text:
# 1. Introduction.

## 1. Introduction.

Minimal surfaces in multidimensional spaces naturally arise as classical trajectories of relativistic strings with Lagrangians suggested by Nambu (see ) and by Polyakov (see ). From geometric point of view these are surfaces of zero mean curvature. Their immersion into environment space often is given by the equations integrable by means of inverse scattering method (see \[3--5\]). Minimal surfaces in $`^3`$ and $`^4`$ are described by Liouville equation $`u_{z\overline{z}}=e^u`$. This equation is nonlinear, but can be linearized by Backlund transformation (see ). In higher dimensional spaces and in non-flat spaces immersion equations for minimal surfaces are not linearizable. But they possess Lax pairs (see ), therefore one can rather effectively study their solutions.

In this paper minimal tori in five-dimensional sphere $`S^5^{\mathrm{\hspace{0.17em}3}}`$ are considered whose immersion is described by Bullough-Dodd-Jiber-Shabat equation111After this paper had been published S. P. Tsarev discovered that the equation 1.1 was first introduced by Tzitzeica in . Now it is called Tzitzeica equation. See also  for more details.

$$u_{z\overline{z}}=e^ue^{2u}.$$
$`1.1`$
On a base of construction of finite-gap solutions for this equation (see ) finite-gap minimal tori which are complexly normal in $`S^5`$ are constructed. Situation here is similar to that considered in  and . There substantial advances in describing tori of constant mean curvature in $`^3`$, in $`S^3`$, and in $`H^3`$ on a base of finite gap solutions of Sine-Gordon equation $`u_{z\overline{z}}=\mathrm{sin}u`$ were achieved. In the framework of affine geometry the equation 1.1 were considered in .

## 2. Complexly normal surfaces in Hermitian sphere in $`^{\mathrm{\hspace{0.17em}3}}`$
and their scalar invariants.

Let’s consider complex space $`^{\mathrm{\hspace{0.17em}3}}`$ with standard Hermitian scalar product

$$𝔸|𝔹=\underset{i=1}{\overset{3}{}}\overline{A}_iB_i$$
$`2.1`$
and with associated Euclidean scalar product

$$\left(𝔸|𝔹\right)=\mathrm{Re}\left(𝔸|𝔹\right).$$
$`2.2`$
Let $`𝕣(x^1,x^2)`$ be vector-valued function with values in $`^{\mathrm{\hspace{0.17em}3}}`$ defining immersion of real two-dimensional surface $`T`$ into the sphere $`S_R`$ of radius $`R`$ in $`^{\mathrm{\hspace{0.17em}3}}`$. Denote by $`𝔼_1`$ and $`𝔼_2`$ basic tangent vectors of this two-dimensional surface:

$`𝔼_1=_1𝕣={\displaystyle \frac{𝕣}{x^1}},`$ $`𝔼_2=_2𝕣={\displaystyle \frac{𝕣}{x^2}}.`$
Scalar product 2.1 induces Hermitian metric on $`T`$:

$$h_{ij}=𝔼_i|𝔼_j=g_{ij}+i\omega _{ij}.$$
$`2.3`$
Its real part is a Riemannian metric induced by scalar product 2.2, while imaginary part of Hermitian metric 2.3 is skew-symmetric tensor

$$\omega _{ij}=\left(i𝔼_i|𝔼_j\right)$$
$`2.4`$
defining closed $`1`$-form $`𝝎`$ on $`T`$. Operator-valued tensor field

$$\mathrm{\Omega }_j^i=\underset{k=1}{\overset{2}{}}g^{ik}\omega _{kj}$$

has zero trace, while $`det\mathrm{\Omega }`$ is a scalar invariant of metric 2.3 on $`T`$.

###### Definition Definition

Immersion $`𝕣:TM^{\mathrm{\hspace{0.17em}3}}`$ of real two-dimensional surface $`T`$ into real submanifold $`M`$ of codimension $`1`$ in $`^{\mathrm{\hspace{0.17em}3}}`$ is called complexly normal immersion if at each point of $`T`$ Euclidean unit normal vector $``$ of $`M`$ is orthogonal to tangent plane to $`T`$ in Hermitian metric, i. e. $`𝔼_i|=0`$.

For complexly normal surface $`T`$ we define vectors $`𝔽_1`$ and $`𝔽_2`$ which are orthogonal to $``$ in Hermitian metric and orthogonal to vectors $`𝔼_1`$ and $`𝔼_2`$ in Euclidean metric. We define them by the relationship

$$𝔽_i=i𝔼_i+\underset{s=1}{\overset{2}{}}\mathrm{\Omega }_i^sE_s.$$
$`2.5`$
Vectors $`𝔽_1`$ and $`𝔽_2`$ define one more tensor field related to $`g_{ij}`$ and $`\omega _{ij}`$:

$$f_{ij}=g_{ij}+\underset{k=1}{\overset{2}{}}\underset{s=1}{\overset{2}{}}\omega _{ik}g^{ks}\omega _{sj}.$$

For associated tensor field $`F_j^i`$ we derive

$$F_j^i=\underset{k=1}{\overset{2}{}}g^{ik}f_{kj}=\delta _j^i+\underset{k=1}{\overset{2}{}}\underset{r=1}{\overset{2}{}}\underset{s=1}{\overset{2}{}}g^{ik}\omega _{kr}g^{rs}\omega _{sj}=\delta _j^i+\underset{r=1}{\overset{2}{}}\mathrm{\Omega }_r^i\mathrm{\Omega }_j^r.$$

Scalar invariants of this field can be expressed through invariant $`det\mathrm{\Omega }`$.

Vectors $`𝔼_1`$ and $`𝔼_2`$ form a moving frame in tangent space to surface $`T`$, while vectors $`𝔽_1`$, $`𝔽_2`$, $``$, and $`i`$ form complementary moving frame in normal space. Dynamics of first frame is given by the equations

$$_i𝔼_j=\underset{k=1}{\overset{2}{}}\mathrm{\Gamma }_{ij}^k𝔼_k+\underset{k=1}{\overset{2}{}}T_{ij}^k𝔽_k+\left(b_{ij}+id_{ij}\right),$$
$`2.6`$
where $`\mathrm{\Gamma }_{ij}^k`$ are components of metric connection of $`T`$ given by well-known formula

$$\mathrm{\Gamma }_{ij}^k=\underset{s=1}{\overset{2}{}}\frac{g^{ks}}{2}\left(_ig_{sj}+_jg_{is}_sg_{ij}\right).$$
$`2.7`$
Dynamics of vectors $`𝔽_1`$ and $`𝔽_2`$ is completely determined by dynamics of $`𝔼_1`$ and $`𝔼_2`$ due to the relationship 2.5. Dynamics of unit normal vector $``$ of submanifold $`M`$ along $`T`$ is given by the following equation:

$$_i=\underset{k=1}{\overset{2}{}}L_i^k𝔼_k+\underset{k=1}{\overset{2}{}}M_i^k𝔽_k+iS_i.$$
$`2.8`$
Tensor fields $`b_{ij}`$, $`d_{ij}`$, $`L_i^k`$, and $`M_i^k`$, which appear as coefficients in the equations 2.6 and 2.8, are related to each other by a number of relationships that follow from our specific choice of frames. Due to orthogonality of $``$ and $`𝔼_j`$ we get

$$b_{ij}=\underset{k=1}{\overset{2}{}}L_i^kg_{kj},$$
$`2.9`$
while orthogonality of vectors $`i`$ and $`𝔼_j`$ yields

$$d_{ij}=\underset{k=1}{\overset{2}{}}M_i^kf_{kj}\underset{k=1}{\overset{2}{}}L_i^k\omega _{kj}.$$
$`2.10`$
Differentiating 2.4 and using the relationship 2.6, we derive the equality

$$_s\omega _{ij}=\underset{k=1}{\overset{2}{}}T_{sj}^kf_{ki}\underset{k=1}{\overset{2}{}}T_{si}^kf_{kj},$$
$`2.11`$
which completely determines skew-symmetric in indices $`i`$ and $`j`$ part of tensor

$$t_{isj}=\underset{k=1}{\overset{2}{}}T_{is}^kf_{kj}.$$

In the case, when manifold $`M`$ is a sphere $`S_R`$ of radius $`R`$, the above relationships 2.8–2.11 simplify substantially. In this case radius-vector $`𝕣(x^1,x^2)`$ is collinear to normal vector: $`𝕣=R`$. Therefore

$$𝔼_i=_i𝕣=R_i.$$

Comparing this equality with 2.8, we get

$`L_i^k={\displaystyle \frac{1}{R}}\delta _i^k,`$ $`M_i^k=0,`$ $`S_i=0.`$
Further from 2.9 and 2.10 for matrices of second fundamental forms we derive

