text:
# On apparent breaking the second law of thermodynamics in quantum transport studies

## Abstract

We consider a model for stationary electronic transport through a one-dimensional chain of two leads attached to a perturbed central region (quantum dot) in the regime where the theory proposed recently by Čápek for a similar model of phonon transport predicts the striking phenomenon of a permanent current between the leads. This result based on a rigorous but asymptotic Davies theory is at variance with the zero current yielded by direct transport calculations which can be carried out in the present model. We find the permanent current to be within the error of the asymptotic expansion for finite couplings, and identify cancelling terms of the same order.

In recent years, the validity of the second law of thermodynamics has been questioned in several models Čápek (1998); Sheehan (1998); Nikulov (1999); Allahverdyan and Nieuwenhuizen (2000); Weiss (2000); Čápek (2002). In most of them the phenomenon of breaking the law was claimed to stem from the genuine quantum behaviour of the system considered, e.g. quantum entanglement between the system and bath. Several models support the idea that the quantum correlation features could be responsible for breaking the second law.

In spite of the seemingly academic nature of the models, had their predictions turned out to be true, it could have far reaching consequences in the practice. For example, in the rapidly developing field of nanotechnologies, the regimes of validity of the suggested models could be achieved with the present or soon incoming technology so that the predicted effects, if confirmed, could be used to supply power for the nano-machines Nikulov (1999). Thus, thorough experimental as well as further theoretical examination of this kind of models is a desirable task.

In this study, we consider a modified version of the model molecular ’demon’ operating between two reservoirs recently proposed by Čápek Čápek (2002). Namely, we study the electronic transport in a one-dimensional tight-binding chain the central part of which is considered as ’system’ and the rest of the chain forms two ’reservoirs’. While in a general fermionic case there might arise questions about the applicability of the standard projection techniques which assume separability of the system and bath Hilbert spaces this problem is harmless in our model since an exact mapping onto an excitonic chain using Jordan-Wigner transformation Tsvelik (1995) can be performed.

Then the standard techniques are fully justified and using the method of the modified Davies weak coupling theory from Čápek and Barvík (2001) and repeating the reasoning of Čápek (2002) we come to the result that a permanent stationary current (particle flow) between the two asymptotic parts of the chain is possible thus violating the second law. However, the present model can be solved explicitly in the full range of parameters, i.e. without the need to resort to any limit. The exact result contradicts the one obtained by the modified Davies weak coupling theory by Čápek. Now, let us consider the model in detail.

The Hamiltonian $`H=H_S+H_B+H_T`$ reads

$`H_S`$ $`=ϵ_1a_1^{}a_1+ϵ_2a_2^{}a_2+J(a_1^{}a_2+a_2^{}a_1),`$ (1)
$`H_B`$ $`={\displaystyle \underset{\alpha =1,2}{}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{\Delta }}{2}}(c_{n+1\alpha }^{}c_{n\alpha }+c_{n\alpha }^{}c_{n+1\alpha })`$
$`={\displaystyle \underset{𝒌,\alpha =1,2}{}}ϵ_{𝒌\alpha }c_{𝒌\alpha }^{}c_{𝒌\alpha },`$ (2)
$`H_T`$ $`={\displaystyle \underset{\alpha =1,2}{}}V_\alpha (c_{1\alpha }^{}a_\alpha +a_\alpha ^{}c_{1\alpha })`$
$`={\displaystyle \underset{𝒌,\alpha =1,2}{}}(V_{𝒌\alpha }c_{𝒌\alpha }^{}a_\alpha +V_{𝒌\alpha }^{}a_\alpha ^{}c_{𝒌\alpha }),`$ (3)
where $`H_S`$ denotes the part corresponding to the system, i.e. the quantum dot, $`H_B`$ describes the contacts (baths) and $`H_T`$ the tunneling between the respective contact and level of the dot. The second form of $`H_B,H_T`$ is expressed in the eigenstates of the baths labeled by $`𝒌`$. All the creation and annihilation operators $`a_\alpha ^{},a_\alpha ,c_{n\alpha }^{},c_{n\alpha },(\text{or }c_{𝒌\alpha }^{},c_{𝒌\alpha })`$ satisfy the anticommutation relations for the Fermi operators among themselves. It is assumed that $`J,V_\alpha ,\text{ and }\mathrm{\Delta }`$ are real numbers.

In order to fully specify the problem we have to supply the initial conditions. Let us assume that before the initial time $`t_0`$ the system is decoupled from the contacts (i.e. $`H_T`$ is effectively equal to zero) and a particular contact is in the thermal equilibrium given by the values of the temperature $`T_\alpha `$ and electrochemical potential $`\mu _\alpha `$. The corresponding initial density matrix of the whole system is thus separable $`\rho _{S+B}(t_0)=\rho _S(t_0)\rho _B^{\text{can}}`$. At $`t=t_0`$ we switch on the tunneling interaction between the dot and the contacts and study the time evolution of the whole complex system dot plus baths.

The particle current into bath $`\alpha ,I_\alpha (t)`$, is given by the time derivative of the particle number $`N_\alpha =_𝒌c_{𝒌\alpha }^{}c_{𝒌\alpha }=_{n=1}^{\mathrm{}}c_{n\alpha }^{}c_{n\alpha }`$ as ($`\mathrm{}=1`$ in the whole paper)

$$\begin{array}{cc}\hfill I_\alpha (t)& =\dot{N}_\alpha (t)=i[N_\alpha ,H](t)\hfill \\ & =i\underset{𝒌}{}\left(V_{𝒌\alpha }c_{𝒌\alpha }^{}a_\alpha (t)V_{𝒌\alpha }^{}a_\alpha ^{}c_{𝒌\alpha }(t)\right)\hfill \\ & =iV_\alpha \left(c_{1\alpha }^{}a_\alpha (t)a_\alpha ^{}c_{1\alpha }(t)\right),\hfill \end{array}$$
(4)
where the mean value of an arbitrary operator $`O`$ is calculated by

$$\begin{array}{cc}\hfill O(t)& =\mathrm{Tr}_{S+B}\left(\rho _{S+B}(t_0)O(t)\right)=\mathrm{Tr}_{S+B}\left(\rho _{S+B}(t)O\right)\hfill \\ & =\mathrm{Tr}_{S+B}\left(\rho _{S+B}(t_0)e^{iH(tt_0)}Oe^{iH(tt_0)}\right).\hfill \end{array}$$
(5)
The particle current between any two adjacent sites is given by the analogy of the above formula with the creation and annihilation operators of the two sites Caroli et al. (1971).

In the stationary state the current does not depend on time and neither on the position of the sites between which it is evaluated (current is conserved and his divergence in the stationary state is thus zero). Therefore,

$$I_1^{\text{stat}}=iJ\left(a_1^{}a_2a_2^{}a_1\right)=I_2^{\text{stat}}.$$
(6)
The solution of the model within the formalism of nonequilibrium Green functions is well known, see e.g. Caroli et al. (1971); Jauho et al. (1994); Haug and Jauho (1996). Therefore, we only briefly summarize the results here. If we define the one-particle density matrix of the dot by

$$\sigma _{\alpha \beta }(t)=a_\beta ^{}(t)a_\alpha (t)=iG_{\alpha \beta }^<(t,t)$$
(7)
we get for the present model the result

$$\begin{array}{cc}\hfill \sigma (t)& =𝐆^R(tt_0)\sigma (t_0)𝐆^A(t_0t)\hfill \\ & +_{t_0}^tdt_1dt_2𝐆^R(tt_1)i𝚺^<(t_1t_2)𝐆^A(t_2t)\hfill \end{array}$$
(8)
where the retarded and advanced Green functions and the lesser selfenergy $`𝐆^{R,A}(t),𝚺^<(t)`$ are given as inverse Fourier transforms of

$`𝐆^{R,A}(ϵ)`$ $`=\left(\begin{array}{cc}ϵϵ_1\mathrm{\Sigma }_1^{R,A}(ϵ)& J\\ J& ϵϵ_2\mathrm{\Sigma }_2^{R,A}(ϵ)\end{array}\right)^1`$ (9)
$`𝚺^<(ϵ)`$ $`=\left(\begin{array}{cc}i\mathrm{\Gamma }_1(ϵ)f_1(ϵ)& 0\\ 0& i\mathrm{\Gamma }_2(ϵ)f_2(ϵ)\end{array}\right)`$ (10)
with

$`\mathrm{\Sigma }_\alpha ^{R,A}(ϵ)`$ $`=\mathrm{\Lambda }_\alpha (ϵ){\displaystyle \frac{i}{2}}\mathrm{\Gamma }_\alpha (ϵ)={\displaystyle \underset{𝒌}{}}{\displaystyle \frac{|V_{𝒌\alpha }|^2}{ϵϵ_{𝒌\alpha }\pm i\eta }}`$
$`=V_\alpha ^2g_\alpha ^{R,A}(1,1;ϵ)`$ (11)
$`f_\alpha (ϵ)`$ $`={\displaystyle \frac{1}{e^{\beta _\alpha (ϵ\mu _\alpha )}+1}}.`$ (12)
The Green functions $`g_\alpha ^{R,A}(1,1;ϵ)`$ are given by the matrix elements of the resolvents of the respective reservoirs and the parameters $`\beta _\alpha ,\mu _\alpha `$ denote their inverse temperature and electrochemical potential in the initial state.

