D=\text{}.$$
(16)
1. $`A`$ is a vertical or oblique line: $`AA^{}=\mathrm{}`$ and $`AD`$ by axiom IIa.
2. Top and bottom are sharp: $`A`$ is either a parallelepiped, or an equilateral triangle, where the vertical line is the “base”, or a trapezoid, also with the vertical line as the base. We have $`m_C=0`$ and also $`q_C=0`$, all the nonvanishing adjacent border lines of $`C`$ are shorter than the corresponding border lines of $`A`$, so $`C`$ can be compared with $`A`$: $`𝐛_C<𝐛_A`$, which implies $`CA`$. With axiom IIIa we infer $`AD`$.
Example: $`A=\text{}D=\text{}`$, with $`C`$ inside.
3. Bottom is flat, top is sharp, or vice versa: If $`m1`$, then $`m_C=m1`$; the top of $`C`$ is sharp with adjacent border lines shorter than those at $`A`$, as in the above case. Other border lines of $`C`$ have the same lengths as the corresponding lines of $`A`$. So $`CA`$, and we use again axiom IIIa. If $`m=0`$ but $`r1`$, the same argument is true, with top and bottom exchanged. Example: $`A=\text{}D=\text{}`$, with $`C`$ inside.
4. Top and bottom are flat: (Horizontal lines and rectangles are here included.) Both $`m_C=m1`$ and $`r_C=r1`$ hold, with the other border lines of $`C`$ with the same lengths as those of $`A`$. So again $`CA`$ holds and axiom IIIa is applicable.
Example: $`A=\text{}D=\text{}`$, with $`C`$ inside.
Now, if $`m=r=1`$ and $`p=t=0`$, the set $`C`$ is an oblique rectangle, not in $`𝒪`$. It is nevertheless true, that $`CA`$, as is shown under the item “Top and bottom are rectangular”.

If one of the extremal regions is rectangular, $`C`$ can not be compared with $`A`$. Either $`m_C=1`$ while $`m=0`$, or $`r_C=1`$ while $`r=0`$, or both. The picture shows the rectangular top of some $`A`$, the top of $`D`$ with $`C`$ inside, $`C`$ marked with crosses, and the top of a set $`F`$ which is needed in the proof.

$$A_{rectangular}=\text{},D=\text{},F=\text{}.$$
(17)
So, to prove $`AD`$ one has to use axiom IVa, and establish the ordering $`CD`$ first. In any case one has, to establish $`CD`$, to construct a set $`F𝒪`$, with $`FD`$, $`\mathrm{}(F)<\mathrm{}(D)`$, and $`𝐛_C<𝐛_F`$, so that $`CF`$ by assumption (the induction hypothesis to prove the theorem). Then one has to use a set $`C^{}C`$, such that $`D=C^{}F`$ and $`G=C^{}FF`$ (or $`G=\mathrm{}`$), which implies $`CD`$ by axiom IIIb (or by axiom IIb).

1. Top is rectangular, bottom flat (or vice versa): $`F`$ is the union $`C^{}CC^+`$, where $`C^{}`$ is $`C`$ translated one unit to the left, $`C^+`$ is $`C`$ translated one unit to the right. So $`F=C\{z1,a1,b1\}`$, with $`z1`$ denoting the point left of $`a1`$. We discuss the case with the rectangular top, the other case is analogous by reflection. We move $`C`$ one unit upwards, denote this set as $`C^{}`$, and observe $`D=FC^{}`$, see figure (17). The simplest case is just that of the example to axiom IVa in Section 3. In this case $`FC^{}=\mathrm{}`$, so axiom IIb makes the proof of $`CD`$ complete. For any larger $`A`$ also $`C`$ is larger and $`G=FC^{}\mathrm{}`$. By inspection of figure (17) one sees that $`r_G=r_F=3`$, $`q_G=q_C1`$, $`s_G=s_C1`$. The other border lines have the same lengths as those of $`C`$. Since $`𝐛_C<𝐛_F`$, we have $`𝐛_G<𝐛_F`$, and $`GF`$.
Example:
$`A=\text{}D(C`$ inside$`)=\text{}`$. $`F=\text{}`$, $`G`$ inside.
2. Top is rectangular, bottom sharp (or vice versa): $`F=CH`$, where $`H=\{z0,z1,a0,a1,b1\}`$ ($`a0`$ denotes the point below $`a1`$, etc.) is equivalent to the bottom of $`D`$:

$$\mathrm{𝑏𝑜𝑡𝑡𝑜𝑚}(D)=\text{}$$
(18)
$`F𝒪`$ since $`C𝒪`$ and $`H𝒪`$. The remaining procedure is as above: We construct $`C^{}=C\{a2\}`$, $`G=C^{}F`$, so that $`D=C^{}F`$, and observe $`r_G=r_F=3`$, $`q_G=q_C1`$, $`s_G=s_C1`$. The other border lines have the same lengths as those of $`C`$. Since $`𝐛_C<𝐛_F`$, we have $`𝐛_G<𝐛_F`$, and $`GF`$. This implies $`CD`$.
Example:
$`A=\text{}D(C`$ inside$`)=\text{}`$, $`F=\text{}`$, $`G`$ inside.
3. Top and bottom are rectangular: The bottom of $`D`$ with $`C`$ inside is like the bottom in figure (17) upside down. $`H`$ is defined accordingly as $`H=\{z1,a1,b1,a0\}𝒪`$. It follows that $`F=CH𝒪`$, $`CF`$. Again we use $`C^{}=C\{a2\}`$, and perform the same procedures as in the last two cases.
Example:
$`A=\text{}D(C`$ inside$`)=\text{}`$, $`F=\text{}`$, $`G`$ inside.

Since it is needed at another place, we observe that the same procedure can be applied also if $`A`$ is an oblique rectangle, because also in this case $`C𝒪`$ and $`D𝒪`$.

### Convolution with $`M_2:`$

$`AM_2`$ is the union of $`A^{}=A\{b1\}`$ with $`A^{\prime \prime }=A\{a2\}`$.

The case $`A^{}A^{\prime \prime }=\mathrm{}`$ happens if $`A`$ is a horizontal or a vertical line, or a narrow oblique strip perpendicular to $`M_2`$, where the border of $`A`$ has $`q=u=0`$, and either $`m=0`$ and $`t=1`$ or $`m=1`$ and $`t=0`$. In these cases axiom IIa applies. Note that using oblique lines rectangular to $`M_2`$ is forbidden. (See the remark in the proof of Lemma 9.)

If $`C=A^{}A^{\prime \prime }`$ is not the empty set, it is always a precursor of $`A`$ in the ordering. To see this, one has to check the lower left end and the upper right end of $`A`$. We define the types for the lower left end, with obvious analogues for the upper right ends by symmetry. The pictures show again each type of end for some $`A`$, and the corresponding end of $`D`$ with $`C`$ inside marked with crosses.

1. sharp ends: Either $`m2`$, $`s1`$, $`t=u=0`$, so that $`m_C=m1`$, $`t_C=u_C=0`$,

$$A_{sharp}=\text{},D=\text{},$$
(19)
or $`t2`$, $`n1`$, $`m=u=0`$, and $`t_C=t1`$, $`m_C=u_C=0`$.

The length $`s_C`$ (or $`n_C`$) is also shorter than $`s`$ (or n); how much shorter it is depends also on the other end.
2. rectangular ends: $`u=0`$, $`m1`$, $`t1`$, so $`u_C=0`$, $`m_C=m1`$, $`t_C=t1`$.

$$A_{rectangular}=\text{},D=\text{}.$$
(20)
3. flat ends: $`u1`$, so $`u_C=u1`$, $`m_C=m`$, $`t_C=t`$.

$$A_{flat}=\text{},D=\text{}.$$
(21)

If no end is sharp, both $`n_C=n`$ and $`s_C=s`$. Otherwise at least one of these border lines is shorter than those of $`A`$. In any case, $`𝐛_C<𝐛_A`$, so $`CA`$, and axiom IIIa applies, proving $`AD`$.
Example: $`A=\text{}D=\text{}`$, $`C`$ inside.

