text:
# Chaotic temperature dependence in a model of spin glasses

## 1 Introduction

It is generally agreed that the equilibrium states of spin glasses MezardParisi87b ; Young98  are “fragile”, i.e., they are sensitive even to very small perturbations. Roughly, this can be argued from the fact that there exist many (meta-stable) states whose excess free-energies grow more slowly than the system’s volume; then arbitrarily small extensive perturbations will re-shuffle the different (meta-stable) states and the lowest free-energy state will be completely different from the one without the perturbation. This phenomenon is referred to as “chaos” BrayMoore87  as the equilibrium state depends chaotically on the perturbation. In particular, there has long been a consensus that chaos arises when changing the couplings $`J_{ij}`$ between the spins. However, the situation is quite different when the parameter being changed is the temperature; though earlier work Kondor83 ; KondorVegso93  claimed that there is chaos under even infinitesimal temperature changes, some recent work goes against this; indeed, analytic expansions Rizzo01  around the critical temperature give no temperature chaos in the Sherrington-Kirkpatrick (SK) model, and extensive Monte Carlo simulations in both the three-dimensional Edwards-Anderson (EA) model and the SK model find little or no evidence of temperature chaos BilloireMarinari00 ; BilloireMarinari02 .

This controversy is interesting in itself as it shows just how poorly understood spin glasses remain after years of work. More importantly perhaps, temperature chaos plays a central role in many theoretical descriptions of dynamics. Indeed, phenomena such as rejuvenation JonasonVincent98  that follow temperature changes in glassy systems must arise if there is temperature chaos (see for instance BouchaudCugliandolo98  and YoshinoLemaitre00 ). Thus both for equilibrium and for non-equilibrium properties, it is appropriate to understand whether or not there is temperature chaos in disordered systems, and in spin glasses in particular.

In this work, we present a solvable glassy model where the temperature dependency is easily analyzed. Our main result is that the presence of temperature chaos depends on an exponent associated with state-to-state entropy fluctuations. Depending on the value of this exponent, the model exhibits strong, weak, or no chaos at all. When extrapolating these results to realistic models, we find chaos both for the SK and EA models but only when the number of spins $`N`$ is quite large, $`O(1000)`$. This may justify why chaos is not seen in Monte-Carlo simulations. Finally, we attempt to confirm numerically these predictions by using a naïve mean field approximation; there we also find the expected signatures of a chaotic temperature dependence.

This paper is organized as follows. In section 2, we motivate and explain this study; our Random-Energy Random-Entropy Model is described and solved in section 3. In section 4, we determine how the equilibrium state changes with temperature. In section 5, we generalize this model to the droplet/scaling picture. In section 6, we discuss the predictions coming from another simple spin glass system based on the naïve mean field equations. We summarize and conclude in section 7.

## 2 Temperature chaos as level crossings

Our framework is motivated by the concept of “valleys” in glassy systems. Indeed, within the mean field picture of disordered systems in their low temperature frozen phase, ergodicity is broken and configuration space is broken into many components not related by symmetry. These components are often referred to as valleys as in an energy landscape picture. Loosely, one considers each valley to be associated with one thermodynamic “state”, though such an association has ambiguities, especially in finite volume. This picture of valleys is not restricted to a mean field framework: even in the droplet FisherHuse86  and scaling BrayMoore86  pictures, the energy landscape is very rugged and there exist multiple valleys corresponding to possibly (meta-stable) states that do not contribute to equilibrium properties in the thermodynamic limit. We will thus assume that we can talk of states (equilibrium or meta-stable) and then ask within such a picture what can be said about temperature chaos.

### 2.1 Level crossings

In the simple case of the ferromagnetic Ising model below its critical temperature $`T_c`$, there are two valleys $`𝒱_1`$ and $`𝒱_2`$ with degenerate free-energies and magnetizations $`\pm m(T)`$. Consider the mean spin-spin overlap $`q^{1,2}`$ between these valleys: it is $`q^{1,2}=m^2(T)`$. The associated (equilibrium) states have a smooth evolution with temperature, merging when $`T`$ approaches $`T_c`$ from below. It is also possible to consider the overlaps between an equilibrium state at $`T`$ and one at $`T+\delta T`$. Such an overlap is equal to $`\pm m(T)m(T+\delta T)`$, which also varies smoothly with $`T`$ and $`\delta T`$. On the contrary, to have temperature chaos, we want such overlaps to be very sensitive to $`\delta T`$, and generically one expects the equilibrium states at different temperatures to be “totally different”, meaning their overlap is zero (in the absence of an external field).

Does one have temperature chaos in disordered systems where the abundance of (meta-stable) states plays a fundamental role? The answer is yes for spin glasses on Migdal-Kadanoff hierarchical lattices BanavarBray87 ; NifleHilhorst92  or for other disordered systems like the Directed Polymer in a Random Medium in 1+1 dimension FisherHuse91 ; SalesYoshino02a . But in other systems one might instead expect that a state dominating the partition function at $`T`$ will also dominate it at $`T+\delta T`$. Such a scenario is represented pictorially on the left of figure 1 where for each state we plot its free-energy as a function of temperature. We can think of these curves as a family of levels, and in this case there are no level crossings. Interestingly, this is what occurs in the the infinite range spherical p-spin model BarratFranz97 . There one can define states in the large volume limit, for instance by the Thouless-Anderson-Palmer (TAP) ThoulessAnderson77  equations. These different states evolve smoothly with temperature, and furthermore have zero mutual overlap. When following analytically the free-energy of these states as a function of temperature, one finds that they keep the same order: there are no level crossings.

Although such a property may be special to the spherical p-spin model, there is also the possibility that it is more general, extending to all mean field models or even to finite dimensional models; this is supported by the lack of any numerical evidence in favor of chaos in either the SK model or the Edwards-Anderson model.

### 2.2 The Bray and Moore argument

To understand why many researchers expect a chaotic temperature dependence in finite dimensional spin glasses, it is of some use to go over the argument due to Bray and Moore (BM) BrayMoore87 , reformulated for our particular purposes. For specificity, we work with the $`3`$-dimensional EA model with no magnetic field whose Hamiltonian is

$$H=\underset{<ij>}{}J_{ij}S_iS_j$$
(1)
The $`S_i`$ are Ising spins on an $`L\times L\times L`$ lattice and the sum is over nearest neighbor sites with periodic boundary conditions; the $`J_{ij}`$ are independent Gaussian random variables. We start from two “states” at low temperature, differing by a very large droplet and work in the framework of the droplet/scaling theory of spin glasses BrayMoore86 ; FisherHuse88 . The two states have free-energies that differ by $`\mathrm{\Delta }F(T)=\mathrm{\Delta }ET\mathrm{\Delta }S\mathrm{{\rm Y}}\mathrm{}^\theta `$, where $`\mathrm{}`$ is the characteristic size of the flipped droplet when going from state 1 to state 2 and $`\mathrm{{\rm Y}}`$ is the temperature dependent stiffness coefficient. Now change the temperature; $`\mathrm{\Delta }F(T+\delta T)\mathrm{\Delta }E(T+\delta T)\mathrm{\Delta }S`$, so that $`\mathrm{\Delta }F(T+\delta T)\mathrm{{\rm Y}}\mathrm{}^\theta \delta T\mathrm{\Delta }S`$.

Following Bray and Moore, it seems inevitable that the entropy difference is associated with the droplet’s surface so that $`\mathrm{\Delta }S`$ has a random sign and a typical magnitude proportional to $`\mathrm{}^{d_s/2}`$ where $`d_s`$ is the fractal dimension of the droplet’s surface. Then if $`d_s/2>\theta `$, which follows from the inequality $`\theta <(d1)/2`$, the difference in free-energies $`\mathrm{\Delta }F(T+\delta T)\mathrm{{\rm Y}}\mathrm{}^\theta +\delta T\mathrm{}^{d_s/2}`$ can change sign between $`T`$ and $`T+\delta T`$. The conclusion is then that the equilibrium state(s) between $`T`$ and $`T+\delta T`$ should change on a length scale $`\mathrm{}`$ scaling as $`\mathrm{}(\delta T)\delta T^{1/(\frac{d_s}{2}\theta )}`$ while their typical overlap $`q_{T,T+\delta T}`$ should go to zero as

$$q_{T,T+\delta T}\left(\frac{l\left(\delta T\right)}{L}\right)^{d/2}$$
(2)
where $`L`$ is the total lattice size. In the droplet/scaling picture, $`\theta 0.2`$, while in the mean field picture $`\theta =0`$; in either case, the argument strongly suggests that the EA model has temperature chaos. At the root of the argument are large cancellations between $`E`$ and $`S`$ in the equilibrium value of $`F`$; these cancellations make the equilibrium state very sensitive to changes in $`T`$. Note that numerical evidence for such cancellations has been found MarinariMartin01  in the $`3d`$ EA model. Finally, as mentioned previously, chaos does occur on the Migdal-Kadanoff lattice;

To us, the Bray and Moore argument is very convincing if one goes from $`T=0`$ to $`T=ϵ`$ for any $`ϵ>0`$, suggesting that chaos is unavoidable at $`T=0`$. However, the argument has potential pitfalls when considering chaos at $`T>0`$. First, when going from $`T`$ to $`T+\delta T`$, both $`\mathrm{\Delta }E`$ and $`\mathrm{\Delta }S`$ change, a fact which is neglected in the argument. Second, one cannot treat a single scale $`\mathrm{}`$ alone; it is possible that the droplets on the scale smaller than $`\mathrm{}`$ will see their free-energy change sign, and thus the “evolution” of $`𝒱_1(T)`$ to $`T+\delta T`$ will differ from $`𝒱_1(T)`$ by many droplet excitations. This evolution may be enough to keep the free-energy of $`𝒱_1(T+\delta T)`$ below that of $`𝒱_2(T+\delta T)`$. In this sense, the chaos at scale $`\mathrm{}(\delta T)`$ might be quenched by the way the equilibrium state adapts to changes in $`T`$. And since $`𝒱_1(T)`$ and $`𝒱_1(T+\delta T)`$ differ only by droplet excitations, their overlap will not be close to zero. Unfortunately we cannot take into account these effects in a realistic way; nevertheless, we want to use the fact that the state dominating the partition function at one temperature is quite special, being the result of an extreme statistic where the free-energy is optimized for that temperature. We now proceed to see how we can model this.

## 3 The Random-Energy Random-Entropy Model

In the Bray and Moore argument, the important feature is that there are very large entropy fluctuations from state to state. We shall now define a glass model that incorporates such entropy fluctuations. Since our model is close to Derrida’s Random Energy Model Derrida81 (REM), we have named it the Random-energy Random-entropy model (Re-Rem). In the spirit of the REM, we start by taking $`2^N`$ “valleys”, each with an energy taken from a Gaussian distribution, but we shall also assign a random entropy to each valley.

### 3.1 Definition of the Re-Rem

The Re-Rem model is defined as follows. We have $`2^N`$ states; the free-energy of state $`i`$ is given by

$$F_i=E_iTS_i$$
(3)
where $`E_i`$ and $`S_i`$ are random independent variables, taken from a Gaussian distribution of mean $`0`$ and standard deviation $`\sigma _E=N^{0.5}/\sqrt{2}`$ for the energy and $`\sigma _S=N^\alpha /\sqrt{2}`$ for the entropy, $`\alpha `$ being an exponent that will play an essential role later. More explicitly, these probability distributions are

$$\rho _E(E_i)=\frac{\mathrm{exp}\left(\frac{E_i^2}{N}\right)}{\sqrt{N\pi }}\rho _S(S_i)=\frac{\mathrm{exp}\left(\frac{S_i^2}{N^{2\alpha }}\right)}{\sqrt{N^{2\alpha }\pi }}$$
(4)
Note that for the $`E_i`$, the probability distribution is the same as in the REM. A simple way to visualize this model is to think to $`2^N`$ lines in a temperature-free-energy plot as in figure 1 where the intercept on the y axis is random as well as the slope of each line.

Being the sum of independent Gaussian random variables, the free-energy has a Gaussian distribution. Thus $`F`$ has zero mean and variance $`\sigma _{F}^{}{}_{}{}^{2}=\sigma _{E}^{}{}_{}{}^{2}+\sigma _{S}^{}{}_{}{}^{2}`$. Explicitly, the variance of the free-energies satisfies

$$2\sigma _{F}^{}{}_{}{}^{2}=N+T^2N^{2\alpha }$$
(5)
If $`\alpha =1/2`$, the two terms contribute the same magnitude at large $`N`$, while if $`\alpha <1/2`$, the variance is dominated by $`\sigma _E`$. The natural scaling then seems to be $`\alpha =1/2`$ in which case the ground state energies and entropies are both extensive. In a T-F plot, we may expect these states to have crossings, like in the right part of figure 1.

