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# Classical Boundary-value Problem in Riemannian Quantum Gravity and Self-dual Taub-NUT-(anti)de Sitter Geometries

## 1 Introduction

In quantum gravity, as treated by the combined approaches of the Dirac canonical quantization and its dual, the Feynman path integral , one studies (for example) the amplitude for $`n`$ disconnected compact three-surfaces to have given spatial three-metrics, respectively $`h_{ij}^1,h_{ij}^2,\mathrm{},h_{ij}^n.`$ The amplitude is given formally by a path integral. In the simplest case $`n=1`$, with only one connected three-surface, which could then be regarded as a spatial cross-section of a cosmological model, the amplitude is given by the ‘no-boundary’ or ‘Hartle-Hawking’ state

$$\mathrm{\Psi }_{HH}(h_{ij})=𝒟g_{\mu \nu }\mathrm{exp}(I_E[g_{\mu \nu }]),$$
(1.1)
where the integral is over Riemannian four-geometries $`g_{\mu \nu }`$ on compact manifolds-with-boundary, where the three-metric induced on the boundary agrees with the prescribed $`h_{ij}`$ above. Here $`I_E`$ denotes the Euclidean action  of the four-dimensional configuration, as in Eq.(3.15) below.

Naturally, in considering semi-classical approximations to this integral, one is led first to study the classical Riemannian boundary-value problem: namely, to find one (or more) Riemannian solutions to the classical Einstein field equations, possibly including a cosmological constant $`\mathrm{\Lambda },`$ obeying

$$R_{\mu \nu }=\mathrm{\Lambda }g_{\mu \nu },$$
(1.2)
which are smooth on the interior manifold, and which agree with the spatial three-metric $`h_{ij}`$ at the boundary. Below, we shall see examples in which (different) such classical solutions exist, for a class of choices of the three-metric $`h_{ij}`$ on a boundary diffeomorphic to the three-sphere $`S^3`$, on a manifold-with-boundary with the simplest possibility of a four-ball topology.

Here, the boundary-value problem is studied within the class of biaxial Bianchi-IX models , which may be written locally in the form

$$ds^2=dr^2+a^2(r)(\sigma _1^2+\sigma _2^2)+b^2(r)\sigma _3^2.$$
(1.3)
Here $`\sigma _i,i=1,2,3,`$ denote the left-invariant one-forms on $`S^3`$ (see, for example, ). The boundary 3-metric at a given value $`r_0`$ of $`r`$ is then a Berger three-sphere , with intrinsic three-metric

$$ds^2=a^2(r_0)(\sigma _1^2+\sigma _2^2)+b^2(r_0)\sigma _3^2.$$
(1.4)
Subject to condition (1.2), the metrics (1.3) are known in a closed form – they are the well-known family of Riemannian Taub-NUT-(anti)de Sitter metrics . For the topologically simplest case that we are studying in this paper, we insist that the $`S^3`$ with the given intrinsic metric (1.4) bound a four-ball with smooth four-metric; this corresponds to requiring the Taub-NUT-(anti)de Sitter metrics to close with a regular “nut” and to have half-flat Weyl curvature. We find that the problem can be translated into an algebraic system of degree three which can be solved exactly to find the possible infilling geometries of this type and their actions for *any* boundary data $`a,b`$. Depending on $`a,b,`$ one may therefore have three real roots, or one real root together with one complex conjugate pair, for this third-degree equation. A similar study was carried out in , for large three-volume and small anisotropy, assuming a positive cosmological constant. However, we have been able to find all complex- and real-valued self-dual Taub-NUT-(anti)de Sitter solutions on the 4-ball and their actions for arbitrary values of $`(a,b)`$ for both positive and negative cosmological constants. The case of zero cosmological constant can be obtained by taking the cosmological constant to zero (equivalently) from either the positive or the negative direction.

Self-dual Riemannian Einstein spaces with a negative cosmological constant and of biaxial Bianchi-IX type have also been studied, for example, by Pedersen , in connection with the conformal boundary-value problem with a three-sphere (topologically) at infinity. The more general case of generic (non-biaxial) Bianchi-IX models has been treated in this context by Hitchin  and by Tod .

Since a strictly negative cosmological constant $`\mathrm{\Lambda }`$ is needed to have any hope of incorporating gauge theories of matter with local supersymmetry in a four-dimensional field theory , we have given a more detailed analysis for $`\mathrm{\Lambda }<0`$; the real and complex solutions have been classified completely in terms of the boundary values $`a,b`$, and the numerical behaviour of the solutions and Euclidean action $`I_E`$ has been investigated in greater detail.

## 2 Einstein Biaxial Bianchi-IX Metrics of Riemannian Signature

The general form of a biaxial Bianchi-IX four-metric is given by Eq.(1.3). Such metrics are invariant under the group action of $`SU(2)\times U(1)`$, whose Lie algebra is isomorphic to that of $`U(2)`$. When one further imposes the Einstein equations with a $`\mathrm{\Lambda }`$ term, one arrives at the two-parameter Taub-NUT-(anti)de Sitter family  :

$$ds^2=\frac{\rho ^2L^2}{\mathrm{\Delta }}d\rho ^2+\frac{4L^2\mathrm{\Delta }}{\rho ^2L^2}(d\psi +\mathrm{cos}\theta d\varphi )^2+(\rho ^2L^2)(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2),$$
(2.1)
where

$$\mathrm{\Delta }=\rho ^22M\rho +L^2+\mathrm{\Lambda }\left(L^4+2L^2\rho ^2\frac{1}{3}\rho ^4\right).$$
(2.2)
Here $`L`$ and $`M`$ are the two parameters and $`0\theta \pi `$, $`0\varphi 2\pi `$, $`0\psi 4\pi /k`$ ($`k`$ is a natural number). When $`k=1`$, the surfaces of constant $`\rho `$ are topologically $`S^3`$. The general form (2.1), however, is only valid for a coordinate patch for which $`\mathrm{\Delta }0`$. In general $`\mathrm{\Delta }`$ will have four roots. At the roots the metric degenerates to that of a round $`S^2`$, and each such root therefore corresponds to a two-dimensional set of fixed points of the Killing vector field $`/\psi `$. However, if a root occurs at $`\rho =|L|`$, the fixed-point set is zero-dimensional (as the two-sphere then collapses to a point). Such two- and zero-dimensional fixed point sets have been given the names “bolts” and “nuts” respectively . The coordinate $`\rho `$ ranges continuously from a root of $`\mathrm{\Delta }`$ until it encounters another root of $`\mathrm{\Delta }`$, if there is any; otherwise $`\rho `$ ranges from the root to infinity. In general, the bolts of the above Taub-NUT family of metrics are not regular points of the metric. For them to be regular, the metric has to close smoothly at the bolts, for which the condition is :

$$\frac{d}{d\rho }\left(\frac{\mathrm{\Delta }}{\rho ^2L^2}\right)_{(\rho =\rho _{bolt})}=\frac{1}{2kL}.$$
(2.3)
For finite $`L0`$ and $`k=1`$, condition (2.3) leads to the self-dual Taub-NUT-(anti)de Sitter metric (see below) and the Taub-Bolt-(anti)de Sitter metric , which reduce to the Euclidean Taub-NUT  and the Taub-Bolt metrics  respectively for $`\mathrm{\Lambda }=0`$. For the limiting cases $`L\mathrm{}`$ and $`L=0`$, for which (2.1) is not well-defined, one can obtain regular solutions by suitable coordinate transformations and assigning correct periodicities to the coordinate parametrizing the $`S^1`$ fibre. For example, for $`\mathrm{\Lambda }=0`$, the Eguchi-Hanson metric  and the Schwarzschild metric can be obtained from (2.1) in these limits . In the next section we will encounter more examples of Bianchi-IX metrics that arise at these limits as we discuss the self-dual Taub-NUT-(anti)de Sitter solutions. For a recent discussion on obtaining different biaxial Bianchi-IX metrics as various limits of (2.1) see .

### 2.1 Self-dual Weyl tensor and Regularity

It will become evident below that the regular, positive-definite geometries of this type on a four-ball interior are Weyl half-flat, that is, having either self-dual or anti-self-dual Weyl curvature  which requires:

$$M=\pm L(1+\frac{4}{3}\mathrm{\Lambda }L^2)$$
(2.4)
For either sign, such metrics are often called (by physicists) half-flat – a name which we will be using in this paper.

It is easy to check that, when the metric has a nut – or equivalently $`\mathrm{\Delta }`$ has a (double) root at $`\rho =L`$ (or $`\rho =L`$) – then the two parameters $`L`$ and $`M`$ are related by

$$M=\pm L(1+\frac{4}{3}\mathrm{\Lambda }L^2),$$
(2.5)
which is precisely the condition above for self-duality of the Weyl tensor. One can further check that Eq.(2.3) is automatically satisfied at the nut of the metric (2.1). Therefore, within the Taub-NUT-(anti)de Sitter family, self-duality of the Weyl tensor will imply regularity at the origin.

