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# On a Poisson reduction for Gel’fand–Zakharevich manifolds11footnote 1Ref. SISSA 31/2001/FM

## 1 Introduction

The aim of this paper is to present and prove some results about Poisson reduction for bi-Hamiltonian manifolds. The methods presented in the paper are an outgrowth of a geometric theory of Separation of Variables, based on the notion of bi-Hamiltonian geometry, introduced in recent years (see, e.g., ), which is thoroughly discussed in  and . The cornerstones of such a theory are the (related) concepts of $`\omega N`$ manifold and of bi-Lagrangian foliation. An $`\omega N`$ manifold $`M`$ can be viewed as a special bi-Hamiltonian manifold, where one of the two compatible Poisson brackets defined on $`M`$ is actually symplectic, i.e., is associated with a symplectic 2-form $`\omega `$. A bi-Lagrangian foliation $``$ defined on an $`\omega N`$ manifold $`M`$ is a foliation of $`M`$ which is Lagrangian with respect to both brackets. The content of the “bi-Hamiltonian theorem of Separation of Variables” can be (roughly) summarized as follows:
A Hamiltonian $`H`$ is separable in a set of coordinates (called Darboux-Nijenhuis coordinates) naturally associated with the $`\omega N`$ structure of $`M`$ if and only if the Hamiltonian vector field $`X_H`$, defined by the equation

$$\omega (X_H,)=dH,$$

is tangent to a bi-Lagrangian foliation.

Although the notions of Hamiltonian vector field (and, a fortiori, of separability) pertain to the category of symplectic manifolds, it “experimentally” turns out that a major source of separable systems admit a more natural formulation in a wider class of manifolds, that is, Poisson manifolds. This feature is particularly evident in the case of integrable systems connected with soliton equations and loop algebras (see, e.g., ), related to the theory of Lax equations and the $`R`$-matrix formalism.

We will be interested in the class of systems nowadays known as Gel’fand-Zakharevich (GZ) systems. These are bi-Hamiltonian systems defined over a bi-Hamiltonian manifold $`M`$ where none of the Poisson brackets is symplectic, over which, so to speak, the geometry of the Poisson pencil $`P^{}\lambda P`$ itself selects a complete family of mutually commuting Hamiltonians. Indeed, by definition, for a (torsionless) GZ system of rank $`k`$, this family can be grouped in $`k`$ Casimirs of the Poisson pencil. A Casimir of the pencil is a polynomial $`H(\lambda )=H_0\lambda ^n+H_1\lambda ^{n1}+\mathrm{}+H_n`$, whose coefficients are functions on $`M`$, that satisfy the equation

$$(P^{}\lambda P)dH(\lambda )=0.$$
(1.1)
It is well-known (and quite easy to check) that such equation entails the Lenard recursion relations for the vector fields $`X_i=PdH_{i+1}`$, and, as a consequence, the mutual commutativity with respect to both brackets of the coefficients $`H_i`$. So, the family of the vector fields associated with the $`k`$ above-mentioned Casimirs defines a distribution $`𝒳`$ in $`TM`$ (called the axis of the pencil) which has the following property: it is tangent to the symplectic leaves $`\overline{S}`$ of any fixed element $`\overline{P}`$ of the Poisson pencil defined on $`M`$, and, when viewed as a distribution defined on the symplectic manifold $`\overline{S}`$ (endowed with the natural symplectic structure induced by $`\overline{P}`$) it is a Lagrangian distribution. Once we have fixed such a “preferred” element $`\overline{P}`$, we can thus discuss whether we can induce on $`\overline{S}`$ another Poisson bracket, starting from another element of the Poisson pencil $`P_\lambda `$. In doing this, we require (for the reasons briefly addressed above, and related to the Separation of Variables problem) to preserve two properties:

a) compatibility of the reduced brackets on $`\overline{S}`$;

b) commutativity of the (restriction to $`\overline{S}`$ of the) Hamiltonians $`H_j`$.

To this end, we will have to make an assumption on the pencil, that is, we will suppose that $`P_\lambda `$ admits a distribution $`𝒵`$ transversal to the symplectic leaves of $`\overline{P}`$, enjoying “good” properties (to be discussed later on in the paper).

The problem can be tackled in two ways: from the point of view of Poisson tensors (on a tubular neighbourhood of $`\overline{S}`$) and from the point of view of induced 2-forms (on the single leaf $`\overline{S}`$). Since, in our opinion, both ways have their own strong points we decided to divide the paper in two sections, and present both points of view. In particular, the “Poisson” point of view allows for simpler proofs and a nice description in terms of Poisson-Lichnerowicz geometry. The other point of view has the advantage that it clearly points out that the problem “lives” on single symplectic leaves, and frames its study within the scheme of symplectic geometry.

The results contained in this paper have been used (more specifically those concerning what we call the strong form of the reduction theorem in Remark 1) in .

Acknowledgments. The results presented in this paper have been obtained in collaboration with Franco Magri, to whom we are very grateful. We wish to thank also the organizers for the nice atmosphere at the conference. This work was partially supported by INdAM–GNFM and the Italian M.I.U.R. under the research project Geometry of Integrable Systems.

## 2 GZ Poisson pencils and their reduction to symplectic leaves

We are interested in a special class of GZ systems, known as complete torsionless rank $`k`$ systems of pure Kronecker type. They are studied in, e.g., ).

They can be defined as the datum of:
i) a bi-Hamiltonian manifold $`(M,\{,\}_\lambda )`$, that is, a manifold $`M`$ endowed with a linear pencil of Poisson brackets $`\{,\}_\lambda =\{,\}^{}\lambda \{,\}`$ or equivalently with a linear pencil $`P_\lambda =P^{}\lambda P`$ of Poisson tensors, where

$$\{f,g\}_\lambda =df,P_\lambda dg.$$

ii) a collection of $`k`$ polynomial Casimir functions $`H^{(1)},\mathrm{},H^{(k)},`$ that is, a collection of degree $`n_j`$ polynomials

$$H^{(j)}(\lambda )=\underset{i=0}{\overset{n_j}{}}H_i^{(j)}\lambda ^{n_ji}$$

such that:

a) $`n_1+n_2+\mathrm{}+n_k=n`$, with $`\text{dim}M=2n+k`$.

b) The differentials $`\{dH_s^{(j)}\}_{j=1,\mathrm{}k;s=0,\mathrm{},n_j}`$ are linearly independent at every point and so define an $`(n+k)`$–dimensional distribution in $`T^{}M`$.

The collection of the $`n`$ bi-Hamiltonian vector fields

$$X_k^{(j)}=PdH_{k+1}^{(j)}=P^{}dH_k^{(j)}$$
(2.1)
associated with the Lenard sequences defined by the polynomials Casimir $`H^{(j)}`$ is called the GZ system associated with the given GZ manifold, or axis of the bi-Hamiltonian manifold $`M`$. We now consider (clearly, this specific choice is inessential) the preferred Poisson tensor $`\overline{P}`$, mentioned in the Introduction, to be exactly $`P`$. Let $`S`$ be one of its symplectic leaves. We seek for a deformation of the Poisson structure $`P^{}`$ to $`Q=P^{}+\mathrm{\Delta }P^{}`$, such that the following three properties hold:

1. $`Q`$ restricts to $`S`$;
2. $`Q\lambda P`$ is still a Poisson pencil;
3. $`P^{}\lambda P`$ and $`Q\lambda P`$ share the same axis.

To this end we consider a distribution $`𝒵`$ transversal to $`S`$ and such that it splits the tangent space to $`M`$ as

$$TM=TS𝒵.$$
(2.2)
We assume, at this stage, that $`𝒵`$ is defined in a whole tubular neighbourhood $`U_S`$ of $`S`$. We consider the family of Casimir functions $`(H_0^{(1)},\mathrm{},H_0^{(k)})`$ of $`\{,\}`$ defining $`S`$, and a family of vector fields $`(Z_1,\mathrm{},Z_k)`$ spanning $`𝒵`$. We can assume that the transversal vector fields $`Z_a`$ are normalized:

$$Z_a(H_0^{(b)})=\delta _a^b.$$
(2.3)
We consider the “first” vector fields of the each Lenard sequence, that is,

$$X_a^{}=P^{}dH_0^{(a)},$$

and we define the new bivector

$$Q=P^{}\underset{a=1}{\overset{k}{}}X_a^{}Z_a.$$
(2.4)
###### Theorem 2.1

1) The bivector $`Q`$ restricts to $`S`$, and all the GZ Hamiltonians $`H_l^{(a)}`$ are skew orthogonal with respect to the second “bracket” defined by $`Q`$, that is,

$$\{H_l^{(a)},H_k^{(b)}\}_Q:=<dH_l^{(a)},QdH_k^{(b)}>=0.$$
(2.5)
2) The second bracket satisfies the Jacobi identity if and only if

$$\underset{a=1}{\overset{k}{}}X_a^{}\left(L_{Z_a}(P^{})\underset{b=1}{\overset{k}{}}[Z_a,X_b^{}]Z_b\right)\frac{1}{2}\underset{a,b=1}{\overset{k}{}}X_a^{}X_b^{}[Z_a,Z_b]=0,$$
(2.6)
that is, if and only if

$$\underset{a=1}{\overset{k}{}}X_a^{}\left(L_{Z_a}(Q)+\frac{1}{2}\underset{b=1}{\overset{k}{}}X_b^{}[Z_a,Z_b]\right)=0.$$
(2.7)
3) In this case, the two brackets define a Poisson pencil if and only if

$$\underset{a=1}{\overset{k}{}}X_a^{}L_{Z_a}(P)=0.$$
(2.8)
Proof. To prove that $`Q`$ restricts to $`S`$ we remark that, if we consider bivectors as maps from $`T^{}M`$ to $`TM`$, the corresponding expression for the map associated with $`Q`$ is given by

$$Q(\alpha )=P^{}(\alpha )+\underset{a=1}{\overset{k}{}}(<\alpha ,X_a^{}>Z_a<\alpha ,Z_a>X_a^{}).$$