$`b_{ij}={\displaystyle \frac{1}{R}}g_{ij},`$ $`d_{ij}={\displaystyle \frac{1}{R}}\omega _{ij}.`$
Matrix $`d_{ij}`$ is symmetric, while matrix $`\omega _{ij}`$ is skew-symmetric. Therefore both matrices are zero: $`d_{ij}=\omega _{ij}=0`$. Thus, for $`M=S_R`$ and for complexly normal embedding of surface $`T`$ vectors $`𝔽_1`$ and $`𝔽_2`$ coincide with vectors $`i𝔼_1`$ and $`i𝔼_2`$ respectively, while relationships 2.6 and 2.8 are written as

$`_i𝔼_j={\displaystyle \underset{k=1}{\overset{2}{}}}T_{ij}^k𝔽_k{\displaystyle \frac{1}{R}}g_{ij},`$ $`_i={\displaystyle \frac{1}{R}}𝔼_i.`$ $`2.12`$
Due to the equality 2.11 tensor

$$T_{kij}=\underset{s=1}{\overset{2}{}}T_{ij}^sg_{sk}$$

is symmetric with respect to all its indices. Gauss equation, Peterson-Coddazi equation and Ricci equation are obtained as compatibility conditions for the equations 2.12. Here is Gauss equation

$$R_{kij}^s=\underset{r=1}{\overset{2}{}}T_{jk}^rT_{ir}^s\underset{r=1}{\overset{2}{}}T_{ik}^rT_{jr}^s+\frac{g_{jk}\delta _i^sg_{ik}\delta _j^s}{R^2},$$
$`2.13`$
where $`R_{kij}^s`$ is Riemann curvature tensor determined by metric connection 2.7 according to standard formula

$$R_{kij}^s=_i\mathrm{\Gamma }_{kj}^s_j\mathrm{\Gamma }_{ki}^s\underset{r=1}{\overset{2}{}}\mathrm{\Gamma }_{ki}^r\mathrm{\Gamma }_{rj}^s+\underset{r=1}{\overset{2}{}}\mathrm{\Gamma }_{kj}^r\mathrm{\Gamma }_{ri}^s.$$
$`2.14`$
Peterson-Coddazi and Ricci equations in this case are united into one equation

$$_iT_{jsk}_jT_{isk}=0.$$
$`2.15`$
Symmetric tensor $`T_{ijk}`$ has two scalar invariants of second order

$`H^2={\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \underset{j=1}{\overset{2}{}}}{\displaystyle \underset{s=1}{\overset{2}{}}}T_i^{is}T_{js}^j,`$ $`k={\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \underset{j=1}{\overset{2}{}}}{\displaystyle \underset{s=1}{\overset{2}{}}}T^{ijs}T_{ijs}`$ $`2.16`$
and an invariant of fourth order determined by the relationship

$$q=\underset{i=1}{\overset{2}{}}\underset{j=1}{\overset{2}{}}\underset{k=1}{\overset{2}{}}\underset{r=1}{\overset{2}{}}\underset{p=1}{\overset{2}{}}\underset{s=1}{\overset{2}{}}T_{jk}^iT_s^{jk}T_{rp}^sT_i^{rp}.$$
$`2.17`$
Due to specific features of two-dimensional case ($`dimT=2`$) invariants 2.16 and 2.17 form maximal set of functionally independent invariants of symmetric tensor $`T_{ijk}`$. Moreover, in two-dimensional case due to symmetry of Riemann curvature tensor $`R_{kij}^s`$ tensorial equation 2.13 is equivalent to one scalar equation that binds Gaussian curvature $`K`$ of the surface $`T`$ with curvatures $`H`$ and $`k`$ of tensor $`T_{ijk}`$:

$$2K=\underset{j=1}{\overset{2}{}}g^{kj}R_{ksj}^s=H^2k+2R^2.$$
$`2.18`$
Invariant $`H`$ in 2.16 coincides with the length of averaged normal vector of $`T`$:

$$H𝕟=\underset{i=1}{\overset{2}{}}T_i^{ik}𝔽_k.$$
$`2.19`$
Here $`H`$ is mean curvature of the surface $`T`$ embedded into $`S`$, while unit vector $`𝕟`$ tangent to sphere $`S_R`$ in 2.19 is a unit vector of averaged normal of $`T`$.

## 3. Complexly normal tori of zero mean curvature.

The condition of vanishing of mean curvature is very restricting condition for the class of surfaces in question. Indeed, from the condition $`H=0`$ due to the equality 2.19 we have

$$\underset{i=1}{\overset{2}{}}T_i^{ik}=0.$$

If we take into account symmetry of tensor $`T_{ijk}`$, the above equality means that in this tensor we have only two independent components. In order to use this circumstance let’s choose isothermal coordinates on the surface $`T`$, i. e. coordinates $`x=x^1=\mathrm{Re}z`$ and $`y=x^2=\mathrm{Im}z`$ for which metric $`g_{ij}`$ is conformally Euclidean: $`𝕘=2R^2e^udzd\overline{z}`$. In this case components of tensor $`T_{ij}^k`$ are expressed through two independent quantities $`A`$ and $`B`$:

$`T_{11}^1=A,`$ $`T_{12}^2=T_{21}^2=T_{22}^1=A,`$
$`T_{22}^2=B,`$ $`T_{12}^1=T_{21}^1=T_{11}^2=B.`$
Let’s calculate components of metric connection $`\mathrm{\Gamma }_{ij}^k`$ by using formula 2.7:

$`\mathrm{\Gamma }_{11}^1={\displaystyle \frac{u_x}{2}},`$ $`\mathrm{\Gamma }_{11}^2={\displaystyle \frac{u_y}{2}},`$ $`\mathrm{\Gamma }_{12}^1=\mathrm{\Gamma }_{21}^1={\displaystyle \frac{u_y}{2}},`$
$`\mathrm{\Gamma }_{22}^2={\displaystyle \frac{u_y}{2}},`$ $`\mathrm{\Gamma }_{22}^1={\displaystyle \frac{u_x}{2}},`$ $`\mathrm{\Gamma }_{12}^2=\mathrm{\Gamma }_{21}^2={\displaystyle \frac{u_x}{2}}.`$
Then let’s substitute 3.1 into Peterson-Coddazi-Ricci equation 2.15. Upon completing calculations and taking into account 3.2 we find

$`_x\left(e^uA\right)=_y\left(e^uB\right),`$ $`_y\left(e^uA\right)=_x\left(e^uB\right).`$ $`3.3`$
It’s easy to see that relationships 3.3 do coincide with Cauchy-Riemann equations for holomorphic function $`G(z)=e^uA+ie^uB`$.

If $`G(z)`$ is identically zero, then we have trivial case. In this case due to 2.12 the subspace defined as a span of vectors $`𝔼_1`$, $`𝔼_2`$, and $``$ contains all derivatives of these vectors. Hence this subspace do not change when we vary $`x`$ and $`y`$. This means that vectors $`𝔼_1`$, $`𝔼_2`$, and $``$ belong to some fixed three-dimensional real subspace of $`^{\mathrm{\hspace{0.17em}3}}`$, while $`T`$ is a central section of the sphere $`S_R`$ within this three-dimensional subspace, i. e. $`T`$ is two-dimensional sphere of radius $`R`$ or its part.

Let’s consider the case $`G(z)0`$. In this case we shall assume that $`T`$ is compact closed surface of toric topology. Taking $`z`$ for uniformizing parameter inherited from universal cover $`T`$, we get $`G(z)=\mathrm{const}0`$ since $`G(z)`$ then is holomorphic function on complex torus $`T`$. At the expense of simultaneous change of scale along axes $`x`$ and $`y`$ by the same factor we can satisfy additional condition $`|G(z)|=1`$. Then we write $`G(z)=\mathrm{cos}\vartheta +i\mathrm{sin}\vartheta `$. Now 3.1 is written as

$`T_{11}^1=e^u\mathrm{cos}\vartheta ,`$ $`T_{22}^2=e^u\mathrm{sin}\vartheta ,`$ $`3.4`$
$`T_{11}^2=e^u\mathrm{sin}\vartheta ,`$ $`T_{22}^1=e^u\mathrm{cos}\vartheta ,`$
$`T_{12}^1=T_{21}^1=e^u\mathrm{sin}\vartheta ,`$ $`T_{12}^2=T_{21}^2=e^u\mathrm{cos}\vartheta .`$
Using tensor $`T_{ij}^k`$ of the form 3.4, we can calculate invariants $`k`$ and $`q`$ determined by formulas 2.16 and 2.17:

$`k={\displaystyle \frac{2e^{3u}}{R^2}},`$ $`q={\displaystyle \frac{2e^{6u}}{R^4}}.`$ $`3.5`$
If we calculate curvature tensor $`R_{kij}^s`$ for connection components 3.2 using formula 2.14 and if we substitute it into Gauss equation 2.18, we obtain the equation for the function $`u(x,y)`$:

$$u_{xx}+u_{yy}=4e^{2u}4e^u,$$

This equation does coincide with 1.1. Its solution corresponding to the embedding of two-dimensional torus into $`S_R^{\mathrm{\hspace{0.17em}3}}`$ is double-periodic with some grid of periods in the plane of variables $`x`$ and $`y`$. Below we consider class of finite-gap minimal surfaces in sphere $`S_R`$ including compact minimal tori which are complexly normal in this sphere.