Without loss of generality, we will work with the positive sign of Eq.(2.4) (and (2.5)). The condition (2.4) of half-flatness (or condition (2.5) of nut-regularity) implies that $`\mathrm{\Delta }`$ simplifies:

$$\mathrm{\Delta }=(\rho L)^2\frac{1}{3}\mathrm{\Lambda }(\rho +3L)(\rho L)^3.$$
(2.6)
One can note that the terms involving $`\mathrm{\Lambda }`$ vanish as $`\rho L`$, and that the metric near the origin is that of the $`\mathrm{\Lambda }=0`$ case, namely Hawking’s (Taub-NUT) solution :

$$ds^2=\left(\frac{\rho +L}{\rho L}\right)d\rho ^2+4L^2\left(\frac{\rho L}{\rho +L}\right)(d\psi +\mathrm{cos}\theta d\varphi )^2+(\rho ^2L^2)(d\theta ^2+\mathrm{sin}\theta ^2d\varphi ^2)$$
(2.7)
Apart from the double root at $`\rho =L`$, $`\mathrm{\Delta }`$ has two more roots or “bolts” at $`\rho =\pm \sqrt{(4L^2+3/\mathrm{\Lambda })}L`$. Beyond these two roots $`\mathrm{\Delta }`$ is negative. So, the permissible range of $`\rho `$ is from $`L`$ to $`\sqrt{(4L^2+3/\mathrm{\Lambda })}L`$ (when $`L`$ is positive) or from $`L`$ to $`\sqrt{(4L^2+3/\mathrm{\Lambda })}L`$ (when $`L`$ is negative). For a complete nonsingular metric, we have to check whether such points are regular, i.e., whether

$$\left(\frac{2}{3}\frac{(L\rho )(\rho ^2+3L\rho +4L^2)+3L}{(\rho +L)^2}\right)_{(\rho =\rho _{bolt})}=\frac{1}{2L}$$
(2.8)
which is identically satisfied at the nut (at $`\rho =L`$) as we have seen already. However, for $`\rho =\sqrt{(4L^2+3/\mathrm{\Lambda })}L`$, which is positive definite and greater than $`L`$, this would require:

$$\frac{4}{3}\mathrm{\Lambda }L\frac{2}{3}\sqrt{(4\mathrm{\Lambda }^2L^2+3\mathrm{\Lambda })}=\frac{1}{2L}$$
(2.9)
which can only happen for $`L`$ negative ($`=\frac{1}{8}\sqrt{6/\mathrm{\Lambda }}`$) and hence we find a contradiction. (In other words, this would give a regular bolt at $`\rho =\frac{7}{8}\sqrt{6/\mathrm{\Lambda }}`$ – on the “other side” of $`\rho =L`$ which is negative, and hence cannot be reached continuously starting from $`L`$.) The same argument applies for the other root at $`\rho =\sqrt{(4L^2+3/\mathrm{\Lambda })}L`$. Therefore, for positive cosmological constant, the half-flat (equivalently, regular-nut) solution, has a singular bolt at finite $`\rho `$ which exists and cannot be made regular for any finite value of the parameter $`L0`$. However, in the limit $`L0`$, one can obtain the standard round metric on $`S^4`$ by suitable coordinate transformations; this is regular everywhere and has a regular nut at each of the two poles. For the $`L\mathrm{}`$ limit, on the other hand, one can obtain the regular Fubini-Study metric on $`\text{ }\mathrm{C}P^2`$. This is regular everywhere and has a regular nut at the origin and a regular bolt at infinity .

The case with a negative cosmological constant is different. Writing $`\mathrm{\Lambda }=\lambda `$ ($`\lambda `$ is positive), one has

$$\mathrm{\Delta }=(\rho L)^2+\frac{1}{3}\lambda (\rho +3L)(\rho L)^3.$$
(2.10)
$`\mathrm{\Delta }`$ now has two roots at at $`\rho =L`$ and two others at $`\rho =\pm \sqrt{(4L^23\lambda )}L`$, which are beyond the permissible range of $`\rho L`$ ($`L`$ positive) and $`\rho L`$ ($`L`$ negative). So, for a fixed negative $`\mathrm{\Lambda }`$, the one-parameter family of half-flat solutions of the Taub-NUT-anti de Sitter type are necessarily regular for $`\rho [L,\mathrm{})`$ for any finite, non-zero value of $`L`$. Using similar coordinate transformations as in the case of positive cosmological constant, one can obtain the canonical metric on $`H^4`$ and the Bergman metric on $`\overline{\text{ }\mathrm{C}P^2}`$ in the limits of $`L0`$ and $`L\mathrm{}`$ respectively, both of which are nut-regular at the origin.

So, for both $`\mathrm{\Lambda }>0`$ and $`\mathrm{\Lambda }<0`$, in this half-flat Taub-NUT-(anti) de Sitter family any hypersurface of constant $`\rho `$ (which is a Berger sphere with a given 3-metric) bounds a four-ball with a regular 4-metric. The singular bolt at $`\rho =\pm \sqrt{(4L^2+3/\mathrm{\Lambda })}L`$, in the case of $`\mathrm{\Lambda }>0`$, poses no problem as the Berger sphere lies between the (regular) nut and the (singular) bolt when we are interested in filling the Berger sphere with positive-definite regular metrics. It remains to see which classical 4-metrics of Taub-NUT-(anti)de Sitter type can be given on the four-ball inside a given Berger sphere. In other words, how many members in this one-parameter ($`L`$) family of metrics are there for which a given Berger sphere is a possible hypersurface at some constant $`\rho `$?

In addressing this question we can include complex solutions in the interior of the 3-sphere. For this we let $`\rho `$ and $`L`$ and hence the 4-metric be in general complex-valued as long as the 4-metric induces the prescribed positive-definite 3-metric on the boundary and is non-singular in the interior.333For a detailed discussion on such complex-valued metrics on real manifolds see  and references therein. We will return to this issue in the next section. Real positive-definite infilling 4-metrics therefore form a subclass of the complex-valued solutions to this boundary-value problem and do not necessarily exist for arbitrary boundary data. However, it is possible to find the necessary and sufficient condition on the boundary data for the existence of real positive-definite solutions as we will see in Sections 4 and 5.

## 3 Infilling Geometries and their Action

Following the discussion above, the problem of finding classical infilling regular/(anti)self-dual Einstein metrics of Taub-NUT-(anti)de Sitter type on the four-ball bounded by a typical Berger sphere with two radii $`(a,b)`$ can be translated into solving the following two equations in $`\rho `$ and $`L`$:

$$a^2\rho ^2+L^2=0,$$
(3.1)
and

$$b^2(\rho ^2L^2)4L^2\left(\left(\rho L\right)^2\frac{1}{3}\mathrm{\Lambda }\left(\rho +3L\right)\left(\rho L\right)^3\right)=0.$$
(3.2)
These are polynomial equations of degree two and six in the variables $`\rho `$ and $`L`$ and hence, by Bézout’s Theorem (see, for example, ), would intersect at at most twelve points in $`\text{ }\mathrm{C}^2`$. However, trying to solve Eq.(3.1)-(3.2) explicitly for $`\rho `$ and $`L`$ is not very easy and not to be recommended. However, there is a more “symmetric” approach, which will enable us to find explicit solutions, and first of all enables us to count the number of infilling geometries.

### 3.1 Number of Infilling Geometries

Theorem: *For any boundary data $`(a,b)`$, where $`a`$ and $`b`$ are the radii of two equal and one unequal axes of a Berger 3-sphere (squashed 3-sphere with two axes equal) respectively, there are precisely three (modulo “orientation”) self-dual Taub-NUT-(anti)de Sitter geometries which contain the 3-sphere as their boundary.444As we are dealing with finite $`L0`$ for which (2.1) is well-defined, self-dual metrics of biaxial Bianchi-IX type (admitting $`S^3`$-foliations) arising as limiting cases ($`L0`$ and $`L\mathrm{}`$) of the self-dual Taub-NUT-(anti)de Sitter – as discussed in Section $`2`$ – are precluded from the considerations here. Depending on two radii of the Berger sphere, possible infilling solutions of such metrics can easily be included when one considers the larger class of (self-dual) Bianchi-IX type metrics on the four-ball.*
Proof: Note that the system of equations (3.1)-(3.2) admits the discrete symmetry $`(\rho ,L)(\rho ,L)`$. (This is what we mean by “orientation”). Make the substitution:

$$\begin{array}{ccc}\hfill x& =& \rho +L\hfill \\ \hfill y& =& \rho L.\hfill \end{array}$$
(3.3)
The problem now reduces to solving

$$a^2=xy$$
(3.4)
and

$$b^2=\frac{y}{3x}\left(xy\right)^2\left(32\mathrm{\Lambda }xy+\mathrm{\Lambda }y^2\right).$$
(3.5)
Note that this preserves the discrete symmetry, $`(\rho ,L)(\rho ,L)`$ in $`(x,y)(x,y)`$. Substitution of $`x`$ in Eq.(3.5) now gives the univariate equation:

$$\mathrm{\Lambda }y^6+(34a^2\mathrm{\Lambda })y^4+(5a^4\mathrm{\Lambda }6a^2)y^2(3a^2b^23a^4+2a^6\mathrm{\Lambda })=0$$
(3.6)
which is a cubic equation in $`y^2`$. The six solutions for $`y`$ therefore will appear in pairs of opposite signs. Since $`a^2`$ is positive, this implies that the six corresponding solutions of $`(x,y)`$ are of the form $`(x_1,y_1)`$, $`(x_2,y_2)`$, $`(x_3,y_3)`$ and $`(x_1,y_1)`$, $`(x_2,y_2)`$, $`(x_3,y_3)`$.