In the limit $`t_0\mathrm{}`$ which corresponds to the stationary state the first (initial conditions) term in (8) vanishes and the second one can be simplified by employing the Fourier transform yielding the final expression for the current

$$I_1=_{\mathrm{}}^{\mathrm{}}\frac{dϵ}{2\pi }\mathrm{\Gamma }_1(ϵ)\mathrm{\Gamma }_2(ϵ)G_{12}^R(ϵ)G_{21}^A(ϵ)\left(f_2(ϵ)f_1(ϵ)\right).$$
(13)
One can immediately see that for the two bath being originally at the same temperature and electrochemical potential there is no stationary current between them. Also for different initial temperatures and/or electrochemical potentials the formula predicts correctly the stationary flow in the direction against the temperature and/or concentration gradient. This result is exact, i.e. it is valid for any values of the parameters in the Hamiltonian and, therefore, in the limit assumed by the modified Davies theory too.

Now, we want to express the current in terms of quantities employed in the modified Davies weak coupling formalism by Čápek. First, it should be noted that the presently considered model of a linear chain with at maximum nearest-neighbor interaction populated by fermions can be exactly mapped by the Jordan-Wigner transformation on the linear chain of Frenkel excitons which satisfy the Pauli commutation relations, i.e. anticommute on-site and commute at different sites, with the same form of the Hamiltonian expressed in terms of exciton operators, see Tsvelik (1995). Thus, the projection formalism used by Čápek can be safely used since no sign problem due to fermions appears. In the following, we solve by the projection method the corresponding exciton model but the results for the level occupations and the current are exactly equal to those of the fermion model.

Within the projection formalism only the reduced density matrix of the states of the dot is considered. The basis of the states in the Hilbert space of the dot corresponds to two excitonic levels and, thus, may be chosen to be $`_S=\{|0|\mathrm{vac},|1a_1^{}|0,|2a_2^{}|0,|3a_2^{}a_1^{}|0\}`$. The reduced density matrix $`\rho (t)`$ with the matrix elements $`\rho _{ij}(t)=i|\rho (t)|j`$ is given by

$$\begin{array}{cc}\hfill \rho (t)& =\mathrm{Tr}_B\left(\rho _{S+B}(t)\right)=\mathrm{Tr}_B\left(e^{i(tt_0)}\rho _{S+B}(t_0)\right)\hfill \\ & =\mathrm{Tr}_B\left(e^{iH(tt_0)}\rho _{S+B}(t_0)e^{iH(tt_0)}\right)\hfill \end{array}$$
(14)
with $`=[H,]`$ being the Liouville superoperator of the whole system. The relation between the one-fermion density matrix (7) and the above introduced exciton reduced density matrix (14) is as follows

$$\begin{array}{cc}\hfill \sigma _{11}(t)& =\rho _{11}(t)+\rho _{33}(t)\hfill \\ \hfill \sigma _{22}(t)& =\rho _{22}(t)+\rho _{33}(t)\hfill \\ \hfill \sigma _{12}(t)& =\rho _{12}(t)=\rho _{21}^{}(t)=\sigma _{21}^{}(t).\hfill \end{array}$$
(15)
The modified Davies approach of Čápek and Barvík (2001) is valid in the limit $`\lambda 0`$ when the following scaling is performed $`V_\alpha \lambda V_\alpha \text{ and }J\lambda ^2J`$. In this limit the reduced density matrix obeys the evolution equation

$$\frac{d\rho (t)}{dt}=i\left(_S+_T+i𝒦\right)\rho (t)$$
(16)
with the superoperator $`_S`$ corresponding to the dot Hamiltonian $`H_S`$ and

$`_T`$ $`=\mathrm{Tr}_B\left([H_T,\rho _B^{\mathrm{can}}]\right)`$ (17)
$`𝒦`$ $`={\displaystyle _0^{\mathrm{}}}d\tau \{\mathrm{Tr}_B\left((i_T(\tau ))(i_T)(\rho _B^{\mathrm{can}})\right)`$
$`_T(\tau )_T\}`$ (18)
where $`_T(\tau )=e^{i_0\tau }_Te^{i_0\tau }`$ corresponds to the tunneling Hamiltonian $`H_T(\tau )=e^{iH_0\tau }H_Te^{iH_0\tau }`$ in a modified interaction picture with $`H_0=H_B+H_S|_{J=0}`$. It is this modification of the time dependence of the interaction superoperator entering the kernel $`𝒦`$ which distinguishes the Čápek’s approach from the original Davies weak coupling theory. To be explicit, the above equation for the elements we are interested in reads

$$\frac{d}{dt}\left(\begin{array}{c}\rho _{00}\\ \rho _{11}\\ \rho _{22}\\ \rho _{33}\\ \text{Re}\rho _{12}\\ \text{Im}\rho _{12}\end{array}\right)=\left(\begin{array}{cccccc}(\mathrm{\Gamma }_1+\mathrm{\Gamma }_2)& \mathrm{\Gamma }_1& \mathrm{\Gamma }_2& 0& 0& 0\\ \mathrm{\Gamma }_1& (\mathrm{\Gamma }_1+\mathrm{\Gamma }_2)& 0& \mathrm{\Gamma }_2& 0& 2\lambda ^2J\\ \mathrm{\Gamma }_2& 0& (\mathrm{\Gamma }_1+\mathrm{\Gamma }_2)& \mathrm{\Gamma }_1& 0& 2\lambda ^2J\\ 0& \mathrm{\Gamma }_2& \mathrm{\Gamma }_1& (\mathrm{\Gamma }_1+\mathrm{\Gamma }_2)& 0& 0\\ 0& 0& 0& 0& \frac{1}{2}(\mathrm{\Gamma }_1+\mathrm{\Gamma }_2)& ϵ_1^{}ϵ_2^{}\\ 0& \lambda ^2J& \lambda ^2J& 0& ϵ_2^{}ϵ_1^{}& \frac{1}{2}(\mathrm{\Gamma }_1+\mathrm{\Gamma }_2)\end{array}\right)\left(\begin{array}{c}\rho _{00}\\ \rho _{11}\\ \rho _{22}\\ \rho _{33}\\ \text{Re}\rho _{12}\\ \text{Im}\rho _{12}\end{array}\right)$$
(19)
where

$$\begin{array}{cc}\hfill \mathrm{\Gamma }_\alpha & =2\pi \lambda ^2\underset{𝒌}{}|V_{𝒌\alpha }|^2f_\alpha (ϵ_{𝒌\alpha })\delta (ϵ_\alpha ϵ_{𝒌\alpha })\hfill \\ \hfill \mathrm{\Gamma }_\alpha & =2\pi \lambda ^2\underset{𝒌}{}|V_{𝒌\alpha }|^2\left(1f_\alpha (ϵ_{𝒌\alpha })\right)\delta (ϵ_\alpha ϵ_{𝒌\alpha })\hfill \\ \hfill \mathrm{\Gamma }_\alpha & =\mathrm{\Gamma }_\alpha +\mathrm{\Gamma }_\alpha =\lambda ^2\mathrm{\Gamma }_\alpha (ϵ_\alpha )\hfill \\ \hfill ϵ_\alpha ^{}& =ϵ_\alpha +\lambda ^2\underset{𝒌}{}\frac{|V_{𝒌\alpha }|^2}{ϵ_\alpha ϵ_{𝒌\alpha }}=ϵ_\alpha +\lambda ^2\mathrm{\Lambda }_\alpha (ϵ_\alpha ).\hfill \end{array}$$
(20)
The current from the site $`2`$ to $`1`$ which is in the stationary state equal to the current into the first reservoir is given by $`I_{12}(t)=2\lambda ^2J\text{Im}\rho _{12}(t)`$ and from the above equation can be found to be

$$I_1^{\text{stat}}=I_{12}^{\text{stat}}=𝒯_{12}(\rho _{22}\rho _{11})=𝒯_{12}(\sigma _{22}\sigma _{11})$$
(21)
with the transmission coefficient $`𝒯_{12}`$

$$\begin{array}{cc}\hfill 𝒯_{12}& =2\pi \lambda ^4J^2\frac{1}{2\pi }\frac{\mathrm{\Gamma }_1+\mathrm{\Gamma }_2}{\left(ϵ_1^{}ϵ_2^{}\right)^2+\left(\frac{1}{2}(\mathrm{\Gamma }_1+\mathrm{\Gamma }_2)\right)^2}\hfill \\ & =2\pi \lambda ^4J^2_{\mathrm{}}^{\mathrm{}}𝑑ϵ\frac{1}{2\pi }\frac{\mathrm{\Gamma }_1}{\left(ϵϵ_1^{}\right)^2+\left(\frac{1}{2}\mathrm{\Gamma }_1\right)^2}\hfill \\ & \frac{1}{2\pi }\frac{\mathrm{\Gamma }_2}{\left(ϵϵ_2^{}\right)^2+\left(\frac{1}{2}\mathrm{\Gamma }_2\right)^2}.\hfill \end{array}$$
(22)
Since the current may be expressed in terms of occupation numbers $`\sigma _{11},\sigma _{22}`$ only we search for an equation equivalent to (19) for these quantities. Indeed, it is possible to find such an equation using the normalization condition $`\mathrm{Tr}_S(\rho )=_{i=0}^3\rho _{ii}=1`$ and bearing in mind that $`\sigma _{\alpha \alpha }=\rho _{\alpha \alpha }+\rho _{33}`$. We may then write

$$\left(\begin{array}{cc}\mathrm{\Gamma }_1+𝒯_{12}& 𝒯_{12}\\ 𝒯_{12}& \mathrm{\Gamma }_2+𝒯_{12}\end{array}\right)\left(\begin{array}{c}\sigma _{11}\\ \sigma _{22}\end{array}\right)=\left(\begin{array}{c}\mathrm{\Gamma }_1\\ \mathrm{\Gamma }_2\end{array}\right)$$
(23)
with the result

$$\sigma _{11}\sigma _{22}=\frac{f_1(ϵ_1)f_2(ϵ_2)}{1+𝒯_{12}(\mathrm{\Gamma }_1^1+\mathrm{\Gamma }_2^1)}f_1(ϵ_1)f_2(ϵ_2).$$
(24)
We have used the fact that $`\mathrm{\Gamma }_\alpha =f_\alpha (ϵ_\alpha )\mathrm{\Gamma }_\alpha `$ and omitted the higher orders terms in $`J`$ in the last step.

