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# Isotopies of planar compacta need not extend to isotopies of planar continua

## 1  <br>Introduction

In this paper we address an obstruction to developing a satisfactory theory of braids over planar compacta by establishing a technical sense in which all braids over planar continua are not wild. We then construct an example that is apparently the first of its kind: An isotopy of a planar compactum shown not to be the restriction of an isotopy of any planar continuum.

Given a finite set $`FR^2`$ with $`\left|F\right|=n`$, Artin’s pure braid group on $`n`$-strands $`G_n`$ is $`\pi _1(I(F,R^2),id_F),`$ where $`I(F,R^2)`$ is the space of embeddings of $`F`$ into $`R^2.`$ Artin’s braid group on $`n`$ strands is $`\pi _1(Y,F)`$ where $`Y`$ is the space of planar sets of size $`n`$ in the Hausdorf metric. The simplest cases where $`\left|F\right|=\mathrm{}`$ are still being explored. In  the author constructs a group of wild braids $`\overline{B_{\mathrm{}}}`$ which completes $`B_{\mathrm{}},`$ Artin’s braid group on infinitely many strands. The full inverse limit of Artin’s pure braid groups is a group $`G\overline{B_{\mathrm{}}}`$ consisting of the pure braids on infinitely many strands. However, a typical braid representative $`g[g]G`$ is not the restriction of an ambient isotopy of the plane.

In hopes of eliminating this particular brand of wildness, suppose instead $`FR^2`$ is the disjoint union of finitely many nonseparating planar continua $`X_1..X_n`$, and a braid representative is an isotopy $`h_t:`$ $`FR^2`$ such that $`h_0=id_F`$ and $`h_1(F)=F.`$ Though indirectly settled in case $`F`$ is PL (see ), a thorough understanding of this braid group hinges on the following question:

###### Problem 1

Can every isotopy starting at $`id_W`$ of a planar continuum $`W`$ be extended to an isotopy of the plane?

We do not settle this challenging problem but prove in section 3 Theorem 6, a weaker technical result which says roughly, that loops in the complements of finite subsets of the continuum $`W`$ cannot be forcibly stretched by large amounts via isotopy of $`W.`$ We then construct in Corollary 7 a wild isotopy over a convergent sequence which is unextendable to an isotopy of any planar continuum.

The proof of Theorem 6 relies in part on Theorem 4, a result in section 2 which establishes mild conditions under which homotopy classes in $`X\backslash A`$ are naturally transported via homotopy of $`A.`$ In particular Theorem 4 eliminates reliance on canonical parameterizations of $`X\backslash A.`$

The final section 4 includes Lemmas useful for the proof of Theorem 6.

## 2 Theorem 4: a path lifting theorem.

### 2.1 Motivation

Given an isotopy $`h_t:AR^2`$ and $`[f]\pi _1(R^n\backslash A),`$ we would like $`[f]`$ to ‘come along for the ride’ via a natural choice $`[f_t]\pi _1(R^n\backslash A_t).`$ The choice is clear in the special case $`A`$ is finite since we can canonically extend $`h_t`$ to an isotopy of the plane. However we would like another scheme for selecting $`[f_t]`$ since it’s generally impossible to canonically parameterize $`X\backslash A_t`$ in an arbitrary space $`X.`$ Fortunately we can generally recover $`[f_t]`$ under weak hypothesis as seen in Theorem 4.

### 2.2 $``$ and $``$

Suppose $`X`$ is a metric space and $``$ is a collection of compact subsets of $`X`$ such that $`A`$ there exists a compact $`FX`$ and a homotopy $`H:X\backslash A\times [0,1]X\backslash A`$ such that $`xX\backslash A`$ $`H(x,0)=x`$ and $`H(x,1)F.`$

Decide $`A_nA`$ if $`A_nA`$ in the Hausdorf metric and there exists $`N`$ and homeomorphisms $`h_n:X\backslash AX\backslash A_n`$ for $`nN`$ such that $`h_nid`$ in the compact open topology. For $`\{A,B\}`$ let $`(A,B)`$ denote the Hausdorf distance.

Fixing a compact metric space $`Z`$ let $`𝒫(A,f)`$ denote the path component of $`f`$ in $`C(Z,X\backslash A).`$ Let $``$ denote the space of ordered pairs $`(A,𝒫(A,f))`$ such that $`A`$ and $`fC(Z,X\backslash A).`$ Decide that the sequence $`(A_n,𝒫(A_n,f_n))(A,𝒫(A,f))`$ iff $`A_nA`$ in $``$ and if there exists $`g𝒫(A,f)`$ and $`N`$ such that $`g𝒫(A_n,f_n)`$ $`nN.`$ Define $`\mathrm{\Pi }_1:`$ as $`\mathrm{\Pi }_1(A,𝒫(A,f))=A.`$ Let $`\mathrm{\Pi }_2(A,𝒫(A,f))=𝒫(A,f).`$ Topologize $``$ and $``$ by sequential convergence declaring a set $``$ to be closed if and only the limit of each convergent sequence in $``$ is an element of $``$.

###### Lemma 2

Suppose $`\alpha :[0,1]`$ is continuous $`T[0,1]`$, $`\epsilon >0,`$ and $`FX\backslash \alpha (T)`$ is compact. Then there exists $`\gamma >0`$ so that if $`\left|tT\right|<\gamma `$ then $`(\alpha (t),\alpha (T))<\epsilon `$ and there exists a homeomorphism $`h_t:X\backslash \alpha (T)X\backslash \alpha (t)`$ such that $`d(h_t(x),x)<\epsilon `$ $`xF.`$

Proof. Suppose $`t_nT.`$ Then $`(\alpha (t_n),\alpha (T))0.`$ Moreover there exists $`N`$ and homeomorphisms $`h_n:X\backslash \alpha (T)X\backslash \alpha (t_n)`$ such that $`h_{n|F}h_{|F}`$ uniformly for $`nN.`$ If the conclusion of the Lemma were false we could choose $`t_nT`$ so as to contradict one of the previous two sentences.

###### Lemma 3

Suppose $`\beta :[0,1]`$ is continuous and $`g\mathrm{\Pi }_2(\beta (T)).`$ Then there exists $`\gamma >0`$ such that if $`\left|Tt\right|<\delta `$ then $`g\mathrm{\Pi }_2(\beta (t)).`$

Proof. Let $`T[0,1].`$ Suppose in order to obtain a contradiction that there does not exist $`\gamma >0`$ so that $`g\mathrm{\Pi }_2\beta (t)`$ if $`\left|tT\right|<\gamma .`$ Choose $`t_nT`$ with $`g\mathrm{\Pi }_2\beta (t_n)n.`$ Since $`\beta (t_n)\beta (T)`$ choose $`M`$ and $`f_T\mathrm{\Pi }_2(\beta (T))`$ so that if $`nM`$ then $`f_T\mathrm{\Pi }_2(\beta (t_n)).`$ Let $`\beta (t)=(A_t,𝒫(A_t,f_t)).`$ Let $`H:Z\times [0,1]X\backslash A_T`$ be any homotopy between $`g`$ and $`f_T.`$ Since $`im(H)`$ is compact choose $`\epsilon >0`$ so that each point of $`im(H)`$ is at least $`\epsilon `$ from each point of $`A_T`$. .Choose by Lemma 2 $`NM`$ so that if $`nN`$ then $`(A_T,A_{t_n})<\epsilon .`$ Thus $`H`$ is a homotopy between $`f_T`$ and $`g`$ in $`X\backslash A_{t_n}.`$ Hence $`g\mathrm{\Pi }_2(\beta (t_n))`$ for $`nN`$ and we have a contradiction.

###### Theorem 4

Suppose $`\alpha :[0,1]`$ is continuous, $`e`$ and $`\mathrm{\Pi }_1(e)=\alpha (0).`$ Then there exists a unique continuous function $`\beta :[0,1]`$ such that $`\alpha =\mathrm{\Pi }_1(\beta ).`$

Proof. Let $`I=\{t[0,1]`$ such that there exists a continuous function $`\beta :[0,t]`$ such that $`\alpha _{[0,t]}=\mathrm{\Pi }_1(\beta )\}`$ and $`\beta (0)=e\}.`$ Note $`I\mathrm{}`$ since $`0I`$ and $`I`$ is connected since $`I`$ is the union of intervals each of which contains $`0.`$ To prove $`I`$ is open in $`[0,1]`$ suppose $`TI`$ and $`T[0,1).`$ Suppose $`\beta :[0,T]`$ satisfies $`\alpha _{[0,T]}=\mathrm{\Pi }_1\beta .`$ Let $`f\mathrm{\Pi }_2\beta (T).`$ Since $`\alpha (T)`$ and $`im(f)`$ are disjoint compacta choose $`\epsilon >0`$ so that each point of $`\alpha (T)`$ is at least a distance $`\epsilon `$ from each point of $`im(f).`$ Choose by Lemma 2 $`\delta >0`$ so that if $`\left|tT\right|<\delta `$ then $`(\alpha (t),\alpha (T))<\epsilon /2.`$ Hence $`im(f)X\backslash \alpha (t)`$ and $`\beta `$ can be continuously extended to $`[0,T+\delta )`$ by defining $`\beta (t)=(\alpha (t),𝒫(\alpha (t),f))`$ for $`t[T,T+\delta ).`$

To see that $`I`$ is closed suppose $`[0,T)I.`$ Choose a compact $`FX\backslash \alpha (T)`$, a homotopy $`H:X\backslash \alpha (T)\times [0,1]X\backslash \alpha (T)`$ such that $`xX\backslash A`$ $`H(x,0)=x`$ and $`H(x,1)F.`$ Since $`\alpha (T)`$ and $`F`$ are disjoint compacta choose $`\epsilon >0`$ so that each point of $`\alpha (T)`$ is at least a distance $`\epsilon `$ from each point of $`F.`$ Choose by Lemma 2 $`S<T`$ and a homeomorphism $`h_S:X\backslash \alpha (T)X\backslash \alpha (S)`$ so that if $`StT`$ then $`(\alpha (t),\alpha (T))<\epsilon /2`$ and $`d(h_S(x),x)<\epsilon /2`$ $`xF.`$ Let $`\beta :[0,S]`$ satisfy $`\mathrm{\Pi }_1\beta =\alpha _{[0,S]}.`$ Let $`f\mathrm{\Pi }_2\beta (S).`$ Define for $`s[0,1]`$ $`g^sC(Z,X\backslash \alpha (S))`$ via $`g^s(z)=h_SH(h_S^1f(z),s).`$ Note $`g^0=f`$ and hence $`g^1𝒫(\alpha (S),f)=\mathrm{\Pi }_2(\beta (S)).`$ Note $`im(g^1)h_S(F).`$ Hence $`im(g^1)\alpha (t)=\mathrm{}`$ for $`t[S,T].`$ Defining $`\gamma (t)=(\alpha (t),𝒫(\alpha (t),g^1))`$ for $`t[S,T]`$ creates a continuous lift $`\gamma \beta _{[0,S]}`$ of $`\alpha _{|[0,T]}`$ and proves $`TI.`$ Hence $`I=[0,1]`$ and the existence of $`\beta `$ is established.

For uniqueness suppose $`\gamma `$ and $`\beta `$ are two lifts of $`\alpha `$ such that $`\beta (0)=\gamma (0)=e.`$ Let $`J=\{j[0,1]|\gamma (j)=\beta (j)\}.`$ Note $`J`$ is nonempty and closed. It suffices to prove $`J`$ is open. Suppose $`TJ.`$ Since $`\gamma (T)=\beta (T)`$ let $`g\mathrm{\Pi }_2(\beta (T))\mathrm{\Pi }_2(\gamma (t)).`$Choosing $`\gamma `$ as in Lemma 3 it follows that $`\beta (t)=\gamma (t)=(\alpha (t),𝒫(\alpha (t),g))`$ for $`\left|tT\right|<\gamma .`$ Hence $`J`$ is open and $`\gamma =\beta .`$

## 3 Main results: Theorem 6 and Corollary 7

Let $``$ denote the space of planar compacta, topologized as in section 2, each of which is the disjoint union of finitely many nonseparating planar continua. ( i.e. $`X`$ iff $`n`$ and nonseparating planar continua $`X_1,..X_n`$ such that $`X=_{i=1}^nX_i`$ and $`X_iX_j=\mathrm{}`$ whenever $`ij`$).

Fixing $`Z=S^1,`$ define $``$ as in section 2. For $`\delta >0`$ let $`B(p,\delta )R^2`$ and $`int(B(p,\delta ))R^2`$ denote respectively the closed and open disks centered at $`p`$ of radius $`\delta .`$ Let $`B(p,\delta )`$ denote $`B(p,\delta )\backslash intB(p,\delta ),`$ the circle of radius $`\delta `$ centered at $`p.`$

Given $`AR^2,`$ an isotopy $`h_t:AR^2`$ is a homotopy such that $`h_0=id_A`$ and $`h_t`$ is an embedding. We do not require that $`h_t(A)=A.`$ Given an isotopy of a planar continuum $`W,`$ Theorem 6 establishes a technical sense in which small loops in the complements of finite subsets of $`W`$ cannot be forcibly stretched by large amounts.

Care is required since in general a small isotopy $`h_t:AR^2`$ of a finite set $`AR^2`$ can dramatically stretch complementary loops when $`h_t`$ is extended to the plane. However if the loop $`SR^2\backslash A`$ encloses only one point of the finite set $`A`$, then an isotopy of $`A`$ cannot not stretch $`S`$ very much. The latter fact is exploited in our proof of Lemma 5 very roughly sketched as follows:

Assuming $`W`$ is nonseparating and the isotopy $`h_t:WR^2`$ fixes $`pW`$ throughout consider $`X=B(p,\epsilon _1)(B(p,\epsilon _5)W)`$ with $`Y_1X`$ the component containing $`p.`$ Take a simple closed curve $`SR^2\backslash X`$ such that $`Y_1`$ is inside $`S`$ and the remaining components $`Y_2,\mathrm{}Y_n`$of $`X`$ lie outside $`S.`$ Let $`p=y_1`$ and for $`i2`$ pick $`y_iY_i`$ such that $`\left|y_ip\right|=\epsilon _5`$. Let $`A=\{y_1,y_2,\mathrm{}y_n\}.`$ Let $`H_t:R^2\backslash X_tR^2\backslash A_t`$ be an $`\epsilon _8`$ homeomorphism mapping a neighborhood of $`Y_i^t`$ to a neighborhood of $`y_i^t.`$ Now suppose $`FW`$ is finite and $`f:S^1R^2\backslash F`$ satisfies $`im(f)B(p,\epsilon _1).`$ Observe $`S_t=H_t^1(B(p,\epsilon _3))`$ has small diameter and encloses $`im(f_t)`$. Hence $`im(f_t)`$ has small diameter.