Since the set of solutions have the symmetry $`(x_i,y_i)(x_i,y_i)`$, by applying the transformation $`(x,y)(x,y)`$, we would obtain no new solutions for $`(x,y)`$ (hence for $`(\rho ,L)`$) and would reproduce the same set. Therefore there are six points in $`\text{ }\mathrm{C}^2`$ where the two polynomials meet, i.e., six solutions for $`(\rho ,L)`$ which are related by the reflection symmetry $`(\rho ,L)(\rho ,L)`$. Hence the number of geometries modulo orientation for any given boundary data $`(a,b)`$ is three. $`\mathrm{}`$

### 3.2 Real/Complex Roots and Real Infilling Metrics

It is more convenient to rewrite Eq.(3.6) for $`z=y^2`$ in the form

$$\mathrm{\Lambda }z^3+(34A\mathrm{\Lambda })z^2+(5A^2\mathrm{\Lambda }6A)z(3AB3A^2+2A^3\mathrm{\Lambda })=0$$
(3.7)
where we have denoted $`(a^2,b^2)`$ by $`(A,B)`$. It is easy to see that the real solutions for $`(x,y)`$ (and hence for $`(\rho ,L)`$) come from the positive roots of Eq.(3.7). Depending on the boundary data $`(A,B)`$, the number of positive solutions for $`z`$ can range from zero to three. However, a positive solution of $`z`$ and, hence a real solution $`(\stackrel{~}{\rho },\stackrel{~}{L})`$, would not necessarily correspond to a real positive-definite infilling geometry. For it to qualify as a regular real solution in the interior, the metric should be well-defined for $`\rho `$ taking values on the real line from $`\stackrel{~}{L}`$ to $`\stackrel{~}{\rho }`$. As we discussed in Section $`2.1`$, this can happen if and only if $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{L}`$ have the same sign and $`|\stackrel{~}{\rho }|>|\stackrel{~}{L}|`$. The latter condition is automatically satisfied as a consequence of $`a^2`$ being positive irrespective of whether the signs of $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{L}`$ are similar or not. If $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{L}`$ have opposite signs, the metric will not be positive definite for values of $`\rho `$ within the interval $`(\stackrel{~}{L},\stackrel{~}{L})`$ on the real line, and will be singular at $`\rho =\stackrel{~}{L}`$. Therefore, it would not qualify as a real positive-definite solution. Such solutions for $`(\stackrel{~}{\rho },\stackrel{~}{L})`$ should be considered to correspond to complex metrics where $`\rho `$ is generally complex-valued in the interior and real-valued on the given $`S^3`$ boundary and at $`\stackrel{~}{L}`$. (One can choose contours for $`\rho `$ in the complex plane which avoid the singularity on the real line at $`\stackrel{~}{L}`$ and ensure regularity at $`\stackrel{~}{L}`$; see discussions in .) We will discuss the dependence of positivity (and complexity) of $`z`$ on the boundary data $`(A,B)`$ in detail for $`\mathrm{\Lambda }<0`$ in Section $`5`$ to explore the structure of (real) solutions and their actions and shall return to this issue. We will show that for a given boundary data $`(A,B)`$ the real regular infilling solution is unique and exists when a certain inequality holds between $`A`$ and $`B`$.

For negative or complex roots of Eq.(3.7), the interior metrics are necessarily complex-valued.

### 3.3 Explicit Solutions

We now write down explicit solutions for our boundary-value problem. Rewrite Eq.(3.7) with the conformal rescaling

$$\begin{array}{ccc}\hfill A|\mathrm{\Lambda }|& & A,\hfill \\ \hfill B|\mathrm{\Lambda }|& & B,\hfill \\ \hfill z|\mathrm{\Lambda }|& & z,\hfill \end{array}$$
(3.8)
so that $`A,B`$ are now dimensionless. For positive cosmological constant, this gives

$$f(z):=z^3+(34A)z^2(5A^26A)z+(3AB3A^2+2A^3)=0,$$
(3.9)
and, for negative cosmological constant,

$$g(z):=z^3(4A+3)z^2+(5A^2+6A)z+(3AB3A^22A^3)=0.$$
(3.10)
Since we will be more interested in the case of negative cosmological constant, we only write down the solutions of $`g(z)=0`$. These are

$$z_1=\frac{1}{6}\sqrt[3]{Q}+\frac{\frac{2}{3}A^2+4A+1}{\sqrt[3]{Q}}+1+\frac{4}{3}A,$$
(3.11)
$$z_2=\frac{\sqrt[3]{Q}}{12}\frac{\frac{1}{3}A^2+2A+3}{\sqrt[3]{Q}}+1+\frac{4}{3}A+\frac{i}{2}\sqrt{3}\left(\frac{1}{6}\sqrt[3]{Q}\frac{\frac{2}{3}A^2+6A+6}{\sqrt[3]{Q}}\right),$$
(3.12)
and

$$z_3=z_2^{},$$
(3.13)
where

$$Q=72A^2+8A^3+216A324AB+216+36\sqrt{AB\left(81AB108108A36A^24A^3\right)}$$
(3.14)
The solutions of $`f(z)=0`$ can be found by just flipping the signs of $`A`$ and $`B`$. It is important to note here that, the appearance of explicit factors of $`i`$ in the expressions (3.11)-(3.13) for the roots may not be an accurate guide as to whether a root is real or complex. In Section $`4`$, we will see how to analyse the roots of $`g(z)`$ (in a way that would enable one to determine whether the roots are complex or real, for different values of $`(A,B)`$) without invoking the explicit solutions (3.11)-(3.13). However, we do need the explicit solutions in order to calculate the action for such geometries.

### 3.4 Action Calculation

The Euclidean action is given by :

$$8\pi GI_E=_{}d^4x\sqrt{g}\left(\frac{1}{2}R\mathrm{\Lambda }\right)_{}d^3x\sqrt{h}K$$
(3.15)
where $``$ is the Riemannian 4-manifold with boundary $``$, and the 4-geometry $`g_{\mu \nu }`$ agrees with the specified three-metric $`h_{ij}`$ on the boundary, i.e., $`g_{ij|_{}}=h_{ij}`$. $`K`$ is the trace of the extrinsic curvature $`K_{ij}`$ of the boundary.

For a classical solution, obeying the Euler-Lagrange equations of the action (3.15) (the Einstein equations $`R_{\mu \nu }=\mathrm{\Lambda }g_{\mu \nu }`$), one has

$$8\pi GI_E=\mathrm{\Lambda }_{}d^4x\sqrt{g}_{}d^3x\sqrt{h}K.$$
(3.16)
Now $`_{}d^4x\sqrt{g}`$ is just the volume of $``$, which for the self-dual Taub-NUT-(anti)de Sitter metric gives

$$\mathrm{\Lambda }_{}d^4x\sqrt{g}=\frac{32\mathrm{\Lambda }}{3}\pi ^2L(\rho L)^2(\rho +2L)=\frac{8\mathrm{\Lambda }}{3}\pi ^2\left(y^2A\right)\left(y^23A\right).$$
(3.17)
The trace of the extrinsic curvature is $`(2\frac{a^{}}{a}+\frac{b^{}}{b})/N`$ for any metric of the form

$$ds^2=N(r)^2dr^2+a^2(r)(\sigma _1^2+\sigma _2^2)+b^2(r)\sigma _3^2$$
(3.18)
giving

$$_{}d^3x\sqrt{h}K=\frac{1}{N}\left(2\frac{a^{}}{a}+\frac{b^{}}{b}\right)(16\pi ^2a^2b).$$
(3.19)
For the self-dual Taub-NUT-(anti)de Sitter metric the surface term in Eq.(3.15) is therefore

$$_{}d^3x\sqrt{h}K=\frac{8}{3}\pi ^2\frac{\left(y^2A\right)\left(\mathrm{\Lambda }y^4+\mathrm{\Lambda }Ay^2+3y^2+9A8\mathrm{\Lambda }A^2\right)}{A}.$$
(3.20)
The total action is then:

$$8\pi GI_E=\frac{8}{3}\frac{\pi ^2\left(y^2A\right)\left(5\mathrm{\Lambda }A^2+9A+3y^2+\mathrm{\Lambda }y^4\right)}{A}$$
(3.21)
Using Eq.(3.7), $`I_E`$ can be further simplified to give:

$$8\pi GI_E=\frac{8}{3}\pi ^2\left(7\mathrm{\Lambda }A^212A+12z+3\mathrm{\Lambda }z^210\mathrm{\Lambda }Az+3B\right)$$
(3.22)
which in terms of the scaled variables gives, in the case $`\mathrm{\Lambda }>0`$

$$8\pi G(\mathrm{\Lambda }I_E)=\frac{8}{3}\pi ^2\left(7A^212A+12z+3z^210Az+3B\right)$$
(3.23)
In the case of a negative cosmological constant, this is just:

$$8\pi G(\lambda I_E)=\frac{8}{3}\pi ^2\left(7A^2+12A12z+3z^210Az3B\right)$$
(3.24)
Clearly, the substitutions (3.3) have led to considerable simplifications. The action is a quadratic function of $`z`$ – the solution of the third-degree equation – and hence would, in general, be complex (real) for $`z`$ complex (real). Corresponding to every solution of Eq.(3.9) or Eq.(3.10), one can calculate the action merely by substitution in Eq.(3.23) or Eq.(3.24) – one does *not* need to find $`y`$ (or $`x`$) at all to evaluate the action. As we discussed in Section $`3.2`$, not all positive solutions for $`z`$ correspond to real positive-definite solutions in the interior. Therefore all real- and complex-valued solutions in the interior corresponding to the positive solutions for $`z`$ have real-valued Euclidean actions. This is because the two limits (here $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{L}`$) of the integral (3.17) of $`\rho `$ lie on the real-line. Interestingly, for negative solutions for $`z`$, which correspond to $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{L}`$ being purely imaginary, the actions are real as well. This is not surprising given that the middle expression of (3.17) is a quartic polynomial in $`\rho `$ and $`L`$. Only the complex solutions for $`z`$ would in general have complex actions.

## 4 Vacuum Case

Before embarking on solutions with non-zero cosmological constant, it is desirable to understand the $`\mathrm{\Lambda }=0`$ case. This will also provide us with an example and illustrate the utility of the method developed so far. For this case, the regular Taub-NUT metrics are given by the Hawking solution (2.7). The corresponding (quadratic) polynomial equation and actions are obtained by simply setting $`\mathrm{\Lambda }=0`$ in Eq.(3.7) and Eq.(3.22) respectively. The two solutions and their actions are

$$z=A\pm \sqrt{AB}$$
(4.1)
and

$$I_E=\frac{\pi }{G}(B\pm 4\sqrt{AB}).$$
(4.2)
Following the discussions in Section $`3.2`$, it is easy to check that the negative-sign solution of (4.1) corresponds to a real positive-definite metric on the four-ball provided that

$$a>b.$$
(4.3)
This can be confirmed by solving for $`\rho `$ and $`L`$ directly (which is possible in this case). For the negative and positive signs of Eq.(4.1) they are

$$\rho =\frac{a}{2}\frac{(2ab)}{\sqrt{a^2ab}},L=\frac{b}{2}\sqrt{\frac{a(ab)}{ab}},$$
(4.4)
and

$$\rho =\frac{a}{2}\frac{(2a+b)}{\sqrt{a^2+ab}},L=\frac{b}{2}\sqrt{\frac{a(a+b)}{a+b}}.$$
(4.5)
(Two other solutions are obtained by changing orientation.) Note that, in contrary to the statement made in , positive-definite real infilling solutions do not exist for arbitrary boundary data although the actions (4.2) are real-valued for any value of $`A`$ and $`B`$. The issue of positive-definite real solutions on the four-ball will be made clearer in the following sections where we discuss the case of non-zero cosmological constant (which includes $`\mathrm{\Lambda }=0`$ as a special case).

## 5 Solutions for $`\mathrm{\Lambda }<0`$ and their Actions

We now treat the case of a negative cosmological constant in greater detail and systematically discuss the structure of the solutions of

$$g(z):=z^3(4A+3)z^2+(5A^2+6A)z+(3AB3A^22A^3)=0$$
(5.1)
as functions of boundary data $`(A,B)`$. Recall that $`(\rho ,L)`$ can have a real solution only when $`z`$ is positive. Therefore, by studying the solutions of Eq.(5.1), we are able to see the real and complex solutions of this boundary-value problem quite readily. However, before doing so we discuss the possibility of real positive-definite infilling solutions.

### 5.1 Real, Positive-definite Infilling Solutions

For a given boundary data $`(A,B)`$, let the infilling solutions be denoted by $`(\stackrel{~}{\rho },\stackrel{~}{L})`$. Recall from our discussion in Section $`3.2`$ that a real positive-definite infilling solution exists if $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{L}`$ have like signs (and if $`|\stackrel{~}{\rho |}>|\stackrel{~}{L}|`$ which holds automatically). Assuming without any loss of generality, that both $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{L}`$ are positive, the equivalent requirement in the variables $`x`$, $`y`$ is $`x>y`$. It then follows from Eq.(3.4) that the corresponding requirement on the possible solutions for $`zy^2`$ is the following:

$$z<a^2.$$
(5.2)
Therefore, only positive roots of Eq.(3.9) or Eq.(3.10) within the interval $`(0,A)`$ give positive-definite real solutions on the four-ball which are regular everywhere including the origin, i.e., at $`\rho =\stackrel{~}{L}`$. Note that the requirement (5.2) is independent of the size or sign of the cosmological constant.

We now analyse the case of negative cosmological constant and find the necessary and sufficient conditions on the boundary data for roots of Eq.(5.1) to satisfy the inequality (5.2).
Lemma: *There is a unique real, positive-definite self-dual Taub-NUT-anti de Sitter solution on the four-ball bounded by a given Berger-sphere of radii $`(a,b)`$, if and only if*

$$b^2<\frac{1}{3}a^2(2a^2|\mathrm{\Lambda }|+3).$$
(5.3)
Proof: Recall that, for any function $`F(x)`$, if $`F(a)`$ and $`F(b)`$ have unlike signs, then an odd number of roots of $`F(x)=0`$ lie between $`a`$ and $`b`$ (see, for example, ). Depending on the boundary data there are two distinct possibilities for the sign of the constant term in Eq.(5.1). For $`B<\frac{1}{3}A(2A+3)`$, $`g(0)`$ is negative and $`g(A)=3AB`$ and is strictly positive. Therefore, for $`B<\frac{1}{3}A(2A+3)`$, there will be either one root or three roots in the interval $`(0,A)`$. By direct differentiation, one can show that $`g^{}(z)`$ and $`g^{\prime \prime }(z)`$ are strictly non-negative within the interval $`[0,A]`$. It therefore follows from Fourier’s theorem that the number of roots in the interval $`(0,A)`$ is one.555 Fourier’s theorem: If $`F(x)`$ be a polynomial of degree $`n`$ and $`F_1,F_2,\mathrm{},F_n`$ are its successive derivatives, the number of real roots $`R`$ which lie between two real numbers $`p`$ and $`q`$ ($`p<q`$) are such that $`RNN^{}`$, where $`N`$ and $`N^{}`$ ($`NN^{}`$) respectively denote the number of changes of sign in the sequence $`f_1,f_2,\mathrm{}f_n`$, when $`x=p`$ and when $`x=q`$. Also $`((NN^{})R)`$ is an even number or zero. See, for example, . If, on the other hand, $`B\frac{1}{3}A(2A+3)`$, there will be no root within the interval $`(0,A)`$. $`\mathrm{}`$

Note that (5.3) gives (4.3) in the $`|\mathrm{\Lambda }|=0`$ limit. There are certain particular features of the coefficients of $`g(z)`$ that simplified our analysis. Firstly, it is only in the constant ($`z^0`$) term that $`B`$ appears. Also, and more importantly, except for the constant term the coefficients of $`g(z)`$ are either positive or negative definite for arbitrary $`(A,B)`$. (In the case of a positive $`\mathrm{\Lambda }`$, we are not fortunate enough to have this particular advantage – the corresponding analysis is therefore just a step lengthier, although the methodology developed in this section equally applies. Possible positive-definite real solutions are unique as in the case of negative cosmological constant.)

### 5.2 Structure of Roots

We now discuss how the roots of Eq.(5.1) change as the boundary data is varied. Since for real (complex) roots the action is real (complex) this would enable us to study the real (complex) actions. In fact, as we will see below, regions of physical interest are covered by real solutions of Eq.(5.1).

As is apparent from the previous discussions, we must look carefully at the two different cases, for which the constant term is positive or negative. The condition determining the reality of the roots of $`g(z)`$ is following (see, for example, ):

$$\begin{array}{ccc}\hfill B& <& \frac{4}{81}\frac{(A+3)^3}{A}(\mathrm{three}\mathrm{real}\mathrm{roots})\hfill \\ \hfill B& =& \frac{4}{81}\frac{(A+3)^3}{A}(\mathrm{three}\mathrm{real},\mathrm{at}\mathrm{least}\mathrm{two}\mathrm{equal})\hfill \\ \hfill B& >& \frac{4}{81}\frac{(A+3)^3}{A}(\mathrm{one}\mathrm{real}\mathrm{two}\mathrm{complex}\mathrm{roots})\hfill \end{array}$$
(5.4)
However, for the discussion below one further needs to know Descartes’ Rule : *the equation $`g(z)=0`$ can not have more positive roots than $`g(z)`$ has changes of sign, or more negative roots than $`g(z)`$ has changes of sign*. (It is also convenient to remember the elementary fact that the product of the roots of a polynomial equation of odd degree is minus the constant term.)

