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# Development of Hydrodynamic Instability in the Intergalactic Medium of the Merging Cluster of Galaxies A3667

## 1 Introduction

The central region of A3667, a nearby, hot merging cluster (Markevitch, Sarazin, & Vikhlinin 1999), was observed twice by Chandra in Sept 22, 1999 and in Sept 9, 2000. The analysis of the first observation by Vikhlinin, Markevitch & Murray (2001a,b) reveals the presence of a prominent 500 kpc-long density discontinuity (“cold front”) in the cluster atmosphere. This allowed the authors to draw a cluster dynamical model and to put important constraining on the structure of the intracluster magnetic field. A subsequent joint analysis of the two Chandra pointings of A3667 by Mazzotta, Fusco-Femiano, Vikhlinin (2002) revealed the presence of two new interesting filamentary structures in the cluster intergalactic medium. These structures are interpreted as a well-developed 300 kpc Kelvin-Helmholtz instability.

Here we review the main results of the previous work. The structure of the paper is as follow. In paragraph 2 we present the X-ray image and the temperature map of the cluster. In paragraph 3 we show the properties of the observed features by studying their surface brightness and temperature profiles. In paragraph 4 we discuss the data. We start by presenting the cluster dynamical model in paragraph 4.1. Then in paragraph 4.2 we show that, in a narrow region close to the cold front, the data require the presence a well structured magnetic field. We discuss this aspect and we show that the proposed model naturally accounts for it. We conclude by discussing the implications of the proposed model for the development of hydrodynamic instabilities.

In the following we skip the details of the data analysis and we refer to the original papers (Vikhlinin et al. 2001a, Mazzotta et al. 2002). We use $`H_0=50`$ km s-1 Mpc-1 and $`q_0=0.5`$, which corresponds to the linear scale of 1.46 kpc/arcsec at the cluster redshift $`z=0.055`$.

## 2 X-ray image and temperature map

In Fig. 1 we show the background subtracted and vignetting corrected image of the central region of A3667 obtained combining the two Chandra pointings. The image is extracted in the 0.7-4 keV band to minimize the relative contribution of the cosmic background and thereby to maximize the signal-to-noise ratio. The X-ray image reveals three prominent features:

i) a sharp surface brightness edge spanning 500 kpc to the South-East;

ii) a $`300`$ kpc-long and $`90`$ kpc-wide filamentary X-ray excess extending toward the east to the chip boundary;

iii) a $`200`$ kpc-long and $`75`$ kpc-wide filamentary X-ray depression that develops toward the west inside the cluster center.

All the three features are also evident in the smoothed image reported in Fig. 2. To derive the surface brightness and temperature profiles for each feature (see § 3, below), three different sectors have been identified. Each sector originate near the curvature center of the corresponding feature and contains the feature itself.

For convenience, in the following, we refer to the sector containing the surface brightness edge as the cold front sector (CFS) and to the sectors containing the excess and the depression as the External Sector (ES) and the Internal Sector (IS), respectively. To facilitate the identification of the features in the temperature map we traced the X-ray depression and excess using two ellipsoid regions indicated by the cardinal numbers 1 and 2, respectively.

In Fig. 3 we report the temperature map with overlaid X-ray surface brightness contours. The temperature map shows a quite complex structure far from being isothermal. Moreover, we notice that:

a) the gas in the brighter side of the edge is cooler than the gas in the fainter side;

b) the temperature of the X-ray excess (region 2) is lower than in the nearby regions;

c) the temperature of the X-ray depression (region 1) is higher than in the nearby regions.

We also note that, in the overlapping region, the Chandra temperature map qualitatively agrees with the coarser ASCA temperature map shown by Markevitch et al. (1999).

## 3 Surface brightness and temperature profiles

In the following we study the physical properties of the features by extracting the surface brightness and the temperature profiles from the sectors defined in the previous paragraph.

### 3.1 Cold front

In Fig. 4a we report the surface brightness profile extracted from the CFS. The figure clearly shows that the surface brightness profile increases sharply by a factor 2 within a very small region of 40-80 kpc. This strongly indicates that the gas density profile is discontinuous. Vikhlinin et al. (2001a), modeled the observed surface brightness profile with a denser spheroidal gas cloud embedded in a more rarefied cluster-like atmosphere described by a $`\beta `$-profile. They find, indeed, that the surface brightness profile is well fitted by this model and that the gas discontinuity at the edge is a factor $`3.9\pm 0.8`$.

In Fig. 4b we report the temperature profile extracted from the same region. It shows a clear temperature jump at the surface brightness edge. Indeed, as we cross the edge from the outside, the temperature changes abruptly from approximately 8 keV to 4 keV. We stress the fact that although gas density discontinuities can be produced by shock fronts, the observed temperature jump is not consistent with this hypothesis. In fact, the observed temperature jump goes in the opposite direction with respect to what expected in a shock front. Thus, the feature we are observing is produced by a new phenomenon which has been called “Cold Front” (Vikhlinin et al. 2001a).

The derived density and temperature jumps lead to a significant pressure jump. In particular one can calculate that the pressure outside the edge is approximately a factor 2 lower than the pressure of the gas just inside the edge.

### 3.2 X-ray filaments

For each of the two filamentary structures, we extracted both the surface brightness and the temperature profiles. The profiles are shown in the left and the right column of Fig. 5 for the ES and IS, respectively. The ES profiles show that the filamentary excess produces a significant enhancement of the surface brightness profile and corresponds to a decrement in the temperature profile. On the other hand, the IS profiles shows that the filamentary depression produces a significant decrement of the surface brightness profile corresponding to an increment in the temperature profile. This suggests that the excess is a colder, denser filamentary gas structure embedded in the more diffuse and hotter external cluster atmosphere while the depression is a hotter, rarefied filament of gas embedded in the denser and colder cluster center. We also notice that, while the temperature of the X-ray filamentary excess is consistent with the temperature of gas surrounding the filamentary depression, the temperature of the X-ray filamentary depression is consistent with the temperature of gas surrounding the filamentary excess. The observed features suggest that some dense cold gas is “striped out” into the hotter cluster atmosphere as well as some rarefied hot gas from larger radii penetrates into the cluster core.

## 4 Discussion

In the previous paragraph we showed evidence for the presence of a cold front and two filamentary structures in the atmosphere of A3667. These features are particularly interesting as them allow us to understand the cluster dynamic and the undergoing intracluster physical processes. In the following we address some of these topics discussing a self-consistent dynamic model that accounts for all the properties of the observed features.

### 4.1 Cold front and cluster dynamics

A3667 is a know merger cluster. The ROSAT image show that, at any radius, the cluster X-ray emission is elongated in the direction from North-West to South-East (see e.g. Markevitch et al. 1999). From Fig. 1 we can see that the elongation of the diffuse X-ray emission is almost perpendicular to the observed cold front. It appears natural, then, to conclude that the cold front is simply produced by the motion of one merging subclump. In this scenario the observed cold front would be the contact surface of a dense cold gas cloud that moves from Noth-West to South-East into the hotter rarefied cluster atmosphere (Vikhlinin et al. 2001a). The pressure inside the cloud would then be higher than the gas outside as it is subject to ram pressure in addition to the thermal pressure of the cluster atmosphere. Using the pressure jump at the front, Vikhlinin et al. (2001a) determined the motion speed and found the near-sonic velocity $`Mv/v_s>1`$ (here $`v_s`$ is the speed of sound in the hot ambient gas).

Fig. 4 shows that the surface brightness of the front is particularly sharp. This gives us two other important pieces of information:

a) the gas cloud is moving in plane close to the plane of the sky. In fact, because of projection effect, a large departure from this situation would make the front to appear smoother (Mazzotta et al 2001). This is also supported by the fact that the difference in line-of-sight velocity of the two dominant galaxies is only 120 km s-1 (Katgert et al. 1998), indeed much smaller than the estimated speed of the cloud;

b) the front width is particularly small. Vikhlinin et al. (2001a) measured the front width and found that it is $`<5`$ kpc, indeed smaller than the Coulomb mean free path of the intra-cluster gas. This means that, at least in the direction perpendicular to the front, transport processes, and thus thermal conduction, are highly suppressed in all the narrow region containing the front (see also Ettori and Fabian 2001). Most likely such a suppression is induced by the presence of a magnetic field parallel to the front as we are going to discuss in the next paragraph.

### 4.2 Magnetic field structure

Magnetic fields in a highly ionized plasma act to suppress transport processes in the direction perpendicular to the magnetic field lines. In order for transport processes to be effectively suppressed on a scale comparable to the front length \[as required by point b) in paragraph 4.1\] we should either have that:

i) the magnetic filed lines are highly tangled (see e.g. Rechester & Rosenbhluth 1978);

ii) there is a large-scale magnetic field perpendicular to the direction in which diffusion is to occur.

Although hypothesis i) has been invoked by many authors to justify the needs for suppression of thermal conduction in clusters, in a recent paper Narayan & Medvedev (2001) show that, if the medium is turbulent, this is not longer true. Indeed, thermal conduction in a highly tangled magnetized turbulent plasma is almost as efficient as in a non magnetized plasma. Therefore, in the case of A3667, hypothesis ii) appears to be more likely to explain the suppression of transport processes at the front. Vikhlinin et al. (2001b) suggested that, in a narrow boundary region between the two moving gas layers, the required magnetic field may naturally arise through a process schematically shown in Fig. 6. During the gas cloud motion, the surrounding gas flows around the cold cloud. The inflowing gas slows down near the stagnation point at the leading edge of the sphere but then reaccelerates to high velocities as it is squeezed to the sides by new portions of the inflowing gas (see Fig. 6b). The gas is stripped from the surface of the cloud and the magnetic field lines, which are frozen into the gas and initially tangled, stretch along the front (see Fig. 6a). When a layer with a parallel magnetic field forms, it prevents the further stripping of the cold gas and also stop the transport processes across the front.

As we will see in the next session, such a layer with a parallel magnetic field acts, also, to suppress the development of hydrodynamic instabilities

### 4.3 Hydrodynamic instability

One interesting issue of the proposed cluster dynamical model is that the interface between the tangentially moving gas layers must develop both Rayleigh-Taylor (R-T) and Kelvin-Helmholtz (K-H) instabilities (see Inogamov, 1999 for a review).

The R-T instability develops at the interface between the two fluids when the rarefied fluid accelerates the denser one. If, as it is reasonable to assume, the gas cloud moves together with its own dark matter halo (Vikhlinin & Markevitch 2002, in preparation) the gas cloud is stabilized against the R-T instability by gravity, so that the development of R-T instability is quite unlikely. In contrast the K-H instability is related to the shearing motion at the boundary between two fluids and is expected to develop along the lateral boundaries of the cloud111 Long-wavelength K-H perturbations are also stabilized by a gravitational field perpendicular to the interface. However, Vikhlinin (2001b) found that in the case of A3667 only $`\lambda >4500`$ kpc modes are stable. Therefore gravity is unimportant for the scales considered here.

The wavevector of the fastest growing mode, $`\lambda `$, is parallel to the flow and its growing time $`\tau `$ is given by solving the dispersion equation (see e.g. Miles 1958). Vikhlinin et al. (2001b) computed the K-H instability growth time for the flow near the cold front in A3667. As the only perturbations relevant for our discussion are the ones that grow on time scales shorter than the cluster core passage time, $`t_{cross}=L/v_{cross}`$ (here $`L`$ is the cluster size and $`v_{cross}`$ is the motion speed), we derived the ratio between these two times222This equation reproduces eq.(4) from Vikhlinin et al. (2001b), corrected for an algebraic error which resulted in overestimation of $`\tau `$ by a factor of $`4\pi ^2`$. Note that the correct equation does not affect any results presented in Vikhlinin et al., and indeed, strengthens their arguments.:

$$\frac{t_{cross}}{\tau }=3.3\frac{L}{\lambda }\mathrm{sin}\phi ,$$
(1)
where $`\phi `$ is the angle between the perturbation and the leading edge of the moving cloud.

From Eq 1. we see that:

a) in absence of stabilizing factors, perturbations grown on all scales;

b) small scale perturbations grow faster than the larger scale ones;

c) for a fixed wavelength the growth time is shorter at larger angles $`\phi `$ reaching its minimum at $`\phi =90`$$`^{}`$. This is a direct consequence of the fact that the speed of the external fluid increases with $`\phi `$ being maximum at $`\phi =90`$$`^{}`$.