### Convolution with $`M_3:`$

1. Lines: If $`A`$ is a vertical line, $`(A\{b1\})(A\{a1,a2\})=\mathrm{}`$, and axiom IIb applies, using $`D=(A\{b1\})(A\{a1,a2\})`$ and $`A(A\{a1,a2\})`$. For lines in other directions, the same argument applies, with the three points from $`M_3`$ appearing in appropriate permutations.

In the other cases, the types of the bottom and of the left side of $`A`$ dictate the way of proof, whether axiom IIIb can be used, or whether IVb is necessary. The types of the left side are defined in the same way as the types of the bottom, rotated by 90 degrees: Flat means $`t1`$, rectangular means $`t=0`$, $`m1`$, $`u1`$, and sharp means $`t=0`$ with either $`s=0`$, $`r1`$, $`u1`$, or $`u=0`$, $`m1`$, $`s1`$.

1. Left side is flat: $`t1`$. Define $`B=AM_1`$. By assumption $`AB`$, since $`\mathrm{}(B)<\mathrm{}(D)`$. Observe $`D=A^{}B`$, with $`A^{}=A\{a2\}`$. Then $`C=A^{}BB`$ has to be shown. If $`s1`$, then $`s_C=s1`$, otherwise $`t_C=t1`$. On the right side: If $`q1`$, then $`q_C=q1`$; if $`q=0`$, $`p1`$, then $`p_C=p1`$; if $`p=q=0`$, then $`n1`$, $`n_C=n1`$. In all cases, $`r_Cr`$, so $`𝐛_C𝐛_B`$ and $`CB`$. By symmetry of the system and of the molecule $`M_3`$ under reflections at a diagonal, the proof for the cases with flat bottom, $`m1`$, is analogous. The example for the axiom IIIb is an example for this case. (What there has been termed $`A`$ is here $`A^{}`$:)
2. Left side is sharp: Since the cases with $`m1`$ can be treated in the way described above, we assume $`m=0`$. Also the lines have alresdy been considered, so we have here $`u1`$, $`s=0`$, $`r1`$. Also here $`B=AM_1`$, $`A^{}`$ and $`C`$ defined as above. On the left side we observe $`u_C=u1`$, on the right side the inequalities for different cases are as above. So again $`CB`$ holds, and axiom IIIb applies.
Example: $`A=\text{}B=\text{}`$, with $`C`$ inside. $`D=\text{}`$.
3. Left side and bottom are rectangular: It is necessary to use $`B=AM_2`$. Also in this case $`AB`$. We have to investigate on $`C=AB`$. The left side and the bottom are: $`t_C=1`$, $`m_C=1`$, $`u_C=u1`$, $`s_C=s1`$, $`n_C=n1`$. The other border lines have the same lengths as in $`A`$. Form $`F=CH`$, with $`H=\{z1,a1,a2,b1\}=\text{}`$. (The point $`\{a1\}`$ is marked with a cross.) Represent $`D=(C\{a2\})F`$, observe $`CF`$. So, by axiom IIIb, $`CD`$, and axiom IVb implies $`AD`$. The example for axiom IVb is an example for this case.

### Convolution with $`M_4:`$

Define $`B=A\{z1,a1,b1\}`$, $`A^{}=A\{a2\}`$. So $`D=A^{}B`$. If $`A`$ is a horizontal line, $`A^{}B=\mathrm{}`$ and axiom IIb applies. For the other cases it is easy to see $`C=A^{}BB`$: Observe $`r_Cr_B`$. For the left side, consider the sequence $`s,t,u`$ of border lengths in $`A`$. The first one, which is not zero, is shorter by one in the set $`C`$. The analogue is true for the right side, considering $`q,p,n`$ and $`q_C,p_C,n_C`$. Obviously $`m_C=m`$. So $`CB`$, and axiom IIIb applies. ∎

## 6 Remarks on continuum systems

Consider a translation invariant state on the inductive limit of local algebras $`\{𝒜_A\}`$ on bounded convex measurable subsets $`\{A\}`$ of $`^2`$. Assume that the system fulfills the product property (2) and the compatibility condition (3). Impose moreover a continuity condition, which enables an approximation of an octogon $`A`$ in $`^2`$ and the state restricted to $`\{𝒜_A\}`$ by sets $`A_\nu `$ and the states restricted to them, where the $`A_\nu `$ are unions of small elementary squares, as shown in the figures of Section 5 in this paper. Then the statement of Theorem 7 can be carried over to the octogons in $`^2`$. Also an extension to higher dimensions, establishing an ordering of some sets in $`^d`$ and $`^d`$, seems to be possible.

But these possible results are somehow unsatisfactory. Why just the octogons? If the monotonicity of mean entropy is true for sequences of octogons it is probably true for all kinds of convex sets. So I state now:

###### 11 CONJECTURE (Blow up sequences).

Consider a system with all the properties stated above. Let $`A`$ be a convex bounded measurable set in $`^d`$, and define $`\lambda A=\{\lambda 𝐱;𝐱A,\lambda >0\}`$. Then $`s(\lambda _1A)s(\lambda _2A)`$ if $`\lambda _1<\lambda _2`$.

The route to a proof of this statement might involve a stronger property:

###### 12 CONJECTURE (Ordering convex sets).

Consider a system with all the properties stated above. Let $`A`$ and $`B`$ be convex bounded measurable sets in $`^d`$, and define

$$D=AB=\{𝐱+𝐲;𝐱A,𝐲B\},$$
(22)
then mean entropy is decreasing, in the sense that $`s(A)s(D)`$.

## Appendix: Negative answers to the question of A. Kay and B. Kay

The system is again a two-dimensional lattice. To avoid a discussion of the thermodynamic limit we consider some large box, with periodic boundary conditions for the interaction. The local Hilbert space for a single “elementary” site is $`^2`$. The system is now actually a classical discrete system, since we use only commuting operators: For each site $`\alpha `$ we use only the unit operator $`𝕀`$ and

$$\sigma _\alpha \left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).$$
(23)
Then we use products:

$$\sigma _A=\left(\underset{\alpha A}{}\sigma _\alpha \right)\left(\underset{\alpha A}{}𝕀\right)$$
(24)
Since the system is essentially a classical system, each state of such a system may be reinterpreted as a double periodic state of the infinite system on the lattice $`^2`$: Any state is a probability measure on the set of configurations. Each configuration of the box can infinitely often be repeated periodically to give a configuration of the infinite system. Transfering a probability measure, which is invariant under translations of the box = torus, to this family of periodic configurations gives a translation invariant state of the infinite system.

We stay close to possible applications in physics, considering states defined by short range interactions, symmetric under translations, reflections and 90-degree rotations. The states in the large box $`G`$ are represented by density matrices

$$\rho =e^{\beta H}/\mathrm{Tr}e^{\beta H},$$
(25)
$`H`$ a hamiltonian acting in $`_G`$,

$$H=\underset{A𝒢}{}\sigma _A,$$
(26)
where $`𝒢`$ denotes any family of sets which is invariant under the symmetry group of periodic translations in the box $`G`$. The empty set is no element of $`𝒢`$.

To enable a simple discussion of the restriction to a smaller set $`D`$, we consider very high temperatures, i.e. small $`\beta `$. The partition function $`\mathrm{Tr}e^{\beta H}`$ and all the expectation values $`\mathrm{Tr}\sigma _B\rho `$ are analytic functions of $`\beta `$.

$$Z(\beta )=\mathrm{Tr}e^{\beta H}=Z(0)+O(\beta ^2),withZ(0)=2^{\mu (G)}$$
(27)
$$\mathrm{Tr}\sigma _B\rho =Z(0)^1\beta \mathrm{Tr}\sigma _BH+O(\beta ^2)forB\mathrm{}.$$
(28)
Note that $`\mathrm{Tr}\sigma _B\sigma _A=1`$ if $`B=A`$, zero otherwise. Therefore, from the Hamiltonian only the $`\sigma _A`$ with sets $`A`$ being subsets of $`D`$ contribute to the expectation values of $`\sigma _B`$ to first order in $`\beta `$, when $`BD`$. So the restriction of the state to the region $`D`$ can be represented by a density matrix

$$\rho _D=e^{\beta H_D}/\mathrm{Tr}e^{\beta H_D},$$
(29)
with a hamiltonian $`H_D`$ acting in $`_D`$,

$$H_D=\underset{A𝒢(D)}{}\sigma _A+\stackrel{~}{H}_D,$$
(30)
with $`\stackrel{~}{H}_D=O(\beta )`$, and where the family of interaction-multiplets is denoted as

$$\{A𝒢,AD\}=𝒢(D).$$
(31)
Now we can expand the mean entropy. The leading order is the same, $`s_0=\mathrm{ln}2`$, for each set. The terms of order $`\beta `$ cancel, so we are interested in the terms of second order.

