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# Can the CP asymmetries in 𝑩→𝝍𝑲_𝑺 and 𝑩→𝝍𝑲_𝑳 differ?

## I Introduction

In the standard model (SM) the CP asymmetries in $`B\psi K_S`$ and $`B\psi K_L`$ have the same magnitudes and opposite signs,

$$a_{\mathrm{CP}}(B\psi K_S)=a_{\mathrm{CP}}(B\psi K_L).$$
(1)
Since these two modes have the largest weight in the BABAR and BELLE measurements of CP violation quoted as $`\mathrm{sin}2\beta `$ s2b , it is important to understand the accuracy of Eq. (1) in the SM, and whether it could be altered by new physics. In Section II, we review the necessary formalism and explain the conditions that have to be fulfilled in order to violate Eq. (1), in the limit where the $`K_S`$ and $`K_L`$ are considered to be pure CP eigenstates. Specifically, we are interested in how different magnitudes for the $`\mathrm{sin}(\mathrm{\Delta }m_Bt)`$ terms in the asymmetries could be realized. A necessary condition is shown to be the presence of “wrong-flavor” kaon amplitudes, $`B\psi \overline{K}`$ or $`\overline{B}\psi K`$, which are negligibly small in the SM.

There are corrections to both sides of Eq. (1) proportional to $`ϵ_K`$, due to the fact that the $`K_S`$ and the $`K_L`$ are not pure CP eigenstates. One may also expect the $`K_S`$ to $`K_L`$ lifetime ratio to enter, since the $`K_S`$ is identified experimentally by two pions that are produced at a distance from the interaction point that is less than a few times the typical $`K_S`$ decay length. The probability that a $`K_L`$ decays into two pions within the same region is suppressed. However, to obtain the corrections to Eq. (1), it is necessary to fully take into account interference effects between the (unobserved) intermediate $`K`$ and $`\overline{K}`$ states. In Section III we show that $`a_{\mathrm{CP}}(B\psi K_S)`$ and $`a_{\mathrm{CP}}(B\psi K_L)`$ receive corrections at order $`ϵ_K`$, but the correction to Eq. (1) is further suppressed.

In Section IV we investigate how new physics could yield the wrong-flavor kaon amplitudes required to obtain $`a_{\mathrm{CP}}(B\psi K_S)a_{\mathrm{CP}}(B\psi K_L)`$. Sizable effects are possible in principle, but we find that the scale of new physics would have to lie well below the weak scale. Potential scenarios are therefore tightly constrained by bounds on flavor changing neutral current processes, and a significant contribution appears rather unlikely. This is illustrated with an example that arises in supersymmetric models with an ultra-light sbottom squark. We also discuss experimentally testable predictions which can be used to set bounds on the wrong-flavor amplitudes. Section V contains our conclusions.

## II Formalism

The time dependent CP asymmetries in $`B\psi K_{S,L}`$ (for notation and formalism, see rev ; Silvabook ; fnalb ) are given by

$`a_{\mathrm{CP}}(B\psi K_{S,L})`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(\overline{B}(t)\psi K_{S,L})\mathrm{\Gamma }(B(t)\psi K_{S,L})}{\mathrm{\Gamma }(\overline{B}(t)\psi K_{S,L})+\mathrm{\Gamma }(B(t)\psi K_{S,L})}}`$ (2)
$`=`$ $`{\displaystyle \frac{(1|\lambda _{S,L}|^2)\mathrm{cos}(\mathrm{\Delta }m_Bt)2\text{Im}\lambda _{S,L}\mathrm{sin}(\mathrm{\Delta }m_Bt)}{1+|\lambda _{S,L}|^2}}`$
$``$ $`S_{S,L}s_BC_{S,L}c_B.`$
Here $`s_B\mathrm{sin}(\mathrm{\Delta }m_Bt)`$, $`c_B\mathrm{cos}(\mathrm{\Delta }m_Bt)`$, $`\mathrm{\Delta }m_Bm_Hm_L`$, and the last line defines $`S_{S,L}`$ and $`C_{S,L}`$. Furthermore,

$$\lambda _{S,L}\left(\frac{q_B}{p_B}\right)\left(\frac{\overline{A}_{S,L}}{A_{S,L}}\right),$$
(3)
where $`\overline{A}_{S,L}A(\overline{B}\psi K_{S,L})`$ and $`A_{S,L}A(B\psi K_{S,L})`$. The neutral $`B`$ and $`K`$ meson mass eigenstates are defined in terms of flavor eigenstates as

$$|B_{L,H}=p_B|B\pm q_B|\overline{B},|K_{S,L}=p_K|K\pm q_K|\overline{K}.$$
(4)
In the $`|\lambda _{S,L}|=1`$ limit, which is usually considered, the asymmetries reduce to the simple form $`a_{\mathrm{CP}}(B\psi K_{S,L})=\text{Im}\lambda _{S,L}\mathrm{sin}(\mathrm{\Delta }m_Bt)`$, and $`\text{Im}\lambda _{S,L}=S_{S,L}=\pm \mathrm{sin}2\beta `$ and $`C_{S,L}=0`$. Our goal is to investigate possible deviations from this limit.

Since $`B`$ meson decays are better described in terms of flavor eigenstates at short distances, we rewrite $`\lambda _{S,L}`$ in terms of the right-flavor kaon decay amplitudes

$$\overline{A}_{\overline{K}}A(\overline{B}\psi \overline{K}),A_KA(B\psi K),$$
(5)
and the wrong-flavor kaon decay amplitudes

$$\overline{A}_KA(\overline{B}\psi K),A_{\overline{K}}A(B\psi \overline{K}).$$
(6)
To parameterize the contributions due to possible wrong-flavor amplitudes from new physics, we define

$$a\left(\frac{q_K}{p_K}\right)\left(\frac{\overline{A}_K}{\overline{A}_{\overline{K}}}\right),b\left(\frac{p_K}{q_K}\right)\left(\frac{A_{\overline{K}}}{A_K}\right).$$
(7)
Then we can rewrite $`\lambda _{S,L}`$ defined in Eq. (3) as

$$\lambda _{S,L}=\pm \lambda _B\left(\frac{1\pm a}{1\pm b}\right),$$
(8)
where Silvabook ; Silva-rec

$$\lambda _B\left(\frac{q_B}{p_B}\right)\left(\frac{\overline{A}_{\overline{K}}}{A_K}\right)\left(\frac{p_K}{q_K}\right).$$
(9)
In the SM, and in any extensions of it in which the wrong-flavor kaon amplitudes are negligibly small (i.e., $`|a|`$ and $`|b|1`$), Eq. (8) reduces to $`\lambda _{S,L}=\pm \lambda _B`$, and so $`\lambda _S+\lambda _L=0`$. As a result, for the two CP asymmetries in Eq. (2), $`S_S=S_L`$ and $`C_S=C_L`$ . However, for arbitrary $`a`$ and $`b`$,

$$\lambda _S+\lambda _L=\lambda _B\frac{2(ab)}{1b^2}.$$
(10)
We learn that a necessary and sufficient condition for $`\lambda _S\lambda _L`$ is the presence of non-vanishing wrong-flavor amplitudes with $`ab`$. Such a situation can arise either if $`|a||b|`$ or if $`\mathrm{arg}(a)\mathrm{arg}(b)`$.

To get a rough idea of the size of the expected difference between the two asymmetries, note that if each right-flavor and wrong-flavor kaon amplitude is dominated by a single contribution, then $`|a||b|`$ holds. We further assume that the CP violating phases are not small, namely that $`\text{Re}\lambda _{S,L}\text{Im}\lambda _{S,L}𝒪(1)`$ as in the SM, and that $`\mathrm{arg}(a)\mathrm{arg}(b)𝒪(1)`$. Under these assumptions,

$$\text{Im}(\lambda _S+\lambda _L)|a|.$$
(11)
Thus, $`S_S+S_L`$ is expected to be of the order of the ratio of wrong-flavor to right-flavor kaon amplitudes. If the strong phases between the wrong-flavor and right-flavor kaon amplitudes are not small, effects of similar order will also be generated for the $`C_{S,L}`$ terms in the CP asymmetries in Eq. (2).

## III The difference in CP asymmetries in the SM

The amplitudes for $`B`$ decays to wrong-flavor kaons are negligible in the SM. Any contribution would require at least two $`W`$ propagators in an (exchange) annihilation graph, and would involve small CKM matrix elements. Naive estimates in the SM lead to $`|a|,|b|<10^6`$. There are much larger effects which contribute to the CP asymmetries at the $`10^3`$ level. Since they are all small, we can expand to linear order in each of them. The finite $`B`$ meson width difference results in equal contributions to the $`S_S`$ and $`S_L`$ terms in Eq. (2) DFN ; fnalb ; DHKY . The deviation of $`|\lambda _B|`$ from unity due to CP violation in $`B`$ mixing or in $`B\psi K`$ decay results in non-zero $`C_{S,L}`$ terms, satisfying $`C_S=C_L`$. CP violation in decay also results in corrections to the $`S_{S,L}`$ terms of equal magnitude, but of opposite sign. We will return to a discussion of these effects later.

CP violation in $`K\overline{K}`$ mixing contributes to $`a_{\mathrm{CP}}(B\psi K_{S,L})`$ via corrections to $`\lambda _B`$. If the measured final states were the $`K_S`$ and $`K_L`$ mass eigenstates, this would be the only effect of $`ϵ_K`$ xing  and the relation $`\lambda _S=\lambda _L`$ would not be altered. However, there is an additional effect due to the fact that the experimentally reconstructed $`\psi K_S`$ final state is actually a coherent superposition of $`\psi K\psi \pi \pi `$ and $`\psi \overline{K}\psi \pi \pi `$ with some constraint on the kaon decay time. For example, at BABAR and BELLE the $`K_S`$ is identified by requiring two pions in the tracking system. This requirement selects kaons that decay after a short time. Thus they are mainly $`K_S`$, but there is a small $`K_L`$ admixture, since the $`K_L`$ can also decay to two pions. Final states reconstructed as $`K_L`$, on the other hand, are identified by hits in the hadronic calorimeter. This requires that the kaon decay time must be much longer than the $`K_S`$ lifetime, therefore such states are pure $`K_L`$ to very good accuracy.

To study the effect of kaon mixing, it is most convenient to use the cascade mixing formalism Kayser0 ; Kayser ; azimov ; Silva ; Silvabook . In particular, to obtain the total $`B\psi K\psi \pi \pi `$ amplitude a coherent sum is performed over the physical $`B`$ and $`K`$ mass eigenstate contributions,

$`A(B\psi K\psi \pi \pi )`$ $`=`$ $`{\displaystyle \underset{M,N}{}}A(K_N\pi \pi )e^{i(m_{K_N}i\mathrm{\Gamma }_{K_N}/2)t_K}`$ (12)
$`\times A(B_M\psi K_N)e^{i(m_{B_M}i\mathrm{\Gamma }_{B_M}/2)t}B_M|B,`$
where $`M=H,L`$ and $`N=S,L`$ are summed over, and $`t_K`$ is the time between the formation and decay of the $`K`$ meson.

We are interested in obtaining the corrections to the CP asymmetries due to $`ϵ_K`$, so in the following we set $`\mathrm{\Delta }\mathrm{\Gamma }_B=0`$ but allow for deviations of $`|\lambda _B|`$ from unity. The resulting decay rates can be expressed as

$$\mathrm{\Gamma }[B(\overline{B})\psi K\psi \pi \pi ]\left[e^{\mathrm{\Gamma }_St_K}c_{11}+e^{\mathrm{\Gamma }_Lt_K}c_{22}+2e^{(\mathrm{\Gamma }_S+\mathrm{\Gamma }_L)t_K/2}c_{12}\right]e^{\mathrm{\Gamma }_Bt}.$$
(13)
For the $`c_{ij}`$ coefficients, following Ref. Silva , we obtain

$`c_{11}`$ $`=`$ $`|1+\lambda _K|^2\left\{1+|\lambda _B|^22s_B\text{Im}\lambda _B\pm c_B(1|\lambda _B|^2)\right\},`$
$`c_{22}`$ $`=`$ $`|1\lambda _K|^2\left\{1+|\lambda _B|^2\pm 2s_B\text{Im}\lambda _B\pm c_B(1|\lambda _B|^2)\right\},`$
$`c_{12}`$ $`=`$ $`\pm \left\{2\left(1|\lambda _K|^2\right)(c_Bc_Ks_Bs_K\text{Re}\lambda _B)4\text{Im}\lambda _K(c_Bs_K+s_Bc_K\text{Re}\lambda _B)\right\}`$ (14)
$`\left(1|\lambda _B|^2\right)\left\{\left(1|\lambda _K|^2\right)(\pm c_Bc_Kc_K)+2\text{Im}\lambda _K(s_Kc_Bs_K)\right\},`$
where the upper (lower) signs stand for decays of a $`B`$ ($`\overline{B}`$) meson,

$$\lambda _K\frac{q_K}{p_K}\frac{A(\overline{K}\pi \pi )}{A(K\pi \pi )},$$
(15)
and

$$s_K\mathrm{sin}\mathrm{\Delta }m_Kt_K,c_K\mathrm{cos}\mathrm{\Delta }m_Kt_K.$$
(16)
The $`c_{11}`$ ($`c_{22}`$) term corresponds to decays of $`K_S`$ ($`K_L`$), and the $`c_{12}`$ term is due to the interference between them.

To obtain corrections to the CP asymmetries due to $`ϵ_K`$ we need the following relations, valid to leading order in $`ϵ_K`$ ($`ϵ_K^{}`$ is neglected throughout),

$$\lambda _K=12ϵ_K,$$
(17)
where $`|ϵ_K|2.28\times 10^3`$ and

$$\text{Im}ϵ_K=x_K\text{Re}ϵ_K\left[1+𝒪\left(\frac{\mathrm{\Gamma }_L}{\mathrm{\Gamma }_S}\right)\right],x_K\frac{2\mathrm{\Delta }m_K}{\mathrm{\Gamma }_S+\mathrm{\Gamma }_L}0.95.$$
(18)
As can be seen from Eqs. (9) and (17), $`\lambda _B`$ to leading order in $`ϵ_K`$ is given by

$$\lambda _B=e^{2i\beta }(1+2ϵ_K),$$
(19)
where $`\beta `$ is the usual angle of the unitarity triangle.

What is experimentally called $`a_{\mathrm{CP}}(B\psi K_S)`$ is obtained by integrating the rates in Eq. (13) with respect to $`t_K`$ from (almost) zero to some cutoff $`t_{\mathrm{cut}}`$ that depends on the experimental setup, and then forming the asymmetry defined in Eq. (2). Since this cutoff is much larger than the $`K_S`$ lifetime (by about a factor of 10 at BABAR and BELLE), it is a good approximation to perform the integrals over the terms proportional to $`c_{11}`$ and $`c_{12}`$ from zero to infinity. Using the above relations, we find to leading order in $`ϵ_K`$,

$$a_{\mathrm{CP}}(B\psi K_S)=\left[\mathrm{sin}2\beta 2\text{Im}ϵ_K\mathrm{cos}2\beta \right]s_B2\text{Re}ϵ_Kc_B,$$
(20)
where it is to be understood that $`K_S`$ stands for the state identified in the experiments as $`K_S`$. The corrections to $`a_{\mathrm{CP}}(B\psi K_L)`$ are obtained from Eq. (2), taking into account the correction to $`\lambda _B`$ of order $`ϵ_K`$ given in Eq. (19). The result is

$$a_{\mathrm{CP}}(B\psi K_L)=\left[\mathrm{sin}2\beta 2\text{Im}ϵ_K\mathrm{cos}2\beta \right]s_B+2\text{Re}ϵ_Kc_B.$$
(21)
Remarkably, to leading order in $`ϵ_K`$, the relation $`a_{\mathrm{CP}}(B\psi K_S)=a_{\mathrm{CP}}(B\psi K_L)`$ is maintained. The terms with $`s_B`$ time dependence in Eqs. (20) and (21) originate from $`\text{Im}\lambda _B`$ and its small deviation from $`\mathrm{sin}2\beta `$. The third term in Eq. (20) receives contributions from both the interference term $`c_{12}`$ (given by $`4\text{Re}ϵ_Kc_B`$), and the correction due to $`|\lambda _B|1`$ in $`c_{11}`$ (given by $`+2\text{Re}ϵ_Kc_B`$). The relation $`a_{\mathrm{CP}}(B\psi K_S)=a_{\mathrm{CP}}(B\psi K_L)`$ is maintained because the ratio of these two terms is $`2`$, and the third term in Eq. (21) comes entirely from the $`|\lambda _B|1`$ contribution (that is $`+2\text{Re}ϵ_Kc_B`$).