This result together with Eqs. (21), (22) predicts the striking phenomenon of spontaneous particle current between identical baths if $`ϵ_1ϵ_2`$ in the same manner as Čápek obtained a nonzero energy flow in Čápek (2002). It is a remarkable fact that the result does not depend on the nature of the bath, i.e. the permanent current is obtained in analogous manner for the phononic bath considered by Čápek as well as for the excitonic (and thus also fermionic) bath in our case. The only point where the nature of the bath enters is the formula for the rates and energy renormalization (20). From the physical point of view this fact is fully plausible since for a generic bath only its temperature (and electrochemical potential) should matter in the thermodynamic predictions.

Now, we come to a contradiction since we know from the exact solution that there is in fact no such a permanent current. Where is the problem in the mathematical reasoning and what are its physical roots? We are going to answer these questions as follows. First, one should note that the stationary current $`I_1^{\text{stat}}`$ is proportional to $`\lambda ^6`$ (the extra factor $`\lambda ^2`$ comes from $`\mathrm{\Gamma }_1+\mathrm{\Gamma }_2`$). If we really performed the van Hove limit $`t\lambda ^2t,\lambda 0`$ in which the Davies theory is valid we would obtain the zero value of the stationary current.

As pointed out by Čápek in Čápek (2002), when studying a particular physical system, we cannot actually scale the interaction strengths to zero since the values are given constants for that system. At most, we could have a set of similar physical systems with different values of coupling constants which could be considered a series of the same system with the value of $`\lambda `$ being gradually scaled down to zero. Then, one expects that the Davies theory gives more and more precise predictions about the system’s time evolution.

This intuitive formulation has as its mathematical counterpart the relation

$$\underset{\lambda 0}{lim}\underset{0\lambda ^2ta}{sup}\rho ^{\text{exact}}(t)\rho ^{\text{Davies}}(t)=0,\text{ for any finite }a$$
(25)
true both for the original and modified Davies theory Čápek and Barvík (2001) which implies an analogous statement for every matrix component of $`\rho (t)`$ and, in particular, for $`\text{Im}\rho _{12}(t)`$, too. However, this statement is in fact too weak to be of any practical use for finite $`\lambda `$’s, as it is asymptotic by nature.

We may obtain a more precise estimate about the order of the asymptotic contact if we make an additional assumption (not implied by the Davies theory) that the $`\lambda `$ asymptotics is regular. Then, we can pictorially show how the Davies statement is in practice realized. In Figs. 1, 2 there are depicted $`\text{Im}\rho _{12}(t)`$ for the exact and the Davies evolution, respectively, for our one-dimensional fermionic chain with $`t_0=0,\mathrm{\Delta }=1,T_1=T_2=0.1,\mu _1=\mu _2=0,ϵ_1=0.1,ϵ_2=0.2,J=0.001,V_1=0.1,V_2=0.15,\rho _{00}(t_0)=1\text{ (initially empty dot)}`$ for $`\lambda =1\text{ and }0.3`$.

In Fig. 3 there is shown the scaled difference $`\lambda ^4\text{Im}(\rho _{12}^{\text{Davies}}(t)\rho _{12}^{\text{exact}}(t))`$ for the two $`\lambda `$’s. This clearly shows that the difference between these two quantities for any finite scaled time goes to zero roughly as $`\lambda ^4`$ in agreement with the Davies statement. Yet the exact result does not exhibit any permanent stationary current. Indeed, when one thoroughly inspects the Davies formula (25) one has to come to the result that it is fully consistent with the zero stationary current as illustrated by our pictures. On the other hand it does not exclude the possibility of a nonzero value in general which only means that its predictive power concerning this issue is essentially zero. The conclusion drawn by Čápek from it is doubtful since what he finds to be the stationary current breaking the second law of thermodynamics is of the same order in $`\lambda `$ as the terms neglected in a systematic Davies theory.

Now, let us discuss the physical mechanism of the above apparent paradox and the role of the quantum mechanics in it. As obvious from the above, the Davies theory neglects the higher order processes in $`\lambda `$. Actually, it can be considered as a sort of quasi-classical limit yielding the Pauli equation while omitting higher order quantum mechanical processes. Obviously, it does not take into account properly processes of direct coherent tunneling between the baths for finite $`\lambda `$. Most probably, just these higher order coherent processes exactly cancel the spurious stationary quasi-classical current as one can infer by a comparison of the exact transport formula (13) with the Davies one (21). Thus, referring to the conjectures mentioned in the introduction, for this particular model the coherent quantum mechanical features of the model prevent the second law from being violated rather than allowing it. It is interesting that an analogous discrepancy between the two approaches (reduced density matrix versus NGF) was reported by Wacker Wacker  in a more complicated transport study.

To conclude, we have presented an exactly solvable model of quantum transport and used it to test the validity of the predictions by Čápek about the violation of the second thermodynamics law. We found, however, these predictions based on the Davies theory, rigorous in itself, as unwarranted. The point is that the predicted permanent current (or energy flow) is within the error of the asymptotic Davies theory for any finite coupling strength.

###### Acknowledgements.

This work is a part of the research program MSM113200002 that is financed by the Ministry of Education of the Czech Republic. Support of the grant 202/01/D099 of the Czech grant agency is also gratefully acknowledged.


format: text

text:
# Will Jets Identify the Progenitors of Type Ia Supernovae?

## 1 Introduction

Type Ia Supernovae (SNe Ia) are believed to represent complete thermonuclear disruptions of mass accreting white dwarfs at the Chandrasekhar limit (e.g. Hoyle & Fowler, 1960; Livio, 2001; Renzini, 1996; Nomoto et al., 2000). They are the most luminous type of stellar death, rivaling the optical luminosity of their host galaxies for a few weeks, and have been detected at up to a redshift $`z1.7`$, when the universe was approximately one-quarter of its present age. SNe Ia are also the most homogeneous of all supernova types, elevating them in recent years to the tool of choice for measuring the history of cosmic expansion. In 1998, two teams observed independent samples of SNe Ia at redshifts $`z0.3`$ and concluded that the expansion of the universe appears to be accelerating, perhaps propelled by a kind of vacuum (“dark”) energy once posited then rejected by Einstein (Riess et al., 1998; Perlmutter et al., 1998). Studies are underway to use expanded samples of SNe Ia to ferret out the nature of this dark energy. A serendipitous set of observations by the Hubble Space Telescope (HST) in 1997–1998 of the most distant SN Ia (SN 1997ff) provided evidence for a period of cosmic deceleration, preceding today’s acceleration, and caused by the gravitational influence of dark matter (Riess et al., 2001). Despite these recent successes in precision cosmological cartography from SNe Ia, an embarrassing ignorance haunts the use of SNe Ia: what are their progenitors? Specifically, how does a sub-Chandrasekhar mass white dwarf grow to the critical mass? Is matter slowly accreted onto the white dwarf from a normal companion star or does the extra mass come all at once from a merger with another white dwarf? While theoretical models abound (see e.g. Livio 2001 and Hillebrandt & Niemeyer 2000 for reviews), to date there has been no observational evidence for the accretion process, and the nature of the progenitor systems of SNe Ia has remained elusive. In the present Letter we show that another set of serendipitous observations by HST may have provided an important clue.

## 2 Serendipity and SNe Ia

On September 6, 2000, the Space Telescope Imaging Spectrograph (STIS) on board HST took a 10 second image of a tiny region ($`5^{\prime \prime }`$ across) around the nucleus of the radio-loud galaxy 3C 78. The goal of this observation was to better pinpoint the location of the nucleus before the spectrograph would obtain its spectrum (Martel, 2002). The short acquisition image (see Figure 1) revealed a stellar source superimposed very near the jet and of similar brightness as the galactic nucleus. The subsequent spectroscopy taken of the nucleus and jet, serendipitously included the stellar source and provided the unambiguous spectral signature of a SN Ia approximately 3 weeks after maximum brightness. This SN Ia, designated SN 2000fs, was at the same redshift as the host galaxy ($`z=0.0286`$) and its apparent brightness was also that expected for a 3-week old SN Ia.

Only about a dozen active galactic nuclei (AGN) have been observed with optical jets (as opposed to radio jets which are ubiquitous in radio galaxies). SNe Ia are also rare, with only one expected in a galaxy (of Milky Way size) every 300 years (e.g. Cappellaro et al., 1993). The suggestive significance of the superposition of these two rarities cannot be properly evaluated until a designed study of circumnuclear transients in AGN is undertaken. However, notwithstanding the recognized dangers of a posteriori probabilities, it is interesting to examine the question of whether a causal connection between the jet and the SN may be anticipated.