Using Eq. 1 and assuming $`L1`$ Mpc, we find that, already at very small angles ($`\phi >1050`$ arcmin), the growth time of a $`10`$ kpc perturbation is much shorter than the cluster passage time. Then, because of points a) and b) above, there should develop a turbulent layer which would smear out the cold front by at least $`10`$ kpc at angles $`\phi >1050`$ arcmin. As evident from Fig. 2 such a smearing is not present in the Chandra image, at least within the $`\pm 30^{}`$ sector of the leading edge of the cold front (CFS in Fig. 2). The same figure shows front smearing only at angles $`\phi >30^{}`$. This behavior is consistent with the proposed magnetic field configuration, indeed. In fact, beside suppressing the transport processes, the surface tension of the amplified magnetic field acts to stabilize the development of the K-H instability. As the fluid speed is lower, the K-H instability is effectively stabilized only inside the $`\pm 30`$$`^{}`$ sector. At larger angles the flow speed gets higher and the magnetic field surface tension becomes insufficient to stabilize the front. This argument allowed Vikhlinin et al. (2001b) to constraining the strength of the magnetic field finding $`7\mu `$G$`<B<16\mu `$G.

Outside the $`\pm 30^{}`$ sector, the development of the K-H instability is unaffected by the magnetic field, and therefore the perturbation growth time is given by eq. 1. In this region the evolution of the front is as follow. At first, when the interface is still a discontinuity, the front develops small scale instabilities. Their growth effectively widens the interface, which becomes a turbulent layer of finite width. At this point the perturbations on scales smaller than the evolving width of the front are damped (they becomes unobservable as individual structures) while perturbations on a larger scale start to grow (thus they may appear as distinct structures) (see e.g. Esch 1957). As this process continues, it is expected that the remaining observable wavelengths are the ones with a growth time comparable to the cloud crossing time, namely $`t_{cross}/\tau 110`$.

In this scenario the excess and the depression filamentary structures observed on the side of the moving subclump may naturally be interpreted as the result of the development of a large scale K-H instability. We notice, in fact, that the structures lie, at $`\phi 90`$$`^{}`$ which, because of point c) above, is indeed a privileged point for the growth of the perturbations. Furthermore, if we assume that $`\lambda =300`$ kpc and $`L=1`$ Mpc, the growing time for this perturbation is such that $`t_{cross}/\tau 10`$. This means that the perturbation is just now entering the strong non-linear regime, consistently with what we observe.

The discovery of this instability is particularly important to fully understand the physics of mergers. One interesting aspect, for example, is that although the cold front prevents the gasses of the merging objects to mix along the direction of motion, strong turbulent mixing processes, on scales comparable to the size of the merging subclump, may occur on the sides. We notice that this process may affect the thermal evolution of the merging subclump. It, in fact, clearly favorites the deposition of rarefied hot gas right in the center of the cluster (see Fig. 1). At the same time, it pulls out some dense cold gas from the same region. If efficient, this process may have important consequences for the development and/or evolution of a central cooling flow.

## 5 Conclusion

We reviewed the main results obtained from the analysis of two Chandra observations of the central region of A3667. The cluster hosts a spectacular and well defined cold front. Moreover, it shows two arc-like adjacent filamentary structures: one, extending from the colder subcluster toward the cluster outskirts, appears as a dense structure embedded in the less dense cluster atmosphere, and the other, extending inside the subcluster, appears as a rarefied structure embedded in the denser cluster core.

We suggest that the filamentary structures represent the first evidence for the development of a large scale hydrodynamic instability in the cluster atmosphere. We discussed this problematic in light of a self-consistent cluster dynamical model.

###### Acknowledgements.

P.M. thanks the conference organization committee for waiving his registration fee for the conference. Support for this study was provided by NASA contract NAS8-39073, grant NAG 5-9217, and by the Smithsonian Institution.


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# Master Equation for Light emitted by correlated Atoms

## 1 Introduction

When atoms emit light statistics of radiation depends on the atomic noises, in particularly, a reason for which is correlation of atoms. To generate light atomic ensemble can be prepared by the various pumping mechanisms. As well known, in the case of a regular pumping atoms may generate light, which statistics of photons is sub Poisson as for the laser ,  and the micromaser  operations. Thus in the case of micromaser generation sub Poisson statistic of light can be achieved if atoms, are injected into cavity in such a way that only $`N`$ atoms, where $`N`$ is a small and not random value, interact with a cavity mode and contributions of atoms are assumed to be independent. Recently it was found that the quasi-stationary micromaser operation by N independent atoms has nontrivial dynamics

The main aim of this paper is to obtain master equation for radiation, when one cavity mode interacts with atoms which state is prepared by a pumping that creates correlations between atoms. Next, as example, we consider how statistics of generated light depends from atomic correlations. For this we derive a field master equation for the Glauber-Sudarshan quasiprobability in the Fokker - Planck approximation to describe interaction of one cavity mode with $`N`$ two-level correlated atoms. It is not the case for using the classical Scully-Lamb approach  (see also its application in the micromaser theory ) because it starts from the single atom task.

States of correlated atoms can be prepared by different ways. In particularly, any pumping mechanism can be considered as a cloning process, which output is a set of $`N`$ copies of an initial atomic state having an inversion of population of working levels. In quantum information processing it is already well known the protocols of obtaining $`N`$ copies of quantum states from the $`M`$ originals. It is the transformations $`MN`$, where $`MN`$. First of all this protocol can be achieved by a set of unitary transformations, known as Universal Quantum Cloning Machines (UQCM) , , . Next, combining UQCM and teleportation, it has been proposed telecloning , that allows a producing of spatially separated copies from originals by the teleportation protocol. Let $`M=1`$, then for a pure state of a qubit with the help of UQCM or telecloning one can obtain the $`N`$ \- particle entangled state of the GHZ (Greenberger - Horne - Zrilinger) class

$$\alpha |0+\beta |1\alpha |0^N+\beta |1^N$$
(1)
where $`|\alpha |^2+|\beta |^2=1`$, $`|b^N`$ is the tensor product $`|b\mathrm{}|b`$, $`b=0,1`$. In the same time copies of some quantum states can be created by teleportation without UQCM, when a multipaticle quantum channel is permitted . By the multiparticle channel, also named the multiuser channel, an initial state is distributed with $`N`$ parties, each of which has an optimal copy of the original in his hands. It is kind of telecloning. If the original is a mixed state, such type telecloning allows preparing the $`N`$ \- particle mixture

$$\lambda _0|00|+\lambda _1|11|\lambda _0(|00|)^N+\lambda _1(|11|)^N$$
(2)
where $`\lambda _0+\lambda _1=1`$. Note that in contrast to (1), the obtained $`N`$-particle state (2) is separable.

According to the no-cloning theorem  all copies are not independent, except the case $`\alpha =0`$ or $`\lambda _0=0`$, when the state of $`N`$ independent particles of the form $`|1^N`$ is obtained. Let $`|0`$, and $`|1`$ are the lower and the upper atomic level, then by telecloning one obtains the correlated states of $`N`$ atoms. The collection of these atoms can generate light, if they have inversion of the population of the working levels, when $`|\beta |^2>|\alpha |^2`$, $`\lambda _1>\lambda _0`$. Both states, given by (1) and (2), are quite different, but, with respect to any set of the $`K<N`$ particles their features are similar, if $`N>2`$. The $`K`$-particle density matrix has the form $`f(12\mathrm{}K)=r(|00|)^K+(1r)(|11|)^K`$, where $`r=\lambda _0,|\alpha |^2`$. It means, that any atom has no coherence on the working transition, its state is mixed, and atomic correlations are purely classical. Next we also consider the state

$$|Z=\alpha |bb+\beta |\mathrm{\Psi }^+$$
(3)
where $`|\alpha |^2+|\beta |^2=1`$, $`\mathrm{\Psi }^+=(|01+|10)/\sqrt{2}`$ is one of the Bell states, $`b=0,1`$. This is entangled state, for which the one-particle density matrix reads $`f(1)=|\alpha |^2|bb|+|\beta |^21/2+(\alpha \beta ^{}|b1|\delta _{b0}+|b0|\delta _{b1}+h.c.)/\sqrt{2}`$. Indeed, there is the atomic coherence, or polarization, that results in some new features as, for example, the laser and micromaser operation without inversion of population on the working levels .

What is a difference between the presented correlated states, prepared by telecloning, from the states, produced by any ”usual” pump? As for the simplest model of a pump, one can consider a collection of $`N`$ independent atoms, say in the state $`f(1\mathrm{}N)=f(1)^N`$, $`f(1)=\lambda _0|00+\lambda _1|11|`$. Let atoms are illuminated by a strong coherent field. This interaction can be described by a unitary transformation, that results in the inversion of population of the working level. But one finds, that any correlation between atoms cannot be produced. Then atoms become active, but independent, its entropy has the form $`S=NH_1`$, where $`H_1=\lambda _0\mathrm{log}\lambda _0\lambda _1\mathrm{log}\lambda _1`$. The entropy of the pure states (1) and (3) is equal to zero, the entropy of the mixed state (2) is $`S=H_1`$. Because under an unitary transformation entropy does not change, the correlated states, we consider, can’t be prepared by a simple way, when independent atoms interact with a classical field.

To derive the master equation, we use formalism presented in  for considering the interaction of $`N`$ correlated atoms with a quantum electro-magnetic field. In this approach we use the standard procedure of illuminating of atomic variables assumed to be fast. It results in the Fokker - Planck equation (FPE) as example for the Glauber - Sudarshan quasiprobability widely used for the quantum optics problems. In spite of the states (1), (2) and (3), we discuss here, describe entangled and correlated atoms, in fact it is not a real interaction between atoms and they are treated as a non interacting set of particles. So that the correlation gives no additional difficulties in deriving the FPE. One of the main result followed from the used approximation is that all diffusion coefficients of the obtained FPE involve the two-atom correlations only. Then for our purpose it needs consider not less then 2 atoms, interacted with the cavity modes. In the same time we assume the number of atoms is limited, to consider the scheme close to micromaser. It is in accordance with the standard approximation of small fluctuation of field that we also use. The reason is that, the diffusion coefficients of the FPE have the contribution proportional to $`N(N1)`$, due from the initial multiatom problem, we consider here. Under the small fluctuation approximation the diffusion coefficients must be small, that is the restriction on the number of atoms.

Using the found FPE, for the case of initial state of atoms (3) we calculate the Mandel parameter of the light and its spectrum of noise for the micromaser operation. We find here that atomic correlations lead to increasing of the the light noise, but in particular case the noise can be reduced up to zero, if all atoms are prepared in the upper states $`|1^N`$. Note that the perfect reduction of the micromaser noise can be achieved also by the regular pumping as it has been demonstrated in ref. , when the pump results in the Fock state of the light. However this generated state has no well defined phase because of its diffusion. In contrast, if atoms are prepared in the entangled state, given by (3), we found a regime in which the light is generated without inversion of population of atomic levels and in particularly, the generated mode has steady-state phase and noise suppressed up to zero.

## 2 Initial equations

Let consider a collection of $`N`$ similar two level atoms interacting with one cavity mode having a frequency equaled to an atomic transition frequency. This system is described by the density matrix $`F`$ that obeys the following equation

$`{\displaystyle \frac{}{t}}F=[\vartheta ,F]`$ (4)
$`\vartheta =i\mathrm{}^1V`$
$`V=i\mathrm{}g(S_{10}aS_{01}a)`$
where $`g=d\mathrm{}^1\sqrt{(\mathrm{}\omega /(2L^3ϵ_0)}`$ is the coupling constant, $`d`$ is a dipole moment of a working transition, $`a^{}`$, $`a`$ are photon operators, $`[a;a^{}]=1`$; atomic operators $`S_{xy}`$ are defined as

$`S_{xy}={\displaystyle \underset{k=1}{\overset{N}{}}}s_{xy}(k)`$ (5)
$`s_{xy}(k)=|x_ky|`$
$`x,y=0,1`$
where $`|0_k`$ is a lower and $`|1_k`$ is a upper state of an atom $`k`$. The relaxation processes can be taken into account by adding appropriate terms in (4).