### 3.2 The equivalent REM

Because of the Gaussian distribution of free-energies at each temperature $`T`$, the model is equivalent to a REM whose energy variance is given by equation 5. This allows one to solve the thermodynamics of the model. The density of levels with free energy $`F`$ is

$$\rho _F(F)=2^N\frac{e^{\frac{F^2}{2\sigma _{F}^{}{}_{}{}^{2}}}}{\sigma _F\sqrt{2\pi }}$$
(6)
As expected, there is a critical dependence on $`F`$ for large $`N`$. If $`|F|<F_0=\sigma _F\sqrt{2N\mathrm{ln}2}`$, there is an exponentially large density of states and an extensive configurational entropy

$$S_C(F)=N\mathrm{ln}2\frac{F^2}{2\sigma _{F}^{}{}_{}{}^{2}}$$
(7)
whereas if $`|F|>F_0`$, there are no levels at all in the thermodynamic limit and thus $`S_C(F)=0`$. Using the relation between configurational entropy and temperature $`T^1=S_C/F`$, the critical temperature is

$$T_c=\frac{\sigma _F}{\sqrt{2N\mathrm{ln}2}}$$
(8)
and thus $`T_c`$ satisfies the self-consistent equation

$$T_c=\frac{\sqrt{N+T_{c}^{}{}_{}{}^{2}N^{2\alpha }}}{2\sqrt{N\mathrm{ln}2}}=\sqrt{\frac{1+T_{c}^{}{}_{}{}^{2}N^{2\alpha 1}}{4\mathrm{ln}2}}$$
(9)
This lead us to distinguish three cases. First, if $`\alpha <0.5`$, then $`T_c=1/\left(2\sqrt{\mathrm{ln}2}\right)`$, as in the original REM. There is a low temperature phase in which the partition function is dominated by a finite number of states (those with the lowest free-energies); the entropy density in this phase is zero. There is also a high temperature phase for which the number of states that contribute to the partition function is exponentially large in N. Second, for $`\alpha =0.5`$, one finds that $`T_c=\frac{1}{\sqrt{4\mathrm{ln}21}}0.75`$. The physics is the same as before, but the critical temperature is shifted. In both cases, we have a glassy model with a one-step replica symmetry breaking transition Derrida81 ; GrossMezard84 . Third, if $`\alpha >0.5`$ one finds $`T_c=+\mathrm{}`$; there is no phase transition, and the systems remains in the “low temperature phase” at all temperatures. This can be considered to be unphysical because a microscopic Hamiltonian such as Eq 1 will always have a high temperature disordered phase. If we go back to the Bray and Moore argument, in which entropy fluctuations grows as $`l^{d_s/2}`$, we see that we should identify the Re-Rem parameter $`\alpha `$ with $`d_s/(2d)`$. Happily, if one follows the prescription $`\alpha =d_s/(2d)`$, there is no unphysical behavoir because $`d_sd`$, so $`\alpha 0.5`$.

Note that when $`\alpha 0.5`$, the lowest free-energies scale linearly with $`N`$ and the gap between the lowest free-energy state and the first excitation is $`O(1)`$, as in the REM. Furthermore if $`\alpha <0.5`$, the lowest free-energy density does not change with $`T`$, whereas if $`\alpha =0.5`$, it grows as $`\sqrt{1+T^2}`$. Finally in the case $`\alpha >0.5`$, the free-energy grows as $`N^{\alpha +0.5}`$ and thus is not extensive.

### 3.3 Energy and entropy

The lowest free-energy in the Re-Rem at each temperature is easily found, and from it we can determine the typical energy and entropy at each temperature. The lowest free-energy at each temperature is given by Derrida81

$$F_0\sqrt{2N\mathrm{log}2}\sigma _f=N\sqrt{\mathrm{log}2(1+T^2N^{2\alpha 1})}$$
(10)
The entropy in the low $`T`$ phase is obtained from the derivative of this free-energy with respect to temperature:

$$S_0\frac{\sqrt{\mathrm{log}2}TN^{2\alpha }}{\sqrt{1+T^2N^{2\alpha 1}}}$$
(11)
which confirms that the entropy is extensive only for $`\alpha =0.5`$. To determine the energy we use,

$$E_0=F_0+TS_0\frac{N\sqrt{\mathrm{log}2}}{\sqrt{1+T^2N^{2\alpha 1}}}$$
(12)
The energy is thus extensive if $`\alpha 0.5`$.

## 4 Level crossings in the Re-Rem

Given our model with many states and a spin glass phase, we focus on the problem of level crossings. We have $`2^N`$ levels and randomness in entropy and energy. We want to follow the lowest free-energy state and see if this state changes with temperature, and how often it does if so. First, we will provide some analytical constraints, deriving a scaling law governing the number of crossings in a $`\delta T`$ interval; then we will determine the corresponding scaling function by a numerical computation.

### 4.1 Level crossings via thermodynamics

At $`T=0`$, the lowest level is the one with the minimum energy, entropy plays no role. If one follows the line starting from this minimum energy in temperature, we can expect some other levels, with larger energies but also more negative entropies, to cross this line. This is what happened in the Bray and Moore analysis, showing that zero temperature chaos is inevitable. But what happens at $`T>0`$? Does the lowest free-energy state change at each temperature? What is the density of crossings? The problem of knowing which level is lowest at each temperature and of computing crossing statistics seems rather non-trivial; however thanks to the mapping to the REM, it is possible to compute the temperature dependence of the best level, and to deduce from that many properties of the crossings.

Let us begin with some remarks. First, the role of the exponent $`\alpha `$ is just to rescale the temperature definition by a factor $`N^\alpha `$ as is evident from equation 3. Thus if one solves the problem for $`\alpha =0`$, changing to an $`\alpha 0`$ just divides each crossing temperature by $`N^\alpha `$. As a consequence, the total number of crossings does not depend on $`\alpha `$. Second, this total number of crossings (the number of times the lowest free-energy level changes its slope) is at most of $`O(N)`$. This can be shown using the following argument. Take all $`2^N`$ states and consider the lowest one $`_1`$ at $`T=0`$. The entropy is random and uncorrelated with the energy, so if you take the next state $`_2`$ in energy, you will have a good chance ($`50\%`$) that it will have a more negative entropy and thus will cross $`_1`$. Suppose this is the case. A further state $`_i`$ with a still greater energy will cross $`_2`$ only if its slope is more negative than that of $`_2`$. The entropy of a successful candidate $`_i`$ must be the lowest of $`i`$ entropies taken at random. Since by hypothesis $`_2`$ has the lowest entropy of $`2`$ entropies taken at random, we have to let $`i`$ go up to $`4`$ to have a $`50\%`$ chance of finding a state that will cross $`_2`$. Extending this argument, to get the $`k^{th}`$ crossing one will need to examine $`O(2^k)`$ successive levels. Furthermore, it is not difficult to show that when going from $`_{2^k}`$ to $`_{2^{k+1}}`$ the energy increases by $`O(1)`$.

Of course, these $`O(N)`$ crossings are not the end of the story because some of them may be irrelevant. Take for example the right part of figure 1 where the third energy state crosses the second one, but where the fourth one crosses the second one before the third does. From this simple example we see that not all crossings count; we can only say that the number of levels that become at some point the state of lowest free-energy is at most $`O(N)`$, and that the energy at each level crossing increases by at least $`O(1)`$.

In the large $`N`$ limit, a scaling behavior sets in. But before being quatitative, let us see what qualitative prperties imply level crossings. The starting point is the fact that, at fixed $`T`$, the Re-Rem reduces to a REM. The lowest free-energy at each temperature scales as in equation 10 and its sample to sample fluctuations are of $`O(1)`$. Thus the lowest state resides in a “tube” (see figure 2) in the (T,F) diagram. Clearly, if the tube is not linear in temperature, there must be some level crossings. We will now see how this imposes strong constraints on the crossing statistics.

First, consider the case where $`\alpha >0.5`$. At large $`N`$, we get

$$F_0N^{\alpha +0.5}T$$
(13)
The linear temperature dependence suggests that the tube has one, or just of few states passing through it for all $`T`$. Moreover the slope of this tube is of $`O(N^{\alpha +0.5})`$ which is the scale for the lowest entropy value obtained by taking $`2^N`$ values in a Gaussian of variance $`N^{2\alpha }`$. So if at $`T=0`$, the best state is the one with lowest $`E`$, at any strictly positive temperature the best state is the one with the best slope. This means that all level crossings take place at zero temperature; there is zero temperature chaos but no chaos at $`T>0`$!

When $`\alpha 0.5`$, we have

$$F_0N\sqrt{\mathrm{ln}2}\frac{N^{2\alpha }\sqrt{\mathrm{ln}2}T^2}{2}$$
(14)
Now, the dependence in $`T`$ is non-linear; there must be some crossings at $`T>0`$ because the lowest energy state changes its slope in temperature and in $`N`$. This suggest that the number of crossings in a $`\delta T`$ interval diverges with $`N`$ for every temperature.

Finally, if $`\alpha =0`$, we obtain

$$F_0N\sqrt{\mathrm{ln}2}\sqrt{\mathrm{ln}2}T^2$$
(15)
so the dependence on $`T`$ is $`N`$-independent. Since the energy increase of successive crossings is at least of $`O(1)`$, it is not possible to pass an infinite number of levels in the tube. Thus there should only be a finite number of crossings in each $`\delta T`$ interval.

Now we also know that changing $`\alpha `$ is the same as re-scaling the temperature; this gives a strong constraint on the number of crossings in a given interval. Let’s assume that the scaling of the mean number of crossings in a temperature interval $`\delta T`$ is of the form

$$𝒩_N(T,T+\delta T)=N^{\gamma (\alpha )}\delta Tg\left(\frac{T}{N^{\kappa (\alpha )}}\right)$$
(16)
Then the invariance under the transformation $`\alpha _1\alpha _2`$ and $`TTN^{\alpha _1\alpha _2}`$ gives

$`\begin{array}{c}\gamma (\alpha _1)\gamma (\alpha _2)=\alpha _1\alpha _2\\ \kappa (\alpha _1)\kappa (\alpha _2)=\alpha _2\alpha _1\end{array}`$ (19)
It follows that

$`\begin{array}{c}\gamma (\alpha )=\alpha +\beta _1\\ \kappa (\alpha )=\alpha +\beta _2\end{array}`$ (22)
Furthermore, we must respect the constraints derived previously. First, assuming $`g(x)`$ decays quickly (not as a power law) at large $`x`$, the disappearance of $`T>0`$ crossings when $`\alpha >0.5`$ gives $`\beta _2=0.5`$. Second, since $`\alpha =0`$ gives crossing density at large $`N`$, we must have $`\beta _1=0`$. The scaling form for the mean number of crossings in a temperature interval $`\delta T`$ is then

$$𝒩_N(T,T+\delta T)=N^\alpha \delta Tg\left(\frac{T}{N^{0.5\alpha }}\right)$$
(23)
From this formula, we deduce that the total number of crossings is in fact $`O(\sqrt{N})`$, much less than the bound $`O(N)`$. Also if $`g(0)`$ is finite, the case $`\alpha =0`$ leads to a mean temperature of the $`k^{th}`$ crossing that is proportional to $`k`$.

### 4.2 Numerical investigation

It is of some use to illustrate and check these results by a numerical procedure but we also want to compute the function $`g(x)`$. A simple way to do this is to generate $`2^N`$ random energies, $`2^N`$ random entropies, and to check for crossings, but such a procedure require a computation time that is exponential in $`N`$. Instead we used a method which allows us to have an algorithm linear in $`N`$, and thus to simulate up to $`2^{800}`$ levels. With no loss of generality we can focus on the case $`\alpha =0`$; we have simulated $`10000`$ instances for $`N=100,200,300,400,600`$ and $`800`$.

We explain our algorithm in the appendix for readers interested in algorithmic issues. Basically, our method constructs in a time proportional to $`N`$ the series of crossing points for a random realization of the Re-Rem. Then we measure the statistics of these crossings by averaging over many instances, repeating this for different values of $`N`$. The scaling function $`g(x)`$ is then obtained by using equation 23; the results are shown in figure 3. The data collapse is excellent, showing that the $`T/\sqrt{N}`$ scaling works very well. We do see some deviations at small $`N`$ in the tail; these correspond to corrections to scaling, and are small (invisible) beyond $`N=500`$.