We must show that $`\text{Im}(Q)TS`$, i.e., that for every 1-form $`\alpha `$ and $`b=1,\mathrm{},k`$,

$$<dH_0^{(b)},Q(\alpha )>=0.$$

This is true thanks to the antisymmetry of $`Q`$, and the fact that $`QdH_0^{(b)}=0`$. The validity of Eq. (2.5) is proved exactly in the same way, taking into account the commutativity of the vector fields entering the Lenard sequences.

The proof of the last two assertions is done via a computation which makes use of the formal properties of the Schouten brackets of multivectors, and, especially, of the fact that the Schouten bracket is an extension to polyvector fields of the Lie derivative for vector fields (see, e.g. ). In particular, we will use the following facts:
i) If $`X`$ and $`Y`$ are vector fields, the Schouten bracket $`[X,Y]_S`$ coincides with the commutator $`[X,Y]`$.
ii) the Lie derivative along a vector field $`Z`$ of the wedge product of two vector fields $`X`$ and $`Y`$ satisfies:

$$L_Z(XY)=[Z,X]Y+X[Z,Y].$$

iii) if $`X`$ is a vector field and $`P`$ a bivector, then

$$[X,P]_S=L_X(P).$$

iv) If $`X,Y`$ are vector fields and $`P`$ is a bivector one has:

$$[XY,P]_S=Y[X,P]_SX[Y,P]_S=YL_X(P)XL_Y(P).$$

Using i) through iv) one can argue as follows: It is well-known that $`\{,\}_Q`$ is a Poisson bracket if and only if the Schouten bracket $`[Q,Q]_S`$ vanishes, and that the compatibility between $`\{,\}_Q`$ and $`\{,\}`$ takes the form $`[Q,P]_S=0`$. Let us compute

$$\begin{array}{ccc}\hfill [Q,Q]_S& =& [P^{}_{a=1}^kX_a^{}Z_a,P^{}_{a=1}^kX_a^{}Z_a]_S\hfill \\ & =& 2_{a=1}^k[X_a^{}Z_a,P^{}]_S+_{a,b=1}^k[X_a^{}Z_a,X_b^{}Z_b]_S\hfill \\ & =& 2_{a=1}^k\left(L_{X_a^{}}P^{}Z_aX_a^{}L_{Z_a}P^{}\right)\hfill \\ & & +_{a,b=1}^k\left(2X_a^{}[Z_a,X_b^{}]Z_bX_a^{}X_b^{}[Z_a,Z_b]+[X_a^{},X_b^{}]Z_aZ_b\right).\hfill \end{array}$$

But $`L_{X_a^{}}P^{}=0`$ and $`[X_a^{},X_b^{}]=0`$, so that

$$[Q,Q]_S=2\underset{a=1}{\overset{k}{}}X_a^{}\left(L_{Z_a}P^{}\underset{b=1}{\overset{k}{}}[Z_a,X_b^{}]Z_b\right)\underset{a,b=1}{\overset{k}{}}X_a^{}X_b^{}[Z_a,Z_b].$$

Therefore $`[Q,Q]_S=0`$ if and only if (2.6) (as well as its equivalent form (2.7)) holds.

As far as assertion 3) is concerned, we have

$$\begin{array}{ccc}\hfill [Q,P]_S& =& [P^{}_{a=1}^kX_a^{}Z_a,P]_S=_{a=1}^k[X_a^{}Z_a,P]_S\hfill \\ & =& _{a=1}^k\left(L_{X_a^{}}PZ_a+X_a^{}L_{Z_a}P\right).\hfill \end{array}$$

Now we recall that the compatibility condition between $`P`$ and $`P^{}`$ can be written as

$$L_{P^{}dF}P+L_{PdF}P^{}=0\text{for all }FC^{\mathrm{}}(M)\text{.}$$

Since $`H_0^{(a)}`$ is a Casimir of $`P`$, this implies that $`L_{X_a^{}}P=0`$. Hence we have

$$[Q,P]_S=\underset{a=1}{\overset{k}{}}X_a^{}L_{Z_a}P,$$

and the theorem is proved.

###### Remark 1

When the transversal distribution $`𝒵`$ is integrable, Equation (2.6) simplifies to

$$\underset{a=1}{\overset{k}{}}X_a^{}\left(L_{Z_a}(P^{})\underset{b=1}{\overset{k}{}}[Z_a,X_b^{}]Z_b\right)=0.$$
(2.9)
So, the conditions for $`Q\lambda P`$ to be a Poisson pencil reduce to

$$\begin{array}{c}_{a=1}^kX_a^{}L_{Z_a}(Q)=0\hfill \\ _{a=1}^kX_a^{}L_{Z_a}(P)=0.\hfill \end{array}$$
(2.10)
The “strong” solutions to this system, that is, the distributions $`𝒵`$ spanned by vector field satisfying, for $`a=1,\mathrm{},k`$,

$$\begin{array}{c}L_{Z_a}P^{}=_{b=1}^k[Z_a,X_b^{}]Z_b\hfill \\ L_{Z_a}P=0,\hfill \end{array}$$
(2.11)
can be described in the framework of the Marsden–Ratiu reduction scheme  for Poisson manifolds. Indeed, one can notice that the conditions (2.11) on the Poisson pencil imply (actually, are equivalent to, see ) the fact that the ring of functions which are left invariant by the distribution $`𝒵`$ are a Poisson subalgebra with respect to the pencil. This means that if $`Z(F)=Z(G)=0`$ for every $`Z𝒵`$, then $`Z(\{F,G\}_\lambda )=0`$. Thus the bi-Hamiltonian structure can be projected onto every symplectic leaf $`S^{}U_S`$ of $`P`$, and the restriction of $`Q`$ to $`S^{}`$ coincides with the reduction of $`P^{}`$ to $`S^{}`$. The reader should however be aware of the fact that, in the general case, that is, when $`Q`$ satisfies Equations (2.7), the reduction scheme herewith presented does not fit in the MR setting.

###### Remark 2

It is interesting to compare our approach to the reduction of $`P^{}`$ with the classical Dirac reduction procedure for second class constraints. The latter (see, e.g.,) is usually described as follows. Let $`(M,\{,\})`$ be a Poisson (or even symplectic) manifold, and let $`\{\varphi _1,\mathrm{},\varphi _{2k}\}`$ be a family of “constraints” for a Hamiltonian system defined on $`M`$. One says that the constraints are second class if the matrix of Poisson brackets

$$C_{ab}=\{\varphi _a,\varphi _b\}$$
(2.12)
is nondegenerate on a submanifold $`SM`$, where $`S`$ is defined by the $`2n`$ equations $`\varphi _a=\text{const}_a,a=1,\mathrm{},2k`$. The Dirac bracket $`\{,\}^D`$ is defined on $`S`$ as follows:

$$\{F,G\}^D=\{F,G\}\underset{a,b=1}{\overset{n}{}}\{F,\varphi _a\}(C^1)_{ab}\{\varphi _b,G\}.$$
(2.13)
In terms of Poisson tensors it is not difficult to check that, if $`P`$ is associated with $`\{,\}`$ and $`X_a`$ is the Hamiltonian vector field associated with $`\varphi _a`$, that is, $`X_a=Pd\varphi _a`$, the Poisson tensor associated with $`\{,\}^D`$ is

$$P^D:=P\frac{1}{2}\underset{a,b=1}{}X_b\left(C^1\right)_{ab}X_a.$$
(2.14)
This can be interpreted (see also ) as follows. The Dirac bracket is a deformation of the “original one” to one for which the constraint functions (that define the special submanifold $`S`$, or, better, a local foliation given by the constraints $`\{\varphi _a\}`$) are Casimirs. In particular, the analogy with Eq. (2.4) is enhanced by remarking that the vector fields

$$Y_a:=\underset{b=1}{\overset{k}{}}\left(C^1\right)_{ab}X_a$$

of Eq. (2.14) are normalized with respect to the Casimirs of $`P^D`$. The fundamental difference between the two instances resides in the fact that, in our case, the Poisson brackets of the functions $`C_a`$ is maximally degenerated, that is, it is the zero matrix. So, the choice of the transversal distribution $`𝒵`$ is a “free input” in our problem. As a consequence of such a freedom, however, we are no longer guaranteed that the reduced “brackets” are Poisson brackets, and so one has to impose on $`𝒵`$ the condition (2.6).