To derive a master equation for field based on the formalism presented in , let introduce the representation of the density matrix $`F`$ over the coherent states of field

$`F={\displaystyle d^2\alpha \mathrm{\Phi }(\alpha )|\alpha \alpha |}`$ (6)
where $`a|\alpha =\alpha |\alpha `$. The matrix $`\mathrm{\Phi }`$ is the operator with respect to the atomic variables but a c-function with respect to field. When $`\mathrm{\Phi }`$ is averaged over the atomic variables, one finds the well-known Glauber-Sudarshan quasiprobability $`P(\alpha )=Sp_A\mathrm{\Phi }`$. An equation for $`\mathrm{\Phi }`$ can be obtained from (4) taking into account the correspondence $`[\vartheta ,F][\vartheta _0,\mathrm{\Phi }]+_\alpha (D\mathrm{\Phi })`$ where field operators $`a`$ and $`a^{}`$ are presented by complex numbers $`\alpha ,\alpha ^{}`$ associated with the field amplitudes, and by the derivatives over these amplitudes as $`_\alpha ,_\alpha ^{}`$. The Hamiltonian $`\vartheta _0`$ represented the interaction of the atoms with a field of the given complex amplitude $`\alpha `$ has the form $`\vartheta _0=g(S_{01}\alpha ^{}c.c.)`$, the term involved the derivatives reads $`_\alpha (D\mathrm{\Phi })=g(S_{01}\mathrm{\Phi })/\alpha +h.c.`$

Introduce the representation for $`\mathrm{\Phi }`$

$$\mathrm{\Phi }=Pf+\mathrm{\Pi }$$
(7)
where $`f`$ is the atomic density matrix for which $`Sp_Af=1`$, where subscript $`A`$ denotes spur over the atoms, $`\mathrm{\Pi }`$ is a correlation matrix, $`Sp_A\mathrm{\Pi }=0`$. The field quasiprobability $`P=Sp_A\mathrm{\Phi }`$ obeys the following equation

$$\frac{}{t}P=g\frac{}{\alpha }\left[S_{01}P+Sp_A(S_{01}\mathrm{\Pi })\right]+h.c.$$
(8)
where the angle brackets here and later denote the average of the atomic operators over the density matrix $`f`$ as $`S_{xy}=Sp(S_{xy}f)`$ $`x,y=0,1`$. It is worth paying attention that for $`f`$ we get here the closed problem in which the interaction of atoms with field is described by the Hamiltonian $`\vartheta _0`$, where the field is given by its complex amplitude only. It looks as the problem of evolution of the atomic ensemble in a classical field

$$\frac{}{t}f=[\vartheta _0,f]$$
(9)
Using (4) and taking into account (8) and (9), one finds the precise equation for the correlation matrix $`\mathrm{\Pi }`$. However we wish the FPE for the field quasiprobability $`P`$. Therefore it needs a solution for $`\mathrm{\Pi }`$ in a perturbation theory over derivations to $`\alpha ,\alpha ^{}`$ up to the first derivatives only, because it gives a term to the equation for $`P`$ (8) resulting we will have derivates of an order not higher then two. It results in the following equation for $`\mathrm{\Pi }`$

$`{\displaystyle \frac{}{t}}\mathrm{\Pi }=[\vartheta _0,\mathrm{\Pi }]g[{\displaystyle \frac{}{\alpha }}(S_{01}S_{01})f+h.c]P`$ (10)
To derive a closed equation equation for $`P`$ usually it is assumed that an atomic system evolves more faster then field and introduced a rough time scale. Let $`T`$ is a typical time of changing of the field and consider the rough derivative over $`T`$ as $`(P(T+t)P(t))/T=P/t`$. Then integrating equation (8) for $`P`$ over time from $`t`$ till $`T+t`$ and taking into account the fact, that the field is slowly changed in the scale time of $`T`$, we find the desired equation for $`P`$

$`{\displaystyle \frac{}{t}}P(t)=`$
$`={\displaystyle \frac{g}{T}}{\displaystyle _t^{T+t}}dt^{}{\displaystyle \frac{}{\alpha }}(S_{01}(t^{})P(t)+Sp_A(S_{01}\mathrm{\Pi }(t^{}))`$
$`+h.c.`$ (11)
This is the master equation for field. Its coefficients can be found from the the problem for $`f`$ and $`\mathrm{\Pi }`$ where the field is presented by its quasiprobability $`P`$ and assumed to be constant in time. Also it needs to denote the initial matrices $`f(0)`$ and $`\mathrm{\Pi }(0)`$ are taken at an initial moment of time, say $`t=0`$ and it is used as a way to introduce the pumping mechanism. As for example, consider atoms placed into cavity, which Q-quality is modulated periodically, and atoms interact with the high Q cavity mode during time $`T`$. Then we can describe a pumping as initial state of atoms, prepared at time $`t`$ as $`f(t)`$, and for an appropriate choosing of the time intervals we set $`\mathrm{\Pi }(t)=0`$. Also our scheme can be considered as micromaser, when a beam of atoms, that states are given by pumping, is injected into cavity, in which $`N`$ atoms interacts with one mode during time $`T`$ and after leave the cavity. As result, the master equation describes the field behavior, arisen from summing over the all changing of the field in time $`T`$. Note, all contributions are independent.

## 3 The atomic averages

According to (2), evolution of the electromagnetic field depends on the atomic observables of two types. They are based on the atomic matrix $`f`$ and the correlation matrix $`\mathrm{\Pi }`$, like $`S_p(t)=Sp_A(S_pf(t))`$ and $`Sp_A(S_p\mathrm{\Pi }(t))`$, where $`p=0,1,2,3`$ or $`p=00,01,10,11`$, if the binary notation of $`p`$ is used. Because atoms are assumed to be identical, one finds, that $`S_p(t)=Ns_p(t;1)`$, and the one-particle operator $`f(t;1)=Sp_{2\mathrm{}N}f(t;1\mathrm{}N)`$ is needed. The matrix $`f`$ can be obtained by solving (9), that looks as a problem of atoms in the field of the given complex amplitude $`\alpha `$, in other hand it can be treated as a task of interaction of atoms with a ”classical” field. The matrix $`f`$, as well as $`\mathrm{\Pi }`$, cannot be factorized, because of the pumping, we consider, prepares the correlated atoms, in contrast the case of independent particles, discussed in Ref , when both $`f`$ and $`\mathrm{\Pi }`$ are product of the one-particle operators. It is important, that there is no any interaction between atoms, in spite of the atomic correlations are created by the pumping. For the problem (9 it results in operator evolution has the factorized form and one finds

$`f(t;1\mathrm{}N)=U^Nf(t=0;1\mathrm{}N)(U^{})^N`$ (12)
$`U=\mu +\nu s_{10}(1)\nu ^{}s_{01}(1)`$
where $`\mu =\mathrm{cos}(g|\alpha |t)`$, $`\nu =(\alpha /|\alpha |)\mathrm{sin}(|\alpha |t)`$.

There is another situation for calculating the observables associated with the correlation matrix $`\mathrm{\Pi }`$. Integrating (10), one finds that all values of the type $`Sp_A(S_p\mathrm{\Pi }(t))`$ depend from the atomic variances involving pair of the atomic operators

$`Sp_A(S_p\mathrm{\Pi }(t))=`$
$`=g{\displaystyle _0^t}𝑑t^{}\left[{\displaystyle \frac{}{\alpha }}D_{p01}(t,t^{})+{\displaystyle \frac{}{\alpha ^{}}}D_{10p}(t^{},t)\right]P(t)`$
where variances $`D_{pq}(t,t^{})`$, $`p,q=0,1,2,3`$ have the form

$`D_{pq}(t,t^{})=S_p(t)S_q(t^{})S_p(t)S_q(t^{})`$ (14)
where the Heisenberg operators are introduced as $`S_p(t)=(U^{})^NS_pU^N`$ and averaging is taken over the initial state of atoms $`f(t=0;1\mathrm{}N)`$. Note, that in (3) we suggest, that the atomic operators commute with all derivatives over $`\alpha `$. That is a typical approximation for the FPE . The variances, given by (14), consist of two parts, where first is the one-particle contribution proportional to $`N`$, and second is the two-particle contribution proportional to $`N(N1)`$

$`D_{pq}(t,t^{})=N[s_p(t;1)s_q(t^{};1)`$ (15)
$`s_p(t;1)s_q(t^{};1)]`$
$`+N(N1)[s_p(t;1)s_q(t^{};2)`$ (16)
$`s_p(t;1)s_q(t^{};1)]`$ (17)
Note, in the classical Lamb-Scully approach one term from (15) $`Ns_p(t;1)s_q(t^{};1)`$ takes place. For calculating the atomic variances, the Heisenberg picture is suitable, it results in evolution of the one-atom operator in the form

$$s_p(t;1)=\underset{q}{}R_{pq}(t)s_q(1)$$
(18)
where $`p,q=0,1,2,3`$, and the unitary matrix $`R_{pq}`$ reads

$`R_{pq}=\left(\begin{array}{cccc}\mu ^2& \mu \nu & \mu \nu ^{}& |\nu |^2\\ \mu \nu & \mu ^2& \nu ^2& \mu \nu \\ \mu \nu ^{}& \nu ^2& \mu ^2& \mu \nu ^{}\\ |\nu |^2& \mu \nu & \mu \nu ^{}& \mu ^2\end{array}\right)`$ (23)
Then all variances take the form

$`D_{pq}(t,t^{})={\displaystyle \underset{PQ}{}}R_{pP}(t)R_{qQ}(t^{})D_{PQ}`$ (24)
where $`p,q,P,Q=0,1,2,3`$ and $`D_{PQ}=D_{PQ}(0,0)`$ is an initial correlation function, given by (14), in which $`t=t^{}=0`$. It can be seen, that the two-particle density matrix $`f(t=0;12)`$ is needed to find these variances. It means, that the two-atomic correlation only is required to specify the field behavior under the Fokker - Planck approximation.

## 4 The Fokker-Planck equation and noise

After introducing the polar coordinates $`I=|\alpha |^2`$, $`\phi =\mathrm{arg}\alpha `$ the master equation for field (2) takes the FPE form

$`{\displaystyle \frac{}{t}}P=\left[{\displaystyle \underset{u,v=I,\phi }{}}{\displaystyle \frac{}{u}}A_u+{\displaystyle \frac{1}{2}}{\displaystyle \frac{^2}{uv}}Q_{uv}\right]P`$ (25)
All coefficients $`A_\mu `$ at the first derivatives are denoted by the one-particle atomic polarization $`s_{01}(t;1)`$

$`A_I=N{\displaystyle \frac{g\sqrt{I}}{T}}{\displaystyle _0^T}𝑑t\mathrm{exp}(i\phi )s_{01}(t;1)+h.c.`$ (26)
$`A_\phi =N{\displaystyle \frac{g}{2\sqrt{I}T}}{\displaystyle _0^T}𝑑ti\mathrm{exp}(i\phi )s_{01}(t;1)+h.c.`$
At this step the field relaxation has to be taken into account, because the light must leave the cavity. For the model of the Lindblad type, it results in $`A_IA_I+CI`$, where $`C1/T`$ is a rate at which photons come out of the cavity. $`C`$ depends on the output mirror transmitting. The diffusion coefficients are based on the atomic variances and involve the two-particle correlations

$$Q_{uv}=\theta _{uv}\frac{g^2}{T}_0^T𝑑t_0^t𝑑t^{}q_{uv}(t,t^{})$$
(27)
where $`\theta _{uv}=\theta _{vu}`$, $`\theta _{I\phi }=1`$, $`\theta _{\phi \phi }=1/(4I)`$, $`\theta _{II}=I`$,

$`q_{I\phi }=q_{\phi I}=i\mathrm{exp}(2i\phi )D_{11}(t,t^{})+c.c.`$ (28)
$`q_{\phi \phi }=D_{21}(t,t^{})\mathrm{exp}(2i\phi )D_{11}(t,t^{})+c.c.`$
$`q_{II}=D_{21}(t,t^{})+\mathrm{exp}(2i\phi )D_{11}(t,t\mathrm{"})+c.c.`$
To describe nose of the light we use the Mandel parameter $`\xi `$, that indicates how statistics of photons deviates from the Poisson statistics: $`n^2n^2=n(1+\xi )`$, where $`n=a^{}a`$ is the photon number operator. In the presented representation $`\xi =ϵ^2/I`$, where $`ϵ=II`$ is a fluctuation, that is the difference between ”intensity” of the light $`I`$ and its average value $`I=d^2P(\alpha )|\alpha |^2`$. Assuming, that fluctuation of intensity is small and does not depend on the phase fluctuation, then it follows from (25) immediately, that the Mandel parameter is proportional to the diffusion coefficient $`Q_{II}`$ as $`\xi =Q_{II}(I\mathrm{\Gamma })^1`$, where $`\mathrm{\Gamma }=C+(A_I/I)_{I=I}`$ is the decay rate of the intensity fluctuations. The considered approximation of small fluctuation is the standard one for analysis the FPE and it needs $`\xi I`$.