From this numerical computation of $`g(x)`$, we can extract the number of crossings in any temperature interval for any $`\alpha `$ and $`N`$. Consider first the case $`\alpha =0.5`$ which is the appropriate value in the mean field picture. One has

$$𝒩_N^{\alpha =0.5}(T,T+\delta T)=\sqrt{N}\delta Tg(T)$$
(24)
Focusing on the interval $`T_c/3`$ to $`2T_c/3`$, we find about $`6\sqrt{N/1000}`$ crossings, that is $`6`$ crossings for $`N=1000`$.

One can also consider other values for the exponent $`\alpha `$. In the framework of the EA model in $`d=3`$, the fractal dimension of the surface of system-size domains has been measured KrzakalaMartin00 ; PalassiniYoung00a , leading to $`\alpha =d_s/2d0.46`$. For this value of the exponent the mean number of crossings in the $`T_c/3`$ to $`2T_c/3`$ interval is now reduced to about $`3`$ when $`N=1000`$.

The main conclusion of this section is that the number of crossings in a temperature interval grows as a power of $`N`$ if $`0<\alpha 0.5`$ but with a small prefactor. Thus, if we simply map our Re-Rem results to estimate the strength of chaos that should arise in Monte Carlo simulations, we find that there will be very little sign of chaos until $`N`$ is at least a few hundred. However, the mapping from the Re-Rem most certainly over-estimates significantly the number of crossings in microscopic models (cf. the next section and the final discussion).

## 5 Droplet extension of the Re-Rem

As given so far, our Re-Rem has excitation energies of $`O(1)`$. However, it is possible to modify the model in order to mimic the droplet/scaling BrayMoore86 ; FisherHuse88  picture of spin glasses. There low-lying excitation energies are $`O(N^{\theta /d})`$, that is $`O(L^\theta )`$ where $`\theta `$ is the stiffness exponent which is at the heart of the droplet and scaling pictures of spin glasses.

### 5.1 REM revisited: The Scaling-REM

To construct the Scaling-REM (S-REM), we note that it is not appropriate to identify single spin configurations with states, a valley containing a large number of similar configurations. Thus we take a number of states that is much smaller that $`2^N`$; as a consequence, the variance of their energy will no longer be $`O(N)`$. Our method is thus to rescale the energies by a factor $`N^{\theta /(2d)}`$ while the number of states is reduced from $`2^N`$ to $`2_{}^{N}{}_{}{}^{\beta }`$ (with $`\beta <1`$). This gives

$$2\sigma _{E}^{}{}_{}{}^{2}=N^{1+\frac{\theta }{d}}$$
(25)
$$S_C(E)=N^\beta \mathrm{ln}2\frac{E^2}{2\sigma _{E}^{}{}_{}{}^{2}}$$
(26)
Then $`T_c=\sigma _E/\sqrt{2N^\beta \mathrm{ln}2}`$ and $`E_0=\sigma _E\sqrt{2N^\beta \mathrm{ln}2}`$. We want an extensive ground state energy at $`T=0`$; thus

$$E_0=\sqrt{N^\beta \mathrm{ln}2}\sqrt{N^{1+\theta /d}}$$
(27)
imposes $`\beta =1\frac{\theta }{d}`$. It follows that the critical temperature is now given by $`T_c=N^{\theta /d}/2\sqrt{\mathrm{ln}2}`$, and so $`T_c>0`$ only if $`\theta 0`$. Note that for $`\theta >0`$, $`T_c\mathrm{}`$ as in the Directed Polymer in a Random Medium (DPRM) in $`1+1`$ dimension, in contrast to what happens in realistic spin glasses. Actually, this S-REM is very close to the DPRM. Consider for instance the exponents giving (i) the finite size corrections to the ground state energy, (ii) the sample to sample fluctuations and (iii) the energy of the first excited state; they are the same (i.e., $`\theta /d`$) in the two models, whereas two distinct exponents arise in the droplet model BouchaudKrzakala02 . Nevertheless, this S-REM provides an interesting picture of the low temperature phase that is quite compatible with the scaling/droplet picture there, even if it misses $`T_c<\mathrm{}`$.

### 5.2 Re-Rem revisited

We can perform the analogous scaling extension for the Re-Rem and obtain a Scaling-Re-Rem where low-lying excitation energies scale as $`N^{\theta /d}`$. All the computations are straight-forward. One finds that the critical temperature of the S-Re-Rem is given by

$$T_c=\frac{\sqrt{N^{1+\theta /d}+T^2N^{2\alpha }}}{2\sqrt{N^{1\theta /d}\mathrm{ln}2}}=\frac{N^{\theta /d}\sqrt{1+T^2N^{2\alpha \theta /d1}}}{2\sqrt{\mathrm{ln}2}}$$
(28)
and that $`F_0N\sqrt{1+T^2N^{2\alpha 1\theta /d}}`$. Now letting $`\alpha ^{}=\alpha \theta /(2d)`$, we have

$$T_c=\frac{N^{\theta /d}\sqrt{1+T^2N^{2\alpha ^{}1}}}{2\sqrt{\mathrm{ln}2}}$$
(29)
$$F_0N\sqrt{1+T^2N^{2\alpha ^{}1}}$$
(30)
From this, we see that the thermodynamics is the same as that of the Re-Rem but where $`\alpha `$ has been replaced by $`\alpha \theta /(2d)`$. We can also apply this correspondence to the formulae for the level crossing properties <sup>1</sup><sup>1</sup>1Note that the width of the tube now grows as $`N^{\theta /d}`$., again again that there is temperature chaos. More precisely, if we start from the scaling form 16 then using $`\alpha ^{}`$ instead of $`\alpha `$, equation 30 implies as before that $`\beta _2=0.5`$, but $`\beta _10`$ since the width of the tube grows as $`N^{\theta /d}`$. However, the number of levels being $`2^{N^\beta }`$, the total number of crossing goes as $`\sqrt{N^\beta }`$ and the general scaling for $`\theta 0`$ is

$$𝒩_N(T,T+\delta T)=N^{\alpha \theta /d}\delta Tg\left(\frac{T}{N^{0.5\alpha +\theta /2d}}\right)$$
(31)
### 5.3 Criterion for temperature chaos

Even if the S-Re-Rem model is a bit ad-hoc, it may correctly describe some glassy systems at low temperature. The general criterion for temperature chaos depends only on the value of parameters $`\alpha `$ and $`\theta /d`$. If $`\alpha \theta /d<0`$, there is no chaos at all, all crossings being pushed to $`T=\mathrm{}`$. If $`\alpha \theta /d=0`$, the density of crossings is finite; this is what we call weak temperature chaos. If $`0<\alpha \theta /d`$ while $`\alpha \theta /(2d)0.5`$, there are an infinite number of crossings in each temperature interval, that is strong temperature chaos. Finally, if $`\alpha \theta /(2d)>0.5`$, there is no finite temperature chaos because all crossings take place at $`T=0`$. Note that if one accepts $`\alpha =d_s/2d`$, we recover the original Bray and Moore argument. However, within our model we can estimate the number of crossings, and comparing to the discussion of section 4, the case $`\theta >0`$ leads to even fewer crossings than when $`\theta =0`$.

## 6 Temperature chaos in the naïve mean field framework

Ideally, one would like to confront the Re-Rem predictions with the chaos properties arising in a realistic model. This requires defining finite volume states or valleys and following them as a function of temperature. A natural approach is to use the TAP ThoulessAnderson77  equations where each state is parametrized by its magnetizations $`m_i=S_i`$. However, these equations have 2 serious drawbacks: (i) on the $`3`$-dimensional lattice, the TAP equations fail to give non-paramagnetic solutions LingBowman83 ; (ii) even for the SK model NemotoTakayama85 , having $`N<\mathrm{}`$ (which is unavoidable numerically) leads to unsurmountable convergence problems Nemoto87 . The source of these difficulties seems to be the strength of the retro-action term. An ad-hoc solution consists in either reducing or neglecting this term. Following previous authors LingBowman83 ; MuletPagnani01 , we choose the second option which corresponds to the naïve mean field equations (NMFE) BraySompolinsky86 .

### 6.1 Naïve Mean Field Equations

The NMFE are

$$m_i=\mathrm{tanh}(\beta \underset{j}{}J_{ij}m_j)$$
(32)
The solutions to these equations define the naïve mean field (NFM) states; they correspond to the stationary points of the NMF free-energy functional

$$F(\{m_i\})=E(\{m_i\})TS(\{m_i\})$$
(33)
where the energy and the entropy functionals are given by

$$E=\underset{<ij>}{}J_{ij}m_im_j$$
(34)
$$S=\underset{i}{}\frac{(1+m_i)\mathrm{ln}(1+m_i)+(1m_i)\mathrm{ln}(1m_i)}{2}$$
(35)
$`F`$ has both local minima and saddles; we follow the TAP approach and construct in our numerics only local minima.

Our procedure is as follows. For each disorder instance, we will produce two NMF states $`_1`$ and $`_2`$ and will work out their dependence on temperature. We start by building their $`T=0`$ intercept: $`_1`$ is in fact the ground state, while $`_2`$ is a large-scale low-energy excitation. (To obtain the ground state, we use a state-of-art algorithm HoudayerMartin01 . In virtue of the method used to generate excitations KrzakalaMartin00 , the excitation energies are $`O(1)`$ and do not grow when increasing $`N`$.) We then numerically determine how the $`_i`$ evolve as we increase the temperature from $`0`$ to $`T_c`$. In practice, we increase the temperature $`T`$ in sufficiently small steps ($`\mathrm{\Delta }T=0.05`$) and perform steepest descent on the free-energy functional, using as starting point $`_i`$ at the previous temperature. With this procedure, referred to as heating of the ground state in MuletPagnani01 , we consider two NMF states that evolve with increasing temperature.

### 6.2 Numerical results for the $`3d`$ EA model

First, let us give some qualitative properties of this NMF system. We find a non-zero Edwards-Anderson order parameter $`q_{EA}=_im_{i}^{}{}_{}{}^{2}/N`$ for any instance and any state when $`T<T_c`$ ($`T_c5`$ in the $`3d`$ NMF EA model, and $`T_c2`$ in the NMF SK model), and $`q_{EA}`$ is self-averaging. If we follow a given state, the two temperature spin overlap $`q_{0T}=_im_{i}^{}{}_{}{}^{(T=0)}m_{i}^{}{}_{}{}^{(T)}/N`$ decreases and reaches zero when $`T=T_c`$. Furthermore, the equal temperature mutual overlap between $`_1`$ and $`_2`$, $`q_{TT}^{\alpha \beta }=_im_{i}^{}{}_{}{}^{\alpha }(T)m_{i}^{}{}_{}{}^{\beta }(T)/N`$, also decreases smoothly when going from $`T=0`$ to $`T_c`$, suggesting that evolving those states according to the NMF equations mainly just reduces the size of the $`m_i=<S_i>`$. Do we get level crossings as would be expected if there was temperature chaos? We are particularly interested in the behavior of state to state free-energy fluctuations at very low temperatures as this quantity is at the heart of our Re-Rem picture.

For this model, we have used on average $`1000`$ ground states and excitations for sizes $`L=8,10,11`$ and $`12`$. We focus in all that follows on the instances where our excitations have an overlap with the ground state satisfying $`0|q|0.05`$. However the data for other overlap intervals have a qualitatively similar behavior.

According to zero-temperature chaos, when going from $`T=0`$ to $`T>0`$, the valley $`_1`$ should be above the valley $`_2`$ with a strictly postive probability when $`N`$ grows. We find this to be the case, and have found that the probability to find such an inversion increases with temperature. To understand this more quantitatively, define $`\delta F`$ to be the free-energy difference $`F(_2)F(_1)`$. Figure 4 shows the distribution $`P(\delta F)`$ at different temperatures for $`L=12`$. The variance of this distribution increases with temperature. The curves for different $`L`$ and different window overlaps look similar, so once $`T>0`$, there is a positive probability that $`\delta F<0`$, corresponding to a level crossing. Since there are an infinite number of such excitations in the thermodynamics limit, and since they plausibly all behave the same way, these crossings suggest that there is indeed temperature chaos.