$`s(D)`$ $`=`$ $`\mu (D)^1\mathrm{Tr}\rho _D\mathrm{ln}\rho _D`$ (32)
$`=`$ $`\mu (D)^1\left(\mathrm{ln}\mathrm{Tr}e^{\beta H_D}+\beta \mathrm{Tr}[H_De^{\beta H_D}]/\mathrm{Tr}e^{\beta H_D}\right)`$
$`=`$ $`\mu (D)^1\left(\mathrm{ln}\mathrm{Tr}𝕀\frac{1}{2}\beta ^2\mathrm{Tr}H_D^2/\mathrm{Tr}e^{\beta H_D}\right)+O(\beta ^3)`$
$`=`$ $`s_0\frac{1}{2}\beta ^2\mu (D)^1\mathrm{Tr}[{\displaystyle \underset{A𝒢(D)}{}}\sigma _A]^2/\mathrm{Tr}𝕀+O(\beta ^3)`$
Observe, that $`\mathrm{Tr}\sigma _A\sigma _A^{}=0`$ for $`AA^{}`$, and that $`\sigma _A^2=𝕀`$. So the calculation of the entropy $`S(D)`$ up to order $`\beta ^2`$ amounts to counting how many interacting pairs or multiplets of sites are contained in the set $`D`$, that is, the number of sets in $`𝒢(D)`$, which we denote as

$$n(D)=|𝒢(D)|.$$
(33)
Mean entropy is thus

$$s(D)=s_0\frac{1}{2}\beta ^2n(D)/\mu (D)+O(\beta ^3),$$
(34)
and for small $`\beta 0`$

$$s(B)<s(D)n(B)/\mu (B)>n(D)/\mu (D).$$
(35)
Now we are ready to answer some questions. Consider the sets
$`B=\{a1,a2,b1\}=\text{}`$ , $`C=\{a1,b1,c1\}=\text{}`$ ,
$`D=\{a1,a2,b1,c1\}=\text{}`$ .
In comparing $`B`$ with $`D`$, we consider an interaction of diagonally nearest neighbors, $`𝒢`$ consisting of $`\{a1,b2\}`$,$`\{a2,b1\}`$ and its translates. Since $`n(B)=n(D)=1`$, we have $`s(B)<s(D)`$.

In comparing $`C`$ with $`D`$, consider $`𝒢`$ as consisting of triples like $`C`$ itself and its translates, and possibly also of the rotated triples and its translates. Since $`n(C)=n(D)=1`$, we have $`s(C)<s(D)`$.

The last example can easily be generalized to a lot of cases, where a larger set does not have lower mean entropy: If $`CD`$, but no other set $`C^{}`$ equivalent to $`C`$ is a subset of $`D`$, consider $`𝒢=\{C^{}C\}`$ as the set of interacting multiplets and the interaction Hamiltonian defined as in (26).

We may now extend the set of questions posed in \[ABK01\] and ask:
Question: Considering two sets $`CD`$, is it necessary, that $`D`$ can be represented as a union of sets which are equivalent to $`C`$, to guarantee $`s(C)s(D)`$ for any invariant state?

This property, $`D`$ being a union of sets equivalent to $`C`$, is, alas, not sufficient. Here comes the counterexample promised after the proof of Lemma 2: Consider the sets
$`C=\{a1,a2,b3,c1,c2\}=\text{}`$ , and $`D=CC^{}=\text{}`$ ,
with $`C^{}=\{c1,c2,d3,e1,e2\}`$ being a translate of $`C`$. $`𝒢`$ consists of pairs of nearest neighbors, $`A=\{a1,a2\}`$ and its translates, possibly also of the rotated pairs, $`B=\{a1,b1\}`$ and its translates. The comparison gives

$$\frac{n(C)}{\mu (C)}=\frac{2}{5}>\frac{n(D)}{\mu (D)}=\frac{3}{8}.$$
(36)
So $`s(C)<s(D)`$ for small $`\beta 0`$. As it has to be, because of Theorem 5, there is also no order relation between $`C`$ and $`D`$. This comes from the intersection $`CC^{}`$ being in no order relation, neither with $`C`$, nor with $`D`$. Moreover, this example can be extended. Translating $`C`$ again and again, always the same distances, one can form chains of different length, $`D_N=CC^{}\mathrm{}C^{(N)}`$. With the same method, calculating $`n(D^{(N)})/\mu (D^{(N)})`$, one can prove that $`s(D^{(N)})`$ is increasing in $`N`$.

With a state, which is not rotation invariant, it can be demonstrated, that oblique rectangles can not be ordered in the same way as the other orthogonal sets. Consider
$`C=\{a2,b1,b2,b3,c2\}=\text{}`$, and $`D=CC^{}=\text{}`$,
with $`C^{}=\{z2,a1,a2,a3,b2\}`$, a translate of $`C`$.
$`𝒢`$ consists of pairs of diagonal neighbors, $`A=\{a1,b2\}`$ and its translates. The comparison gives again (36) and $`s(C)<s(D)`$ for small $`\beta 0`$.

## Acknowledgements

I thank Bernard Kay for for stimulating e-mail discussions, Hajime Moriya for telling me about the work in progress of H. Araki and himself, and I thank Elliott H. Lieb, Heide Narnhofer and Helmuth Urbantke for interest in this study.


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# ON THE SOLAR ROTATION RATE IN THE UPPER CONVECTION ZONE

## 1 Introduction

With the advent of helioseismology and specially over last few years remarkable progress has been made in characterising the differential rotation of the sun. Analysis of the first 4 month’s Global Oscillation Network Group (GONG) data (Thompson et al., 1996) have qualitatively confirmed the results of earlier analyses that the surface differential rotation changes to rigid rotation below the outer 30% of the solar radius. In addition, data from GONG network and medium-$`\mathrm{}`$ program of Michelson Doppler Imager (MDI) on board Solar and Heliospheric Observatroy (SOHO) have allowed more detailed study of the rotational dynamics. This is achieved due to the splitting of the sun’s global oscillation frequencies by large scale flows. Details of this can be found in a recent review by Howe (1998).

Woodard & Libbrecht (1993) studied the time variation of equatorial rotation rate for different $`\mathrm{}`$ ranges and suggested a small variation from year to year. Inversions for the rotation rate in solar interior have confirmed that the temporal variations in the rotation rate penetrate to some what deeper layers (Howe, Komm, & Hill, 2000; Toomre et al., 2000; Antia & Basu, 2000) Further, the changing pattern of solar rotation rate in the interior also agrees with the torsonal oscillations observed at the solar surface (Howard & LaBonte, 1980). These zonal variations of the sun’s differential rotation were first observed by Kosovichev & Schou (1997) using MDI f-mode data. Toomre et al. (2000) have confirmed these zonal flows using both p\- and f-mode splittings derived from MDI data.

In this paper, we analyse the odd order splitting coefficients for detecting any periodic or systematic variation with solar cycle. Extending the analytical formulation of Morrow (1988) to include coefficients up to 9th order, we infer the solar ratation rate as a function of depth and latitude. These rotation profiles are compared with those obtained from a 1.5d inversion technique. We also estimate the variation in the rotation rate from the solar minimum to maximum period of the current cycle.