###### Remark 3

The deformation $`P^{}Q`$ defined by Eq. (2.4) is not the unique satisfying the requirements that $`Q`$ restricts to $`S`$ and that the GZ Hamiltonians are in involution. For instance, one could consider

$$Q^{}=Q+\mathrm{\Delta }$$

with $`\mathrm{\Delta }`$ a section of the second exterior product of the axis $`𝒳`$ of the GZ manifold. Correspondingly, the requirements that $`Q^{}\lambda P`$ be a Poisson pencil would take a more complicated form. The choice we made can be considered as a “minimal” one.

###### Remark 4

One can notice the following: if Eqs. (2.6) and (2.8) do not hold in the whole tubular neighbourhood $`U_S`$ but, say, on a single symplectic leaf $`\overline{S}`$, we can still say that such a single leaf is endowed with a bi-Hamiltonian structure, of regular type, since, by definition, $`P|_{\overline{S}}`$ is clearly symplectic. Actually, as we shall see in the next section, one can also drop the assumption that the distribution $`𝒵`$ be defined in $`U_S`$ and require it to exist on a single symplectic leaf. To do that, it is convenient to tackle the problem from a different point of view.

## 3 The $`\omega 𝐍`$ point of view

We want now to discuss the problem at hand from the point of view of symplectic geometry, or, to be more precise, from the point of view of the geometry of $`\omega N`$ manifolds. As we have anticipated in Remark 4 above, the advantage of this point of view is that it makes clear that the assumptions about the existence of the transversal distribution in a whole tubular neighbourhood of the symplectic leaf $`S`$ are not necessary, and that the reduction process can be discussed, so to say, “leaf by leaf”, even if it involves more complicated computations (which we spare to the reader). To proceed, we need to recall in more details some notions. The basic elements of the concept of $`\omega N`$ manifold are a symplectic manifold $`(M,\omega )`$, of dimension $`2n`$, and a second closed 2-form $`\omega ^{}`$. To this form we associate the recursion operator $`N`$ defined as

$$\omega ^{}(X,Y)=\omega (NX,Y).$$
(3.1)
###### Definition 3.1

Definition We say that $`M`$ is an $`\omega N`$ manifold if the Nijenhuis torsion of $`N`$ is vanishing, i.e.,

$$T_N(X,Y):=[NX,NY]N[NX,Y]N[X,NY]+N^2[X,Y]=0$$
(3.2)
for all pairs $`(X,Y)`$ of vector fields on $`M`$. In this case we say, for short, that $`N`$ is the recursion operator of the manifold $`M`$.

An alternative form of the vanishing condition of the torsion of $`N`$ is obtained by introducing the third 2-form $`\omega ^{\prime \prime }`$ defined by

$$\omega ^{\prime \prime }(X,Y)=\omega (NX,NY).$$
(3.3)
Indeed, it turns out that the torsion of $`N`$ vanishes if and only if $`\omega ^{\prime \prime }`$ is closed. To check this, it suffices to use the identity

$$\begin{array}{ccc}\hfill d\omega ^{\prime \prime }(X,Y,Z)& =& d\omega ^{}(NX,Y,Z)+d\omega ^{}(X,NY,Z)d\omega (NX,NY,Z)\hfill \\ & & \omega (T_N(X,Y),Z),\hfill \end{array}$$
(3.4)
relating the exterior derivatives of the 2-forms $`\omega `$, $`\omega ^{}`$, $`\omega ^{\prime \prime }`$ and the torsion $`T_N`$ of the recursion operator. The most direct link between the theory of $`\omega N`$ manifolds and bi-Hamiltonian manifolds is the following: If $`Q\lambda P`$ is a Poisson pencil on a bi-Hamiltonian manifold $`M`$, and if $`P`$ is symplectic, with symplectic form $`\omega `$, the $`(1,1)`$ tensor field

$$N=QP^1$$

has vanishing Nijenhuis torsion, so that the pair $`(\omega ,N)`$ endows $`M`$ with the structure of an $`\omega N`$ manifold. We refer to  for fuller details and proofs.

Let us consider a Poisson manifold $`M`$. It is well-known that such a manifold can be seen as a “glueing” of symplectic leaves. Let $`P`$ the Poisson bivector corresponding to the Poisson bracket, that is, $`\{F,G\}=:dF,PdG`$, and let us denote with

$$X_F=PdF$$
(3.5)
the Hamiltonian vector field associated with the function $`F`$. As it is well known, the leaves of the distribution generated by the vector fields $`X_F,FC^{\mathrm{}}(M)`$, are endowed with the a canonical symplectic form $`\omega `$, explicitly defined as

$$\omega (X_F,X_G):=\{F,G\}.$$
(3.6)
Let us suppose now that $`M`$ be endowed with a second Poisson bracket, denoted with $`\{,\}^{}`$, which we assume to be compatible with the Poisson bracket associated with $`P`$. In the $`\omega N`$ setting, it is thus natural to discuss how to use the second Poisson bracket to induce a second closed 2-form $`\omega ^{}`$ on a fixed symplectic leaf $`S`$ of the first bracket, in such a way to provide $`S`$ with an $`\omega N`$ manifold structure. Since the symplectic leaves of $`\{,\}^{}`$ are not contained, in general, in the ones of the first bracket, we cannot use the analog of (3.6) in order to define $`\omega ^{}`$.

To attain our aim, we must be able to “project” in a suitable way the Hamiltonian vector fields $`X_F^{}`$ (that is, the Hamiltonian vector fields associated with $`\{,\}^{}`$) on the symplectic leaf $`S`$. As the projection process has a local character, without loss of generality we can restrict to an open subset where the functions $`(C_1,\mathrm{},C_k)`$ form a basis in the algebra of Casimir functions of $`\{,\}`$. In the intersection of such an open set with $`S`$ we consider a family of $`k`$ vector fields $`Z_a`$, $`a=1,\mathrm{},k`$, which, at the points $`pS`$, span a subspace of $`T_pM`$ complementary (and hence transversal) to $`T_pS`$. We still agree to normalize these vector fields as

$$Z_a(C_b)=\delta _{ab}$$
(3.7)
on $`S`$. As in Section 2, we use the vector fields $`Z_a`$ to split, in every point $`p`$ of $`S`$, the tangent space to $`M`$ as the direct sum

$$T_pM=T_pS𝒵_p$$
(3.8)
of the tangent space to the leaf and of the distribution spanned by the vector fields $`Z_a`$. Dually, we split the cotangent space as the direct sum

$$T_p^{}M=𝒵_p^0(T_pS)^0$$
(3.9)
of the annihilators. We identify the annihilator $`𝒵^0`$ of $`𝒵`$ with the cotangent space of the symplectic leaf, and we denote with $`\pi ^{}`$ the canonical projection on $`𝒵^0`$ in the splitting (3.9). One has that

$$\pi ^{}(dF)=dF\underset{a=1}{\overset{k}{}}Z_a(F)dC_a.$$
(3.10)
We still denote with $`P^{}`$ the bivector associated with the second Poisson bracket, and we introduce a second 2-form $`\omega ^{}`$ on $`S`$ according to the relation

$$\omega ^{}(X_F,X_G):=P^{}\pi ^{}(dF),\pi ^{}(dG).$$
(3.11)
The problem we have to discuss now is how to choose the vector fields $`Z_a`$ in such a way that the 2-form $`\omega ^{}`$ define an $`\omega N`$ structure on the selected leaf $`S`$. We still work under the assumption that Casimirs $`C_a`$ of the first bracket form an Abelian algebra with respect to the second bracket, i.e., that $`\{C_a,C_b\}^{}=0`$. It implies that the vector fields $`X_a^{}=P^{}dC_a`$ are tangent to $`S`$ and, therefore, it is not necessary to project these vector fields onto $`S`$ (whence the simplification of some of the formulae in the sequel). In particular, for $`\omega ^{}`$ we obtain the expression

$$\omega ^{}(X_F,X_G)=\{F,G\}^{}+\underset{a=1}{\overset{k}{}}\left(X_a^{}(F)Z_a(G)X_a^{}(G)Z_a(F)\right),$$
(3.12)
to be compared with formula (2.4).

According to the definitions given at the beginning of this section, we have to insure that the 2-form $`\omega ^{}`$ is closed.

###### Theorem 3.2

The 2-form $`\omega ^{}`$ is closed if and only if

$$\underset{a=1}{\overset{k}{}}X_a^{}L_{\stackrel{~}{Z}_a}(P)=0$$
(3.13)
at the points of $`S`$, where $`\stackrel{~}{Z}_a`$ is any extension of the vector field $`Z_a`$ (which are in principle defined only on $`S`$) to a tubular neighbourhood of $`S`$ in $`M`$.