Theoretical models suggest that SNe Ia arise from central carbon ignition in accreting carbon-oxygen white dwarfs, as the latter reach the Chandrasekhar limit, having accreted at a rate (e.g. Nomoto & Kondo, 1991) 10$`{}_{}{}^{8}\dot{M}_{\mathrm{acc}}10^6`$ M yr-1. Typically, these models assume that the mass is provided by a companion star, because the accretion rate from the interstellar medium (ISM) is too low. Jets can change this paradigm in two important ways: (i) The compressive effect of the shock waves produced by the jet may form denser clouds in the ISM (Woodward, 1976; Elmegreen & Elmegreen, 1978), and (ii) mass entrainment in the mixing layer of the jet can transport parcels of the ISM to regions removed from the normal extent of the stellar populations of the galaxy (De Young, 1997). Concerning the first effect ((i) above), it has even been suggested that jets can trigger star formation (e.g. De Young, 1981; Van Breugel et al., 1985; Rees, 1989; Begelman & Cioffi, 1989; Chambers et al., 1990; Daly, 1990; Bicknell et al., 2000). Evidence for the second effect ((ii) above) has been seen through the detection (e.g. in M87) of optical emission line regions surrounding jets and extended radio lobes (Sparks, Ford & Kinney, 1993).

The speed with which the bow shock (of cross-section A) produced by the jet propagates into a cloud (of density $`n`$) is given approximately by

$$v_{\mathrm{sh}}1000\eta \left(\frac{v_{\mathrm{jet}}}{c}\right)^{\frac{1}{2}}\left(\frac{F}{10^{46}\mathrm{erg}\mathrm{s}^1}\right)^{\frac{1}{2}}\left(\frac{A}{10^{43}\mathrm{cm}^2}\right)^{\frac{1}{2}}\left(\frac{n}{\mathrm{cm}^3}\right)^{\frac{1}{2}}\mathrm{km}\mathrm{s}^1,$$
(1)
where $`F`$ is the jet’s energy flux, $`v_{\mathrm{jet}}`$ is its speed and $`\eta `$ is a dimensionless number of order unity which distinguishes between relativistic and nonrelativistic jets. Typical compression times are of order (e.g. Elmegreen & Elmegreen, 1978)

$$\tau _{\mathrm{comp}}5\times 10^6\left(\frac{\xi }{100}\right)^{\frac{1}{2}}\left(\frac{n}{\mathrm{cm}^3}\right)^{\frac{1}{2}}\mathrm{yr},$$
(2)
where $`\xi `$ is the compression factor (of order $`^2`$ in radiative shocks, where $``$ is the Mach number of the shock). The size of the compressed region ($`\xi ^1v_{\mathrm{sh}}\tau _{\mathrm{comp}}`$) is therefore of the order of a few hundred parsecs after a few million years. A compressed clump will cool on a timescale of

$$\tau _{\mathrm{cool}}3\times 10^5\left(\frac{v_{\mathrm{sh}}}{1000\mathrm{km}\mathrm{s}^1}\right)\left(\frac{n_{\mathrm{cl}}}{100\mathrm{cm}^3}\right)^1\mathrm{yr},$$
(3)
where $`n_{\mathrm{cl}}`$ is the clump’s particle density.

A white dwarf in such a dense ISM clump is expected to accrete at a rate of (Bondi, 1952)

$$\dot{M}_{\mathrm{acc}}1.7\times 10^9\left(\frac{M_{\mathrm{WD}}}{\mathrm{M}_{}}\right)^2\left(\frac{n_{\mathrm{cl}}}{100\mathrm{cm}^3}\right)\left(\frac{T}{80\mathrm{K}}\right)^{\frac{3}{2}}\mathrm{M}_{}\mathrm{yr}^1,$$
(4)
where $`M_{\mathrm{WD}}`$ is the white dwarf’s mass and $`T`$ is the clump’s temperature. Type Ia supernovae therefore could occur in clumps in which compression increased the density by at least an order of magnitude. Equation (3), however, has another interesting consequence. Classical novae are obtained when white dwarfs accrete at rates satisfying (Prialnik & Kovetz, 1995) $`\dot{M}_{\mathrm{acc}}10^8`$ M yr-1. If a jet-induced accretion process truly occurs as suggested above, this would imply that an enhanced rate of classical novae should also be observed around AGN jets. Another unexpected observational result suggests that this may indeed be the case.

## 3 Serendipity and Classical Novae

An HST program intended to measure the proper motion of the optical jet in the active galaxy M87 revealed despite a small $`7^{\prime \prime }`$ field of view a surprising number (at least eleven) of transient stellar-like sources in the vicinity of the jet (Sparks et al., 2000), with two being very near the jet (Fig. 2). The $`U`$ magnitudes of these sources are in the range 22.6 to 25.8 (except for the brightest, to be discussed shortly). For a distance modulus to Virgo of 31.0, the implied absolute $`U`$ magnitudes are of order $`5`$ to $`10`$, those expected for classical novae. Since the six epochs of observations were approximately one year apart, the implied duration of each transient event is of the order of months. Thus, the most likely interpretation, based on both their apparent luminosities and the timescale on which they vary, is that these sources are classical novae. A preliminary statistical estimate based on the apparent nova rate near the jet suggests an enhanced rate that could be a factor of 2–10 above the average rate (200–1000 novae per year compared to the estimated 90–160; Della Valle et al., 1994; Shafter, Ciardullo & Pritchet, 2000). Since both observations and theory have previously demonstrated that classical novae result from gradual accretion onto white dwarfs (e.g. Starrfield, 1992; Truran, 1982; Warner, 1995), the potential association of an unexpectedly large number of classical novae with the jet in M87 suggests that the jet may facilitate such accretion. We should note that while the currently available data are not sufficient to draw any definitive conclusions, they do suggest a preference for the transients to lie along the jet. Interestingly, even the spatial distribution of novae in M87 in general (Shafter et al. 2000) appears to show such a tendency, albeit on larger scales (Fig. 3).

One source, observed in 1995, was found to be exceedingly luminous ($`U=21.0`$). This source is brighter by about two magnitudes than the brightest nova observed in M31 (Capaccioli et al., 1989). Livio (2000) suggested that off-center helium ignitions may produce a population of “super novae,” characterized by $`0.15`$ M of Ni and He. SN 1885A in M31 is the only event so far suspected to be such a “super nova.”

We can exclude the event being a supernova. The observation of the luminous transient was on 5 July 1995. The previous observations were WFPC2 images obtained 27 May 1995 and the following observation was the WFPC2 image set obtained 23 November 1995, i.e. 38 days earlier and 141 days later. Supernovae in elliptical galaxies are of Type Ia which at peak have an absolute magnitude $`M_U19.5`$, (Wells et al., 1994; Schaefer, 1995) or at Virgo distances, $`U11.5`$. If the event with $`U21`$ was a supernova in decline, 38 days earlier it would have been much brighter, and trivially visible on the WFPC images (which are blank both before and after). Hence, it must be “on the way up.” Even so, 141 days after maximum of a Type Ia supernova, the event would have declined from peak luminosity by only about 5 mag, so we would expect a source of around 16–17 mag in the November 1995 data. That is very much brighter than the globular clusters that are easily seen and so we can exclude the option of an undetected supernova.

## 4 Identifying the Progenitors of SNe Ia

The measurement of potentially enhanced classical nova and SN Ia rates in the vicinity of the jets of AGN, if confirmed by future studies, would provide the first means to date to determine if SNe Ia are indeed formed by gradual accretion. Such an observation would also, finally, identify the progenitors of SNe Ia. Theoretical models propose two possible candidates for the progenitor systems (Livio, 2001; Webbink, 1984; Whelan & Iben, 1973; Branch et al., 1995): (i) close, double white dwarf systems in which the white dwarfs coalesce due to the emission of gravitational wave radiation, and (ii) systems like supersoft X-ray sources or symbiotic stars, in which a single white dwarf accretes mass from a non-degenerate companion. Since the jet would simply act to enhance accretion (as traced by classical novae and SNe Ia), we could conclude that the gradual accretion onto a white dwarf in single-degenerate systems is a viable option ((ii) above).

The following natural question arises from the consideration of the preceding diagnostic of SN Ia formation: is such an enhanced circumnuclear rate suggested by the current sample of a few hundred SNe Ia? Unfortunately, such data are not available. SN hunters have long known that their tools limited their ability to detect SNe near galactic nuclei. The Shaw effect describes the loss of sensitivity of photographic plates near the centers of saturated, bright nuclei. In addition, the blurring effects of the atmosphere limit a distinction between nucleus variability and a SN to an arcsecond in angular separation. Space-based observatories like HST can discriminate SNe far closer to the nucleus. The SN Ia 2000fs was discovered only $`0.5^{\prime \prime }`$ from the nucleus. Two of the other handful of SNe found by HST were found at $`0.1^{\prime \prime }`$ from the host nucleus (Gilliland & Phillips, 1997; Beckwith et al., 2001). Future studies from space are required to expand this still meager sample. Upcoming STIS observations of M87 should address the equivalent question regarding the rates of novae.

On an even more speculative note, the suggested relation between AGN jets and enhanced rates of novae and SNe Ia (if confirmed) can also have interesting and identifiable consequences for the metallicity of the host galaxy. Since novae (especially of the O-Ne type) have metallicities that are a few tens that of the sun (Gehrz et al., 1998), and SNe Ia represent the major source of Fe-group nuclei (Thielemann et al., 2001), one prediction of a jet-induced rate enhancement is the generation of an azimuthal metallicity gradient in the galaxy. More generally, jets may be expected to enhance the metallicity in AGN cores.