Corrections to $`a_{\mathrm{CP}}(B\psi K_S)=a_{\mathrm{CP}}(B\psi K_L)`$ due to $`ϵ_K0`$ only occur suppressed by other factors, and are therefore not shown explicitly in Eqs. (20) and (21). There are contributions of order $`ϵ_K`$ to $`S_S`$ from the $`c_{12}`$ interference term, which are suppressed by either $`\text{Im}ϵ_Kx_K\text{Re}ϵ_K\mathrm{\Gamma }_L/\mathrm{\Gamma }_S`$ according to Eq. (18), or by $`e^{\mathrm{\Gamma }_St_{\mathrm{cut}}/2}`$ due to the finite experimental cut $`t_K<t_{\mathrm{cut}}`$. The largest correction numerically actually comes from a contribution of the $`c_{22}`$ term to $`S_S`$, which is given by $`2|ϵ_K|^2(1e^{\mathrm{\Gamma }_Lt_{\mathrm{cut}}})\mathrm{\Gamma }_S/\mathrm{\Gamma }_L`$. For $`t_{\mathrm{cut}}10\tau _S`$, it is about $`1\times 10^4`$.

To close this section, we return to discuss the relative importance of the corrections to the CP asymmetries from $`ϵ_K`$, from the $`B`$ lifetime difference, and from CP violation in $`B`$ mixing and decay. The $`B`$ lifetime difference, $`\mathrm{\Delta }\mathrm{\Gamma }_B\mathrm{\Gamma }_H\mathrm{\Gamma }_L`$, modifies the asymmetries to first order in $`\mathrm{\Delta }\mathrm{\Gamma }_B/\mathrm{\Gamma }_B`$ as fnalb

$$\delta a_{\mathrm{CP}}(B\psi K_{S,L})=\frac{1}{2}\mathrm{sin}2\beta \mathrm{cos}2\beta (\mathrm{\Delta }\mathrm{\Gamma }_Bt)s_B.$$
(22)
Using $`t1/\mathrm{\Gamma }_B`$ and the estimate $`\mathrm{\Delta }\mathrm{\Gamma }_B/\mathrm{\Gamma }_B3\times 10^3`$ DHKY , these corrections are expected to be comparable to the $`s_B`$ terms arising at $`𝒪(ϵ_K)`$. (Note that new physics contributions to the $`B`$ lifetime difference are unlikely to be sufficiently large to significantly modify the size of this effect.) Corrections due to CP violation in $`B\overline{B}`$ mixing ($`|q_B/p_B|1`$), to first order in $`\mathrm{\Gamma }_{12}/M_{12}`$, only modify the $`C_{S,L}`$ terms in the asymmetries, and are given by

$$\delta a_{\mathrm{CP}}(B\psi K_{S,L})=\frac{1|\lambda _B|^2}{2}c_B.$$
(23)
At this order, $`1|\lambda _B|^2=\text{Im}(\mathrm{\Gamma }_{12}/M_{12})`$, which is also equal to the measurable CP asymmetry in semileptonic decays, $`A_{\mathrm{SL}}`$. A recent estimate gives $`\text{Im}(\mathrm{\Gamma }_{12}/M_{12})(0.51.3)\times 10^3`$ LLNP , so this correction is somewhat smaller than the $`c_B`$ terms induced at $`𝒪(ϵ_K)`$. Finally, we consider the effect of direct CP violation in $`B\psi K_{S,L}`$ decays due to the CKM suppressed penguin diagrams. We denote by $`T`$ all contributions to the decay amplitude proportional to CKM elements $`\lambda _c`$ and by $`P`$ all contributions proportional to $`\lambda _u`$, where $`\lambda _qV_{qb}V_{qs}^{}`$. Then $`A(\overline{B}{}_{}{}^{0}\psi \overline{K}{}_{}{}^{0})=\lambda _cT+\lambda _uP`$, and the resulting modifications of the CP asymmetries are

$$\delta a_{\mathrm{CP}}(B\psi K_{S,L})=2\mathrm{cos}2\beta \text{Im}\frac{\lambda _u}{\lambda _c}\text{Re}\frac{P}{T}s_B2\text{Im}\frac{\lambda _u}{\lambda _c}\text{Im}\frac{P}{T}c_B.$$
(24)
The CKM suppression ($`|\lambda _u/\lambda _c|1/50`$), and the hard to estimate matrix element suppression and strong phases in $`P/T`$ imply that such effects are of order a few times $`10^3`$ or below.

Note that Eqs. (22)–(24) include corrections which are of equal magnitude and sign for the two asymmetries. Therefore, when combined with Eqs. (20) and (21), they introduce a difference between the magnitudes of $`a_{\mathrm{CP}}(B\psi K_S)`$ and $`a_{\mathrm{CP}}(B\psi K_L)`$. In view of the fact that $`a_{\mathrm{CP}}(B\psi K_S)`$ may be measured below the percent level during the next decade, we collect Eqs. (22)–(24) and (20) to obtain

$`a_{\mathrm{CP}}(B\psi K_S)`$ $`=`$ $`\left[\mathrm{sin}2\beta 2\mathrm{cos}2\beta \text{Im}ϵ_K+{\displaystyle \frac{1}{4}}\mathrm{sin}4\beta (\mathrm{\Delta }\mathrm{\Gamma }_Bt)2\mathrm{cos}2\beta \text{Im}{\displaystyle \frac{\lambda _u}{\lambda _c}}\text{Re}{\displaystyle \frac{P}{T}}\right]s_B`$ (25)
$``$ $`\left[2\text{Re}ϵ_K+{\displaystyle \frac{1}{2}}\text{Im}\left({\displaystyle \frac{\mathrm{\Gamma }_{12}}{M_{12}}}\right)+2\text{Im}{\displaystyle \frac{\lambda _u}{\lambda _c}}\text{Im}{\displaystyle \frac{P}{T}}\right]c_B.`$
We conclude that in the SM the $`S_S=S_L=\mathrm{sin}2\beta `$ and $`C_S=C_L=0`$ relations between the CP asymmetries in $`B\psi K_S`$ and $`B\psi K_L`$ hold at the $`1\%`$ level, therefore it is safe to average the asymmetries in the $`B\psi K_S`$ and $`B\psi K_L`$ modes. However, below the percent level, there are several effects shown in Eq. (25) which can be calculated with varying degrees of reliability that enter the relation between $`a_{\mathrm{CP}}(B\psi K_S)`$ and $`\mathrm{sin}2\beta `$.

## IV Constraints on New Physics

Consider $`A_{\overline{K}}`$, the amplitude of the wrong-flavor decay $`B^0\psi \overline{K}`$. As the final state does not contain a $`\overline{d}`$ quark, the decay must proceed via annihilation of the $`B`$ meson. The flavor structure of the operator that mediates this decay is $`(\overline{d}b)(\overline{d}s)(\overline{c}c)`$. (Here, and in what follows, the color indices and Dirac structure of the operators are suppressed.) While the $`(\overline{d}b)(\overline{d}s)`$ part, which violates flavor, must come from new short distance physics, the $`(\overline{c}c)`$ pair can be generated either by gluons or by exchange of heavy particles. In the following we study both cases.

First, we consider models where the $`c\overline{c}`$ pair is generated from gluon exchange. The high energy theory is assumed to produce an effective four-Fermi interaction

$$O_4^{\mathrm{NP}}=\frac{1}{M_4^2}\overline{d}b\overline{d}s,$$
(26)
where $`M_4`$ is the effective scale of new physics, which includes all possible dimensionless couplings. The bounds on such operators are very strong, as we find below, so we may crudely estimate their contributions to $`A_{\overline{K}}`$. The final state could be produced either by forming the $`\psi `$ in a color octet Fock state from a hard gluon, or via an OZI suppressed graph where the $`\psi `$ is formed out of three gluons. Taking into account the fact that both processes are power suppressed, and using factorization, we obtain

$$A_{\overline{K}}\frac{1}{M_4^2m_B^2}\frac{\mathrm{\Lambda }_{\mathrm{QCD}}}{m_B}\alpha _sf_Bf_Kf_\psi m_\psi (ϵ_\psi p_K).$$
(27)
Upper bounds on such contributions to the amplitude can be obtained by considering the effect of the new operators on the rare decays $`B^\pm K^{}\pi ^\pm \pi ^\pm `$ Singer  and $`B^\pm \pi ^\pm K_S`$ trojan . (In addition to modifying the $`B^\pm \pi ^\pm K_S`$ decay rate, they must increase the ratio $`\mathrm{\Gamma }(B^\pm \pi ^\pm K_S)/\mathrm{\Gamma }(B^\pm \pi ^0K^\pm )`$ which cannot be much larger than its value in the SM according to current data.) Assuming factorization, the latter gives the strongest bound trojan

$$M_43\mathrm{TeV}.$$
(28)
For comparison, we note that in the SM the right-flavor amplitude using the factorization hypothesis is given by

$$A_K^{\mathrm{SM}}=\frac{G_F}{\sqrt{2}}V_{cb}V_{cs}^{}a_2f_\psi m_\psi F_1(ϵ_\psi p_K),$$
(29)
where $`F_1`$ is the $`BK`$ form factor at $`q^2=m_\psi ^2`$, and $`a_2`$ depends on the current-current operators’ Wilson coefficients, $`C_1`$ and $`C_2`$. The observed $`B\psi K_S`$ rate is reproduced if $`a_2F_10.2`$ cheng . Using $`\alpha _s(m_b)=0.2`$ and $`f_Bf_Kf_\psi 200`$MeV, Eqs. (27)–(29) imply $`|a|O(10^4)`$. While these estimates are very crude, it is clear that large effects cannot occur.

Next, we turn to the case of $`c\overline{c}`$ pair production by exchange of heavy particles. The wrong-flavor amplitudes would be due to six-quark operators, with an effective Hamiltonian of the form

$$O_6^{\mathrm{NP}}=\frac{1}{M_6^5}\overline{d}b\overline{d}s\overline{c}c,$$
(30)
where $`M_6`$ is the effective scale of new physics, which includes all possible dimensionless couplings. A crude estimate of the wrong-flavor amplitude using factorization yields

$$A_{\overline{K}}\frac{1}{M_6^5}m_Bf_Bf_Kf_\psi m_\psi (ϵ_\psi p_K).$$
(31)
Comparing Eqs. (31) and (29) we find

$$|a|\left(\frac{20\mathrm{GeV}}{M_6}\right)^5.$$
(32)
Thus, a difference of CP asymmetries greater than a percent for the $`\mathrm{sin}\mathrm{\Delta }m_Bt`$ terms, i.e., $`|a_{\mathrm{CP}}(B\psi K_S)||a_{\mathrm{CP}}(B\psi K_L)|10^2`$, would require a new physics scale that lies well below the weak scale.

We know of only one new physics scenario which could in principle accommodate large wrong-flavor amplitudes: supersymmetric models with a light bottom squark of mass $`25.5`$GeV and a light gluino of mass $`1216`$GeV berger . Such models have been proposed to enhance the $`b`$ quark production cross section at the Tevatron. Among the new operators which can arise at tree-level, there are several of the form $`\overline{d}b\stackrel{~}{b}^{}\stackrel{~}{b}`$. Stringent upper bounds on their coefficients have been obtained from rare $`B`$ decays sbotfcnc . Interactions of the desired form in Eq. (30) would be generated from these operators if the $`R`$-parity violating Yukawa couplings mediating $`\stackrel{~}{b}\overline{c}\overline{d}`$ and $`\stackrel{~}{b}\overline{c}\overline{s}`$ decays were also present. Moreover, large wrong-flavor amplitudes could be generated if these couplings were of unit strength. However, an upper bound of order $`10^5`$ on the product of these two couplings from box-graph contributions to $`K\overline{K}`$ mixing implies that the wrong-flavor kaon amplitudes must be negligibly small, i.e., $`|a||b|10^5`$. This example illustrates the difficulties any scenario with large wrong-flavor amplitudes would face due to the requirement of a low mass scale for new flavor-changing interactions. The possibility of significantly different CP asymmetries in $`B\psi K_S`$ and $`B\psi K_L`$ decays is therefore extremely unlikely.

The most direct test for such new physics effects is provided by searching for the wrong-flavor decay $`B\psi \overline{K}^{}`$, by studying the time dependence of flavor tagged $`B`$ decays. It is very likely that the matrix elements are similar in $`B`$ decays to $`\psi K^{}`$ and $`\psi K`$, so the ratios of the wrong-flavor to the right-flavor decay amplitudes should be similar in the two cases. Although $`\psi \overline{K}^{}`$ is a vector-vector final state, and thus it is a mixture of CP even and odd components, this is not expected to yield a significant difference in the ratio of wrong-flavor to right-flavor decay amplitudes. In the presence of wrong-flavor amplitudes the time dependent rate is

$$\mathrm{\Gamma }[B(\overline{B})\psi K^{}]1+|\lambda _{\psi K^{}}|^2\pm \left[(1|\lambda _{\psi K^{}}|^2)c_B2\text{Im}\lambda _{\psi K^{}}s_B\right].$$
(33)
Here $`\lambda _{\psi K^{}}`$ is of the order of the wrong-flavor to right-flavor amplitude ratio, and the upper (lower) signs stand for decays of $`B`$ ($`\overline{B}`$). The time dependence for the $`\overline{B}(B)\psi \overline{K}^{}`$ decay is obtained by replacing $`\lambda _{\psi K^{}}`$ by $`\lambda _{\psi \overline{K}^{}}^1`$ and $`\pm `$ by $``$ in Eq. (33). Fitting to these time dependences, the $`B`$ factories should be able to bound the magnitudes of the wrong-flavor amplitudes, which constrains $`|a_{\mathrm{CP}}(B\psi K_S)+a_{\mathrm{CP}}(B\psi K_L)|`$ using Eq. (10).

## V Conclusions

The $`B\psi K_S`$ and $`B\psi K_L`$ decays are the golden modes for studying CP violation, since the hadronic uncertainties are below the $`1\%`$ level. We studied possible effects within the standard model and in the presence of new physics that can make the absolute values of the CP asymmetries in these two channels different. We computed the corrections due to $`ϵ_K`$, taking into account the way the $`K_S`$ and $`K_L`$ mesons are identified at the $`B`$ factories, and found that although $`ϵ_K`$ induces corrections to each CP asymmetry at the few times $`10^3`$ level, it only introduces a difference in their magnitudes at the $`10^4`$ level. Nevertheless, in the SM the difference in the absolute values of the two CP asymmetries is of order $`10^3`$ due to the $`B`$ lifetime difference and CP violation in $`B\overline{B}`$ mixing and in $`B\psi K`$ decay. These effects modify the relation between $`a_{\mathrm{CP}}(B\psi K_S)`$ and $`\mathrm{sin}2\beta `$ as summarized in Eq. (25).