## Finite gap solutions of the equation $`u_{z\overline{z}}=e^ue^{2u}`$ and associated orthonormal frame in $`^{\mathrm{\hspace{0.17em}3}}`$.

Let’s consider Riemannian surface $`\mathrm{\Gamma }`$ of even genus $`g`$ with two distinguished points $`P_0`$ and $`P_{\mathrm{}}`$ such that

Points of $`\mathrm{\Gamma }`$ which are stable under the action of $`\tau `$ (i. e. $`\tau P=P`$) form a closed curve or a set of several closed curves. These curves are called invariant cycles of $`\tau `$. For antiholomorphic involution of separating type $`\tau `$ its invariant cycles break $`\mathrm{\Gamma }`$ into two domains: $`\mathrm{\Gamma }_0`$ containing point $`P_0`$ and $`\mathrm{\Gamma }_{\mathrm{}}`$ containing point $`P_{\mathrm{}}`$. Due to 4.1 all invariant cycles of $`\tau `$ are projected onto unit circle on complex $`\lambda `$-plane. The number of these cycles is less or equal to three. This number determines the number of real tori in Jacobian $`\mathrm{Jac}(\mathrm{\Gamma })`$. Each such torus is composed by classes of divisors $`D`$ of degree $`g`$ such that

$$D+\tau DP_0P_{\mathrm{}}=C,$$

where $`C`$ is divisor of canonic class on $`\mathrm{\Gamma }`$. Due to 4.2 each real divisor $`D`$ (e. e. divisor from real torus in $`\mathrm{Jac}(\mathrm{\Gamma })`$) determines some Abelian differential of the third kind $`\omega (P)`$ with zeros at the points of divisor $`D+\tau D`$ and with residues

$`\underset{P=P_0}{Res}\omega (P)=+i,`$ $`\underset{P=P_{\mathrm{}}}{Res}\omega (P)=i,`$
at the points $`P_0`$ and $`P_{\mathrm{}}`$, where $`\omega (P)`$ has simple poles. Under the action of $`\tau `$ differential $`\omega (P)`$ is transformed as follows:

$$\omega (\tau P)=\overline{\omega (P)}.$$
$`4.3`$
Therefore it is real valued on invariant cycles of $`\tau `$. Real torus $`T_0`$ in $`\mathrm{Jac}(\mathrm{\Gamma })`$ is distinguished among other real tori by the following property: for divisor $`D`$ from this torus differential $`\omega (P)`$ is positive on all invariant cycles of $`\tau `$ with respect to natural orientation of boundary $`\mathrm{\Gamma }_{\mathrm{}}`$.

Upon fixing torus $`T_0`$ in $`\mathrm{Jac}(\mathrm{\Gamma })`$ let’s consider its subset consisting of divisors invariant under the action of composite map $`\tau \sigma `$:

$$\tau D=\sigma D.$$
$`4.4`$
This subset is not empty. It is real torus $`T_0`$ in Prym variety $`\mathrm{Prym}(\mathrm{\Gamma })`$. For divisors of this torus we can complete 4.3 by another relationship

$$\omega (\sigma P)=\omega (P),$$

which follows from 4.4 and from invariance of points $`P_0`$ and $`P_{\mathrm{}}`$ under the action of involution $`\sigma `$.

Let’s fix local parameters $`k^1(P)`$ and $`q^1(P)`$ in the neighborhood of distinguished points $`P_0`$ and $`P_{\mathrm{}}`$ by the conditions

$`k^3(P)=\lambda (P),`$ $`\overline{k(\tau P)}=q(P).`$ $`4.5`$
Now, having fixed some positive divisor $`DT_0\mathrm{Prym}(\mathrm{\Gamma })`$ of degree $`g`$, we construct vectorial Baker-Achiezer function $`\psi (z,P)`$ with values in $`^{\mathrm{\hspace{0.17em}3}}`$ such that

$`\psi _1(P)=e^{ik(P)z}\left(k^1(P)+\mathrm{}\right),`$ $`4.6`$
$`\psi _2(P)=e^{ik(P)z}\left(k^2(P)+\mathrm{}\right),`$
$`\psi _1(P)=e^{ik(P)z}\left(k^3(P)+\mathrm{}\right)`$
in the neighborhood of distinguished point $`P_{\mathrm{}}`$ and such that

$`\psi _1(P)=e^{iq(P)\overline{z}}\left(q^1(P)+\mathrm{}\right)e^u,`$ $`4.7`$
$`\psi _2(P)=e^{iq(P)\overline{z}}\left(q^2(P)+\mathrm{}\right)e^u,`$
$`\psi _1(P)=e^{iq(P)\overline{z}}\left(q^3(P)+\mathrm{}\right)`$
in the neighborhood of another distinguished point $`P_0`$. Functions $`\psi _1`$, $`\psi _2`$, and $`\psi _3`$ are uniquely determined by divisor $`D`$ and by conditions 4.5 and 4.7 (see ). They satisfy the following differential equations:

$`_z\psi _1=u_z\psi _1+i\lambda \psi _3,`$ $`_{\overline{z}}\psi _1=ie^{2u}\psi _2,`$ $`4.8`$
$`_z\psi _2=u_z\psi _2+i\psi _1,`$ $`_{\overline{z}}\psi _2=ie^u\psi _3,`$
$`_z\psi _3=i\psi _2,`$ $`_{\overline{z}}\psi _2=i\lambda ^1e^u\psi _1.`$
Compatibility condition of these equations is equivalent to the equation 1.1 for the function $`u=u(z,\overline{z})`$ in 4.8. Condition $`DT_0\mathrm{Prym}(\mathrm{\Gamma })`$ provides that $`u`$ is real-valued smooth function. There is an explicit formula for $`u`$ in terms of Prym theta-functions (see ). Respective to $`\psi _1`$, $`\psi _2`$, and $`\psi _3`$ the same condition expressed by 4.4 and 4.5 yields

$`\psi _1(\sigma P)=\lambda ^1(P)e^u\overline{\psi _2(\tau P)},`$ $`4.9`$
$`\psi _2(\sigma P)=\lambda ^1(P)e^u\overline{\psi _1(\tau P)},`$
$`\psi _3(\sigma P)=\lambda ^2(P)\overline{\psi _2(\tau P)}.`$
Remarkable feature of spectral problems associated with integrable nonlinear equations is the presence of bilinear forms (pairings or generalized Wronskians), which are in concordance with Lax operators and which in finite-gap case possess some “resonant” properties. The latter property can be used in constructing soliton-like solutions on finite-gap background for these equations and in Cauchy kernels on Riemann surfaces. For spectral problem 4.8 such pairing is given by formula

$$\begin{array}{c}\mathrm{\Omega }(P,Q)=\left\{\psi (P)\right|\psi (\sigma Q)\}=\psi _1(P)\psi _2(\sigma Q)\lambda (P)\\ \psi _2(P)\psi _1(\sigma Q)\lambda (P)\psi _3(P)\psi _3(\sigma Q)\lambda ^2(P).\end{array}$$
$`4.10`$
Let’s differentiate 4.10 with respect to $`z`$ and $`\overline{z}`$. Taking into account differential equations 4.8, we obtain the equalities

$`_z\mathrm{\Omega }(P,Q)=i\left(\lambda (Q)\lambda (P)\right)\lambda (P)\psi _2(P)\psi _3(\sigma Q),`$
$`_{\overline{z}}\mathrm{\Omega }(P,Q)=ie^u\left(\lambda (P)\lambda ^1(Q)1\right)\lambda (P)\psi _3(P)\psi _1(\sigma Q)`$
Looking at these equalities, we see that for $`Q=P`$ function 4.10 does not depend on $`z`$ and $`\overline{z}`$. Moreover, function $`W(P)=\mathrm{\Omega }(P,P)`$ is meromorphic on $`\mathrm{\Gamma }`$, it can be calculated explicitly in the following form:

$$W(P)=\frac{id\lambda (P)}{\lambda (P)\omega (P)}.$$
$`4.11`$
Note that $`\lambda :\mathrm{\Gamma }`$ is three-sheeted covering. Therefore each value $`\lambda `$ of the function $`\lambda (P)`$ has multiplicity $`3`$, i. e. in general case there are three distinct points $`P_1`$, $`P_2`$, and $`P_3`$ such that $`\lambda (P_1)=\lambda (P_2)=\lambda (P_3)=\lambda `$. Resonant property of $`\mathrm{\Omega }(P,Q)`$ then is expressed by the following equality:

$$\mathrm{\Omega }(P_i,P_j)=\{\begin{array}{cc}W(P_i)\hfill & \text{for }P_i=P_j,\hfill \\ 0\hfill & \text{for }P_iP_j.\hfill \end{array}$$
$`4.12`$
For each value of $`\lambda `$ such that $`|\lambda |=1`$ points $`P_1`$, $`P_2`$, and $`P_3`$ are on invariant cycles of antiholomorphic involution $`\tau `$. They are stable under the action of $`\tau `$. Using them, we can compose the matrix $`U=U(\lambda ,z,\overline{z})`$ of the following form:

$$U=\begin{array}{ccc}\frac{e^{u/2}\psi _1(P_1)}{\sqrt{W(P_1)}}& \frac{e^{u/2}\psi _2(P_1)}{\sqrt{W(P_1)}}& \frac{\psi _3(P_1)}{\sqrt{W(P_1)}}\\ \frac{e^{u/2}\psi _1(P_2)}{\sqrt{W(P_2)}}& \frac{e^{u/2}\psi _2(P_2)}{\sqrt{W(P_2)}}& \frac{\psi _3(P_2)}{\sqrt{W(P_2)}}\\ \frac{e^{u/2}\psi _1(P_3)}{\sqrt{W(P_3)}}& \frac{e^{u/2}\psi _2(P_3)}{\sqrt{W(P_3)}}& \frac{\psi _3(P_3)}{\sqrt{W(P_1)}}\end{array}$$
$`4.13`$
Resonant property 4.12, invariance of $`P_1`$, $`P_2`$, and $`P_3`$ under the action of $`\tau `$, and the equalities 4.9 lead to the following relationship:

$$e^u\psi _1(P_i)\overline{\psi _1(P_j)}+e^u\psi _2(P_i)\overline{\psi _2(P_j)}+\psi _3(P_i)\overline{\psi _3(P_j)}=W(P_i)\delta _{ij}.$$

This means that matrix $`U`$ in 4.13 is unitary matrix. Moreover, this equality means that function 4.11 is real and non-negative on invariant cycles of $`\tau `$. Therefore square roots in 4.13 are real numbers. Columns of unitary matrix $`U`$ form an orthonormal frame in $`^{\mathrm{\hspace{0.17em}3}}`$:

$`𝕃=U_1,`$ $`𝕄=U_2,`$ $`=U_3.`$ $`4.14`$
This frame consists of three unit vectors perpendicular to each other with respect to Hermitian metric 2.1.

## 5. Finite-gap embeddings of two-dimensional surfaces in $`^{\mathrm{\hspace{0.17em}3}}`$.

Let’s study the dynamics of orthonormal frame 4.14. In complex variable $`z`$ and $`\overline{z}`$ it is determined by the equations 4.8:

$`_z𝕃={\displaystyle \frac{u_z}{2}}𝕃+i\lambda e^{u/2},`$ $`_{\overline{z}}𝕃={\displaystyle \frac{u_{\overline{z}}}{2}}𝕃+ie^u𝕄,`$ $`5.1`$
$`_z𝕄={\displaystyle \frac{u_z}{2}}𝕄+ie^u𝕃,`$ $`_{\overline{z}}𝕄={\displaystyle \frac{u_{\overline{z}}}{2}}𝕄+ie^{u/2},`$
$`_z=ie^{u/2}𝕄,`$ $`_{\overline{z}}=i\lambda ^1e^{u/2}𝕃.`$
Passing to real variables $`x=x^1=\mathrm{Re}z`$ and $`y=x^2=\mathrm{Im}z`$, from 5.1 we derive the following equalities for the dynamics of frame 4.14 with respect to $`x`$:

$`_x𝕃={\displaystyle \frac{u_y}{2}}𝕃+i\lambda e^{u/2}+ie^u𝕄,`$ $`5.2`$
$`_x𝕄=i{\displaystyle \frac{u_y}{2}}𝕄+ie^u𝕃+ie^{u/2},`$
$`_x=ie^{u/2}𝕄+i\lambda ^1e^{u/2}𝕃,`$
Similar equations describe the dynamics of this frame with respect to $`y`$:

$`_y𝕃={\displaystyle \frac{u_x}{2}}𝕃\lambda e^{u/2}+e^u𝕄,`$ $`5.3`$
$`_y𝕄=i{\displaystyle \frac{u_x}{2}}𝕄e^u𝕃+e^{u/2},`$
$`_y=e^{u/2}𝕄+\lambda ^1e^{u/2}𝕃.`$
Let’s define the embedding of the surface $`T`$ into the sphere $`S_R^{\mathrm{\hspace{0.17em}3}}`$ parametrically by means of function

$$𝕣(x^1,x^2)=R(x^1,x^2)=R(x,y).$$
$`5.4`$
For tangent vectors $`𝔼_1`$ and $`𝔼_2`$ in the case of such embedding we obtain

$`𝔼_1=iRe^{u/2}𝕄+iR\lambda ^1e^{u/2}𝕃,`$ $`5.5`$
$`𝔼_2=Re^{u/2}𝕄+R\lambda ^1e^{u/2}𝕃.`$
Using Hermitian orthogonality of frame 4.14, one can easily find that vectors $`𝔼_1`$ and $`𝔼_2`$ are both orthogonal to unit vector $``$ with respect to Hermitian metric 2.1. Hence embedding 5.4 is complexly normal. Moreover, metric $`g_{ij}`$ determined by 2.3 is diagonal and has conformally Euclidean form $`𝕘=2R^2e^u\left(dx^2+dy^2\right)`$.

Now let’s apply the equations 5.2 and 5.3. Remember that $`\lambda `$ is chosen to be complex number of unit modulus. Taking $`\lambda =\mathrm{cos}\vartheta +i\mathrm{sin}\vartheta `$, from 5.5 we derive the dynamics of vectors $`𝔼_1`$ and $`𝔼_2`$. Here it is:

$`_1𝔼_1=e^u\mathrm{cos}\vartheta 𝔽_1e^u\mathrm{sin}\vartheta 𝔽_22Re^u,`$ $`5.6`$
$`_2𝔼_1=_1𝔼_2=e^u\mathrm{sin}\vartheta 𝔽_1e^u\mathrm{cos}\vartheta 𝔽_2,`$
$`_2𝔼_2=e^u\mathrm{cos}\vartheta 𝔽_1+e^u\mathrm{sin}\vartheta 𝔽_22Re^u.`$
Components of metric connection for covariant derivatives in 5.6 are given by 3.2. Comparing 5.6 with 2.12 we obtain components of tensor $`T_{ij}^k`$ for the embedding 5.4. They have exactly the same form as given by 3.4. Scalar invariants of this tensor are given by formulas 3.5. Compact finite-gap tori arise in the case of double-periodic function $`\psi _2`$. Problem of finding periodic solutions is standard in the theory of finite-gap integration. They are obtained by imposing some rather non-explicit restrictions to Riemann surface $`\mathrm{\Gamma }`$, which are written as rationality condition for some quotients of Abelian integrals on it.


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# On Rényi entropies characterizing the shape and the extension of the phase space representation of quantum wave functions in disordered systems

## I Introduction

The measure of the extension of phase space distribution of quantum states tells us important information on the degree of ergodicity and at the same time the degree of localization. These information are directly connected to the caoticity of the underlying classical dynamics if the latter is meaningful. In the ergodic regime trajectories visit every corner of phase space hence the quantum states associated to such orbits are expected to be extended. On the other hand regular islands trap classical trajectories and the corresponding states are localized. Therefore the extension properties of the eigenstates directly reflect the nature of classical dynamics. For this purpose the Shannon entropy or information content has been used widely as a measure of complexity of quantum states. This and other generalized entropic measures have been invoked by Życzkowsky in Ref. karol90,  as measures of chaotic signatures. In subsequent work karolphe  this idea has been elaborated further and a direct correspondence between the complexity of quantum states and the underlying dynamics has been demonstrated in particular by projecting the quantum states onto a coherent state basis. Recently other works have showed the renewed interest in this field AH ; Korsch ; Karol01 ; sugita . We have to emphasize, however, that even systems without classical limit, e.g. disordered systems, have been involved in such phase space studies dietmar ; wobst ; heis . This latter topic is the main motivation of our present work as well.

In the present work we give further arguments in favor of the application of generalized entropies, the Rényi entropies, for the characterization of quantum phase space distributions, however, we point out some problems in connection to the calculation of these parameters for continuous distributions. As a remedy for these problems we show that the differences of Rényi entropies are on the other hand free from these anomalies.

Furthermore we will show that indeed these entropic measures give important information concerning the localization properties of phase space distributions especially the Husimi distribution. We will also give arguments and numerical proofs that in fact in the case of wave functions of disordered systems there is no need to calculate the Husimi distributions themselves especially because the average localization properties of the Husimi functions of a set of states can be obtained from the average properties of the marginal distributions of the Husimi functions.