We are grateful to André Martel for providing us with helpful information, and to an anonymous referee for useful comments.


text:
# 1 Motivations and notations

## 1 Motivations and notations

In ordinary quantum mechanics, a system is described by a (separable) Hilbert space over the complex numbers. The state space is given by $`\mathrm{\Sigma }=^{}/\text{ }|\mathrm{C}`$. Moreover, to any yes-no experiment $`\alpha `$ on the system corresponds a $`\mu (\alpha )\mathrm{\Sigma }`$ with $`\mu (\alpha )^{}=\mu (\alpha )`$ (a closed subspace) such that the answer “yes” is certain (i.e. the answer “no” is impossible) if and only if the state of the system is in $`\mu (\alpha )`$. Finally, the map $`\mu `$ is assumed to be surjective.

When two quantum systems are independent, Einstein, Podolsky and Rosen pointed out that no Hilbert space description for the total system is possible . As a consequence the mathematical description in the sense of Birkhoff and von Neumann  of that situation appears as a natural question. To this end, we need a generalization of the Hilbert space framework: Let $`Q`$ the set of all possible yes-no experiments on a system $`S`$ at a certain time $`t`$. Let $`\mathrm{\Sigma }`$ be a set (the state space) and $`2^\mathrm{\Sigma }`$ a set of subsets of $`\mathrm{\Sigma }`$ such that there is a surjective map $`\mu :Q`$ with the property that the answer “yes” for $`\alpha `$ is certain if and only if the state of $`S`$ is in $`\mu (\alpha )`$. Then, following Aerts , we will assume that $``$ is a p-lattice ($``$ is called the property lattice)

###### Definition 1

Let $`\mathrm{\Sigma }`$ be a set and $`2^\mathrm{\Sigma }`$. We call $``$ a p-lattice if (1) $`\mathrm{},\mathrm{\Sigma }`$, (2) $`a_\alpha `$ for any family of elements of $``$, (3) $`\{p\}`$, $`p\mathrm{\Sigma }`$.

###### Remark 1

A p-lattice is a complete atomistic lattice (say ca lattice). The set of atoms is given by $`\{\{p\};p\mathrm{\Sigma }\}`$. A complete atomistic ortho-lattice (say cao-lattice) is ortho-isomorphic to the p-lattice $`\{a\mathrm{\Sigma };a^{}=a\}`$, where $`\mathrm{\Sigma }`$ is the set of atoms.

(1) Define $`I`$ the trivial yes-no experiment by: “Do nothing on $`S`$ and answer yes”, and $`O=I^{}`$, that is $`I`$ with answers “yes” and “no” inverted. Then clearly $`\mu (O)=\mathrm{}`$ and $`\mu (I)=\mathrm{\Sigma }`$. (2) Further, let $`\alpha _i`$ be a family of yes-no experiments on $`S`$. Define $`\pi \alpha _i`$ by: “choose freely an $`\alpha _i`$ and perform it”. Then $`\mu (\pi \alpha _i)=\mu (\alpha _i)`$. (3) Finally, for $`p\mathrm{\Sigma }`$ define $`a_p:=\{a;pa\}`$. Then $`pa_p`$ and $`\epsilon _p:=\mu ^1([a_p,\mathrm{\Sigma }])`$ is the set of certain yes-no experiments (i.e. the answer “yes” is certain) when the state of the system is $`p`$. Suppose now that $`\{p\}a_p`$. Let $`pqa_p`$. Then $`\epsilon _p\epsilon _q`$. We want to assume that when the state of the system changes, some yes-no experiments become certain and some others do not remain certain.

Finally, it is usually assumed that $``$ has an ortho-complementation. Note that there was an attempt to justify this axiom , based on the following natural symmetric anti-reflexive binary relation on $`\mathrm{\Sigma }`$:

$$pq\alpha Q;p\mu (\alpha )\text{and}q\mu (\alpha ^{})$$
(1)
where $`\alpha ^{}`$ is the same yes-no experiment as $`\alpha `$ but with switched answers. It is in general delicate to give physical arguments for this relation to induce an ortho-complementation on $``$, see .

The time evolution of a system is given by a map $`u:\mathrm{\Sigma }_{t_0}\mathrm{\Sigma }_{t_1}`$. W. Daniel  pointed out that $`u`$ must satisfy

$$u^1(b)_{t_0},b_{t_1},$$
(2)
since $`\mu (\alpha )=u^1(\mu (\beta ))`$ for any $`\beta `$ with $`\mu (\beta )=b`$, where $`\alpha `$ is the yes-no experiment on the system at time $`t_0`$ defined by: “evolve the system from time $`t_0`$ to time $`t_1`$ and perform $`\beta `$”.

###### Proposition 1

Let $`_1`$, $`_2`$ be p-lattices and $`f:\mathrm{\Sigma }_1\mathrm{\Sigma }_2`$. Assume that $`f`$ satisfies condition (2). Then $`g(a):=f(a)`$ is $``$-preserving and equals $`f`$ on the atoms.

Proof : Let $`\{a_\alpha _1\}_{\alpha \omega }`$, then since $`f`$ satisfies condition (2), we have $`a_\alpha `$ $`f^1(g(a_\alpha ))`$, that is $`g(a_\alpha )g(a_\alpha )`$. Moreover, since $`g`$ preserves the order, $`g(a_\alpha )g(a_\alpha )`$.

Let $`S_1`$ and $`S_2`$ be two physical systems described by two p-lattices $`_1`$ and $`_2`$. Suppose that at a given time $`t_0`$, the two systems are independent. This means that

at time $`t_0`$ any experiment on one system does not alter the state of the other system (and, in particular, that the two systems do not interact at time $`t_0`$). It is the case in many experiments, for instance before the interaction begins between two systems prepared in two independent parts of the experimental device. Let $`_{ind}`$ a p-lattice describing the physical properties of the total system $`S`$ at time $`t_0`$ (i.e. $`_{ind}`$ is the property lattice of $`S`$). Then we will assume that:

###### Definition 2

Let $`_1`$, $`_2`$ and $``$ be p-lattices. Denote by $`\mathrm{Aut}(_i)`$ the set of automorphisms of $`_i`$. We say that $``$ is (P1) if $`\mathrm{\Sigma }=\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2`$, (P2) if $`a_1\times \mathrm{\Sigma }_2\mathrm{\Sigma }_1\times a_2`$, $`a_i_i`$, (P3) if $`a_1\times \mathrm{\Sigma }_2`$ $`a_1_1`$, $`\mathrm{\Sigma }_1\times a_2`$ $`a_2_2`$, (P4) if $`\mathrm{}W_i\mathrm{Aut}(_i)`$; $`u_1\times u_2(a),a,u_iW_i`$.

We now briefly argue why these conditions are necessary (for more details see ): (P1) Since $`S_1`$ and $`S_2`$ are independent, the state of $`S`$ is a product state. (P2) Let $`\alpha _1Q_{S_1}`$, then $`\alpha _1Q_S`$ and since $`S_1`$ and $`S_2`$ are independent, $`\mu (\alpha _1)=\mu _1(\alpha _1)\times \mathrm{\Sigma }_2`$. Moreover, let $`\alpha _2Q_{S_2}`$. Perform $`\alpha _1`$ then $`\alpha _2`$ or $`\alpha _2`$ then $`\alpha _1`$ or both simultaneously. Denote this experiment as $`E`$. It has four possible outcomes: $`yy`$, $`yn`$, $`ny`$ and $`nn`$. Let $`\alpha _1\times \alpha _2`$ be the yes-no experiment on $`S`$ defined by: “perform $`E`$ and answer “yes” if one gets $`yy`$, $`yn`$ or $`ny`$ and “no” if one gets $`nn`$”. Then, since $`S_1`$ and $`S_2`$ are independent, $`\mu (\alpha _1)\mu (\alpha _2)=\mu (\alpha _1\times \alpha _2)`$. (P3) Let $`a_1\times \mathrm{\Sigma }_2`$ and $`\alpha \mu ^1(a_1\times \mathrm{\Sigma }_2)`$. Then the answer “yes” for $`\alpha `$ is certain if and only if the state $`p_1`$ of the first system is in $`a_1`$, so that $`\alpha Q_{S_1}`$ and so $`a_1_1`$. (P4) Suppose that $`S_1`$ and $`S_2`$ evolve from time $`t_0`$ to time $`t_1`$ without interacting. Then the evolution of the total system is given by $`u_1\times u_2`$ where $`u_i`$ is the evolution map of system i and P4 is equivalent to condition (2). Of course, in general, not any automorphism of $`_i`$ represents a possible evolution of system i. But any automorphism of $`_i`$ can be interpreted as a passive action on system i, and therefore P4 should hold for any automorphism of $`_i`$. Moreover, if $`_i=\mathrm{P}(_i)`$ the lattice of closed subspaces of a Hilbert space, we must restrict to unitary maps. Finally, remark that if $`u_iW_iu_i^1W_i`$, then

$$(P4)u_1\times u_2\text{is an isomorphism of},u_iW_i.$$

Assume now that $`_1`$, $`_2`$ and $``$ are cao-lattices. Note $`\mathrm{\Sigma }_i`$ ($`\mathrm{\Sigma }`$) the atom space of $`_i`$ (of $``$) and $`_i`$ ($``$) the orthogonality relation on $`\mathrm{\Sigma }_i`$ (on $`\mathrm{\Sigma }`$). Then we assume that (P5) $`p_1_1q_1`$ or $`p_2_2q_2(p_1,p_2)(q_1,q_2)`$.