###### Lemma 5

Suppose $`WR^2`$ is a continuum, $`h_t:WR^2`$ is an isotopy, $`pW`$, $`h_t(p)=pt[0,1]`$ and $`\epsilon >0.`$ Suppose $`n1`$ $`F_nW`$ is finite, $`f_n:S^1R^2\backslash F_n`$ is an embedding, $`im(f_n)\{p\}`$ in the Hausdorf metric, $`\alpha _n:[0,1]`$ is defined as $`\alpha _n(t)=h_t(F_n)`$ and $`\beta _n:[0,1]`$ is the (unique) lift of $`\alpha _n`$ such that $`\mathrm{\Pi }_2\beta _n(0)=𝒫(F_n,f_n).`$ Then there exists $`N`$ such that if $`nN`$ and $`T[0,1]`$ then there exists $`f_n^T\mathrm{\Pi }_2\beta _n(T)`$ such that diam($`im(f_n^T)`$)$`<\epsilon .`$

Proof. Note first that $`\beta _n`$ is well defined by Theorem 4. By uniform continuity of the isotopy $`h`$ over $`[0,1]\times `$ $`W`$, and by injectivity of $`h_t`$, choose $`0<\epsilon _1<\epsilon _2\mathrm{}.<\epsilon _{10}=\epsilon `$ such that $`\{s,t\}[0,1],`$ $`\{x,y\}W`$ if $`|h_s(x)h_s(y)|\epsilon _n`$ then $`\left|h_t(x)h_t(y)\right|<\epsilon _{n+1}`$ and such that $`\epsilon _n<\epsilon _{n+1}/2.`$ Note if $`WB(p,\epsilon _5)`$ the theorem is proved since $`h_t(W)int(B(p,\epsilon _6))B(p,\epsilon )`$ and we can canonically deform all loops into $`B(p,\epsilon _6)`$ via radial contraction outside $`R^2\backslash int(B(p,\epsilon _6))`$. So we assume $`W\backslash B(p,\epsilon _5)\mathrm{}.`$ Choose $`N`$ so that if $`nN`$ then im$`(f_n)`$)$`int(B(p,\epsilon _1)).`$ Suppose $`nN`$. Let $`X=B(p,\epsilon _1)F_n(B(p,\epsilon _5)W).`$ Let $`P=XV`$ where $`V`$ is the union of the bounded complementary domains of $`X.`$ For clarity note

1. Each component $`P_i`$ of $`P`$ is a nonseparating planar continuum of diameter no greater than $`2\epsilon _5.`$
2. (By Lemma 8) each component of $`P_i`$ of $`P`$ contains a point $`y_i`$ such that $`\left|y_ip\right|\epsilon _5.`$

Let $`YP`$ consist of those components $`Y_1,\mathrm{}Y_K`$ of $`P`$ such that $`Y_iF_n\mathrm{}`$ indexed so that $`pY_1.`$ Since $`2\epsilon _5<\epsilon _6`$ each component of $`h_t(Y)`$ has diameter no more than $`\epsilon _7.`$ Hence we may choose $`t[0,1]`$ a collection of disjoint closed topological disks $`D_1^t,\mathrm{}D_K^t`$ such that diam$`(D_i^t)<\epsilon _8`$ and $`int(D_i^t)`$ contains exactly one component of $`h_t(Y),`$ namely $`h_t(Y_i).`$ Choose $`y_iY_i`$ such that $`\left|py_i\right|\epsilon _5`$ for $`i2`$ . Let $`y_1=p.`$ Let $`A=\{y_1,y_2,\mathrm{}y_K\}.`$ Choose $`t[0,1]`$ a surjective ‘decomposition’ map $`H_t:R^2R^2`$ such that, preserving orientation, $`H_t`$ maps $`R^2\backslash h_t(Y)`$ homeomorphically onto $`R^2\backslash h_t(A),`$ $`H_t`$ maps $`h_t(Y_i)`$ onto $`\{h_t(y_i)\}`$ and $`H_t`$ fixes $`R^2\backslash (_{i=1}^Kint(D_i^t))`$ pointwise. Let $`r:S^1(B(p,\epsilon _3))`$ be any homeomorphism. Let $`g_n^t=H_t^1(r).`$ Note $`g_n^t`$ is well defined since $`h_t(A)B(p,\epsilon _3)=\mathrm{}`$. Note $`g_n^0𝒫(A,r)`$ since $`AB(p,\epsilon _3)=\{p\}.`$ Hence $`Y_1`$ is contained within the bounded complementary domain of $`im(g_n^0).`$ Moreover since $`B(p,\epsilon _1)Y_1`$ it follows that im$`(f_n)`$ is contained within the bounded complementary domain of $`im(g_n^0).`$ By Lemma 10 the map $`\beta _n^2:[0,1]`$ defined as $`\beta _n^2(t)=(h_t(Y),𝒫(h_t(Y),g_n^t))`$ is continuous. Hence there exists $`f_n^T\mathrm{\Pi }_2\beta _n(T)`$ such that im$`(f_n^T)`$ is contained inside the bounded complementary domain of $`im(g_n^T).`$ In particular diam($`f_n^T`$)$``$diam($`g_n^T`$)$`<2\epsilon _8<\epsilon _9<\epsilon .`$

###### Theorem 6

Suppose $`h_t:WR^2`$ is an isotopy of the continuum $`WR^2.`$ Then for each $`\epsilon >0`$ there exists $`\delta >0`$ such that if $`FW`$ is finite, $`f:S^1R^2\backslash F`$ is an embedding $`\alpha :[0,1]`$ is defined as $`\alpha (t)=h_t(F)`$ and $`\beta :[0,1]`$ is the (unique) lift of $`\alpha `$ such that $`\beta (0)=(F,𝒫(F,f))`$ then $`T[0,1]`$ then there exists $`f^T\mathrm{\Pi }_2\beta (T)`$ such that diam($`im(f^T)`$)$`<\epsilon .`$

Proof. We reduce the problem to Lemma 5 as follows. If Theorem 6 were false we could construct an isotopy $`h_t:WR^2,`$ $`\epsilon >0,`$ sequences $`t_n[0,1],`$ finite sets $`F_nW,`$ embeddings $`f_n:S^1R^2\backslash F_n`$ such that diam$`(imf_n)0`$ and so that each element of $`\mathrm{\Pi }_2(\beta _n(t_n))`$ has diameter greater than $`\epsilon ,`$ where $`\beta _n`$ is the unique lift guaranteed by Theorem 4 of $`\alpha _n:[0,1]`$ defined as $`\alpha _n(t)=h_t(F_n).`$ In such a counterexample each bounded complementary domain of $`im(f_n)`$ must include at least two points of $`F_nW`$ to ensure each element of $`\mathrm{\Pi }_2(\beta _n(t_n))`$ has diameter at least $`\epsilon `$. Since $`W`$ is compact, passing to a subsequence if necessary, we may further assume $`im(f_n)p`$ in the Hausdorf metric. Finally if $`h_t`$ is a counterexample to the theorem then the isotopy $`g_t:WR^2`$ defined as $`g_t(w)=h_t(w)+ph_t(p)`$ is also a counterexample. Hence we may further assume that $`h_t(p)=pt[0,1].`$ Now apply Lemma 5 to conclude that no such counterexample exists.

###### Corollary 7

There exists an isotopy $`h_t`$ of a compactum $`WR^2`$ such that $`h_t`$ cannot be extended to an isotopy of any planar continuum.

Proof. Consider $`W=\{0\}\{1,1/2,1/3\mathrm{}\}R^2`$ and the following isotopy $`h_t:AR^2.`$ For $`n2`$ let the point $`1/n`$ perform a counterclockwise orbit around the point$`\frac{1}{n1}`$ for $`t[1/n,1/n1]`$ while all other points remain fixed. Taking $`F_n=\{1/n,1/n1,\mathrm{}1/2,1\}`$, Let $`f_n:S^1R^2\backslash F`$ be an embedding onto the boundary of a small convex set containing $`\{\frac{1}{n},\frac{1}{n1}\}.`$ Define $`\alpha :[0,1]`$ as $`\alpha (t)=h_t(F_n).`$ Now observe that each point of $`\mathrm{\Pi }_2\beta (1)`$ has diameter at least $`1\frac{1}{n1}`$ where $`\beta :[0,1]`$ is the unique lift of $`\alpha `$ such that $`\beta (0)=(F_n,𝒫(F_n,f)).`$ Hence, for any continuum $`W`$ such that $`AW,`$ we cannot extend $`h_t`$ to an isotopy of $`W`$, since fixing $`\epsilon <1`$ there does not exist $`N`$ guaranteed by Theorem 6.

## 4 Lemmas

###### Lemma 8

Suppose $`X`$ is a metric continuum, $`pX`$ and $`\overline{B(p,1)}X`$ then each component of $`\overline{B(p,1)}X`$ contains a point whose distance from $`p`$ is exactly $`1.`$ ( $`B(p,1)`$ denotes the closed metric ball of radius $`1`$ centered at $`p.`$)

Proof. To obtain a contradiction let $`Y`$ be a component of $`B(p,1)X`$ violating the conclusion. Since $`X`$ is compact, the components of $`B(p,1)X`$ are exactly the quasicomponents. Let $`U`$ and $`V`$ be nonempty open sets separating $`B(p,1)X`$ such that $`YU.`$ Now map the connected space $`X`$ onto the disconnected space $`U\{\mathrm{}\}`$ via $`f(x)=x`$ if $`xU`$ and $`f(x)=\mathrm{}`$ otherwise, and we have a contradiction.

###### Lemma 9

Suppose $`Y=_{i=1}^NY_i`$ is the disjoint union of finitely many nonseparating planar continua $`Y_1,..Y_N`$ and $`AY`$ contains exactly one point from each continuum $`Y_i.`$ Then $`_Y`$ is nonempty and path connected where, in the compact open topology, $`_Y`$ is the space of maps $`h:R^2R^2`$ such that $`h`$ is an orientation preserving homeomorphism between $`R^2\backslash Y`$ and $`R^2\backslash A`$, $`h`$ maps $`Y`$ onto $`A`$, and there exists a sequence of disjoint closed topological disks $`D_1,D_2,\mathrm{}D_N`$ ( which may vary with $`h`$) such that $`Y_iint(D_i)`$ and $`h`$ fixes $`A(R^2\backslash (_{i=1}^nint(D_N)))`$ pointwise.

Proof. Fixing $`f_Y`$ the map $`H:_Y_A`$ defined as $`H(h)=hf^1`$is a homeomorphism. Thus it suffices to show $`_A`$ is path connected. Take any $`g`$ and disjoint closed disks $`D_i`$ outside of which $`g`$ is pointwise fixed and isotop $`g`$ to $`id`$ via the ‘Alexander isotopy’ on each $`D_i.`$

###### Lemma 10

Suppose $`\alpha :[0,1]`$ is continuous and $``$ is the collection of planar compacta $`Y`$ such that $`Y`$ is the disjoint union of finitely many nonseparating planar continua $`Y_1...Y_n`$. Suppose $`\gamma :[0,1]`$ is continuous and $`\gamma (t)`$ contains exactly one point from each component of $`\alpha (t).`$ Suppose $`t[0,1]`$ $`H_t:R^2\backslash \alpha (t)R^2\backslash \gamma (t))`$ is a homeomorphism such that $`H_t`$ fixes pointwise an open set $`U_t`$ such that $`R^2\backslash U_t`$ is a collection of disjoint closed topological disks $`D_1^t,\mathrm{}D_n^t`$ such that $`int(D_i^t)`$ contains exactly one component of $`\alpha (t).`$ Suppose $`Z=S^1`$ and $`r:S^1R^2`$ is continuous and $`t[0,1]`$ $`im(r)R^2\backslash \gamma (t).`$ Then the map $`\beta :[0,1]`$ defined as $`\beta (t)=(\alpha (t),𝒫(\alpha (t),H_t^1r))`$ is continuous.

Proof. Suppose $`T[0,1].`$ By Lemma 9 $`\beta (T)`$ does not depend on our choice of $`D_1^T,\mathrm{}D_n^T`$ as long as $`int(D_i^T)`$ contains exactly one component of $`\alpha (T).`$ Thus for $`t`$ sufficiently close to $`T`$ $`\beta (t)=(\alpha (t),𝒫(\alpha (t),H_T^1r))`$ and in particular $`H_T^1r\mathrm{\Pi }_2\beta (t).`$ Thus $`\beta `$ is continuous.


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# Noise through Quantum Pumps

## I Introduction

A periodic perturbation of a confined electron system may produce a direct current. The initial theoretical proposals  and experimental realizations  for electron pumps were for a pump where the spectrum is gapped and the charge pumped in one cycle quantized and not subject to fluctuations. Recently, attention has shifted to pumps that are well connected to electron reservoirs, and, hence, do not have a gapped excitation spectrum . If the pump relies on a time-dependent perturbation that mainly affects the quantummechanical phases of the electrons, and not their classical trajectories, it is referred to as a “quantum electron pump”. Such a quantum pump was fabricated by Switkes et al. .

The current that is pumped through a quantum electron pump is subject to mesoscopic fluctuations and to quantum or thermal fluctuations (noise). Mesoscopic fluctuations of the current refer to the fact that the magnitude and direction of the time-averaged current vary from sample to sample. For a quantum pump built from a chaotic quantum dot, as is the case in the experiment of Ref. , the mesoscopic current fluctuations were investigated for various regimes of temperature, pumping amplitude and dot conductances . On the other hand, noise — quantum and thermal fluctuations of the current — is a property of the current pumped through a particular realization of an electron pump. Noise in an electron pump is best described by the fluctuations of the charge pumped through the system in a certain number of pumping cycles. The statistics of such charge fluctuations was studied in Refs.  for temperatures and pumping frequencies much smaller than the inverse dwell time (escape rate) of electrons in the quantum dot.

In this paper, we consider the mesoscopic fluctuations of the noise. We do not impose any restrictions on the relative magnitudes of temperature $`T`$, pumping frequency $`\omega `$, escape rate $`\gamma `$ and pumping amplitude. This is important, as in an experimental realization of a quantum pump, $`T`$ and $`\gamma `$ are usually comparable, while both are much larger than $`\omega `$. Previous works by Andreev and Kamenev  and Levitov  addressed the full counting statistics, but at temperatures $`kT\mathrm{}\omega `$ only. The mean square charge fluctuations for $`\mathrm{}\omega ,kT\gamma `$ (but including the case $`\mathrm{}\omega kT`$) were considered very recently by Moskalets and Büttiker .