Using different techniques similar results have been obtained for a particular quantity, the participation ratio in Refs. sugita, ; wobst, . Our approach, however, is more general.

In the next section we introduce the basic ideas and tools that have been widely used in the literature, namely the participation number (ratio) and the Shannon entropy for the case of discrete distributions. We also show that these quantities give roughly the same information, however, using these parameters a new quantity, the structural entropy, can be defined that contains important information concerning the shape of a distribution. It is also shown that these parameters are nothing else but some special cases of the differences of Rényi entropies. Section II contains merely the revision of what has been published before and we conclude this section analyzing the problem of continuous distributions and showing that the above mentioned differences of Rényi entropies are free from the divergences. In Section III we elaborate the appropriate generalization of these parameters for continuous distributions. In Section IV we introduce the Husimi representation of quantum states and describe some of its properties. In Section V Rényi entropies are applied for Husimi distributions and it is shown that the properties of its marginal distributions already give a qualitative picture that for special cases may quantitatively be correct, as well. In Sect. VI numerical simulations for the one dimensional Anderson model provide important verification of the results presented in Sect. V. Finally some concluding remark are left for Sect. VII.

## II Basic ideas

The extension of a discrete distribution of a state is often characterized by its entropy, $`S`$, or by its second moment, $`D`$. Both of these quantities, i.e. $`\mathrm{exp}(S)`$ and $`D`$ practically measure the same thing, namely the number of amplitudes that mainly contribute to the expansion of the state over a suitable basis.

Let us consider a wave function $`\mathrm{\Psi }`$ that is represented by its expansion over a complete basis set on a finite grid of $`N`$ states $`\varphi _i`$

$$\mathrm{\Psi }=\underset{i=1}{\overset{N}{}}c_i\varphi _i\text{with}\underset{i=1}{\overset{N}{}}|c_i|^2=1$$
(1)
Note that each of the coefficients, $`Q_i=|c_i|^2`$, obey the condition

$$0Q_i1,$$
(2)
and they sum up to unity. Then the usual definitions of participation number, $`D`$, and entropy, $`S`$ are

$$D^1=\underset{i=1}{\overset{N}{}}Q_i^2\text{and}S=\underset{i=1}{\overset{N}{}}Q_i\mathrm{ln}Q_i.$$
(3)
The parameter $`D`$ tells us how many of the numbers $`Q_i`$ are significantly larger than zero. For example if only one of them is unity and the rest is zero, then $`D=1`$. Otherwise if $`Q_i=1/N`$ homogeneously, then we get $`D=N`$. Similar properties can be shown to hold for $`\mathrm{exp}S`$, therefore it is easy to show that the two quantities provide roughly the same information

$$S\mathrm{ln}D,$$
(4)
i.e. both, $`S`$ and $`\mathrm{ln}D`$ describe the extension of the discrete distribution. That is the reason for calling $`D`$ as the number of principal components. The close relation between $`S`$ and $`D`$, Eq. (4), has often been overlooked and presented manyb ; Felix  as an interesting similarity. However, as it has been demonstrated in Ref. PV92,  and applied in several studies later PV92 ; other2 ; quchem ; dqp ; spst , the difference

$$S_{str}=S\mathrm{ln}D$$
(5)
is a meaningful and most importantly a nonnegative quantity that turns out to be very useful in the characterization of the shape of the distribution of the probabilities $`Q_i`$. That is the reason why it has been termed as structural entropy of a distribution. Moreover the value of the participation number normalized to the number of available components is an important partner quantity

$$q=\frac{D}{N},$$
(6)
which has been termed as the participation ratio in the literature. These two quantities satisfy the following inequalities PV92

$`0<`$ $`q`$ $`1`$ (7a)
$`0`$ $`S_{str}`$ $`\mathrm{ln}q.`$ (7b)
Generalized entropies have been introduced by Rényi renyi  in the form of

$$R_m=\frac{1}{1m}\mathrm{ln}\underset{i=1}{\overset{N}{}}Q_i^m,$$
(8)
that monotonously decreases for increasing $`m`$. For the special cases of $`m=0`$, $`1`$, and $`2`$ we recover the total number of components, the Shannon-entropy and the participation number

$$R_0=\mathrm{ln}N\underset{m1}{lim}R_m=S,R_2=\mathrm{ln}D.$$
(9)
Notice that the order $`m`$ in (8) is not necessarily integer. We can readily realize that the parameters, (5) and (6), are nothing else but the differences other2  of the special cases of $`R_0`$, $`R_1`$, and $`R_2`$, i.e.

$`S_{str}`$ $`=`$ $`R_1R_2`$ (10a)
$`\mathrm{ln}q`$ $`=`$ $`R_0R_2.`$ (10b)
A number of applications have been presented to date other2  showing their diverse applicability starting from quantum chemistry quchem  up to localization in disordered and quasiperiodic systems dqp  up to the statistical analysis of spectra spst .

In the present work we are going to extend this formalism to continuous distributions and show again that the differences of Rényi entropies are good candidates for the characterization of them.

The problem with a continuous distribution $`p(x)`$ is that even though normalization requires

$$𝑑xp(x)=1,$$
(11)
it is clear that $`p(x)`$ is a density of probabilities, therefore it is the quantity $`p(x)\mathrm{\Delta }x`$, the probability associated with the interval $`[x,x+\mathrm{\Delta }x]`$ that is restricted to the $`[0,1]`$ interval and not the value of $`p(x)`$ itself. Hence even though we may always expect $`p(x)0`$ the condition $`p(x)<1`$ is generally not fulfilled.

Then the obvious generalization of the Rényi entropies (8) for normalized continuous distributions would read as

$$R_m=\frac{1}{1m}\mathrm{ln}𝑑x[p(x)]^m.$$
(12)
Hence the definitions of the participation number and the entropy (3) would look as

$`D^1`$ $`=`$ $`{\displaystyle 𝑑x[p(x)]^2}`$ (13)
$`S`$ $`=`$ $`{\displaystyle 𝑑xp(x)\mathrm{ln}p(x)}.`$ (14)
Let us apply this definition to a Gaussian distribution with zero mean and variance $`\sigma `$

$$p(x)=\frac{1}{\sqrt{2\pi \sigma ^2}}\mathrm{exp}\left(\frac{x^2}{2\sigma ^2}\right).$$
(15)
The formulas derived using this $`p(x)`$ will be useful when applying for the problem of Husimi distributions later due to the Gaussian smearing contained in those phase space functions. Putting Eq. (15) in Eq. (12) we obtain for $`m>0`$

$$R_m(\sigma )=\frac{\mathrm{ln}\sqrt{m}}{m1}+\mathrm{ln}(\sqrt{2\pi }\sigma ),$$
(16)
which tells us that as $`\sigma 0`$ or $`\sigma \mathrm{}`$ the Rényi entropies diverge. However, they do that uniformly, i.e. independently of $`m`$, hence their differences remain finite. This is an important advantage of our formulation that will be elaborated further in the subsequent part. In particular in the case of the Gaussian (15) we obtain $`q=0`$ and

$$S_{str}^G=R_1R_2=\frac{1}{2}(1\mathrm{ln}2)=0.1534\mathrm{}$$
(17)
This is the value of the structural entropy that describes a Gaussian distribution in one dimension.

Next let us consider the above Gaussian on a finite interval, $`L/2xL/2`$ and assume that beyond this interval $`p(x)=0`$. This construction allows us to study how the limit of (16) or (17) is approached as for fixed $`\sigma `$ the interval tends to infinity (or for a fixed $`L`$ the width $`\sigma 0`$). To this end the normalization is taken over the finite interval $`[L/2,L/2]`$ so the distribution function (15) should be modified as

$$p(x)=\frac{1}{\sqrt{2\pi \sigma ^2}}\frac{e^{x^2/2\sigma ^2}}{\mathrm{\Phi }(\xi /\sqrt{8})}$$
(18)
where $`\mathrm{\Phi }(x)`$ denotes the error function and the scaling parameter $`\xi =L/\sigma `$ has been introduced. The Rényi entropies will depend on $`L`$ and $`\sigma `$ as

$$R_m(L,\sigma )=R_m(\mathrm{},\sigma )+\frac{1}{m1}\mathrm{ln}\left[\frac{[\mathrm{\Phi }\left(\xi /\sqrt{8}\right)]^m}{\mathrm{\Phi }\left(\xi \sqrt{m/8}\right)}\right]$$
(19)
where $`R_m(\mathrm{},\sigma )`$ is given in Eq. (16). Again the $`m`$–independent $`\mathrm{ln}\sigma `$ divergence appears. Turning to the special cases of $`q`$ and $`S_{str}`$ as deduced from $`R_0`$, $`R_1`$, and $`R_2`$ using Eqs. (10) as before we find that they are uniquely determined by $`\xi `$ and are free from this type of divergence. In particular since $`R_0=\mathrm{ln}L`$,