New physics in $`B\overline{B}`$ mixing, which would modify $`a_{\mathrm{CP}}(B\psi K_S)`$ and $`a_{\mathrm{CP}}(B\psi K_L)`$ while leaving their magnitudes equal, has been extensively studied. Direct CP violation in $`B\psi K`$ decays, which would lead to contributions equal in magnitude and opposite \[same\] in sign for the $`\mathrm{sin}(\mathrm{\Delta }m_Bt)`$ \[$`\mathrm{cos}(\mathrm{\Delta }m_Bt)`$\] terms in the two asymmetries, has also been discussed previously. We investigated how new physics could violate $`a_{\mathrm{CP}}(B\psi K_S)=a_{\mathrm{CP}}(B\psi K_L)`$ via unequal magnitudes for the $`\mathrm{sin}(\mathrm{\Delta }m_Bt)`$ terms, and found that the presence of the wrong-flavor kaon amplitudes $`B\psi \overline{K}`$ or $`\overline{B}\psi K`$ are necessary to obtain significant effects, i.e., in excess of $`1\%`$. (Small effects are, in principle, possible via new physics contributions to the $`B`$ lifetime difference.) This would require a scale for new physics which lies well below the weak scale, therefore the existence of a viable scenario is unlikely due to bounds on flavor changing neutral currents. Using the current data sets, it should be possible for the $`B`$ factories to put tight bounds on the related wrong-flavor $`\overline{B}\psi K^{}`$ and $`B\psi \overline{K}^{}`$ decay amplitudes.

While it is important to constrain the decay amplitudes to wrong-flavor kaons experimentally, unless the results indicate large new physics contributions, it is safe to combine the $`a_{\mathrm{CP}}(B\psi K_S)`$ and $`a_{\mathrm{CP}}(B\psi K_L)`$ measurements. If and when $`a_{\mathrm{CP}}(B\psi K_S)`$ will be measured at or below the one percent level, it will become important to include the various subleading effects discussed in this paper.

###### Acknowledgements.

It is a pleasure to thank Gerhard Buchalla, Uli Nierste, Soeren Prell, Marie-Helene Schune, Vivek Sharma, Jo$`\stackrel{~}{\mathrm{a}}`$o Silva, and Zack Sullivan for helpful discussions. We thank the CERN and SLAC theory groups for hospitality while portions of this work were done. Y.G. was supported in part by the Israel Science Foundation under Grant No. 237/01-1. A.K. was supported in part by the Department of Energy under Grant DE-FG02-84ER40153. Z.L. was supported in part by the Director, Office of Science, Office of High Energy and Nuclear Physics, Division of High Energy Physics, of the U.S. Department of Energy under Contract DE-AC03-76SF00098. The work of Y.G. and Z.L. was also supported in part by the United States–Israel Binational Science Foundation (BSF) through Grant No. 2000133.


text:
# Journal of Physics: Condensed Matter 14 (2002) 21 Stripe formation in high-𝑇_𝑐 superconductors

## I Introduction

A mechanism of superconductivity of high-$`T_c`$ cuprates is not still clarified after the intensive efforts over a decade. An origin of the anomalous metallic properties in the underdoped region has also been investigated by many physicists as a challenging problem. In order to solve the mysteries of high-$`T_c`$ cuprates, it is important to examine the ground state of the two-dimensional CuO2 planes which are usually contained in the crystal structures of high-$`T_c`$ oxide superconductors.? A basic model for the CuO2 plane is the two-dimensional three-band Hubbard model with $`d`$ and $`p`$ orbitals, which is expected to contain essential features of high-$`T_c`$ cuprates.?? The undoped oxide compounds exhibit a rich structure of antiferromagnetic (AF) correlations over a wide range of temperature described by the two-dimensional quantum antiferromagnetism.????? It is also considered that a small number of holes introduced by doping are responsible for the disappearance of long-range AF ordering.???? Recent neutron-scattering experiments have suggested an existence of incommensurate ground states with modulation vectors given by $`Q_s=(\pi \pm 2\pi \delta ,\pi )`$ and $`Q_c=(\pm 4\pi \delta ,0)`$ (or $`Q_s=(\pi ,\pi \pm 2\pi \delta )`$ and $`Q_c=(0,\pm 4\pi \delta )`$ where $`\delta `$ denotes the hole-doping ratio.? We can expect that the incommensurate correlations are induced by holes moving around in the Cu-O plane in the underdoped region.

The purpose of this paper is to investigate the effect of hole doping in the ground state of the three-band Hubbard model in the underdoped region using a variational Monte Carlo method??? which is a tool to control the correlation from weakly to strongly correlated regions. It is shown that the AF long-range ordering disappears due to extra holes doped into the two-dimensional plane. With respect to the initial indications given by the neutron-scattering measurements, the possibility of incommensurate stripe states is examined concerning any dependences on the hole density $`\delta `$, especially regarding the region near of 1/8 doping. Although the possible incommensurate states are sensitively dependent upon the boundary conditions in small systems, the effect of boundary conditions is reduced for larger systems.

The paper is arranged as follows. In Section II the wave functions and the method for the three-band Hubbard model are described. In Section III the results are shown and the last Section summarizes the study.

## II 2D three-band Hubbard model and wave functions

The three-band Hubbard model has been investigated intensively with respect to superconductivity (SC) in cuprate high-$`T_c`$ materials.?????????????? However, a non-uniform AF ground state for the three-band model has not yet been examined as intensively.? The three-band Hubbard model is written as???

$`H`$ $`=`$ $`ϵ_d{\displaystyle \underset{i\sigma }{}}d_{i\sigma }^{}d_{i\sigma }+U{\displaystyle \underset{i}{}}d_i^{}d_id_i^{}d_i`$
$`+`$ $`ϵ_p{\displaystyle \underset{i\sigma }{}}(p_{i+\widehat{x}/2,\sigma }^{}p_{i+\widehat{x}/2,\sigma }+p_{i+\widehat{y}/2,\sigma }^{}p_{i+\widehat{y}/2,\sigma })`$
$`+`$ $`t_{dp}{\displaystyle \underset{i\sigma }{}}[d_{i\sigma }^{}(p_{i+\widehat{x}/2,\sigma }+p_{i+\widehat{y}/2,\sigma }p_{i\widehat{x}/2,\sigma }`$
$``$ $`p_{i\widehat{y}/2,\sigma })+h.c.]`$
$`+`$ $`t_{pp}{\displaystyle \underset{i\sigma }{}}[p_{i+\widehat{y}/2,\sigma }^{}p_{i+\widehat{x}/2,\sigma }p_{i+\widehat{y}/2,\sigma }^{}p_{i\widehat{x}/2,\sigma }`$
$``$ $`p_{i\widehat{y}/2,\sigma }^{}p_{i+\widehat{x}/2,\sigma }+p_{i\widehat{y}/2,\sigma }^{}p_{i\widehat{x}/2,\sigma }+h.c.].`$
$`\widehat{x}`$ and $`\widehat{y}`$ represent unit vectors in the x and y directions, respectively, $`p_{i\pm \widehat{x}/2,\sigma }^{}`$ and $`p_{i\pm \widehat{x}/2,\sigma }`$ denote the operators for the $`p`$ electrons at the site $`R_i\pm \widehat{x}/2`$, and in a similar way $`p_{i\pm \widehat{y}/2,\sigma }^{}`$ and $`p_{i\pm \widehat{y}/2,\sigma }`$ are defined. $`U(U_d)`$ denotes the strength of Coulomb interaction between the $`d`$ electrons. For simplicity we neglect the Coulomb interaction among $`p`$ electrons. Other notations are standard and energies are measured in $`t_{dp}`$ units. The number of cells which consist of $`d`$, $`p_x`$ and $`p_y`$ orbitals is denoted as $`N`$.

The wave functions are given by the normal state, spin density wave (SDW) and modulated SDW wave functions with the Gutzwiller projection. For the three-band Hubbard model the wave functions for normal and SDW states are written as

$$\psi _n=P_G\underset{|k|k_F,\sigma }{}\alpha _{k\sigma }^{}|0,$$
(2)
$$\psi _{SDW}=P_G\underset{|k|k_F,\sigma }{}\beta _{k\sigma }^{}|0,$$
(3)
where $`\alpha _{k\sigma }`$ is the linear combination of $`d_{k\sigma }`$, $`p_{xk\sigma }`$ and $`p_{yk\sigma }`$ constructed to express an operator for the lowest band of a non-interacting Hamiltonian in the hole picture. $`P_G`$ is the Gutzwiller operator given by

$$P_G=\underset{i}{}(1(1g)n_{di}n_{di}),$$
(4)
for $`n_{di\sigma }=d_{i\sigma }^{}d_{i\sigma }`$. For $`t_{pp}=0`$, $`\alpha _{k\sigma }`$ is expressed in terms of a variational parameter $`\stackrel{~}{ϵ_p}\stackrel{~}{ϵ_d}`$ as follows:

$$\alpha _{k\sigma }^{}=\left(\frac{1}{2}\left(1+\frac{\stackrel{~}{ϵ_p}\stackrel{~}{ϵ_d}}{2E_k}\right)\right)^{1/2}d_{k\sigma }^{}+\mathrm{i}\left(\frac{1}{2}\left(1\frac{\stackrel{~}{ϵ_p}\stackrel{~}{ϵ_d}}{2E_k}\right)\right)^{1/2}\left(\frac{w_{xk}}{w_k}p_{xk\sigma }^{}+\frac{w_{yk}}{w_k}p_{yk\sigma }^{}\right),$$
(5)
where $`w_{xk}=2t_{dp}\mathrm{sin}(k_x/2)`$, $`w_{yk}=2t_{dp}\mathrm{sin}(k_y/2)`$, $`w_k=(w_{xk}^2+w_{yk}^2)^{1/2}`$ and $`E_k=[(\stackrel{~}{ϵ_p}\stackrel{~}{ϵ_d})^2/4+w_k^2]^{1/2}`$. For the commensurate SDW $`\beta _{k\sigma }`$ is given by a linear combination of $`d_{k\sigma }`$, $`p_{xk\sigma }`$, $`p_{yk\sigma }`$, $`d_{k+Q\sigma }`$, $`p_{xk+Q\sigma }`$ and $`p_{yk+Q\sigma }`$ for $`Q=(\pi ,\pi )`$. $`P_G`$ is the Gutzwiller projection operator for the Cu $`d`$ site. We can easily generalize it to the incommensurate case by diagonalizing the Hartree-Fock Hamiltonian. The wave function with a stripe can be taken to be Gutzwiller, i.e.

$$\psi _{stripe}=P_G\psi _{stripe}^0.$$
(6)
$`\psi _{stripe}^0`$ is the Slater determinant made from solutions of the Hartree-Fock Hamiltonian given as

$$H_{trial}=H_{dp}^0+\underset{i\sigma }{}[\delta n_{di}\sigma (1)^{x_i+y_i}m_i]d_{i\sigma }^{}d_{i\sigma },$$
(7)
where $`H_{dp}^0`$ is the non-interacting part of the Hamiltonian $`H`$ with the variational parameter $`\stackrel{~}{ϵ_p}`$ and $`\stackrel{~}{ϵ_d}`$. The Slater determinant is constructed from wave functions of $`N_e/2`$ lowest eigenstates after diagonalizing $`H_{trial}`$ in $`k`$-space for each spin, where $`N_e`$ is the number of electrons. $`\delta n_{di}`$ and $`m_i`$ are expressed by modulation vectors $`Q_s`$ and $`Q_c`$ reprsenting the spin and charge part, respectively. In this paper $`\delta n_{di}`$ and $`m_i`$ are assumed to have the form??

$$\delta n_{di}=\underset{j}{}\alpha /\mathrm{cosh}((x_ix_j^{str})/\xi _c),$$
(8)
$$m_i=\mathrm{\Delta }_{incom}\underset{j}{}\mathrm{tanh}((x_ix_j^{str})/\xi _s),$$
(9)
with parameters $`\alpha `$, $`\mathrm{\Delta }_{incom}`$, $`\xi _c`$ and $`\xi _s`$, where $`x_j^{str}`$ denote the position of a stripe.

A Monte Carlo algorithm developed using the auxiliary-field quantum Monte Carlo calculations is employed to evaluate the expected values for the wave functions shown above.?? Using the discrete Hubbard-Stratonovich transformation, the Gutzwiller factor is written as

$$\mathrm{exp}(\alpha \underset{i}{}n_{di}n_{di})=(\frac{1}{2})^N\underset{\{s_i\}}{}\mathrm{exp}[2a\underset{i}{}s_i(n_{di}n_{di})\frac{\alpha }{2}\underset{i}{}(n_{di}+n_{di})],$$
(10)
where $`\alpha =\mathrm{log}(1/g)`$ and $`\mathrm{cosh}(2a)=\mathrm{e}^{\alpha /2}`$. The Hubbard-Stratonovich auxiliary field $`s_i`$ takes the values of $`\pm 1`$. The norm $`\psi _{stripe}|\psi _{stripe}`$ is written as

$$\psi _{stripe}|\psi _{stripe}=\mathrm{const}.\underset{\{u_i\}\{s_i\}}{}\underset{\sigma }{}\mathrm{det}(\varphi _0^\sigma \mathrm{exp}(V^\sigma (u,\alpha ))\mathrm{exp}(V^\sigma (s,\alpha ))\varphi _0^\sigma ),$$
(11)
where $`V^\sigma (s,\alpha )`$ is a diagonal $`3N\times 3N`$ matrix corresponding to the potential

$$h^\sigma (s)=2a\sigma \underset{i}{}s_in_{di\sigma }\frac{\alpha }{2}\underset{i}{}n_{di\sigma }.$$
(12)
$`V^\sigma (s,\alpha )`$ is given by $`V^\sigma (s,\alpha )=\mathrm{diag}(2a\sigma s_1\alpha /2,\mathrm{},2a\sigma s_N\alpha /2,0,\mathrm{})`$ where diag($`a,\mathrm{}`$) denotes a diagonal matrix with its elements given by the arguments $`a,\mathrm{}`$. $`V^\sigma (s,\alpha )`$ has non-zero elements only for the $`d`$-electron part. The elements of $`(\varphi _0^\sigma )_{ij}`$ ($`i=1,\mathrm{},3N;j=1,\mathrm{},N_e/2`$) are given by linear combinations of plane waves:

$$(\varphi _0^\sigma )_{ij}=\underset{\mathrm{}}{}\mathrm{exp}(i𝐫_i𝐤_{\mathrm{}})w_\mathrm{}j^d,$$
(13)
for $`d`$-electron part ($`i=1,\mathrm{},N`$) where $`w_\mathrm{}j^d`$ is the weight of $`d`$ electrons for $`\mathrm{}`$-th wave vector and j-th lowest level from below obtained from the diagonalization of $`H_{trial}`$. The $`p`$-electron parts are similarly defined. Thus

$$(\varphi _0^\sigma )_{ij}=\underset{\mathrm{}}{}\mathrm{exp}(i𝐫_i𝐤_{\mathrm{}})w_\mathrm{}j^x(i=N+1,\mathrm{},2N,j=1,\mathrm{},N_e/2),$$
(14)
$$(\varphi _0^\sigma )_{ij}=\underset{\mathrm{}}{}\mathrm{exp}(i𝐫_i𝐤_{\mathrm{}})w_\mathrm{}j^y(i=2N+1,\mathrm{},3N,j=1,\mathrm{},N_e/2),$$
(15)
where $`w_\mathrm{}j^x`$ and $`w_\mathrm{}j^y`$ denote the weight of $`p_x`$ and $`p_y`$ electrons, respectively. Then we can apply the standard Monte Carlo sampling method to evaluate the expectation values.?? In order to perform a search for optimized values of the parameters included in the wave functions, we employ a correlated-measurements method to reduce the cpu time needed to find the most descendent direction in the parameter space.? In one Monte Carlo step all the Hubbard-Stratonovich variables are updated once following the Metropolis algorithm. We perform several $`5\times 10^4`$ Monte Carlo steps to evaluate the expectation values for optimized parameters.