## 2 The Data and Analysis Technique

It is known that the solar differential rotation and other symmetry breaking factors like magnetic field can lift the degeneracy of the solar acoustic modes and split the eigen frequencies. Individual mode splittings can be represented by polynomial expansion

$$\nu _{n,\mathrm{},m}=\nu _{n,\mathrm{}}+\underset{s=1}{\overset{m}{}}a_{s,n,\mathrm{}}P_s(m),$$
(1)
where $`\nu _{n,\mathrm{}}`$ is the mean multiplet frequency, $`P_s(m)`$’s are orthogonal polynomials of degree $`\mathrm{}`$ and the expansion coefficients $`a_{s,n,\mathrm{}}`$ are known as the splitting coefficients. The odd-order coefficients measure the solar rotation while the even-order coefficients probe the symmetry about the equator. The nonzero values of these even coefficients reflect the pole–equator asymmetries in the solar structure (Dziembowski et al., 2000).

We use data from both GONG (Hill et al., 1996) and MDI (Schou, 1999) to determine the rotation rate in the outer convection zone. Each of the 45 GONG data sets covers a period of 108 days and is centered on dates 36 days apart. The month 1 starts from May 7, 1995 and month 46 ends on December 23, 1999. The MDI data consists of twenty 72 days time series starting from May 1, 1996 and ending on August 31, 2000 and includes the breakdown period of mid 1998. In case of the GONG data sets, splitting coefficients are fitted up to $`a_9`$ while in MDI data, the fits obtain coefficients up to $`a_{18}`$. In the present work, we further restrict the frequency range to 1.5 $`\nu `$ 3 mHz and $`\mathrm{}`$ 70.

## 3 Results and Discussions

### 3.1 Variations in the Splitting Coefficients

Howe, Komm, & Hill (1999) studied the variation in GONG odd-order $`a`$ coefficients but could not find significant correlation with solar activity measures. Later the same authors (Howe, Komm, & Hill, 2000) reported small trends up to $`a_{15}`$ coefficients. We have carried out a detailed analysis of these coefficients and observe that first few odd-order coefficients (up to $`a_7`$) from MDI show significant correlation with activity measures (see Table-1). However, GONG odd-order coefficients reveal weaker correlation with activity. The temporal variation in odd-order coefficients is shown in Figure 1. We notice that there is no clear trend in higher order coefficients while lower order coefficients vary in a systematic way. Further, the $`a_3`$ coefficients from MDI reveal strong anti-correlation with activity while these from GONG do not show any systematic trend.

### 3.2 Solar Rotation Rate

The solar rotation rate using the helioseismic data are generally obtained through two different methods: in forward approach the frequency splittings are computed for a chosen solar rotation model and then compared with the observed splittings. In the inverse method the measured frequency splittings are used directly to produce a single function for the angular velocity. In this study, we use the analytical method of Morrow (1988) by including higher order splitting coefficients up to $`a_9`$ where the appropriate combination of odd order splitting coefficients reflects the depth variation of angular velocity at chosen latitude $`\theta `$ (see Tripathy, Jain, & Bhatnagar, 2000 for details).

It is conventional to express the observed rotation rate in terms of even powers of cos$`\theta `$:

$$\mathrm{\Omega }(\theta )=\underset{i=0}{\overset{m}{}}A_i\mathrm{cos}^{2i}(\theta ),$$
(2)
where $`\theta `$ is the latitude and $`m`$ is restricted to 2. With the availability of higher order $`a`$-coeffcients, we extend and retain terms up to $`m`$ = 4. In the asymptotic limit, we can express surface constants $`A_i`$ in terms of splitting coefficients as:

$`A_0`$ $`=`$ $`a_1+a_3+a_5+a_7+a_9,`$ (3)
$`A_1`$ $`=`$ $`[5a_3+14a_5+27a_7+44a_9],`$ (4)
$`A_2`$ $`=`$ $`21a_5+99a_7+286a_9,`$ (5)
$`A_3`$ $`=`$ $`[{\displaystyle \frac{429}{5}}a_7+572a_9],`$ (6)
$`A_4`$ $`=`$ $`{\displaystyle \frac{2431}{7}}a_9.`$ (7)
Various authors have calculated these surface coefficients using different data sets and considering only three terms in the expression (2). Brown et al. (1989) found $`A_0`$ = 462.8 nHz, $`A_1`$ = $``$ 56.7 nHz and $`A_2`$ = $``$ 75.9 nHz for $`r`$0.723 $`R_{}`$ using CaII K intensity data taken from South pole. Based on 100-day observations made at BBSO for $`\mathrm{}`$ between 10 to 60, Libbrecht (1989) found the best fit with $`A_0`$ = 461 nHz, $`A_1`$ = $``$ 60.5 nHz and $`A_2`$ = $``$ 75.4 nHz. We have derived these constants from the GONG data for the 70 $``$ $`\mathrm{}`$ $``$ 150 and obtained the best fit with $`A_0`$= 460.55 nHz, $`A_1`$ = $``$ 55.76 nHz and $`A_2`$ = $``$ 154 nHz, $`A_3`$ = 220.36 nHz and $`A_4`$$``$ 164.43 nHz. Similarly, MDI data yields $`A_0`$= 458.43 nHz, $`A_1`$ = $``$ 40.58 nHz and $`A_2`$ = $``$ 182.81 nHz, $`A_3`$ = 223.893 nHz and $`A_4`$ = $``$ 136.09 nHz. The values obtained for $`A_0`$ are in close agreement with the earlier values.

In Figure 2, we plot the average surface rotation rate as a function of latitude using the derived coefficients. In the same plot, we have also shown the results from 1.5d RLS inversion and Doppler surface measurements (Snodgrass, 1984). It is clear that the rotation rate changes significantly in mid latitude while the change in rotation rate near pole and equator is small. We find that the rotation rate derived from the analytical approach agrees well with other results. However, the inverted rotation profile departs from other rotation rates beyond the latitude of 70 degree, probably due to the resolution limitation in inversion techniques.

Figure 3 shows the residual surface rotation rate at two different latitudes obtained after subtracting the average angular velocity. It is evident that at higher latitudes, the residual rotation rate, commonly known as zonal flows, is time dependent. This has a magnitude of approximately 3 nHz at equator. The residual rotation rate at equator for two different depths is calculated using 1.5d RLS inversion (Antia, Basu, & Chitre, 2000) and is illustrated in Figure 4.

It is clear that in the outer layers, the residual flows has a systematic variation while at deeper layers, the variation does not appear to be systematic. Recently Antia & Basu (2000), Howe, Komm, & Hill (2000) using GONG data, and Toomre et al. (2000) using MDI data, have also reported a small but significant time variation in the rotation rate.

## 4 CONCLUSION

The first few odd-order coefficients are found to vary systematically with the solar cycle. We also detect a small but significant variation in the rotation rate derived from the linear combination of odd order coefficients over a period of four and half years. The residual rotation rate in the outer layers seem to be correlated with the solar activity while no such signature is found at the base of the convection zone.

## Acknowledgments

We thank H. M. Antia for allowing us to use the inversion code. This work utilises data obtained by the Global Oscillation Network Group project, managed by the National Solar Observatory, a Division of the National Optical Astronomy Observatories, which is operated by AURA, Inc. under cooperative agreement with the National Science Foundation. The data were acquired by instruments operated by Big Bear Solar Observatory, High Altitude Observatory, Learmonth Solar Obsrvatory, Udaipur Solar Observatory, Instituto de Astrophsico de Canaris, and Cerro Tololo Interamerican Observatory. This work also utilises data from the Solar Oscillations Investigation / Michelson Doppler Imager on the Solar and Heliospheric Observatory and we thank J. Schou for providing us the data sets. SOHO is a mission of international cooperation between ESA and NASA. NSO/Kitt Peak magnetic, and Helium measurements used here are produced cooperatively by NSF/NOAO; NASA/GSFC and NOAA/SEL. This work is partially supported under the CSIR Emeritus Scientist Scheme and Indo–US collaborative programme–NSF Grant INT–9710279.


text:
# Effects of thermal fluctuation and the receptor-receptor interaction in bacterial chemotactic signalling and adaptation