This assumption comes from relation (1): let $`p_1,q_1\mathrm{\Sigma }_1`$ be two orthogonal states of $`S_1`$, that is there exists $`\alpha Q_{S_1}`$ such that $`p_1\mu (\alpha )`$ and $`q_1\mu (\alpha ^{})`$. Let $`r_2,s_2\mathrm{\Sigma }_2`$ be two arbitrary states of $`S_2`$. Since $`\alpha `$ is a question on $`S`$ and $`S_1`$ and $`S_2`$ are independent, from (1) we ask that $`(p_1,r_2)(q_1,s_2)`$ for all $`r_2,s_2\mathrm{\Sigma }_2`$ and $`p_1_1q_1\mathrm{\Sigma }_1`$. But again, it is delicate to give physical arguments for this relation to induce an ortho-complementation on $`_{ind}`$ (see ).

###### Remark 2

Conditions P1 to P5 can easily be generalized for $`n`$ independent quantum systems. P2 then reads $`a_1\times \mathrm{\Sigma }_2\times \mathrm{\Sigma }_3\mathrm{}\mathrm{\Sigma }_1\times a_2\times \mathrm{\Sigma }_2\mathrm{}`$, P3: $`a_1\times \mathrm{\Sigma }_2\times \mathrm{\Sigma }_3\mathrm{}a_1_1\mathrm{}`$ and P5: ($`j`$ with $`p_j_jq_j)(p_1,\mathrm{},p_n)(q_1,\mathrm{},q_n)`$.

## 2 Results

In the eighties, D. Aerts proposed a model for $`_{ind}`$, called the separated product . His approach was to give explicitly, from $`Q_1`$ and $`Q_2`$, the set $`Q`$ of all possible yes-no experiments on the total system. The separated product is defined as follows:

###### Definition 3

Let $`_1`$ and $`_2`$ be cao-lattices. (1) Let $`p,q\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2`$, $`p\mathrm{\#}qp_1q_1`$ or $`p_2q_2`$, (2) $`_1_2:=\{a\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2;a^{\mathrm{\#}\mathrm{\#}}=a\}`$ .

###### Remark 3

First $`_1_2`$ is a cao-lattice . Second, let $`p\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2`$, then $`p^\mathrm{\#}=p_1^_1\times \mathrm{\Sigma }_2\mathrm{\Sigma }_1\times p_2^_2`$.

In section 4, we will prove the following results (we say that $`W_i\mathrm{Aut}(_i)`$ is transitive if $`p,q\mathrm{\Sigma }_i`$, $`u_iW_i`$; $`u_i(p)=q`$, and $`_i`$ are Hilbert spaces over the complex numbers).

###### Theorem 1

Let $`_i=\mathrm{P}(_i)`$ (with $`\mathrm{dim}(_i)>1`$) and $``$ be a cao-lattice. Let $`U(_i)`$ the group of unitary maps on $`_i`$. Then, $``$ is P1, P2, P3 and P4 with $`W_i=U(_i)`$ $``$ $``$ does not have the covering property and $``$ is not ortho-modular.

###### Theorem 2

Let $`_1`$, $`_2`$ and $``$ be cao-lattices. Suppose that $`\mathrm{Aut}(_i)`$ is transitive. Then, $``$ is P1, P2, P3, P4 with $`W_i`$ transitive and P5 $``$ $`=_1_2`$.

###### Theorem 3

Let $`_i=\mathrm{P}(_i)`$ and $``$ be a cao-lattice. Then, $``$ is P1, P2, P3 and (P4\*) $`u_1\times u_2`$ is an ortho-isomorphism of $``$, $`u_iU(_i)`$ $``$ $`=_1_2`$.

Finally, in section 5 we prove that for $`_i=\mathrm{P}(_i)`$, axioms P2, P3, P4 with $`W_i=U(_i)`$ and P5 are independent.

Theorem 1 asserts that no Hilbert space description is possible for two independent quantum systems. Aerts proved a similar result for the separated product  (see also ) and more generally for independent systems in  (see also ).

Assumption P4\* may appear natural for $`u_i`$ ortho-isomorphisms, but, again, its physical justification is delicate: if the ortho-complementation of $`_{ind}`$ is induced by (1), and if two final states are orthogonal at time $`t_1`$ then the yes-no experiment: “evolve the system from time $`t_0`$ to time $`t_1`$ and perform $`\alpha `$” makes the two initial states at time $`t_0`$ orthogonal.

The separated product has been investigated in . It is proved that $`_1_2`$ is irreducible $``$ $`_1`$ and $`_2`$ are irreducible. Moreover, if $`_1`$ and $`_2`$ have the covering property, atomic endomorphisms (join-preserving maps sending atoms to atoms, that is evolution maps) preserve irreducible components and factor through the components: let $``$ be an irreducible cao-lattice having the covering property

and let $`f`$ be an atomic endomorphism of $``$ with the image not contained in $``$. Then there exist two atomic endomorphisms $`f^i`$ of $``$ and a permutation $`\sigma `$ such that $`f=\sigma (f^1\times f^2)`$ on the atoms.

## 3 Discussion and further questions

Consider two quantum systems described by $`_1=_2=\text{ }|\mathrm{C}^2`$ (two q-bits). In ordinary quantum mechanics, the evolution is given by a unitary map $`u`$ on $`\text{ }|\mathrm{C}^2\text{ }|\mathrm{C}^2`$. If the two systems are initially independent, one always assumes the restriction

$$u:\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2(_1_2)^{}/\text{ }|\mathrm{C}$$

to be the evolution map from time $`t_0`$ to time $`t_1`$ ($`\mathrm{\Sigma }_i=\text{ }|\mathrm{C}^2/\text{ }|\mathrm{C}`$). This assumption together with condition (2) imposes that $`u^1(V)\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2_{t_0}`$ for any closed subspace $`V`$ of $`\text{ }|\mathrm{C}^2\text{ }|\mathrm{C}^2`$, that is $`_0:=\{V\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2;V(\text{ }|\mathrm{C}^2\text{ }|\mathrm{C}^2)^{}/\text{ }|\mathrm{C},V^{_{}_{}}=V\}_{t_0}`$, where $`_{}`$ is the orthogonality relation in the tensor product.

In proposition 6 we prove that $`_0_1_2`$ but $`_0_1_2`$ (where $`_i=\mathrm{P}(\text{ }|\mathrm{C}^2)`$). Moreover, $`_0`$ has no ortho-complementation. As a consequence, if the above description of the interacting q-bits that are initially independent is imbued with physical reality, the property lattice of independent quantum systems $`_{ind}`$ is not the separated product. Moreover, in  we have proved that in the separated product, no model is possible for two interacting quantum systems that are independent before and after the interaction takes place. Remark that this shortcoming should for most physicists surprisingly not be an argument to exclude the separated product as a candidate for $`_{ind}`$ since ordinary two-body quantum theory excludes this situation.

Nevertheless, the separated product do not allow any interaction for quantum systems that are initially independent and therefore can be excluded. Thus, as a consequence of theorem 2, the assumption that relation (1) induces an ortho-complementation on $``$ is wrong for independent quantum systems. The question that follows naturally is whether it is possible for independent quantum systems to assume that $``$ is ortho-complemented. In proposition 5, we give an example of a cao-lattice $`^5`$ that satisfies properties P1 to P4 but not P5. But as a p-lattice, $`^5`$ is equal to the separated product. As a consequence, we propose the following question:

###### Question 1

Let $`_1=_2=\mathrm{P}(\text{ }|\mathrm{C}^2)`$. Does there exist a cao-lattice $``$ that is P1, P2, P3 and P4 with $`W_1=W_2=U(\text{ }|\mathrm{C}^2)`$ and as a p-lattice $`_1_2`$?

## 4 Proofs

Proof of Theorem 1: (1) Let $``$ be a cao-lattice. Let $`𝒵()`$ denote the center of $``$, and for an atom $`p`$, let $`𝒵(p)`$ be the central cover of $`p`$. Let $`pq`$ be two atoms. Recall that if $``$ has the covering property, then $`𝒵(p)=𝒵(q)pq\{p,q\}`$ (see  or ).

Let $`p,q\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2`$ with $`p_1q_1`$ and $`p_2q_2`$. Then by P2 (we drop the subscripts $`_1`$ and $`_2`$ when no confusion can occur),

$$\begin{array}{ccc}pq\hfill & =\hfill & \left[p_1\times \mathrm{\Sigma }\mathrm{\Sigma }\times p_2\right]\left[q_1\times \mathrm{\Sigma }\mathrm{\Sigma }\times q_2\right]\hfill \\ & \hfill & \left[p_1\times \mathrm{\Sigma }\mathrm{\Sigma }\times q_2\right]\left[q_1\times \mathrm{\Sigma }\mathrm{\Sigma }\times p_2\right]\hfill \\ & =\hfill & \left[p_1\times \mathrm{\Sigma }\mathrm{\Sigma }\times q_2\right]\left[q_1\times \mathrm{\Sigma }\mathrm{\Sigma }\times p_2\right]\hfill \\ & =\hfill & \{p,q\}.\hfill \end{array}$$
(3)
Suppose that $``$ has the covering property. Let $`p`$ be an atom of $``$. By (3), we can assume that $`𝒵(p)=r\times b`$, where $`r`$ is an atom and $`b\mathrm{\Sigma }_2`$. But by P4, for any $`uW_1\times W_2`$, $`u(𝒵(p))𝒵()`$, and therefore, since $`W_i`$ are transitive, $`r\times \mathrm{\Sigma }𝒵(),r\mathrm{\Sigma }_1`$. Thus, by P3, $`_1=2^{\mathrm{\Sigma }_1}`$, which is a contradiction.