## 5 Noise of micromaser operation

To apply the obtained FPE consider the micromaser operation, when the atomic relaxation can be neglected. It is true, if the decay rates of atomic levels $`\gamma `$ such that $`1/T\gamma C`$. Assume fluctuations of intensity are small in a sense, that the deviation $`ϵ=III`$ slightly change near a steady state solution $`I`$.

First consider the pump, produced classically correlated atoms in the state, given by (1), if $`N>2`$ and (2). Then from (25) it follows, that $`I`$ is the steady state of the semiclassical micromaser equation of the form

$$\frac{}{t}I=CI+\frac{N}{T}(\lambda _1\lambda _0)\mathrm{sin}^2B$$
(29)
where $`B=g\sqrt{I}T`$. For steady state it needs an inversion of population $`\lambda _1>\lambda _0`$ and the condition $`(1B/\mathrm{tan}B)>0`$ due from the requirement of the stable equilibrium.

Then using (27) under small fluctuations of intensity, one finds the Mandel parameter

$$\xi =\frac{T}{N}\frac{Q_{II}}{(2\lambda _11)\mathrm{sin}^2B(1B/\mathrm{tan}B)}$$
(30)
where the diffusion coefficient $`Q_{II}`$ has the form

$`Q_{II}`$ (31)
$`={\displaystyle \frac{N}{T}}\{{\displaystyle \frac{1}{2}}\mathrm{sin}^4B+(2\lambda _11)B\mathrm{sin}B\mathrm{cos}B`$
$`+(1\lambda _1)\mathrm{sin}^2B`$
$`+2\lambda _1(1\lambda _1)\mathrm{sin}^4B`$
$`+2(N1)\lambda _1(1\lambda _1)\mathrm{sin}^4B\}`$
In (31) the atomic correlations of both state (1) and (2) presented by the same term $`N2(N1)\lambda _1(1\lambda _1)\mathrm{sin}^4b/T`$ are non negative. It means increasing of the light noise due from the initial atomic correlations. This term is equal to zero, if $`N=1`$, or, if the pump creates independent atoms. Indeed, the phase behavior is insensitive to these atomic correlations. In accordance with the small fluctuation approximation it needs $`Q_{II}\mathrm{\Gamma }I^2`$, that is the reason of restriction the number of atom $`N`$.

Consider the noise of light, denoted as the spectrum of photocurrent $`i^{(2)}(\omega )`$. It can be measured by a simple heterodyne scheme included a detector and spectrum analyzer. At frequencies $`\omega 0`$ the spectrum of the light noise takes the form

$$i^{(2)}(0)=1+2\xi \frac{1}{1B/\mathrm{tan}B}$$
(32)
where unit indicates the shot noise level or the standard quantum limit, which is noise of the coherent field. The main features of the light statistics can be found from equation (30),(32). If all atoms are prepared independently in the state $`|1^N`$, then $`\xi 1`$. The negative Mandel parameter means, that in the cavity the photon statistics is sub Poisson, and the noise of light can be suppressed below the standard quantum limit. It $`\xi =1`$, the photon number variance is equal to zero, and one finds the Fock state of the light into cavity $`|n`$, where $`n=I`$. However the noise reduction is small. Noise can be suppressed up to zero, when $`\xi =1/2`$. These results are in agreement with results for a regular pumping, proposed in Ref. . For the case of correlated atoms, we discuss here, the Mandel parameter becomes positive and the light noise increases.

In contrast, when a pump prepares atoms in the state given by (3), the atoms have the initial coherence $`s_{01}(0)=(\alpha \beta ^{}\delta _{b1}+\alpha ^{}\beta \delta _{b0})/\sqrt{2}=|\alpha \beta |\mathrm{exp}[i\phi _0]`$, where $`\phi _0=(1)^{(1b)}\mathrm{arg}(\alpha \beta ^{})`$ and inversion $`s_{11}(0)s_{00}(0)=(1)^{1b}|\alpha |^2`$. Here $`b=0,1`$, that indicates two version of the state (3). If $`b=0`$ the inversion of population is negative, in contrast the case when $`b=1`$. Then together with the small fluctuation of the intensity, assume the phase fluctuation is small in a sense, that $`\mu =\phi \psi _0\psi _0`$. Then semiclassical equations for the phase $`\phi _0`$ and the intensity $`I`$ take the form

$`{\displaystyle \frac{}{t}}\psi _0=\sqrt{2}{\displaystyle \frac{g}{\sqrt{I}}}|\alpha \beta |\mathrm{sin}(\psi _0\phi _0)`$ (33)
$`{\displaystyle \frac{}{t}}I=CI+{\displaystyle \frac{2}{T}}(1)^{1b}|\alpha |^2\mathrm{sin}^2B`$ (34)
$`+{\displaystyle \frac{2\sqrt{2}}{T}}|\alpha \beta |\mathrm{cos}(\psi _0\phi _0)\mathrm{sin}B\mathrm{cos}B`$
In the steady state $`\psi _0=\phi _0`$ and this solution is stable. The initial atomic coherence is presented by the last term in the right hand side of (34). It result in the steady state solution for intensity, even the initial inversion of population, produced by the pump, is negative, when $`b=0`$.

Noise of the light or spectrum of the photocurrent at the frequencies near zero can be written as

$$i^2(0)=1+2\xi \frac{C}{\mathrm{\Gamma }}$$
(35)
where

$`\mathrm{\Gamma }=C(1B{\displaystyle \frac{(ActgB+\sqrt{2}|\alpha \beta |(ctg^2B1))}{(A+\sqrt{2}|\alpha \beta |ctgB)}})`$
where $`A=(1)^{(1b)}2|\alpha |^2`$, $`\xi =Q_{II}/(I\mathrm{\Gamma })`$. The expression for the diffusion coefficients reads, if $`b=1`$

$`Q_{II}`$ $`=`$ $`{\displaystyle \frac{1}{T}}[+{\displaystyle \frac{1}{2}}A(\mathrm{sin}^4B+2B\mathrm{sin}B\mathrm{cos}B)`$
$`+`$ $`\sqrt{2}|\alpha \beta |\mathrm{cos}2B(B\mathrm{sin}B\mathrm{cos}B)Q]`$
if $`b=0`$

$`Q_{II}`$ $`=`$ $`{\displaystyle \frac{1}{T}}[{\displaystyle \frac{1}{2}}A\mathrm{sin}^2B(\mathrm{sin}^2B+2)2B\mathrm{cos}B`$ (37)
$`+`$ $`\sqrt{2}|\alpha \beta |\mathrm{cos}2B(B+\mathrm{sin}B\mathrm{cos}B)`$
$``$ $`2\mathrm{sin}B\mathrm{cos}BQ]`$
and

$`Q`$ $`=`$ $`(2(1+2|\alpha |^2)|\beta |^2\mathrm{sin}^2B\mathrm{cos}^2B`$
$`+`$ $`\sqrt{2}|\alpha \beta |A\mathrm{sin}B\mathrm{cos}B(1\mathrm{cos}2B)`$
$``$ $`{\displaystyle \frac{1}{2}}A^2\mathrm{sin}^4B`$
There are two types of steady states of the micromaser operation, that can be pointed. For the first of them $`b=0`$, it means, that atoms are prepared initially without inversion because $`s_{11}(0)s_{00}(0)=|\alpha |^2`$. If $`|\alpha \beta |0.49`$, then one finds light, which phase is well defined and statistics of photons is sub Poisson. Indeed, the light noise can be suppressed up to $`i^2(0)0.27`$, that is limit here. The second type of operation is obtained, when $`b=1`$. In this case the pump creates inversion of population of the atomic levels and coherence. Atoms generate light, which level of noise is various. Particularly, one finds the perfect noise reduction, when $`i^2(0)0`$, if $`|\alpha |^2|\beta |^2`$. Physically, the last feature is clear, because the initial state of atoms is close to a state, of two independent atoms in the upper level. Indeed, in the micromaser operation the ideal sub Poisson light can be achieved using a regular pumping of atoms . However note that to do it, atoms have to be pumped by the light, which statistics of photons is already sub Poisson .

This work was supported in part by the Delzell Foundation Inc. and RBRF grant committee.


text:
# Density expansion of the energy of N close-to-boson excitons

## 1 Expectation value of the hamiltonian using our commutation technique

The semiconductor hamiltonian expectation value in the $`N`$-ground-state-exciton state reads

$$<H>_N=\frac{<v|(B_0)^NH(B_0^{})^N|v>}{<v|(B_0)^N(B_0^{})^N|v>},$$
(1)
where $`|v>`$ is the electron-hole pair vacuum state and $`B_0^{}`$ the (exact) creation operator of one ground state exciton, i. e. exciton with a center of mass momentum $`𝐐_0=\mathrm{𝟎}`$ and a relative motion in its ground state $`\phi _{\nu _0}`$. The algebraic calculation of $`<H>_N`$ is quite easy through our commutation technique.

Two important relations of this commutation technique are (3)

$$[H,B_i^{}]=E_iB_i^{}+V_i^{},$$
(2)
$$[V_i^{},B_j^{}]=\underset{mn}{}\xi _{mnij}^{\mathrm{dir}}B_m^{}B_n^{},$$
(3)
where $`E_i`$ is the $`i`$ exciton energy and $`B_i^{}`$ the (exact) creation operator of an $`i`$ exciton, $`i`$ standing for $`(\nu _i,𝐐_i)`$. The operator $`V_i^{}`$ comes from the Coulomb interactions between the $`i`$ exciton and the rest of the system, while the parameter $`\xi _{mnij}^{\mathrm{dir}}`$ corresponds to the direct Coulomb scattering of the $`(i,j)`$ excitons into the $`(m,n)`$ states. In $`𝐫`$ space, $`\xi _{mnij}^{\mathrm{dir}}`$ reads (3)

$`\xi _{mnij}^{\mathrm{dir}}=\xi _{ijmn}^{\mathrm{dir}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle 𝑑𝐫_{e_1}𝑑𝐫_{h_1}𝑑𝐫_{e_2}𝑑𝐫_{h_2}\varphi _m^{}(e_1,h_1)\varphi _n^{}(e_2,h_2)}`$ (4)
$`\times `$ $`[V_{e_1e_2}+V_{h_1h_2}V_{e_1h_2}V_{e_2h_1}]\varphi _i(e_1,h_1)\varphi _j(e_2,h_2)+(ij),`$
where $`\varphi _i(e,h)`$ is the total wave function of the $`i`$ exciton, i. e. the product of the relative motion wave function $`\phi _{\nu _i}(𝐫_e𝐫_h)`$, and the center of mass wave function $`e^{i𝐐_i.(\alpha _e𝐫_e+\alpha _h𝐫_h)}/\sqrt{𝒱}`$, with $`\alpha _e=1\alpha _h=m_e/(m_e+m_h)`$.

Using Eqs (2,3), it is straightforward to prove by induction that

$$[H,(B_0^{})^N]=NE_0(B_0^{})^N+\frac{N(N1)}{2}\underset{mn}{}\xi _{mn00}^{\mathrm{dir}}B_m^{}B_n^{}(B_0^{})^{N2}+N(B_0^{})^{N1}V_0^{},$$
(5)
so that, as $`H|v>=0=V_0^{}|v>`$, we get with $`H`$ acting on the left

$$<H>_N=NE_0+\frac{N(N1)}{2}\underset{mn}{}\xi _{00mn}^{\mathrm{dir}}\frac{<v|(B_0)^{N2}B_mB_n(B_0^{})^N|v>}{<v|(B_0)^N(B_0^{})^N|v>}.$$
(6)
As expected, Coulomb interaction enters $`<H>_N`$ at first order only, as $`<H>_N`$ is linear in the Coulomb scatterings $`\xi _{00mn}^{\mathrm{dir}}`$.