### Case $`1`$: $`B<\frac{1}{3}A(3+2A)`$

In this case $`(3AB3A^22A^3)`$ is negative and hence $`g(z)`$ has three changes of sign and $`g(z)`$ has none. Therefore, there will be either $`(1)`$ three positive roots of $`g(z)`$ or $`(2)`$ two complex and one positive roots, depending on which condition of (5.4) $`(A,B)`$ satisfies. One of the positive roots in the former case and the positive root in the latter case will correspond to real positive-definite regular solutions in the interior.

### Case $`2`$: $`B>\frac{1}{3}A(3+2A)`$

In this case, $`(3AB3A^22A^3)`$ is positive and hence $`g(z)`$ has two changes of sign and $`g(z)`$ has one. So $`g(z)`$ has either $`(1)`$ two positive roots and one negative or $`(2)`$ two complex and one negative, depending on which condition of (5.4) $`(A,B)`$ satisfies.

### Case $`3`$: $`B=\frac{1}{3}A(3+2A)`$

For this special case $`(3AB3A^22A^3)=0`$ and hence the valid roots are the solutions of

$$z^2(4A+3)z+(5A^2+6A)=0$$
(5.5)
which will have either two positive or two complex roots. (The other root is $`z=0`$ which is not physically meaningful.) However, neither of the positive roots, which exist if $`A\frac{3}{2}`$, will be less than $`A`$ and hence there is no real infilling solution in the interior.

We now combine Descartes’ rule with the conditions of (5.4) (Fig. 1). We plot the

curves $`B=\frac{1}{3}A(3+2A)`$ (green line) and $`B=\frac{4}{81}\frac{(A+3)^3}{A}`$ (blue line). For physical interest, we have also plotted the line $`A=B`$ which represents isotropy. The two curves divides the $`(B,A)`$ plane in four regions.

### Region I

This is the region bounded between the two curves on the left-hand side of their intersection point, with the green line included. One root is negative and two others positive. The positive roots become equal on the blue line and the negative root become zero on the green line. None of the positive roots corresponds to a real infilling solution in the interior of the Berger sphere.

### Region II

This is the region above the intersection point of the two curves. So there is one pair of complex roots and a negative root. On the green line there are only a pair of complex roots, the real one being zero.

### Region III

Two roots are complex and one is real and positive. The positive root corresponds to a real positive-definite infilling solution in the interior. As above, on the green line, the real root is zero.

### Region IV

This is the region bounded by the two lines below their point of intersection, with the blue line included. All roots are positive and one of them corresponds to a real infilling solution. Two roots are equal on the blue line.

### 5.3 Numerical Study

In the previous section we have studied the general behaviour of the roots systematically. Although $`B`$ appears only in the constant term of $`g(z)`$, its role is rather crucial in determining the sign and reality of the roots. In this section we will study the roots of $`g(z)`$ and their corresponding actions numerically, and demonstrate an interesting connection with catastrophe theory.

First we study the roots and actions for fixed values of $`A`$, as functions of $`B`$. From the analysis in the previous section (and from Fig. 1), one would expect to study three distinct generic cases, determined by the value of $`A`$ less than, equal to and greater than its value where the two curves meet, i.e., at $`A=3/2`$ (and $`B=3`$).

### Case 1: $`A<3/2`$

For a fixed $`A<3/2`$, by varying $`B`$ one moves continuously from region IV (three positive roots) to the green line where one of the roots become zero (two still being positive), then into region I, where two roots continue to be positive, but the other is now negative, and then to the blue line where the positive roots become equal, and then to region II where they turn complex (the other still being negative).

The behaviour of the three roots and the corresponding Euclidean actions are plotted in Figs. 2 and 3 (as long as they remain real), as functions of $`B`$ for $`A=0.2`$ and $`A=1`$ respectively. (The same colour is used to show the correspondence.)

### Case 2: $`A=3/2`$

For the special value of $`A=3/2`$, all roots are positive in region IV, where, on the point that the green and blue lines meet two become equal and the other becomes zero. On entering region II the two equal roots become a complex-conjugate pair and the other turns negative. The behaviour of the three roots is therefore similar to the previous behaviour, except that they all turn complex and become negative at the same value ($`B=3`$) (Fig. $`4`$). The corresponding actions also have a structure similar to those in $`A<3/2`$.

### Case 3: $`A>3/2`$

For $`A>3/2`$ one starts in region IV with three positive roots, two of which become equal on the blue line and then turn complex and remain so in region II. The other root remains positive in region III and becomes zero on the green line to become negative in region II. See Fig. $`5`$ ($`A=3`$) and Fig. $`6`$ ($`A=100`$).

### The “Catastrophe Manifold” of $`I_E`$

One can see that certain patterns emerge for both $`g(z)`$ and $`I_E`$. For fixed values of $`A`$, the real solutions of $`g(z)`$ form a two-fold pattern as functions of $`B`$. One can check that this occurs for all $`A`$, large and small. The upper and lower folds turn over at $`B=\frac{4}{81}\frac{(A+3)^3}{A}`$ and at $`B=0`$ respectively. This is easily understood with the help of Fig. $`1`$: the curves (of two roots) in the upper fold meet when the two roots become equal at $`B=\frac{4}{81}\frac{(A+3)^3}{A}`$, i.e., before entering the combined region of II and III where they turn complex. On the other hand, on $`B=0`$, $`g(z)`$ has a double root equal to $`A`$ (the other root is $`2A`$) – therefore the lower folds turn over around the $`B=0`$ line. The surface $`g(z)=0`$ thus formed by placing such images successively (Fig. $`11`$) is similar in structure to a cusp catastrophe manifold familiar in dynamical systems driven by a quartic potential with two control parameters (see, for example, ). The minima of a quartic potential occur when its derivative (a polynomial of degree three) is set to zero and hence the catastrophe manifold represents the equilibrium points of the system. The “catastrophe map” is then the part of projection of the catastrophe manifold onto the plane of the control variables bounded between the lines along which the folds turn over – in our case this is the region bounded between $`B=0`$ and $`B=\frac{4}{81}\frac{(A+3)^3}{A}`$ curves in Fig. $`1`$, i.e., the union of region I and IV. However, one may wonder why a cusp does not appear in this case. This is because of the (particular) way in which $`A`$ and $`B`$ combine in the coefficients of $`g(z)`$ and also because they are constrained to be positive – both facts are dictated by the physical configuration. One can obtain a cusp, however, by working with the new variable $`D(=AB)`$ instead of $`B`$. A cusp will appear at $`A=3`$, which is obviously outside the range of our physical interest.

It is not difficult to see that $`I_E`$ has the same catastrophe map, namely the union of region I and IV. However, the more important observation is that the relative orientation of the folds of $`I_E`$ is the same as that of the corresponding roots of $`g(z)`$, i.e., they do not cross each other. This pattern persists even when one gets very close to $`A=0`$ as shown in Fig. $`7`$. For very small values of $`A`$ the green and blue lines nearly overlap and coincide completely for $`A=0`$. They therefore meet the red line at infinity. For higher values of $`A`$ one gets a persistent behaviour as in Figs. $`8`$-$`10`$. Therefore the “catastrophe manifold” of $`I_E`$ is “diffeomorphic” to the one found above for $`z`$, i.e., the surface $`I_E`$ is obtainable from that of $`z`$ by a deformation which preserves the catastrophe map. This is not automatic or obvious given the form of $`I_E`$ which is a quadratic function of $`z`$. Note, however, that the surface of $`I_E`$ is not smooth where the upper fold occurs.

The two-dimensional catastrophe map in a dynamical system with a quartic potential demarcates the regions of three stable minima and one stable minimum. In our case they indicate a demarcation between the regions where there are three real $`I_E`$ and one real $`I_E`$ for the boundary-value problem.

### 5.4 Large Radii and Small Anisotropy

The observations that the space of $`I_E`$ is diffeomorphic to that of $`z`$ and that it does not intersect itself have immediate physical implications. This means that the dominant contribution will always come from one solution, namely the one represented by the green curve in Figs. $`2`$-$`10`$ (and the meshed surface in Fig. $`11`$). Note that this is the solution which gives a positive-definite infilling solution as long as $`b^2<\frac{1}{3}a^2(2a^2+3)`$. One can verify from Figs. $`2`$-$`6`$ that this solution always takes values within the interval $`(0,A)`$.