## I Introduction

Bacterial chemotaxis refers to the phenomenon that a bacterium such as Escherichia coli swims towards higher concentration of attractant or lower concentration of repellent . With the switching rate determined by the change of the ambient chemical concentration, the motors of the bacterium switch between counterclockwise and clockwise rotations, consequently the bacterium switches between tumbling and running. The ratio between the frequencies of the two rotation modes is determined by the rate at which kinase CheA phosphorylates CheY, which binds the base of a motor. CheA phosphorylation rate is regulated by the receptor conformational state, which is influenced by ligand binding. The receptors are dimeric and joined to a CheA dimer by a CheW dimer, furnishing a signalling complex. Hence a receptor dimer can be regarded as a basic unit, as supported by the finding that a receptor dimer with a damaged subunit can still work . Because of thermal fluctuation, even in the absence of ligand binding, or in a fully adapted situation, there is still a certain probability distribution for a receptor dimer to be in different conformational states; microscopically a receptor dimer stochastically flips between the two states. Attractant binding changes the probability distribution, causing the receptor dimer to be more likely in the state corresponding to the lower CheA phosphorylation rate. On a longer time scale, after an initial response to ligand concentration change, the activity of the system returns to the pre-stimulus level. A careful consideration of such a basic picture already finds the ideas of statistical mechanics necessary: with the presence of thermal fluctuation, it is the probability distribution of the conformational states of the receptors that is monitored by ligand concentration change and determines the motor rotation bias. However, it seems that this point is not universally appreciated in biological literature.

The chemotactic response is very sensitive . It had been conjectured that there might be cooperation between receptors or the signalling complexes so that the signal could be amplified . The fact that most of the receptors cluster together at a pole of the cell provides further clues for cooperation between receptors . More importantly, it was found experimentally that the clustering of receptors is not favorable for counting statistics and that the receptor cluster does not favor a special end of the cell . This is an indication that there is a special reason for clustering, which may well be to make the receptor-receptor interaction possible.

With a detailed analysis on the experimental findings, I suggested the possible existence of interaction between neighboring receptor dimers and constructed a statistical mechanical theory to provide a picture of how the receptors cooperate through physical interaction and how the thermal fluctuation makes statistical mechanics important in the signalling process . In our model, we combine cooperativity and feedback to account for the sensitivity and adaptation. As will be stressed here, the first message from our approach is an emphasis on thermal fluctuation. In a cell, the energy scale is comparable with the thermal fluctuation. Moreover, thermal fluctuation helps to distinguish different stimuli. Because of large separation of time scales, the thermal fluctuation can be treated as quasi-equilibrium, so equilibrium statistical mechanical can give a reasonable response-stimulus relation. Hence the basic elements of our theory is useful no matter whether there is interaction between receptor dimers. The second message of our theory is that the anticipated cooperation is just physical receptor-receptor interaction between neighboring receptor dimers. Therefore the conformational state of a receptor dimer is not only influenced by ligand binding of itself, but also by the receptor-receptor interaction which depends on the conformations of the two neighboring receptor dimers. The third message is that the large separation of time scales leads to a complementary usage of equilibrium statistical mechanics in calculating the response on a shorter time scale and a non-equilibrium description of the adaptation on a longer time scale. Dynamics on the longer time scale determines whether randomness of ligand binding is quenched or annealed on the shorter time scale of quasi-equilibrium state, as will be elaborated later on. In the high temperature limit, this does not make a difference on the average signalling.

Recently there appeared some experimental data which are more directly relevant for the many-body nature of the receptor cluster and the possible cooperation . Therefore it is interesting and important to make comparisons between the theory and the experimental results, testing the theory on one hand, and providing some information on what experiments are wanted on the other hand. However, we do not expect the model in current form to perfectly fit everything on this complex system. Rather, what we provide is a theoretical framework, on which refinements are possible. For example, we have only considered the cooperation between the receptor dimers, while extensions to possible cooperation among other components at later stages of the signalling process, for example, CheA, CheY, CheZ and the switch complex, is straightforward if sufficient information is available. The idea of receptor-receptor interaction broadens the view on cooperation, which previously largely meant the existence of more than one binding sites, as described by the model presented by Hill a century ago . For simplicity, we try to preserve the scenario of one binding site, while extension to the situation with more binding sites is straightforward if necessary. Our strategy is to start with the minimum model, which yet explains the most essential features.

With improvement and simplification, we first describe the theory. Then we make comparisons with the experimental results, followed by summary and discussions.

## II  Theory

Consider a lattice of receptor dimers, as shown in Fig. 1. Let the coordinate number be $`\nu `$, which is $`6`$ for a honeycomb lattice and is $`4`$ for a square lattice. The exact coordinate number in reality is subject to experimental investigations. The behavior of the system is determined by its energy function, or Hamiltonian, which can be written as

$$(t)=\underset{<ij>}{}T_{ij}V_iV_j\underset{i}{}H_iV_i+\underset{i}{}W_iV_i.$$
(1)
$`V_i`$ is a variable characterizing the conformation of receptor dimer $`i`$. It may be interpreted as the position of the receptor molecule with respect to a certain equilibrium position. In the popular two-state approach, $`V_i`$ assumes one of two values $`V^0`$ or $`V^1`$. $`H_i`$ is the influence, or force, due to ligand binding and the modulation of methylation level. $`H_i=0`$ if there is no ligand binding, while $`H_i=H`$ if there is a ligand binding. $`H_iV_i`$ is the energy due to ligand binding, hence ligand binding causes the energy difference between the two conformations to make a shift of $`H(V^1V^0)`$. $`W_i(V^0V^1)`$ is the original energy difference between the two conformations. $`ij`$ denotes nearest neighbouring pairs, $`T_{ij}V_iV_j`$ is the interaction energy between the neighboring receptor dimers.

For convenience, defining $`S_i=\mathrm{\hspace{0.17em}2}(V_iV^0)/\mathrm{\Delta }V1`$, with $`\mathrm{\Delta }V=V^1V^0`$, one transforms the Hamiltonian to

$$(t)=\underset{ij}{}J_{ij}S_iS_j\underset{i}{}B_i(t)S_i+\underset{i}{}U_iS_i,$$
(2)
where $`S_i=1,1`$ represents the two conformational states of the receptor dimer at site $`i`$, $`J_{ij}=T_{ij}\mathrm{\Delta }V^2/4`$, $`B_i=H_i\mathrm{\Delta }V/2`$, $`U_i=\mathrm{\Delta }VW_i/2\mathrm{\Delta }V^2_jT_{ij}`$. We refer to $`B_i`$ as “field”. For simplicity, it is assumed that $`J_{ij}=J`$ and $`U_i=U`$ are independent of $`i`$ and $`j`$. $`B_i=0`$ if there is no ligand binding, while $`B_i=B=H\mathrm{\Delta }V/2`$ if there is a ligand binding. Hence energy difference due to ligand binding between the two conformations are $`2B`$. $`US_i`$ represents the original energy in the absence of ligand binding. Eq. (1) and (2) can be justified as follows. It is reasonable to assume an interaction energy proportional to $`(V_iV_j)^2`$, which can be reduced to $`T_{ij}V_iV_j`$, with constant terms neglected and the terms proportional to $`S_i`$ or $`S_j`$ included in $`_iU_iS_i`$. This assumption is simple enough to allow a feasible treatment which yet captures the essential features.

From now on, we focus on Eq. (2). Suppose that before time $`t=0`$, there is no ligand binding the system, or the system is fully adapted though it is bound to ligands. Hence $`B_i(t<0)=0`$. Afterwards, at time $`t=0`$, the occupancy, i.e. the fraction of receptor dimers with ligands bound, changes to $`c`$. Hence the occupancy change is $`\delta c=c`$. This means $`B_i(t=0)=B_i^0`$, with

$$B_i^0=\{\begin{array}{c}B,\mathrm{with}\text{ }\mathrm{probability}\text{ }c\hfill \\ 0,\mathrm{with}\text{ }\mathrm{probability}\text{ }1c\hfill \end{array}$$
(3)
The occupancy $`c`$ is determined by the ligand concentration $`L`$, $`c=L/(L+K_d)`$, where the dissociation constant $`K_d`$ is on a time scale during which the receptor has undergone many flips between different conformations, hence it is an average and phenomenological quantity.