Proof. We have to compute the exterior derivative of $`\omega ^{}`$ on $`S`$. Thanks to the Palais formulae, one has

$$d\omega ^{}(X_F,X_G,X_H)=\underset{\text{cyclic}}{}\left(X_F\omega ^{}(X_G,X_H)\omega ^{}([X_F,X_G],X_H)\right).$$
(3.14)
Before proceeding to the computation of this exterior derivative, we recall that the compatibility condition between the two Poisson brackets can be written as

$$\underset{\text{cyclic}}{}\left(\{F,\{G,H\}\}^{}+\{F,\{G,H\}^{}\}\right)=0$$
(3.15)
for every triple of functions $`(F,G,H)`$ on $`M`$. A particular case of this identity is

$$\{F,\{G,C_a\}^{}\}+\{G,\{C_a,F\}^{}\}+\{C_a,\{F,G\}^{}\}=0,$$
(3.16)
obtained by putting $`H=C_a`$. Now let us substitute the expression of $`\omega ^{}`$ in Equation (3.14). Let us use the definition (3.5) of the vector field $`X_F`$ and the commutation property $`[X_F,X_G]=X_{\{F,G\}}`$ of the Hamiltonian vector fields. Collecting in a suitable way the different terms, using the identities (3.15) and (3.16), we get straight away the identity

$$d\omega ^{}(X_F,X_G,X_H)=\underset{a=1}{\overset{k}{}}\left(X_a^{}L_{\stackrel{~}{Z}_a}(P)\right)(dF,dG,dH).$$
(3.17)
It shows that the exterior derivative of the 2-form $`\omega ^{}`$, evaluated on the Hamiltonian vector fields $`X_F`$, $`X_G`$ ,$`X_H`$, coincides with the 3-vector $`_{a=1}^kX_a^{}L_{\stackrel{~}{Z}_a}(P)`$ evaluated on the differentials of the corresponding Hamiltonians. This completes the proof.

The second step is to check under which additional hypotheses the torsion of the recursion operator $`N`$, associated with $`\omega ^{}`$, vanishes too. To this aim, we will write explicitly $`N`$. From (3.12), taking into account that $`\{C_a,C_b\}^{}=0`$, one finds that

$$NX_F=X_F^{}+\underset{a=1}{\overset{k}{}}\left(X_a^{}(F)Z_aZ_a(F)X_a^{}\right).$$
(3.18)
###### Theorem 3.3

Suppose that $`d\omega ^{}=0`$ on $`S`$. Then the torsion of $`N`$ vanishes if and only if, at the points of S,

$$\underset{a=1}{\overset{k}{}}X_a^{}R_a=0,$$
(3.19)
where

$$R_a=L_{\stackrel{~}{Z}_a}(P^{}\underset{b=1}{\overset{k}{}}X_b^{}\stackrel{~}{Z}_b)+\frac{1}{2}\underset{b=1}{\overset{k}{}}X_b^{}[\stackrel{~}{Z}_a,\stackrel{~}{Z}_b],$$
(3.20)
and, as above, $`\stackrel{~}{Z}_a`$ is any extension of $`Z_a`$ to a tubular neighbourhood of $`S`$ in $`M`$.

Proof. The proof of this assertion is, in ths formalism, rather long, even if in principle not difficult. The reason is that the expression of the torsion of $`N`$ contains several terms that must be assembled and managed carefully. Thus, we will give the essential lines of the computation, omitting the details. We begin with computing the expression

$$[X_F,X_G]_N:=[NX_F,X_G]+[X_F,NX_G]N[X_F,X_G].$$
(3.21)
Then we plug in it the form (3.18) of $`NX_F`$, we compute the Lie brackets and we make use once again of (3.15) and (3.16) to simplify the resulting expression. Using also the condition (3.13) of closedness of the 2-form $`\omega ^{}`$, which we already assumed, we arrive in this way at the expression

$$\begin{array}{ccc}\hfill [X_F,X_G]_N:& =& X_{\{F,G\}^{}}+_{a=1}^k\left(Z_a(G)X_{X_a^{}(F)}Z_a(F)X_{X_a^{}(G)}\right)\hfill \\ & & +_{a=1}^k\left(X_a^{}(F)X_{Z_a(G)}X_a^{}(G)X_{Z_a(F)}\right).\hfill \end{array}$$
(3.22)
It shows that $`[X_F,X_G]_N`$ is a linear combination of Hamiltonian (with respect to $`\{,\}`$) vector fields. This make simpler the calculation of $`N[X_F,X_G]_N`$. Finally, we evaluate the Lie bracket $`[NX_F,NX_G]`$. Subtracting $`N[X_F,X_G]_N`$ to this Lie bracket, assembling with care the large number of terms of the previous expressions, using the identity

$$[X_F^{},X_G^{}]=X_{\{F,G\}^{}}^{}$$
(3.23)
and the involutivity of the Casimir functions $`C_a`$, we obtain a still quite complicated expression for the torsion

$$T_N(X_F,X_G)=[NX_F,NX_G]N[X_F,X_G]_N$$
(3.24)
we want to compute. Finally, evaluating the symplectic scalar product

$$\omega (X_H,T_N(X_F,X_G))=T_N(X_F,X_G),dH,$$
(3.25)
we get the final identity

$$\omega (X_H,T_N(X_F,X_G))=\underset{a=1}{\overset{k}{}}\left(X_a^{}R_a\right)(dF,dG,dH),$$
(3.26)
where $`R_a`$ is the expression (3.20). The 3-form in the left-hand side, thanks to (3.4), is the exterior derivative $`d\omega ^{\prime \prime }`$ of the 2-form $`\omega ^{\prime \prime }`$. Hence we have the identity

$$d\omega ^{\prime \prime }(X_F,X_G,X_H)=\underset{a=1}{\overset{k}{}}\left(X_a^{}R_a\right)(dF,dG,dH),$$
(3.27)
which proves the theorem.


text:
# Dimensional crossover and quantum effects of gases adsorbed on nanotube bundles

## I Introduction

The nature of gas adsorption within and outside of bundles of carbon nanotubes is a burgeoning field, which promises to reveal novel phases of matter rmp ; will ; wang ; boro ; bon ; dil ; bob ; aldo ; aldo2 ; aldosg ; aldosg2 ; yates ; oscar1 ; oscar ; kaneko ; kan&bill . Several recent experiments have explored the behavior of gases adsorbed on the outside of bundles, or ropes, consisting of many nanotubes having nearly parallel orientation. Our group has studied this system with classical computer simulation (in the case of Ne, Ar, Kr and Xe) and model ground state calculations purporting to describe this external surface adsorption of classical, or nearly classical, gases exsurf1 ; exsurf2 . Other studies, both experimental and theoretical, have been undertaken of the behavior of quantum gases, such as hydrogen or helium, in quasi-one dimensional (1D) models of this environment boro ; bon ; dil ; bob .

Figure 1 shows the potential energy $`V(𝐫)`$ of a methane molecule on the external surface of a nanotube bundle, computed (as discussed in Section IV) by summing empirical Lennard-Jones pair interactions between the molecule and the C atoms comprising the nanotube (which are actually smeared out to form “continuum carbon” on a cylindrical surface) george . The characteristic features of V are a small region nestled between tubes, called a “groove”, in which the potential is extremely attractive, and a more extended region where the potential varies only slowly along the surface. It is not surprising that the adsorption at a given temperature (computed in Section IV) exhibits a 1D fluid regime, confined to the groove, and a 2D monolayer regime as the number of adsorbed particles increases. The evolution of this behavior as a function of gas pressure (P) and temperature (T) is qualitatively the same as that found in our simulations of the other gases exsurf1 ; exsurf2 .

At least some of the extant experimental data aldo ; aldo2 ; aldosg ; aldosg2 ; yates ; oscar1 ; oscar ; kaneko  are in qualitative, or even quantitative, agreement with calculations based on such simple model assumptions about the geometry (nanotubes are uniform, identical and parallel to one another) and interactions (pairwise additive) milen . As an example, we state in Table I the ratio between the binding energies in the groove and on graphite in the low density limit, obtained from our calculations and two different experimental groups. Thereby encouraged, we proceed in the present paper to address several aspects of this adsorption problem that were either ignored in our previous studies or received only cursory attention there. One particular goal is to better understand how the film’s thermal properties evolve from those of an essentially 1D fluid to those of a monolayer (and eventually bilayer) film adsorbed on this bundle’s surface. An aspect of this investigation is to identify and characterize a “second layer groove phase”, for which simulations and experiments have provided some evidence aldosg ; aldosg2 ; exsurf1 ; exsurf2 . A second principal goal of the present study is to understand how quantum effects alter the thermodynamic quantities of interest. These effects are particularly important for H2, He, Ne and CH4 films in the present geometry wang . We emphasize that the potentials we use, like all semiempirical potentials, are uncertain to some degree. As an example, we may compare the well depths computed with the present parameters and those resulting from a recent selection of “best values”bruch . The well depth from a single graphene sheet is given by $`D_{graphene}=(6\pi /5)ϵ_{gc}\sigma _{gc}^2\theta _c`$, where $`ϵ_{gc}`$ and $`\sigma _{gc}`$ are the gas-carbon Lennard-Jones parameters and $`\theta _c`$ is the surface density of carbon atoms. The ratio of this depth computed with the “best” parameters to that obtained from our parameters is 0.8, 0.8, 1.0, 1.0, 1.1, 1.1 for the sequence He, Ne, Ar, Kr, Xe and H2, respectively.