In cosmology, one is more interested in regions where $`b`$ is not greatly different from $`a`$ and usually when they are both large. All three roots are positive in this latter region. Taking $`A=B`$, the roots of $`g(z)`$ are

$$\begin{array}{ccc}\hfill z_1& =& A+\frac{3}{2}\frac{1}{2}\sqrt{12A+9},\hfill \\ \hfill z_2& =& 2A,\hfill \\ \hfill z_3& =& A+\frac{3}{2}+\frac{1}{2}\sqrt{12A+9}.\hfill \end{array}$$
(5.6)
It is easy to check that only $`z_1<A`$ and, hence, $`z_1`$ corresponds to the positive-definite real infilling solution in the interior. The dominant contribution to the path integral (1.1) will therefore come from $`z_1`$ (which can also be checked explicitly in this case). The action of this solution is given by

$$8\pi G(\lambda I_E)=\frac{4}{3}\pi ^2\left(9+3\sqrt{12A+9}+4A\sqrt{12A+9}\right)\frac{32}{\sqrt{3}}\pi ^2A^{\frac{3}{2}},$$
(5.7)
so becoming more negative as $`A`$ grows. Actions for $`z_2`$ and $`z_3`$ are positive and become more positive as $`A`$ grows, as can be checked explicitly by direct substitution.

## 6 Conclusion

We have shown that, for a given boundary which is a Berger sphere (a squashed $`S^3`$ with two axes equal), there are in general three distinct ways in which one can fill in with a self-dual Taub-NUT-(anti)de Sitter metric. With suitable choice of variables, the problem of finding explicit solutions for such infilling metrics can be translated into a univariate algebraic equation of degree three and hence can be solved exactly. The Euclidean action $`I_E`$ is a quadratic function of the solutions of this third-degree equation and hence, corresponding to every solution of this equation, the action can be found purely in terms of the boundary data – the two radii $`(a,b)`$ of the Berger sphere, for both positive and negative cosmological constants. The positive and negative roots of this equation correspond to metrics for which actions are real – only complex solutions correspond to complex-valued actions in general.

In the case of a negative cosmological constant, we have further discussed systematically the ranges of $`a`$ and $`b`$ where the solutions of the algebraic system lead to real- and complex-valued solutions in the interior and have studied the structure of the three roots. We found that one of the roots corresponds to a positive-definite infilling solution if and only if $`b^2<\frac{1}{3}a^2(2a^2+3)`$. For small squashing, i.e., when $`a`$ and $`b`$ are of the same order and not too small, all three roots are positive. When $`a`$ and $`b`$ are exactly equal, this holds for small radius as well. We therefore investigated the roots and their corresponding actions numerically in this range (i.e., until two of them turn complex) as functions of the boundary variables $`a`$, $`b`$. We found that both the roots and the actions have structures similar to those of the cusp catastrophe in dynamical systems. The “catastrophe manifold” of $`I_E`$ does not intersect itself which implies that the the dominant contribution will come from the positive-definite infilling solution. Further, the classical actions for large values of the radii $`(a,b)`$ in their isotropic limit (of particular interest for cosmology) have been discussed. The (dominant) contribution coming from the positive-definite solution has an action proportional to $`a^3`$, thereby favouring large radii.

### Acknowledgements

We would like to thank Gary Gibbons, Stefano Kovacs, Alexei Kovalev, Jorma Louko, Henrik Pedersen, Nick Shepherd-Barron and Galliano Valent for helpful discussions and comments. MMA was supported by awards from the Cambridge Commonwealth Trust and the Overseas Research Scheme.


text:
# Quantized adiabatic charge pumping and resonant transmission

## I Introduction and summary

Quantized adiabatic charge transport was first invoked by Thouless,  who considered the dc current induced in an infinite one-dimensional gas of non-interacting electrons by a periodic potential, which is also a slowly-varying, periodic function of time. The robustness of the quantization in such systems, with respect to the influence of disorder or many-body interactions, was further discussed in Refs.  and . Since then, the focus of interest in this phenomenon, termed “electronic pump”  has been shifted to investigations of confined nanostructures, e.g., quantum dots or carbon nanotubes, where the realization of the periodic time-dependent potential is achieved by modulating gate voltages applied to the structure, in a “turnstile” form,  or by coupling to surface acoustic waves.  The pumping of charge in such systems is achieved solely by the application of the time-dependent potential, and it exists even when the system is un-biased otherwise. Moreover, the charge transferred during a single cycle is independent of the modulation period. However, this charge is not necessarily quantized.

The quantization of the pumped charge, that is, the possibility to transmit an integral number of electrons per cycle through an un-biased system, has been realized in devices which are weakly coupled to the leads, in which the (small) conductances of the quantum point contacts separating the dot from the leads are modulated in time. In such systems, the quantization has been attributed to the Coulomb blockade, which quantizes the number of electrons on the device. However, the modulation of the point contact conductances allows, in principle, for the possibility to cross-over from pinched-off conditions, where the Coulomb blockade is effective, to the almost open-dot conditions. In the latter, Coulomb-blockade effects are expected to play a minor role as opposed to those of quantum interference of the electronic wave function over the entire structure. Nonetheless, the possible quantization of the charge pumped during a cycle through a large, almost open quantum dot, with vanishing level spacing, has been related  to Coulomb interactions within the dot. Pumping in an open nanostructure was realized experimentally for a quantum dot whose shape has been controlled by oscillating gate voltages.  There, the amplitude of the pumped signal, which is independent of the modulation frequency, is found to increase with the driving force, though no quantization has been detected.

While electronic correlations in fabricated nano-devices definitely play a role, it is still of fundamental interest to study electronic pumping of non-interacting electrons resulting from quantum interference effects, to explore the circumstances under which it is optimal.  In this context, it is especially useful to investigate simple, tractable models, where it is possible to relate the parameters characterizing the nanostructure, notably the conductance, with those that govern the magnitude of the pumped charge. Thus by considering a small, strongly pinched quantum dot, which supports resonant transmission, it has been shown  that when the Fermi energy in the leads aligns with the energy of the quasi-bound state in the dot, the charge pumped through it during each period of the modulation is close to a single electronic charge. The correlation between resonant states and enhanced pumping has also been found in Ref. . Finally, it was pointed out  that the pumped charge in a model describing carbon nanotubes can change sign as the amplitude of the modulating potential is varied.

In this paper we explore in detail the relation between resonant transmission and quantized charge pumping. The results we obtain can be summarized generically as follows. Consider a quantum dot, connected by two single-channel point contacts to its external leads. The individual conductances of these point contacts, $`\mathrm{X}_{\mathrm{}}`$ and $`\mathrm{X}_r`$, are controlled by split-gate voltages which are modulated periodically in time. Hence, during each cycle the system follows a closed curve in the $`\mathrm{X}_{\mathrm{}}\mathrm{X}_r`$ parameter plane, which we call the “pumping contour”. As the various parameters (e.g. the modulation amplitude P and phase shift $`\varphi `$, see below) are varied, this pumping contour changes its shape and location in the parameter plane, forming a Lissajous curve. (This can be also achieved by varying the gate voltage on the dot.) On the other hand, there are lines in that parameter plane, along which the transmission of the quantum dot is large. These are the “resonance lines” of the quantum dot. We find that the magnitude of the pumped charge and its sign are intimately related to the manner by which the pumping contour encircles parts of the resonance lines, and particularly the peaks where the transmission is equal to unity. The charge is quantized when a significant part of the resonance line is trapped within the pumping contour. For example, when the contour goes around the resonance twice, in the same direction, the charge attains the value of $`|2|`$ in units of the electronic charge $`e`$. The sign is determined by the sense of the pumping contour. Thus, as function of the modulating amplitude, the pumped charge can vary as depicted, for example, in Fig. 1, or in Fig. 7 bellow.

The resonance lines in the parameter plane can be found experimentally.  When one of the point contacts is pinched off and the other is open, the conductance of the quantum dot, $`G`$, is dominated by the conductance of the pinched-off point contact, say X. Measuring the dependence of the quantum dot conductance on the gate voltage $`U_{\mathrm{}}`$ controlling that point contact will yield the relation between X and $`U_{\mathrm{}}`$. In a similar way, one finds the relation between Xr and $`U_r`$. Using these relations and measuring $`G`$ as function of $`U_{\mathrm{}}`$ and $`U_r`$, the resonance lines can be determined.

To derive the above result we consider a simple model for a quantum dot, employing the tight-binding description. In this model, the quantum dot is coupled to semi-infinite 1D leads by matrix elements $`J_{\mathrm{}}`$ and $`J_r`$, which oscillate in time with frequency $`\omega `$, such that the modulation amplitude is P and the phase shift between the $`J_{\mathrm{}}`$ modulation and that of $`J_r`$ is $`2\varphi `$. Then, the point contact conductances are given (in dimensionless units) by X$`{}_{\mathrm{}}{}^{}J_{\mathrm{}}^2`$ and X$`{}_{r}{}^{}J_r^2`$. Explicitly,

$`J_{\mathrm{}}`$ $`=`$ $`J_\mathrm{L}+\mathrm{P}\mathrm{cos}(\omega t+\varphi ),\mathrm{X}_{\mathrm{}}J_{\mathrm{}}^2,`$ (1)
$`J_\mathrm{r}`$ $`=`$ $`J_\mathrm{L}+\mathrm{P}\mathrm{cos}(\omega t\varphi ),\mathrm{X}_rJ_r^2.`$ (2)
We solve for the charge pumped through the quantum dot using the adiabatic approximation,  that is, assuming that the frequency $`\omega `$ is smaller than any characteristic energy scale of the electrons. Concomitantly, we determine the resonance lines in the X$`{}_{\mathrm{}}{}^{}\mathrm{X}_r`$ plane. We then show that the pumping is quantized (see Fig. 1) for values of P for which the pumping contour encloses a significant part of a resonance line.