To make contact with our Re-Rem picture, one should extract $`\alpha `$ from the $`L`$ dependence of the variance of $`\delta F`$. If $`\alpha >0`$, the variance of $`\delta F`$ will diverge at large $`L`$ as $`L^{2\alpha d}`$. In the inset of figure 4 we plot the variance of $`\delta F`$ at different temperatures. At any given temperature, we can fit its L dependence; not surprizingly, just as was previously found at $`T=0`$ KrzakalaMartin00 ; PalassiniYoung00a , the data can be fit with $`\alpha =0.5`$ (the mean field case $`d=d_s`$) while the best fit gives $`\alpha 0.46`$ ($`d_s2.76`$). What is important is that $`\alpha `$ is certainly not 0. This suggests that this system have strong chaos.

### 6.3 Numerical results for the SK model

Recently, the naïve mean field framework was used by Mulet et al. MuletPagnani01  to study temperature chaos in the SK model. Although they concluded that there is no chaos, we feel it is necessary to reconsider that conclusion in view of the Re-Rem analysis.

Compared to the EA model, the SK is numerically difficult because of its long range interactions. More numerical effort is needed to find ground states or excitations and also for doing the steepest descent on the NMF free-energy functional. We were thus limited to “small” values of $`N`$: we used $`N=64,128`$ and $`192`$, performing statistics using $`50`$ ground states and excitations for each value of $`N`$.

Our conclusions are qualitatively similar to those we obtained for the $`3d`$ EA model (see figure 5). We find that there is a strictly positive probability that $`_1`$ and $`_2`$ cross; fits of the free-energy fluctuations give a value for $`\alpha `$ fully compatible with $`0.5`$. These results are those that are expected in the Re-Rem picture; it is thus appropriate to conclude that there should be temperature chaos. However, note that the variance of $`\delta F`$ grows only slowly with $`N`$ so very few crossings are expected until much larger values of $`N`$ are reached.

## 7 Discussion

This work has two main points. First, we have developped a solvable model of spin glasses inspired from the REM that allows a precise study of temperature chaos. This model has strong temperature chaos unless its exponent $`\alpha `$ is artificially set to zero. However; this chaos is absent until the system size $`N`$ reaches about several hundred. Second, we have argued that this Re-Rem model should be relevant for real spin glasses by considering the particular case of naïve mean field equations. The numerical study of that system turned out to be in complete agreement with the expectations of the Re-Rem picture, giving strong evidence that temperature chaos does occur in spin glass models such as the $`3d`$ Edwards-Anderson and the SK models.

The question of temperature chaos has lingered on for many years because of lack of numerical evidence. One may considering the absence of chaos signals in past and present MC simulations by the fact that in the Re-Rem, $`N`$ must be quite large for chaos to appear. Indeed, we saw that in the Re-Rem chaos becomes clear for $`N1000`$ but it is clearly inappropriate to consider that one has $`2^N`$ states in a physical system of $`N`$ spins. Having far fewer states will lead to fewer crossings, and so it may be that no chaos will be seen from MC simulation in the near future. However, we believe that our naïve mean field study suggests on the contrary that chaos in realistic systems is within grasp of current Monte Carlo techniques. One way to do this is to consider for instance the $`3d`$ EA model and to extract at each temperature the states or “valleys” by clustering the equilibrium configurations. Then following these states in temperature will allow one to compare directly with the Re-Rem picture.

In the future, it would be interesting to extend the Re-Rem to more complex systems such as the Generalized Random-Energy-Model. In such a G-Re-Rem model, one would be able to understand the effects of 2-step, 3-step and continuous RSB. Another interesting possibility is to study the Re-Rem with more realistic behavior than a pure linear dependence in $`T`$, the free-energies of levels being a more complicated function of $`T`$.

Acknowledgments

We wish to thank M. Mézard, G. Parisi and M. Sasaki for stimulating discussions. F.K. acknowledges a fellowship from the MENRT. The LPTMS laboratory is an Unité de Recherche de l’Université Paris XI associée au CNRS.

Appendix

Here we explain in detail our algorithm. We want to construct efficiently the series of crossing points for a realization of the Re-Rem having $`2^N`$ states or levels, level $`i`$ having energy $`E_i`$ and entropy $`S_i`$. It is convenient to assume that these states have been ordered in increasing value of their energies. We will start with the ground state: this level $`l(0)=0`$ has energy-entropy $`(E_{l(0)},S_{l(0)})`$. Then we will continue by finding the next level $`l(1)`$ that has a lower entropy than that of $`l(0)`$, i.e., $`S_{l(1)}<S_{l(0)}`$. This construction is extended by recurrence: given the level number $`l(n)`$ and values ($`E_{l(n)},S_{l(n)}`$), we will generate with the correct probability distribution of the next level $`l(n+1)`$ that has $`S_{l(n+1)}<S_{l(n)}`$ as well as the quantities $`(E_{l(n+1)},S_{l(n+1)})`$. The key point is that all these quantities can be generated recursively without “looking” at all $`2^N`$ states. Once this list of ($`l(n),E_{l(n)},S_{l(n)}`$) values is constructed (this takes $`O(N)`$ operations), we can then reconstruct the lowest state at any temperature, and thus the statistics of the crossings.

To begin our algorithm, we set $`n=0`$, $`l(0)=0`$ and choose $`S_{l(0)}`$ according to its Gaussian distribution. Then we must generate $`E_{l(0)}`$ (note that $`E_{l(0)}`$ and $`S_{l(0)}`$ are uncorrelated random variables). The probability density of $`E_{l(0)}`$ is

$$P(E_{l(0)})=2^N\rho _N(E_{l(0)})[1Q(E_{l(0)}]^{(2^N1)}$$
(36)
where $`\rho _N(E)`$ is the probability density of energies in the Re-Rem model (a Gaussian) and $`Q`$ is defined by

$$Q(E)=_{\mathrm{}}^E\rho _N(x)𝑑x$$
(37)
To generate $`E_{l(0)}`$ with its distribution, we use the accept/reject method. Finally we set $`E_{old}=E_{l(0)}`$ and $`S_{old}=S_{l(0)}`$.

Now we enter the recursion. Given the values $`l(n)`$, $`E_{old}`$ and $`S_{old}`$, we first determine the next level $`l(n+1)`$ that has an entropy below $`S_{old}`$. Let $`\mathrm{\Delta }l`$ be defined by $`l(n+1)=l(n)+\mathrm{\Delta }l`$; $`\mathrm{\Delta }l`$ is exactly the number of times one has to generate a random entropy $`S_{new}`$ according to the Re-Rem entropy distribution until we find a value satisfying $`S_{new}<S_{old}`$. Define $`p`$ to be the probability to get a slope smaller than $`S_{old}`$ with one trial; then

$$p=_{\mathrm{}}^{S_{old}}\rho _N(S)𝑑S$$
(38)
Clearly, $`\mathrm{\Delta }l`$ (the number of attempts made before reaching an entropy value lower than $`S_{old}`$) is a random variable; its probability distribution is

$$P(\mathrm{\Delta }l)=(1p)^{\mathrm{\Delta }l1}p$$
(39)
We thus generate $`\mathrm{\Delta }l`$ according to this distribution. This gives us the new level to consider, $`l(n+1)=l(n)+\mathrm{\Delta }l`$. If $`l(n+1)2^N`$, we stop as such a level does not exist. Otherwise, $`l(n+1)`$ is a legitimate level, and we proceed by determining ($`E_{l(n+1)},S_{l(n+1)}`$).

The entropy of level $`l(n+1)`$ is easy to generate because its distribution is that of any $`S_i`$ subject to the condition that $`S_{new}<S_{old}`$. The only difficulty is for generating $`E_{l(n+1)}`$. To do that, start with $`P(E_{old},E_{new})=P(E_{old})P(E_{new}|E_{old})`$ where the quantities $`l(n)`$ and $`l(n+1)`$ are considered as known. From this relation, we derive

$`P(E_{new}|E_{old})=\left(\begin{array}{c}l(n+1)l(n)1\\ M(l(n)+1)\end{array}\right)`$ (42)
$`\times Q(E_{old},E_{new})^{\mathrm{\Delta }l1}(Ml(n+1))\rho _N(E_{l(n+1)})`$
$`\times {\displaystyle \frac{(1Q(E_{l(n+1)}))^{M(l(n+1)+1)}}{(1Q(E_{l(n)}))^{M(l(n)+1)}}}`$ (43)
when $`M=2^N`$ and $`Q(a,b)=Q(b)Q(a)`$. We sample this distribution by the accept-reject method again.

Equation 35 has a simple interpretation; we have built a set of “volumes” in the space of $`E_i`$s. The relative space we can explore now has weight $`[1Q(E_{l(n)})]^{M(l(n)+1)}`$. In this space, we first generate $`\mathrm{\Delta }l1`$ energies in the interval $`[E_{l(n)},E_{l(n1)}]`$ and this gives the first part. Then we assign the level whose energy is $`E_{l(n+1)}`$. There are $`Ml(n+1)`$ ways to choose the level among the remaining ones. Finally, the last $`(M(l(n+1)+1))`$ energies have to be assigned and then we must normalize the distribution. Given this $`E_{new}`$, we set $`E_{l(n+1)}`$ to $`E_{new}`$ and we are finished. To continue the recursion, we set $`E_{old}`$ to $`E_{new}`$, $`S_{old}`$ to $`S_{new}`$ and $`n`$ to $`n+1`$.

To summarize the whole procedure, using these probability distributions, we can directly create an instance of a list of crossings by producing the $`O(N)`$ $`E_{l(n)}`$ and $`S_{l(n)}`$ that will cross and then study these crossings (this is a simple problem). From a numerical point of view however, these distributions are not so easy to compute, and one has to take care of machine rounding errors; that source of error limited us to $`N<1000`$.


format: text

text:
# Measurement induced quantum-classical transition

0pt0.4pt 0pt0.4pt 0pt0.4pt

## Abstract

A model of an electrical point contact coupled to a mechanical system (oscillator) is studied to simulate the dephasing effect of measurement on a quantum system. The problem is solved at zero temperature under conditions of strong non-equilibrium in the measurement apparatus. For linear coupling between the oscillator and tunneling electrons, it is found that the oscillator dynamics becomes damped, with the effective temperature determined by the voltage drop across the junction. It is demonstrated that both the quantum heating and the quantum damping of the oscillator manifest themselves in the current-voltage characteristic of the point contact.

There is a dramatic difference in the observed behaviors of microscopic particles and of macroscopic objects. The everyday-scale objects obey the rules of classical Newtonian mechanics, while microscopic particles command the use of quantum physics for their description. The effects of quantum coherence are almost never observed at the macroscale. The only known exceptions are realized when the macroscopic quantum state is particularly robust against external perturbations, as is the case for superconductors and quantum Hall liquids. Hence, it appears natural to assume that it is the coupling to the external world, or $`environment`$, that leads to $`decoherence`$ and consequently to a transition from quantum to classical behavior. This process was explored in detail in numerous works. It has been shown that within a phenomenological model of environment, at sufficiently high temperatures, a quantum mechanical system becomes effectively classical . The environment provides both the decoherence and the dissipation needed for the quantum-classical transition.

Another important distinction between the classical and quantum systems is in their response to measurement. Measurement of a classical system in principle can have no effect on the state of the system; on the other hand, in the quantum regime, the measurement itself is a source of decoherence that inevitably changes the state of the system . The main difference between the measurement process and the environment induced dephasing is that measurement is an intrinsically non-equilibrium process. In this work we demonstrate that despite the apparent differences, the measurement can also induce a quantum-classical transition. Recently, Gurvitz et al.  and Korotkov et al.  have shown that electrical measurement leads to dephasing of a finite state system that is being measured. The systems that they have studied did not have however a classical analogue. Here, we extend their approach to the problem of the measurement of a mechanical system. Specifically, we consider a quantum oscillator coupled to an electrical point contact in the tunneling regime . We solve this combined problem in the non-equilibrium limit of large voltage across the point contact. From the general solution, we separately extract the dynamics of the oscillator and of the current through the contact. For the oscillator, our main findings are that (1) coupling to the tunneling electrons leads to dissipation with damping coefficient independent of the applied voltage, (2) current shot noise generates fluctuations and decoherence, and (3) behavior of the mechanical system becomes effectively classical with the temperature equal to one half of the voltage drop across point contact. For the point contact, we determine the stationary non-linear current-voltage ($`I`$-$`V`$) characteristic, which implicitly measures the effects of the quantum heating and quantum dissipation in the oscillator. Thereby we explicitly demonstrate how measurement can induce a quantum-classical transition.