## III Antiferromagnetism and Stripes in the underdoped region

We show the energy gain $`\mathrm{\Delta }E_{AF}`$ for the uniform SDW state in reference to the normal state for optimized parameters $`g`$, $`\stackrel{~}{ϵ_p}\stackrel{~}{ϵ_d}`$ and AF order parameter $`\mathrm{\Delta }_{AF}`$ in Fig.1. The energy is lowered considerably by the AF long-range ordering up to about 20of $`U812`$.

$`\mathrm{\Delta }E_{AF}`$ decreases monotonically as $`t_{pp}`$ increases and increases as $`U`$ increases. One should note that $`\mathrm{\Delta }E_{AF}`$ is larger than the energy gain for the $`d`$-wave pairing state in the low-doping region near the doping ratio $`\delta 0.1`$ by two order of magnitude.? The boundary of the AF state in the plane of $`U`$ and the hole density is shown in Fig.2 where AF denotes antiferromagnetic region. The doped holes are responsible for reducing AF correlations which leads to an order-disorder transition.

Let us look at doped systems on the two-dimensional plane with respect to modulated spin structures. Recent neutron-scattering measurements have revealed incommensurate structures suggesting stripes.???????? The AF states with spin modulations in space have been studied for the one-band Hubbard model????? and t-J model??? where various stripe structures are proposed. Our purpose is to examine the possible stripe structures and their parameter dependence based on the realistic three-band Hubbard model. We can introduce a stripe in the uniform spin density state so that doped holes occupy new levels close to the original Fermi energy keeping the energy loss of AF background to a minimum.

In the actual calculations we set $`\xi _c=1`$ and $`\xi _s=1`$ in eqs.(8) and (9) since the expected values are mostly independent of $`\xi _c`$ and $`\xi _s`$. We optimize $`\alpha `$ in eq.(8) instead of fixing it in order to lower the expected energy value further because any eigenfunction of $`H_{trial}`$ can be a variational wave function. It is also possible to assume that $`\delta n_{di}`$ and $`m_i`$ oscillate according to the cosine curves cos($`4\pi \delta x_i`$) and cos($`2\pi \delta x_i`$), respectively, where $`\delta `$ is the doping ratio. Both methods give almost the same results within Monte Carlo statistical errors. Let us define $`n`$-lattice stripe as an incommensurate state with one stripe per $`n`$ ladders for which the incommensurate wave vector is given by $`Q_s=(\pi \pm \pi /n,\pi )`$ and $`Q_c=(\pm 2\pi /n,0)`$ for the spin and charge parts, respectively. The incommensurate state predicted by neutron experiments at $`\delta =1/8`$ is four-lattice stripe for which $`Q_s=(\pi \pm \pi /4,\pi )`$ and $`Q_c=(\pm \pi /2,0)`$. In Fig.3 we show the energy for commensurate and incommensurate SDW states on the $`16\times 16`$ lattice at the doping ratio $`\delta `$=1/8, where the incommensurability is given by $`\pi /4(=2\pi \delta )`$ for four-lattice stripes and $`\pi /8`$ for eight-lattice stripes, respectively. The four-lattice stripe is stable in the range of $`0.2t_{pp}0.4`$. In Fig.3 we have shown the energy for two types of boundary conditions, which indicates that the effect of boundary conditions is not crucial for the $`16\times 16`$ system, whilst the boundary conditions change the ground state completely for small systems such as a $`16\times 4`$ lattice. The spin-correlation function exhibits an incommensurate structure as shown in Fig.4 and the hole-density function oscillates corresponding to a formation of stripes. The spin structures are illustrated in Fig.5. The energy at $`\delta =1/16`$ is shown in Fig.6 where the four-lattice stripe state has a higher energy level than for eight-lattice stripe for all values of $`t_{pp}`$. The energy gain of the incommensurate state per site in reference to the uniform AF state denoted as $`\mathrm{\Delta }E_{cin}`$ is shown in Fig.7 for $`t_{pp}=0.2`$, 0.25 and 0.3.

The incommensurability $`\mathrm{\Delta }q/(2\pi )`$ for $`t_{pp}=0.3`$ is also shown in Fig.8 by solid circles, which is proportional to the doping ratio and is consistent with the neutron-scattering experiments for incommensurability.? This should be compared with the variational Monte Carlo evaluations for the one-band Hubbard model? where the stripe states with large intervals are shown to be stable. Inorder to explain the linear dependence of $`\mathrm{\Delta }q/(2\pi )`$ on the hole density, the effect of $`t_{pp}`$ should be taken into account. The energy gain due to a formation of stripes is approximately proportional to the number of stripes. The size dependence of $`\mathrm{\Delta }E_{cin}`$ is presented in Fig.9; we observe a tendency that $`\mathrm{\Delta }E_{cin}`$ increases as the system size $`N`$ increases. The energy gain in the bulk limit is given by 0.002$`t_{dp}`$ 3meV for $`t_{pp}=0.3`$ where $`t_{dp}=1.5`$eV.???

We present typical energy scales obtained from variational Monte Carlo calculations in terms of $`t_{dp}`$ in Table I. The energy scales for superconductivity are consistent with experimental suggestions and energy difference $`\mathrm{\Delta }E_{cin}`$ between commensurate and incommensurate states are greater than the SC condensation energy by one order of magnitude. The commensurate AF energy gain in reference to the normal state (denoted as $`\mathrm{\Delta }E_{AF}`$) is larger than $`\mathrm{\Delta }E_{AF}`$ by one order of magnitude in the low-doping region.

## IV Summary

We have presented our evaluations for the two-dimensional three-band Hubbard model using the variational Monte Carlo method. We have examined an effect produced by holes doped into the AF state in the low-doping region. The boundary of AF phase is dependent on $`U`$ as shown in the phase diagram in Fig.2. The inhomogeneous states with stripes are stabilized due to hole doping so that the energy loss of the AF background is kept to a minimum with the kinetic-energy gain of holes compared to uniform (commensurate) AF state. In large systems the effect of boundary conditions is reduced in our evaluations. The distance between stripes is dependent upon the transfer integral $`t_{pp}`$ between oxygen orbitals in the three-band model. There is a region where incommensurability is proportional to the doping ratio $`\delta `$ when $`\delta `$ is small and the energy gain due to a stripe formation is approximately proportional to the number of stripes. A linearity of the incommensurability is consistent with the neutron-scattering measurements.? It is expected that the inhomogeneity plays an important role in the underdoped region with respect to anomalous metallic properties in high-$`T_c`$ superconductors. We have also shown the typical energy scales obtained from variational Monte Carlo calculations. It has been already established that the condensation energy $`\mathrm{\Delta }E_{SC}`$ and the magnitude of order parameter for superconductivity are in reasonable agreement with the experimental results.? The energy gain due to AF ordering is larger than $`\mathrm{\Delta }E_{SC}`$ by about two order of magnitude and the energy difference between the commensurate and incommensurate states is larger than $`\mathrm{\Delta }E_{SC}`$ by one order. The order of AF energy gain in reference to the normal state approximately agrees with that for the t-J model.? Our evaluations seem to overestimate the antiferromagnetic energy because of the simplicity of the Gutzwiller wave functions, which may give a starting point for more sophisticated evaluations such as Green function Monte Carlo approaches.


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# Direct and inverse spectral transform for the relativistic Toda lattice and the connection with Laurent orthogonal polynomials

## 1 Introduction

The relativistic Toda lattice (RTL) was introduced by Ruijsenaars  and studied in , for a review see . The finite RTL is defined by the system of equations

$$\ddot{q}_n=ϵ^2\dot{q}_n\left(\dot{q}_{n1}\frac{\mathrm{exp}(q_{n1}q_n)}{1+ϵ^2\mathrm{exp}(q_{n1}q_n)}\dot{q}_{n+1}\frac{\mathrm{exp}(q_nq_{n+1})}{1+ϵ^2\mathrm{exp}(q_nq_{n+1})}\right),$$
(1.1)
with $`N`$, $`1nN`$ and the convention $`q_0\mathrm{}`$ and $`q_{N+1}+\mathrm{}`$. Here the $`q_n`$ are functions in the time parameter $`t`$. The system (1.1) is the Newtonian form of a Hamiltonian system with Hamiltonian

$$H(q_1,\mathrm{},q_N,p_1,\mathrm{},p_N)=\underset{n=1}{\overset{N}{}}\mathrm{}^{p_n}h(q_{n1}q_n)h(q_nq_{n+1}),$$

where $`h(x)=\sqrt{1+ϵ^2\mathrm{}^x}`$. Setting $`\dot{q}_n=\dot{Q}_n+1/ϵ`$ and letting $`ϵ0`$, one can easily check that (1.1) reduces to the equations of motion of the finitie nonrelativistic Toda lattice,

$$\ddot{Q}_n=\mathrm{exp}(Q_{n1}Q_n)\mathrm{exp}(Q_nQ_{n+1}),1nN,$$

so that (1.1) is a one-parameter perturbation.

In analogy with the Flaschka variables for the nonrelativistic Toda lattice one can use a (non-invertible) change of variables to prove integrability. Bruschi and Ragnisco , see also , obtain the two forms

$$\{\begin{array}{cc}\dot{a}_n=\frac{b_n}{a_{n+1}}\frac{b_{n1}}{a_{n1}},\hfill & 1nN,\hfill \\ \dot{b}_n=b_n\left(\frac{1}{a_n}\frac{1}{a_{n+1}}\right),\hfill & 1nN1,\hfill \end{array}$$
(1.2)
and

$$\{\begin{array}{cc}\dot{a}_n=a_n(b_{n1}b_n),\hfill & 1nN,\hfill \\ \dot{b}_n=b_n(a_na_{n+1}+a_{n1}a_{n+1}),\hfill & 1nN1,\hfill \end{array}$$
(1.3)
both with $`a_n>0`$ for $`1nN`$, $`b_n>0`$ for $`1nN1`$, and $`b_00`$, $`b_N0`$. The systems (1.2) and (1.3) can also be written in matrix form. Define two bidiagonal matrices $`L`$ and $`M`$ by

$`L=\left(\begin{array}{cccccc}a_1& 1& 0& \mathrm{}& \mathrm{}& 0\\ 0& a_2& 1& & & \mathrm{}\\ 0& 0& a_3& \mathrm{}& & \mathrm{}\\ \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \mathrm{}& & & \mathrm{}& a_{N1}& 1\\ 0& \mathrm{}& \mathrm{}& \mathrm{}& 0& a_N\end{array}\right),`$ (1.10)
$`M=\left(\begin{array}{cccccc}1& 0& 0& \mathrm{}& \mathrm{}& 0\\ b_1& 1& 0& & & \mathrm{}\\ 0& b_2& 1& \mathrm{}& & \mathrm{}\\ \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \mathrm{}& & & \mathrm{}& 1& 0\\ 0& \mathrm{}& \mathrm{}& \mathrm{}& b_{N1}& 1\end{array}\right).`$ (1.17)
Then Suris  noted that (1.2) can be written in the Lax form

$$\{\begin{array}{c}\dot{L}=LABL\hfill \\ \dot{M}=MABM,\hfill \end{array}$$
(1.18)
where

$$A=\left(\begin{array}{ccccc}0& \mathrm{}& \mathrm{}& \mathrm{}& 0\\ \frac{b_1}{a_2}& 0& & & \mathrm{}\\ 0& \mathrm{}& \mathrm{}& & \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& \mathrm{}& 0& \frac{b_{N1}}{a_N}& 0\end{array}\right),B=\left(\begin{array}{ccccc}0& \mathrm{}& \mathrm{}& \mathrm{}& 0\\ \frac{b_1}{a_1}& 0& & & \mathrm{}\\ 0& \mathrm{}& \mathrm{}& & \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& \mathrm{}& 0& \frac{b_{N1}}{a_{N1}}& 0\end{array}\right).$$
(1.19)
Then $`A=(L^1M)_{}`$ and $`B=(ML^1)_{}`$, where we use $`X_{}`$ to denote the strictly lower triangular part of $`X`$. The other system (1.3) can also be written in the form (1.18) but now $`A=(M^1L)_{}`$ and $`B=(LM^1)_{}`$, see Remark 3.4 below. In Section 3.1 we show that (1.2) and (1.3) are special cases of a generalized form of the finite RTL, namely

$$\{\begin{array}{c}\dot{L}=\left(F\left(LM^1\right)\right)_{}LL\left(F\left(M^1L\right)\right)_{}\hfill \\ \dot{M}=\left(F\left(LM^1\right)\right)_{}MM\left(F\left(M^1L\right)\right)_{}\hfill \end{array}$$
(1.20)
where $`F:^+`$ is an arbitrary function on $`^+`$. For $`F(x)=1/x`$, we obtain (1.2) and for $`F(x)=x`$, we obtain (1.3).

The main goal of this paper is to solve the finite RTL in its general form (1.20) with the aid of a direct and inverse spectral transform, in a similar way as was done by Moser  for the nonrelativistic case. While the spectral transform for the nonrelativistic case is based on the spectral theory of tridiagonal (Jacobi) matrices and is connected with orthogonal polynomials, we will show that in the relativistic case, the spectral transform is based on the spectral theory of pairs of bidiagonal matrices (1.17) and Laurent orthogonal polynomials . See Figure 1 for the general scheme of the direct and inverse spectral problem.

To the best of our knowledge, the only transform methods that have been explicitly introduced in the study of the RTL are the ones by Ragnisco and Bruschi  for the periodic RTL, by Ruijsenaars , and the scattering transform of Cosentino  for the infinite RTL.

The Laurent orthogonal polynomials $`P_n`$ are defined by

$$P_01,P_n(z)=det(zM_nL_n),1nN,$$
(1.21)
where $`L_n`$ and $`M_n`$ are the $`n\times n`$ upper left corner blocks of $`L`$ and $`M`$, respectively. They satisfy the recurrence relation

$$P_n(z)=(za_n)P_{n1}(z)b_{n1}zP_{n2}(z),1nN,$$

with $`P_01`$, $`P_10`$. Under the assumption that $`a_n>0`$ and $`b_n>0`$, it is known that the zeros of these polynomials are simple, real and positive, see  and Lemma 2.1 below. The first set of spectral data we choose are the ordered zeros of the polynomial $`P_N(z)=det(zML)`$ which we denote by $`0<\lambda _1<\mathrm{}<\lambda _N`$. Then the $`\lambda _j`$ are also the eigenvalues for the generalized eigenvalue problem of the pair $`(L,M)`$

$$L\stackrel{}{x}=\lambda M\stackrel{}{x}.$$
(1.22)
To obtain our second set of spectral data we associate with each $`\lambda _j`$ the value

$$w_j=\left(\stackrel{}{u}_j^TM\stackrel{}{v}_j\right)^1,$$

where $`\stackrel{}{u}_j`$ and $`\stackrel{}{v}_j`$ are the left and right eigenvectors of the generalized eigenvalue problem (1.22), respectively, normalized to have their first component equal to 1. We prove in Section 2.1 that $`w_j>0`$ and $`_{j=1}^Nw_j=1`$. The direct spectral transform

$$\left\{\begin{array}{cc}a_1,\mathrm{},a_N>0& \\ b_1,\mathrm{},b_{N1}>0& \end{array}\right\}\left\{\begin{array}{cc}0<\lambda _1<\mathrm{}<\lambda _N& \\ w_1,\mathrm{},w_N>0,_{j=1}^Nw_j=1& \end{array}\right\}$$

is invertible. Using $`T`$-fractions , we explain in Section 2.2 how to obtain the $`a_n`$ and $`b_n`$ when the spectral data $`\lambda _j`$ and $`w_j`$ are given. We also note that the polynomials $`P_n`$ satisfy

$$\underset{j=1}{\overset{N}{}}P_n(\lambda _j)P_m(\lambda _j)\frac{w_j}{\lambda _j^n}=0,\text{if }n>m,$$

which is known as Laurent orthogonality .