Denoting the quantummechanical average with a bar $`\overline{\mathrm{}}`$, the quantum and thermal fluctuations of the pumped charge are described by

$$S=\frac{1}{\tau _0}\left[\overline{Q}^2(\overline{Q})^2\right].$$
(1)
Here $`\tau _0`$ is the observation time and $`Q`$ is the total charge pumped through the dot in the time $`\tau _0`$. The noise in an electron pump can be divided onto a Nyquist-Johnson component $`S^N`$ and pumping component $`S^P`$. The former is the thermal equilibrium noise due to the thermal fluctuations of electrons in the leads, and depends on the electron temperature $`T`$ in the leads and the time-averaged conductance $`\overline{G}`$ of the quantum dot through the fluctuation-dissipation theorem,

$$S^N=2kT\overline{G}.$$
(2)
The pumping contribution $`S^P`$, in contrast, is a true non-equilibrium noise due to the perturbation of electrons inside the dot. As we shall discuss in Sec. III, this contribution to the noise can be seen as arising due to the heating of electrons inside the dot as a result of the time-dependent perturbation.

In the adiabatic regime $`\mathrm{}\omega \gamma `$ one needs to vary at least two system parameters periodically in order to generate a direct current. Current noise, however, is already generated if only one parameter is varied. The problem of current noise (and full counting statistics) for a single time-dependent scatterer with frequency $`\mathrm{}\omega \gamma `$ was addressed by Levitov and coworkers . Our results can be used to compute the mesoscopic fluctuations of the current in that case. We find that the main effect of the second time-dependent parameter in a true electron pump is to reduce the mesoscopic fluctuations of the noise.

The paper is organized as follows: A formal expression for the noise in terms of the time-dependent scattering matrix of the dot $`𝒮`$ is derived in Sec. II. Section III considers the mesoscopic fluctuations of the noise through a chaotic quantum dot with two (or more) time-dependent parameters. For an adiabatic quantum pump at temperature $`kT\gamma `$ we consider the full distribution of the mesoscopic fluctuations of the noise in Sec. III A. We focus on the cases of a quantum dot with single-channel and many-channel point contacts. For a dot with many-channel point contacts, the sample-to-sample fluctuations of the noise are much smaller than the average. In Sec. III B we then present the ensemble-averaged noise for a dot with many-channel point contacts at arbitrary temperature and pumping strength. We conclude in Sec. IV. Finally, in Appendix we give some details of the calculations of the averages over the ensemble of chaotic quantum dots.

## II General formalism

We consider fluctuations of charge transmitted the sample during the observation time $`\tau _0`$. The sample is connected to electron reservoirs through two point contacts with $`N_L`$ and $`N_R`$ open channels, respectively, see Fig. 1. It is subject to a periodic perturbation at frequency $`\omega /2\pi `$; The perturbation is described by specifying the time-dependence of parameters $`X_1(t)`$, $`X_2(t)`$, …, $`X_n(t)`$ characterizing Hamiltonian of the sample. The electrons in the two reservoirs are held at the same chemical potential $`\mu `$ and temperature $`T`$ at all times during the pumping cycle.

We calculate the noise of the quantum pump using the scattering formalism of Büttiker . In Büttiker’s original application there are no time-dependent perturbations, so that the system is described by a scattering matrix that depends on energy, but not on time. On the other hand, as long as pumping frequencies and temperatures much smaller than the escape rate $`\gamma `$ are considered, the system with a time-dependent perturbation can be described using a scattering matrix that depends on time, but not on energy . When $`kT`$, $`\mathrm{}\omega `$ and $`\gamma `$ are all comparable, one needs to use a scattering matrix $`𝒮`$ that depends on both time and energy, or, equivalently, that depends on two times or two energies. Here we shall make use of a formulation with a scattering matrix $`𝒮(t,t^{})`$ that depends on two times. This formulation was used to calculate the the time-averaged conductance and pumped current in the Ref. . The formalism is equivalent to the two-energy scattering formalism developed by Büttiker and coworkers for time-dependent transport through mesoscopic structures .

The scattering matrix $`𝒮(t,t^{})`$ relates the annihilation \[creation\] operators $`𝐚_\alpha (t)`$ \[$`𝐚^{}(t)`$\] and $`𝐛_\alpha (t)`$ \[$`𝐛_\alpha ^{}(t)`$\] of incoming states and outgoing states in channel $`\alpha =1,\mathrm{},2N`$ of the leads (the index $`\alpha `$ includes the spin degree of freedom),

$`𝐛_\alpha (t)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^+\mathrm{}}𝒮_{\alpha \beta }(t,t^{})𝐚_\beta (t^{})𝑑t^{},`$ (4)
$`𝐛_\alpha ^{}(t)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^+\mathrm{}}𝐚_\beta ^{}(t^{})(𝒮^{}(t^{},t))_{\beta \alpha }𝑑t^{}.`$ (5)
Here the indices $`\alpha `$ and $`\beta `$ label the propagating channels in the point contact contacting the dot to the left and right reservoirs for $`\alpha ,\beta =1,\mathrm{},2N_L`$ and $`\alpha ,\beta =2N_L+1,\mathrm{},2N`$, respectively. The $`2N\times 2N`$ matrices $`𝒮^{}`$ and $`𝒮`$ are related as

$`\left(𝒮^{}(t^{},t)\right)_{\alpha \beta }=𝒮_{\beta \alpha }^{}(t,t^{}).`$ (6)
Causality requires that $`𝒮(t,t^{})=0`$ if $`t<t^{}`$. We restrict our attention to the case where spin rotation invariance is preserved, and, hence, $`𝒮`$ is proportional to the $`2\times 2`$ unit matrix in spin grading.

The expression for the current $`𝐈_L`$ in the left lead is

$`𝐈_L(t)`$ $`=`$ $`e{\displaystyle \underset{\alpha =1}{\overset{2N_L}{}}}\left[𝐚_\alpha ^{}(t)𝐚_\alpha (t)𝐛_\alpha ^{}(t)𝐛_\alpha (t)\right].`$ (7)
A similar expression holds for the current $`𝐈_R`$ in the right lead. Since we are only interested in the charge pumped through the dot in a long time interval and the charge on the dot is conserved after each cycle, we replace the expression for the current operator by a suitable combination of $`𝐈_L`$ and $`𝐈_R`$,

$`𝐈(t)`$ $`=`$ $`{\displaystyle \frac{N_R}{N}}𝐈_L(t){\displaystyle \frac{N_L}{N}}𝐈_R(t)`$ (9)
$`=`$ $`e{\displaystyle \underset{\alpha ,\beta =1}{\overset{2N}{}}}\left(𝐚_\alpha ^{}(t)\mathrm{\Lambda }_{\alpha \beta }𝐚_\beta (t)𝐛_\alpha ^{}(t)\mathrm{\Lambda }_{\alpha \beta }𝐛_\beta (t)\right).`$ (10)
Here $`\mathrm{\Lambda }`$ is a diagonal matrix with elements

$$\mathrm{\Lambda }_{\alpha \alpha }=\{\begin{array}{cc}N_R/N\hfill & \alpha =1,\mathrm{},2N_L,\hfill \\ N_L/N\hfill & \alpha =2N_L+1,\mathrm{},2N.\hfill \end{array}$$
(11)
In terms of the current operator $`𝐈`$, the time-averaged pumped current $`I`$ reads

$$I=\frac{1}{\tau _0}_0^{\tau _0}𝑑t\overline{𝐈}(t),$$
(12)
where the observation time $`\tau _0`$ is an integer number of pumping cycles. The noise $`S`$ is defined as \[cf. Eq. (1)\]

$$S=\frac{1}{\tau _0}_0^{\tau _0}𝑑t𝑑t^{}\left(\overline{𝐈(𝐭)𝐈(𝐭^{})}\overline{𝐈}(t)\overline{𝐈}(t^{})\right).$$
(13)
In the leads, the electron distribution function is given by the Fourier transform $`f(t)`$ of the Fermi function,

$`\overline{𝐚_\beta ^{}(t^{})𝐚_\alpha ^{}(t)}`$ $`=`$ $`\delta _{\alpha \beta }f(t^{}t),`$ (14)
$`\overline{𝐚_\beta ^{}(t^{})𝐚_\alpha ^{}(t)}`$ $`=`$ $`\delta _{\alpha \beta }\stackrel{~}{f}(tt^{}),`$ (15)
where we defined

$$\stackrel{~}{f}(t)=\delta (t)f(t).$$
(16)
Using Eq. (1) to eliminate the operators $`𝐛(t)`$ and $`𝐛^{}(t)`$ from Eq. (9) and Eq. (15) to compute the quantummechanical expectation values, we find the average current

$`I`$ $`=`$ $`{\displaystyle \frac{1}{\tau _0}}e{\displaystyle _0^{\tau _0}}𝑑t{\displaystyle 𝑑t_1𝑑t_2f(t_1t_2)}`$ (18)
$`\times \text{Tr}\left[𝒮^{}(t_1,t)\mathrm{\Lambda }𝒮(t,t_2)\delta (tt_1)\mathrm{\Lambda }\delta (tt_2)\right],`$
and the noise

$`S`$ $`=`$ $`S^N+S^P,`$ (19)
where the Nyquist-Johnson and pumping contributions $`S^N`$ and $`S^P`$ read

$`S^N`$ $`=`$ $`{\displaystyle \frac{2e^2}{\tau _0}}{\displaystyle _0^{\tau _0}}𝑑t𝑑t^{}{\displaystyle 𝑑t_1𝑑t_2f(t_1t^{})\stackrel{~}{f}(t^{}t_2)\text{Tr}\left[\delta (tt_1)\mathrm{\Lambda }^2\delta (tt_2)𝒮^{}(t_1,t)\mathrm{\Lambda }𝒮(t,t_2)\mathrm{\Lambda }\right]},`$ (20)
$`S^P`$ $`=`$ $`{\displaystyle \frac{e^2}{\tau _0}}{\displaystyle _0^{\tau _0}}𝑑t𝑑t^{}{\displaystyle 𝑑t_1𝑑t_2𝑑t_1^{}𝑑t_2^{}f(t_1t_2^{})\stackrel{~}{f}(t_1^{}t_2)}`$ (22)
$`\times \text{Tr}\left[𝒮^{}(t_1,t)\mathrm{\Lambda }𝒮(t,t_2)𝒮^{}(t_1^{},t^{})\mathrm{\Lambda }𝒮(t^{},t_2^{})\delta (tt_1)\delta (t^{}t_1^{})\mathrm{\Lambda }^2\delta (tt_2)\delta (t^{}t_2^{})\right].`$
(These equations can also be derived using the Keldysh formalism, see Ref. .)

For adiabatic pumping, $`\mathrm{}\omega \gamma `$, Equation (18) is equivalent to the time-averaged current of Refs.  and . The Nyquist-Johnson contribution to the noise is related to the time-averaged conductance $`\overline{G}`$ of the system at temperature $`T`$, see Refs.  and Eq. (2) above.

### A Bilinear adiabatic pumping

Of particular interest is the case when the perturbation is slow compared to the (elastic) escape rate $`\gamma `$ of the electrons from the sample into the reservoirs. This is the regime of the adiabatic quantum pump of Ref. . In this approximation it is advantageous to use an analog of the Wigner transform for the matrix $`𝒮(t,t^{})`$:

$`𝒮(\epsilon ,t)={\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑t^{}e^{i\epsilon (tt^{})}𝒮(t,t^{}).`$ (23)
Up to corrections of order $`\mathrm{}\omega /\gamma `$, the matrix $`𝒮(\epsilon ,t)`$ is equal to the “instantaneous” scattering matrix $`𝒮_X(\epsilon )`$, which is obtained by “freezing” all parameters $`X_j`$ to their values at time $`t`$ .

If, in addition to being adiabatic, the parameters $`X_j`$, $`j=1,\mathrm{},n`$, undergo only small excursions from their average value, which we set to zero, we may further expand in $`X_j`$. To find the noise it is sufficient to expand $`𝒮`$ up to the second order in $`X`$. Arranging the parameters $`X_j`$ in an $`n`$-component vector $`𝒳=(X_1,\mathrm{},X_n)^\mathrm{T}`$, we thus find

$`S^P`$ $`=`$ $`{\displaystyle \frac{e^2}{4\tau _0}}{\displaystyle _0^{\tau _0}}𝑑t𝑑t^{}{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle \frac{d\epsilon }{2\pi }}{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle \frac{d\epsilon ^{}}{2\pi }}\mathrm{cos}\left[(\epsilon \epsilon ^{})(tt^{})\right]\left[f(\epsilon )\stackrel{~}{f}(\epsilon ^{})+f(\epsilon )\stackrel{~}{f}(\epsilon ^{})\right]`$ (26)
$`\times \left[(𝒳^\mathrm{T}(t)𝒳^\mathrm{T}(t^{}))𝒦(\epsilon ,\epsilon ^{})(𝒳(t^{})𝒳(t))\right],`$
where $`\stackrel{~}{f}(\epsilon )=1f(\epsilon )`$ and the $`n\times n`$ matrix $`𝒦`$ reads

$`𝒦_{ij}(\epsilon ,\epsilon ^{})`$ $`=`$ $`\text{Tr}\left[\mathrm{\Lambda }^2_i(\epsilon )_j(\epsilon )+\mathrm{\Lambda }^2_j(\epsilon ^{})_i(\epsilon ^{})2\mathrm{\Lambda }_i(\epsilon )\mathrm{\Lambda }_j(\epsilon ^{})\right],_j(\epsilon )=i{\displaystyle \frac{𝒮_X(\epsilon )}{X_j}}𝒮_X^{}(\epsilon ).`$ (27)
In the bilinear regime and at zero temperature, the time-averaged current $`I`$ and the noise $`S^P`$ are sufficient to define the total counting statistics of the pump : To lowest order in the excursions of the parameters $`X_j`$, the pumping cycles are statistically independent. A pumping cycle is characterized by quantummechanical probabilities $`P_R`$ and $`P_L`$ that an electron is pumped from left to right or from right to left, respectively. Both $`P_R`$ and $`P_L`$ are small, of order $`X^2`$, and one has $`I=(e\omega /2\pi )(P_LP_R)`$, $`S^P=(e^2\omega /2\pi )(P_L+P_R)`$.