We consider a system described by the Hamiltonian

$`\widehat{H}={\displaystyle \underset{l}{}}ϵ_la_l^{}a_l`$ $`+`$ $`{\displaystyle \underset{r}{}}ϵ_ra_r^{}a_r+\widehat{H}_0(x)`$ (1)
$`+`$ $`{\displaystyle \underset{l,r}{}}\widehat{\mathrm{\Omega }}(x)\left(a_l^{}a_r+a_r^{}a_l\right).`$ (2)
Here $`a_l^{}`$ ($`a_r^{}`$) creates an electron at the energy level $`ϵ_l`$ ($`ϵ_r`$) in the left (right) reservoir. $`\widehat{H}_0(x)=(1/2m)_x^2+U(x)`$ is the unperturbed Hamiltonian of an oscillator of mass $`m`$ in classical confining potential $`U(x)`$, where $`x`$ is the oscillator coordinate. In what follows we set both electron charge $`e`$ and Planck constant $`\mathrm{}`$ to unity unless stated otherwise. Generalization to multi-dimensional case when $`x`$ is a vector is straightforward. The last term in Eq. (2) describes tunneling of electrons between reservoirs, modulated by the oscillator position $`x`$. For simplicity we assume that the transition matrix element $`\widehat{\mathrm{\Omega }}(x)`$ is independent of single electron states $`l`$ and $`r`$ in the reservoirs. The latter dependence can be included without qualitative modification of our principal results. Moreover, $`\widehat{\mathrm{\Omega }}(x)`$ can be a general hermitian operator of the particle’s coordinates, i.e. it can be a function of momenta. Finally, there is an electrical bias, $`V`$, applied across the tunnel junction, so that the chemical potentials in the reservoirs are related as $`\mu _L\mu _R=eV>0`$.

To determine the time evolution of the system described by the above Hamiltonian, we use the many-body Shrödinger equation approach developed in Refs.  for solution of highly-nonequilibrium quantum transport problems. The wavefunction of the full system is

$`|𝚿(t)=\{`$ $`b_0(x,t)+{\displaystyle \underset{l,r}{}}b_{lr}(x,t)a_r^{}a_l`$ (4)
$`+{\displaystyle \underset{l,l^{}r,r^{}}{}}b_{ll^{}rr^{}}(x,t)a_r^{}a_r^{}^{}a_la_l^{}+\mathrm{}\}|\mathrm{𝟎},`$
where the initial state $`|\mathrm{𝟎}`$ corresponds to fully occupied Fermi seas in the reservoirs, with no electrons above the respective chemical potentials. This wavefunction is a superposition of all possible electron-hole combinations that can be generated by the Hamiltonian $`H`$; note that $`H`$ conserves the total number of electrons in the reservoirs. The first term in $`𝚿`$ is the time-dependent part of the wavefunction that corresponds to unchanged occupancy of Fermi seas; the second term describes a state in which a hole is created in the left reservoir and an extra electron occupies the right reservoir, etc. In our representation, the amplitudes $`b(x,t)`$ explicitly depend on the coordinate $`x`$ of the oscillator. Substituting wavefunction (4) into the Scrödinger equation with Hamiltonian (2), $`i|\dot{𝚿}=H|𝚿`$, and performing imaginary Laplace transform on $`𝚿`$, $`\stackrel{~}{b}(\omega )=_0^{\mathrm{}}𝑑te^{i\omega t}b(t)`$, we obtain an infinite set of equations for the amplitudes $`\stackrel{~}{b}`$:

$`\left(\omega \widehat{H}_0(x)\right)\stackrel{~}{b}_0(x,\omega ){\displaystyle \underset{l,r}{}}\widehat{\mathrm{\Omega }}(x)\stackrel{~}{b}_{lr}(x,\omega )=i\psi _0(x),`$ (6)
$`\left(\omega \widehat{H}_0(x)+ϵ_lϵ_r\right)\stackrel{~}{b}_{lr}(x,\omega )\widehat{\mathrm{\Omega }}(x)\stackrel{~}{b}_0(x,\omega )`$ (7)
$`{\displaystyle \underset{l^{},r^{}}{}}\widehat{\mathrm{\Omega }}(x)\stackrel{~}{b}_{ll^{}rr^{}}(x,\omega )=0,`$ (8)
$`\mathrm{}.`$ (9)
Here, $`\psi _0(x)`$ is the initial state of the particle. In order to proceed, we solve the $`n^{th}`$ equation for the $`n^{th}`$ amplitude $`\stackrel{~}{b}(\omega ,x)`$ in terms of the $`(n1)^{th}`$ and $`(n+1)^{th}`$ amplitudes and substitute it into the $`(n1)^{th}`$ equation. Then, as it was shown in Ref. , the contribution of the $`(n+1)^{th}`$ amplitude to the $`(n1)^{th}`$ equation is negligible. Not only it is of higher order in the coupling constant $`\widehat{\mathrm{\Omega }}(x)`$, but it also vanishes in the limit of large bias. As an example, let us solve Eq. (8) for $`\stackrel{~}{b}_{lr}(\omega ,x)`$ and substitute the resulting expression into Eq. (6). The sum in Eq. (6) becomes proportional to $`\stackrel{~}{b}_0`$,

$`{\displaystyle \underset{l,r,n}{}}{\displaystyle 𝑑x^{}\frac{\widehat{\mathrm{\Omega }}(x)\widehat{\mathrm{\Omega }}(x^{})\varphi _n(x)\varphi _n^{}(x^{})}{\omega E_n+ϵ_lϵ_r}\stackrel{~}{b}_0(\omega ,x^{})},`$ (10)
where $`\varphi _n(x)`$ and $`E_n`$ are eigenfunctions and eigenvalues of $`\widehat{H}_0(x)`$, $`\widehat{H}_0\varphi _n(x)=E_n\varphi _n(x)`$. Replacing summations over $`l`$ and $`r`$ by integrals over the corresponding densities of states, $`\rho _L`$ and $`\rho _R`$ (here assumed constant), $`_{l,r}(\omega E_n+ϵ_lϵ_r)^1=i\pi \rho _L\rho _R(V+\omega E_n)\mathrm{\Theta }(V+\omega E_n)`$. The real part of the sum only weakly renormalizes the self energy of the oscillator . The step-function $`\mathrm{\Theta }`$ can be dropped provided the typical energy spacing for $`\widehat{H}_0`$ is much smaller than $`V`$ and the particle’s dynamics involves only relatively low-lying energy levels, such that condition $`V>E_n`$ is satisfied. The latter assumption is consistent with the final results of our calculation and thus $`\mathrm{\Theta }(V+\omega E_n)`$ is omitted. Then, using the completeness relation for $`\varphi _n(x)`$, the above sum yields $`i\pi \rho _L\rho _R[\widehat{\mathrm{\Omega }}^2(x)(V+\omega )\widehat{\mathrm{\Omega }}(x)\widehat{H}_0(x)\widehat{\mathrm{\Omega }}(x)]\stackrel{~}{b}_0(\omega ,x)`$. Applying this procedure to all equations in the chain (Measurement induced quantum-classical transition) and neglecting terms of order $`O(\widehat{\mathrm{\Omega }}^4)`$ and higher, we obtain a set of simplified equations,

$`\left(\omega \widehat{H}_0(x)\right)\stackrel{~}{b}_0(x)`$ (12)
$`i{\displaystyle \frac{\eta }{2}}\left\{\widehat{\mathrm{\Omega }}[\widehat{H}_0,\widehat{\mathrm{\Omega }}](x)V\widehat{\mathrm{\Omega }}^2(x)\right\}\stackrel{~}{b}_0(x)=\mathrm{\Delta }(x),`$ (13)
$`\left(\omega \widehat{H}_0(x)+ϵ_lϵ_r\right)\stackrel{~}{b}_{lr}(x)\widehat{\mathrm{\Omega }}(x)\stackrel{~}{b}_0(x)`$ (14)
$`i{\displaystyle \frac{\eta }{2}}\left\{\widehat{\mathrm{\Omega }}[\widehat{H}_0,\widehat{\mathrm{\Omega }}](x)V\widehat{\mathrm{\Omega }}^2(x)\right\}\stackrel{~}{b}_{lr}(x)=0,`$ (15)
$`\mathrm{},`$ (16)
where square brackets denote commutator, $`\widehat{\mathrm{\Omega }}[\widehat{H}_0,\widehat{\mathrm{\Omega }}](x)\widehat{\mathrm{\Omega }}(x)[\widehat{H}_0(x),\widehat{\mathrm{\Omega }}(x)]`$, $`\eta =2\pi \rho _L\rho _R`$, and $`\mathrm{\Delta }(x)=i\psi _0(x)(1i\pi \rho _L\rho _R\widehat{\mathrm{\Omega }}^2(x))`$. Eqs. (Measurement induced quantum-classical transition) allow us to derive the quantum rate equations for our system. We introduce the density matrix of the system defined as

$`\sigma ^0(x,x^{},t)`$ $`=`$ $`b_0(x,t)b_0^{}(x^{},t),`$ (17)
$`\sigma ^1(x,x^{},t)`$ $`=`$ $`{\displaystyle \underset{l,r}{}}b_{lr}(x,t)b_{lr}^{}(x^{},t),`$ (19)
$`\mathrm{}.`$
Each of these objects is the density matrix of the oscillator conditioned by the number of electrons (the superscript in $`\sigma `$’s) that have arrived in the right reservoir. Here we outline the derivation of the rate equation for $`\sigma ^1`$. After replacing $`x`$ and $`\omega `$ in Eq. (13) by $`x^{}`$ and $`\omega ^{}`$ and multiplying this equation by $`\stackrel{~}{b}_{lr}(\omega ,x)`$, we subtract the result from Eqs. (15) multiplied by $`\stackrel{~}{b}_{lr}^{}(\omega ^{},x^{})`$. Summing over $`l`$ and $`r`$ and applying the inverse Laplace transform to the resulting equation, we obtain

$`{\displaystyle \frac{d}{dt}}`$ $`\sigma ^1=i[\widehat{H}_0,\sigma ^1]+{\displaystyle \frac{\eta }{2}}\left\{\widehat{\mathrm{\Omega }}[\widehat{H}_0,\widehat{\mathrm{\Omega }}](x)V\widehat{\mathrm{\Omega }}^2(x)\right\}\sigma ^1`$ (21)
$`+{\displaystyle \frac{\eta }{2}}\left\{\widehat{\mathrm{\Omega }}[\widehat{H}_0,\widehat{\mathrm{\Omega }}](x^{})V\widehat{\mathrm{\Omega }}^2(x^{})\right\}\sigma ^1+2\mathrm{I}\mathrm{m}\left(\widehat{\mathrm{\Omega }}(x)\sigma ^{0,1}\right),`$
where we introduced the off-diagonal element $`\sigma ^{0,1}(x,x^{},t)=_{l,r}b_0(x,t)b_{lr}^{}(x^{},t)`$. The latter can be expressed in terms of the diagonal element $`\sigma ^0`$. Following the above described procedure, we find

$`\sigma ^{0,1}=i{\displaystyle \frac{\eta }{2}}\left\{V\widehat{\mathrm{\Omega }}(x^{})[\widehat{H}_0,\widehat{\mathrm{\Omega }}](x^{})\right\}\sigma ^0.`$

Substituting this expression into the equation for $`\sigma ^1`$ we obtain the rate equation that couples $`\sigma ^1`$ and $`\sigma ^0`$ density matrices. The result can be generalized to the density matrix $`\sigma ^n`$ for any number $`n`$ of electrons that tunneled across the point contact,

$`\dot{\sigma }^n=`$ $``$ $`i[\widehat{H}_0,\sigma ^n]+{\displaystyle \frac{\eta }{2}}\{\widehat{\mathrm{\Omega }}[\widehat{H}_0,\widehat{\mathrm{\Omega }}](x)+\widehat{\mathrm{\Omega }}[\widehat{H}_0,\widehat{\mathrm{\Omega }}](x^{})`$ (22)
$``$ $`V(\widehat{\mathrm{\Omega }}^2(x)+\widehat{\mathrm{\Omega }}^2(x^{}))\}\sigma ^n{\displaystyle \frac{\eta }{2}}\{\widehat{\mathrm{\Omega }}(x)[\widehat{H}_0,\widehat{\mathrm{\Omega }}](x^{})`$ (23)
$`+`$ $`\widehat{\mathrm{\Omega }}(x^{})[\widehat{H}_0,\widehat{\mathrm{\Omega }}](x)2V\widehat{\mathrm{\Omega }}(x)\widehat{\mathrm{\Omega }}(x^{})\}\sigma ^{n1}.`$ (24)
From the equations of motion Eqs. (24) for the full density matrix, one can obtain a closed form equation for the density matrix of the oscillator alone, $`\sigma (x,x^{},t)`$. Summing Eqs. (24) over $`n`$ we find that the equation for $`\sigma `$ can be written in an invariant form,