(2) Suppose that $``$ is ortho-modular. Then $`pq=\{p,q\}`$ $`pq`$ or $`p=q`$ (see  or ). Thus by (3), $`p^{}p_1^c\times p_2^c`$ (where $`p_1^c=\mathrm{\Sigma }_1\backslash p_1`$), $`p\mathrm{\Sigma }`$. Let $`uW_1\times W_2`$, then by P4 $`u(p^{})`$ is a coatom and so $`u(p^{})u_1(p_1)^c\times u_2(p_2)^cg_u(p)_1^c\times g_u(p)_2^c`$ where $`g_u(p)=u(p^{})^{}`$. As a consequence, $`u(p^{})=u(p)^{}`$ $`uW_1\times W_2`$ and $`p\mathrm{\Sigma }`$ (see the proof of theorem 2, part 1) and by theorem 3, $`=_1_2`$. Finally, it is known that if $`_1_2`$ is ortho-modular, then $`_i=2^{\mathrm{\Sigma }_i}`$ for $`i=1`$ or 2 (see  or ).

Proof of Theorem 2: $``$: Let $`a_i\mathrm{\Sigma }_i`$. Then, by Definition 3,

$$(a_1\times \mathrm{\Sigma })^{\mathrm{\#}\mathrm{\#}}=(a_1^{}\times \mathrm{\Sigma })^\mathrm{\#}=a_1^{}\times \mathrm{\Sigma }$$

and

$$[a_1\times \mathrm{\Sigma }\mathrm{\Sigma }\times a_2]^{\mathrm{\#}\mathrm{\#}}=(a_1^{}\times a_2^{})^\mathrm{\#}=a_1^{}\times \mathrm{\Sigma }\mathrm{\Sigma }\times a_2^{}.$$

Finally, put $`W_i=\mathrm{Aut}(_i)`$. Let $`u_1\times u_2W_1\times W_2`$ and $`p\mathrm{\Sigma }`$. Then

$$u_1\times u_2(p^\mathrm{\#})=u_1(p_1^{})\times \mathrm{\Sigma }\mathrm{\Sigma }\times u_2(p_2^{})_1_2.$$

$``$: (0) Remark that P2 $`p^\mathrm{\#},p\mathrm{\Sigma }`$. (1) Let $`p\mathrm{\Sigma }`$, define $`p_\mathrm{\#}:=\{q\mathrm{\Sigma };q^\mathrm{\#}p^{}\}`$. Then by P3 and P4, $`|p_\mathrm{\#}|1`$, $`p\mathrm{\Sigma }`$. Indeed, suppose that $`|p_\mathrm{\#}|>1`$. Let $`p_{\mathrm{\#}1}:=\{q_1\mathrm{\Sigma }_1;q_1\times \mathrm{\Sigma }p^{}\}`$ and, for $`r\mathrm{\Sigma }_1`$,

$$C_r(p^{}):=r\times \mathrm{\Sigma }p^{}\backslash p_{\mathrm{\#}1}\times \mathrm{\Sigma }.$$

So

$$p^{}=p_{\mathrm{\#}1}\times \mathrm{\Sigma }\underset{r\mathrm{\Sigma }_1\backslash p_{\mathrm{\#}1}}{}C_r(p^{}).$$

Suppose for instance that $`p_{\mathrm{\#}1}_1`$. Let $`u_0W_1`$. We have

$$\begin{array}{c}\{u_0\times u(p^{});uW_2\}\hfill \\ =\left\{u_0(p_{\mathrm{\#}1})\times \mathrm{\Sigma }\underset{r\mathrm{\Sigma }_1\backslash p_{\mathrm{\#}1}}{}u_0(r)\times u(C_r(p^{})_2);uW_2\right\}\hfill \\ =u_0(p_{\mathrm{\#}1})\times \mathrm{\Sigma }\underset{r\mathrm{\Sigma }_1\backslash p_{\mathrm{\#}1}}{}u_0(r)\times \underset{uW_2}{}u(C_r(p^{})_2).\hfill \end{array}$$

By definition, for any $`r\mathrm{\Sigma }_1\backslash p_{\mathrm{\#}1}`$, $`s\mathrm{\Sigma }_2;C_r(p^{})_2s^c:=\mathrm{\Sigma }_2\backslash s`$. As a consequence, since by assumption $`W_2`$ is transitive,

$$\underset{uW_2}{}u(C_r(p^{})_2)\underset{uW_2}{}u(s)^c=\mathrm{}.$$

By P4, we have that $`u_0(p_{\mathrm{\#}1})\times \mathrm{\Sigma }`$, and by P3, $`u_0(p_{\mathrm{\#}1})_1`$, which is a contradiction since by assumption $`p_{\mathrm{\#}1}_1`$. Thus we have proved that

$$p^\mathrm{\#}q^\mathrm{\#}=\mathrm{},pq.$$
(4)
(2) By P5 $`p^\mathrm{\#}p^{}`$, $`p\mathrm{\Sigma }`$, that is $`pp^\mathrm{\#}`$. As a consequence, (4) implies that $`p^\mathrm{\#}=\{p\}`$, $`p\mathrm{\Sigma }`$.

Proof of Theorem 3: Denote $`U(_i)`$ by $`W_i`$. First, since $`W_i`$ are transitive, P4\*$`\{r^\mathrm{\#};r\mathrm{\Sigma }\}=\mathrm{\Sigma }`$. Let $`pq^\mathrm{\#}`$ and let $`G_p:=\{uW_1\times W_2;u(p)=p\}`$. Then, by P4\*, $`pu(q)^\mathrm{\#}`$, $`uG_p`$, thus by (4), $`u(q)=q`$, $`uG_p`$, that is, if $`\mathrm{dim}(_i)3`$ for $`i=1`$ and 2, $`q=p`$ and by (4), $`p^\mathrm{\#}=\{p\}`$, $`p\mathrm{\Sigma }`$. The case where $`_1=\text{ }|\mathrm{C}^2`$ or $`_2=\text{ }|\mathrm{C}^2`$ is a simple extension.

## 5 Examples with $`_1=_2=\mathrm{P}(\text{ }|\mathrm{C}^2)`$

Let $`_1=_2=\mathrm{P}(\text{ }|\mathrm{C}^2)`$ the lattice of subspaces of $`\text{ }|\mathrm{C}^2`$ and $`U(\text{ }|\mathrm{C}^2)`$ the group of unitary maps on $`\text{ }|\mathrm{C}^2`$. Then $`\mathrm{\Sigma }_i=\text{ }|\mathrm{C}_{}^{2}{}_{}{}^{}/\text{ }|\mathrm{C}`$. We give four examples $`^2,\mathrm{}^5`$ of cao-lattices such that $`^j`$ satisfies properties P1 to P4 (with $`W_i=W_i^j`$) and P5 but not property $`\mathrm{Pj}`$, where $`W_i^2=W_i^3=U(\text{ }|\mathrm{C}^2)`$, $`W_i^5=\mathrm{Aut}(\mathrm{P}(\text{ }|\mathrm{C}^2))`$ and $`W_i^4`$ is transitive. Finally, we give an example of a p-lattice $`_0`$ that is not ortho-complemented and satisfies properties P1, P2, P3 and P4 with $`W_i=\mathrm{Aut}(\mathrm{P}(\text{ }|\mathrm{C}^2))`$ and $`_0_1_2`$.

$`^j:=\{a\mathrm{\Sigma }=\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2;a^{_j_j}=a\}`$ where $`_j`$ is an orthogonality relation, that is an anti-reflexive symmetric separating (i.e. $`p^{_j_j}=p`$, $`p\mathrm{\Sigma }`$) binary relation on $`\mathrm{\Sigma }`$.

For $`q\mathrm{\Sigma }_i`$, we denote $`C(q):=\{r\mathrm{\Sigma }_i;|Q,R|=\sqrt{3}/2\}`$ where $`Qq`$, $`Rr`$ and $`|Q|=|R|=1`$. Finally, remark that for $`uU(\text{ }|\mathrm{C}^2)`$, $`u(C(q))=C(u(q))`$.

###### Lemma 1

Let $`_1`$, $`_2`$ be cao-lattices and $``$ a p-lattice. (1) Suppose that $``$ is P1. Then $``$ is P2 $`p^\mathrm{\#},p\mathrm{\Sigma }`$. (2) Let $``$ be an anti-reflexive symmetric binary relation on $`\mathrm{\Sigma }=\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2`$. If $`p^\mathrm{\#}p^\mathrm{\#}`$, $`p\mathrm{\Sigma }`$, then $``$ is an orthogonality relation.

Proof : (1) $``$ : follows from P2 by definition. $``$ : If $`p^\mathrm{\#}`$, $`p\mathrm{\Sigma }`$, then $`_1_2`$, so by Theorem 2, $``$ is P2.

(2) Let $`p\mathrm{\Sigma }`$, then

$$p^{}=(\{q^\mathrm{\#};pq^\mathrm{\#}\})^{}=\{q^\mathrm{\#};pq^\mathrm{\#}\}=p,$$

because for any $`a\mathrm{\Sigma }`$, $`a^{}=a^{}`$.

###### Lemma 2

Let $`_1`$, $`_2`$ and $``$ be cao-lattices. Suppose that $``$ is P1. If $`p_{\mathrm{\#}i}_i`$, $`p\mathrm{\Sigma }`$ and $`i=1,2`$, then $``$ is P3 (where $`p_{\mathrm{\#}i}`$ is defined in the proof of Theorem 2).

Proof : Since by assumption $`p_{\mathrm{\#}1}_1`$, $`p\mathrm{\Sigma }`$, if $`a\times \mathrm{\Sigma }=\{p^{};a\times \mathrm{\Sigma }p^{}\}`$, then $`a_1`$.