$$q(\xi )=\frac{2\sqrt{\pi }}{\xi }\frac{[\mathrm{\Phi }(\xi /\sqrt{8})]^2}{\mathrm{\Phi }(\xi /2)}$$
(20)
and

$$S_{str}(\xi )=S_{str}^G\frac{\xi e^{\xi ^2/8}}{\sqrt{8\pi }\mathrm{\Phi }(\xi /\sqrt{8})}+\mathrm{ln}\left[\frac{\mathrm{\Phi }(\xi /2)}{\mathrm{\Phi }(\xi /\sqrt{8})}\right],$$
(21)
where $`S_{str}^G`$ is given in Eq. (17). The participation ratio, $`q(\xi )`$, in the limit $`\xi \mathrm{}`$ ($`L\mathrm{}`$ for fixed $`\sigma `$ or $`\sigma 0`$ for fixed $`L`$) tends to zero as $`q(\xi )2\sqrt{\pi }/\xi `$ while $`S_{str}(\xi )S_{str}^G`$. On the other hand in the other limit of $`\xi 0`$ ($`\sigma \mathrm{}`$ for fixed $`L`$ or $`L0`$ for fixed $`\sigma `$) we see that $`q(\xi )(1\xi ^4/720)`$ and $`S_{str}(\xi )\xi ^4/1440`$ therefore the relation $`S_{str}(1q)/2`$ is also fulfilled PV92 . We would like to emphasize that no divergences are found for parameters $`q`$ and $`S_{str}`$ and they show well defined behavior in either limit.

## III Coarse graining

Now let us turn to a more general investigation of our parameters. In this section we provide a natural generalization of the calculation of the parameters $`q`$ and $`S_{str}`$ for continuous distributions.

Let us consider a disjoint division of the interval, $`\mathrm{\Omega }`$, over which the distribution $`p(x)`$ is defined. Each of these subintervals have an index $`i`$ running from $`1`$ to $`N`$ and a size of $`\omega _i`$, such that $`_i\omega _i=\mathrm{\Omega }`$. Then let us define a characteristic function $`\chi _i(x)`$

$$\chi _i(x)=\{\begin{array}{cc}\hfill 1& x\omega _i\hfill \\ \hfill 0& \text{otherwise}\hfill \end{array}$$
(22)
These functions are orthogonal,

$$𝑑x\chi _i(x)\chi _j(x)=\omega _i\delta _{ij},$$
(23)
where $`\delta _{ij}`$ is the Kronecker delta. The coarse grained value of the distribution $`p(x)`$ in interval $`i`$ is $`p(x)\omega _i=Q_i`$, if $`x\omega _i`$, more precisely

$$Q_i=𝑑xp(x)\chi _i(x).$$
(24)
This way our coarse grained approximation to the density function is

$$\stackrel{~}{p}(x)=\underset{i}{}\frac{Q_i}{\omega _i}\chi _i(x),$$
(25)
that obviously satisfies the normalization condition

$$𝑑x\stackrel{~}{p}(x)=\underset{i}{}Q_i=1.$$
(26)
On the other hand the integral of the square of this function using Eqs. (23) and (25) is

$$𝑑x[\stackrel{~}{p}(x)]^2=\underset{i}{}\frac{Q_i^2}{\omega _i}=\frac{1}{\omega }\underset{i}{}Q_i^2.$$
(27)
For sake of simplicity we have used (and will use from now on) an equipartition, $`\omega _i=\omega =\mathrm{\Omega }/N`$. Now let us calculate the participation number, $`D`$, and entropy, $`S`$, using Eqs. (13) from the discrete sums over the probabilities $`Q_i`$. First it is clear from Eq. (27) that

$$\mathrm{ln}D=\mathrm{ln}\underset{i}{}Q_i^2=\mathrm{ln}𝑑x[\stackrel{~}{p}(x)]^2+\mathrm{ln}\omega ,$$
(28)
Similar procedure leads to

$$S=\underset{i}{}Q_i\mathrm{ln}Q_i=𝑑x\stackrel{~}{p}(x)\mathrm{ln}\stackrel{~}{p}(x)\mathrm{ln}\omega ,$$
(29)
The appearance of the term $`\mathrm{ln}\omega `$ in both of these equations shows another type of divergence originating from the subdivision of the interval $`\mathrm{\Omega }`$, since the limit of $`N\mathrm{}`$ corresponds to $`\omega 0`$. Therefore a naive application of these quantities may encounter severe conceptual and also numerical difficulties depending on the value of $`\omega `$. On the other hand we may conclude once again that the parameters $`q`$ and $`S_{str}`$ are free from this type of divergence, as well as using Eqs. (3), (5), (6)

$`\mathrm{ln}q`$ $`=`$ $`\mathrm{ln}\left[\mathrm{\Omega }{\displaystyle 𝑑x[\stackrel{~}{p}(x)]^2}\right],`$ (30a)
$`S_{str}`$ $`=`$ $`{\displaystyle 𝑑x\stackrel{~}{p}(x)\mathrm{ln}\stackrel{~}{p}(x)}+\mathrm{ln}{\displaystyle 𝑑x[\stackrel{~}{p}(x)]^2}.`$ (30b)
This way we have shown how to apply the formalism developed for discrete sums for the problem of continuous distributions.

## IV Phase space representation of quantum states

One of the most well-known phase space distributions that is widely applied in statistical physics is the Wigner–function associated with the quantum state HWL  $`\psi (x)`$

$$W(x,p)=𝑑x^{}e^{ipx^{}/\mathrm{}}\psi ^{}\left(x\frac{x^{}}{2}\right)\psi \left(x+\frac{x^{}}{2}\right).$$
(31)
From now on $`p`$ denotes momentum and for sake of simplicity we consider only one degree of freedom resulting in a two dimensional phase space of $`(x,p)`$.

It is known that $`W(x,p)`$ is bilinear, real and for a complete orthonormal set of $`\psi _i`$ functions the corresponding Wigner transforms also form a complete orthonormal set HWL . The marginal distributions of $`W(x,p)`$ have an important physical meaning

$`{\displaystyle 𝑑pW(x,p)}`$ $`=`$ $`|\psi (x)|^2,`$ (32a)
$`{\displaystyle 𝑑xW(x,p)}`$ $`=`$ $`|\varphi (p)|^2,`$ (32b)
where $`\varphi (p)`$ denotes the Fourier transform of $`\psi (x)`$

$$\varphi (p)=\frac{1}{\sqrt{2\pi \mathrm{}}}𝑑x\psi (x)e^{ipx/\mathrm{}}.$$
(33)
The only major disadvantage of the Wigner distribution is that is may attain negative values albeit in a region of phase space smaller than $`\mathrm{}`$. It has been shown already by Wigner wigner  that there exists no phase space distribution that would have all the above properties and besides that to be nonnegative.

Another very popular phase space distribution is the Husimi function HWL  that is obtained as the Gaussian smearing of the Wigner function, $`W(x,p)`$

$`\rho (x,p)`$ $`=`$ $`{\displaystyle }dx^{}dp^{}W(x^{},p^{})\times `$ (34)
$`\mathrm{exp}\left({\displaystyle \frac{(xx^{})^2}{2\sigma _x^2}}{\displaystyle \frac{(pp^{})^2}{2\sigma _p^2}}\right)`$
where $`\sigma _x\sigma _p=\mathrm{}/2`$ ensures minimum uncertainty.

It is known HWL  that the Husimi function in bilinear, real valued and nonnegative but unfortunately produces an over-complete set of functions and moreover the marginal distributions do not have such a transparent meaning as in Eq. (32). In fact the latter point can be refined. Let us calculate these marginal distributions and will find that indeed they are the Gaussian smeared distributions in $`x`$ and $`p`$representations, respectively ball . In order to show this we write (34) in the form of a convolution of $`W(x,p)`$ with two Gaussian functions, $`g_{\sigma _x}(x)`$ and $`g_{\sigma _p}(p)`$ of the form of Eq. (15)

$$\rho (x,p)=𝑑x^{}𝑑p^{}g_{\sigma _x}(xx^{})g_{\sigma _p}(pp^{})W(x^{},p^{}).$$
(35)
Then similarly to Eq. (32)

$`{\displaystyle 𝑑p\rho (x,p)}`$ $`=`$ $`\zeta (x),`$ (36a)
$`{\displaystyle 𝑑x\rho (x,p)}`$ $`=`$ $`\eta (p),`$ (36b)
where the marginal distributions are nothing else but smeared distribution obtained from quantum state, $`\psi (x)`$ and $`\varphi (p)`$, respectively