$`\dot{\sigma }=i[\widehat{H}_0,\sigma ]+{\displaystyle \frac{\eta }{2}}[\widehat{\mathrm{\Omega }},\{\widehat{\mathrm{\Lambda }},\sigma \}]{\displaystyle \frac{V\eta }{2}}[\widehat{\mathrm{\Omega }},[\widehat{\mathrm{\Omega }},\sigma ]],`$ (25)
where $`\widehat{\mathrm{\Lambda }}=[\widehat{H}_0,\widehat{\mathrm{\Omega }}]`$ and curly brackets denote anticommutator. Similarly, one can determine the time dependence of the average current in terms of the oscillator density matrix. The current is defined as $`I(t)=\dot{N}(t)`$, where $`N(t)=_nn𝑑x\sigma ^n(x,x,t)`$ is the expectation value of the number of electrons that have tunnelled into the right contact by time $`t`$. Using Eqs. (24) for $`\dot{\sigma }^n`$, we find the current

$`I(t)=V\eta \mathrm{Tr}\left(\widehat{\mathrm{\Omega }}^2\sigma (t)\right){\displaystyle \frac{\eta }{2}}\mathrm{Tr}\left([\widehat{\mathrm{\Omega }},\widehat{\mathrm{\Lambda }}]\sigma (t)\right),`$ (26)
in terms of the oscillator density matrix. Eqs. (25) and (26) constitute the principal results of this work. They describe the evolution of a system modified by its interaction with non-equilibrium environment, as well as influence of the oscillator on the current between reservoirs. Remarkably, for linear coupling between the two subsystems, $`\mathrm{\Omega }(x)=\mathrm{\Omega }_0+Cx`$, we recover the Caldeira and Leggett equation (CL)  for the density matrix of the oscillator. Indeed, for the linear coupling, the second term in the RHS of Eq. (25) produces the dissipative term $`(\eta C^2/2m)(xx^{})(_x^{}_x)\sigma `$, while the last term becomes $`(\eta VC^2/2)(xx^{})^2\sigma `$. It is responsible for fluctuation/decoherence induced by the tunnel current.

Both the CL equation and our Eq. (25), describe high temperature dynamics of a mechanical system interacting with a heat bath. There is a substantial difference, however. Unlike the CL work where the heat reservoir is in equilibrium at high temperature $`T`$, our calculation is at T = 0. The effective temperature that arises in Eq. (25) is not the temperature of the reservoirs, but rather is a result of the non-equilibrium fluctuations that arise in the course of the evolution of the full system described by Hamiltonian (2). In this “classical” limit, the oscillator dynamics specified by the master equation (25), is given by the Langevin equation, $`m\ddot{x}+\gamma m\dot{x}+_xU(x)=f(t)`$, where $`f(t)`$ is white noise satisfying $`f(t)f(t^{})=2m\gamma T_{\mathrm{eff}}\delta (tt^{})`$. Comparing Eq. (25) for $`\widehat{\mathrm{\Omega }}=\mathrm{\Omega }_0+Cx`$ with Caldeira and Leggett equation , we deduce the damping coefficient

$$\gamma =\eta \mathrm{}C^2/2m$$

and the effective temperature

$$T_{\mathrm{eff}}=eV/2.$$

The fluctuations that give rise to the effective temperature can be traced back to the shot noise of the tunnel current.

In a real physical system, one can always expect presence of additional sources of dissipation. If the current across the junction is the dominant source of the fluctuations for the oscillator, the effective temperature will remain proportional to the voltage across the junction, $`T^{}=T_{\mathrm{eff}}\gamma /(\gamma +\gamma ^{})`$, where $`\gamma ^{}`$ is the extra damping in the system. In this regime, the measurement of the reduced effective temperature combined with a separate determination of the total damping coefficient, can provide the value of the non-equilibrium measurement-induced dissipation $`\gamma `$.

Due to the self-consistent coupling between the oscillator and the tunnel current, the measurement-induced effective oscillator temperature can be directly extracted from the non-linear part of the $`I`$-$`V`$ characteristic. The current dynamics is given by Eq. (26). The first term on the RHS of Eq. (26) is simply the Landauer formula with the transmission coefficient $`\eta \mathrm{\Omega }^2(x)`$ modulated by the position of the oscillator. This is what one would expect from the Hamiltonian (2) assuming elastic electron tunneling. The second term, however, is non-trivial and accounts for the possible inelasticity of electron tunneling due to the coupling to the oscillator. For linear coupling $`\widehat{\mathrm{\Omega }}(x)=\mathrm{\Omega }_0+Cx`$, this term yields $`(\gamma )`$. Hence, the expression for the time-dependent current is

$`I(t)={\displaystyle \frac{e^2}{\mathrm{}}}\eta V(\mathrm{\Omega }_0^2+C^2x^2(t))e\gamma .`$ (27)
For a linear oscillator with frequency $`\omega _0`$, such that $`U(x)=(m\omega _0^2/2)x^2`$, the stationary $`I`$-$`V`$ characteristic can be determined by solving Eq. (25) for the stationary state. In the absence of any additional sources of dissipation, we obtain that in the stationary regime $`x^2=T_{\mathrm{eff}}/(m\omega _0^2)`$. This generates a quadratic in $`V`$ term in the $`I`$-$`V`$ characteristic, which is a signature of the “quantum heating” of the oscillator. The constant negative offset term $`(e\gamma )`$ is more subtle and has to be properly interpreted. Indeed, for low bias this term could dominate, which would seem to imply a current flowing in the direction opposite to the applied voltage. This is however only an artifact which signifies the break down of our approach at low biases. To trace the origin of this term we calculate the tunnel current in the low voltage limit at zero temperature from the linear response theory. Assuming that the oscillator is in the ground state, we obtain

$`I_{\mathrm{L}.\mathrm{R}.}={\displaystyle \frac{e^2}{\mathrm{}}}\eta \mathrm{\Omega }_0^2V+{\displaystyle \frac{\eta eC^2}{\mathrm{}}}x^2_0(eV\mathrm{}\omega _0)\mathrm{\Theta }(eV\mathrm{}\omega _0),`$

where $`x^2_0`$ is the average square of the zero point motion. The $`\mathrm{\Theta }`$-function indicates that at zero temperature, for small bias neither the oscillator is excited by the current, nor the current is affected by the oscillator’s zero point motion. For a bias exceeding the oscillator excitation energy, an additional channel in the tunneling opens up. This new channel however requires the excitation of the oscillator, which introduces inelasticity and effectively reduces the applied voltage by $`\mathrm{}\omega _0`$. Since the negative offset term in the linear response equation is identical to the $`(e\gamma )`$ term that appears in Eq. (27), we conclude that both can be attributed to the dissipative effect of the oscillator on the tunnel current.

Given the correspondence between the large-voltage expression and the linear response result, we expect that the expression for current, Eq. (27), remains approximately valid for arbitrary voltage down to $`eV=\mathrm{}\omega _0`$. Below this threshold voltage, oscillator and point contact become decoupled and the traditional expression for the tunnel current in a point contact applies, assuming that the oscillator is initially in a ground state. In the presence of additional dissipation, $`\gamma ^{}`$, the square displacement expectation value should be computed at the reduced effective temperature, $`x^2=eV\gamma /[2(\gamma +\gamma ^{})m\omega _0^2]`$. With this modification included, the current-voltage equation (27) could be used to fit experimental data in order to extract the measurement-induced dissipation coefficient $`\gamma `$.

Based on the above discussion, it would seem impossible to measure zero point fluctuations of the oscillator. At low voltages, $`eV<\mathrm{}\omega _0`$, while the oscillator is in the ground state, it is completely decoupled from current. On the other hand, at high voltages the oscillator is no longer in the ground state. We will now demonstrate that it is indeed possible to measure the effect of zero point fluctuations using time-dependent measurement of the $`I`$-$`V`$ characteristic. Assuming that at $`t=0`$ oscillator was in its ground state and solving the time-dependent density matrix equation (25) for a linear oscillator, we find that the time-dependent oscillator dispersion is

$`x^2(t)=x^2_0Q(t)+x_{cl}^2(t),`$ (28)
where $`x^2_0`$ is the oscillator ground state dispersion and $`Q(t)=e^{\gamma t}(\mathrm{sin}^2(\omega _0t+\varphi _0)+\mathrm{sin}^2\omega _0t)`$, with $`\mathrm{cos}\varphi _0=\gamma /2\omega _0`$. The term $`x_{cl}^2(t)`$ arises due to the “quantum heating.” It coincides with the solution of the classical Langevin equation with the damping coefficient $`\eta `$ and temperature $`T_{\mathrm{eff}}`$ for initial conditions $`x(0)=0`$ and $`\dot{x}(0)=0`$, $`x_{cl}^2(t)=(\gamma eV/m\omega _0^2)_0^t𝑑\tau e^{\gamma \tau }\mathrm{sin}^2\omega _0\tau `$ for $`\omega _0\gamma `$. In the stationary state for $`t=\mathrm{}`$, we obtain results discussed above. For small times, $`t\gamma ^1`$, the $`x_{cl}^2(t)`$ term can be neglected and thus from Eq. (27) we obtain

$`I(t\gamma ^1)={\displaystyle \frac{e^2}{\mathrm{}}}\eta V(\mathrm{\Omega }_0^2+C^2x^2_0)e\gamma .`$ (29)
Hence we find that the zero-point motion can be extracted as the change in the linear part of the $`I`$-$`V`$ characteristic from short to long time dynamics.

A setup similar to the one considered here, was recently proposed in Ref. , where the authors argued that single electron transistor (SET) can be used as a displacement detectors for a charged mechanical cantilever. It was suggested that such setup could provide the resolution sufficient to detect the cantilever zero point motion. We expect that despite the differences in the proposed systems, our framework and results will be relevant for the SET configuration as well. Another system that may prove to be suitable for observation of the effects discussed here is a molecule trapped near a point contact .

To summarize, we have proposed a model for the coupled mechanical system and electrical point contact to simulate a measurement-induced quantum-classical transition. We have solved the problem under the conditions of a strong non-equilibrium in the measurement apparatus. Our main findings are that for linear coupling between the mechanical oscillator and the tunneling electrons, the dynamics of the oscillator becomes damped, with the effective temperature determined by the voltage drop across the junction. We have also demonstrated how both the quantum heating and the quantum damping of the oscillator manifest themselves in the current-voltage characteristic of the point contact.

We thank Keith Schwab for provoking our interest in quantum-electro-mechanical systems. We also benefited from discussions with G. P. Berman, S. Chakravarty, S. A. Gurvitz, S. Habib and A. Shnirman. This work was supported by the US DOE. D.M. was also supported, in part, by the US NSA and the US NSF.


text:
# Deformed exponentials and logarithms in generalized thermostatistics

## 1 Introduction

Several proposals exist for generalization of the Boltzmann-Gibbs formalism of equilibrium statistical physics. Examples, considered in the present paper, are Tsallis’ thermostatistics , and the formalism recently proposed by Kaniadakis . In these theories, the logarithm appearing in Shannon’s measure of information content is replaced by a deformed logarithmic function . Then the equilibrium distribution is calculated by maximizing information content under the constraint that the average energy is constant. The result is a Boltzmann-Gibbs distribution in which the exponential function is replaced by a deformed exponential function. The problem arising is that the deformed logarithmic and exponential functions are almost, but not exactly, each others inverse. This problem is solved in the present paper.

Starting point is a discussion of properties that a generalized exponential or logarithmic function should satisfy. Functions satisfying these requirements are called $`\kappa `$-deformed. Next it is shown that, given a pair of $`\kappa `$-deformed logarithmic and exponential functions, one can always produce another $`\kappa `$-deformed logarithmic function, which will be called the deduced logarithmic function. Finally, it is shown that, if in Shannon’s definition the logarithm is replaced by the deduced logarithmic function, then the equilibrium distribution is the Boltzmann-Gibbs distribution with the exponential function replaced by the $`\kappa `$-deformed exponential function.

## 2 Properties of $`\kappa `$-deformed functions

### 2.1 Definitions

The $`\kappa `$-deformed exponential function is denoted $`\mathrm{exp}_\kappa (x)`$. The deformation parameter $`\kappa `$ is a number not further specified. It satisfies the following assumptions

(A0) $`\mathrm{exp}_\kappa (x)0`$ for all real $`x`$. Note that $`\mathrm{exp}_\kappa (x)=\mathrm{}`$ is allowed.