In Section 3.2 we describe the time evolution of the spectral data for the finite RTL in the generalized form (1.20) with positive initial data. We show that the $`\lambda _j`$ are time independent and that

$$w_j(t)=\frac{w_j(0)\mathrm{}^{F\left(\lambda _j\right)t}}{\underset{k=1}{\overset{N}{}}w_k(0)\mathrm{}^{F\left(\lambda _k\right)t}},1jN.$$

Finally, in Section 4 we investigate the behaviour of the RTL for $`t\pm \mathrm{}`$. We assume that $`F`$ is strictly increasing. Then

$$\underset{t\pm \mathrm{}}{lim}b_n(t)=0$$
(1.23)
and

$$\underset{t\mathrm{}}{lim}a_n(t)=\lambda _{Nn+1},\underset{t+\mathrm{}}{lim}a_n(t)=\lambda _n,1nN.$$
(1.24)
Similar limits hold for the case that $`F`$ is strictly decreasing. This sorting property of the RTL indicates that the choice of the spectral data $`\lambda _1<\mathrm{}<\lambda _N`$ is very natural. In Theorems 4.3 and 4.4 we establish the precise rates of convergence of (1.23) and (1.24). This is similar to Deift et al.  who obtained precise rates of convergence for the SVD flow (Singular Value Decomposition).

## 2 The direct and inverse spectral problem

In this section we introduce a transformation from matrix data $`a_n>0`$, $`b_n>0`$ to spectral data $`\lambda _j`$, $`w_j`$. We prove that this spectral transform is a bijection between $`\left(^+\right)^{2N1}`$ and its image $`\{0<\lambda _1<\mathrm{}<\lambda _N,w_j>0,_{j=1}^Nw_j=1\}`$.

### 2.1 The direct spectral problem

We start from positive matrix data $`a_n`$, $`1nN`$, and $`b_n`$, $`1nN1`$, and construct the bidiagonal matrices $`L`$ and $`M`$ as in (1.17).

Define the finite set of monic polynomials $`P_n`$ as

$$P_01,P_n(z)=det(zM_nL_n),1nN$$

where $`L_n`$ and $`M_n`$ are obtained from the matrices $`L`$ and $`M`$, respectively, by deleting the last $`Nn`$ rows and columns. These polynomials satisfy the recurrence relation

$$P_n(z)=(za_n)P_{n1}(z)b_{n1}zP_{n2}(z),1nN,$$
(2.1)
as can be easily seen by expanding the determinant $`det(zM_nL_n)`$ first by the last column and then by the last row. The initial conditions for (2.1) are $`P_01`$ and $`P_10`$. The zeros of these polynomials behave in a way which is similar to the behaviour of zeros of polynomials which are orthogonal on the positive real line. The following lemma can be found in , but we include a proof for completeness.

###### Lemma 2.1

The zeros of the polynomials $`P_n(z)=det(zM_nL_n)`$ are real, simple, positive ($`0<z_{1,n}<\mathrm{}<z_{n,n}`$) and have the interlacing property, which means that

$$0<z_{1,n}<z_{1,n1}<z_{2,n}<z_{2,n1}<\mathrm{}<z_{n1,n1}<z_{n,n}.$$

* The lemma is true for the case $`n=1`$ because $`P_1(z)=za_1`$ and $`a_1>0`$. Suppose that the lemma is true for some $`n<N`$. By the interlacing property we then know that $`P_{n1}`$ changes sign between any two consecutive zeros of $`P_n`$. Evaluating the recurrence

$$P_{n+1}(z)=(za_{n+1})P_n(z)b_nzP_{n1}(z)$$

at a zero $`z_{j,n}`$ of $`P_n`$, we get $`P_{n+1}(z_{j,n})=b_nz_{j,n}P_{n1}(z_{j,n})`$. Since $`b_n>0`$ and $`z_{j,n}>0`$, we see that $`P_{n+1}`$ and $`P_{n1}`$ have opposite signs at the zeros of $`P_n`$. It follows that also $`P_{n+1}`$ changes sign between any two consecutive zeros of $`P_n`$, and therefore it has at least one zero in each of the intervals $`(z_{j,n},z_{j+1,n})`$, $`1jn1`$. Since $`P_{n1}(z_{n,n})`$ is positive, it also follows that $`P_{n+1}(z_{n,n})`$ is negative. Since $`P_{n+1}`$ is a monic polynomial, it must have a zero in $`(z_{n,n},\mathrm{})`$.

To complete the proof we will show that there is also a zero in $`(0,z_{1,n})`$. Evaluating the recurrence at $`0`$, we get $`P_{n+1}(0)=a_{n+1}P_n(0)`$. Since $`P_n`$ is a monic polynomial of degree $`n`$ having all its zeros on the positive real line, we find that $`(1)^nP_n(0)>0`$. Thus $`(1)^nP_{n+1}(0)<0`$. Since $`P_{n1}`$ is a monic polynomial of degree $`n1`$ with all its zeros to the right of $`z_{1,n}`$, we obtain $`(1)^nP_{n1}(z_{1,n})<0`$. Since $`P_{n+1}`$ and $`P_{n1}`$ differ in sign at $`z_{1,n}`$, we get $`(1)^nP_{n+1}(z_{1,n})>0`$. So $`P_{n+1}`$ has opposite signs in $`0`$ and $`z_{1,n}`$, which shows that there is indeed a zero in $`(0,z_{1,n})`$. The lemma now follows by mathematical induction. $`\mathrm{}`$

###### Remark 2.2

An analogous reasoning as in Lemma 2.1 can be applied to the polynomials $`\mathrm{\Delta }_n(z)=det(z\stackrel{~}{M}_n\stackrel{~}{L}_n)`$, $`\mathrm{\Delta }_01`$, where $`\stackrel{~}{L}_n`$ and $`\stackrel{~}{M}_n`$ are obtained from the matrices $`L`$ and $`M`$ by deleting the first $`Nn`$ rows and columns, respectively. These polynomials satisfy the recurrence

$$\mathrm{\Delta }_n(z)=(za_{Nn+1})\mathrm{\Delta }_{n1}(z)b_{Nn+1}z\mathrm{\Delta }_{n2}(z),$$
(2.2)
for $`1nN`$, with initial conditions $`\mathrm{\Delta }_01`$ and $`\mathrm{\Delta }_10`$. So also the zeros of these polynomials are real, simple and positive and have the interlacing property.

Consider now the generalized eigenvalue problem of the pair $`(L,M)`$

$$L\stackrel{}{x}=\lambda M\stackrel{}{x}.$$
(2.3)
The eigenvalues are the zeros of the polynomial $`P_N(\lambda )=det(\lambda ML)`$. From Lemma 2.1 we know that these eigenvalues are real, simple and positive. We denote them by

$$0<\lambda _1<\mathrm{}<\lambda _N<\mathrm{}.$$

We use $`\stackrel{}{v}_j`$ to denote the right eigenvector corresponding to the eigenvalue $`\lambda _j`$, normalized so that the first component is equal to $`1`$. From the bidiagonal structure of the matrices $`M`$ and $`L`$ it easily follows that the first component of any eigenvector of (2.3) is non-zero, so that this normalization is always possible. We use $`\stackrel{}{u}_j`$ to denote the corresponding left eigenvector, also normalized to have the first component equal to $`1`$. We view $`\stackrel{}{u}_j`$ as a column vector so that $`\stackrel{}{u}_j^TL=\lambda _j\stackrel{}{u}_j^TM`$. We collect the eigenvectors in the matrices

$$V=\left(\stackrel{}{v}_1\mathrm{}\stackrel{}{v}_N\right)\text{and}U=\left(\stackrel{}{u}_1\mathrm{}\stackrel{}{u}_N\right).$$

A left and right eigenvector of this generalized eigenvalue problem, corresponding to different eigenvalues, are $`M`$-orthogonal, that is, $`\stackrel{}{u}_j^TM\stackrel{}{v}_k=0`$ whenever $`jk`$. This implies that $`U^TMV`$ is a diagonal matrix. Since the three matrices $`U`$, $`M`$, and $`V`$ are invertible, the diagonal elements of $`U^TMV`$ are non-zero, and we can make the following definition.

###### Definition 2.3

Let $`U`$ and $`V`$ be as above. Then we define

$$w_j=\frac{1}{(U^TMV)_{j,j}}=\left(\stackrel{}{u}_j^TM\stackrel{}{v}_j\right)^1,1jN.$$
(2.4)
Now we have defined the spectral data $`\lambda _j`$ and $`w_j`$ for $`1jN`$. To complete the description of the direct spectral transform we show that $`w_j>0`$ and $`_{j=1}^Nw_j=1`$. To prove this we introduce the Weyl (or resolvent) function

$$f(z)=\stackrel{}{e}_1^T(zML)^1\stackrel{}{e}_1=\left((zML)^1\right)_{1,1},z\{\lambda _1,\mathrm{},\lambda _N\},$$

with $`\stackrel{}{e}_1`$ the first unit vector in $`^N`$.

###### Lemma 2.4

The Weyl function is given by

$$f(z)=\underset{j=1}{\overset{N}{}}\frac{w_j}{z\lambda _j}.$$

* Note that by definition of $`w_j`$, we have $`\stackrel{}{u}_j^TM\stackrel{}{v}_k=\frac{1}{w_j}\delta _{j,k}`$, and so

$$\stackrel{}{u}_j^TL\stackrel{}{v}_k=\lambda _j\stackrel{}{u}_j^TM\stackrel{}{v}_k=\frac{\lambda _j}{w_j}\delta _{j,k},1j,kN.$$

In matrix form this is $`U^TMV=\text{diag}(\frac{1}{w_1},\mathrm{},\frac{1}{w_N})`$ and $`U^TLV=\text{diag}(\frac{\lambda _1}{w_1},\mathrm{},\frac{\lambda _N}{w_N}).`$ Combining these two equations, we find that

$$U^T(zML)V=\text{diag}(\frac{z\lambda _1}{w_1},\mathrm{},\frac{z\lambda _N}{w_N}).$$

From this we readily obtain that

$$(zML)^1=V\text{diag}(\frac{w_1}{z\lambda _1},\mathrm{},\frac{w_N}{z\lambda _N})U^T.$$
(2.5)
We now recall that the eigenvectors $`\stackrel{}{u}_j`$ and $`\stackrel{}{v}_j`$ are normalized with their first component equal to $`1`$. Thus the first rows of the matrices $`U`$ and $`V`$ contain only ones. Then (2.5) gives that

$$f(z)=\left((zML)^1\right)_{1,1}=\underset{j=1}{\overset{N}{}}\frac{w_j}{z\lambda _j}.$$

$`\mathrm{}`$

The lemma shows that the $`\lambda _j`$ are simple poles of the Weyl function and that the $`w_j`$ are the corresponding residues. A second representation of $`f`$ is in terms of the polynomials $`\mathrm{\Delta }_n`$ introduced in Remark 2.2.

###### Lemma 2.5

The Weyl function $`f`$ can be written as $`f(z)={\displaystyle \frac{\mathrm{\Delta }_{N1}(z)}{\mathrm{\Delta }_N(z)}}`$.

* This follows immediately from Cramer’s rule. $`\mathrm{}`$

As a corollary we get

###### Corollary 2.6

We have $`w_j>0`$ for every $`j`$ and $`_{j=1}^Nw_j=1`$.

* If we combine Lemma 2.4 and Lemma 2.5, we get

$$\frac{\mathrm{\Delta }_{N1}(z)}{\mathrm{\Delta }_N(z)}=\underset{j=1}{\overset{N}{}}\frac{w_j}{z\lambda _j}.$$
(2.6)
From Remark 2.2 we know that the zeros of $`\mathrm{\Delta }_{N1}`$ and $`\mathrm{\Delta }_N`$ are interlacing. Since $`\mathrm{\Delta }_{N1}`$ and $`\mathrm{\Delta }_N`$ are monic polynomials, it then follows that $`w_j>0`$ for every $`j`$. The fact that $`_{j=1}^Nw_j=1`$ follows by multiplying (2.6) by $`z`$ and then letting $`z\mathrm{}`$. $`\mathrm{}`$

We now have the direct spectral transform

$$\left(^+\right)^{2N1}\mathrm{\Lambda }:(a_1,\mathrm{},a_N,b_1,\mathrm{},b_{N1})(\lambda _1,\mathrm{},\lambda _N,w_1,\mathrm{},w_N)$$

where

$$\mathrm{\Lambda }=\left\{(\lambda _1,\mathrm{},\lambda _N,w_1,\mathrm{},w_N)\right|\begin{array}{cc}0<\lambda _1<\mathrm{}<\lambda _N<\mathrm{},& \\ w_j>0,_{j=1}^Nw_j=1& \end{array}\}.$$
(2.7)
We conclude this paragraph by establishing an explicit representation of the Weyl function in terms of the given matrix data. This representation is also the key to the inverse spectral transform. It turns out that the function $`zf(z)`$ can be written as a special continued fraction, known as a T-fraction, see .

###### Lemma 2.7

The Weyl function $`f`$ can be written as

$$f(z)=\frac{\mathrm{\Delta }_{N1}(z)}{\mathrm{\Delta }_N(z)}=\frac{1}{za_1\frac{b_2z}{za_2{\displaystyle \frac{b_3z}{\begin{array}{ccc}za_3& & \\ & \mathrm{}& \\ & & \frac{b_Nz}{za_N}\end{array}}}}}.$$
(2.8)
* Let $`r_k(z)=\frac{\mathrm{\Delta }_{k1}(z)}{\mathrm{\Delta }_k(z)}`$ for $`1kN`$. Since $`\mathrm{\Delta }_0(z)=1`$ and $`\mathrm{\Delta }_1(z)=za_N`$ we have $`r_1(z)=\frac{1}{za_N}`$. From the recurrence (2.2) satisfied by the polynomials $`\mathrm{\Delta }_k`$, we get that

$$r_k(z)=\frac{1}{za_{Nk+1}zb_{Nk+2}r_{k1}(z)}.$$

Then it is easy to show by induction that

$$r_k(z)=\frac{\mathrm{\Delta }_{k1}(z)}{\mathrm{\Delta }_k(z)}=\frac{1}{za_{Nk+1}\frac{b_{Nk+2}z}{za_{Nk+2}{\displaystyle \frac{b_{Nk+3}z}{\begin{array}{ccc}za_{Nk+3}& & \\ & \mathrm{}& \\ & & \frac{b_Nz}{za_N}\end{array}}}}}.$$
(2.9)
Taking $`k=N`$ in (2.9) we obtain the lemma. $`\mathrm{}`$

From Lemma 2.4 and Lemma 2.7 it is easy to see that the spectral transform is injective. In the next section we show that it is also surjective.

### 2.2 The inverse spectral problem

We now start from spectral data $`(\lambda _1,\mathrm{},\lambda _N,w_1,\mathrm{},w_N)`$ in $`\mathrm{\Lambda }`$, see (2.7), and show that there exist positive matrix data $`(a_1,\mathrm{},a_N,b_1,\mathrm{},`$ $`b_{N1})`$ which correspond to the given spectral data. We also give a method to construct these matrix data. In view of Lemma 2.7 it is our task to develop $`_{j=1}^N\frac{w_j}{z\lambda _j}`$ into a continued fraction of the form (2.8) with positive $`a_n`$ and $`b_n`$, that is, we want

$$\underset{j=1}{\overset{N}{}}\frac{w_j}{z\lambda _j}=\frac{1}{za_1\frac{b_1z}{za_2{\displaystyle \frac{b_2z}{\begin{array}{ccc}za_3& & \\ & \mathrm{}& \\ & & \frac{b_{N1}z}{za_N}\end{array}}}}}.$$
(2.10)
###### Theorem 2.8

For given spectral data $`(\lambda _1,\mathrm{},\lambda _N,w_1,\mathrm{},w_N)`$ in $`\mathrm{\Lambda }`$ there exist positive $`a_n`$ and $`b_n`$ such that (2.10) holds.