$`\zeta (x)`$ $`=`$ $`{\displaystyle 𝑑x^{}g_{\sigma _x}(xx^{})|\psi (x^{})|^2},`$ (37a)
$`\eta (p)`$ $`=`$ $`{\displaystyle 𝑑p^{}g_{\sigma _p}(pp^{})|\varphi (p^{})|^2},`$ (37b)
It is clear from the definition of the Husimi distribution that it is normalized as

$$𝑑x𝑑p\rho (x,p)=1,$$
(38)
therefore the smeared $`x`$representation of $`\psi (x)`$, $`\zeta (x)`$ and the smeared $`p`$-representation of $`\varphi (p)`$, $`\eta (p)`$ are normalized as

$$𝑑x\zeta (x)=𝑑p\eta (p)=1.$$
(39)
To complete this section we mention that the Husimi representation of a quantum state $`\psi (x)`$ is nothing else but its projection onto (i.e. the overlap with) a coherent state with minimal uncertainty wobst ; qfunc ; Korsch ; Karol01  $`\beta _{x,p}(x^{})`$

$$\rho _\psi (x,p)=|\beta (x,p)|\psi |^2=\left|𝑑x^{}\beta _{x,p}^{}(x^{})\psi (x^{})\right|^2$$
(40)
the coherent state is a Gaussian centered around the phase space point $`(x,p)`$

$$\beta _{x,p}(x^{})=\left(\frac{1}{2\pi \sigma ^2}\right)^{1/4}\mathrm{exp}\left(\frac{(x^{}x)^2}{4\sigma ^2}+ipx^{}/\mathrm{}\right).$$
(41)
## V Rényi entropies of phase space distributions

In this section we describe how to characterize localization or ergodicity using the ingredients explained in the previous sections: ($`i`$) Husimi representation of the quantum states $`\psi `$ and ($`ii`$) the Rényi entropies, especially their differences.

First of all let us introduce the Rényi entropies of the Husimi function. In analogy with the definition (12)

$$R_m=\frac{1}{1m}\mathrm{ln}\frac{dxdp}{h}[h\rho (x,p)]^m$$
(42)
which now contains the arbitrary parameter $`h`$, that naturally behaves as the minimum possible volume provided by the Heisenberg uncertainty principle, i.e. it should be chosen as the Planck’s constant. We have to note that each $`R_m`$ contains $`\mathrm{ln}h`$ additively, that diverges in the classical limit $`h0`$ but drops out when differences of the entropies are taken. Definition (42) for a compact phase space of volume $`\mathrm{\Omega }`$, for instance, provides for the special case, $`R_0=\mathrm{ln}(\mathrm{\Omega }/h)`$, i.e. it measures the size of the full phase space in units of $`h`$. Furthermore

$`R_1=S`$ $`=`$ $`{\displaystyle 𝑑x𝑑p\rho (x,p)\mathrm{ln}[h\rho (x,p)]}`$ (43)
$`R_2`$ $`=`$ $`\mathrm{ln}\left(h{\displaystyle 𝑑x𝑑p[\rho (x,p)]^2}\right).`$ (44)
These are in accordance with Boltzmann’s original definition, since for a distribution that is constant over a volume $`\mathrm{\Gamma }\mathrm{\Omega }`$ and zero otherwise we obtain

$$S=\mathrm{ln}(\mathrm{\Gamma }/h),\text{and}q=\mathrm{\Gamma }/\mathrm{\Omega },$$
(45)
i.e. $`S`$ measures the size of phase space, $`\mathrm{\Gamma }`$, where $`\rho `$ is nonzero in units of $`h`$ and $`q`$ measures the portion of phase space where $`\rho `$ is different from zero.

In order to relate the entropy of the total Husimi function to that of the marginal distributions let us invoke an important relation that has been proven for the Shannon entropy, $`S`$. Consider a distribution $`\rho (x,p)`$ which in our case is the Husimi distribution, see Eq. (34) or Eq. (40). Its information content, or Shannon entropy wehrl  (43) can be related to the Shannon entropy of the marginal distributions, $`S[\zeta ]`$ and $`S[\eta ]`$ defined in (14) for $`\zeta (x)`$ and $`\eta (p)`$ (37), respectively. Let us note that the Husimi distribution can be written in the form

$$\rho (x,p)=\zeta (x)\eta (p)+\delta (x,p),$$
(46)
where

$$𝑑x\delta (x,p)=𝑑p\delta (x,p)=0.$$
(47)
The Shannon entropy then obbeys AH  the following relation

$$S[\rho ]+\mathrm{ln}h=S[\zeta ]+S[\eta ]+\delta S$$
(48)
where $`\delta S<0`$. Equality is achieved if $`\delta (x,k)=0`$ everywhere. This statement can be generalized to Rényi entropies where

$$R_m[\rho ]+\mathrm{ln}h=R_m[\zeta ]+R_m[\eta ]+\delta R_m$$
(49)
with $`\delta R_m<0`$. Unfortunately there is no general law for the size of the $`\delta R_m`$, however, for the differences of Rényi entropies it may become only a small correction if $`\delta (x,p)\zeta (x)\eta (p)`$. Furthermore for the parameters $`\mathrm{ln}q=R_2R_0`$ and $`S_{str}=R_1R_2`$ we should have corrections of $`\delta R_2\delta R_0`$ and $`\delta R_1\delta R_2`$. These differences especially after averaging over several wave functions can be neglected, thereofore we arrive at the following approximate relation for the average values of $`\mathrm{ln}q`$ and $`S_{str}`$

$`\mathrm{ln}q[\rho ]`$ $``$ $`\mathrm{ln}q[\zeta ]\mathrm{ln}q[\eta ]`$ (50a)
$`S_{str}[\rho ]`$ $``$ $`S_{str}[\zeta ]+S_{str}[\eta ]`$ (50b)
Such relations reduce the calculations considerably as there would be no need to calculate the Husimi functions themselves and then calculate the Rényi entropies thereof. In a numerical application we will show below that indeed these relations do hold with small error.

We have to stress that these approximate relations may hold apart from the trivial case of the wave packet (presented next) for the average properties of a suitably chosen set of states and most importantly in the case of the lack of underlying classical dynamics. These limitations reduce its applicability for the investigation of the states of disordered systems, which is nevertheless the main aim of our study.

As a simple example we elaborate the case of a distribution that is a Gaussian in both coordinates $`x`$ and $`p`$

$$\rho (x,p)=\frac{1}{\pi \mathrm{}}\frac{\mathrm{exp}\left(x^2/2\sigma ^22(\sigma p/\mathrm{})^2\right)}{\mathrm{\Phi }(\alpha /\sqrt{8})\mathrm{\Phi }(\sqrt{2}\pi \beta )},$$
(51)
and normalized over the phase space bounded as $`L/2xL/2`$ and $`\pi \mathrm{}/ap\pi \mathrm{}/a`$, where two cutoff length scales, $`L`$ and $`a`$, have been introduced. Therefore the volume of the phase space will be $`\mathrm{\Omega }=hL/a=\gamma h`$. The ratios of the cutoff scales to the spreading width $`\sigma `$ yield the two dimensionless parameters in (51), $`\alpha =L/\sigma `$ and $`\beta =\sigma /a`$. In terms of these quantities we obtain the relation $`\gamma =\alpha \beta `$, which counts the number of cells of size $`h`$ in phase space.

Since in (51) $`\sigma _x=\sigma `$ and $`\sigma _p=\mathrm{}/2\sigma `$, the uncertainty relation, $`\sigma _x\sigma _p=\mathrm{}/2`$, is fulfilled. This $`\rho (x,p)`$ is in fact the Husimi distribution of a real space Gaussian wave packet and it is a product of the limit distributions as given in (46) with $`\delta (x,p)=0`$. Consequently the $`q`$ and $`S_{str}`$ values of the corresponding limit distributions, $`\zeta (x)`$ and $`\eta (p)`$, obey the additivity property (50) exactly. Distribution $`\zeta (x)`$, for instance, is obtained using (36a) and yields Eq. (18). Its $`q[\zeta ]`$ and $`S_{str}[\zeta ]`$ parameters are given in Eqs. (20) and (21). A straightforward calculation yields $`q[\eta ]`$ and $`S_{str}[\eta ]`$, as well.