(A1) $`\mathrm{exp}_\kappa (x)`$ is a convex function which is strictly increasing in all points where its value is not zero or infinite.

(A2) $`\mathrm{exp}_\kappa (0)=1`$.

(A3) $`\mathrm{exp}_\kappa (x)`$ goes fast enough to zero when $`x`$ goes to $`\mathrm{}`$, so that

$$_0^{\mathrm{}}\text{ d}x\mathrm{exp}_\kappa (x)<\mathrm{}.$$

Sinilarly, the $`\kappa `$-deformed logarithm is denoted $`\mathrm{ln}_\kappa (x)`$. It is defined for all positive $`x`$ and satisfies

(B1) $`\mathrm{ln}_\kappa (x)`$ is a strictly increasing concave function, defined for all $`x>0`$.

(B2) $`\mathrm{ln}_\kappa (1)=0`$.

(B3) $`{\displaystyle _0^1}\text{ d}x\mathrm{ln}_\kappa (x)`$ is finite.

It is easy to see that the inverse of a $`\kappa `$-deformed exponential function is a $`\kappa `$-deformed logarithm. Because $`\mathrm{exp}_\kappa (x)`$ is convex, and strictly increasing at $`x=1`$, it diverges when $`x`$ becomes large. Because $`\mathrm{exp}_\kappa (x)`$ goes to zero when $`x`$ becomes large, the range of $`\mathrm{exp}_\kappa (x)`$ includes the interval $`(0,+\mathrm{})`$. This implies that the inverse function is defined for all positive $`x`$. Conversely, if a $`\kappa `$-deformed logarithm is given then a $`\kappa `$-deformed exponential function is defined by

$`\mathrm{exp}_\kappa (x)`$ $`=`$ $`y\text{ if }y>0\text{ exists for which }x=\mathrm{ln}_\kappa (y)\text{ holds,}`$ (1)
$`=`$ $`0\text{ if }x<\mathrm{ln}_\kappa (y)\text{ for all }y>0,`$ (2)
$`=`$ $`+\mathrm{}\text{ if }x>\mathrm{ln}_\kappa (y)\text{ for all }y>0.`$ (3)
### 2.2 Dual definitions

One property of the usual exponential function, that one may wish to hold for the deformed exponential function as well, is

(A4) $`\mathrm{exp}_\kappa (x)\mathrm{exp}_\kappa (x)=1`$ whenever $`\mathrm{exp}_\kappa (x)`$ and $`\mathrm{exp}_\kappa (x)`$ are not both zero or infinite.

The corresponding property of the logarithm is

(B4) $`\mathrm{ln}_\kappa (1/x)=\mathrm{ln}_\kappa (x)`$.

These properties are not included in the above specifications because some of the deformed functions, used as an example below, do not have them. If that is the case then one can define dual deformed functions, provided that the $`\kappa `$-deformed exponential $`\mathrm{exp}_\kappa (x)`$ satisfies the conditions

(A5) $`{\displaystyle _0^+\mathrm{}}\text{ d}x(\mathrm{exp}_\kappa (x))^1<+\mathrm{}`$,

(A6) $`(\mathrm{exp}_\kappa (x))^1`$ is a convex function of x,

The dual deformed exponential $`\mathrm{exp}_\kappa ^{}(x)`$ is defined by

$$\mathrm{exp}_\kappa ^{}(x)=\frac{1}{\mathrm{exp}_\kappa (x)}.$$
(4)
Similarly, a dual deformed logarithm is defined by

$$\mathrm{ln}_\kappa ^{}(x)=\mathrm{ln}_\kappa (1/x).$$
(5)
### 2.3 Deduced logarithmic functions

A notation is introduced for the integral of the $`\kappa `$-deformed logarithm. Let

$$F_\kappa (x)=_1^x\text{ d}y\mathrm{ln}_\kappa (y),x>0.$$
(6)
This function satisfies $`F_\kappa (x)0`$, $`F_\kappa (1)=0`$, and $`F_\kappa (0)<+\mathrm{}`$. It is convex because the derivative $`\mathrm{ln}_\kappa (x)`$ is increasing.

Introduce a new function, denoted $`\omega _\kappa (x)`$, by

$`\omega _\kappa (x)`$ $`=`$ $`(x1)F_\kappa (0)xF_\kappa (1/x).`$ (7)
This function is again a $`\kappa `$-deformed logarithm, provided that

(B5) $`{\displaystyle _0^1}\text{ d}x\mathrm{ln}_\kappa (1/x)<+\mathrm{}`$.

Note that the latter is one of the conditions for existence of the dual function $`\mathrm{ln}_\kappa ^{}(x)`$.

Proof:

* $`\omega _\kappa (x)`$ is a strictly increasing concave function.

To see this, first note that the integral $`F_\kappa (x)`$ of the $`\kappa `$-deformed logarithm $`\mathrm{ln}_\kappa (x)`$ can be written as

$`F_\kappa (x)=x\mathrm{ln}_\kappa (x){\displaystyle _1^x}y\text{ d}\mathrm{ln}_\kappa (y).`$ (8)
This expression is used to write the derivative of $`\omega _\kappa (x)`$ as

$`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}\omega _\kappa (x)`$ $`=`$ $`F_\kappa (0)F_\kappa (1/x)+(1/x)\mathrm{ln}_\kappa (1/x)`$ (9)
$`=`$ $`{\displaystyle _0^{1/x}}y\text{ d}\mathrm{ln}_\kappa (y).`$ (10)
Because $`\mathrm{ln}_\kappa (y)`$ is a strictly increasing function the latter expression is strictly positive for all $`x>0`$. Hence $`\omega _\kappa (x)`$ is strictly increasing. But it is also clear from (10) that the derivative of $`\omega _\kappa (x)`$ is a decreasing function. Hence $`\omega _\kappa (x)`$ is concave.
* $`\omega _\kappa (1)=0`$.

This is obvious from the definition, using $`F_\kappa (1)=0`$.
* $`{\displaystyle _0^1}\text{ d}x\omega _\kappa (x)`$ is finite.

One calculates, using partial integration,

$`{\displaystyle _0^1}\text{ d}x\omega _\kappa (x)`$ $`=`$ $`F_\kappa (0){\displaystyle _0^1}\text{ d}xx{\displaystyle _0^{1/x}}\text{ d}y\mathrm{ln}_\kappa (y)`$ (11)
$`=`$ $`F_\kappa (0){\displaystyle \frac{1}{2}}{\displaystyle _0^1}\text{ d}x[{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}\left(x^2{\displaystyle _0^{1/x}}\text{ d}y\mathrm{ln}_\kappa (y)\right)`$ (13)
$`+\mathrm{ln}_\kappa (1/x)]`$
$`=`$ $`{\displaystyle \frac{1}{2}}F_\kappa (0){\displaystyle \frac{1}{2}}{\displaystyle _0^1}\text{ d}x\mathrm{ln}_\kappa (1/x),`$ (14)
which is finite by assumption (B5).

For convenience, $`\omega _\kappa (x)`$ is called the deduced logarithmic function. The reason for introducing it is that it satisfies the equation

$$\frac{\mathrm{d}}{\mathrm{d}x}\left(x\omega _\kappa (1/x)\right)=F_\kappa (0)\mathrm{ln}_\kappa (x),$$
(15)
equation which is used later on.

### 2.4 Scaling

For further use let us note that by scaling one can make, in a rather trivial way, new deformed functions out of existing ones.

Fix $`\lambda >0`$ and $`\mu >0`$. Given a $`\kappa `$-deformed logarithm $`\mathrm{ln}_\kappa (x)`$, a new $`\kappa `$-deformed logarithm $`\mathrm{ln}_\kappa ^{\mathrm{scaled}}(x)`$is defined by

$`\mathrm{ln}_\kappa ^{\mathrm{scaled}}(x)=\lambda \left(\mathrm{ln}_\kappa (\mu x)\mathrm{ln}_\kappa (\mu )\right).`$ (16)
The corresponding relation between $`\kappa `$-deformed exponentials is

$`\mathrm{exp}_\kappa ^{\mathrm{scaled}}(x)=\mu ^1\mathrm{exp}_\kappa (\lambda ^1x+\mathrm{ln}_\kappa (\mu )).`$ (17)
The deduced logarithms, if they exist, are related by

$`\omega _\kappa ^{\mathrm{scaled}}(x)=\lambda \left(\omega _\kappa (\mu ^1x)\omega _\kappa (\mu ^1)\right).`$ (18)
Hence the deduced logaritm is scaled with parameters $`\lambda `$ and $`\mu ^1`$.

### 2.5 Tsallis’ deformed logarithm

Introduce the following example of $`\kappa `$-deformed logarithm

$`\mathrm{ln}_\kappa (x)=\left(1+{\displaystyle \frac{1}{\kappa }}\right)\left(x^\kappa 1\right).`$ (19)
($`1<\kappa <1`$). The inverse function is

$`\mathrm{exp}_\kappa (x)`$ $`=`$ $`\left[1+{\displaystyle \frac{\kappa }{1+\kappa }}x\right]_+^{1/\kappa },`$ (20)
where $`[x]_+=\mathrm{max}\{x,0\}`$. Note that for $`\kappa =0`$ these functions coincide with the usual definitions of logarithmic and exponential functions.

Let us verify that (19) satisfies the conditions for being a $`\kappa `$-deformed logarithm.

* $`\mathrm{ln}_\kappa (x)`$ is a strictly increasing concave function.

One calculates

$`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}\mathrm{ln}_\kappa (x)`$ $`=`$ $`(1+\kappa )x^{\kappa 1},`$ (21)
$`{\displaystyle \frac{\mathrm{d}^2}{\mathrm{d}x^2}}\mathrm{ln}_\kappa (x)`$ $`=`$ $`(1\kappa ^2)x^{\kappa 2}.`$ (22)
It is obvious that the first derivative is always strictly positive, and that the second derivative is negative.
* $`\mathrm{ln}_\kappa (1)=0`$.

This is clear.
* $`{\displaystyle _0^1}\text{ d}x\mathrm{ln}_\kappa (x)`$ is finite.

Indeed, one has $`{\displaystyle _0^1}\text{ d}x\mathrm{ln}_\kappa (x)=1`$.

This shows that the $`\kappa `$-deformed logarithm satisfies the assumptions.

The dual deformed logarithm exists and is given by

$`\mathrm{ln}_\kappa ^{}(x)`$ $`=`$ $`\mathrm{ln}_\kappa (1/x)`$ (23)
$`=`$ $`{\displaystyle \frac{1+\kappa }{1\kappa }}\mathrm{ln}_\kappa (x).`$ (24)
The deduced logarithm equals the dual $`\kappa `$-deformed logarithm, up to scaling. To see this, first calculate

$`F_\kappa (x)`$ $`=`$ $`\left(1+{\displaystyle \frac{1}{\kappa }}\right){\displaystyle _1^x}\text{ d}y(y^\kappa 1)`$ (25)
$`=`$ $`{\displaystyle \frac{1}{\kappa }}(x^{1+\kappa }1)\left(1+{\displaystyle \frac{1}{\kappa }}\right)(x1).`$ (26)
In particular, one has $`F_\kappa (0)=1`$. Hence one obtains

$`\omega _\kappa (x)`$ $`=`$ $`x1x{\displaystyle \frac{F_\kappa (1/x)}{F_\kappa (0)}}`$ (27)
$`=`$ $`{\displaystyle \frac{1}{\kappa }}(1x^\kappa )`$ (28)
$`=`$ $`{\displaystyle \frac{1}{1\kappa }}\mathrm{ln}_\kappa (x)`$ (29)
$`=`$ $`{\displaystyle \frac{1}{1+\kappa }}\mathrm{ln}_\kappa ^{}(x).`$ (30)
One concludes that $`\omega _\kappa (x)=\mathrm{ln}_\kappa ^{\mathrm{scaled}}(x)`$ with scaling parameters $`\lambda `$ and $`\mu `$ any pair of positive numbers satisfying $`(1\kappa )\lambda =\mu ^\kappa `$.

The expression $`\kappa ^1(1x^\kappa )`$ has been proposed by Tsallis  as the definition of the deformed logarithm. In the present context it is a $`\kappa `$-deformed logarithm, but one which can be deduced from another one, defined by (19). Of course, the difference between both is small since $`\omega _\kappa (x)`$ is a scaled version of $`\mathrm{ln}_\kappa (x)`$.