* Let us say that $`f𝒲_N`$ if $`f`$ is of the form

$$f(z)=\underset{j=1}{\overset{N}{}}\frac{w_j}{z\lambda _j},$$
(2.11)
with $`0<\lambda _1<\mathrm{}<\lambda _N`$, $`w_j>0`$, and $`_{j=1}^Nw_j=1`$. We will prove that for $`f𝒲_N`$, there exist $`a,b>0`$ and $`g𝒲_{N1}`$ so that

$$f(z)=\frac{1}{zabzg(z)}.$$

The theorem then follows by repeated application of this fact.

To prove the claim, we observe that $`f`$ is a rational function which we can write as

$$f(z)=\frac{p_{N1}(z)}{q_N(z)},$$

with $`p_{N1}`$ and $`q_N`$ monic polynomials of degrees $`N1`$ and $`N`$, respectively (here we use the fact that $`_{j=1}^Nw_j=1`$). Then there exist $`a,b`$ and a monic polynomial $`p_{N2}`$ of degree at most $`N2`$ such that

$$q_N(z)=(za)p_{N1}(z)bzp_{N2}(z).$$
(2.12)
Taking $`z=0`$ in (2.12) we find

$$a=\frac{q_N(0)}{p_{N1}(0)}=\left(\underset{j=1}{\overset{N}{}}\frac{w_j}{\lambda _j}\right)^1,$$
(2.13)
which is positive, since all $`\lambda _j`$ and $`w_j`$ are positive. To find $`b`$, we write (2.12) as $`q_N(z)+(za)p_{N1}(z)=bzp_{N2}(z)`$ and compute the coefficient of $`z^{N1}`$ on the left-hand side. Since $`q_N(z)=_{j=1}^N(z\lambda _j)`$ and $`p_{N1}(z)=_{k=1}^Nw_k_{jk}(z\lambda _j)`$, this coefficient is

$`{\displaystyle \underset{j=1}{\overset{N}{}}}\lambda _j{\displaystyle \underset{k=1}{\overset{N}{}}}w_k{\displaystyle \underset{j=1,jk}{\overset{N}{}}}\lambda _ja`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}\lambda _j\left(1{\displaystyle \underset{k=1,kj}{\overset{N}{}}}w_k\right)a`$
$`=`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}w_j\lambda _j\left({\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{w_j}{\lambda _j}}\right)^1.`$
In the last step we used (2.13) and $`_{j=1}^Nw_j=1`$. Next, from Jensen’s inequality

$$\varphi \left(z\mu (z)\right)<\varphi (z)\mu (z)$$

applied to the strictly convex function $`\varphi (z)=1/z`$ and the probability measure $`\mu =_{j=1}^Nw_j\delta _{\lambda _j}`$, we get that

$$\underset{j=1}{\overset{N}{}}w_j\lambda _j\left(\underset{j=1}{\overset{N}{}}\frac{w_j}{\lambda _j}\right)^1>0.$$
(2.14)
So the coefficient of $`z^{N1}`$ in $`bzp_{N2}(z)`$ is positive. Since $`p_{N2}`$ is a monic polynomial of degree $`N2`$, it then follows that $`p_{N2}`$ has exact degree $`N2`$ and that $`b`$ is equal to (2.14). Hence $`b`$ is positive. If we now define $`g=p_{N2}/p_{N1}`$ then we have that

$$f(z)=\frac{1}{zabzg(z)},\text{ with }a,b>0.$$

It remains to show that $`g𝒲_{N1}`$. Observe that the poles of $`g`$ are the zeros of $`f`$. From (2.11) with $`w_j>0`$ it follows that the zeros of $`f`$ interlace with its poles $`0<\lambda _1<\lambda _2<\mathrm{}<\lambda _N`$. So the poles of $`g`$ are simple and positive. If we denote them by $`0<\lambda _1^{}<\lambda _2^{}<\mathrm{}<\lambda _{N1}^{}`$, then

$$g(z)=\frac{p_{N2}(z)}{p_{N1}(z)}=\underset{j=1}{\overset{N1}{}}\frac{w_j^{}}{z\lambda _j^{}},$$

for certain residues $`w_j^{}`$ that satisfy $`_{j=1}^{N1}w_j^{}=1`$, because $`p_{N2}`$ and $`p_{N1}`$ are monic. We also have

$`w_j^{}`$ $`=`$ $`\underset{z\lambda _j^{}}{lim}(z\lambda _j^{})g(z)=\underset{z\lambda _j^{}}{lim}{\displaystyle \frac{z\lambda _j^{}}{b}}\left({\displaystyle \frac{za}{z}}{\displaystyle \frac{1}{zf(z)}}\right)`$
$`=`$ $`\underset{z\lambda _j^{}}{lim}{\displaystyle \frac{z\lambda _j^{}}{bzf(z)}}={\displaystyle \frac{1}{b\lambda _j^{}f^{}(\lambda _j^{})}}.`$
Since $`b>0`$, $`\lambda _j^{}>0`$, and $`f^{}(\lambda _j^{})={\displaystyle \underset{k=1}{\overset{N}{}}}{\displaystyle \frac{w_k}{(\lambda _j^{}\lambda _k)^2}}<0`$, we see that $`w_j^{}>0`$ for every $`j`$.
This completes the proof of the theorem. $`\mathrm{}`$

### 2.3 Laurent orthogonality

Suppose that $`\mu `$ is a positive measure with support in $`^+`$, for which all the strong moments $`z^k\mu (z)`$, $`k`$, exist. For $`n`$ not exceeding the number of mass points in the support of $`\mu `$, the monic Laurent orthogonal polynomial, $`p_n`$, of degree $`n`$ is defined as the monic orthogonal polynomial of degree $`n`$ for the varying measure $`d\mu _n(z)=z^nd\mu (z)`$. So $`p_n`$ satisfies the orthogonality relations

$$p_n(z)z^k\frac{\mu (z)}{z^n}=0,0kn1.$$

Cochran and Cooper  and Jones et al.  showed that these polynomials satisfy a recurrence relation of the form

$$p_n(z)=(z\alpha _n)p_{n1}(z)\beta _{n1}zp_{n2}(z),n1,$$

with initial conditions $`p_01`$ and $`p_10`$, and positive recurrence coefficients $`\alpha _n`$ and $`\beta _{n1}`$. From the theory of orthogonal polynomials it follows that the zeros of $`p_n`$ are simple, real and positive, since $`\mu `$ is a measure on the positive real line. Some examples of (continuous) Laurent orthogonal polynomials are given in .

We now show that the polynomials $`P_n(z)=det(zM_nL_n)`$ introduced in (1.21) are the monic Laurent orthogonal polynomials with respect to the discrete probability measure

$$\mu _N=\underset{j=1}{\overset{N}{}}w_j\delta _{\lambda _j},$$

see also  for a similar situation. These polynomials are also generated by the recurrence relation (2.1). This illustrates the connection between the spectral transform, proposed in Section 2.1, and the theory of Laurent orthogonal polynomials.

###### Theorem 2.9

Let $`a_n>0`$, $`1nN`$, and $`b_n>0`$, $`1nN1`$. Let the polynomials $`P_n`$ be defined by the recurrence relation (2.1) with $`P_01`$ and $`P_10`$. Let $`\lambda _j`$ and $`w_j`$ be the spectral data associated with $`a_n,b_n`$ as defined in Section 2.1. Then

$$\underset{j=1}{\overset{N}{}}P_m(\lambda _j)P_n(\lambda _j)\frac{w_j}{\lambda _j^n}=\delta _{m,n}\underset{k=1}{\overset{n}{}}b_k,0mnN1.$$

* Evaluating the recurrence relation (2.1) at $`\lambda _j`$ (which is a zero of $`P_N`$) one can easily see that the right eigenvector $`\stackrel{}{v}_j`$ for the generalized eigenvalue problem (2.3) is equal to

$$\stackrel{}{v}_j=(1,P_1(\lambda _j),\mathrm{},P_{N1}(\lambda _j))^T.$$
(2.15)
Also note that the left eigenvector $`\stackrel{}{u}_j`$ can be written as

$$\stackrel{}{u}_j=(1,\frac{P_1(\lambda _j)}{\lambda _jb_1},\frac{P_2(\lambda _j)}{\lambda _j^2b_2b_1},\mathrm{},\frac{P_{N1}(\lambda _j)}{\lambda _j^{N1}b_{N1}\mathrm{}b_1})^T.$$
(2.16)
Since $`U^TMV=\text{diag}(\frac{1}{w_1},\mathrm{},\frac{1}{w_N})`$ by the definition of the $`w_j`$, we have

$$V\text{diag}(w_1,\mathrm{},w_N)U^T=M^1.$$

Now note that $`M`$ is lower triangular with ones on the diagonal, and therefore the same holds for $`M^1`$. So if $`0mnN1`$ we have

$$\left(V\text{diag}(w_1,\mathrm{},w_N)U^T\right)_{m+1,n+1}=\delta _{m,n}.$$

Using (2.15) and (2.16) we finally get

$$\underset{j=1}{\overset{N}{}}P_m(\lambda _j)P_n(\lambda _j)\frac{w_j}{\lambda _j^n\underset{k=1}{\overset{n}{}}b_k}=\delta _{m,n},$$

which proves the theorem. $`\mathrm{}`$

The theorem suggests an alternative method for performing the inverse spectral transform. Knowing the spectral data, one can construct the monic Laurent orthogonal polynomials corresponding to the discrete measure $`\mu _N`$. These polynomials satisfy a three term recurrence relation with coefficients equal to $`a_n`$ and $`b_n`$.

## 3 The generalized finite RTL and spectral evolution

In the introduction we have already mentioned that the finite RTL

$$\{\begin{array}{cc}\dot{a}_n=\frac{b_n}{a_{n+1}}\frac{b_{n1}}{a_{n1}},\hfill & 1nN,\hfill \\ \dot{b}_n=b_n\left(\frac{1}{a_n}\frac{1}{a_{n+1}}\right),\hfill & 1nN1,\hfill \end{array}$$

with $`b_00`$, $`b_N0`$, can be written in Lax form representation , namely

$$\{\begin{array}{c}\dot{L}=LABL\hfill \\ \dot{M}=MABM,\hfill \end{array}$$
(3.1)
with $`A=(L^1M)_{}`$ and $`B=(ML^1)_{}`$. Here the matrices $`L`$ and $`M`$ contain the matrix data $`a_n`$ and $`b_n`$ and are defined in (1.17). In this section we first show that this system can be generalized as in (1.20). Then we will solve the finite RTL in its generalized form, using the spectral transform introduced in Section 2. We will find the explicit evolution of the spectral data.

### 3.1 The generalized finite RTL

The generalized finite RTL is defined by the matrix differential equations

$$\{\begin{array}{c}\dot{L}=\left(F\left(LM^1\right)\right)_{}LL\left(F\left(M^1L\right)\right)_{}\hfill \\ \dot{M}=\left(F\left(LM^1\right)\right)_{}MM\left(F\left(M^1L\right)\right)_{}\hfill \end{array}$$
(3.2)
where $`F:^+`$ is a real-valued function on $`^+`$. The matrices $`L`$ and $`M`$ contain the matrix data $`a_n`$ and $`b_n`$ as in (1.17). We assume positive initial data $`a_n(0)>0`$, $`b_n(0)>0`$. The system is of the form (3.1) if we set

$$A=\left(F\left(M^1L\right)\right)_{}\text{and}B=\left(F\left(LM^1\right)\right)_{}.$$
(3.3)
The eigenvalues of $`LM^1`$ and $`M^1L`$ are equal to the generalized eigenvalues for the pair $`(L,M)`$. We know that there are $`N`$ distinct positive generalized eigenvalues. Hence the matrices $`LM^1`$ and $`M^1L`$ are diagonalizable, and in fact we have

$$LM^1=U^TDU^T,M^1L=V^1DV$$

where $`D`$ is a diagonal matrix containing the generalized eigenvalues $`\lambda _1<\lambda _2<\mathrm{}<\lambda _N`$. Thus

$$F\left(LM^1\right)=U^T\text{diag}(F(\lambda _1),\mathrm{},F(\lambda _N))U^T,$$

and

$$F\left(M^1L\right)=V^1\text{diag}(F(\lambda _1),\mathrm{},F(\lambda _N))V,$$

see \[7, Definition 6.2.4\].

Of course one has to check that the structure of the matrices $`L`$ and $`M`$ is preserved by the differential equations (3.2). We will use the following lemma.

###### Lemma 3.1

For every function $`F`$ we have that

$$LF\left(M^1L\right)=F\left(LM^1\right)L\text{and}MF\left(M^1L\right)=F\left(LM^1\right)M.$$
(3.4)
* For a monomial $`F(x)=x^n`$, we have

$$LF\left(M^1L\right)=L\left(M^1L\right)^n=\left(LM^1\right)^nL=F\left(LM^1\right)L$$

and

$$MF\left(M^1L\right)=M\left(M^1L\right)^n=\left(LM^1\right)^nM=F\left(LM^1\right)M.$$

Then, by linearity, (3.4) holds for every polynomial $`F`$. On the finite set of eigenvalues of $`LM^1`$ (which are the same as the eigenvalues of $`M^1L`$) each function $`F`$ is equal to a polynomial, so the equalities hold for every $`F`$. $`\mathrm{}`$

We now prove that the proposed generalisation of the finite RTL is justified.

###### Theorem 3.2

The system of matrix differential equations (3.2) is well defined, which means that $`LABL`$ is a diagonal matrix and $`MABM`$ has only non-zero elements on the first subdiagonal, where

$$A=\left(F\left(M^1L\right)\right)_{}\text{ and }B=\left(F\left(LM^1\right)\right)_{}.$$

* Since $`L`$ is upper Hessenberg and $`A`$ and $`B`$ are strictly lower triangular, one immediately sees that $`LABL`$ is lower triangular. Now $`L`$ is also upper triangular, so that

$$\left(\left(F\left(LM^1\right)\right)_{}L\right)_{}=\left(F\left(LM^1\right)L\right)_{}$$

and

$$\left(L\left(F\left(M^1L\right)\right)_{}\right)_{}=\left(LF\left(M^1L\right)\right)_{}.$$

This means that

$`(LABL)_{}`$ $`=`$ $`\left(F\left(LM^1\right)LLF\left(M^1L\right)\right)_{}.`$
From Lemma 3.1 we then obtain that $`(LABL)_{}`$ is the zero matrix. We have already mentioned that $`LABL`$ is lower triangular, so we conclude that $`LABL`$ is a diagonal matrix.