For a typical quantum dot with capacitance $`C`$ and mean level spacing $`\mathrm{\Delta }`$, the charging energy $`e^2/2C\mathrm{\Delta }`$. The derivatives in Eq. (27) should be taken at a constant value of the chemical potential $`\mu `$, which, in the Hartree approximation, is equal to sum of the electron’s kinetic energy and the electrostatic potential. In the absence of electron-electron interactions all derivatives are taken at constant value of the kinetic energy. As we prefer to take derivatives at constant kinetic energy (i.e., at constant $`\epsilon `$) in both cases, we substitute the parametric derivatives as .

$`{\displaystyle \frac{}{X}}|_\mu `$ $``$ $`{\displaystyle \frac{}{X}}|_\epsilon \left({\displaystyle \frac{\frac{1}{2}\text{Tr}_i}{\frac{\pi C}{e^2}\frac{i}{2}\text{Tr}\frac{𝒮_X}{\epsilon }𝒮_X^{}}}\right){\displaystyle \frac{}{\epsilon }}.`$ (28)
Equation (28) differs from a similar expression in Ref.  by factor of $`1/2`$ in front of the traces because of the double size of matrix $`𝒮`$ as a result of the inclusion of spin.

## III Application to chaotic quantum dots

We now consider the mesoscopic fluctuations of the pumping noise $`S^P`$ for the case of a chaotic quantum dot. The quantum dot is characterized by a mean level spacing $`\mathrm{\Delta }`$, escape rate $`\gamma =N\mathrm{\Delta }/2\pi `$, Thouless energy $`E_{\mathrm{Th}}=\mathrm{}/\tau _{\mathrm{erg}}\mathrm{\Delta }`$, and capacitance $`C`$, with charging energy $`e^2/2C\mathrm{\Delta }`$. It is coupled to two electron reservoirs via ballistic point contacts with $`N_L`$ and $`N_R`$ channels each, see Fig. 1.

The dot is driven by periodically varying parameter(s) $`X_i`$, $`i=1,\mathrm{},n`$ with frequency $`\omega `$, cf. Fig. 1. In the experiment of Ref. , the parameters $`X_i`$ correspond to the voltages on external gates that control the dot shape. The precise relation between the parameters $`X`$ used in the theory and in the experiment is not known a priori, but can be established using independent measurements of, e.g., the derivative of the conductance  or the rate of change of the position of Coulomb blockade peaks when the point contacts between the dot and the reservoirs are pinched off . Following Refs. , we will assume that the different parameters $`X_i`$ correspond to different perturbations of which the matrix elements between states (of the closed dot) within a Thouless energy from the Fermi level $`\epsilon =0`$ are Gaussian and independently distributed. We choose the scale for the parameters $`X_i`$ such that the mean square derivative $`(\epsilon _\mu /X_i)(\epsilon _\mu /X_j)=\delta _{ij}\mathrm{\Delta }^2/\pi ^2`$, where $`\mathrm{\Delta }`$ is the mean level spacing and $`\epsilon _\mu `$ is an energy level in the closed dot.

The transmitted charge $`Q`$ is measured during a time $`\tau _0`$, which we will assume to be a large number of pumping cycles. This requirement of large observations is discussed in detail in Ref. . For short observation times boundary effects related to switching processes in the system need to be taken into account.

### A Weak adiabatic low temperature pumping

If not only the frequency $`\mathrm{}\omega `$ is much smaller than the escape rate $`\gamma `$, but also $`kT\gamma `$, the scattering matrix $`S(\epsilon ,t)`$ in Eq. (II A) can be taken at the Fermi level $`\epsilon =0`$, and we find the simple result

$`S^P`$ $`=`$ $`{\displaystyle \frac{e^2}{\tau _0}}{\displaystyle _0^{\tau _0}}𝑑t𝑑t^{}f(tt^{})\stackrel{~}{f}(t^{}t)`$ (30)
$`\times `$ $`{\displaystyle \frac{1}{2}}\left[(𝒳(t)^\mathrm{T}𝒳(t^{})^\mathrm{T})𝒦(𝒳(t^{})𝒳(t))\right],`$ (31)
$`𝒦_{ij}`$ $`=`$ $`\text{Tr}\left(\mathrm{\Lambda }^2_i_j+\mathrm{\Lambda }^2_j_i2\mathrm{\Lambda }_i\mathrm{\Lambda }_j\right).`$ (32)
We now consider the case of two time-dependent parameters, $`𝒳(t)=(X_1(t),X_2(t))^\mathrm{T}`$:

$$X_1(t)=X_1\mathrm{cos}(\omega t),X_2(t)=X_2\mathrm{cos}(\omega t+\varphi ),$$
(33)
in more detail. For this case, Eq. (30) is factorized into a factor $`F(T,\omega ,\tau _0)`$ that depends on the relevant time and energy scales, and a sample specific contribution,

$`S^P`$ $`=`$ $`e^2F(T,\omega ,\tau _0)(𝒦_{11}X_1^2+𝒦_{22}X_2^2`$ (35)
$`+2\mathrm{cos}\varphi 𝒦_{12}X_1^{}X_2^{}).`$
To find the integral $`F(T,\omega ,\tau _0)`$ for the physically relevant limit of long observation times $`\tau _01/T`$, we note that in this limit the distribution function $`f(t)`$ is given by Fourier transform of the equilibrium Fermi distribution function,

$`f(t)={\displaystyle \frac{d\epsilon }{2\pi \mathrm{}}\frac{e^{i\epsilon t/\mathrm{}}}{e^{\epsilon /kT}+1}}={\displaystyle \frac{ikT}{2\mathrm{}\mathrm{sinh}(\pi kTt/\mathrm{})}}.`$ (36)
Substitution into Eq. (30) then yields

$`F={\displaystyle \frac{\omega }{2\pi }}\left(\mathrm{coth}{\displaystyle \frac{\mathrm{}\omega }{2kT}}{\displaystyle \frac{2kT}{\mathrm{}\omega }}\right).`$ (37)
In the opposite limit $`\tau _0\mathrm{}/kT`$, $`F(T,\omega ,\tau _0)`$ can be found using the procedure proposed by Ivanov and Levitov . In a finite observation time $`\tau _0`$, energy levels are resolved up to $`\mathrm{}/\tau _0`$, so that we must set

$`f(t)={\displaystyle \frac{i}{2\tau _0}}{\displaystyle \frac{1}{\mathrm{sin}\left[\pi (t+i0)/\tau _0\right]}}.`$ (38)
Then, following Ref. , we change the time variable $`t[0,\tau _0]`$ to $`z=e^{2\pi it/\tau _0}`$, and perform contour integration in the circle $`|z|=1`$ in complex plane. The result coincides with the low-temperature limit of Eq. (37) above.

The physical meaning of the function $`F(T,\omega ,\tau _0)`$ with $`\tau _01/T`$ becomes clear once it is written in energy representation,

$`F`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{d\epsilon }{2\pi \mathrm{}}}[{\displaystyle \frac{1}{2}}f(\epsilon +{\displaystyle \frac{1}{2}}\mathrm{}\omega )\stackrel{~}{f}(\epsilon {\displaystyle \frac{1}{2}}\mathrm{}\omega )f(\epsilon )\stackrel{~}{f}(\epsilon )`$ (40)
$`+{\displaystyle \frac{1}{2}}f(\epsilon {\displaystyle \frac{1}{2}}\mathrm{}\omega )\stackrel{~}{f}(\epsilon +{\displaystyle \frac{1}{2}}\mathrm{}\omega )].`$
Equation (40) measures the change in the number of equilibrium electron-hole pairs due to absorption and emission of the pumping field quantum $`\mathrm{}\omega `$. At temperatures $`kT\mathrm{}\omega `$ the Fermi distribution is sharp, and $`F=\omega /2\pi `$. At high $`kT\mathrm{}\omega `$, the Fermi distribution is smooth on the scale $`\omega `$, so that $`F`$ is small, $`F\mathrm{}\omega ^2/kT`$.

Fluctuations of the noise are described by the second factor in Eq. (35), which varies from sample to sample. To find the mesoscopic fluctuations of the noise, we use the joint distribution of the matrices $`_i`$ ($`i=1,2`$) derived in Ref. . The resulting distribution of this mesoscopic contribution depends on two parameters,

$`C_l`$ $`=`$ $`{\displaystyle \frac{2}{N}}(X_1^2+X_2^2),C_c={\displaystyle \frac{4}{N}}X_1X_2\mathrm{sin}\varphi .`$ (41)
Equality $`C_c=C_l`$ is achieved if $`X_1=X_2`$ and $`\varphi =\pi /2`$, corresponding to the circular contour in the $`(X_1,X_2)`$ plane. Below we consider the noise distribution for a quantum dot with single-channel point contacts ($`N_L=N_R=1`$), and for a dot with many-channel point contacts ($`N_L,N_R1`$) separately.

#### 1 Two channel geometry, $`N=2`$

For small $`N`$, the full distribution of the noise can be obtained using the method of Ref.  to numerically generate the matrices $`_1`$ and $`_2`$ according to the appropriate distribution, see Appendix for details. Figure 2 shows the distribution of the noise power $`S^P`$ and the current-to-noise ratio $`I/S^P`$ for a quantum dot with single-channel leads ($`N=2`$) for the case $`C_l=C_c`$. The distributions are shown with and without time-reversal symmetry (TRS). For reference we have also included the distributions for the case $`e^2/C\mathrm{\Delta }`$ of weak electron-electron interactions inside the dot. The case $`C_c<C_l`$ (i.e., the dependence on the phase difference $`\varphi `$) is illustrated in Fig. 3. The current-to-noise ratio shown in Figs. 2 and 3 accounts for the pumping noise $`S^P`$ only. The Nyquist-Johnson noise $`S^N`$ presents a different noise source, which will dominate over the pumping noise if $`kT\mathrm{}\omega \sqrt{C_l}`$.

We note that the distributions of $`S^P`$ and $`I/S^P`$ are highly non-Gaussian. In particular, the mean $`S^P`$ of the noise distribution is dominated by the algebraic tail for large $`S^P`$, and is not representative of the distribution itself. \[For example, in the absence of time-reversal symmetry and for $`e^2/C\mathrm{\Delta }`$, the mean $`S^P=8/3(e^2C_lF)`$, while the most probable value is for $`S^P0.5(e^2C_lF)`$.\] We also note that, while the phase difference $`\varphi `$ affects the typical size of the time-averaged pumped current $`Ie\omega C_c`$ but not the form of the distribution, changing $`\varphi `$ has a small effect on the average noise $`S^P`$, but changes the shape of the noise distribution significantly, see Fig. 3. In particular, the probability to find small $`S^P`$ is significantly higher for $`\varphi `$ close to zero than for $`\varphi \pi /2`$. The reason for this difference is that the case $`\varphi \pi /2`$ corresponds to noise generated by two independent sources, while $`\varphi `$ close to zero corresponds to only a single noise source. Furthermore, the current-noise ratio $`I/S^P`$ has a maximum at $`I/S^P=e`$, as was predicted by Levitov . For a quantum dot with single-channel point contacts, there is a finite probability density to achieve this optimum current-to-noise ratio, as is seen in the inset of Fig. 2. For point contacts with more than one channel, the probability density to attain the maximum value $`I/S^P=e`$ vanishes , see, e.g. , Fig. 4.

#### 2 Multichannel limit, $`N1`$

For large $`N`$, the ensemble average and variance of the noise can be expressed in terms of an integral over the unitary group and over the eigenvalues of the Wigner-Smith time-delay matrix $`=i\mathrm{}(S/\epsilon )S^{}`$ . These integrals can be calculated using the method of Refs. , together with asymptotic expressions for the density and two-point correlations of the eigenvalues of the Wigner-Smith time-delay matrix, see Appendix for details.

The result is

$`S^P`$ $`=`$ $`2e^2Fg\left(1+{\displaystyle \frac{2}{N}}\delta _{\beta ,1}\right)C_l`$ (43)
$`\text{var}S^P`$ $`=`$ $`\left(2e^2F\right)^2{\displaystyle \frac{g}{N}}(3[1+(1+2\delta _{\beta ,1}){\displaystyle \frac{2g}{N}}]C_l^2`$ (45)
$`[1+(1+4\delta _{\beta ,1}){\displaystyle \frac{g}{N}}]C_c^2)`$
where we abbreviated $`g=N_LN_R/N`$. The factor $`F`$ depends on $`\omega `$ and $`T`$ and was defined in Eq. (37). Note that the fluctuations of $`S^P`$ are a factor $`1/N`$ smaller than the average. Higher cumulants of the noise are even smaller, so that we conclude that, for $`N1`$, the noise distribution becomes sharply peaked at the average $`S^P`$ and that the remaining sample-to-sample fluctuations are Gaussian.

In Fig. 4 we show the results of a numerical calculation of the distribution noise $`S^P`$ and the current-to-noise ratio $`I/S^P`$ for a dot with $`N_L=N_R=5`$, $`N=10`$. This value of $`N`$ can be seen as intermediate between the small-$`N`$ regime, where the distributions are strongly non-Gaussian and the large-$`N`$ regime where the distributions are Gaussian. We note that for $`N=10`$ the noise distribution still has pronounced tails for large $`S^P`$.

### B Noise at arbitrary pumping for multichannel dots

In this subsection we consider a general time dependence and amplitude of the parameters $`X_j`$. We limit ourselves to the calculation of the ensemble averaged noise, since the mesoscopic fluctuations of the noise are smaller than the average by a factor $`1/N`$ if $`N1`$, see Eq. (III A 2).