In Section II, we consider the behavior of a film at very low coverage, in which case the adsorption may be considered as a single particle problem; this corresponds to the so-called “Henry’s law regime” of adsorption henry , in which the coverage N is proportional to the pressure, as specified by the Henry’s law constant K$`{}_{H}{}^{}=lim_{N0}(N/P)`$. This “constant” typically exhibits an Arrhenius dependence on T, with characteristic activation energy of order the heat of adsorption. As is known from analogous treatments of adsorption on planar surfaces, the T dependence of KH is a sensitive function of the potential provided by the substrate, a subject of obvious interest bruch . We compute in this low coverage regime the specific heat (per particle) $`C/N`$, where $`C`$ is the heat capacity, and the isosteric heat

$$q_{st}=\left(\frac{\mathrm{ln}P}{\beta }\right)_N$$
(1)
Here $`\beta ^1=k_BT`$. Further, in Section II, we develop a simple “crossover potential” model, aimed at describing the film’s behavior in the regime of crossover from 1D to 2D (here, a consequence of increasing T). The model works well in characterizing the thermal properties of a low coverage classical film, as demonstrated by consistency between the results from the model and those from the “exact” simulations. This agreement provides some justification for using the model to perform quantum calculations for this low coverage regime. The primary result of this calculation is a determination of the quantum correction to the thermal properties computed in the simulations.

Section III develops a phonon model for the high density 1D fluid regime of adsorption within the groove. The treatment is a straightforward extension of the familiar Debye model used to treat bulk solids. There is an underlying premise- that phonons are, indeed, the relevant thermal excitations of a 1D fluid (since there is no crystallization), from which the thermal properties may be calculated. The reliability of this ansatz is discussed and a heuristic argument is provided to justify its use here.

Section IV presents new classical simulation results for $`q_{st}`$, $`C`$ and the compressibility $`\left(N/\mu \right)_T`$, where $`\mu `$ is the chemical potential. Methane adsorption isotherms are presented for several temperatures. A key question of interest is whether the hypothetical second layer groove phase exists for all of the adsorbates we have considered, or just for Ne, as we originally conjectured. In addressing this issue, we make contact with a growing body of experimental data aldosg ; aldosg2 . Section V summarizes our results and discusses other issues, such as the potential role of heterogeneity, which is certainly present, but is ignored in virtually all calculations to date.

## II Low density regime

At very low density, one may neglect both interactions and quantum statistics in evaluating the film’s properties. This means that the physical behavior of the system reflects the dynamics of single particles in the external field of the surface. Let $`g(E)`$ be the surface single particle density of states, which may be derived, in principle, by solving the Schrodinger equation in this potential field. Then, the total number of adsorbed particles at T and $`\mu `$ satisfies

$$N=e^{\beta \mu }𝑑Eg(E)e^{\beta E}=e^{\beta \mu }Q(\beta )$$
(2)
Here $`Q(\beta )`$ is the single particle partition function. For an ideal spinless spin  3D gas, assumed to be in equilibrium with the film, $`e^{\beta \mu }=\beta \lambda _T^3P`$, where $`\lambda _T`$ is the de Broglie thermal wavelength ($`\lambda _T^2=2\pi \beta \mathrm{}^2/m`$) . By differentiating Eq. 2, at fixed N, we obtain the quantum expression for the isosteric heat at low density:

$$q_{st}=\frac{5}{2\beta }E=\frac{5}{2\beta }+\left(\frac{\mathrm{ln}Q}{\beta }\right)_{N,A}$$
(3)
$`E`$ is the quantum-statistical average of the energy per particle. The quantum value of the Henry’s law coefficient satisfies

$$K_H=\beta \lambda _T^3Q(\beta )$$
(4)
The quantum specific heat per particle (expressed in units of Boltzmann’s constant) at fixed surface area $`A`$ satisfies

$$\frac{C}{Nk_B}=\beta ^2\left(\frac{^2\mathrm{ln}Q}{\beta ^2}\right)_{N,A}$$
(5)
and from Eq. 3,

$$\frac{1}{k_B}\frac{dq_{st}}{dT}=\frac{5}{2}\frac{C}{Nk_B}$$
(6)
Classically, one employs an alternative formulation of the behavior of an ideal gas in the external field of the substrate. The Henry’s law constant is then

$$K_H^{cl}=\beta 𝑑𝐫e^{\beta V(𝐫)}=\beta Z(\beta )$$
(7)
$`Z(\beta )`$ is a classical single particle configuration integral and the integration domain is a (somewhat arbitrarily defined) volume near the substrate. The classical isosteric heat differs from the quantum expression because the quantum mean energy is replaced by the classical energy, $`\frac{3}{2\beta }+V_{cl}`$:

$$q_{cl}=\frac{1}{\beta }V_{cl}=\frac{1}{\beta }+\frac{d\mathrm{ln}Z}{d\beta }$$
(8)
The classical specific heat is given by

$$\frac{C_{cl}}{Nk_B}=\frac{3}{2}+\beta ^2\frac{^2\mathrm{ln}Z}{\beta ^2}$$
(9)
For reference, we present in the Appendix analytical results for the limiting case of motion in 1D with a quadratic transverse confining potential

$$V(r)=V_0+\alpha \frac{r^2}{2}$$
(10)
where $`r^2=x^2+y^2`$ and the $`z`$ axis is the usual cylindrical symmetry axis, coincident with the groove site.

The full line in Fig.2 depicts the classical specific heat in the limit of zero coverage computed from the potential energy shown in Fig.1. One observes that the behavior crosses over from the 1D value (5/2, as shown in the Appendix) at low T to a value near the 2D value (2, since $`y`$ motion is included) at high T. However, there appears a dramatic peak at intermediate T $``$ 200 K. This behavior can be explained qualitatively, as follows.

We invoke a simple “crossover model” of the potential which divides configuration space into two regions, giving additive contributions to the partition function:

$$Z(\beta )=_{groove}d^2re^{\beta (V_g+\frac{1}{2}\alpha r^2)}+L_s_{mono}𝑑ye^{\beta (V_m+\frac{1}{2}k_my^2)}$$
(11)
The first integral is a 2D integral over the groove region, where we assume the potential energy to be of harmonic type. The second integral evaluates the contribution from the monolayer region over the external surface of the tubes, assuming a harmonic potential along the direction perpendicular to the surface. $`L_s`$ is the length of this region (a fraction of $`2\pi R`$, $`R`$ being the radius of the tubes) over which the monolayer states can extend. We estimate reasonable values for each constant in the model (radius of the groove region $`1`$ Å, $`V_g=2028`$ K, $`\alpha =4800`$ K/Å2, $`V_m=1050`$ K, $`k_m=6000`$ K/Å2, $`L_s=18`$ Å) from the full potential of Fig. 1. Using this model partition function, we obtain the results shown in Fig. 2 as a thin line. The position and shape of the peak in Fig. 2 agree well with the “exact” results. This implies that the model has the key physical ingredient, which is the crossover from 1D to 2D regimes. We observe that the peak temperature ($``$ 220 K) is significantly less than the energy difference between monolayer and groove potentials ($`V_mV_g1000`$ K).

However, we note qualitative differences between the “exact” and model curves at both low and high T. These differences come from the deviation of the full potential from the model’s assumed harmonic shape. First, we consider the linear region of variation of C at low T. This behavior may be derived from perturbation theory, assuming that there is a “small” quartic term in the potential, $`\delta V`$, which may be expressed in terms of appropriate coefficients $`a_i`$:

$$\delta V(x,y)=a_1x^2y^2+a_2(x^4+y^4)$$
(12)
The classical energy shift $`\delta E`$ is just the expectation value of the perturbation (evaluated with the harmonic potential, Eq.10); this leads to qanah  $`\delta E=(a_1+6a_2)/(\alpha \beta )^2`$. This quartic correction to $`E`$ gives rise to terms proportional to T in the specific heat that are observed in Fig. 2 at low T, i.e. the regime ($`T<100`$ K) where the quartic terms are adequately described by perturbation theory. At very high T, the deviation of $`C/(Nk_B)`$ from the 2D value (2) occurs because of the large $`y`$ behavior of the full potential, which lies below the harmonic approximation.