In the context of Tsallis’ thermostatistics one is used to the notations $`\mathrm{exp}_q(x)`$ and $`\mathrm{ln}_q(x)`$ with $`q`$ related to $`\kappa `$ by $`q=1+\kappa `$.

Tsallis’ definition of deformed logarithms has been studied in . In Naudts and Czachor  a modification of (19) was proposed with the intention of making a self-dual deformed logarithm. However, the modification destroys the property of concavity, which is emphasized in the present paper.

### 2.6 Kaniadakis’ deformed functions

An example of self-dual $`\kappa `$-deformed exponential resp. logarithmic functions is found in the work of Kaniadakis .

Let $`1<\kappa <1`$, $`\kappa 0`$, and define

$$\mathrm{exp}_\kappa (x)=\left(\kappa x+\sqrt{1+\kappa ^2x^2}\right)^{1/\kappa }.$$
(31)
It is strictly positive and finite for all real $`x`$. The inverse function is

$`\mathrm{ln}_\kappa (x)={\displaystyle \frac{1}{2\kappa }}\left(x^\kappa x^\kappa \right).`$ (32)
In the limit $`\kappa =0`$ these functions coincide with the usual definitions of logarithmic and exponential functions. It is straightforward to verify that the assumptions (A0-3) and (B1-3) are satisfied. In particular, one verifies that

$`{\displaystyle _0^1}\text{ d}x\mathrm{ln}_\kappa (x)`$ $`=`$ $`{\displaystyle \frac{1}{1\kappa ^2}}`$ (33)
and

$`\mathrm{exp}_\kappa (x)\mathrm{exp}_\kappa (x)`$ $`=`$ $`\left(\kappa x+\sqrt{1+\kappa ^2x^2}\right)^{1/\kappa }\left(\kappa x+\sqrt{1+\kappa ^2x^2}\right)^{1/\kappa }`$ (34)
$`=`$ $`1,`$ (35)
The latter means that the functions are self-dual.

Next calculate

$`F_\kappa (x)`$ $`=`$ $`{\displaystyle _1^x}\text{ d}y{\displaystyle \frac{1}{2\kappa }}\left(y^\kappa y^\kappa \right)`$ (36)
$`=`$ $`{\displaystyle \frac{1}{1\kappa ^2}}+{\displaystyle \frac{1}{2\kappa }}\left[{\displaystyle \frac{1}{1+\kappa }}x^{1+\kappa }{\displaystyle \frac{1}{1\kappa }}x^{1\kappa }\right].`$ (37)
In particular is

$`F_\kappa (0)={\displaystyle \frac{1}{1\kappa ^2}}`$ (38)
The deduced logarithm is then given by

$`\omega _\kappa (x)`$ $`=`$ $`(x1)F_\kappa (0)xF_\kappa (1/x)`$ (39)
$`=`$ $`{\displaystyle \frac{1}{1\kappa ^2}}\left(1+{\displaystyle \frac{1+\kappa }{2\kappa }}x^\kappa {\displaystyle \frac{1\kappa }{2\kappa }}x^\kappa \right)`$ (40)
$`=`$ $`{\displaystyle \frac{1}{1\kappa ^2}}+{\displaystyle \frac{1}{\sqrt{1\kappa ^2}}}\mathrm{ln}_\kappa \left(\left({\displaystyle \frac{1+\kappa }{1\kappa }}\right)^{1/2\kappa }x\right).`$ (41)
Hence one has $`\omega _\kappa (x)=\mathrm{ln}_\kappa ^{\mathrm{scaled}}(x)`$ with scaling parameters

$`\lambda `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{1\kappa ^2}}},\mu =\left({\displaystyle \frac{1+\kappa }{1\kappa }}\right)^{1/2\kappa }.`$ (42)
## 3 Thermostatistics

### 3.1 Information content

Following , information content is determined by an increasing function $`\omega (x)`$, which is positive for $`x1`$. The amount of information, contained in the knowledge that event $`k`$ has possibility $`p_k`$, equals $`\omega (1/p_k)`$. Hence, less probable events have a higher information content. Hartley’s measure of information  corresponds with the choice $`\omega (x)=\mathrm{ln}(x)`$. The obvious generalization is then to take $`\omega (x)`$ equal to the $`\kappa `$-deformed logarithm. However, this turns out not to be the most convenient choice. Rather let $`\omega (x)=\omega _\kappa (x)`$ with $`\omega _\kappa (x)`$ the deduced logarithm corresponding with $`\mathrm{ln}_\kappa (x)`$. The average information content $`I_\kappa (p)`$ is then given by

$`I_\kappa (p)={\displaystyle \underset{k}{}}p_kI_k+\mathrm{}\text{ with }I_k=\omega _\kappa (1/p_k).`$ (43)
From the definition of $`\omega _\kappa (x)`$ follows immediately that

$`I_\kappa (p)={\displaystyle \underset{k}{}}\left((1p_k)F_\kappa (0)F_\kappa (p_k)\right).`$ (44)
Because $`F_\kappa (x)`$ is convex one has

$`F_\kappa (p_k)`$ $``$ $`p_kF_\kappa (1)+(1p_k)F_\kappa (0)`$ (45)
$`=`$ $`(1p_k)F_\kappa (0).`$ (46)
Hence one has always $`I_\kappa (p)0`$. This is of course also obvious from the definition (43) and the fact that $`\omega _\kappa (x)0`$ for all $`x1`$.

Note that $`I_\kappa (p)=0`$ if and only if $`p_k=1`$ for a single value of $`k`$. This follows because $`F_\kappa (x)`$ is strictly decreasing on the interval $`0x1`$.

$`I_\kappa (p)`$ is a concave function. This means that, if $`p`$ and $`q`$ are two probability distributions, then

$$I_\kappa (\lambda p+(1\lambda )q)\lambda I_\kappa (p)+(1\lambda )I_\kappa (q)$$
(47)
holds for any $`\lambda `$, $`0\lambda 1`$. This follows immediately from (44) because $`F_\kappa (x)`$ is a convex function.

### 3.2 Examples

If $`\omega _\kappa (x)`$ coincides with the usual logarithmic function then one finds

$$I_\kappa (p)=\underset{k}{}p_k\mathrm{ln}p_k.$$
(48)
This is Shannon’s expression for information content .

Now if $`\omega _\kappa (x)`$ equals Tsallis’ deformed logarithm, as given in (30), then average information content equals

$$I_\kappa ^{\mathrm{Tsallis}}(p)=\frac{1}{\kappa }\left(1\underset{k}{}p_k^{1+\kappa }\right).$$
(49)
This is the entropy functional used in Tsallis’ thermostatistics. On the other hand, if $`\omega _\kappa (x)`$ is given by (41), the logarithmic function deduced from Kaniadakis’ deformed logarithm, then one obtains

$`I_\kappa (p)`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa (1\kappa )}}\left({\displaystyle \underset{k}{}}p_k^{1\kappa }1\right)+{\displaystyle \frac{1}{2\kappa (1+\kappa )}}\left(1{\displaystyle \underset{k}{}}p_k^{1+\kappa }\right)`$ (50)
$`=`$ $`{\displaystyle \frac{1}{2(1+\kappa )}}I_\kappa ^{\mathrm{Tsallis}}(p)+{\displaystyle \frac{1}{2(1\kappa )}}I_\kappa ^{\mathrm{Tsallis}}(p).`$ (51)
This expression differs slightly from the one proposed in . The reason is that here information content is defined using the deduced logarithm $`\omega _\kappa (x)`$ instead of the deformed logarithm $`\mathrm{ln}_\kappa (x)`$. As discussed before, $`\omega _\kappa (x)`$ is a scaled version of $`\mathrm{ln}_\kappa (x)`$.

### 3.3 Variational principle

Let us optimize information content $`I_\kappa (p)`$ under a linear constraint

$$\underset{k}{}p_kE_k=U$$
(52)
where $`E_k`$ is a sequence of energies, bounded from below, and $`U`$ is a target value of the average energy. It is tradition to solve this problem by introducing Lagrange multipliers $`\alpha `$ and $`\beta `$ to control the normalization $`_kp_k=1`$ and the constraint (52). Variation of

$$I_\kappa (p)\alpha \underset{k}{}p_k\beta \underset{k}{}p_kE_k$$
(53)
with respect to $`p_k`$ gives, using (15),

$$0=F_\kappa (0)\mathrm{ln}_\kappa (p_k)\alpha \beta E_k.$$
(54)
This expression can be written as

$$p_k=\mathrm{exp}_\kappa (F_\kappa (0)\alpha \beta E_k),$$
(55)
and is clearly a generalization of the well-known Boltzmann-Gibbs equilibrium distribution. The parameter $`\alpha `$ should be chosen in such a way that

$$1=\underset{k}{}\mathrm{exp}_\kappa (F_\kappa (0)\alpha \beta E_k)$$
(56)
holds. Because $`\mathrm{exp}_\kappa `$ is a strictly increasing function this equation has atmost one solution. Whether it has a solution at all depends on wether the sum in the r.h.s. of (56) converges. This will be the case when the sum contains a finite number of terms or when the energies $`E_k`$ increase fast enough with $`k`$.

### 3.4 Examples

Let $`\gamma =\kappa (F_\kappa (0)+\alpha )`$. In the case of Tsallis’ deformed functions (55) becomes

$$p_k=(1+\kappa )^{1/\kappa }\left[1+\kappa +\gamma \kappa \beta E_k\right]_+^{1/\kappa }.$$
(57)
This is the typical form of the equilibrium probability distribution in Tsallis’ thermostatistics. In particular, the probabilities $`p_k`$ vanish exactly when the expression inside the brackets $`[\mathrm{}]_+`$ becomes negative. On the other hand, using Kaniadakis’ definitions one obtains

$`p_k=\left(\gamma \kappa \beta E_k+\sqrt{1+(\gamma \kappa \beta E_k)^2}\right)^{1/\kappa }.`$ (58)
In this case the probabilities $`p_k`$ are always strictly positive.

### 3.5 Discussion

Generic existence and uniqueness of solutions of the variational problem (53) still has to be studied. In the case of Tsallis’ thermostatistics, these mathematical aspects have been studied in . Because of the concavity of average information content $`I_\kappa (p)`$, and relation (15) between the $`\kappa `$-deformed logarithm and the deduced logarithm, one can expect that it will be feasible, not only to generalize these results, but also to simplify the proofs.

In Tsallis’ thermostatistics the constraint (52) is not the only one that is considered. The constraint $`_kp_k^qE_k=U`$ has been used some time, but its justification on physical grounds seems to be missing. In  the constraint

$$\frac{_kp_k^qE_k}{_kp_k^q}=U$$
(59)
has been introduced. By introduction of the so-called escorte probabilities

$$P_k=\frac{p_k^q}{_kp_k^q}$$
(60)
it transforms into a constraint of the usual form (52). Let $`\kappa ^{}=\kappa /(1+\kappa )`$. With $`q=1+\kappa `$ and $`q^{}=1+\kappa ^{}`$ this relation reads $`q^{}=1/q`$. Because of the identity

$$\left(1\kappa ^{}I_\kappa ^{}^{\mathrm{Tsallis}}(P)\right)^{1/\kappa ^{}}\left(1\kappa I_\kappa ^{\mathrm{Tsallis}}(p)\right)^{1/\kappa }=1,$$
(61)
maximizing information content $`I_\kappa ^{\mathrm{Tsallis}}(p)`$ with constraint (59) is equivalent with maximizing $`I_\kappa ^{}^{\mathrm{Tsallis}}(P)`$ using the constraint $`_kP_kE_k=U`$. Hence both formalisms are equivalent, as is well-known. However, from $`\kappa <1`$ follows the condition that $`\kappa ^{}>1/2`$. Conversely, from $`\kappa ^{}<1`$ follows the condition that $`\kappa >1/2`$. These conditions are needed here to guarantee that the $`\kappa `$-deformed exponential and logarithmic functions have their basic properties. One concludes that for $`\kappa `$ in the range $`1<\kappa <1/2`$ the optimization problem with constraint (59) is not covered by the analysis of the problem with constraint (52).

In  constraints are considered which involve nonlinear averages of the Kolmogorov-Nagumo type. In particular, a class of optimization problems was studied that could be transformed into optimization problems of the Tsallis type. In this way a generalized thermostatistics was formulated. By using the results of the present paper this thermostatistics can be generalized even further. By doing so, the limits of generalizing the Boltzmann-Gibbs formalism come into sight. Such an effort is however out of scope of the present paper.