Putting the Husimi distribution (51) into (42) we find

$`R_m(\alpha ,\beta )`$ $`=`$ $`{\displaystyle \frac{\mathrm{ln}m}{m1}}\mathrm{ln}2+`$ (52)
$`{\displaystyle \frac{1}{m1}}\mathrm{ln}\left\{{\displaystyle \frac{\mathrm{\Phi }(\alpha \sqrt{m/8})\mathrm{\Phi }(\beta \pi \sqrt{2m})}{\left[\mathrm{\Phi }(\alpha /\sqrt{8})\mathrm{\Phi }(\beta \pi \sqrt{2})\right]^m}}\right\}`$
This expression correctly yields $`R_0=\mathrm{ln}(\alpha \beta )=\mathrm{ln}(\gamma )`$, the log of the number of cells of size $`h`$. Through relations (10) parameters $`q`$ and $`S_{str}`$ can be obtained. Equivalently using the definition (51) and (30) generalized for the case of the Husimi distribution like in (42) and (43) we obtain

$`q(\alpha ,\beta )`$ $`=`$ $`{\displaystyle \frac{[\mathrm{\Phi }(\alpha /\sqrt{8})\mathrm{\Phi }(\beta \sqrt{2}\pi )]^2}{\alpha \beta \mathrm{\Phi }(\alpha /2)\mathrm{\Phi }(2\pi \beta )}}`$ (53a)
$`S_{str}(\alpha ,\beta )`$ $`=`$ $`1\mathrm{ln}(2)`$ (53b)
$`{\displaystyle \frac{\sqrt{2\pi }\beta e^{2(\pi \beta )^2}}{\mathrm{\Phi }(\sqrt{2}\pi \beta )}}{\displaystyle \frac{\alpha e^{\alpha ^2/8}}{\sqrt{8\pi }\mathrm{\Phi }(\alpha /\sqrt{8})}}`$
$`+\mathrm{ln}\left[{\displaystyle \frac{\mathrm{\Phi }(2\pi \beta )\mathrm{\Phi }(\alpha /2)}{\mathrm{\Phi }(\sqrt{2}\pi \beta )\mathrm{\Phi }(\alpha /\sqrt{8})}}\right]`$
There are a number of remarkable features of Eqs. (52) and (53b). None of them contain Planck’s constant, $`h`$, explicitly, however, the scaling variables $`\alpha `$ and $`\beta `$ cannot be chosen independently as their product is just the number of cells of size $`h`$. Therefore let us keep $`\alpha `$ as a running variable and parametrize the functions with $`\gamma `$. Furthermore, let us note that by keeping $`\gamma `$ fixed the $`q(\alpha )`$ and $`S_{str}(\alpha )`$ functions are symmetrical about $`\alpha _0=\sqrt{4\pi \gamma }`$ on a logarithmic scale. Therefore rewriting (53) in the variable $`t=\alpha /\alpha _0`$ we obtain

$`q^{(\gamma )}(t)`$ $`=`$ $`{\displaystyle \frac{1}{\gamma }}{\displaystyle \frac{\left[\mathrm{\Phi }(c_1/t)\mathrm{\Phi }(c_1t)\right]^2}{\mathrm{\Phi }(c_2/t)\mathrm{\Phi }(c_2t)}}`$
$`S_{str}^{(\gamma )}(t)`$ $`=`$ $`1\mathrm{ln}(2)`$ (54)
$`\sqrt{{\displaystyle \frac{\gamma }{2}}}\left\{{\displaystyle \frac{te^{(c_1t)^2}}{\mathrm{\Phi }(c_1t)}}+{\displaystyle \frac{e^{(c_1/t)^2}}{t\mathrm{\Phi }(c_1/t)}}\right\}`$
$`+\mathrm{ln}\left[{\displaystyle \frac{\mathrm{\Phi }(c_2/t)\mathrm{\Phi }(c_2t)}{\mathrm{\Phi }(c_1/t)\mathrm{\Phi }(c_1t)}}\right]`$
where $`c_1=\sqrt{\pi \gamma /2}`$ and $`c_2=\sqrt{2}c_1`$. These functions are plotted in Figure 1. At $`t=1`$ function $`q(t)`$ is maximal and its value decreases with $`\gamma `$ as $`q(1)\gamma ^1`$. Only the physically relevant, $`\gamma 1`$ are plotted. The participation ratio has some very nice, simple behavior, $`q^{(\gamma )}(t)(t\sqrt{\gamma })^1`$ for $`t\mathrm{}`$ and $`q^{(\gamma )}(t)t/\sqrt{\gamma }`$ for $`t0`$. On the other hand in the same limits $`S_{str}S_{str}^G`$ independently from $`\gamma `$ showing that these limits correspond to one dimensional Gaussians in $`x`$($`p`$–)directions for $`t\mathrm{}(t0)`$. It can also be viewed as if a squeezing parameter made the distribution more coordinate-like (momentum-like) korsch . For intermediate values of $`t`$, i.e. if $`1/\sqrt{\gamma }<t<\sqrt{\gamma }`$ with $`\gamma 1`$ the participation ratio is, $`q\gamma ^1`$ and $`S_{str}2S_{str}^G`$ indicating that this distribution is a Gaussian in both dimensions, $`x`$ and $`p`$. This is the regime where the Husimi–function is a Gaussian in both directions and therefore shows a two-dimensional character. Both curves, $`q`$ anf $`S_{str}`$ are symmetrical about $`t=1`$ on a logarithmic scale of $`t`$, which is a direct consequence of the geometry of the phase space.

## VI Application to disordered systems

Now we calculate Husimi functions of the eigenstates of a disordered one dimensional system. To be more precise we use a tight binding model KM

$$H=\underset{n}{}\epsilon _n|nn|+V\underset{n}{}\left(|nn+1|+|n+1n|\right)$$
(55)
where $`V=1`$ is set as the unit of energy and $`\epsilon _n`$ are random numbers distributed uniformly over the interval $`[W/2,\mathrm{},W/2]`$, where $`W`$ characterizes the strength of disorder. Such a model has been investigated in phase space in Refs. dietmar,  and wobst, . The Husimi functions are calculated using Eqs. (40) and (41) from the eigenstates of (55). The participation ratio, $`q`$, and the structural entropy, $`S_{str}`$, are calculated according to Eq. (30). We also calculated the Fourier transforms of the eigenstates and obtained smeared distributions according to Eq. (37) both in real and Fourier space. Periodic boundary conditions were considered using $`L=512`$. The phase space extends over $`L/2xL/2`$ and $`\pi <p\pi `$, its area is $`\mathrm{\Omega }=2\pi L`$ ($`\mathrm{}=1`$ and the lower cut-off scale, the lattice spacing is set to unity, $`a=1`$). Averaging is done over the middle half of the band. In fact, as pointed out by Ref. wobst, , as well, there is no need to average over many realizations of the disordered potential.

When the full Husimi distributions of all states are calculated the computational time grows with $`L^4`$. However, using the approximate relation of Eq. (50), it reduces to roughly $`L^3`$. This is obviously a considerable gain and is comparable to the one achieved in Refs. sugita, ; wobst, .

The results are reported in Fig. 2. Here we have plotted the behavior of parameters (30) versus disorder strength, $`W`$, and compared to the approximate values obtained using (50). The region where the most important variations of $`q`$ and $`S_{str}`$ take place is $`W_1<W<W_2`$, where the localization length matches the systems size KM ; vinew , $`\lambda L`$, i.e. $`W_1\sqrt{105/L}=0.453`$ or its inverse approaches the size of phase space in $`p`$–direction, $`2\pi \lambda 1`$, i.e. $`W_2\sqrt{2\pi 105}=25.68`$

Let us analyze the expectations for the limiting cases of $`W0`$ and $`W\mathrm{}`$. It is easy to see that the eigenstates for vanishing disorder are plane waves whose Fourier transform is a Dirac–delta (in fact two, due to the symmetry of the $`p`$ and $`p`$ states). In a ‘smeared’ representation we obtain two Gaussians in $`p`$-representation. Using Eq. (41) and (30a) we obtain that $`q=2/\sqrt{L}`$ for the states both in $`p`$\- and Husimi representation. Due to the Gaussian smearing in this limit the structural entropy attains its value of $`S_{str}^G`$ as given in (17). The other limit of $`W\mathrm{}`$ is very similar. In that case the eigenstate in $`x`$-representation has a Dirac–delta character that is smeared to a Gaussian. This results in $`q=1/\sqrt{L}`$ and again a value of $`S_{str}(W)S_{str}^G`$. All these limiting cases are recovered in Fig. 2. The figure shows that the approximation (50) works very well. It is clear that the $`x`$-, $`p`$\- and Husimi representations are therefore linked very simply.

## VII Concluding remarks

In this paper we have presented some important results concerning the applicability of Rényi entropies for the characterization of localization or ergodicity in phase space using the Husimi representation of the quantum states. In fact it has been shown that the differences of Rényi entropies are free from those divergences that would naturally arise due to their application on continuous distributions.

The marginal distributions of the Husimi function are pointed out to have important properties and simple connection to the states in $`x`$\- and $`p`$-representations.

We have also shown numerically that for disordered systems the limiting distributions of the Husimi function provide most of the information that is needed to describe the Husimi functions themselves. Figure 2 provides a good demonstration of the duality between the $`x`$\- and $`p`$-representations transparently. A detailed study over the Anderson model in one dimension and the Harper model vinew  are left for forthcoming publications.

###### Acknowledgements.

One of the authors (I.V.) acknowledges enlightening discussions with B. Eckhardt, P. Hänggi, G-L. Ingold, and A. Wobst. Work was supported by the Alexander von Humboldt Foundation, the Hungarian Research Fund (OTKA) under T032116, T034832, and T042981.