On the other hand, through the modulation of methylation level by CheB and CheR, there is a negative feedback from the receptor state $`S_i`$ to the field $`B_i`$, with a time delay $`t_r`$. A simple quantitative representation of this feedback is

$$\frac{dB_i(t)}{dt}=\sigma [S_i(tt_r)m_0],$$
(4)
where $`\sigma >0`$, $`m_0`$ is the pre-stimulus average of $`S_i`$. Precise forms of both the energy function and the feedback are, of course, subject to experimental investigations. It seems that in biological world, feedback is a ubiquitous way to achieve adaptation and preserve sensitivity of response.

A remarkable feature of this system is the large separation of time scales. Ligand binding and conformational change occur within only millisecond, while overall time needed to complete the adaptation, through the slow modulation of methylation level, is on the time scale of many seconds to minutes . We note that in most cases, ligand debinding is on a much longer time scale than ligand binding, seen as follows. Consider the kinetics of the following reaction

$$L+RR_L,$$
(5)
where $`R`$ represents the receptor without ligand binding, while $`R_L`$ represents the liganded receptor. $`k_+`$ and $`k_{}`$ are reaction rates for the binding and debinding, respectively. The ratio between the time scales of debinding and binding is $`k_+L/k_{}L/K_d`$, where $`K_d`$ is the dissociation constant. A typical value is $`K_d1.2\mu M`$ . Usually, $`L`$ is much larger, so the debinding time scale is much longer than the time scale of ligand binding and receptor conformational change. In extreme cases, when $`L`$ is comparable with $`K_d`$, debinding time scale is comparable to binding time scale.

With the large separation of time scales, the treatment within the above framework becomes easier. One may discretize the time on the scale of adaptation, according to the feedback delay time. $`t`$ is thus replaced by an integer $`\tau `$, which is the integer part of $`t/t_r`$. On the other hand,each instant $`\tau `$ is still very long compared with the time scale of conformational change. Hence the activity at each $`\tau `$ is an average quantity $`m(\tau )`$, which can be calculated from the Hamiltonian in (2) by standard methods of equilibrium statistical mechanics. The average activity $`m`$ is just on the time scale of the measurement of the macroscopic quantities such as motor bias, longer than the very short period in which the receptor is in either of the two conformations, but shorter than the adaptation time. In making the average, an important thing is that the randomness of the field is usually quenched since $`L>>K_d`$, and is annealed otherwise. In fact we obtain a generalized version of the so-called random-field Ising model; in the conventional random-field Ising model, the average field vanishes, but it is generically non-zero in our model. On the long time scale, the field changes because of feedback. It can be expressed as $`B_i(\tau )=B_i^0+M(\tau )`$, where $`M(\tau )`$ is an induced field due to methylation modulation,

$$M(\tau )=\sigma \underset{k=0}{\overset{\tau 1}{}}[m(k)m_0].$$
(6)
Before stimulation, $`m(\tau <0)=m_0`$ is determined by $`U`$. If and only if $`U=0`$, $`m_0=0`$, which means that each receptor dimer is in either of the two conformational states with equal probability.

In most cases, the randomness of $`B_i^0`$ is quenched, the general relation between $`m(\tau )`$ and $`\delta c`$ is then

$`m(\tau )=`$ $`{\displaystyle \frac{2\delta c}{1+\mathrm{exp}[2\beta (\nu Jm(\tau )\theta (\tau 1)\sigma _{k=\tau _0}^{\tau 1}(m(k)m_0)+U+B)]}}`$ (7)
$`+{\displaystyle \frac{2(1\delta c)}{1+\mathrm{exp}[2\beta (\nu Jm(\tau )\theta (\tau 1)\sigma _{k=\tau _0}^{\tau 1}(m(k)m_0)+U)]}}1,`$ (8)
where $`\beta =1/k_BT`$, the step function $`\theta (x)`$ is $`1`$ if $`x0`$, and is $`0`$ otherwise. On the other hand, when ligand concentration is comparable with $`K_d`$, the randomness of $`B_i^0`$ is annealed. Then it can be found that

$$m=\frac{\delta c[e^{\beta (f(m)+B)}e^{\beta (f(m)+B)}]+(1\delta c)[e^{\beta f(m)}e^{\beta f(m)}]}{\delta c[e^{\beta (f(m)+B)}+e^{\beta (f(m)+B)}]+(1\delta c)[e^{\beta f(m)}+e^{\beta f(m)}]},$$
(9)
where $`f(m)=\nu Jm\theta (\tau 1)\sigma _{k=0}^{\tau 1}m(k)+U`$.

$`m(\tau )`$ vs. $`c`$ relation corresponds to the response-stimulus relation. After the step increase at $`\tau =0`$, $`m(\tau )`$ always decreases towards the pre-stimulus value $`m_0`$. This explains the robustness of exact adaptation . In practice the adaptation time is obtained when $`mm_0`$ reaches the detection threshold $`m^{}`$.

The results can be simplified under the condition that the thermal fluctuation is so strong that $`\beta \nu J`$ and $`\beta B`$ are not large. Then both Eq. (8) and Eq. (9) can be simplified to

$$m(\tau 0)m_0=\frac{\beta B\delta c}{1\beta \nu J}\left(1\frac{\beta \sigma }{1\beta \nu J}\right)^\tau ,$$
(10)
with

$$m_0=\frac{\beta U}{1\beta \nu J}.$$
(11)
$`1\beta \nu J`$ represents the enhancement of response compared with non-interacting scenario.

One may obtain the adaptation time $`t^{}`$, after which $`mm_0`$ is less than the detection threshold $`m^{}`$:

$$\tau ^{}=\frac{\mathrm{log}\delta c+\mathrm{log}(\frac{\beta B}{1\beta \nu J})\mathrm{log}m^{}}{\mathrm{ln}(1\frac{\beta \sigma }{1\beta \nu J})}.$$
(12)
$`m^{}`$ can be related to the lower bound of detectable occupancy change, $`\delta c^{}`$, by

$$m^{}=\frac{\beta B\delta c^{}}{1\beta \nu J},$$
(13)
hence

$$\tau ^{}=\frac{\mathrm{log}\delta c\mathrm{log}\delta c^{}}{\mathrm{ln}(1\frac{\beta \sigma }{1\beta \nu J})}.$$
(14)
At exact adaptation, setting $`m(\tau )=m_0`$, one may obtain the total induced field due to methylation modulation as $`M^{}=Bc`$. Then for the next stimulus, suppose that the occupancy changes from $`\delta c`$ to $`\delta c+\mathrm{\Delta }c`$ at a later time $`\tau _1`$, it can be found that the result with the occupancy $`\delta c+\mathrm{\Delta }c`$ and the induced field $`M^{}`$ is the same as that for the situation in which the occupancy is $`\mathrm{\Delta }c`$ and there is no induced field. That is to say, the previous occupancy change has been canceled by the induced filed $`M^{}`$, therefore the fully adaptation with ligand binding is equivalent to no ligand binding. So $`m(\tau \tau _1)`$ is given by the above relevant equations with $`\tau `$ changed to $`\tau \tau _1`$, and $`\delta c`$ substituted by $`\mathrm{\Delta }c`$. One can thus simply forget the pre-adaptation history, and re-start the application of the above formulation with $`\tau _1`$ shifted to $`0`$. The cancellation holds exactly only under the assumption of small $`\beta \nu J`$ and $`\beta B`$, which is likely the reality. The finiteness of detection threshold further widens the practical range of its validity.

## III  Comparisons between experiments and the theory

### A  Clustering.

The clustering has recently been experimentally studied in greater detail . The observed clustering of receptors and the co-localization of the CheA, CheY, and CheZ with the receptors is a favor for the effects of interactions. An in vitro receptor lattice formation was also observed .