For a calculation of the ensemble average noise $`S^P`$, we need to know the correlation functions of scattering matrix elements $`𝒮_{\alpha \beta }(t,t^{})`$ for an ensemble of chaotic quantum dots. The indices $`\alpha `$ and $`\beta `$ refer to the “orbital” channels as well as to the spin of the electrons. In order to discriminate between the orbital and spin degrees of freedom, we set $`\alpha =(i,\sigma )`$, where $`\sigma =\pm 1`$ refers to spin and $`i=1,\mathrm{},N`$ denotes the orbital channels, $`i=1,\mathrm{},N_L`$ for channels in the left point contact and $`i=N_L+1,\mathrm{},N`$ for channels in the right point contact. In this notation, the scattering matrix $`𝒮_{\alpha \beta }=𝒮_{ij}^\mathrm{o}\delta _{\sigma \sigma ^{}}`$ is proportional to the $`2\times 2`$ unit matrix in spin space. The correlator of the orbital part $`S_{ij}^\mathrm{o}`$ reads

$`𝒮_{ij}^\mathrm{o}(t,t^{})𝒮_{kl}^\mathrm{o}(\tau ,\tau ^{})`$ $`=`$ $`\delta (tt^{}\tau +\tau ^{})\left[\delta _{ik}\delta _{jl}𝒟({\displaystyle \frac{t+\tau }{2}},t^{}+{\displaystyle \frac{\tau t}{2}},\tau t)+\delta _{il}\delta _{jk}𝒞({\displaystyle \frac{t+\tau }{2}},t^{}+{\displaystyle \frac{\tau t}{2}},\tau t)\right],`$ (46)
with $`𝒟`$ and $`𝒞`$ given by

$`𝒟(t_1,t_2,\tau )`$ $`=`$ $`\mathrm{\Theta }(t_1t_2)\mathrm{exp}\left\{{\displaystyle _{t_2}^{t_1}}{\displaystyle \frac{\mathrm{\Delta }d\xi }{2\pi \mathrm{}}}\left[N_d+2(𝒳^\mathrm{T}(\xi \tau /2)𝒳^\mathrm{T}(\xi +\tau /2))(𝒳(\xi \tau /2)𝒳(\xi +\tau /2))\right]\right\},`$ (47)
$`𝒞(t_1,t_2,\tau )`$ $`=`$ $`\mathrm{\Theta }(t_1t_2)\mathrm{exp}\left\{{\displaystyle _{t_2\tau /2}^{t_1\tau /2}}{\displaystyle \frac{\mathrm{\Delta }d\eta }{2\pi \mathrm{}}}\left[N_c+2(𝒳^\mathrm{T}(\eta )𝒳^\mathrm{T}(t_1+t_2\eta ))(𝒳(\eta )𝒳(t_1+t_2\eta ))\right]\right\}.`$ (48)
Here $`\mathrm{\Theta }(z)=1`$ if $`z>0`$ and $`0`$ otherwise and we abbreviated

$$N_d=N,N_c=N+2x^2,$$
(49)
where $`x(\mathrm{\Phi }/\mathrm{\Phi }_0)(\tau _{\mathrm{erg}}\mathrm{\Delta })^{1/2}`$ is a dimensionless parameter describing the magnetic flux penetrating the quantum dot and $`\mathrm{\Phi }_0`$ the flux quantum . The unitary ensemble, when time-reversal symmetry is fully broken, corresponds to the limit $`x\mathrm{}`$.

In the literature, two equivalent approaches have been taken to calculate correlators such as Eq. (46) above, the Hamiltonian and scattering approaches . In the Hamiltonian approach the fundamental object is the random Hamiltonian of the closed chaotic quantum dot and the Green functions related to it. Once the scattering matrix $`𝒮`$ is expressed in terms of Green functions, the correlator (46) can be analyzed by standard diagrammatic techniques. The two terms $`𝒞`$ and $`𝒟`$ then appear as the cooperon and diffuson contributions. The fundamental object of the scattering approach is a statistical model for the scattering matrix $`𝒮`$ of an ensemble of dots. Equivalence of both methods, including the parametric and energy dependence of $`𝒮`$ is shown in Ref. . A derivation of Eq. (46) using the scattering approach is given in Ref. . We refer to Ref.  for a discussion based on the Hamiltonian approach.

Knowing the correlator (46), we can find the ensemble-averaged noise $`S^P`$,

$`S^P`$ $`=`$ $`{\displaystyle \frac{2e^2g}{\tau _0}}{\displaystyle _0^{\tau _0}}𝑑t𝑑t^{}f(tt^{})\stackrel{~}{f}(t^{}t)\left(\left[{\displaystyle _0^{\mathrm{}}}𝒟({\displaystyle \frac{t+t^{}}{2}},{\displaystyle \frac{t+t^{}}{2}}{\displaystyle \frac{\mathrm{}\zeta }{\gamma }},t^{}t)𝑑\zeta \right]^21\right),`$ (50)
where $`g=N_LN_R/N`$ is the dot conductance, $`\gamma =N\mathrm{\Delta }/2\pi `$ the escape rate, and we assumed $`\tau _01/\omega ,\mathrm{}/\gamma `$. The Cooperon contribution $`𝒞`$ of Eq. (46) does not contribute to $`S^P`$ to leading order in $`1/N`$; its contribution is a factor $`1/N`$ smaller, see, e.g., Eq. (43).

Equation (50) gives the ensemble-averaged noise for arbitrary $`\omega `$, $`T`$, and $`\gamma `$, and for arbitrary excursions of the parameters $`X_j`$. We now investigate Eq. (50) for the case that there are two time-dependent parameters $`X_1`$ and $`X_2`$ with time dependence given by Eq. (33). In order to distinguish regimes of “weak” (bilinear) and “strong” pumping, we introduce the energy scale

$`kT^{}=\mathrm{}\omega \sqrt{C_l}.`$ (51)
The meaning of the energy scale $`kT^{}`$ becomes clear when we view the pumping process as “diffusion in energy space”: carriers absorb or emit energy quanta of size $`\mathrm{}\omega `$ at a rate $`X^2\mathrm{\Delta }/\mathrm{}`$ . Weak (bilinear) pumping corresponds to the case when the probability to absorb or emit one or more quanta is small, i.e., to the regime $`X^2\mathrm{\Delta }\gamma `$ or $`kT^{}\mathrm{}\omega `$. For $`kT^{}\mathrm{}\omega `$ many quanta are absorbed or emitted, so that the carriers in the dot shift their energies by an amount $`\mathrm{}\omega \sqrt{X^2\mathrm{\Delta }/\gamma }T^{}`$. If $`T^{}`$ exceeds the temperature $`T`$ of the electrons in the leads, the time-dependent potentials in the dot lead to significant “heating” of the electrons inside the dot and $`T^{}`$ can be viewed as an effective electron temperature inside the dot. The latter regime is referred to as “strong” pumping.

For weak pumping, $`kT^{}\mathrm{}\omega `$, we can expand $`𝒟`$ to first order in $`X^2`$ and we recover the result Eq. (43), now without a restriction on the temperature $`T`$. For strong pumping, $`kT^{}\text{max}\{\mathrm{}\omega ,kT\}`$, a simple expression for the noise power can be obtained if pumping is adiabatic, $`\mathrm{}\omega \gamma `$. In that case, we note that $`𝒟`$ in Eq. (50) contains the fast decay $`\mathrm{exp}(\zeta )`$ and a slowly varying contribution from the time-dependence of the parameters $`X_j`$. Since the $`X_j`$ vary slowly on the time scale $`\mathrm{}/\gamma `$, the integration over $`\zeta `$ can be done, and the result is

$`S^P`$ $`=`$ $`{\displaystyle \frac{2e^2g}{\tau _0}}{\displaystyle _0^{\tau _0}}𝑑t^{}𝑑tf(t^{}t)\stackrel{~}{f}(tt^{})\left[\left({\displaystyle \frac{N}{N+2(𝒳^\mathrm{T}(t)𝒳^\mathrm{T}(t^{}))(𝒳(t)𝒳(t^{}))}}\right)^21\right]`$ (52)
In the limit of low temperatures, $`kT\mathrm{}\omega `$ (and, as before, assuming long observation times $`\mathrm{}/\tau _0kT,\mathrm{}\omega `$), Eq. (52) yields

$`S^P`$ $`=`$ $`{\displaystyle \frac{e^2g\omega }{\pi }}{\displaystyle \frac{[1+6C_l(1+C_l(1S^2))]𝐄(k)[1+2C_l(1S)]𝐊(k)}{\pi [1+2C_l(1S)]\sqrt{1+2C_l(1+S)}}},`$ (53)
where $`𝐄(k)`$ and $`𝐊(k)`$ are full elliptic integrals of the 2nd and 3rd kind, respectively, and we abbreviated

$`S`$ $`=`$ $`\sqrt{1\left({\displaystyle \frac{C_c}{C_l}}\right)^2},k^2={\displaystyle \frac{4C_lS}{1+2C_l(1+S)}}.`$ (54)
In the special case that the two time-dependent parameters $`X_1(t)`$ and $`X_2(t)`$ have equal amplitudes, $`S=|\mathrm{cos}\varphi |`$. The dependence of the averaged noise in Eq. (53) on the ratio $`C_c/C_l`$ (i.e., on the phase difference $`\varphi `$) is weak. For the case $`C_c=0`$ ($`\varphi =0`$) we find the asymptotes

$`S^P`$ $`=`$ $`e^2g{\displaystyle \frac{\omega }{\pi }}C_l=e^2g{\displaystyle \frac{(kT^{})^2}{\pi \mathrm{}^2\omega }}\text{if }kT^{}\mathrm{}\omega `$ (56)
$`S^P`$ $`=`$ $`e^2g{\displaystyle \frac{3\omega }{\pi ^2}}\sqrt{{\displaystyle \frac{C_l}{2}}}=e^2g{\displaystyle \frac{3}{\pi ^2\mathrm{}\sqrt{2}}}kT^{}\text{if }kT^{}\mathrm{}\omega `$ (57)
For the case $`C_c=0`$, but at arbitrary temperatures $`kT`$, Eq. (52) yields

$`S^P`$ $`=`$ $`e^2g\omega \left({\displaystyle \frac{2kT}{\mathrm{}\omega }}\right)^2{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\zeta }{\mathrm{sinh}^2(2\pi kT\zeta /\mathrm{}\omega )}}\left\{1{\displaystyle \frac{\mathrm{}\omega }{\sqrt{(\mathrm{}\omega )^2+4(kT^{})^2\mathrm{sin}^2\zeta }}}+{\displaystyle \frac{2(kT^{})^2\mathrm{}\omega \mathrm{sin}^2\zeta }{\left[(\mathrm{}\omega )^2+4(kT^{})^2\mathrm{sin}^2\zeta \right]^{3/2}}}\right\},`$ (58)
The low temperature asymptotics can be easily obtained from this result, and reproduce the Eq. (III B) for $`kT^{}\mathrm{}\omega `$ or $`kT^{}\mathrm{}\omega `$. For intermediate values of $`kT^{}/\mathrm{}\omega `$ and $`kT/\mathrm{}\omega `$, Eq. (58) is plotted in Fig. 5. As long as both $`\mathrm{}\omega `$ and $`kT`$ are much smaller than $`kT^{}`$, the integral (58) is dominated by $`\zeta \mathrm{}\omega /kT^{}1`$, so that the strong pumping asymptote of Eq. (57) is reached, irrespective of $`\omega `$ or $`T`$.

An analytical expression for $`\varphi 0`$ can, in principle, be obtained from Eq. (52) as well. The qualitative behavior as a function of pumping strength and temperature is similar to that shown in Fig. 5 for the case $`\varphi =0`$. The limit of strong pumping should converge to the limit Eq. (53) of $`T=0`$, similarly to the case $`\varphi =0`$ studied above.

## IV conclusion

In this paper we calculated the current noise generated in a quantum pump using a scattering matrix formalism with a scattering matrix $`𝒮(t,t^{})`$ that depends on two times. With this formalism, we could consider arbitrary pumping frequency $`\omega `$, temperature $`T`$, escape rate $`\gamma `$, and pumping strength $`X`$. We then calculated the average and variance of the noise for an ensemble of quantum pumps consisting of a chaotic quantum dot.

One issue that has received considerable attention recently is the question whether one can build a noiseless quantum pump . While our results for the bilinear pumping regime show that there is a finite (mesoscopic) probability for zero noise, it is not possible to have no noise and a finite pumped current at the same time in the bilinear regime , cf. Figs. 2 and 3. This is different beyond the bilinear regime, where a quantized, and, hence, noiseless pump has been proposed using a pumping contour that encircles a resonance in an almost closed quantum dot .

We note that both the equilibrium Nyquist-Johnson noise $`S^N`$ and the pumping noise $`S^P`$ depend on the available energy window. For pumping noise, that energy window is the heating temperature $`T^{}`$, see Eq. (51); for Nyquist-Johnson noise it is the temperature $`T`$ of the electron reservoirs. The results (III A 2) and (53)–(58) allow us to compare the Nyquist-Johnson and pumping contributions to the averaged noise. In the experimentally relevant case that $`\mathrm{}\omega kT`$, both noise contributions are proportional to the (dimensionless) dot conductance $`g`$, but the Nyquist-Johnson noise scales as $`T`$, while the pumping noise scales as $`T^{}`$ if $`T^{}T`$ and as $`T^2/T`$ if $`T^{}T`$. The Nyquist-Johnson and pumping contributions to the noise are comparable at $`TT^{}`$. An experiment cannot separate the two contributions to the noise, since it measures the total noise power. The pumping contribution to the noise is dominant as long as $`TT^{}`$.

###### Acknowledgements.

We would like to thank Igor Aleiner for discussions. There is some overlap between our results and a recent preprint of Moskalets and Büttiker (Ref.), which appeared shortly before completion of our manuscript. This work was supported by the Cornell Center for Materials Research under NSF grant No. DMR–0079992, by the NSF under grants no. DMR–0086509 and DMR–0120702, and by the Sloan and Packard foundations.

## Integration over the matrices $``$.

For the integration over the matrices $`_1`$ and $`_2`$ we make use of the fact that they can be parameterized as

$$_j=i\frac{\mathrm{\Delta }}{2\pi \mathrm{}}U\widehat{\tau }^{1/2}H_j\widehat{\tau }^{1/2}U^{}𝟙_\mathrm{𝟚},𝕛=\mathrm{𝟙},\mathrm{𝟚},$$
(59)
where $`U`$ is an $`N\times N`$ unitary matrix, $`\widehat{\tau }`$ is a diagonal $`N\times N`$ matrix containing the eigenvalues $`\tau _m`$, $`m=1,\mathrm{},N`$, of the Wigner-Smith time-delay matrix on the diagonal , $`H_j`$ is an $`N\times N`$ hermitian (real symmetric) matrix is time-reversal symmetry is broken (present), and $`𝟙_\mathrm{𝟚}`$ is the $`2\times 2`$ unit matrix in spin grading.