If the excitons were exact bosons, the ratios in the sum would be 1 for $`m=n=0`$, and 0 otherwise, so that we would get $`<H>_N=NE_0+N(N1)\xi _{0000}^{\mathrm{dir}}/2`$. We can then note that for $`n=i=j`$, Eq (4) reduces to

$`\xi _{miii}^{\mathrm{dir}}`$ $`=`$ $`{\displaystyle \frac{1}{𝒱^2}}{\displaystyle 𝑑𝐫_{e_1}𝑑𝐫_{h_1}𝑑𝐫_{e_2}𝑑𝐫_{h_2}e^{i(𝐐_i𝐐_m).(\alpha _e𝐫_{e_1}+\alpha _h𝐫_{h_1})}\phi _{\nu _m}^{}(𝐫_{e_1}𝐫_{h_1})\phi _{\nu _i}(𝐫_{e_1}𝐫_{h_1})}`$ (7)
$`\times `$ $`\left|\phi _{\nu _i}(𝐫_{e_2}𝐫_{h_2})\right|^2\left({\displaystyle \frac{e^2}{|𝐫_{e_1}𝐫_{e_2}|}}+{\displaystyle \frac{e^2}{|𝐫_{h_1}𝐫_{h_2}|}}{\displaystyle \frac{e^2}{|𝐫_{e_1}𝐫_{h_2}|}}{\displaystyle \frac{e^2}{|𝐫_{e_2}𝐫_{h_1}|}}\right)`$
$`=`$ $`0,`$
as can be seen by exchanging $`𝐫_{e_2}`$ and $`𝐫_{h_2}`$. Consequently, strangely enough, if we forgot about the close-to-boson character of the excitons, $`<H>_N`$ would be equal to $`NE_0`$ as if the excitons were not interacting at all !

Of course, excitons are not exact bosons. Let us now show how we can calculate the matrix elements appearing in the sum of Eq (6) for exact excitons. Here again, two important relations of our commutation technique make their calculation quite easy, namely (3)

$$[B_i,B_j^{}]=\delta _{ij}D_{ij},$$
(8)
$$[D_{mi},B_j^{}]=2\underset{n}{}\lambda _{mnij}B_n^{}.$$
(9)
$`D_{ij}`$ is the deviation-from-boson operator, while the parameter $`\lambda _{mnij}`$ describes the fact that there are two ways to couple two electrons $`(e_1,e_2)`$ and two holes $`(h_1,h_2)`$ to make two excitons, either $`(e_1,h_1)(e_2,h_2)`$ or $`(e_1,h_2)(e_2,h_1)`$. In $`𝐫`$ space $`\lambda _{mnij}`$ reads (3)

$`\lambda _{mnij}=\lambda _{ijmn}^{}={\displaystyle \frac{1}{2}}{\displaystyle 𝑑𝐫_{e_1}𝑑𝐫_{h_1}𝑑𝐫_{e_2}𝑑𝐫_{h_2}\varphi _m^{}(e_1,h_1)\varphi _n^{}(e_2,h_2)\varphi _i(e_1,h_2)\varphi _j(e_2,h_1)}`$
$`+(ij).`$ (10)
Eqs (8-10) are the key equations which allow an easy calculation of the matrix elements appearing in $`<H>_N`$.

## 2 Calculation of the matrix elements appearing in $`<H>_N`$

From Eqs (8,9), it is straightforward to prove by induction that

$$[B_m,(B_0^{})^N]=N\delta _{m0}(B_0^{})^{N1}N(N1)\underset{p}{}\lambda _{mp00}B_p^{}(B_0^{})^{N2}N(B_0^{})^{N1}D_{m0}.$$
(11)
Before calculating the matrix elements of $`<H>_N`$, with two excitons possibly outside the ground state, let us first consider the simpler ones, with only one exciton outside the ground state, namely

$$𝒜_m^{(N)}=<v(B_0)^{N1}B_m(B_0^{})^Nv>/N!.$$
(12)
As $`D_{ij}v>=0`$, we get from Eq (11) that $`𝒜_m^{(N)}`$ verifies the recursion relation

$$𝒜_m^{(N)}=\delta _{m0}𝒜_0^{(N1)}(N1)\underset{p}{}\lambda _{mp00}\left(𝒜_p^{(N1)}\right)^{}.$$
(13)
If we iterate this equation, and note that $`𝒜_0^{(N)}`$ is nothing but the quantity $`F_N`$ defined in Ref. (7),

$$𝒜_0^{(N)}=F_N=<v(B_0)^N(B_0^{})^Nv>/N!,$$
(14)
we find that $`𝒜_m^{(N)}`$ expands as

$`𝒜_m^{(N)}=F_{N1}\delta _{m0}(N1)F_{N2}\lambda _{m000}+(N1)(N2)F_{N3}{\displaystyle \underset{p}{}}\lambda _{mp00}\lambda _{00p0}`$
$`(N1)(N2)(N3)F_{N4}{\displaystyle \underset{pq}{}}\lambda _{mp00}\lambda _{00pq}\lambda _{q000}+\mathrm{}.`$ (15)
By expliciting the $`\lambda `$’s, it is possible to show that, for $`m=0`$, Eq (15) is nothing but the recursion relation between the $`F_N`$’s given in Ref. (7), namely

$$F_N=F_{N1}(N1)\sigma _2F_{N2}+(N1)(N2)\sigma _3F_{N3}\mathrm{},$$
(16)
with

$`\sigma _n`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}|\mathrm{\Phi }_{\nu _0}(𝐤)|^{2n}`$ (17)
$`=`$ $`{\displaystyle \frac{16(8n5)!!}{(8n2)!!}}(64\pi a_x^3/𝒱)^{n1},`$
in 3D, $`\mathrm{\Phi }_{\nu _0}(𝐤)`$, given in the appendix, being the Fourier transform of $`\phi _{\nu _0}(𝐫)`$.

Let us now turn to the matrix elements with two excitons possibly outside the ground state, namely

$$_{mn}^{(N)}=<v(B_0)^{N2}B_mB_n(B_0^{})^Nv>/N!.$$
(18)
From Eq (9), we get

$$[D_{mi},(B_0^{})^N]=2N\underset{q}{}\lambda _{mqi0}B_q^{}(B_0^{})^{N1},$$
(19)
easy to prove by induction. Using Eqs (11,18,19), we find that $`_{mn}^{(N)}`$ verifies the recursion relation,

$`_{mn}^{(N)}`$ $`=`$ $`F_{N2}(\delta _{m0}\delta _{n0}\lambda _{mn00})`$ (20)
$``$ $`(N2){\displaystyle \underset{q}{}}\left(𝒜_q^{(N2)}\right)^{}\{(\delta _{m0}\lambda _{nq00}{\displaystyle \underset{p}{}}\lambda _{mp00}\lambda _{nqp0})+(mn)\}`$
$`+`$ $`(N2)(N3){\displaystyle \underset{pq}{}}\left(_{pq}^{(N2)}\right)^{}\lambda _{mp00}\lambda _{nq00}.`$
We can then use Eq (15) for $`𝒜_q^{(N)}`$ and iterate Eq (20). The three first terms of the expansion of $`_{mn}^{(N)}`$ are obtained by replacing $`𝒜_q^{(N2)}`$ by the two first terms of Eq (15) and $`_{pq}^{(N2)}`$ by the first term of Eq (20). This leads to

$`_{mn}^{(N)}=F_{N2}(\delta _{m0}\delta _{n0}\lambda _{mn00})`$
$`(N2)F_{N3}\{(\delta _{m0}\lambda _{n000}{\displaystyle \underset{p}{}}\lambda _{mp00}\lambda _{n0p0})+(mn)\}`$
$`+(N2)(N3)F_{N4}\{[(\delta _{m0}{\displaystyle \underset{p}{}}\lambda _{np00}\lambda _{00p0}{\displaystyle \underset{pq}{}}\lambda _{mp00}\lambda _{nqp0}\lambda _{00q0})+(mn)]`$
$`+\lambda _{m000}\lambda _{n000}{\displaystyle \underset{pq}{}}\lambda _{mp00}\lambda _{nq00}\lambda _{00pq}\}+\mathrm{}`$ (21)
The first term of $`_{mn}^{(N)}`$ corresponds to all Pauli couplings between *two* ground state excitons $`(0,0)`$ and the two $`(m,n)`$ excitons; the second term of $`_{mn}^{(N)}`$ corresponds to all Pauli couplings between *three* ground state excitons $`(0,0,0)`$ and the three $`(m,n,0)`$ excitons; the third term couples the $`(0,0,0,0)`$ excitons to the $`(m,n,0,0)`$ excitons, and so on $`\mathrm{}`$

## 3 Density expansion of $`<H>_N`$

Let us now return to the expectation value of the hamiltonian $`<H>_N`$. Using Eqs (6,14,18,21), and the fact that $`\xi _{000m}^{\mathrm{dir}}`$=0 (see Eq (7)), we find that $`<H>_N`$ reads

$$<H>_N=N(E_0+\mathrm{\Delta }),$$
(22)
where the three first terms of $`\mathrm{\Delta }`$ are given by

$`\mathrm{\Delta }=`$ $``$ $`(N1){\displaystyle \frac{F_{N2}}{F_N}}{\displaystyle \frac{S_1}{2}}+(N1)(N2){\displaystyle \frac{F_{N3}}{F_N}}S_2`$ (23)
$``$ $`(N1)(N2)(N3){\displaystyle \frac{F_{N4}}{F_N}}\left(S_3+{\displaystyle \frac{S_3^{}}{2}}{\displaystyle \frac{S_3^{\prime \prime }}{2}}\right)+\mathrm{},`$
the expressions of the various sums $`S_n`$ in terms of $`\xi ^{\mathrm{dir}}`$’s and $`\lambda `$’s being given below.

By using Eqs (4,10), it is easy to see that the first sum $`S_1`$ reads in $`𝐫`$ space

$`S_1`$ $`=`$ $`{\displaystyle \underset{mn}{}}\xi _{00mn}^{\mathrm{dir}}\lambda _{mn00}`$ (24)
$`=`$ $`{\displaystyle 𝑑𝐫_{e_1}𝑑𝐫_{h_1}𝑑𝐫_{e_2}𝑑𝐫_{h_2}\varphi _0^{}(e_1,h_1)\varphi _0^{}(e_2,h_2)}`$
$`\times `$ $`(V_{e_1e_2}+V_{h_1h_2}V_{e_1h_2}V_{e_2h_1})\varphi _0(e_1,h_2)\varphi _0(e_2,h_1),`$
which is nothing but $`\xi _{0000}^{\mathrm{right}}\xi _{0000}^{\mathrm{exch}}`$ defined in our previous works dealing with the matrix elements of $`H`$ in the two-exciton subspace (3). This term is also the usual exchange Coulomb term of the effective bosonic hamiltonian for excitons (2,8).

The second sum of Eq (23) involves three excitons. It reads

$`S_2`$ $`=`$ $`{\displaystyle \underset{mnp}{}}\xi _{00mn}^{\mathrm{dir}}\lambda _{mp00}\lambda _{n0p0}`$ (25)
$`=`$ $`{\displaystyle 𝑑𝐫_{e_1}𝑑𝐫_{h_1}𝑑𝐫_{e_2}𝑑𝐫_{h_2}𝑑𝐫_{e_3}𝑑𝐫_{h_3}\varphi _0^{}(e_1,h_1)\varphi _0^{}(e_2,h_2)\varphi _0^{}(e_3,h_3)}`$
$`\times [V_{e_1e_2}+V_{h_1h_2}V_{e_1h_2}V_{e_2h_1}]\varphi _0(e_1,h_2)\varphi _0(e_2,h_3)\varphi _0(e_3,h_1).`$
The three sums of the third term of Eq (23) involves four excitons. The first sum $`S_3`$ reads

$`S_3`$ $`=`$ $`{\displaystyle \underset{mnpq}{}}\xi _{00mn}^{\mathrm{dir}}\lambda _{mp00}\lambda _{nqp0}\lambda _{00q0}`$ (26)
$`=`$ $`{\displaystyle 𝑑𝐫_{e_1}𝑑𝐫_{h_1}𝑑𝐫_{e_2}𝑑𝐫_{h_2}𝑑𝐫_{e_3}𝑑𝐫_{h_3}𝑑𝐫_{e_4}𝑑𝐫_{h_4}\varphi _0^{}(e_1,h_1)\varphi _0^{}(e_2,h_2)}`$
$`\times \varphi _0^{}(e_3,h_3)\varphi _0^{}(e_4,h_4)[V_{e_1e_2}+V_{h_1h_2}V_{e_1h_2}V_{e_2h_1}]`$
$`\times \varphi _0(e_1,h_2)\varphi _0(e_2,h_3)\varphi _0(e_3,h_4)\varphi _0(e_4,h_1).`$
The sum $`S_3^{}`$, defined as $`S_3^{}=_{mnpq}\xi _{00mn}^{\mathrm{dir}}\lambda _{mp00}\lambda _{nq00}\lambda _{00pq}`$ , reads as Eq (26) except for the four $`\varphi _0`$’s which are replaced by

$$\varphi _0(e_1,h_3)\varphi _0(e_2,h_4)\varphi _0(e_3,h_2)\varphi _0(e_4,h_1).$$

The last sum $`S_3^{\prime \prime }`$, defined as $`S_3^{\prime \prime }=_{mn}\xi _{00mn}^{\mathrm{dir}}\lambda _{m000}\lambda _{n000}`$, reads as Eq (26) except for the four $`\varphi _0`$’s which are now replaced by

$$\varphi _0(e_1,h_3)\varphi _0(e_2,h_4)\varphi _0(e_3,h_1)\varphi _0(e_4,h_2).$$

This sum is in fact equal to zero as easily seen by exchanging $`(𝐫_{e_2}𝐫_{h_2})`$, and $`(𝐫_{e_4}𝐫_{h_4})`$, in the integral.