### B  Response-stimulus relation.

A basic prediction of our theory is the response-stimulus relation. Note that the time scale of the response, corresponding to $`m`$ in our theory, is longer than the very short lifetime of a specific conformation, but is only transient on the time scale of the adaptation process. An interesting thing is that $`m`$ in our theory is measurable. Motor rotation bias was measured . From this result we can obtain $`m`$, as follows. The motor bias is

$$b=f_{ccw}/(f_{ccw}+f_{cw}),$$
(15)
where $`f_{ccw}`$ and $`f_{cw}`$ are rates of counterclockwise and clockwise rotations, respectively. Suppose the value of $`b`$ is $`r_1`$ for conformational state $`1`$, and is $`r_1`$ for conformational state $`1`$. Then the average bias is:

$$\overline{b}=r_1x+r_1(1x),$$
(16)
where $`x`$ is the average fraction of receptors with state $`1`$. $`x`$ is related to $`m`$ by $`m=x(1x)=2x1`$. So if we know $`r_1`$ and $`r_1`$, we can obtain $`m`$ from $`\overline{b}`$. However, there seems to be no investigation on $`r_1`$ and $`r_1`$. A simple assumption which is often implicitly assumed is that $`r_1=1`$, $`r_1=0`$, i.e. state $`1`$ corresponds to counterclockwise rotation, while state $`1`$ corresponds to clockwise rotation. We follow this assumption here. But it should be kept in mind that an experimental investigation on $`r_1`$ and $`r_1`$ would be very valuable. Therefore, for the time being, we use

$$\overline{b}=\frac{m+1}{2},$$
(17)
Thus from the pre-stimulus value of $`\overline{b}`$, one may determine $`m_0`$, and thus $`\beta U`$. An empirical formula is $`\overline{b}=10.0012(rcd360)`$, where $`rcd`$ is the absolute angular rate of change of direction of the cell centroid in $`degrees^1`$ . From , the pre-stimulus value of $`rcd`$ is known as $`600`$, so the pre-stimulus value of $`\overline{b}`$ is $`0.712`$. Hence

$$m_0=\frac{\beta U}{1\beta \nu J}0.424.$$
(18)
The occupancy change used in  was calculated from the ligand concentration under the assumption that the ligand randomly binds one of two possible binding sites: in addition to the site with $`K_d1.2\mu M`$, as widely acknowledged , there is another site with $`K_d70\mu M`$. This was based on an earlier attempt to have a better fitting for the adaptation time . However, as said above, we try to make things as simple as possible in the first instance, so prefer to preserve the scenario of one binding site with $`K_d1.2\mu M`$. Actually with one binding site, as discussed later on, it seems that our theory can fit the adaptation time by choosing appropriate parameter values, thus improve the coherence among various data. So we should first transform the values of the occupancy change in  to the values one would have obtained without the assumption of two binding sites. One has

$$c_J=\frac{1}{2}(c_1+c_2),$$
(19)
where $`c_J`$ represents the occupancy used by Jasuja et al., $`c_1`$ corresponds to dissociation constant $`K_1=1.2\mu M`$, $`c_2`$ corresponds to dissociation constant $`K_2=70\mu M`$. From $`c_l=L/(L+K_l)`$, $`l=1,2`$, one obtains the change of the occupancy

$$\delta c_l=\frac{K_l\delta L}{(L+\delta L+K_l)(L+K_l)},$$
(20)
where $`\delta L`$ is the change of ligand concentration. Since $`\delta L<<L`$, one may obtain $`\delta c_1=2\delta c_J/(1+\alpha )`$, where $`\alpha K_1(L+K_1)^2/K_2(L+K_2)^2`$. With $`L10\mu M`$, $`\alpha 1`$, one has $`\delta c_1\delta c_J`$. Therefore under this condition, we may simply use the occupancy change in . Eq. (17) leads to the relation between the initial change of $`m`$ and that of the motor bias, $`\delta b`$,

$$\delta m=2\delta \overline{b},$$
(21)
where $`\delta m=m(\delta c,\tau =0)m_0`$.

So the data in Fig. 3 of  can be transformed to $`\delta m`$ vs. $`\delta c`$ relation as shown in our Fig. 2. Unfortunately, it is notable that the data is limited to very low values of occupancy change! Nevertheless, a qualitative fitting can be made. According Eq. (10), setting $`\tau =0`$, we fit the data with a straight line $`\delta m=a\delta c`$, where

$$a=\frac{\beta B}{1\beta \nu J}10.49$$
(22)
is the slope of the fitting line.

### C  Adaptation time.

Eq. (20) tells us that with a same concentration change, the occupancy change and thus the response decreases with the increase of pre-stimulus ligand concentration. This is verified by Fig. 7 of . Eq. (12) predicts that the adaptation time increases linearly with, but not proportional to, the logarithm of occupancy change. It had been thought that the adaptation time is proportional to the occupancy change . We found that a logarithmic relation is also consistent with the currently available data. As an example, we examine the better set of the data, the left plot (D-ribose), in Fig. 4 of . For accuracy, the two data points at the highest and lowest concentration changes are dropped. This is because they are at the detection limits, and they have no recognizable differences in adaptation time with the data points closest to them respectively, although the values of concentration change are quite different. Moreover, the adaptation time is recorded to be zero for the two smallest values of concentration change, so the data point with the smallest concentration change should be ignored. Using $`K_d=3\times 10^7`$ (no unit was given, but should be the same as that of the concentration, so there is no problem in using it), we transform the concentration to the occupancy. The transformed data is shown in our Fig. 3, with Fig. 3a the normal-normal plot and Fig. 3b the normal-log plot. While there could be a fitting with a proportional relation, as usually assumed, it is at least reasonable to fit them with a logarithmic relation, $`t^{}/0.354s\tau ^{}t_r/0.354s=(g\mathrm{log}_{10}\delta c+h)/0.354s`$, with $`g=95.151\times 0.354s=33.7s`$ and $`h=124.0574\times 0.354s=43.9s`$. The factor $`0.354s`$ comes from the data normalization in , which is the percentage of one of three maximum recovery times, $`0.56m`$, $`0.58m`$ and $`0.62m`$, i.e. $`35.4s`$ on average. From Eq. (12), we have

$$\frac{t_r}{\mathrm{log}_{10}(1\frac{\beta \sigma }{1\beta \nu J})}=g.$$
(23)
and

$$\frac{t_r[\mathrm{log}_{10}\delta c^{}]}{\mathrm{log}_{10}(1\frac{\beta \sigma }{1\beta \nu J})}=h.$$
(24)
Using $`\delta c^{}0.004`$ , and assuming $`t_r0.1s`$, one finds

$$\frac{\beta \sigma }{1\beta \nu J}0.0068\text{ }\mathrm{to}\text{ }0.013.$$
(25)
where the first value is estimated by using (23), and the second by using (24). They are close to each other, as an indication of the consistency of the theory.

Furthermore, our predicted logarithmic relation may explain the discrepancy in the analysis of the data in Fig. 4 of  about a relation between the adaptation time and the concentration. The logarithm can simply decrease the predicted value of adaptation time, without resorting to the assumption of the existence of two binding sites. We have tried to make a quantitative fitting for the data in Fig. 4 of . Using $`K_d=1.2\mu M`$, we transform the ligand concentration to the occupancy, as shown in our Fig. 4. To make better use of the data, we ignore data point for $`\delta c>0.95`$, because the finiteness of detection threshold may cause uncertainty in deciding the adaptation time; the data for $`\delta c>0.95`$ show too large variation for so close values of $`\delta c`$. The fitting straight line is $`t^{}\tau ^{}t_r=g\mathrm{log}_{10}\delta c+h`$, with $`g=156.3513`$ and $`h=114.9912`$. Using (23) and (24), and same values of $`\delta c^{}`$ and $`t_r`$ as above, one finds

$$\frac{\beta \sigma }{1\beta \nu J}0.0015\text{ }\mathrm{to}\text{ }0.0047.$$
(26)
Again, these two numbers are close to each other. Moreover, (25) and (26) are of the same order of magnitude, though they are obtained from different sets of data. Even closer numbers may be obtained by tuning the vale of $`t_r`$.

### D  CheA activity.

Another interesting and important experimental result is on the relative CheA activity, which has been analysed by using Hill model with a non-integer coefficient . Here we examine the data from the perspective of our theory.