In our model, the couplings of the quantum dot to the leads are modulated in time and hence $`J_{\mathrm{}}`$ and $`J_r`$ can attain both negative and positive values. This reflects a modulation of the potential shaping the dot: the tight-binding parameters $`J_{\mathrm{}}`$ and $`J_\mathrm{r}`$, which are derived as integrals over the site “atomic” wave functions and the oscillating potential, can have both signs. The extreme modulation arises when we set $`J_\mathrm{L}=0`$, so that the hopping matrix elements which couple the “dot” to the “leads” oscillate in the range $`\{`$P,P$`\}`$. The dimensionless conductances X and Xr are then modulated in the range $`\{`$0,P$`{}_{}{}^{2}\}`$. The corresponding pumping contour is then a simple closed elliptic curve. As the magnitude of the average hopping $`J_\mathrm{L}`$ increases, the shape of the pumping contour becomes more complex, turning into a Lissajous curve which folds on itself. These complex pumping curves yield a rather rich behavior of the pumped charge as function of the modulation amplitude P (see e.g. Figs. 1 and 7).

## II Transmission and pumping through a quantum dot

Our description of the quantum dot is a generalization of the model by Ng and Lee.  Imagine the quantum dot to be connected to the electronic reservoirs by two 1D chains of sites, whose on-site energies are assumed to vanish, and whose nearest-neighbor transfer amplitudes are denoted by $`J`$. The energy of an electron of wave vector $`k`$ moving on such a chain is

$`E_k=2J\mathrm{cos}ka,`$ (3)
where $`a`$ is the lattice constant. From now on we measure energies in units of $`J`$. The confined nanostructure, that is, the quantum dot, is modeled by a ‘bunch’ of tight-binding sites connected among themselves. For simplicity, we take the latter in the form of a finite chain of $`N`$ sites, each having the on-site energy $`ϵ_0`$, with a nearest-neighbor transfer amplitude $`J_\mathrm{D}`$. The effects of on-site interactions may be considered as part of $`ϵ_0`$, within a Hartree approximation. This finite chain is attached to the left-hand-side lead at site 1, with the matrix element $`J_{\mathrm{}}`$, and to the right-hand-side lead at site $`N`$, with the matrix element $`J_r`$ \[see Eq. (2)\].

The calculation of the pumped charge requires the knowledge of the instantaneous (that is, when the time is frozen) scattering solutions of the problem, and the instantaneous scattering matrix.  This scattering matrix also yields the instantaneous transmission coefficient of the quantum dot for any pair of the parameters X and Xr, and hence the resonance lines in the X$`{}_{\mathrm{}}{}^{}`$Xr plane. In the present case, the instantaneous scattering solutions can be straightforwardly obtained. Let us denote by $`\chi _{\mathrm{}}^t`$ the instantaneous scattering state at time $`t`$, which is excited by an incoming wave from the left reservoir, of energy $`E_k`$, and similarly $`\chi _r^t`$ is the scattering solution excited by a wave coming from the right. We then have

$`\chi _{\mathrm{}}^t(x)`$ $`=`$ $`A_{0,\mathrm{}}\left[e^{ikx}+r_te^{ikx}\right],\mathrm{on}\mathrm{the}\mathrm{left}\mathrm{lead},`$ (4)
$`\chi _{\mathrm{}}^t(x)`$ $`=`$ $`A_{0,\mathrm{}}t_te^{ikx},\mathrm{on}\mathrm{the}\mathrm{right}\mathrm{lead},`$ (5)
where $`x=na`$, and similarly,

$`\chi _r^t(x)`$ $`=`$ $`A_{0,r}\left[e^{ikx}+r_t^{}e^{ikx}\right],\mathrm{on}\mathrm{the}\mathrm{right}\mathrm{lead},`$ (6)
$`\chi _r^t(x)`$ $`=`$ $`A_{0,r}t_t^{}e^{ikx},\mathrm{on}\mathrm{the}\mathrm{left}\mathrm{lead}.`$ (7)
To normalize the incoming waves such that they will carry a unit flux, we put

$`A_{0,\mathrm{}}=A_{0,r}=\sqrt{{\displaystyle \frac{1}{2J\mathrm{sin}ka}}}.`$ (8)
In Eqs. (5) and (7), $`t_t=t_t^{}`$, $`r_t`$ and $`r_t^{}`$ are the instantaneous transmission and reflection amplitudes, respectively. In our model, those are given by

$`t_t`$ $`=`$ $`t_t^{}=e^{ik(N1)a}J_{\mathrm{}}J_rJ_\mathrm{D}\mathrm{sin}qaM_k,`$ (9)
$`r_t`$ $`=`$ $`e^{i2ka}[1`$ (10)
$`+`$ $`(e^{ika}\mathrm{X}_{\mathrm{}}\mathrm{X}_r\mathrm{sin}(N1)qaJ_\mathrm{D}\mathrm{X}_{\mathrm{}}\mathrm{sin}Nqa)M_k],`$ (11)
$`r_t^{}`$ $`=`$ $`e^{i2Nka}[1`$ (12)
$`+`$ $`(e^{ika}\mathrm{X}_{\mathrm{}}\mathrm{X}_r\mathrm{sin}(N1)qaJ_\mathrm{D}\mathrm{X}_r\mathrm{sin}Nqa)M_k].`$ (13)
Here we have introduced the notations

$`M_k`$ $`=`$ $`{\displaystyle \frac{2i\mathrm{sin}ka}{D_k}},`$ (14)
$`D_k`$ $`=`$ $`J_\mathrm{D}^2\mathrm{sin}(N+1)qaJ_\mathrm{D}e^{ika}(\mathrm{X}_{\mathrm{}}+\mathrm{X}_r)\mathrm{sin}Nqa`$ (15)
$`+`$ $`e^{i2ka}\mathrm{X}_{\mathrm{}}\mathrm{X}_r\mathrm{sin}(N1)qa,`$ (16)
and scaled all energies in units of $`J`$. The wavevector $`q`$ describes the propagation of the wave on the quantum dot, such that

$`E_kϵ_0=2J_\mathrm{D}\mathrm{cos}qa.`$ (17)
We begin the analysis by determining the resonance lines of the transmission for our model. From the result for the transmission amplitude $`t_t`$ \[see Eqs. (13)\], it is readily found that the transmission coefficient is given by

$`\mathrm{T}=|t_t|^2`$ (18)
$`=`$ $`\left[1+{\displaystyle \frac{\mathrm{Z}^2+(J_\mathrm{D}\mathrm{sin}ka\mathrm{sin}Nqa(\mathrm{X}_{\mathrm{}}\mathrm{X}_r))^2}{(2J_\mathrm{D}\mathrm{sin}ka\mathrm{sin}qa)^2\mathrm{X}_{\mathrm{}}\mathrm{X}_r}}\right]^1,`$ (19)
with

$`\mathrm{Z}`$ $`=`$ $`J_\mathrm{D}^2\mathrm{sin}(N+1)qa+{\displaystyle \frac{E_k}{2}}J_\mathrm{D}\mathrm{sin}Nqa(\mathrm{X}_{\mathrm{}}+\mathrm{X}_r)`$ (20)
$`+`$ $`\mathrm{X}_{\mathrm{}}\mathrm{X}_r\mathrm{sin}(N1)qa.`$ (21)
Clearly, one has T=1 when X$`{}_{\mathrm{}}{}^{}=\mathrm{X}_r`$ and Z=0. For $`N>1`$, these equations give two points on the diagonal in the X$`{}_{\mathrm{}}{}^{}`$Xr plane. It takes some algebra to show that the second equation, Z$`=0`$, corresponds to maxima of T when either X or Xr is varied while the other parameter is kept fixed. These local maxima occur on two “resonance lines”, shown in Fig. 2. This figure also shows a contour plot of the transmission in the X$`{}_{\mathrm{}}{}^{}`$Xr plane, for the same parameters as in Fig. 1. For the chosen set of parameters, the transmission is quite flat around the maximum; The resonance lines appear as a “ridge” on that plateau, with T decreasing slowly as one moves away from the maximum points on the diagonal along the resonance lines, but quickly as one moves away from these lines.

Next we calculate the charge, Q, pumped through the quantum dot during a single period of the modulation. Here we employ an expression which gives Q in terms of matrix elements of the temporal derivative of the scattering potential, $`\dot{V}`$, between the instantaneous scattering states.  At zero temperature the charge per period reads

$`\mathrm{Q}={\displaystyle \frac{e}{4\pi }}{\displaystyle 𝑑t\left[\chi _r^t|\dot{V}|\chi _r^t\chi _{\mathrm{}}^t|\dot{V}|\chi _{\mathrm{}}^t\right]}.`$ (22)
This expression can be shown to reproduce the Brouwer  formula.