It is physically important to note that all these sums contain the *same Coulomb coupling between only two excitons* made with $`(e_1,h_1)`$ and $`(e_2,h_2)`$. Couplings between more than two excitons appearing in $`S_{n2}`$, result from many-body effects induced by the close-to-boson character of the excitons.

The sums $`S_1`$, $`S_2`$, $`S_3`$, $`S_3^{}`$ are calculated in the Appendix (see Eqs (40-43)). Although not obvious at first, $`S_1`$, $`S_2`$ and $`S_3+S_3^{}/2`$ are in fact real even if $`\mathrm{\Phi }_{\nu _0}`$ is not, as necessary to have a real energy change $`\mathrm{\Delta }`$ induced by these Coulomb and Pauli couplings.

$`\mathrm{\Delta }`$ also contains density dependent terms through the ratios $`F_{Np}/F_N`$ which differ from 1 due to the close-to-boson character of the excitons. These ratios can be obtained from the recursion relation (16), which also reads

$$\frac{F_N}{F_{N1}}=1(N1)\sigma _2\frac{F_{N2}}{F_{N1}}+(N1)(N2)\sigma _3\frac{F_{N3}}{F_{N1}}+\mathrm{}$$
(27)
As $`\sigma _n`$ is in $`(a_x^3/𝒱)^{n1}`$ (see Eq (17)), we can iterate Eq (27) to obtain the ratio $`F_N/F_{N1}`$, for $`N>>1`$, as an expansion in powers of the parameter $`\eta =Na_x^3/𝒱`$. We get

$$\frac{F_N}{F_{N1}}=1N\sigma _2+N^2(\sigma _3\sigma _2^2)+O(\eta ^3)$$
(28)
As for large $`N`$, $`F_{Np}/F_N(F_{N1}/F_N)^p`$, the ratios appearing in Eq (23) are given by

$$\frac{F_{N2}}{F_N}=1+2N\sigma _2+N^2(5\sigma _2^22\sigma _3)+O(\eta ^3),\frac{F_{N3}}{F_N}=1+3N\sigma _2+O(\eta ^2),\frac{F_{N4}}{F_N}=1+O(\eta ).$$
(29)
By inserting Eq (29) into Eq (23), we obtain the following expansion of the energy change $`\mathrm{\Delta }`$ in powers of $`\eta `$ :

$$\mathrm{\Delta }=N\frac{S_1}{2}+N^2[S_2\sigma _2S_1]+N^3\left[S_3\frac{S_3^{}}{2}+3\sigma _2S_2\frac{S_1}{2}(5\sigma _2^22\sigma _3)\right]+O(\eta ^4)$$
(30)
Using Eqs (17,40-43) and putting everything together, we finally find that the hamiltonian expectation value in the $`N`$-ground-state-exciton state expands in powers of $`\eta =Na_x^3/𝒱`$ as

$`<H>_N`$ $`=`$ $`NE_0\left(1{\displaystyle \frac{13\pi }{3}}\eta +{\displaystyle \frac{73\pi ^2}{20}}\eta ^2{\displaystyle \frac{3517\pi ^3}{210}}\eta ^3+O(\eta ^4)\right)`$ (31)
$`=`$ $`NE_0\left(113.61\eta +36.02\eta ^2519.3\eta ^3+O(\eta ^4)\right)`$
Let us again stress that terms in $`\eta ^n`$ with $`n2`$ come from many-body effects induced by Pauli exclusion, since Coulomb interaction enters $`<H>_N`$ at first order only.

## 4 Conclusion

We have calculated the expectation value $`<H>_N`$ of the exact semiconductor hamiltonian in the $`N`$-ground-state-exciton state $`(B_0^{})^N|v>`$, using the commutation technique we recently introduced. Due to novel many-body effects induced by the close-to-boson character of the excitons, $`<H>_N`$ appears as an expansion in powers of the density through $`\eta =Na_x^3/𝒱`$, Coulomb interaction entering this quantity at first order only by construction. Higher order terms in $`\eta ^n`$, with $`n2`$, result from both, sophisticated exchange processes in which the Coulomb interaction appears at first order only, and purely Pauli many-body effects which make $`<v|(B_0)^N(B_0^{})^N|v>`$ to differ from its exact boson value $`N`$!.

From the result given in Eq (31), we see that the prefactors of the expansion of $`<H>_N`$ are rather large so that $`\eta =Na_x^3/𝒱`$ has to be much smaller than 1 for $`<H>_N`$ to be equal to the energy of $`N`$ non-interacting boson-excitons $`NE_0`$. In a previous work (7), we have already shown that, while the Mott criterion corresponds to $`\eta =Na_x^3/𝒱1`$ for the electron-hole pairs to be bound in excitons, i. e. for the excitons to exist, the criterion for the excitons to behave as bosons is more like $`100Na_x^3/𝒱1`$. As the $`\eta `$ expansion of $`<H>_N`$ is physically linked to many-body effects induced by the close-to-boson character of the excitons, it is after all reasonable to find similar conditions for excitons to behave as bosons and for the hamiltonian expectation value to be equal to the one of $`N`$ non-interacting boson-excitons.

APPENDIX

We start from the expressions of $`S_1`$, $`S_2`$, $`S_3`$ and $`S_3^{}`$ in $`𝐫`$ space given in Eqs (24-26), and we rewrite them by using the Fourier transforms of the exciton wave function and Coulomb potential. For $`𝐐_0=\mathrm{𝟎}`$, we have

$$\varphi _0(e,h)=\frac{1}{𝒱}\underset{𝐤}{}\mathrm{\Phi }_{\nu _0}(𝐤)e^{i𝐤.(𝐫_e𝐫_h)},$$
(32)
$$\frac{e^2}{r}=\underset{𝐪}{}V_𝐪e^{i𝐪.𝐫},$$
(33)
with $`V_𝐪=4\pi e^2/𝒱q^2`$ in 3D.

If we insert Eqs (32,33) into $`S_1`$ given in Eq (24), and we perform the integrals over the $`𝐫`$’s, we get

$$S_1=2\underset{𝐤,𝐤^{}}{}V_{𝐤𝐤^{}}|\mathrm{\Phi }_{\nu _0}(𝐤)|^2\left[|\mathrm{\Phi }_{\nu _0}(𝐤^{})|^2\mathrm{\Phi }_{\nu _0}^{}(𝐤)\mathrm{\Phi }_{\nu _0}(𝐤^{})\right].$$
(34)
By using the Schr dinger equation for the exciton relative motion,

$$(\mathrm{}^2𝐤^2/2\mu ϵ_{\nu _0})\mathrm{\Phi }_{\nu _0}(𝐤)\underset{𝐤^{}}{}V_{𝐤𝐤^{}}\mathrm{\Phi }_{\nu _0}(𝐤^{})=0,$$
(35)
with $`ϵ_{\nu _0}=E_0=e^2/2a_x`$, we can check that $`S_1`$ is real.

If we now insert Eqs (32,33) into $`S_2`$ given in Eq (25), and perform the integrals over the $`𝐫`$’s, we get

$`S_2={\displaystyle \underset{𝐤,𝐤^{}}{}}V_{𝐤𝐤^{}}[2|\mathrm{\Phi }_{\nu _0}(𝐤)|^4|\mathrm{\Phi }_{\nu _0}(𝐤^{})|^2|\mathrm{\Phi }_{\nu _0}(𝐤)|^4\mathrm{\Phi }_{\nu _0}^{}(𝐤)\mathrm{\Phi }_{\nu _0}(𝐤^{})`$
$`\left(\mathrm{\Phi }_{\nu _0}^2(𝐤)\mathrm{\Phi }_{\nu _0}(𝐤)\right)\left(\mathrm{\Phi }_{\nu _0}^2(𝐤^{})\mathrm{\Phi }_{\nu _0}^{}(𝐤^{})\right)].`$ (36)
The second term of Eq (36) is real due to Eq (35), while the last term is real by $`(𝐤𝐤^{})`$.

For the third order sums, we obtain in the same way

$`S_3={\displaystyle \underset{𝐤,𝐤^{}}{}}V_{𝐤𝐤^{}}|\mathrm{\Phi }_{\nu _0}(𝐤)|^4[2|\mathrm{\Phi }_{\nu _0}(𝐤)|^2|\mathrm{\Phi }_{\nu _0}(𝐤^{})|^2|\mathrm{\Phi }_{\nu _0}(𝐤)|^2\mathrm{\Phi }_{\nu _0}^{}(𝐤)\mathrm{\Phi }_{\nu _0}(𝐤^{})`$
$`|\mathrm{\Phi }_{\nu _0}(𝐤^{})|^2\mathrm{\Phi }_{\nu _0}(𝐤)\mathrm{\Phi }_{\nu _0}^{}(𝐤^{})],`$ (37)
$$S_3^{}=2\underset{𝐤,𝐤^{}}{}V_{𝐤𝐤^{}}|\mathrm{\Phi }_{\nu _0}(𝐤)|^4\left[|\mathrm{\Phi }_{\nu _0}(𝐤^{})|^4|\mathrm{\Phi }_{\nu _0}(𝐤^{})|^2\mathrm{\Phi }_{\nu _0}^{}(𝐤)\mathrm{\Phi }_{\nu _0}(𝐤^{})\right].$$
(38)
The energy shift $`\mathrm{\Delta }`$ depending on $`(S_3+S_3^{}/2)`$ as $`S_3^{\prime \prime }=0`$, we can check that this quantity is real due again to Eq (35).

By inserting the 3D value of $`\mathrm{\Phi }_{\nu _0}(𝐤)`$, namely

$$\mathrm{\Phi }_{\nu _0}(𝐤)=\frac{8\sqrt{\pi }}{(1+a_x^2k^2)^2}\left(\frac{a_x^3}{𝒱}\right)^{1/2},$$
(39)
into Eqs (34,36,37,38), and by calculating the integrals over $`𝐤`$ and $`𝐤^{}`$, we obtain

$$S_1=\frac{26\pi }{3}\left(\frac{a_x^3}{𝒱}\right)E_0,$$
(40)
$$S_2=\frac{2933\pi ^2}{20}\left(\frac{a_x^3}{𝒱}\right)^2E_0,$$
(41)
$$S_3=\frac{10795\pi ^3}{2}\left(\frac{a_x^3}{𝒱}\right)^3E_0,$$
(42)
$$S_3^{}=\frac{29601\pi ^3}{28}\left(\frac{a_x^3}{𝒱}\right)^3E_0,$$
(43)
with $`E_0=e^2/2a_x`$.

REFERENCES

(1) T. USUI, Prog. Theor. Phys. 23, 787 (1957).

(2) H. HAUG, S. SCHMITT-RINK, Prog. Quant. Elec. 9, 3 (1984).

(3) M. COMBESCOT, O. BETBEDER-MATIBET, Cond-mat/0106346 (18 June 2001), to appear in Europhysics Letters.

(4) M. COMBESCOT, O. BETBEDER-MATIBET, Cond-mat/0201554 (30 Jan 2002), submitted to Europhysics Letters.

(5) For a review, see A. KLEIN, E. R. MARSHALEK, Rev. Mod. Phys. 63, 375 (1991).

(6) O. BETBEDER-MATIBET, M. COMBESCOT, submitted to Eur. Phys. J. B.

(7) M. COMBESCOT, C. TANGUY, Europhysics Letters 55, 390 (2001).

(8) L. V. KELDYSH, A. N. KOZLOV, Sov. Phys. JETP 27, 521 (1968).