Since $`M`$ is lower triangular and $`A`$ and $`B`$ are strictly lower triangular, $`MABM`$ is strictly lower triangular. Then we note that only the first of the subdiagonals of $`M`$ has non-zero elements. This implies that below the first subdiagonal,

$$MABM=\left(F\left(LM^1\right)\right)_{}MM\left(F\left(M^1L\right)\right)_{}$$

agrees with

$$F\left(LM^1\right)MMF\left(M^1L\right)=O.$$

The last equality follows from Lemma 3.1. Thus the only non-zero elements of $`MABM`$ are on the first subdiagonal. $`\mathrm{}`$

###### Remark 3.3

The generalized finite RLT (3.2) can also be written as

$$\{\begin{array}{cc}\dot{a}_n=\left(F\left(LM^1\right)\right)_{n,n1}\left(F\left(M^1L\right)\right)_{n+1,n},\hfill & 1nN,\hfill \\ \dot{b}_n=\left(F\left(M^1L\right)\right)_{n+1,n}\left(F\left(LM^1\right)\right)_{n+1,n},\hfill & 1nN1.\hfill \end{array}$$
(3.5)
###### Remark 3.4

If we take $`F(x)=1/x`$ in (3.2) we obtain the first representation of the finite RTL (1.2). The other representation (1.3) found in the literature, is obtained by taking $`F(x)=x`$. To see this, we note that from (1.17) we have

$$M^1=\left(\begin{array}{cccccc}1& 0& \mathrm{}& \mathrm{}& \mathrm{}& 0\\ b_1& 1& 0& & & \mathrm{}\\ b_2b_1& b_1& 1& 0& & \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}& 0\\ \underset{i=1}{\overset{N1}{}}b_i& \mathrm{}& \mathrm{}& b_{N1}b_{N2}& b_{N1}& 1\end{array}\right),$$

so that $`(LM^1)_{i+1,i}=b_i(b_{i+1}+a_{i+1})`$ and $`(M^1L)_{i+1,i}=b_i(b_{i1}+a_i)`$ for $`i=1,\mathrm{},N1`$. So, if $`F(x)=x`$, the equations (3.5) are

$$\{\begin{array}{c}\dot{a}_n=b_{n1}(b_n+a_n)b_n(b_{n1}+a_n)=a_n(b_{n1}b_n),\hfill \\ \dot{b}_n=b_n(b_{n1}+a_n)b_n(b_{n+1}+a_{n+1})=b_n(a_na_{n+1}+b_{n1}b_{n+1}),\hfill \end{array}$$

with $`b_0=b_N=0`$. This corresponds to (1.3).

### 3.2 The evolution of the spectral data

We now describe the time evolution of the spectral data introduced in Section 2. The generalized RTL (3.2) can then be solved with the aid of this spectral transform which is a bijection between $`\left(^+\right)^{2N1}`$ and its image $`\{0<\lambda _1<\mathrm{}<\lambda _N,w_j>0,_{j=1}^Nw_j=1\}`$. In particular we can start from positive initial matrix data $`a_n(0)`$ and $`b_n(0)`$ and follow the scheme in Figure 1 to find the matrix data at time $`t`$.

Let $`L(t)`$ and $`M(t)`$ be the solutions of the generalized RTL (3.2) with

$$A(t)=\left(F\left(M^1(t)L(t)\right)\right)_{}\text{and}B(t)=\left(F\left(L(t)M^1(t)\right)\right)_{}.$$
(3.6)
Let $`_1`$ and $`_2`$ be the unique solutions of the linear differential equations

$$\dot{_1}(t)=_1(t)B(t),_1(0)=I,$$
(3.7)
and

$$\dot{_2}(t)=A(t)_2(t),_2(0)=I.$$
(3.8)
Then $`_1`$ and $`_2`$ are lower triangular matrices with ones on the diagonal and therefore invertible. Furthermore

$$\frac{d}{dt}(_1L_2)=_1BL_2+_1(LABL)_2_1LA_2=O$$

and similarly $`\frac{d}{dt}(_1M_2)=O`$. This means that

$$_1(t)L(t)_2(t)=L(0)\text{and}_1(t)M(t)_2(t)=M(0).$$
(3.9)
###### Theorem 3.5

The eigenvalues $`\lambda _j`$ of the generalized eigenvalue problem of the pair $`(L,M)`$ are constants of motion, which means

$$\dot{\lambda }_j=0,1jN.$$
(3.10)
* From (3.9) it follows that for every $`z`$,

$$_1(t)(zM(t)L(t))_2(t)=zM(0)L(0).$$

Since $`det(_1(t))=det(_2(t))=1`$ we see that

$$det(zM(t)L(t))=det(zM(0)L(0)).$$

This proves the theorem. $`\mathrm{}`$

To find the evolution of the spectral data $`w_j`$, we need the following lemma. For a matrix $`X`$ we use $`X_{}`$ to denote its upper triangular part. So $`X=X_{}+X_{}`$.

###### Lemma 3.6

Let $``$ be the unique solution of the linear differential equations

$$\dot{}(t)=\left(F\left(L(t)M^1(t)\right)\right)_{}(t),(0)=I.$$
(3.11)
Then $``$ is upper triangular and we have

$$_1(t)(t)=\mathrm{}^{tF\left(L(0)M^1(0)\right)},$$
(3.12)
which gives an LR-factorization of $`\mathrm{}^{tF\left(L(0)M^1(0)\right)}`$.

* Combining (3.7), (3.11), and (3.6), we obtain

$`{\displaystyle \frac{d}{dt}}\left(_1(t)(t)\right)`$ $`=`$ $`_1(t)B(t)(t)_1(t)\left(F\left(L(t)M^1(t)\right)\right)_{}(t)`$
$`=`$ $`_1(t)F\left(L(t)M^1(t)\right)(t).`$
From (3.9) we get that

$`F\left(L(t)M^1(t)\right)`$ $`=`$ $`F\left(_1^1(t)L(0)M^1(0)_1(t)\right)`$
$`=`$ $`_1^1(t)F\left(L(0)M^1(0)\right)_1(t)`$
(see \[7, Definition 6.2.4\]). Hence

$$\frac{d}{dt}\left(_1(t)(t)\right)=F\left(L(0)M^1(0)\right)_1(t)(t),$$

which proves (3.12) since $`_1(0)(0)=I`$. $`\mathrm{}`$

The theorem below gives the evolution of the spectral data $`w_j`$. Moser obtained a similar expression for his spectral data in the case of the nonrelativistic Toda lattice .

###### Theorem 3.7

For the generalized RTL (3.2) with positive initial data $`a_n(0)>0`$, $`b_n(0)>0`$, the spectral data $`w_j`$ have the time evolution

$$w_j(t)=\frac{w_j(0)\mathrm{}^{tF\left(\lambda _j\right)}}{\underset{k=1}{\overset{N}{}}w_k(0)\mathrm{}^{tF\left(\lambda _k\right)}},1jN.$$
(3.13)
* Set $`D=\text{diag}(\lambda _1,\mathrm{},\lambda _N)`$, which is time independent. The matrix $`V(t)`$ contains the right eigenvectors (with the first components equal to 1) of the generalized eigenvalue problem of the pair $`(L(t),M(t))`$. For $`t=0`$ this means that $`L(0)V(0)=M(0)V(0)D`$. Using (3.9) we then obtain

$$L(t)_2(t)V(0)=M(t)_2(t)V(0)D.$$

So the columns of the matrix $`_2(t)V(0)`$, which are $`_2(t)\stackrel{}{v}_j(0)`$, $`1jN`$, are right eigenvectors of the generalized eigenvalue problem of the pair $`(L(t),M(t))`$. Because $`_2(t)`$ is lower triangular with ones on the diagonal, and $`\stackrel{}{v}_j(0)`$ has first component equal to $`1`$, we find that $`_2\stackrel{}{v}_j(0)`$ has first component equal to $`1`$. So we have

$$\stackrel{}{v}_j(t)=_2(t)\stackrel{}{v}_j(0),1jN.$$
(3.14)
Similarly we get from $`U(0)^TL(0)=DU(0)^TM(0)`$ and (3.9)

$$U(0)^T_1(t)L(t)=DU(0)^T_1(t)M(t).$$

The $`j`$th column of the matrix $`_1(t)^TU(0)`$, which is $`_1(t)^T\stackrel{}{u}_j(0)`$, is then a left eigenvector of the generalized eigenvalue problem of the pair $`(L(t),M(t))`$ with eigenvalue $`\lambda _j`$. So it is equal to $`\stackrel{}{u}_j(t)`$ up to a constant factor. We now look at the first component of $`_1(t)^T\stackrel{}{u}_j(0)`$. From Lemma 3.6 we get

$$_1(t)=\mathrm{}^{tF\left(L(0)M^1(0)\right)}^1(t).$$

Since $`(t)`$ is upper triangular, we obtain

$$\stackrel{}{u}_j(0)^T_1(t)\stackrel{}{e}_1=\stackrel{}{u}_j(0)^T\mathrm{}^{tF\left(L(0)M^1(0)\right)}\left(^1(t)\right)_{1,1}\stackrel{}{e}_1.$$
(3.15)
From the fact that $`\stackrel{}{u}_j(0)`$ is a left eigenvector of $`L(0)M^1(0)`$ with eigenvalue $`\lambda _j`$, it follows that it is also a left eigenvector of $`\mathrm{}^{tF(L(0)M^1(0))}`$ with eigenvalue $`\mathrm{}^{tF(\lambda _j)}`$. So

$$\stackrel{}{u}_j(0)^T\mathrm{}^{tF\left(L(0)M^1(0)\right)}=\mathrm{}^{tF\left(\lambda _j\right)}\stackrel{}{u}_j(0)^T.$$

Using this in (3.15) and noting that the first component of $`\stackrel{}{u}_j(0)`$ is $`1`$, we see that

$$\stackrel{}{u}_j(0)^T_1(t)\stackrel{}{e}_1=\mathrm{}^{tF\left(\lambda _j\right)}\left(^1(t)\right)_{1,1}.$$

From this we conclude

$$_1(t)^T\stackrel{}{u}_j(0)=\mathrm{}^{tF(\lambda _j)}\left(^1(t)\right)_{1,1}\stackrel{}{u}_j(t),1jN.$$
(3.16)

Combining Definition 2.3, (3.14), (3.16), and (3.9) we now obtain

$`w_j(t)`$ $`=`$ $`\left(\stackrel{}{u}_j(t)^TM(t)\stackrel{}{v}_j(t)\right)^1`$
$`=`$ $`\left({\displaystyle \frac{\mathrm{}^{tF\left(\lambda _j\right)}}{\left(^1(t)\right)_{1,1}}}\stackrel{}{u}_j(0)^T_1(t)M(t)_2(t)\stackrel{}{v}_j(0)\right)^1`$
$`=`$ $`\left(^1(t)\right)_{1,1}\mathrm{}^{tF\left(\lambda _j\right)}\left(\stackrel{}{u}_j(0)^TM(0)\stackrel{}{v}_j(0)\right)^1`$
$`=`$ $`\left(^1(t)\right)_{1,1}w_j(0)\mathrm{}^{tF\left(\lambda _j\right)}.`$
Since the $`w_j(t)`$ sum to $`1`$ we have

$$\left(^1(t)\right)_{1,1}=\frac{1}{\underset{k=1}{\overset{N}{}}w_k(0)\mathrm{}^{tF\left(\lambda _k\right)}},$$

which completes the proof of the theorem. $`\mathrm{}`$

###### Remark 3.8

Standard existence and uniqueness results from the theory of ordinary differential equations, give that the generalized RTL (3.2) with positive initial data $`a_n(0)`$ and $`b_n(0)`$ has a unique solution in a time interval containing $`t=0`$, so that $`a_n(t)>0`$, $`b_n(t)>0`$. The expressions (3.10) and (3.13) allow us to define spectral data for all $`t`$ that remain in $`\{0<\lambda _1<\mathrm{}<\lambda _N,w_j>0,_{j=1}^Nw_j=1\}`$. It then follows that the system (3.2) has a unique solution valid for all time, in which the matrix data are positive.

### 3.3 Example

As an example we take $`N=5`$ and positive initial matrix data

$$\begin{array}{ccccccc}a_1(0)& =& 3,& & b_1(0)& =& 1,\\ a_2(0)& =& 12,& & b_2(0)& =& 6,\\ a_3(0)& =& 16,& & b_3(0)& =& 11,\\ a_4(0)& =& 7,& & b_4(0)& =& 5,\\ a_5(0)& =& 5.& & & & \end{array}$$

We obtain the corresponding spectral data, defined in Section 2.1, by solving the generalized eigenvalue problem of the pair $`(L(0),M(0))`$. The results are

$$\begin{array}{ccccccc}\lambda _1& =& 1.9812757881,& & w_1(0)& =& 0.0097186754\\ \lambda _2& =& 2.6941860907,& & w_2(0)& =& 0.8409233539\\ \lambda _3& =& 6.6927423653,& & w_3(0)& =& 0.0757415291\\ \lambda _4& =& 13.8305993379,& & w_4(0)& =& 0.0665694128\\ \lambda _5& =& 40.8011964181,& & w_5(0)& =& 0.0070470286.\end{array}$$

We consider the case that $`F(x)=1/x`$. Knowing (3.10) and (3.13) we then compute the spectral data at several time values. For each of these values we construct the T-fraction (2.10) as in the proof of Theorem 2.8. This then gives the values of the matrix data. The results are shown in Figures 2 and 3. We observe that the $`b_n`$ tend to 0 as $`t\pm \mathrm{}`$. It is also clear from Figure 2 that the $`a_n`$ have limits for $`t\pm \mathrm{}`$. In the next section we will show that these limits are in fact $`\lambda _{6n}`$ and $`\lambda _n`$ as $`t+\mathrm{}`$, or $`t\mathrm{}`$, respectively.

## 4 The sorting property of the generalized finite RTL

In this section we suppose that $`F`$ is strictly increasing and we investigate the behaviour of the matrix data of the generalized finite RTL when $`t\pm \mathrm{}`$. We will show that

$$\underset{t\pm \mathrm{}}{lim}b_n(t)=0,1nN1,$$
(4.1)
and

$$\underset{t+\mathrm{}}{lim}a_n(t)=\lambda _n,\underset{t\mathrm{}}{lim}a_n(t)=\lambda _{Nn+1},1nN.$$
(4.2)
We also establish the precise rates of convergence of (4.1) and (4.2). For the SVD flow (and the related nonrelativistic Toda lattice) this was obtained in . Note that in view of the sorting property in (4.2) the choice of spectral data $`\lambda _1<\mathrm{}<\lambda _N`$ appears to be very natural. In the limit $`t\pm \mathrm{}`$, the diagonal entries $`a_n(t)`$ of the matrix $`L(t)`$ tend to the eigenvalues and the eigenvalues are sorted in increasing order (as $`t+\mathrm{}`$) or in decreasing order (as $`t\mathrm{}`$).

The case when $`F`$ is strictly decreasing can be studied in the same way as we will do for strictly increasing $`F`$. In this case, the $`b_n(t)`$ tend to $`0`$, and the $`a_n(t)`$ tend to the eigenvalues in decreasing order as $`t+\mathrm{}`$, and in increasing order as $`t\mathrm{}`$.

Our proof of (4.1) and (4.2) is based on properties of the Laurent orthogonal polynomials $`P_n`$. To indicate the time dependence we write $`P_n(z,t)`$. These polynomials are defined by the recurrence relation

$$P_n(z,t)=(za_n(t))P_{n1}(z,t)b_{n1}(t)zP_{n2}(z,t),$$
(4.3)
with $`P_01`$ and $`P_10`$. For the polynomials $`P_n(z,t)`$ we find the following limits as $`t\pm \mathrm{}`$.