The simple crossover model potential is thus seen to yield a specific heat which agrees qualitatively with the numerical results (without fitting the parameters). Hence, we conclude that the model contains the essential ingredients possessed by the “true” potential. We now use the simple model potential in another way to deduce the quantum expression for the specific heat and other thermal properties at very low N. To do the quantum calculation accurately requires a determination of the density of states in this inhomogeneous environment. Our alternative method involves a further set of approximations, which obviate solving the full 3D Schrodinger equation (SE). An exact solution is not necessary, in our opinion, given the uncertainty in the potential V(r) and the manifestly satisfactory character of the simple crossover model potential. To obtain the energy spectrum, we solve the SE with an adiabatic approximation, which has been shown to predict band structures for He atoms on graphite adiab . In this approximation, we first solve the SE for adatom motion perpendicular to the surface at each point ($`x`$) on the surface. The eigenvalue for this z motion becomes an effective potential energy Veff($`x`$). As in the conventional treatment of diatomic molecules (focusing on the electronic ground state), we assume that the lowest state for the adatom’s $`z`$ motion is the only energy needed for the “slower” degree of freedom, i.e. motion along the surface. Figure 3 shows the resulting effective potential as well as a fit to this potential of the following form:

$$U(x)=V_m+\frac{V_0}{\mathrm{cosh}^2(x/a)}$$
(13)
The reason for this choice of model potential is that the shape is appropriate, as seen in the figure, and the spectrum is known for this functional form, as given by qmbook

$$ϵ_n=\frac{\mathrm{}^2}{2ma^2}[\frac{1}{2}\sqrt{\frac{8mV_0a^2}{\mathrm{}^2}+1}(n+\frac{1}{2})]^2;n=0,1,2\mathrm{}$$
(14)
The largest value that $`n`$ can take depends on the parameters of the model potential. For example, we obtain 21 discrete levels for CH4, 11 for Ne and 3 for H2. With this spectrum, we can factorize $`Q(\beta )`$ in the following way:

$$Q(\beta )=\frac{L}{\lambda _T}\left[Q_{}(\beta )+Q_+(\beta )\right]Q_y(\beta )$$
(15)
where $`L/\lambda _T`$ is the sum of the free particle states along the $`z`$ direction, $`Q_y(\beta )`$ comes from the contribution of the discrete states in a potential well along the direction perpendicular to the surface (here assumed to be a harmonic oscillator’s spectrum):

$$Q_y(\beta )=\underset{n}{}e^{n\beta \mathrm{}\omega _y}=\frac{1}{1e^{\beta \mathrm{}\omega }}$$
(16)
$`\left[Q_{}(\beta )+Q_+(\beta )\right]`$ is the partition function of all the states in the effective potential along the $`x`$ direction. The first term ($`Q_{}`$) comes from the discrete states in $`V_{eff}(x)`$:

$$Q_{}(\beta )=\underset{n}{}e^{\beta ϵ_n}$$
(17)
The contribution $`Q_+`$ from the continuum density of states is modeled by scaling the continuum spectrum of a uniform system in a constant potential of depth $`V_m`$ by the length of a unit cell $`d`$ (here equal to the horizontal separation between nanotubes):

$$Q_+(\beta )=e^{\beta V_m}\frac{d}{\lambda _T}$$
(18)
With these ingredients, the thermodynamic properties can be computed and compared with the corresponding classical quantities, obtained above from the original potential. The dashed line in Fig. 2 show the quantum result for C. In this case, the low T behavior corresponds to a quantum 1D regime characterized by the excitation of only the low lying states in $`V_{eff}`$. Note that the zero temperature limit is 0.5, as expected for a quantum 1D system. Deviation from that limit occurs when T comes within an order of magnitude of the transverse excitation energy in the groove ($`90`$ K for CH4). This behavior differs markedly from the classical result in Fig. 2. Fig. 4 shows the corresponding results for the isosteric heat. At zero T, the classical result (full and thin lines) corresponds to the minimum of the potential in the groove while the quantum result is the ground state energy $`\epsilon _0`$ in that potential. Another important distinction at low temperature is that quantum results imply an increase of the isosteric heat with T, whereas classically a decrease is expected. We observe that $`q_{st}=\epsilon _0+2k_BT`$ when $`T<50`$ K and it reaches its maximum value when $`C/(Nk_B)=5/2`$ (Eq. 6) at $`T100`$ K. As shown in the Appendix, at low T the difference between quantum and classical heats is $`\delta q_{st}=2/\beta \mathrm{}\omega `$, where $`\mathrm{}\omega `$ is the zero point energy in the groove. At high T, the temperature dependence of $`q_{st}`$ is given by $`k_BT/2`$, which corresponds to 2D motion confined by a transverse harmonic potential. Figure 5 (a) and (b) display the results for C and $`q_{st}`$ in the case of Ne. We notice that the crossover occurs at a much lower T ($`100`$ K) for Ne than for CH4.

In closing this section concerning low density, we note that the first order correction due to quantum statistics can be determined in a straightforward way, permitting an assessment of its importance in the analysis. To do this, one expands the exact equation relating N and $`\mu `$, assuming that the fugacity $`e^{\beta \mu }`$ is small; this is the usual way to develop a quantum virial expansion for translationally invariant systems. The result in the present case is

$$N=Q(\beta )e^{\beta \mu }\left[1\pm f(N,\beta )\mathrm{}\right]$$
(19)
The first term leads to the classical regime addressed above; the “correction” term $`f`$ (negative/positive for fermions/bosons) in brackets becomes:

$$f(N,\beta )=\frac{Q(2\beta )}{Q^2(\beta )}=\frac{\rho \lambda _T}{\sqrt{2}}\left(\frac{1e^b}{1e^{2b}}\right)^2$$
(20)
Here $`b=\beta \mathrm{}\omega `$. The factor preceding the expression in parentheses is analogous to quantum statistical correction terms found in 2D and 3D expansions. We observe that the classical approximation used earlier is appropriate when the interparticle spacing exceeds $`\lambda _T`$ (the same constraint as that found in the analogous 2D and 3D problems). The factor in parentheses in Eq. 20 is always less than one, so it helps the statistical expansion to converge, especially at high T when the factor becomes 1/4. The reason for this reduced statistical correction is simply that the crowding in phase space, the origin of effects of quantum statistics, is reduced by a spreading among the many transverse states that are excited when $`b<1`$. Finally, we note that statistical corrections to the noninteracting classical gas are relatively more important in 1D than in higher dimensions D. The reason is that these corrections appear as products of density and $`\lambda _T^d`$. At a given T, therefore, the effect of statistics appears at a lower T in a system of lower D (all other things being equal).

## III Phonons in the high density groove phase

The quasi-1D fluid within the groove represents a novel system in many ways. One is that the low-lying excitations of the system are expected to be phonons, even in the absence of a crystal (which is assumed in the usual derivation of phonons in terms of an expansion in displacements from equilibrium). Such phonons must exist as longitudinal, long wavelength excitations of this system, derived from elasticity theory or quantum hydrodynamics (as in the liquid helium case)dash . Their speed for a nearly classical system can be derived from the classical equation of state, $`mc^2=(dP/d\rho )_T`$. Such data appear in Fig. 6. One observes a minimum in $`c`$ at density corresponding to the incipient condensation at T=0.

We analyze the behavior using the Debye model, applied to a fluid of density $`\rho `$ and sound speed $`c`$. The Debye wave vector and frequency are $`k_D=\pi \rho `$ and $`\omega _D=ck_D`$, respectively. The conventional 3D treatment is changed to accommodate the 1D density of states, which is a constant below $`\omega _D`$:

$$N(\omega )=\frac{L}{\pi c}\mathrm{\Theta }(\omega \omega _D)$$
(21)
Here $`\mathrm{\Theta }(x)`$ is the Heaviside unit step function. The resulting thermal energy per unit length is

$$\frac{E}{L}=\frac{1}{\pi c\beta ^2\mathrm{}}_0^{x_m}𝑑x\frac{x}{e^x1}$$
(22)
The upper limit to the integral arises from the Debye frequency cutoff, $`x_m=\beta \mathrm{}\omega _D`$. At high T, $`x_m<<1`$, this expression yields the 1D version of the law of Dulong and Petit, $`CNk_B`$; there is energy $`k_BT`$ per atom in this limit. At low T, instead, the specific heat is linear in T:

$$\frac{C}{Nk_B}=\frac{\pi ^2k_BT}{3\mathrm{}\omega _D}$$
(23)
A more realistic model would yield a different numerical coefficient but the linear dependence of C on T is a robust prediction of the phonon model. The prediction in the high T limit is also robust, within the harmonic expansion.

One may develop a concrete realization of this behavior from the usual phonon theory. In its simplest form, we employ a model in which only nearest neighbors interact. In this case, the ground state corresponds to a lattice constant $`a`$ equal to the minimum in the pair potential. The conventional theory yields a dispersion relation

$$\omega _q=2\omega _0\mathrm{sin}(\frac{qa}{2}),\omega _0=\sqrt{\frac{k}{m}}$$
(24)
The force constant $`k`$ is just the second derivative of the pair potential, evaluated at its minimum (if the adsorbate is not compressed). If we assume a Lennard-Jones interaction $`U(r)=4\epsilon \left[(\sigma /r)^{12}(\sigma /r)^6\right]`$, then the uncompressed force constant is $`k_0=2^{8/3}(\frac{9\epsilon }{\sigma ^2})`$. This yields a speed of sound $`c=a\omega _0=a\sqrt{k_0/m}`$, which depends in an explicit way on the specific system’s parameters.