FIGURE CAPTIONS

Fig. (1)

(a) Direct Coulomb interaction $`\xi _{mnij}^{\mathrm{dir}}`$ between two excitons which are scattered from the $`(i,j)`$ states to the $`(m,n)`$ states, the ”in” and ”out” excitons being made with the same electron-hole pairs.

(b) Coupling between $`(i,j)`$ and $`(m,n)`$ excitons induced by the fact that two electrons and two holes can be coupled in two different ways to form two excitons.

Fig. (2)

Overlap $`𝒜_m^{(N)}`$, as defined in Eq (12), between two $`N`$-exciton states, when one of the $`N`$ excitons is in a state $`m`$, instead of the ground state $`0`$.

(a) Diagrammatic representation of the integral equation (13) which links $`𝒜_m^{(N)}`$ to $`\left(𝒜_p^{(N1)}\right)^{}`$. The cross represents the $`\lambda _{mp00}`$ exchange process.

(b) Density expansion of $`𝒜_m^{(N)}`$ as given in Eq (15). The quantity $`F_N`$, defined in Eq (14), differs from 1 because the excitons are not exact bosons.

Fig. (3)

Overlap $`_{mn}^{(N)}`$, as defined in Eq (18), between two $`N`$-exciton states when two of the $`N`$ excitons are in the states $`(m,n)`$ instead of the ground state 0.

(a) Diagrammatic representation of the integral equation (20) which links $`_{mn}^{(N)}`$ to $`\left(𝒜_q^{(N2)}\right)^{}`$ and $`\left(_{pq}^{(N2)}\right)^{}`$. The cross of the first line corresponds to $`\lambda _{mn00}`$ while the two crosses of the last line correspond to $`\lambda _{nq00}`$ and $`\lambda _{mp00}`$.

(b) Density expansion of $`_{mn}^{(N)}`$ as given in Eq (21). $`F_N`$ is defined in Eq (14).

Fig. (4)

(a) The sum $`S_1`$ defined in Eq (24) with one exchange process $`\lambda _{mn00}`$ which transforms the $`(0,0)`$ excitons into $`(m,n)`$ excitons, followed by one direct Coulomb interaction $`\xi _{00mn}^{\mathrm{dir}}`$ which scatters these $`(m,n)`$ excitons back into the ground state $`(0,0)`$.

(b) The sum $`S_2`$, defined in Eq (25), with two exchanges and one direct Coulomb scattering.

(c) (d) (e) The sums $`S_3`$, $`S_3^{}`$ and $`S_3^{\prime \prime }`$, defined in Eq (26) and below, with three exchanges and one direct Coulomb scattering.


text:
# 1 Feynman diagrams that gives rise to the radion contribution to muon anomaly.

Testable $`(g2)_\mu `$ contribution due to a light

stabilized radion in the Randall-Sundrum model

Prasanta Das 111E-mail: pdas@iitk.ac.in  Department of Physics, Indian Institute of Technology,

Kanpur 208 016, India.

Uma Mahanta 222E-mail:mahanta@mri.ernet.in  Mehta Research Institute,

Chhatnag Road, Jhusi Allahabad-211019, India .

Abstract

In this paper we calculate the $`(g2)_\mu `$ contribution due to a light stabilized radion using the radion couplings both to the kinetic energy and the mass term of the muon. We find that the $`(g2)_\mu `$ contribution due to radion diverges logarithmically with the cut off. We then show that the bound from precision EW data on radion phenomenology allows a sizable shift in the radion mediated muon anomaly that could be detected or tested with the present precision and certainly with the future precision for measuring muon anomaly.

Recently there has been a lot of interest in studying the phenomenology of models of large  and small  extra dimensions. Various phenomenological data have been used to put bounds on the unknown parameters of both large and small extra dimensions. In particular the precision electroweak (EW) data  and the (g-2) value of the muon  have been used to constrain these parameters. In this paper we calculate the $`(g2)_\mu `$ due to a stabilized radion  in the Randall-Sundrum model. Using the radion couplings both to the kinetic energy and mass term of the muon we find that the radion contribution to the muon anomaly diverges logarithmically with the cut off. For a light radion with a mass of few tens of GeV and a radion vev of around a TeV, we obtain a muon anomaly of the order of a few times $`10^9`$. The values of $`m_\varphi `$ and $`<\varphi >`$ used by us in arriving at our numerical results are chosen so as to be consistent with the bounds implied by precision EW data on radion phenomenology.

The Feynman diagrams that give rise to the radion contribution to the muon anomaly are shown in Fig 1.

The Feynman rules that are necessary for evaluating these diagrams can be found in Ref . We find that

$`I_a={\displaystyle \frac{e}{<\varphi >^2}}{\displaystyle \frac{d^4l}{(2\pi )^4}\frac{[\frac{3}{2}(l\text{/}+p\text{/}+2q\text{/})4m_\mu ](l\text{/}+q\text{/})+m_\mu )ϵ\text{/}(l\text{/}+m_\mu )[\frac{3}{2}(l\text{/}+p\text{/})4m_\mu ]}{[(l+q)^2m_\mu ^2][l^2m_\mu ^2][(lp)^2m_\varphi ^2]}}`$ (1)
and

$`I_b={\displaystyle \frac{3e}{<\varphi >^2}}{\displaystyle \frac{d^4l}{(2\pi )^4}\frac{[\frac{3}{2}(l\text{/}+p\text{/}+q\text{/})4m_\mu ](l\text{/}+m_\mu )ϵ\text{/}}{(l^2m_\mu ^2)[(lpq)^2m_\varphi ^2]}}`$ (2)
The expressions for the loop integrals $`I_a`$ and $`I_b`$ given above arise from Figs 1a and 1b respectively.

$`ϵ^\mu (q)`$ is the photon polarization vector. We have chosen the incoming muon momentum p and the photon momentum q to express $`I_a`$ and $`I_b`$. It can be shown that Fig 1c and Fig 1d do not give rise to a term proportional to $`q^\nu \sigma _{\mu \nu }`$. These two diagrams therefore do not contribute to the anomalous magnetic moment of the muon and can be omitted from further discussion. The contributions of Figs 1a and 1b to the anomalous magnetic moment of the muon can be shown to be given by

$`I_a={\displaystyle \frac{9ie}{2<\varphi >^2}}m_\mu ϵ^\mu (q)q^\nu \sigma _{\mu \nu }{\displaystyle x𝑑x𝑑y\frac{d^4l}{(2\pi )^4}\frac{l^2}{D_a}}+\mathrm{}.`$ (3)
and

$`I_b={\displaystyle \frac{3ie}{2<\varphi >^2}}m_\mu ϵ^\mu (q)q^\nu \sigma _{\mu \nu }{\displaystyle (35x)𝑑x\frac{1}{D_b}}+\mathrm{}`$ (4)
where

$`D_a=l^2(1x)^2q^2+2xy(1x)p.q+x^2y^2p^2+(1x)^2q^2`$
$`+p^2xym_\mu ^2(1xy)m_\varphi ^2xy`$ (5)
and

$`D_b=(lx(p+q))^2+x(1x)(p+q)^2xm_\varphi ^2(1x)m_\mu ^2`$ (6)
In the above we have dropped terms proportional to $`m_\mu ^3q^\nu \sigma _{\mu \nu }`$ from $`I_a`$ and $`I_b`$. The contributions arising from these terms will be suppressed compared to those that are proportional $`m_\mu `$ for $`m_\varphi ^2m_\mu ^2`$. Further in this paper we shall be interested only in the static values of the muon magnetic moment. In this static or low energy approximation we can set $`p^2=p^2=p.q=0`$ in the denominator after the magnetic moment term proportional to $`q^\nu \sigma _{\mu \nu }`$ has been extracted out from the numerator.

In this static approximation we get

$`I_a{\displaystyle \frac{9em_\mu ϵ^\mu (q)}{64\pi ^2<\varphi >^2}}q^\nu \sigma _{\mu \nu }\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }^2}{m_\varphi ^2}}+\mathrm{}`$ (7)
and

$`I_b{\displaystyle \frac{3em_\mu ϵ^\mu (q)}{64\pi ^2<\varphi >^2}}q^\nu \sigma _{\mu \nu }(\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }^2}{m_\varphi ^2}}+{\displaystyle \frac{5}{2}})+\mathrm{}`$ (8)
where $`\mathrm{\Lambda }`$ is an ultraviolet momentum cut off. In the Randall-Sundrum model the cut off $`\mathrm{\Lambda }`$ can be identified with the mass of the lightest Kaluza-Klein mode of the graviton in the several TeV range. To arrive at the above result we have assumed that $`m_\varphi ^2m_\mu ^2`$. The above contributions to the muon magnetic moment can be put in the form of an effective Lagrangian

$`L_{eff}{\displaystyle \frac{3em_\mu }{32\pi ^2<\varphi >^2}}^\nu A^\mu \overline{\psi }\sigma _{\mu \nu }\psi (\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }^2}{m_\varphi ^2}}{\displaystyle \frac{5}{4}})`$ (9)
The radion contribution to the muon magnetic moment is therefore given by

$`a_\mu ^r{\displaystyle \frac{3m_\mu ^2}{16\pi ^2<\varphi >^2}}(\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }^2}{m_\varphi ^2}}{\displaystyle \frac{5}{4}})`$ (10)
The UV cut off $`\mathrm{\Lambda }`$ for low energy radion phenomenology can be estimated by using naive dimension analysis (NDA)  The NDA estimate stipulates that $`\mathrm{\Lambda }=4\pi <\varphi >`$, since $`\frac{1}{<\varphi >}`$ acts as the expansion parameter for non-renormalizable radion couplings to muon. In general however the cut off $`\mathrm{\Lambda }`$ can be related to $`<\varphi >`$ via $`\mathrm{\Lambda }=k<\varphi >`$ where k lies between 1 and 4$`\pi `$. In the numerical results presented in this paper we shall take k to be equal to the geometric mean of 1 and 4$`\pi `$. We shall also ensure that the values of $`m_\varphi `$ and $`<\varphi >`$ used to estimate $`a_\mu ^r`$ satisfies the precision EW constraints.

The oblique EW parameter T has been used to put bounds on $`m_\varphi `$ and $`<\varphi >`$ . These bounds can be represented in terms of an allowed region and forbidden region in the $`m_\varphi <\varphi >`$ plane \[see Fig 2\].

For a light radion with a mass of 10 Gev, the precision EW constraint forces the radion mediated muon anomaly to be less than or equal to 2.7 $`\times 10^9`$. On the other hand for a heavy radion with a mass of 500 Gev, the T parameter constraint on radion phenomenology allows a muon anomaly of 1.5 $`\times 10^9`$ as shown in Fig. 3.

We would like to note that the log divergence of our result arises from the radion coupling to the kinetic energy term of the muon which gives rise to a stronger divergence to the loop integral. Previous estimates of radion mediated muon anomaly used the radion coupling only to the mass term of the muon. In fact their radion coupling to fermion is similar to that of the Higgs boson. Therefore they do not get the log divergence. Actually they get a subdominant contribution proportional to $`m_\mu ^4`$ which is correct for the Higgs boson but not for the radion. It can be shown that the radion couplings to the muon reduces to the mass term of the muon only if both the muon lines are on shell. However in calculating the loop diagrams shown in Fig 1 one certainly cannot assume that muon lines at each vertex are on shell and hence their result is not trustable.

The Muon $`(g2)_\mu `$ collaboration has reported a new improved measurement of positive muon anomaly

$$a_\mu (expt)=(11659202\pm 14\pm 6)\times 10^{10}$$

The muon anomaly expected in the SM according to the latest calculations is given by

$$a_\mu (SM)=(11659176.96\pm 6.4)\times 10^{10}$$

This shows a discrepancy from the experimental value given by $`\delta a_\mu =(26\pm 16)\times 10^{10}`$. The ultimate goal of the Collaboration is to reduce the error to 4 $`\times 10^{10}`$. In this paper we have shown that the T parameter constraint on $`m_\varphi `$ and $`<\varphi >`$ gives rise to a radion mediated muon anomaly which is of the same order as the present precision ($`1.5\times 10^9`$) for measuring the muon anoamly. However with the ultimate precision of the experiment the level of muon anomaly presented in this paper can certainly be detected or tested.


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# Learning and predicting time series by neural networks

## Abstract

Artificial neural networks which are trained on a time series are supposed to achieve two abilities: firstly to predict the series many time steps ahead and secondly to learn the rule which has produced the series. It is shown that prediction and learning are not necessarily related to each other. Chaotic sequences can be learned but not predicted while quasiperiodic sequences can be well predicted but not learned.