###### Lemma 4.1

Assume $`F`$ is strictly increasing. Then we have for $`1nN`$,

$$\underset{t+\mathrm{}}{lim}P_n(z,t)=\underset{k=1}{\overset{n}{}}(z\lambda _k)\text{and}\underset{t\mathrm{}}{lim}P_n(z,t)=\underset{k=Nn+1}{\overset{N}{}}(z\lambda _k).$$
(4.4)
* First we investigate what happens when $`t+\mathrm{}`$. In Theorem 2.9 we showed that the polynomial $`P_n(z,t)`$ is orthogonal with respect to the discrete measure $`_{j=1}^N\frac{w_j(t)}{\lambda _j^n}\delta _{\lambda _j}`$. It is well-known that monic orthogonal polynomials minimize the weighted $`L^2`$ norm, see \[19, Section 3.1\]. In our case this means that the minimum of

$$\underset{j=1}{\overset{N}{}}\left(q_n(\lambda _j)\right)^2\frac{w_j(t)}{\lambda _j^n}$$
(4.5)
taken over all monic polynomials $`q_n`$ of degree $`n`$, is attained by $`P_n(z,t)`$. Take $`q_n(z)=_{k=1}^n(z\lambda _k)`$, then (since $`\lambda _j>0`$ and $`w_j(t)>0`$) we obtain for $`1iN`$,

$`\left(P_n(\lambda _i,t)\right)^2{\displaystyle \frac{w_i(t)}{\lambda _i^n}}`$ $``$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}\left(P_n(\lambda _j,t)\right)^2{\displaystyle \frac{w_j(t)}{\lambda _j^n}}`$ (4.6)
$``$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}\left(q_n(\lambda _j)\right)^2{\displaystyle \frac{w_j(t)}{\lambda _j^n}}`$
$`=`$ $`{\displaystyle \underset{j=n+1}{\overset{N}{}}}\left({\displaystyle \underset{k=1}{\overset{n}{}}}(\lambda _j\lambda _k)\right)^2{\displaystyle \frac{w_j(t)}{\lambda _j^n}}.`$
From Theorem 3.7 we get for the ratio of the spectral data $`w_j(t)`$ that

$$\frac{w_j(t)}{w_k(t)}=\frac{w_j(0)}{w_k(0)}\mathrm{}^{t\left(F\left(\lambda _j\right)F\left(\lambda _k\right)\right)},1j,kN.$$
(4.7)
Since $`F`$ is strictly increasing, we obtain from (4.7),

$$\underset{t+\mathrm{}}{lim}\frac{w_j(t)}{w_k(t)}=0,1k<jN.$$
(4.8)
So (4.6) gives for every $`1iN`$,

$$\left(P_n(\lambda _i,t)\right)^2\frac{w_i(t)}{\lambda _i^n}\left(\underset{k=1}{\overset{n}{}}(\lambda _{n+1}\lambda _k)\right)^2\frac{w_{n+1}(t)}{\lambda _{n+1}^n}\left(1+\mathrm{o}(1)\right),\text{as }t+\mathrm{}.$$
(4.9)
For $`1in`$, we get from (4.8) that $`\frac{w_{n+1}(t)}{w_i(t)}`$ tends to $`0`$ as $`t+\mathrm{}`$. So from (4.9) we conclude that

$$\underset{t+\mathrm{}}{lim}P_n(\lambda _i,t)=0,1in.$$

Then the first limit in (4.4) follows, since $`P_n(z,t)`$ is a monic polynomial of degree $`n`$ for every $`t`$ . Similarly we can prove the second limit when $`t\mathrm{}`$, by taking

$$q_n(z)=\underset{i=Nn+1}{\overset{N}{}}(z\lambda _i)$$

in (4.5). $`\mathrm{}`$

Starting from the recurrence relation (4.3), the limits of the polynomials $`P_n(z,t)`$ as $`t\pm \mathrm{}`$ give rise to the limits of the matrix data (4.1) and (4.2). However, we also want to establish the precise rate of convergence. We then need the following lemma.

###### Lemma 4.2

Let $`0nN1`$. Then for $`1ln+1`$,

$$\underset{k=1}{\overset{n}{}}b_k(t)=P_n(\lambda _l,t)\left(\underset{i=1,il}{\overset{n+1}{}}(\lambda _l\lambda _i)\right)\frac{w_l(t)}{\lambda _l^n}\left(1+\mathrm{o}(1)\right),\text{as}t+\mathrm{},$$
(4.10)
and for $`NnlN`$,

$$\underset{k=1}{\overset{n}{}}b_k(t)=P_n(\lambda _l,t)\left(\underset{i=Nn,il}{\overset{N}{}}(\lambda _l\lambda _i)\right)\frac{w_l(t)}{\lambda _l^n}\left(1+\mathrm{o}(1)\right),\text{as}t\mathrm{}.$$
(4.11)
* From Theorem 2.9 it follows that for every monic polynomial $`Q_n`$ of degree $`n`$, we have

$$\underset{j=1}{\overset{N}{}}P_n(\lambda _j,t)Q_n(\lambda _j)\frac{w_j(t)}{\lambda _j^n}=\underset{k=1}{\overset{n}{}}b_k(t),$$

where $`0nN1`$. If we take $`1ln+1`$ and

$$Q_n(z)=\underset{i=1,il}{\overset{n+1}{}}(z\lambda _i),$$

then we obtain

$`{\displaystyle \underset{k=1}{\overset{n}{}}}b_k(t)`$ $`=`$ $`P_n(\lambda _l,t)\left({\displaystyle \underset{i=1,il}{\overset{n+1}{}}}(\lambda _l\lambda _i)\right){\displaystyle \frac{w_l(t)}{\lambda _l^n}}`$ (4.12)
$`+{\displaystyle \underset{j=n+2}{\overset{N}{}}}P_n(\lambda _j,t)\left({\displaystyle \underset{i=1,il}{\overset{n+1}{}}}(\lambda _j\lambda _i)\right){\displaystyle \frac{w_j(t)}{\lambda _j^n}}.`$
From Lemma 4.1 we see that

$$\underset{t+\mathrm{}}{lim}P_n(\lambda _j,t)0,n+1jN.$$
(4.13)
Taking $`l=n+1`$ in (4.12) and letting $`t+\mathrm{}`$, we get with (4.13) and (4.8) that

$$\underset{k=1}{\overset{n}{}}b_k(t)=P_n(\lambda _{n+1},t)\left(\underset{i=1}{\overset{n}{}}(\lambda _l\lambda _i)\right)\frac{w_{n+1}(t)}{\lambda _l^n}\left(1+\mathrm{o}(1)\right),\text{as}t+\mathrm{},$$
(4.14)
which is (4.10) with $`l=n+1`$. So, for large $`t`$, $`\underset{k=1}{\overset{n}{}}b_k(t)`$ behaves like $`w_{n+1}(t)`$ up to a constant. Knowing this, we get (4.10) for $`1ln`$ from (4.12), (4.13) and (4.8). The proof of (4.11) is similar. $`\mathrm{}`$

From Lemma 4.2 we can easily establish the rates of convergence of $`P_n(\lambda _l,t)`$, $`1ln`$, as $`t+\mathrm{}`$, and of $`P_n(\lambda _l,t)`$, $`Nn+1lN`$, as $`t\mathrm{}`$.

Now we look at the matrix data $`a_n(t)`$ and $`b_n(t)`$. Lemmas 4.1 and 4.2 will help us to find their behaviour when $`t\pm \mathrm{}`$.

###### Theorem 4.3

For the generalized finite RTL (3.2) with $`F`$ strictly increasing we have for $`1nN1`$,

$$b_n(t)=\frac{w_{n+1}(0)}{w_n(0)}\frac{\left(\lambda _n\right)^{n1}}{\left(\lambda _{n+1}\right)^n}\left(\frac{\underset{i=1}{\overset{n}{}}(\lambda _{n+1}\lambda _i)}{\underset{i=1}{\overset{n1}{}}(\lambda _n\lambda _i)}\right)^2\mathrm{}^{t\left(F\left(\lambda _{n+1}\right)F\left(\lambda _n\right)\right)}\left(1+\mathrm{o}(1)\right),$$
(4.15)
as $`t+\mathrm{}`$, and

$`b_n(t)`$ $`=`$ $`{\displaystyle \frac{w_{Nn}(0)\left(\lambda _{Nn+1}\right)^{n1}}{w_{Nn+1}(0)\left(\lambda _{Nn}\right)^n}}\left({\displaystyle \frac{\underset{i=Nn+1}{\overset{N}{}}(\lambda _{Nn}\lambda _i)}{\underset{i=Nn+2}{\overset{N}{}}(\lambda _{Nn+1}\lambda _i)}}\right)^2`$
$`\times \mathrm{}^{t\left(F\left(\lambda _{Nn+1}\right)F\left(\lambda _{Nn}\right)\right)}\left(1+\mathrm{o}(1)\right),`$ (4.16)
as $`t\mathrm{}`$.

* We only give the proof for the case when $`t+\mathrm{}`$. The proof of the case $`t\mathrm{}`$ is similar. Let $`0nN1`$. From Lemma 4.1 we have that

$$\underset{t+\mathrm{}}{lim}P_n(\lambda _{n+1},t)=\underset{i=1}{\overset{n}{}}(\lambda _{n+1}\lambda _i).$$

So taking $`l=n+1`$ in (4.10) we obtain

$$\underset{k=1}{\overset{n}{}}b_k(t)=\left(\underset{i=1}{\overset{n}{}}(\lambda _{n+1}\lambda _i)\right)^2\frac{w_{n+1}(t)}{\lambda _{n+1}^n}\left(1+\mathrm{o}(1)\right),\text{as }t+\mathrm{}.$$
(4.17)
Since

$$\frac{w_{n+1}(t)}{w_n(t)}=\frac{w_{n+1}(0)}{w_n(0)}\mathrm{}^{t\left(F\left(\lambda _{n+1}\right)F\left(\lambda _n\right)\right)},$$

(4.15) follows immediately from (4.17). $`\mathrm{}`$

This theorem implies that the matrix data $`b_n(t)`$ tend to $`0`$ as $`t\pm \mathrm{}`$ at an exponential rate. We now use the recurrence relation for the polynomials $`P_n(z,t)`$ to compute the behaviour of $`a_n(t)`$ as $`t\pm \mathrm{}`$.

###### Theorem 4.4

Let $`1nN`$. For the generalized finite RTL (3.2) with $`F`$ strictly increasing we have

$$\lambda _na_n(t)=\frac{\lambda _n}{\lambda _n\lambda _{n+1}}b_n(t)\left(1+\mathrm{o}(1)\right)\frac{\lambda _n}{\lambda _{n1}\lambda _n}b_{n1}(t)\left(1+\mathrm{o}(1)\right),$$
(4.18)
as $`t+\mathrm{}`$, and

$`\lambda _{Nn+1}a_n(t)`$ $`=`$ $`{\displaystyle \frac{\lambda _{Nn+1}}{\lambda _{Nn+1}\lambda _{Nn}}}b_n(t)\left(1+\mathrm{o}(1)\right)`$
$`{\displaystyle \frac{\lambda _{Nn+1}}{\lambda _{Nn+2}\lambda _{Nn+1}}}b_{n1}(t)\left(1+\mathrm{o}(1)\right),`$ (4.19)
as $`t\mathrm{}`$. Recall that $`b_N0`$, $`b_00`$.

* We will only prove (4.18) and in the proof we assume $`2nN1`$. The recurrence relation (4.3) for the polynomials $`P_n(z,t)`$ gives

$$\lambda _na_n(t)=\lambda _n\frac{P_n(\lambda _n,t)}{\lambda _nb_n(t)P_{n1}(\lambda _n,t)}b_n(t)+\lambda _n\frac{P_{n2}(\lambda _n,t)}{P_{n1}(\lambda _n,t)}b_{n1}(t).$$
(4.20)
From Lemma 4.1 we obtain

$$\frac{P_{n2}(\lambda _n,t)}{P_{n1}(\lambda _n,t)}=\frac{1}{\lambda _n\lambda _{n1}}\left(1+\mathrm{o}(1)\right),\text{as}t+\mathrm{}.$$
(4.21)
From (4.10) we have

$$\frac{P_n(\lambda _n,t)}{\lambda _n^n\underset{k=1}{\overset{n}{}}b_k(t)}w_n(t)=\left(\underset{i=1,in}{\overset{n+1}{}}(\lambda _n\lambda _i)\right)^1\left(1+\mathrm{o}(1)\right),\text{as}t+\mathrm{}.$$

and

$$\frac{P_{n1}(\lambda _n,t)}{(\lambda _n)^{n1}\underset{k=1}{\overset{n1}{}}b_k(t)}w_n(t)=\left(\underset{i=1}{\overset{n1}{}}(\lambda _n\lambda _i)\right)^1\left(1+\mathrm{o}(1)\right),\text{as}t+\mathrm{}.$$

Taking the ratio of the last two expressions, we obtain

$$\frac{P_n(\lambda _n,t)}{\lambda _nb_n(t)P_{n1}(\lambda _n,t)}=\frac{1}{\lambda _n\lambda _{n+1}}\left(1+\mathrm{o}(1)\right),\text{as}t+\mathrm{}.$$
(4.22)
Combining (4.20), (4.21) and (4.22) gives (4.18).

The cases $`n=1`$ and $`n=N`$ are simpler, because then either the last or the first term on the right-hand side of (4.20) equals 0. The proof for the case $`t\mathrm{}`$ is similar. $`\mathrm{}`$

Since we know from Theorem 4.3 that the $`b_n(t)`$ tend to $`0`$ as $`t\pm \mathrm{}`$, Theorem 4.4 proves the limits (4.2). Because the $`b_n(t)`$ are exponentially small as $`t\pm \mathrm{}`$, we also see that $`a_n(t)`$ approaches its limit at an exponential rate.

###### Remark 4.5

We return to the Newtonian form (1.1) of the finite RTL. In particular we look at the behaviour of the differences of the $`q_n`$ as $`t\pm \mathrm{}`$. In  it was shown that the change of variables

$$\{\begin{array}{cccc}\hfill a_n& =& \frac{h(q_{n1}q_n)\mathrm{}^{p_n}}{h(q_nq_{n+1})},\hfill & 1nN,\hfill \\ \hfill b_n& =& ϵ^2\frac{\mathrm{exp}(q_nq_{n+1}+p_n)h(q_{n1}q_n)}{h(q_nq_{n+1})},\hfill & 1nN1,\hfill \end{array}$$
(4.23)
where $`h(x)=\sqrt{1+ϵ^2\mathrm{}^x}`$, leads to (1.3). This system is of the form (3.2) with $`F(x)=x`$ (see Remark 3.4). Here the initial conditions $`a_n(0)`$ and $`b_n(0)`$ can be computed from the $`q_n(0)`$ and $`p_n(0)`$ (or $`q_n(0)`$ and $`\dot{q}_n(0)`$). From (4.23) we have $`b_n=ϵ^2\mathrm{}^{(q_{n+1}q_n)}a_n`$, so that

$$q_{n+1}(t)q_n(t)=\mathrm{log}\left(\frac{ϵ^2a_n(\pm \mathrm{})}{b_n(t)}\right)+\mathrm{o}(1),\text{as }t\pm \mathrm{}.$$

The asymptotic results (4.1) and (4.2) for the matrix data then show that the differences between the $`q_n`$, namely $`q_{n+1}q_n`$, tend to $`+\mathrm{}`$ for $`t\pm \mathrm{}`$. From Theorem 4.3 we also know that the $`b_n`$ decay at an exponential rate as $`t\pm \mathrm{}`$. So the $`q_{n+1}q_n`$ have linear behaviour as $`t\pm \mathrm{}`$, where the intercept and the slope can be established explicitly. In particular we get

$$q_{n+1}(t)q_n(t)=t\left(\lambda _{n+1}\lambda _n\right)+\mathrm{O}(1),\text{as }t+\mathrm{},$$

and

$$q_{n+1}(t)q_n(t)=t\left(\lambda _{Nn+1}\lambda _{Nn}\right)+\mathrm{O}(1),\text{as }t\mathrm{},$$

where the values $`\lambda _1<\mathrm{}<\lambda _N`$ are obtained from the initial conditions $`a_n(0)`$ and $`b_n(0)`$.

J Coussement is a Research Assistant of FWO-Vlaanderen. The research was supported by INTAS project 00-272 and by FWO projects G.0184.02 and G.0176.02.

## References