How important are the quantum corrections to the equation of state of the system? One measure of this is the ratio of the system’s ground state zero-point energy (per atom) $`E_{zp}`$ to its potential energy ($`ϵ`$); this ratio is zero for a classical system. From the phonon model, we may evaluate $`E_{zp}`$ by summing $`\mathrm{}w_q/2`$ over all of the phonon modes within the Brillouin zone ( $`|q|<\pi /a`$ ). The result of this calculation is

$$E_{zp}=\left(\frac{2}{\pi }\right)\mathrm{}\omega _0$$
(25)
Hence, the ratio of interest is

$$\frac{E_{zp}}{ϵ}=3\left(\frac{2^{4/3}}{\pi ^2}\right)\mathrm{\Lambda }^{}$$
(26)
Here $`\mathrm{\Lambda }^{}=h/(\sigma \sqrt{mϵ})`$ is the de Boer quantum parameter and the numerical coefficient is about 0.8. Thus, the ratio of $`E_{zp}`$ to $`ϵ`$ is about 1.6 for H2, 0.2 for CH4 and 0.05 for Xe, assuming “typical” values of the interaction parameters. This number is indicative of the relative importance of quantum effects at low T; the range of T over which quantum effects are relevant is of order this ratio times $`ϵ`$. The fully classical regime is thus T exceeding 60 K, 35 K and 15 K for H2, CH4 and Xe, respectively.

The preceding discussion pertains to the longitudinal phonons in the groove. There are, in addition, transverse phonons associated with motion perpendicular to the groove axis. We show here how these become important at high density, indicative of an incipient instability of the 1D state. The transverse modes (two polarizations for each wave vector) can be derived in the usual way by taking account of coupled motion of the adsorbate, as affected by the presence of the potential confining the particles within the groove ($`\alpha r^2/2`$). Consider a mode polarized in the $`x`$ direction and assume small amplitude displacements {$`x_i`$} so that the interparticle force can be expanded about the equilibrium spacing $`a`$; for a given pair, the potential energy is thus shifted by

$$V(\mathrm{\Delta }x)V_0=V^{}[\frac{\mathrm{\Delta }x^2}{2a}]=f\frac{\mathrm{\Delta }x^2}{2}$$
(27)
Here, $`V_0`$ is the equilibrium spacing potential, prime means derivative with respect to the interparticle spacing, evaluated at spacing $`a`$, and $`\mathrm{\Delta }x`$ is the difference in the $`x_i`$ values of adjacent particles. The quantity $`f`$ is an effective force constant associated with this coupling; $`f<0`$ in a highly compressed phase. Assuming only nearest neighbor interactions, the equation of motion for a mode of wave vector $`q`$ can be solved, yielding the transverse spectrum

$$\omega _t^2(q)=\omega _1^2+(4\frac{f}{m})\mathrm{sin}^2(\frac{qa}{2}),\omega _1^2=\frac{\alpha }{m}$$
(28)
At $`q=0`$, the frequency is just that ($`\omega _1`$) of single particles in the external potential. However, the finite $`q`$ frequency is lower if the adsorbate is compressed. At the zone boundary, $`\omega `$ is a minimum in this case. There arises, therefore, an instability when

$$f<m\omega _1^2/4=\alpha /4$$
(29)
This condition is equivalent to the energy minimum condition, which favors a periodic structure if the density becomes high, so that the repulsive forces become too large. The preceding equation represents an instability criterion, but one expects there to be a lower density regime of dynamical stability but energetic metastability. We have explored this problem in recent work by comparing the energies of alternative structures on the external surface of the bundle exsurf2 . We concluded that the transition in question occurs from the groove to the three-stripe phase. An alternative possibility zig , a two-stripe phase (two parallel chains of atoms), was less favored in the Lennard-Jones interaction case we have considered.

We have made a quantitative comparison with the phonon instability scenario in one case, CH4 in a groove. In that case, the transition to the three stripe phase occurs at 10 % compression in lattice constant, according to the T=0 calculations. The instability condition above corresponds to a further compression of the lattice constant by 20 %. Hence, the 1D phase becomes metastable (relative to the three-stripe phase) at considerably lower density, preempting the instability-driven transition.

In the limit of small compression, we may neglect the term in Eq. 28 proportional to $`f`$. In that case, the transverse motion reduces to that of independent particles. The resulting effect on the thermal properties of the adsorbate coincides with that of single particles, i.e. the low density limit, discussed in the Appendix.

## IV Coverage dependent adsorption: grand canonical Monte Carlo simulations

As in our previous studies exsurf1 ; exsurf2 , we use grand canonical Monte Carlo simulations to investigate the adsorption behavior of CH4 on the external surface of a bundle. The potential energy experienced by the adsorbate particles in that region is modeled by summing the contributions from two adjacent nanotubes, by adding Lennard-Jones two body interactions (with distance and energy parameters $`\sigma _{gc}=3.56`$ Å, $`ϵ_{gc}=67.2`$ K) between the adsorbate particle and the nanotube’s carbon atoms. The dimensions of the simulation cell are set to be 17 Å in the $`x`$ direction (which corresponds to the center to center distance between the tubes), 10 $`\sigma _{gg}`$ along the $`z`$ direction (tube’s axis direction) and 40 Å for the height of the box along the $`y`$ direction. The details of our model assumptions and the simulation method can be found in Ref. 17.

Figure 7 shows the resulting CH4 adsorption isotherms at various temperatures. Since the length of the cell in the $`z`$ direction is 10 $`\sigma _{gg}`$, the saturation number of atoms in a single line (closed packed) is $`N=9`$. The phase behavior evolves with $`\mu `$ in the same manner observed for other gases exsurf1 ; exsurf2 , starting with a line of atoms in the groove at very low pressure. At low T, a step (not noticeable for the temperatures shown in the figure) appears to a so-called “3-stripe” phase, consisting of two additional lines of atoms parallel to that in the groove. At higher pressure a monolayer ($`N`$ 45, 5 lines) is formed over the external surface. Once it completes, there appears some evidence of a transition to a second layer groove phase ($`N`$ 54), i.e. a single line of atoms formed above the monolayer phase, in the new groove region. This phase was observed in our previous simulations in the case of Ne, Ar and Kr and also experimentally in recent work of Migone’s group aldosg ; aldosg2 . Subsequent transitions to bilayer and three-layer phases are observed as the pressure increases.

In figure 8 we display the evolution of the density projected onto the transverse $`xy`$ plane at $`T=90`$ K as the coverage increases, starting at the monolayer phase. We observe the formation of the second layer groove, a dilute second layer 3-stripe phase and the completion of the second layer. The variation of potential along the second layer surface is still large enough to gives rise to the appearance of a third-layer groove. After that, the adsorbate surface has considerably flattened at this point, causing the subsequent film to be much less structured.

We consider now the formation of the second layer groove phase for three different gases of increasing size: Ne, CH4 and Xe. Figure 9 shows its respective isotherms for high coverage. The arrows point the appearance of the second layer groove. Table II displays the values of the pressure from the isotherms at which this phase occurs in comparison with the experimental values aldosg2 , indicating a very good agreement. To identify this phase we also show the corresponding density contours (Fig. 10) and the compresibility $`dN/d\mu `$ (Fig. 11) calculated from the number fluctuation in the simulations:

$$\frac{dN}{d\mu }=\frac{(\mathrm{\Delta }N)^2}{k_BT}$$
(30)
Here $`(\mathrm{\Delta }N)^2`$ is the variance in the number of particles in the simulation (at fixed $`\mu `$ and T). For the smallest atom, Ne, there occurs a peak near $`N80`$, which corresponds to the (best-defined) second layer groove phase. Then, transitions in the second layer (three-stripe phase and completion of the second layer) cause the appearance of a second broader peak at $`N100110`$, but they cannot be distinguished individually. For CH4, there is a smaller peak near $`N60`$ (second layer groove) but it merges with the peak corresponding to the second layer transition ($`N70`$). Something similar happens in the case of Xe. The peak starts with the second layer groove transition ($`N55`$) but it immediatly continues with the bilayer transition ($`N80`$).

Another quantity which should show the phase transitions as the coverage increases is the isosteric heat. Figure 12.(a) shows the isosteric heat as a function of linear coverage computed from adsorption isotherms of the different gases. The region $`\rho \sigma _{gg}<1`$ is the groove-filling region. Once the groove is filled, the isosteric heat decreases abruptly due to the high energy difference between this site and the surface site. The following decrease is observed at the monolayer completion but before that a small increase strongly suggests the presence of the second layer groove.

In Tables III and IV, we compare the isosteric heat values corresponding to the first groove phase and the monolayer phase with the available experimental results from two different groups. We observe that the agreement is quite good.

In Fig. 12.(b) we compare the whole coverage dependence of the isosteric heat for Ar derived from our simulations with the experimental results oscar1 . We observe that the general trend is qualitatively similar.