Neural networks are able to learn a rule from a set of examples. This paradigm has been used to construct adaptive algorithms – named artificial neural networks – which are trained on a set of input/output patterns generated by an unknown function. After the training process, the network can reproduce the patterns, but is also has achieved generalization: it has obtained some knowledge about the unknown function.

In the simplest case the unknown function is a neural network itself, the “teacher”. A different neural network with an identical architecture, the “student”, is trained on a set of examples produced by the teacher. This so called ”student/teacher” scenario has been intensively studied using models and methods of statistical physics Hertz ; EvdB ; BC . Recently these methods have also been applied to learning and generation of time series EKKK ; KKPE ; SK ; EK ; PK .

The main result of these theoretical investigations is that as the student network receives more information it increases its similarity to the weights of the teacher network. When the number of training examples is much larger than the number of parameters of the teacher, the student is almost identical to the teacher and the generalization error is close to zero. In this article we show that this fundamental relation between learning and generalization is violated when a neural network is trained on a time series. We present a class of networks with almost perfect prediction of the series and almost zero information about the rule. The opposite case is found, as well: A network cannot predict a time series although it is almost identical to the rule generating the series.

Hence the intuitive deduction that learning a rule leads to good generalization and good generalization indicates good knowledge about the rule is violated both ways when a neural network is trained on a time series.

We find this phenomenon already for a simple perceptron, a neural network with a single layer of synaptic weights, given by the equation $`o=g\left(𝐰𝐒\right)`$. Here $`𝐰=(w_1,w_2,\mathrm{},w_N)`$ is the vector of synaptic weights, $`𝐒=(s_{t1},s_{t2},\mathrm{},s_{tN})`$ is the input of the network (window of the time series), $`o`$ is the output value and $`N`$ is the size of the network. In the following we will study different transfer functions $`g(x)`$. Such a perceptron can be used as a sequence generator (teacher with weights $`𝐰^T`$) as well as a network being trained on a time series (student with weights $`𝐰^S`$)EKKK .

The sequence is generated by a teacher network with random weights, starting from random initial conditions $`(s_N,s_{N1},\mathrm{},s_1)`$; hence it is defined by the equation

$$s_t=g\left(\underset{j=1}{\overset{N}{}}w_j^Ts_{tj}\right)$$
(1)
We define a time $`t_0`$ in such a way that the sequence is stationary for any $`t>t_0`$. Here, ”stationary” means that the sequence lies on its attractor. The transient, which is of $`𝒪(N)`$ is not included in the training examples.

The training error is calculated from the absolute value of the deviation between the sequence $`s_t`$ and the corresponding output $`o_t`$ of the student:

$$ϵ=\underset{T\mathrm{}}{lim}\frac{1}{T}\underset{t=t_0+1}{\overset{t_0+T}{}}|s_to_t|$$
(2)
This is the average error of a one-step-prediction of the student on the time series. Perfect training leads to zero error $`ϵ`$, meaning that each number of the sequence is correctly reproduced: $`s_t=o_t`$.

The student’s knowledge about the unknown parameters is measured by the overlap $`R`$ between the weight vectors of the teacher and the student:

$$R=\frac{𝐰^T𝐰^S}{|𝐰^T||𝐰^S|}$$
(3)
If the transfer function is continuous, it is also important that the two vectors coincide in their length $`Q^S=Q^T`$ with $`Q=|𝐰|`$.

First we discuss the Boolean perceptron, $`g(x)=sign(x)`$, of size $`N`$ which has generated a periodic bit sequence EKKK ; SK . The teacher perceptron has random weights with zero bias, and the cycle is related to one component of the power spectrum of the weights. The student network is trained using the perceptron learning rule:

$`\mathrm{\Delta }w_i^S`$ $`={\displaystyle \frac{1}{N}}s_ts_{ti}`$ $`\text{if}s_t{\displaystyle \underset{j=1}{\overset{N}{}}}w_j^Ss_{tj}<0;`$
$`\mathrm{\Delta }w_i^S`$ $`=0\text{ else}.`$ (4)
For this algorithm there exists a mathematical theorem Hertz : If the set of examples can be generated by some perceptron then this algorithm stops, i.e. it finds one out of possibly many solutions. Since we consider examples from a bit sequence generated by a perceptron, this algorithm is guaranteed to learn the sequence perfectly.

The network is trained on the cycle until the training error is zero. Hence the student network can predict the stationary sequence perfectly. It turns out that the overlap between student and teacher remains small, in fact it is zero for infinitely large networks, $`N\mathrm{}`$. Although the network predicts the sequence perfectly, it does not gain much information on the parameters of the network which has generated this sequence.

This situation seems to be different in the case of a continuous perceptron. Inverting Eq. (1) for a monotonic transfer function $`g(x)`$ gives $`N`$ linear equations for $`N`$ unknowns $`w_i^T`$. If all patterns are linearly independent then batch training, using $`N`$ windows, leads to perfect learning.

A network with transfer function $`g(x)=\mathrm{tanh}(\beta x)`$ generates a quasiperiodic time series, if the parameter $`\beta `$ is larger than a critical value $`\beta _c`$ KKPE . The form of the sequence is characterized by an attractor of dimension equal to one and analytically in the leading order it is given by

$$s_t=\mathrm{tanh}(A\mathrm{cos}(2\pi qt/N)),$$
(5)
with some gain $`A(\beta )`$, which is non-zero above the bifurcation point $`\beta _c`$. Note, that in the typical sequence there’s only a contribution of one non-integer wavenumber $`q`$, which is related to one dominant Fourier component of the couplings $`𝐰^T`$, see KKPE  for details.

When trying to find the couplings $`𝐰^T`$ by inverting the set of Eq. 1, it turns out that even professional computer routines often fail to perform the required matrix inversion: the patterns are almost linearly dependent. Some explanation for that can be found from Eq. 5. For small $`A`$, the tanh in Eq. 5 can be approximated by its argument and one can easily show that $`s_{t+2}=s_t+2\mathrm{cos}(2\pi q/N)s_{t+1}`$. Therefore, any window of the sequence can be written as a linear combination of two basis vectors. In case we expand the tanh in Eq. 5 up to the $`\rho `$’s term, one can show that the form of $`s_{t+m}`$ is given by $`s_{t+m}(\rho )=_{k=0}^{\rho 1}B_{2k+1}(\mathrm{cos}(2\pi q/N(2k+1))\mathrm{sin}(2\pi q/N(2k+1)))`$, since $`\mathrm{cos}(x)^{2\rho +1}=C_{2k+1}\mathrm{cos}((2k+1)x)`$ where $`C_k`$ and $`B_k`$ are constants. On one hand, as long as $`\rho `$ is less than the window size $`N`$, the inputs are linearly dependent and Eq. 5 cannot be inverted. On the other hand, the power expansion of the tanh indicates that $`B_\rho `$ drops exponentialy with $`\rho `$. Thus, the linear dependence of the $`N`$-dimensional inputs is lifted only by the $`\rho =N+1`$ term in the expansion which decreases exponentially as $`N`$ increases. This is the source for the ill-conditioned problem of inverting Eq. 5.

Hence, in particular for large dimensions $`N`$, batch learning does not work well for quasiperiodic time series generated by a teacher perceptron.

How does this scenario show up in an on–line training algorithm for a continuous perceptron? If a quasiperiodic sequence is learned step by step using gradient descent to update the weights, without iterating previous steps,

$$\mathrm{\Delta }w_i^S=\frac{\eta }{N}(s_tg(h))g^{}(h)s_{ti}\text{with}h=\beta \underset{j=1}{\overset{N}{}}w_j^Ss_{tj}$$
(6)
we find two time scales (time = number of training steps): (i) A fast one increasing the overlap between teacher and student to a value which is still far away from perfect agreement, $`R=1`$ and $`Q^S=Q^T`$. During this phase, the training error goes down to nearly zero. (ii) A slow one further increasing the overlap and still decreasing the training error.

Since the second time scale is usually several orders of magnitude larger than the first one, we could not observe $`R=1`$ within our numerical simulations. Although there is a mathematical theorem on stochastic optimization which seems to guarantee convergence to zero training error (2) StochOpt , which implies full overlap $`R=1`$ with $`Q^S=Q^T`$, our on–line algorithm cannot gain much information about the teacher network, at least within practical times.

This is completely different for a chaotic time series generated by a corresponding teacher network with $`g(x)=\mathrm{sin}(\beta x)`$ PK . It turns out that learning the chaotic series works like learning random examples: After a number of training steps of the order of $`N`$ the overlap $`R`$ relaxes exponentially fast to perfect agreement between teacher and student, $`R=1`$. The same behavior can be observed for the length $`Q^S`$ of the student, which approaches exponentially fast to the length of the teacher.

Here are some details of the numerical calculations: Our simulations were performed with the same (random) teacher weights for the quasiperiodic and the chaotic case. Furthermore, the random initialization of the student networks were identical. The settings differ only in the choice of the transfer-functions $`g(x)`$. Return maps for the two sequences are shown in Fig. 2.

Starting with the same initial overlap, the students were trained according to Eq. (6) until they achieved a certain training error ($`ϵ=0.008`$). In both cases this took about $`25N`$ learning steps, the network dimension was $`N=50`$. After the training process however, the students ended up with completely different weight vectors. In case of the chaotic sequence, the student’s weights came close to the one of the teacher ($`R1`$,$`Q^SQ^T`$). In contrast, the student of the quasiperiodic sequence did not obtain much information about the teacher, and its weights remained nearly perpendicular to the teacher ones ($`R0`$). The time evolution of the respective overlaps during training is shown in Fig. 3.

One important question remains: How well can the student predict the time series? In order to evaluate the training success, we have defined a one-step-error in Eq. (2). Now we are interested in the long-term prediction of the students. Therefore, the student perceptrons have to act as sequence generators themselves, using their own output to complete the next input window. Starting from a window of the teacher’s sequence, i.e. $`(o_t,o_{t1},\mathrm{}o_{tN+1})=(s_t,s_{t1},\mathrm{}s_{tN+1})`$, the student’s prediction $`\tau `$ steps ahead is given by iterating Eq. (1) up to

$$o_{t+\tau }=g\left(\beta \underset{j=1}{\overset{N}{}}w_j^So_{t+\tau j}\right)$$
(7)
The prediction error $`ϵ(\tau )`$ is the average absolute deviation of this value with the respective item of the teacher’s sequence,

$$ϵ(\tau )=\underset{T\mathrm{}}{lim}\frac{1}{T}\underset{t=t_0+1}{\overset{t_0+T}{}}|s_{t+\tau }o_{t+\tau }|$$
(8)
Note, that the average is performed by changing the initial time window. Again, $`t_0`$ is used to indicate any time step of the stationary part of the sequence. To calculate $`ϵ(\tau )`$ in the simulations, we have chosen $`T=N=50`$. The result is shown in Fig. 4.

The graph shows the prediction error as a function of the time interval over which the student makes predictions. Both curves coincide in the first value, which is equal to the training error at which learning was stopped.

The student network which has been trained on the quasiperiodic sequence can predict it very well. The error increases linearly with the size of the interval, even predicting $`25N`$ steps ahead yields an error of less than 5% of the total possible range. On the other side, the student trained on the chaotic sequence cannot make long-term predictions. The prediction error increases exponentially with time until it is of the order of random guessing.

Of course, if the student would reproduce the series perfectly, it would also predict it without errors. But since we stop our algorithm when the training error is close but not identical to zero, we achieve two different states: For the quasiperiodic sequence the weight vector of the student recovers the main Fourier component of the teacher which reproduces the sequences reasonably well. There remains a large space of weight vectors which can generate the same sequence. For the chaotic sequence, however, all the weights of the students come extremely close to the ones of the teacher; but due to sensitivity to model parameters, any prediction of the sequence is impossible.

All of our results stem from numerical simulations. We find that the quantitative details of our results strongly depend on the parameters of our model. Hence we did not succeed to derive quantitative results about scaling of learning times with system size $`N`$ or the Ljuapunov exponent as a function of the fractal dimension of the chaotic time series.

In summary we obtain the following result:

(i) A network trained on a quasiperiodic sequence does not obtain much information about the teacher network which generated the sequence. But the network can predict this sequence over many (of the order of $`N`$) steps ahead. (ii) A network trained on a chaotic sequence, however, obtains almost complete knowledge about the teacher network. But due to the chaotic nature of the sequence, this network cannot make reasonable predictions.