In our model, the temporal derivative of the potential is

$`\dot{V}(n,n^{})`$ $`=`$ $`\dot{J}_{\mathrm{}}\left(\delta _{n,1}\delta _{n^{},0}+\delta _{n^{},1}\delta _{n,0}\right)`$ (23)
$``$ $`\dot{J}_r\left(\delta _{n,N}\delta _{n^{},N+1}+\delta _{n^{},N}\delta _{n,N+1}\right),`$ (24)
and hence the charge pumped from left to right is

$`\mathrm{Q}`$ $`=`$ $`\mathrm{}\{{\displaystyle \frac{e}{2\pi }}{\displaystyle }dt(\dot{J}_{\mathrm{}}[\chi _r^t(0)\chi _r^t(a)\chi _{\mathrm{}}^t(0)\chi _{\mathrm{}}^t(a)]`$ (25)
$`+`$ $`\dot{J}_r[\chi _r^t(Na)\chi _r^t((N+1)a)`$ (26)
$``$ $`\chi _{\mathrm{}}^t(Na)\chi _{\mathrm{}}^t((N+1)a)])\}.`$ (27)
This expression requires the knowledge of the scattering solutions on the two ends of the quantum dot. These are given by using Eqs. (5) and (7),

$`\chi _{\mathrm{}}^t(a)`$ $`=`$ $`{\displaystyle \frac{1}{J_{\mathrm{}}}}A_{0,\mathrm{}}\left(e^{ika}+r_te^{ika}\right),`$ (28)
$`\chi _{\mathrm{}}^t(Na)`$ $`=`$ $`{\displaystyle \frac{1}{J_r}}A_{0,\mathrm{}}t_te^{ikNa},`$ (29)
$`\chi _r^t(a)`$ $`=`$ $`{\displaystyle \frac{1}{J_{\mathrm{}}}}A_{0,r}t_te^{ika},`$ (30)
$`\chi _r^t(Na)`$ $`=`$ $`{\displaystyle \frac{1}{J_r}}A_{0,r}\left(e^{ikNa}+r_t^{}e^{ikNa}\right),`$ (31)
together with the results in Eq. (13). It then follows that the pumped charge, Q, is given by

$`\mathrm{Q}`$ $`=`$ $`{\displaystyle \frac{e}{2\pi }}{\displaystyle 𝑑t\frac{J_\mathrm{D}\mathrm{sin}Nqa\mathrm{sin}ka}{|D_k|^2}}`$ (33)
$`\times [(\mathrm{X}_{\mathrm{}}\dot{\mathrm{X}}_r\mathrm{X}_r\dot{\mathrm{X}}_{\mathrm{}})J_\mathrm{D}E_k\mathrm{sin}Nqa`$
$`+`$ $`\left(\mathrm{X}_{\mathrm{}}^2\dot{\mathrm{X}}_r\mathrm{X}_r^2\dot{\mathrm{X}}_{\mathrm{}}\right)\mathrm{sin}(N1)qa`$ (34)
$`+`$ $`(\dot{\mathrm{X}}_r\dot{\mathrm{X}}_{\mathrm{}})J_\mathrm{D}^2\mathrm{sin}(N+1)qa].`$ (35)
The temporal integration in this expression, with the time dependence as given by Eq. (2), is now done analytically, separating the four poles of the denominator in $`\mathrm{cos}\omega t`$. The results, for a selected set of parameters, are shown in Fig. 1.

We now relate the values of Q, for representative values of the pumping amplitude P, to the pumping contour, which is the closed curve the system traverses during a single cycle in the X$`{}_{\mathrm{}}{}^{}`$Xr plane. Those curves are portrayed in Figs. 3 (P=1), 4 (P=3), 5 (P=5), and 6 (P=10). In each of the these figures, the left plate shows the contours of equal transmission (in black), the resonance lines (in red) and that section of the pumping contour which lies near the transmission maxima (in blue). The right plate exhibits the full pumping contour. (The numbers on the axes in the right plate indicate the scale of the pumping contour.) We begin with the situation at P=1. At this value, as can be seen from Fig. 1, the charge pumped is vanishingly small. At this value, the pumping contour indeed encloses only a small portion of the resonance line, far away from the transmission maxima (see Fig. 3).

Next, we consider the case P=3, for which the pumped charge is close to $`1`$ (in units of $`e`$). Examining Fig. 4, it is seen that in this case the pumping contour encloses only the upper resonance line, including the transmission peak there. For this value of P, the pumping contour begins to fold on itself (since X and Xr are definitely positive), forming a Lissajous curve in that parameter plane. This tendency is of course enhanced as the pumping amplitude P increases. The charge remains close to $`1`$ as long as the pumping contour remains between the two branches of the resonance line, as in Fig. 4.

Moving to the case P=5 (Fig. 5), at which the pumped charge is small and positive (see Fig. 1), we find that now the pumping contour encircles both transmission peaks on the resonance lines; The separate contributions of the two resonances to the temporal integration in Eq. (35) almost cancel one another, leading to a rather tiny value for the charge.

Finally, we consider the case P=10. The left plate in Fig. 6 is similar to the left one in Fig. 4, and indeed, the absolute value of Q is close to the one in both cases. However, the sense in which the pumping contour encircles the resonance is reversed in the two cases, as can be gathered by examining the right plates in Figs. 4 and 6. Hence, the pumped charge changes sign.

We now examine the pumping when the phase shift $`\varphi `$ of the modulation \[see Eq. (2)\] is changed. Instead of taking $`\varphi =0.4\pi `$, which was used to plot the previous figures, we now choose $`\varphi =0.05\pi `$, keeping all other parameters as before. Although one might have thought that this smaller value will reduce the magnitude of the pumped charge, we now find that $`|\mathrm{Q}|`$ attains the value of $`2`$, see Fig. 7.

The next five figures portray the pumping contours relation to the resonance lines for representative values of the amplitude P, for the parameters of Fig. 7. In Fig. 8 we have P=1. Then the pumping contour encloses just a small part of the upper resonance line, and also touches the peak on the lower resonance line. Indeed, Q has an intermediate value near $`0.5`$, decreasing to zero as P moves away from 1 (see Fig. 7).

Increasing the amplitude to the value P=3 reveals that the pumping contour encloses both peaks on the resonance lines, and therefore their separate contributions almost cancel one another, leading to a tiny value of Q. Also, the pumping curve begins to fold on itself, giving rise to the small “bubble” close to the origin (see Fig. 9). Following the increase of that bubble as P in enhanced leads to the situation in which the bubble encloses the lower resonance, and then the charge attains the value 1 (see Fig. 7). As the bubble increases further, capturing the two resonance lines, as shown in Fig. 10, Q again becomes very small.

As P grows on, we reach the interesting situation, depicted in Fig. 11 for P=8, in which the bubble encircles twice the upper resonance line, leading to a pumped charge very close to $`|2e|`$.

Finally, Fig. 12 shows the pumping contour for P=12. The contour is seen to shift away from the resonance peaks, yielding a vanishingly small value for Q.

## III Conclusions

We have calculated the charge passing through a small quantum dot whose point contact conductances are modulated periodically in time. The calculation is carried out for non-interacting electrons, under the assumption that the modulation frequency is much smaller than the electronic relaxation rates. We have found the conditions for obtaining integral values for the pumped charge: The contour traversed by the system in the parameter plane spanned by the pumping parameters (in our case, the point contact conductances) should encircle a significant portion of a resonance line (along which the transmission of the quantum contact is optimal) in that plane. The magnitude and the sign of the pumped charge are determined by that portion, and by the direction along which the resonance line is encompassed.

The reason for this observation can be traced back to the expression for the pumped charge, Eqs. (22) and (35). The contribution to the temporal integration comes mainly from the poles in the denominator in Eq. (35). These same poles are also responsible for the resonant states of the nanostructure, that is, for the maxima in the transmission coefficient.  In this way, we have obtained a topological description for the phenomenon of adiabatic charge pumping. One can now imagine more complex scenarios: including higher harmonics of $`\omega `$ in the time dependence of the point contact conductances can create more complex Lissajoux contours, which might encircle portions of the resonance lines more times, yielding higher quantized values of the pumped charge.

Finally, it should be mentioned that the results presented above are obtained at zero temperature. At finite temperatures, the expression for Q should be integrated over the the electron energy $`E_k`$, with the Fermi function derivative $`f/E_k`$. Hence, upon the increase of the temperature, the pumped charge would be smeared and suppressed. It would be very interesting to check the above predictions in more complicated models (for example, when there are several levels on each of the sites forming the quantum dot), allowing for a richer structure of the transmission in the parameter space, and, of course, in real systems.

###### Acknowledgements.

This research was carried out in a center of excellence supported by the Israel Science Foundation, and was supported in part by the National Science Foundation under Grant No. PHY99-07949, and by the Albert Einstein Minerva Center for Theoretical Physics at the Weizmann Institute of Science.