For a chaotic quantum dot, the distributions of the hermitian matrices $`H_1`$ and $`H_2`$, the unitary matrix $`U`$, and the diagonal matrix $`\widehat{\tau }`$ are all independent. The matrices $`H_j`$, $`j=1,2`$, have a Gaussian distribution,

$$P(H)\mathrm{exp}(\beta \text{Tr}H^2/8),$$
(60)
where $`\beta =1`$ if time-reversal symmetry is present and $`\beta =2`$ if time-reversal symmetry is broken by a magnetic field. The matrix $`U`$ is uniformly distributed in the unitary group, and the eigenvalues $`\tau _m`$, $`m=1,\mathrm{},N`$ of the time-delay matrix have distribution

$`P`$ $``$ $`\left(1+{\displaystyle \frac{e^2}{\pi \mathrm{}C}}{\displaystyle \underset{m=1}{\overset{N}{}}}\tau _m\right){\displaystyle \underset{m<n}{\overset{N}{}}}|\tau _m\tau _n|^\beta `$ (62)
$`\times {\displaystyle \underset{m=1}{\overset{N}{}}}\mathrm{\Theta }(\tau _m)\tau _m^{3\beta N/2+\beta 2}e^{\beta \pi \mathrm{}/\mathrm{\Delta }\tau _m}.`$
Knowing these distributions, finding the distribution for small $`N`$ becomes a matter of mere quadrature. We have obtained the plots of the distributions of $`S^P`$ and $`I/S^P`$ by numerically generating $`10^7`$$`10^8`$ matrices $`_j`$ distributed according to the above distribution. We refer to Ref.  for the details of implementation of this procedure. Moments of the noise and the current can be found by performing the Gaussian integrations over $`H`$ and the integrations over the unitary group with the help of the technique of Ref. . For small $`N`$, the remaining integration over the $`\tau _m`$ can be done explicitly. For large $`N`$, it is sufficient to know the density and two-point correlator of the $`\tau _m`$ in order to find the first two moments of $`I`$ or $`S^P`$. The density of time-delays is

$`\rho (\tau )`$ $`=`$ $`{\displaystyle \underset{m=1}{\overset{N}{}}}\delta (\tau _m\tau )={\displaystyle \frac{N}{2\pi \tau ^2}}\sqrt{(\tau _+\tau )(\tau \tau _{})},`$ (63)
$`\tau _\pm `$ $`=`$ $`2\pi \mathrm{}(3\pm \sqrt{8})/N\mathrm{\Delta }`$ (64)
The pair correlation function $`K_2(\tau _1,\tau _2)`$ is a universal function of the arguments $`\tau _1`$ and $`\tau _2`$ and the “spectrum edges” $`\tau _{}`$ and $`\tau _+`$ . With the help of the pair correlation function  we find that, up to corrections of order $`1/N^4`$,

$`\left({\displaystyle \underset{m=1}{\overset{N}{}}}\tau _m\right)^q`$ $`=`$ $`\left({\displaystyle \frac{2\pi \mathrm{}}{\mathrm{\Delta }}}\right)^q\left(1+q(q1){\displaystyle \frac{2}{\beta N^2}}\right).`$ (65)


text:
# Smoking Quasars: a New Source for Cosmic Dust

## 1 Introduction

It is widely believed that the quasar environment is hostile to dust, so it is striking that quasars contain large amounts of dust, even at high redshifts (z$`>`$4, Omont et al. 2001, Priddey & McMahon 2001) when the Universe is only 1-2 Gyr old (H0=65 km s-1 Mpc-1). How dust can form so early is a significant problem (Edmunds & Eales 1998). Normally the dust in quasars is assumed to arise from independent processes unconnected with the quasar. However an intrinsic origin is hinted at: the outer radius of the region producing the strong broad emission lines (BELs) is typically coincident with the dust sublimation radius (Clavel, Wamsteker & Glass 1989). We show that the free expansion of the clouds producing the quasar BELs produces conditions conducive to the formation of dust, making quasars one of the few sources of cosmic dust.

Carbon rich dust does form in similarly unfavorable-seeming environments, such as the UV-bright Wolf-Rayet and R Corona Borealis stars. These hot giants have effective photospheric temperatures and wind densities which are strikingly similar to the initial conditions of the BEL clouds ($`T_{eff}210^4`$ K, Sedlmayr 1997).

The gas producing the BELs lies in a large number of small ‘clouds’ at temperatures of 104 K and densities of 109-1011 cm-3 (Osterbrock 1989). BELs are Doppler broadened to a few percent of the speed of light ($`300015,000`$ km s-1). As yet though, the kinematics of the BEL clouds - whether they are infalling, in bound orbits, or in an outflowing wind - is not well established (Peterson 1997). Moreover, the issue of how to prevent these clouds from dispersing has been problematic. Pressure confinement by a hotter surrounding medium would seem straightforward, but appeared to suffer unsurmountable problems, in a simple spherical geometry (Mathews 1986).

Outflowing winds of highly ionized material are common in quasars (Arav, Shlosman & Weymann 1997), so a similar flow pattern for BEL clouds is a reasonable possibility. Elvis (2000) showed how such a wind, if highly non-spherical, can solve the confinement problems of the BEL clouds by assuming that they are a cool phase in equilibrium with a warmer (106 K) wind medium. With this model a large number of other puzzling features of quasar phenomenology seem to fall into place. The fate, however, of the outflowing BEL clouds constantly being ejected from the quasar were not considered by Elvis. We examine that fate here in a manner that in fact applies to any model in which the BEL clouds move outward. We find that dust creation is a natural consequence.

In any outflow model that begins with the BEL region initially in pressure equilibrium with a surrounding warmer medium, the divergence of the outflowing warm wind (even if only at the sound speed of the warm confining medium, $``$100 km s-1) will rapidly take the system out of pressure balance 111Evidence from reverberation mapping currently suggests that the BELR is not in overall expansion (Peterson 1997). This is expected in the Elvis (2000) picture, where the BELR is initially rotating and rising in a cylinder, and is only later blown outward, e.g. by radiation pressure, to form a radial wind; the BEL gas is shielded in the radial wind region from much of the quasar ionizing continuum. .The BEL clouds will then begin to expand, limited by their sound speed (initially $``$10 km s-1), and will cool to temperatures at which dust will form, if the pressure is still sufficiently high and if the dust forming species are available. This process resembles that which makes smoke in terrestrial settings. Quasars are then dusty because they themselves create dust, which may resemble soot: they are ‘smoking quasars’.

A full treatment of dust formation generally requires coupling the dust forming medium hydrodynamics with the full set of dust condensation chemistry equations (Sedlmayr 1997). Such an exercise is limited by our knowledge of the highly non-linear dust condensation chemical paths, and by the uncertainties related to the role of non-equilibrium chemistry. We therefore use a simple comparison between AGN and cool star atmospheres, to derive reasonable estimates for the conditions of dust formation in the BEL clouds.

## 2 The dust formation window

The general scenario for dust formation is based on the concept of the “dust formation window”. Effective dust condensation seems to take place whenever a chemically enriched medium has a sufficiently low temperature, and a large enough density, to allow dust grain condensation. The amount of dust produced, the chemical composition and the final size of the grains, depend on the length of time over which the conditions remain favorable.

The typical dust grains encountered in the interstellar medium have condensation equilibrium temperatures in the range 600–1400 K or somewhat higher (Frenklach & Feigelson 1989). These conditions are generally met in the cool atmospheres of late type giants and supergiants, which are the main Galactic sources of dust (Sedlmayr 1994). The location of the dust formation window in these stars is given by the temperature gradient in the circumstellar environment which is determined by radiative transfer ($`TR^{0.4}`$, Ivezić & Elitzur 1997). For a typical red giant on the Asymptotic Giant Branch this region is a shell (with a thickness of 5–10 $`R_{}`$) lying a few stellar radii ($`R_{}`$) from the stellar photosphere. The density at the inner edge of this shell is $`n10^9`$ cm-3, and the pressure $`P10^4`$ dyn cm-2. Shock waves induced by radial pulsations in Long Period Variables can raise the value of the pressure by a factor $`10^2`$, up to $`P10^2`$ dyn cm-2 (Höfner 1999). This greatly increases the dust grain production (Fleischer, Gauger & Sedlmayr 1991, 1992), and thus the total dust-driven mass loss (from $`10^7`$ up to $`10^4`$ M yr-1). The time spent by the newly formed grains in the dust-growing region depends on the stellar wind velocity (10-20 km s-1) and is typically a few years.

Figure Smoking Quasars: a New Source for Cosmic Dust shows the dust formation window in pressure-temperature space, for the chemical species that lead to the formation of dust in an O-rich (top panel) or a C-rich (bottom panel) cool star circumstellar envelope. The thin solid lines mark the phase transition region below which the most important dust precursor molecules can be formed (adapted from Lodders & Fegley 1999). The hatched area is the dust forming region in the circumstellar envelope of a cool giant star. The region is limited on the right by the thermodynamical path of a static outflowing wind typical for an Asymptotic Giant Branch star. The left side is obtained by increasing the maximum pressure in the envelope by a factor 100, as during the propagation of pulsational shocks in the atmospheres of Long Period Variables. Dust formation in the envelopes of evolved giants occurs in the region between the two tracks, below the phase transition lines for each chemical species. The formation any any individual species depends on there being sufficient time available.

## 3 Dust formation and BEL clouds

The parameters described in the previous section define the dust formation window in a setting where dust condensation is known to occur copiously. We want to compare these conditions with the ones encountered by the BEL clouds as they expand in the quasar outflow, to evaluate their own chances of condensing dust. The initial conditions of the BEL clouds are very different from the ones in cool star atmosphere. The temperature is far higher ($`T_{0(BELC)}10^4`$ K, Osterbrock 1989), and such a high temperatures are hostile to dust formation. However the density of BEL clouds is also high ($`P_{0(BELC)}0.1`$ dyn cm-2, Osterbrock 1989), compared to the dust condensation region of cool star atmospheres. So if the BEL cloud expands and cools as part of an outflowing wind, this cooling could lead them through the dust formation window.

We will simplify the situation by assuming that the BEL cloud (subscript BELC) material is an ideal gas obeying polytropic adiabatic scaling, and further that the gas is monoatomic with index $`\gamma =5/3`$. This assumption is initially good and will hold at least until the gas undergoes a phase change of H into H2, which will not occur before dust begins to form. With this assumption we can estimate the expansion factor required for cloud cooling below the dust condensation equilibrium temperature:

$$\left(\frac{r}{r_0}\right)_{(BELC)}=\left(\frac{T_{cond}}{T_{0(BELC)}}\right)^{\frac{1}{3(1\gamma )}}$$
(1)
Since $`(T_{cond}/T_0)_{(BELC)}0.1`$, $`(r/r_0)_{(BELC)}3`$, which tells us that BEL clouds reach a dust formation temperature once they have expanded by a factor of three.

Unless and until the clouds start to interact with one another, we can approximate their pressure with the polytropic $`Pr^{3\gamma }`$, which gives $`P_{(BELC)}10^3`$$`10^4`$ dyn cm-2 for clouds expanded by a factor 3. A more accurate analysis of the cloud expansion process, taking into account cloud interactions and the hydrodynamics of the surrounding medium, will find a larger value of the pressure. Furthermore, if we relax the hypothesis of adiabatic expansion, allowing thermal equilibrium between the clouds and the ionizing radiation, then the cloud temperature will drop even faster, as their ionization parameter will rapidly decrease with the cloud expansion (see discussion below).

The above estimates show that the BEL clouds do reach the same values of temperature and pressure encountered in the dust formation window of cool giant stars (Lodders & Fegley 1999), as shown in Figure Smoking Quasars: a New Source for Cosmic Dust (the thick solid lines show the limiting case of adiabatic expansion; the lines become more vertical as expansion is reduced). The actual formation of dust and its precursors, and the amount of grains which are condensed, however, depend on the time spent by the clouds in the region favorable to grain condensation and growth. This is given by the cloud expansion time-scale $`\tau _{(BELC)}=r_0/c_03`$ yr, where $`c_010`$ km s-1 is the initial sound speed of the cloud and $`r_010^{14}`$ cm (Peterson 1997) their initial average size. Since their sound speed is similar to the wind speed of RGB stars, this timescale is comparable with the time spent by circumstellar grains in the region where dust growth is most active, suggesting that the efficiency in dust production in the BEL region and late type giant winds may be similar.

Radiatively driven winds seem to be characteristically unstable, producing highly structured winds in stars with ‘P Cygni’ profiles, OB stars and Wolf-Rayet stars (e.g. Stahl et al., 1993, Owocki 2001), that suggest shocks may be common. In AGB winds these intermittent pressure enhancements boost dust production, starting a nonlinear “avalanche” effect, as observed in Miras and other Long Period Variables (Fleischer, Winters & Sedlmayr 1999, and references therein). Quasars show similar structures (Turnshek 1988), which are predicted by hydrodynamic modeling (Proga 2001), indicating that pressure fluctuations could greatly enhance the quasar dust creation rate.

Where is the dust made? To estimate how far the clouds are from the quasar center when the dust condensation processes turn on, we need to couple the cloud expansion rate with their equation of motion. We assume that the BEL clouds co-move with a warm confining medium. With this assumption, the clouds will be accelerated from an initial velocity $`v_0510^8`$ cm s-1 to an asymptotic value $`v_{\mathrm{}}510^9`$ cm s-1. Note that the BEL clouds are moving supersonically at velocities $``$100 times larger than their free expansion rate. The ratio $`u=d/d_0`$ between the clouds distance at a given time, compared with the clouds initial distance when they detach from the quasar accretion disk, is then large. In the limit $`\beta ^2=(v_0/v_{\mathrm{}})^21`$ and $`u1)`$ the equation of motion of the expanding clouds can be solved analytically, which gives the following relation between the expansion factor $`x=(r/r_0)_{(BELC)}`$ and the cloud position $`u`$:

$$x\beta \frac{\tau _0}{\tau _{(BELC)}}\left[u+\frac{1}{2}\mathrm{ln}u\right]$$
(2)
where the logarithmic term is due to the variation of the sound speed caused by the expansion of the cloud, $`\tau _0=d_0/v_024`$ days is the time required for the cloud to double the initial distance from the quasar, and $`\tau _{(BELC)}3`$ yr is the cloud expansion timescale. For $`u1`$ we have:

$$\frac{x}{u}\beta \frac{\tau _0}{\tau _{(BELC)}}210^3$$
(3)
which means that for $`x3`$ (the expansion factor at which dust begins to condense), $`u10^3`$. Given an initial distance from the quasar center of $`d_010^{16}`$ cm (for moderate luminosities, Peterson 1997, Sabra & Hamann 2001), BEL clouds will start to be dust bearing when they are $``$3 pc from the quasar center. This result also shows that the ionization parameter $`U=n_{ph}/n_e`$ of the clouds becomes very small as the clouds reach the dust forming region. Since $`n_{ph}u^2`$ and $`n_ex^3`$, by the time the clouds are 3 pc from the the central BH, $`U`$ will have decreased by a factor $`3^3/(10^3)^2310^5`$. This rapid decrease of the ionization parameter will cause an even faster drop in the cloud temperature, assuming an initial equilibrium between the clouds and the ionizing radiation rather than pure adiabatic expansion. As explained before, this will favor earlier dust condensation in the clouds, with even higher efficiency due to the higher local gas pressure.