Fig 13 shows the specific heat as a function of coverage for Kr and Ar calculated from the simulations data. In both cases, a notable increase is observed near the completion of the groove and a smaller one is present at the end of the monolayer completion, very possibly due to the presence of the second groove phase. The low density value ($`N<5`$) agrees reasonably well with the low density limit calculations of Section II for those gases and temperatures.

## V Summary and conclusions

Our calculations have yielded classical and quantum behavior of diverse gases adsorbed on the external surface of a nanotubes bundle. The present results for thermal properties are to be supplemented, in general, by contributions from gases adsorbed in other sites, i.e. the interstitial channel and endohedral positions, if these are accessible to the adsorbate. The degree to which this is the case appears to be very sensitive to sample preparation and purification technique. Evidence in this paper’s tables provides some tentative support for the belief that a significant fraction of these samples’ area is ordered and clean. Yet Fig.12(b) shows a qualitative discrepancy, presumably attributable to heterogeneity.

We have explored the problem of dimensional crossover by studying adsorption along two distinct thermodynamic paths: constant T (variable N) and variable T (very low N). At very low coverage, the effective dimensionality increases progressively with T because the adsorbed molecules migrate over a T-dependent phase space, beginning (at low T) with the groove and ending with monolayer and even 3D regimes at higher T. Qualitatively similar evolution was investigated some years ago in the case of He isotopes on graphite mil81 . In that case, the T dependence of the dimensionality (calculated and measured) reflects the energy dependence of the wave functions’ spatial localization. The more conventional method of studying dimensional crossover is to assess the variation with coverage of film structure and thermal properties. This is the route followed in adsorption isotherm measurements. Evidently, one can (in principle) explore the N-T plane along any path. An interesting question that we have not explored is how the effective dimensionality of the film varies at higher T or N than is reported here, yielding a more complete characterization of the effective dimensionality. We note that specific heat and isotherm experiments provide complementary information, so that both experiments are worth carrying out good . To our knowledge, no specific heat measurements have yet been undertaken for gas adsorption on nanotubes. This situation is probably temporary, because the very high specific area found in nanotubes samples should yield very high total heat capacities, with a relatively small background correction at low T. This argument suggests that measurement and interpretation of C(N,T) data are likely to be fruitful and convenient.

Our computational methods used in this paper are relatively straightforward, i.e. mostly extensions of those used in our previous simulation studies. Hence, we have found few surprises in the results. One of the most intriguing findings is that the second layer groove phase is present in the isotherms (dramatically so in the compressibility) for all of the systems studied, consistent with experiments of the Migone group. Equally encouraging is the agreement reported in the previous section between these calculations and experimentally observed thermodynamic quantities. Such consistency is initially surprising, in view of the simplified potential models. One concludes that the interaction strengths are adequately transferable from the graphite adsorption problem. Such behavior is not consistent with some model calculations in which either curvature-induced distortion of the physisorption potential or sensitivity of the potential to the nanotubes’ conductivity is present.

###### Acknowledgements.

We wish to acknowledge Mary Jo Bojan, Bill Steele, Silvina Gatica, Milen Kostov, Aldo Migone, J.G. Dash, Karl Johnson, Oscar Vilches and Michel Bienfait for stimulating discussions. We are grateful to the Petroleum Research Foundation of the American Chemical Society, the Army Research Office and Fundación Antorchas for their support.
*

## Appendix A 1D Motion

In the limiting case of motion in 1D with a quadratic transverse confining potential

$$V(r)=V_0+\alpha \frac{r^2}{2}$$
(31)
where $`r^2=x^2+y^2`$ and the $`z`$ axis is the usual cylindrical symmetry axis, the classical configuration integral satisfies

$$Z(\beta )=\frac{2\pi L}{\beta \alpha }e^{\beta V_0}$$
(32)
From Eq.8 and 9, classical values of the thermal variables in this quasi-1D limit are

$`q_{cl}`$ $`=`$ $`V_0`$
$`{\displaystyle \frac{C_{cl}}{Nk_B}}`$ $`=`$ $`{\displaystyle \frac{5}{2}}`$
$`\mu _{cl}`$ $`=`$ $`V_0+{\displaystyle \frac{1}{\beta }}\mathrm{ln}\left({\displaystyle \frac{\rho \lambda _T}{\pi }}{\displaystyle \frac{\lambda _T^2}{r^2}}\right)`$
where $`r^2=2/(\alpha \beta )`$ is the mean square particle displacement perpendicular to the axis. The analogous quasi-1D quantum values are given by assuming that the temperature is sufficiently low that only the lowest transverse vibration is present, for which the energy is $`\epsilon _0=V_0+\mathrm{}\omega ,\omega =\sqrt{\alpha /m}.`$

In this case, $`g(E)=G_1(E\epsilon _0)\mathrm{\Theta }(E\epsilon _0)`$ , where $`G_1(x)=\frac{L}{\mathrm{}\pi }\sqrt{\frac{m}{2x}}`$. This is the 1D density of states for a hypothetical system with no transverse degrees of freedom. Then, the single particle partition function is

$$Q(\beta )=\frac{L}{\lambda }e^{\beta \epsilon _0}$$
(33)
A generalization of this expression to include all transverse states, within the harmonic approximation, leads to correction to $`Q`$ by a factor, $`\left(1e^{\beta \mathrm{}\omega }\right)^2`$. Without these factors,

$`{\displaystyle \frac{C}{Nk_BT}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}`$
$`q_{st}`$ $`=`$ $`{\displaystyle \frac{2}{\beta }}\epsilon _0`$
$`\mu `$ $`=`$ $`\epsilon _0+{\displaystyle \frac{1}{\beta }}\mathrm{ln}(\rho \lambda )`$
Note that the quantum isosteric heat exceeds the classical value by an amount $`\delta q_{st}`$ given, in the present approximation, by $`\delta q_{st}=q_{st}q_{cl}=2/\beta \mathrm{}\omega `$. This is, as expected, the difference in energy associated with the quantized harmonic motion in x and y directions. We discuss in Section III the more general case, when other transverse degrees of freedom are excited. The present result applies to the low T regime, where $`\mathrm{}\omega >>2/\beta `$.

FIGURE CAPTIONS

FIG. 1: Isopotential contours for a CH4 molecule on the external surface of a nanotube bundle. The contour nearest the groove ($`x=y=0`$) corresponds to $`V=2000`$ K.

FIG. 2: The low density specific heat, in units of Boltzmann’s constant, for CH4. Full curve is the classical specific heat obtained from Eq.9 and the potential energy shown in Fig.1. Thin curve is the classical specific heat derived from the model crossover potential. Dashed curve is the quantum specific heat from Eqs.5 and 15.

FIG. 3: Effective potential energy V$`{}_{eff}{}^{}(x)`$ (dashed curve) obtained by solving the Schrodinger equation for the CH4 motion perpendicular to the surface at each position $`x`$ on the surface. The full curve is a fit to this potential using the functional form of Eq. 13.

FIG. 4: Isosteric heat and quantum corrections for CH4 in the three cases plotted in Fig.2.

FIG. 5: (a) Same as Fig. 2 for Ne. (b) Same as Fig. 4 for Ne.

FIG. 6: Speed of sound for CH4 in the groove as a function of reduced density at different values of reduced temperature T=T/$`ϵ_{gg}`$.

FIG. 7: CH4 adsorption isotherms at several temperatures. Saturation capacity of the groove occurs at $`N=9`$. The monolayer coverage is $`N45`$.

FIG. 8: Evolution of the CH4 density with P, at $`T=90`$ K. From top to bottom, in the left column: monolayer phase (P = 0.85 10-2 atm); second layer groove phase (P = 0.17 10-1 atm); second layer 3-stripe phase (P = 0.20 10-1 atm). In the right column: bilayer phase (P = 0.30 10-1 atm); third layer groove phase (P = 0.37 10-1 atm); multilayer phase (P = 0.52 10-1 atm).

FIG. 9: Different gases’ isotherms showing the formation of the second layer groove phase, occurring at points indicated by arrows.

FIG. 10: Density contours projected onto the x-y plane showing the second layer groove phase for different gases. From top to bottom: Ne (T = 28 K, P = 0.06 atm), CH4 (T = 90 K, P = 0.017 atm), and Xe (T = 112 K, P = 0.005 atm).

FIG. 11: Compressibility as a function of coverage for different gases and coverages beyond the first layer. The curves are guides for the eye.

FIG. 12: (a) Reduced isosteric heat as a function of coverage for Ne, CH4 and Xe at T$`{}_{}{}^{}0.75`$. $`ϵ_{gg}=`$ 35.6 K (Ne), 161 K (CH4), 221 K (Xe).(b) Same as (a) but for Ar ($`ϵ_{gg}=`$ 120 K). The dots represent experimental results from Ref. 13.

FIG. 13: Heat capacity derived from classical simulations as a function of coverage for Ar at T=67.5 K (dashed curve) and Kr at T=71.25 K (full curve).