Suppose $`S=1,1`$ correspond respectively to CheA activity $`A_1`$ and $`A_1`$. Then the average CheA activity is $`\frac{1}{2}(A_1+A_1)+\frac{m}{2}(A_1A_1)`$. Consequently the relative CheA activity, as measured in , is

$$R=\frac{(A_1+A_1)+(A_1A_1)m(\delta c)}{(A_1+A_1)+(A_1A_1)m(\delta c=0)}=1F\frac{L}{L+K_d},$$
(27)
where $`F=\frac{a}{E+a\frac{U}{B}}`$, with $`E=(A_1+A1/(A_1A1)>0`$. Note that $`A_1>A_1`$. It is constrained that for attractant binding, $`F1`$, since $`R0`$. Setting $`F=0.95`$ and $`K_d=20\mu M`$, we obtain a reasonable fitting to Fig. 1 of , as shown in our Fig. 4. Therefore

$$Ea(\frac{1}{0.95}\frac{U}{B}),$$
(28)
which, combined with Eqs. (18) and (22), implies that the ratio between the two levels of CheA activity is $`A_1/A_1164.77`$. Very interestingly, this result of deduction is in good consistency with the available experimental information that this ratio is more than 100 . Again, this is an indication of the consistency of the theory.

We note that there is discrepancy in the fitting. This may be because of some other factors not considered here, especially, may be because the correspondence between the receptor conformational state and CheA activity is more complicated, in connection with $`r_1`$ and $`r_1`$ discussed above.

## IV  Summary and discussions

We suggest that statistical mechanics is useful and important in understanding receptor signalling and adaptation. We have made semi-quantitative comparisons between the theory and recent experiments to obtain estimations of parameter values. The thermal fluctuation in a cell is very strong, $`k_BT4pNnm0.025eV`$, comparable to the energy scale. So we simplify the formulation by using high temperature approximation. Then Eqs. (10) and (11) essentially contain all the information we need. $`1\beta \nu J`$ characterizes the enhancement of signalling by receptor-receptor interaction. With this simplified formulation, we look at recent experimental results. Unlike a clean system usually studied in physics, for such a complex system, we do not expect the fitting to be quantitatively perfect. From the data on pre-stimulus motor rotation bias , we obtain the pre-stimulus activity, as in Eq. (18), implying that there are approximately $`70\%`$ receptor dimers are at the state corresponding the lower rate of CheA autophosphorylation. Although the data on response-stimulus relation are very limited, they are used to estimate that $`\beta B/(1\beta \nu J)10.49`$, which compares the effect of ligand binding with that of cooperation. We study adaptation time for two different sets of data . Assuming the delayed time in feedback to be $`0.1s`$, it is found that the feedback strength compared with coupling, $`\beta \sigma /(1\beta \nu J)`$, is approximately $`0.0068`$ to $`0.013`$, or $`0.0015`$ to $`0.0047`$, respectively. These numbers obtained from different data and by using different methods are of the same order of magnitude, as a sign of the consistency of theory. Precise information on the feedback delay time can improve this determination. From the data on the relative CheA activity , we obtain Eq. (28), which gives the relation between the two levels of CheA activity corresponding to the two conformations of the receptor dimer. Combined with other results, it tells that the ratio between the two levels of CheA activity is $`A_1/A_1164.77`$, in good consistency with the available experimental information on this ratio. We note that the fitting is not perfect. This may be partly due to the simple nature of the minimum model and further simplified treatment, and partly due to insufficient experimental information. However, with a working framework proposed, we anticipate more experimental and theoretical discoveries stimulated by the current attempt. On the other hand, it would not be satisfactory to us to have a good fitting of the data by simply tuning parameters without a clear physical picture.

We need improvement on the available experimental results, as well as new experimental information, to provide a basis for extension and refinement of the theory. For example, we need a significant broadening of the range of occupancy change in response-stimulus relation. We also need a clearer relation between adaptation time and occupancy change. The relation between CheA activity and the receptor conformational state and CheA activity, as well as the relative rate of the two rotation modes, is vital for going beyond the simple treatment here. More accurate results on $`A_1/A_1`$ is also important. Independent determination of the dissociate constant is of fundamental importance. Most exciting experiments might be direct measurements of the conformational states $`V^0`$, $`V^1`$, and the coupling coefficient $`T_{ij}`$, as well as the energy change or force induced by the ligand binding. A clarification on whether the conformational change is rotation or a vertical displacement is interesting. For the former, $`V^0`$ and $`V^1`$ are angles, while $`H`$, the effect of ligand binding, is a torque. For the latter, $`V^0`$ and $`V^1`$ are positions, while $`H`$ is a force. The receptor-receptor interaction can be determined by measuring the relation of force or torque on one receptor dimer and the conformations of its neighbors. This would be a direct test of the conformation-dependent interaction. A determination of the geometry of the lattice is also interesting, from which one can obtain the value of $`\beta \nu J`$, and consequently other parameter values.

Our theory is entirely different from Hill model. An integer Hill coefficient is understood as the number of ligands bound to a receptor. A non-integer Hill coefficient, as often used, does not seem clear conceptually though could be tuned to fit the data. Nonetheless, from mean field point of view, the effect of receptor-receptor interaction could be viewed as effective additional ligand binding. Therefore from this perspective, the conclusion on limited cooperativity in  is consistent with strong thermal fluctuation in our theory.

Here we specialize in chemotactic receptors, however, the theory may also apply to many other receptor systems. For example, state-dependent co-inhibition between transmitter-gated cation channels was observed . Clustering of $`GABA_A`$ receptors and the decrease of affinity was also studied , which was also analyzed in terms of Hill model in a similar way to , thus it can also be explained by our theory as an indication of receptor-receptor interaction and thermal fluctuation. In many receptor systems, clustering, or called oligomerization, together with signalling, occurs as a response to stimulus. Theoretical investigation on this situation is presented elsewhere.

In finishing this paper, let us list some new experiments anticipated from the point of view of this theory. (1) More clarifications on conformational change induced by ligand binding, and determination of conformational change due to interaction with another receptor dimer. (2) Direct measurement of the forces generated by ligand binding and by conformational change of the neighboring receptor dimer. (3) Independent determination of dissociate constant using other methods. (4) Investigations on the responses corresponding to fixed conformational states, and hence $`r_1`$ and $`r_1`$ as discussed above. (5) Direct measurements on CheA and CheY activities. (6) More clarification on the relation between the receptor conformational state and CheA activity. (7) Increasing the range of occupancy change in response-stimulus relations, and more accurate determination of pre-stimulus occupancy and occupancy change. (8) More accurate determination of adaptation time as a function of the occupancy change. (9) Precise determination of the form of energy function. (10) Determination of the details of feedback due to the change of the methylation level, including the delay time.

Figure captions:

Fig. 1. An illustrative snapshot of the configuration of receptor dimers on a $`50\times 50`$ square lattice. An up triangle represents the conformation state $`S_i=1`$, a down triangle represents $`S_i=1`$, a filled triangle represents ligand binding, an empty triangle represents no ligand binding.

Fig. 2. Response-stimulus relation $`\delta m`$ vs. $`\delta c`$. The data points are transformed from those read from  with a computer software. The range of receptor occupancy change is too small, so only qualitative comparison is possible. The straight line is the least square fitting $`\delta m=10.49\delta c`$.

Fig. 3. (a) Normal-normal plot of the relation between adaptation time $`t^{}`$ and occupancy change $`\delta c`$. The data points are adopted from  by using a computer software, with the concentration transformed to occupancy. (b) Normal-log plot of the same data, showing that they can be fitted to a logarithmic relation.

Fig. 4. Relation between adaptation time $`t^{}`$ and occupancy change $`\delta c`$. The data points are adopted from  by using a computer software, with the concentration transformed to occupancy. The straight line is the least square fitting $`t^{}=156.3513\mathrm{log}_{10}\delta c+114.9912`$.

Fig. 5. The relation between the relative CheA autophosphorylation rate $`R`$ and ligand concentration $`L`$. The data points are adopted from  by using a computer software. The theoretical curve is $`R=1F\frac{L}{L+K_d}`$, with $`F=0.95`$ and $`K_d=20\mu M`$.