## 4 Dust survival in the BELCs

Can the dust survive the radiation field from the quasar BH? The quasar luminosity is of order 109 times higher than the $`10^4`$ L luminosity of a typical giant star. The large flux of energetic photons from the quasar continuum may then in principle overheat the newborn dust grains above their sublimation temperature. This could delay the occurence of dust condensation until it becomes impossible, due to the ever decreasing gas density. However, due to the much larger geometrical dilution in quasars, the radiative flux reaching the BEL clouds interior is actually lower than the stellar flux in the dust forming region of the giant’s wind. For a quasar of luminosity $`10^{46}`$ erg s-1 the flux density 3 pc from the quasar center is $`10^7`$ erg cm-2 s-1. This is at least one order of magnitude less than the $`210^8`$ erg cm-2 s-1 in the stellar case. For this reason the dust formation window of the BEL clouds is determined by the polytropic expansion of the clouds gas, as we have assumed, and not by radiative transfer, as in the case of circumstellar envelopes (Ivezić & Elitzur 1997).

The actual flux penetrating the interior of the BEL clouds is in fact even lower, since the neutral hydrogen and the dust precursor molecules expected to exist in the interior of the BEL clouds are very efficient in absorbing the quasar radiation. In the radial flow of Elvis (2000) the BEL clouds will stack up radially to give a mean covering factor of unity, given their initial 0.1 value, and so provide additional self-shielding. The interior of BEL clouds a few parsec from the quasar center seems to be a safe place for dust formation, and we can conclude that dust sublimation is prevented in the BEL clouds even for the most luminous quasars.

Other destruction mechanisms, such as dust sputtering by electrons and ions, or chemical sputtering, are not very effective at the rather low ($`T_K\genfrac{}{}{0pt}{}{_<}{^{}}10^4`$ K) kinetic temperature of the cloud medium. Kinetic sputtering by the surrounding medium becomes effective (Draine & Salpeter 1979) only for $`T_K\genfrac{}{}{0pt}{}{_>}{^{}}510^5`$ K. By the time the BEL clouds start forming dust, they will be surrounded by a warm medium having a temperature $`TT_0u^{2(1\gamma )}210^5`$ K, which is already low enough to prevent the immediate destruction of the nascent dust grains by sputtering.

## 5 Discussion and conclusions

The composition of dust depends on the element abundances in the originating material. If the number ratio of C/O is above unity, then almost all the oxygen is tied up in CO which does not react to form solids, leading to carbon rich dust; conversely if C/O is less than unity, carbon grains are almost nonexistent, and oxides (e.g. SiO2) dominate (Whittet 1992). Carbon is overabundant in quasars at high redshifts (Hamann & Ferland 1999), so carbonaceous dust may be dominant. Quasar oxygen abundances however, have not been well measured (Hamann & Ferland 1999). Carbonaceous dust formation in stars is similar to that of smoke or soot from combustion (Frenklach & Feigelson 1989), hence our term ‘smoking quasars’.

Because dust condensation is highly nonlinear (Frenklach & Feigelson 1989), the amount of dust formed in any particular quasar is hard to predict, and will depend on subtle variations of wind conditions, including the initial density. Heavily obscured quasars (Sanders et al., 1988) may be easily formed this way. A comparison with unobscured quasars may pinpoint optimal conditions for dust condensation.

If dust creation is a consequence of the quasar activity itself then some issues of early cosmological epochs are affected:

* Quasar winds ($`v>`$1000 km s-1) readily exceed the escape velocity from a galaxy (v$`{}_{esc}{}^{}`$200 km s-1), or even a rich cluster of galaxies (v$`{}_{esc}{}^{}`$1000 km s-1). Hence, unless there is a retarding force, the dust they produce will be ejected into the intergalactic medium. Dust in the intergalactic medium may: affect measurements of cosmological parameters, including acceleration (Aguirre 1999); alter the gaseous IGM composition via selective depletion of elements onto dust grains; contribute to the far infrared background, changing galaxy evolution models (Dwek 1986, Dwek Rephaeli & Mather 1990, Aguirre & Haiman 2000); possibly alter the Sunyaev-Zel’dovich effect (Sunyaev & Zel’dovich 1972) in clusters of galaxies (Marengo 2000). The potential for such effects must be enhanced with quasars as an additional source for dust.
* At low redshift the quasar will effectively be re-cycling dust from the host galaxy interstellar medium out into the IGM, while changing the dust size distribution and dust-to-gas ratio. At high redshifts instead, the matter entering the quasar accretion disk is likely to contain very little dust, since creating large amounts of dust (108-109M, Omont et al. 2001) at z$`>`$5 is difficult to arrange (Edmunds & Eales 1998), in part because there is only 1 Gyr available to form red giant stars. Quasars can provide an additional path for dust formation, adding to the original stock. Assuming the dust-to-gas mass ratio measured in Long Period Variables (Knapp 1985), and noting that a quasar of luminosity 1046erg s-1 can eject up to 1 $`M_{}`$ yr-1 (Sabra & Hamann 2001), a dust production rate of $``$0.01 $`M_{}`$ yr-1 follows.

The most luminous quasars, in which the highest dust masses are found (Omont et al. 2001), have luminosities over 1047erg s-1 and so may have mass loss rates $`>`$10 M yr-1, leading to $``$107 M of dust over a nominal 108 yr lifetime. This mass approaches the amounts detected, although the assumed dust-to-gas ratio is merely illustrative. As a result the infrared emission of quasars may not require the normally assumed large associated burst of star formation (Sanders et al. 1988).

This is an economical explanation. If the only dust at high z is manufactured in quasars, then far less dust/Gpc-3 is implied by infrared/sub-mm detections of quasars than if quasars simply illuminate pre-existing dust, which would then need to be more widely distributed.

In summary, dust will be created from the free expansion of quasar broad emission line clouds in an outflowing wind. The association of dust with quasars is not then necessarily linked with intense star formation around quasars, but is a consequence of the quasar activity itself. The inevitable creation of dust in quasar winds may solve the puzzle of where the first dust comes from, and in doing so suggests a new importance for quasars in cosmology.

We thank Eric Feigelson for alerting us to the problem of dust formation at high redshift, and both him and Fabrizio Nicastro for valuable discussions. We thank the anonymous referee for helpful and clarifying comments. We dedicate this paper to the memory of Mike Penston, who taught the value of looking for the common astrophysics of stars and quasars. This work was supported in part by NASA contract NAS8-39073 (Chandra X-ray Center).


text:
# Existence of the Abrikosov vortex state in two-dimensional type-II superconductors without pinning.

\[

## Abstract

A nonperturbative fluctuation theory of the mixed state of two-dimensional type-II superconductor with finite size in the lowest Landau level approximation is proposed. The thermodynamic averages of the spatial average order parameter and of the Abrikosov parameter $`\beta _a`$ are calculated. It is shown that the thermodynamic fluctuations eliminate the Abrikosov vortex state in a wide region of the mixed state of two-dimensional type-II superconductor with real size.

PACS numbers: 74.60.Ge

\]

Fluctuating behavior near second critical field, $`H_{c2}`$, in type-II superconductors has recently been under intense experimental  and theoretical  study, particularly in connection with high temperature superconductors (HTSC). Investigation of the fluctuations changes step by step our habitual notion about nature of the mixed state. Concepts ”vortex lattice melting” and ”vortex liquid”  have become very popular on first stage of a stormy investigation of fluctuation effects in HTSC. The vortex lattice melting transition is determined experimentally by a change of resistive properties in a perpendicular magnetic field . This transition was observed in bulk conventional superconductors before the HTSC discovery . It was interpreted in  as a transition from the Abrikosov state into a one-dimensional state. But the vortex liquid as well as the one-dimensional state is not a new genuine thermodynamic state which is qualitatively different from the normal state . Therefore the interpretations by  and by  are just the same. The vortex lattice melting is the transition from the Abrikosov state into the normal state with superconducting fluctuations (which was called as the one-dimensional state in . The experimental investigations show that this transition occurs below $`H_{c2}`$ in all case . The second critical field line $`H_{c2}(T)`$ only marks a crossover from the normal metal to a strongly fluctuating superconducting state . I think that the widespread term ”vortex lattice melting” is not enough right. Therefore I will use the term ”transition from the Abrikosov state into the normal state” in exchange for it.

The starting point of vortex lattice melting theories is assumption of the existence of the Abrikosov state at low temperatures. This assumption bases oneself on experimental evidence only. But real samples with finite sizes are investigated experimentally whereas the thermodynamic limit is used and a influence of disorder (pinning centers) is not considered in the theory. Therefore the experimental evidence may be not enough. The perturbation fluctuation theory  shows no sign of the Abrikosov state. Moreover, according to  the fluctuation eliminates the Abrikosov state in superconductors with infinite sizes. The reduction of effective dimensionality of the fluctuation in a magnetic field  and the destruction of off-diagonal long range order by thermal fluctuations in the mixed state  cause doubt of the existence of the Abrikosov state in the thermodynamic limit also. According to results of  the fluctuation can not be considered as a perturbation in the mixed state of type-II superconductor with infinite sizes. Therefore a nonperturbative fluctuation theory of superconductors with finite sizes is required.

This theory for a most easy case is presented in this work. A two-dimensional superconductor in a perpendicular magnetic field near $`H_{c2}`$ is considered. In this case the lowest Landau level (LLL) approximation is valid and the system is zero-dimensional . Therefore the exact thermodynamic averages can be calculated easily. The theory is based on a new expression of the free energy obtained from the Ginsburg-Landau (GL) one, $`F_{GL}`$. The results obtained in this work are most close to one obtained in . In comparison with  a more easy method of calculation is suggested here and the concept of a transition into the Abrikosov state of two-dimensional superconductors with finite sizes is proposed.

We will proceed from the accurate expression for the free energy

$$F=k_BT\mathrm{ln}\mathrm{exp}(\frac{F_{GL}}{k_BT})$$
$`(1)`$
Strongly type-II superconductors near $`H_{c2}`$ will be considered there. In this case one can neglect the fluctuations in the magnetic field. The problem of fluctuations can be investigated within a framework of the GL free energy functional, with the order parameter confined to the lowest Landau level (LLL) for Cooper pairs. In this approximation the GL free energy functional for two-dimensional superconductor may be write as (see )

$$\frac{F_{GL}}{k_BT}=V(\epsilon \overline{|\mathrm{\Psi }|^2}+0.5\beta _a\overline{|\mathrm{\Psi }|^2}^2)$$
$`(2)`$
$`\epsilon =Gi^{1/2}(ht)^{1/2}(hh_{c2})`$, $`Gi=[2k_BT/H_c^2(0)d\xi ^2(0)]`$ is the Ginsburg number in zero magnetic field; $`t=T/T_c`$; $`h=H/H_{c2}(0)`$; $`H_{c2}(0)=T_c(dH_{c2}/dT)_{T=T_c}`$; $`H_c(0)=T_c(dH_c/dT)`$; $`H_c`$ is the thermodynamic critical field; $`\xi (0)`$ is the coherence length at T = 0. d is the film thickness; V is the film area; $`\overline{|\mathrm{\Psi }|^2}=(_Vd^2r|\mathrm{\Psi }|^2)/V`$ is the spatial average order parameter; $`\beta _a=\overline{|\mathrm{\Psi }|^4}/\overline{|\mathrm{\Psi }|^2}^2`$ is the generalized Abrikosov parameter; $`\overline{|\mathrm{\Psi }|^4}=(_Vd^2r|\mathrm{\Psi }|^4)/V`$. We use a dimensionless unit system in which $`l_x=1`$; $`l_y/2=1`$; $`l_xl_y/2=\mathrm{\Phi }_0/H=1`$; $`\mathrm{\Psi }=(d\beta l_xl_y/2k_BT)^{1/4}\psi `$. In this unit system the film area V is equal the degeneracy number of the LLL. $`l_x,l_y`$ are the parameter of the triangular Abrikosov lattice corresponding to a magnetic field value H; $`\mathrm{\Phi }_0`$ is the flux quantum; $`\psi `$ is order parameter in the conventional units. To obtain (2) we used the well-known relation: $`\alpha =e\mathrm{}H_{c2}/mc`$; $`\alpha ^2/2\beta =H_c^2/8\pi `$. $`\alpha `$ and $`\beta `$ are the conventional coefficients of GL free energy .

In the LLL approximation the sum in (1) is to be taken over the subspace spanned by the LLL. To substitute the sum in (1) on two integral

$$F=k_BT\mathrm{ln}[_0^{\mathrm{}}d\overline{|\mathrm{\Psi }|^2}_{\beta _A}^{\mathrm{}}d\beta _aN(\overline{|\mathrm{\Psi }|^2};\beta _a)\mathrm{exp}(\frac{F_{GL}}{k_BT)}]$$
$`(1a)`$
$`N(\overline{|\mathrm{\Psi }|^2};\beta _a)d\overline{|\mathrm{\Psi }|^2}d\beta _a`$ is a subspace volume with the given values of $`\overline{|\mathrm{\Psi }|^2}`$ and $`\beta _a`$. $`\beta _A`$ is the minimum value of $`\beta _a`$ in the subspace spanned by LLL. It was shown in  that $`\beta _A`$ correspond to the triangular lattice and is equal approximately 1.159595.

To expand the order parameter on the Landau eigenfunctions $`\mathrm{\Psi }(r)=V^{1/2}_\lambda \mathrm{\Psi }_\lambda \phi _\lambda (r)`$. Then $`\overline{|\mathrm{\Psi }|^2}=V^1_\lambda |\mathrm{\Psi }_\lambda |^2=V^1_\lambda [(Re\mathrm{\Psi }_\lambda )^2+(Im\mathrm{\Psi }_\lambda )^2]`$. A eigenfunction number is equal the degeneracy number of the LLL, which is equal in our unit system V. Consequently the given values of $`\overline{|\mathrm{\Psi }|^2}`$ lie on a 2V-dimensional sphere with radius $`\overline{|\mathrm{\Psi }|^2}^{0.5}`$: $`(\overline{|\mathrm{\Psi }|^2}^{0.5})^2=_\lambda [(Re\mathrm{\Psi }_\lambda /V^{0.5})^2+(Im\mathrm{\Psi }_\lambda /V^{0.5})^2]`$. The area of this sphere is equal $`2\pi ^VV!(\overline{|\mathrm{\Psi }|^2}^{0.5})^{2V1}`$. It is obvious that $`\beta _a`$ value does not depend on the $`\overline{|\mathrm{\Psi }|^2}`$ value. Therefore $`N(\overline{|\mathrm{\Psi }|^2};\beta _a)`$ is proportional to $`\overline{|\mathrm{\Psi }|^2}^{V0.5}n(\beta _a)`$. $`n(\beta _a)`$ is a fraction of the 2V-dimensional sphere with the given value of $`\beta _a`$. Multipliers independent of $`\overline{|\mathrm{\Psi }|^2}`$ and $`\beta _a`$ are omitted.

To write the generalized Abrikosov parameter through eigenvalues $`\mathrm{\Psi }_\lambda `$, $`\beta _a=(_{\lambda _i}V_{\lambda _1,\lambda _2,\lambda _3,\lambda _4}\mathrm{\Psi }_{\lambda _1}^{}\mathrm{\Psi }_{\lambda _2}^{}\mathrm{\Psi }_{\lambda _3}\mathrm{\Psi }_{\lambda _4})/(_\lambda |\mathrm{\Psi }_\lambda |^2)^2`$. $`V_{\lambda _1,\lambda _2,\lambda _3,\lambda _4}=V^1_Vd^2r\phi _{\lambda _1}^{}\phi _{\lambda _2}^{}\phi _{\lambda _3}\phi _{\lambda _4}`$. We shall use the Eilenberger basis function . In this basis each $`\phi _\lambda `$ function describes the triangular Abrikosov lattice and $`\lambda =(\lambda _x;\lambda _y)`$ is their relative displacement. $`\lambda _x=(l_x^2/L_y)n`$; $`\lambda _y=(l_y^2/L_x)m`$. n; m are integer numbers; $`L_x;L_y`$ are film sizes. $`L_xL_y=V`$. $`V_{\lambda _1,\lambda _2,\lambda _3,\lambda _4}`$ was calculated in .

Let $`\mathrm{\Psi }_{\lambda =0}=\mathrm{\Psi }_0=1`$. Following  I introduce new variables $`u_+(\lambda )`$ and $`u_{}(\lambda )`$

$$\mathrm{\Psi }_\lambda =(|V_{0,0,\lambda ,\lambda }|/2V_{0,0,\lambda ,\lambda })^{1/2}[u_+(\lambda )+u_{}(\lambda )]$$

$$\mathrm{\Psi }_\lambda =(|V_{0,0,\lambda ,\lambda }|/2V_{0,0,\lambda ,\lambda })^{1/2}[u_+^{}(\lambda )u_{}^{}(\lambda )]$$

Then the generalized Abrikosov parameter may be write as

$$\beta _a=\beta _A+\frac{_{\lambda 0}(\mathrm{\Gamma }_+|u_+|^2+\mathrm{\Gamma }_{}|u_{}|^2)+UB}{[1+0.5_{\lambda 0}(|u_+|^2+|u_{}|^2)]^2}$$
$`(3a)`$
$$\mathrm{\Gamma }_+=2V_{0,\lambda ,0,\lambda }+|V_{0,0,\lambda ,\lambda }|\beta _A$$

$$\mathrm{\Gamma }_{}=2V_{0,\lambda ,0,\lambda }|V_{0,0,\lambda ,\lambda }|\beta _A$$

$$U=\underset{\lambda _i0}{}V_{\lambda _1,\lambda _2,\lambda _3,\lambda _4}\mathrm{\Psi }_{\lambda _1}^{}\mathrm{\Psi }_{\lambda _2}^{}\mathrm{\Psi }_{\lambda _3}\mathrm{\Psi }_{\lambda _4}$$

$$B=\beta _A(\underset{\lambda 0}{}|\mathrm{\Psi }_\lambda |^2)^2$$

The sum by all $`\lambda 0`$.

At $`B1`$, $`\beta _a\beta _A+_{\lambda 0}(\mathrm{\Gamma }_+|u_+|^2+\mathrm{\Gamma }_{}|u_{}|^2)`$. Consequently at $`\beta _a\beta _A1`$ the given value $`\beta _a`$ lie in a 2V-dimensional circle. A ”length” of this circle is proportional to $`[(\beta _a\beta _A)^{0.5}]^{2V2}`$. Therefore $`n(\beta _a)`$ is proportional to $`(\beta _a\beta _A)^{V1}`$ at $`\beta _a\beta _A1`$. At a larger $`\beta _a\beta _A`$ value $`n(\beta _a)`$ increases more slowly with the $`\beta _a\beta _A`$ increasing. In this case one may introduce a new function and write $`n(\beta _a)=[f(\beta _a\beta _A)]^{V1}`$. Taking into account that $`V1`$ we may overwrite (1a) as

$$F=k_BT\mathrm{ln}[_0^{\mathrm{}}𝑑\overline{|\mathrm{\Psi }|^2}_{\beta _A}^{\mathrm{}}𝑑\beta _a\mathrm{exp}(\frac{VF_{New}}{k_BT})]$$
$`(1b)`$
where $`F_{New}`$ is the new free energy expression in which the entropy term connected with $`\overline{|\mathrm{\Psi }|^2}`$ and $`\beta _a`$ values is take into account

$$\frac{F_{New}}{k_BT}=\epsilon \overline{|\mathrm{\Psi }|^2}+0.5\beta _a\overline{|\mathrm{\Psi }|^2}^2\mathrm{ln}\overline{|\mathrm{\Psi }|^2}\mathrm{ln}[f(\beta _a\beta _A)]$$
$`(4)`$
Because $`V1`$ the exact thermodynamic averages of the $`\overline{|\mathrm{\Psi }|^2}`$ and $`\beta _a`$ values, $`<\overline{|\mathrm{\Psi }|^2}>`$ and $`<\beta _a>`$, are close to values corresponded to the $`F_{New}`$ minimum. Consequently these values are specified by relations

$$<\overline{|\mathrm{\Psi }|^2}>=[(\frac{\epsilon }{2<\beta _a>})^2+\frac{1}{<\beta _a>}]^{1/2}\frac{\epsilon }{2<\beta _a>}$$
$`(5a)`$
$$\frac{f^{}(<\beta _a>\beta _A)}{f(<\beta _a>\beta _A)}=0.5<\overline{|\mathrm{\Psi }|^2}>^2$$
$`(5b)`$
The (5a) relation coincide with one obtained in  and is close to the entropy dependence obtained by O’Neill and Moore . This relation is close to the Abrikosov solution, $`<\overline{|\mathrm{\Psi }|^2}>=\epsilon /<\beta _a>`$, at $`\epsilon 1`$ (below the $`H_{c2}`$ critical region) and to the result of the fluctuation theory in the linear approximation, $`<\overline{|\mathrm{\Psi }|^2}>=1/\epsilon `$, at $`\epsilon 1`$ (above the $`H_{c2}`$ critical region).

The $`f(\beta _a\beta _A)`$ function is not evaluated completely in this work. Therefore we calculate the thermodynamic averages of $`\beta _a`$ below the critical region only. At $`\epsilon 1`$, $`<\beta _a>\beta _A1`$. Consequently $`f(<\beta _a>\beta _A)<\beta _a>\beta _A`$ and according to (5b)

$$<\beta _a>\beta _A=2<\overline{|\mathrm{\Psi }|^2}>^22(\frac{\beta _A}{\epsilon })^2=$$

$$2\beta _A^2Giht(h_{c2}h)^2$$
$`(6)`$
The Ginsburg number values of conventional two-dimensional type-II superconductors lie in the interval $`310^6<Gi<310^3`$. Therefore in the center of the mixed state region, at t = 0.5, h = 0.25, $`10^5<(<\beta _a>\beta _A)<10^2`$.

According (1b) there is not thermodynamic singularity in two-dimensional type-II superconductor which may be connected with a phase transition from normal state into Abrikosov vortex state. Therefore one should think that this transition occurs without thermodynamic singularity. I propose there a concept of this transition based on the difference between the Abrikosov state and the normal state with superconducting fluctuation in the Eilenberger function basis . It is obvious that above the $`H_{c2}`$ critical region all thermodynamic average of the Eilenberger eigenvalue squares, $`<|\mathrm{\Psi }_\lambda |^2>`$, are equal and $`<|\mathrm{\Psi }(r)|^2>`$ is constant in space. Consequently, in the normal state with superconducting fluctuation (in the vortex liquid phase ) $`<\overline{|\mathrm{\Psi }|^2}>=V^1_\lambda <|\mathrm{\Psi }_\lambda |^2>=<|\mathrm{\Psi }_{\lambda =0}|^2>`$ whereas in the Abrikosov state $`<\overline{|\mathrm{\Psi }|^2}>=V^1<|\mathrm{\Psi }_{\lambda =0}|^2>`$ in the mean field approximation. Therefore one should think that the transition into the Abrikosov vortex state take place when a one Eilenberger eigenvalue, $`\mathrm{\Psi }_0`$ , brings the main contribution to the order parameter: $`<|\psi _0|^2>=<|\mathrm{\Psi }_0|^2>/V<\overline{|\mathrm{\Psi }|^2}>`$ = $`(1+_{\lambda 0}<|\psi _\lambda |^2>)^1`$ = $`(1+0.5_{\lambda 0}<|u_+|^2>+<|u_{}|^2>)^11`$. Where $`<|\psi _\lambda |^2>=<|\mathrm{\Psi }_\lambda |^2>/<|\mathrm{\Psi }_0|^2>`$.

The $`<|\psi _0|^2>`$ value is connected with $`<\beta _a>\beta _A`$ value. We shall consider the region below the $`H_{c2}`$ critical region where $`<\beta _a>\beta _A1`$. Following to  one may show that $`\mathrm{\Gamma }_+2\beta _A`$ and $`\mathrm{\Gamma }_{}3.1|\lambda |^4`$ at $`|\lambda |1`$. Consequently, according (3a), $`_{\lambda 0}|u_+|^21`$ and it may be that $`|u_{}|^21`$ at $`\beta _a\beta _A1`$. Therefore we will consider states with $`u_+=0`$ only. In this case $`|\psi _0|^2=(1+0.5_{\lambda 0}|u_{}|^2)^1`$ and

$$\beta _a\beta _A=\frac{_{\lambda 0}\mathrm{\Gamma }_{}|u_{}|^2+UB}{(1+0.5_{\lambda 0}|u_{}|^2)^2}$$
$`(3b)`$
$`U=0.25_{\lambda _i0}V_{\lambda _1,\lambda _2,\lambda _3,\lambda _4}\mathrm{exp}[0.5i(\phi _{\lambda _1}+\phi _{\lambda _2}\phi _{\lambda _3}\phi _{\lambda _4})]u_{}^{}(\lambda _1)u_{}^{}(\lambda _2)u_{}(\lambda _3)u_{}(\lambda _4)`$; $`B=\beta _A(0.5_{\lambda 0}|u_{}|^2)^2`$. Where $`\mathrm{exp}(i\phi _\lambda )=|V_{0,0,\lambda ,\lambda }|/V_{0,0,\lambda ,\lambda }`$.

At $`0.5_{\lambda 0}|u_{}|^21`$ we have the Abrikosov state with fluctuation and at $`0.5_{\lambda 0}|u_{}|^21`$ we have the normal state with superconducting fluctuations. All states corresponding to very small $`\beta _a\beta _A`$ value lie near the Abrikosov state ($`0.5_{\lambda 0}|u_{}|^21`$). At larger $`\beta _a\beta _A`$ value states exist which are removed from the Abrikosov state (states with $`0.5_{\lambda 0}|u_{}|^21`$). The critical value, $`(\beta _a\beta _A)_c`$, exists below which states with $`0.5_{\lambda 0}|u_{}|^21`$ appear. I suppose that transition into Abrikosov state occurs when $`<\beta _a>\beta _A=(\beta _a\beta _A)_c`$.

The $`(\beta _a\beta _A)_c`$ value is not calculated in this paper. I will show only that in two-dimensional superconductor states with $`0.5_{\lambda 0}|u_{}|^21`$ exist at small $`\beta _a\beta _A`$ value.

We will consider the states with $`u_{}(\lambda _x=0;\lambda _y)=u/(\lambda _yL_x)=u/m`$ at $`|\lambda _y|l0.1`$, m is odd number and $`u_{}(\lambda _x;\lambda _y)=0`$ at all other $`\lambda _x,\lambda _y`$ values. In this case

$$\beta _a\beta _A=(\frac{0.52l^3u^2+(0.87/l2.8l)u^4}{(1+1.23u^2)^2})\frac{1}{L_x}$$
$`(3c)`$
At $`0.5_{\lambda 0}|u_{}|^2=1.23u^21`$, $`\beta _a\beta _A(0.58/l1.86l)/L_x`$. The relation (3c) is valid at $`l0.1`$ only. At l = 0.1, $`\beta _a\beta _A=5.6/L_x`$. Consequently $`(\beta _a\beta _A)_c5.6/L_x`$.

Thus the obtained results show that the Abrikosov vortex state can not exist in two-dimensional type-II superconductors with infinite sizes (at $`L_x=\mathrm{},(\beta _a\beta _A)_c=0`$ and consequently $`<\beta _a>\beta _A>(\beta _a\beta _A)_c`$ always). The same result was obtained in .

In ”dirty” ($`Gi\mathrm{3\; 10}^3`$ ) thin films with usual sizes ($`L_x=L_x/l_x=10^310^5`$) the transition into Abrikosov state takes place much below $`H_{c2}`$ (for example at t = 0.5 and $`Gi=310^3`$, $`<\beta _a>\beta _A<(\beta _a\beta _A)_c5.6/L_x=510^3510^5`$ below $`h=0.250.5h_{c2}`$ only, see above). It must be emphasize that these conclusion are valid for samples without pinning centers only. Any pinning of the flux lines by disorder, ets., will inhibit and slow the fluctuations and will stabilize the Abrikosov state .

According to the concept described above, the Abrikosov state and the normal state with superconducting fluctuation have different distributions of the order parameter in the space. Therefore a transition from the Abrikosov state into the normal state (vortex lattice melting) can be observed experimentally by pinning appearance (by a change of resistive properties in a perpendicular magnetic field). It was observed in  that this transition occurs (pinning appears) much below $`H_{c2}`$ in thin amorphous films with a small amount of pinning centers. It may be considered an experimental confirmation of the result obtained above.

I would like to thank Z.Tesanovic‘ for sending his paper. The results of these papers stimulated this work. This work was supported by the National Scientific Council on High Temperature Superconductivity, Project 93195.