###### Proposition 2

For $`p\mathrm{\Sigma }=\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2`$, define $`p^_2:=p^\mathrm{\#}C(p_1)\times C(p_2)`$. Then $`^2`$ is a cao-lattice and $`^2`$ is P3, P4 with $`W_i=U(\text{ }|\mathrm{C}^2)`$ and P5 but not P2.

Proof : (1) We check that $`_2`$ is an orthogonality relation: (i) By definition, $`_2`$ is anti-reflexive. (ii) Since $`qC(p)pC(q)`$, $`_2`$ is symmetric. (iii) Finally

$$(p_1^{}\times \mathrm{\Sigma })^_2=\underset{q\mathrm{\Sigma }_2}{}(p_1^{},q)^_2\underset{q\mathrm{\Sigma }_2}{}p_1\times \mathrm{\Sigma }\mathrm{\Sigma }\times q^c=p_1\times \mathrm{\Sigma },$$
(5)
thus $`p^{_2_2}=p`$, $`p\mathrm{\Sigma }`$.

(2) By definition, $`^2`$ is P5 and P4 with $`W_i=U(\text{ }|\mathrm{C}^2)`$, since $`u(p^_2)=u(p)^\mathrm{\#}C(u_1(p_1))\times C(u_2(p_2))=u(p)^_2`$. By lemma 2, $`^2`$ is P3.

(3) Finally, $`^2`$ is not P2 because, $`p^\mathrm{\#}^2`$. Indeed, by (5), $`p^{\mathrm{\#}_2}=p`$ so that $`p^{\mathrm{\#}_2_2}=p^_2p^\mathrm{\#}`$. Remark that $`^2`$ is not P2 also as a consequence of Theorem 2 or Theorem 3.

###### Proposition 3

For $`p\mathrm{\Sigma }=\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2`$, define $`p^_3:=p^\mathrm{\#}C(p_1)\times \mathrm{\Sigma }_2\mathrm{\Sigma }_1\times C(p_2)`$. Then $`^3`$ is a cao-lattice and $`^3`$ is P2, P4 with $`W_i=U(\text{ }|\mathrm{C}^2)`$ and P5 but not P3.

Proof : (1) For the same reasons as in Proposition 2, $`_3`$ is anti-reflexive and symmetric and $`^3`$ is P4 with $`W_i=U(\text{ }|\mathrm{C}^2)`$. By part (2) and Lemma 1, $`_3`$ is an orthogonality relation. By definition, $`^3`$ is P5.

(2) $`^3`$ is P2: Indeed, let $`\mathrm{\Omega }=C(p_1^{})\times C(p_2^{})`$, then

$$\begin{array}{ccc}p^{\mathrm{\#}_3_3}\hfill & \hfill & \{q^_3=(q_1^{}C(q_1))\times \mathrm{\Sigma }\mathrm{\Sigma }\times (q_2^{}C(q_2));q\mathrm{\Omega }\}\hfill \\ & =\hfill & \underset{\omega \mathrm{\Omega }}{}\underset{q\omega }{}\{q_1^{}C(q_1)\}\times \underset{r\mathrm{\Omega }\backslash \omega }{}\{r_2^{}C(r_2)\}=p^\mathrm{\#},\hfill \end{array}$$

since if $`qrsqC(p_i^{})`$, then $`C(q)C(r)C(s)=\{p_i^{}\}`$.

(3) By definition, $`|p_\mathrm{\#}|>1`$, thus $`^3`$ is not P3 (see the proof of Theorem 2, part 1). Remark that $`^3`$ is not P3 also as a consequence of Theorem 2 or Theorem 3.

###### Proposition 4

Let $`A_i\mathrm{\Sigma }_1`$ and $`g_i:A_i\mathrm{\Sigma }=\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2`$ be bijections ($`i=1,2,3,4`$) such that $`A_iA_j=\mathrm{}`$ and $`A_1\mathrm{}A_4=\mathrm{\Sigma }_1`$. Suppose moreover that $`i`$,

$$g_i(p)(p,p)^\mathrm{\#}=\mathrm{}pA_i.$$
(6)
Define $`f:\mathrm{\Sigma }\mathrm{\Sigma }\{\mathrm{\Sigma }\}`$ by $`f(p)=\mathrm{\Sigma }`$ if $`p_1p_2`$ and $`f(p,p)=g_i(p)`$ if $`pA_i`$. Put

$$p^_4:=p^\mathrm{\#}f(p)^\mathrm{\#}f^1(p^\mathrm{\#}).$$

Then, $`^4`$ is a cao-lattice, $`^4`$ is P2, P3 and P5 but not P4 for any transitive $`W_i`$.

Proof : We want $`^4`$ to be P2, P3 and P5 but different from $`_1_2`$ so that by Theorem 2, $`^4`$ is not P4. By P5, $`p^_4=p^\mathrm{\#}a_p`$ where $`a_p\mathrm{\Sigma }`$. So $`a_p\mathrm{}`$ at least for one $`p`$. Since we want $`^4`$ to be P2, there must be at least one $`rp`$ with $`p^\mathrm{\#}r^_4`$. Further, since $`_4`$ must be symmetric, $`r(p_1^{},y)^_4,(x,p_2^{})^_4`$ for any $`x`$ and $`y`$. In this example we choose to add one additional coatom of the separated product only to the ortho-complement of symmetric atoms (i.e. of the form $`(p,p)`$).

(1) By assumption (6), $`_4`$ is anti-reflexive. Further, let $`qf(p)^\mathrm{\#}`$, then $`pf^1(q^\mathrm{\#})`$ and if $`qf^1(p^\mathrm{\#})`$ then $`pf(q)^\mathrm{\#}`$. Thus $`_4`$ is symmetric.

(2) $`^4`$ is P2: $`p^\mathrm{\#}q^_4q=p`$ or $`qf^1(p)`$. Let $`\omega f^1(p)`$ (note that $`|f^1(p)|=4`$). Since the atoms in $`\omega `$ are symmetric, if $`w`$ has more than two elements, then

$$\underset{q\omega }{}q^\mathrm{\#}=\mathrm{}\text{thus}\underset{q\omega }{}f^1(q^\mathrm{\#})=f^1(_{q\omega }q^\mathrm{\#})=\mathrm{}.$$

Moreover, since the inverse image by $`f`$ of an atom contains only symmetric atoms,

$$\underset{q\omega }{}f^1(q^\mathrm{\#})\underset{qf^1(p)\backslash \omega }{}q^\mathrm{\#}=\mathrm{}$$

if $`\omega `$ has two elements. As a consequence,

$$\underset{qf^1(p)}{}q^_4=p^\mathrm{\#},p\mathrm{\Sigma }.$$

Thus, by Lemma 1, $`^4`$ is a cao-lattice and $`^4`$ is P2.

(3) $`^4`$ is P3: let $`r^{}s^{}\mathrm{\Sigma }_1`$. Then $`\{r^{},s^{}\}\times \mathrm{\Sigma }q^_4(q=(r,r)`$ and $`f(r)_1=s)`$ or $`(q=(s,s)`$ and $`f(s)_1=r)`$. But

$$f^1((r,r)^\mathrm{\#})f^1((s,s)^\mathrm{\#})f^1(r^{},s^{})\mathrm{}$$

thus $`\{r^{},s^{}\}\times \mathrm{\Sigma }^4`$.

(4) By definition, $`^4`$ is P5 and $`^4_1_2`$, so that by Theorem 2, $`^4`$ is not P4 for any transitive $`W_i`$.

###### Example 1

Let $`h:\mathrm{\Sigma }_1\mathrm{\Sigma }_1`$ be defined by $`h(p)=p^{}`$. Let $`E_1,\mathrm{}E_4\mathrm{\Sigma }_1`$ (non countable) with $`E_iE_j=\mathrm{}`$ if $`ij`$, $`_{i=1}^4E_i=\mathrm{\Sigma }_1`$ and $`h(E_j)=E_{(j+2)}`$ where $`(.)=.1\mathrm{mod4}+1`$.

Let $`A_i^k\mathrm{\Sigma }_1`$ ($`i,k=1\mathrm{}4`$) with $`A_i^kA_j^k=\mathrm{}`$ if $`ij`$ and $`_{i=1}^4A_i^k=E_k`$. Moreover let

$$g_i^k:A_i^kE_k\times E_kE_k\times E_{(k+1)}E_{(k+1)}\times E_kE_{(k+1)}\times E_{(k+3)}$$

be bijections.

Define $`A_i=_{k=1}^4A_i^k`$ and $`g_i:A_i\mathrm{\Sigma }`$ by $`g_i(p)=g_i^k(p)`$ if $`pA_i^k`$. Then $`\{(A_i,g_i)\}_{i=1\mathrm{}4}`$ satisfies all conditions of Proposition 4.

###### Proposition 5

Let $`f`$ be a bijection of $`\mathrm{\Sigma }_1`$ with (i) $`fid`$ (ii) $`f^1(p^{})=f(p)^{}`$ (iii) $`f(p)p^{}`$, $`p\mathrm{\Sigma }_1`$. Define $`p^_5=(f\times f)(p)^\mathrm{\#}`$ $`p\mathrm{\Sigma }`$. Then $`^5`$ is a cao-lattice and $`^5`$ is P2, P3 and P4 with $`W_i=\mathrm{Aut}(\mathrm{P}(\text{ }|\mathrm{C}^2))`$, but $`^5`$ is not P5.

Proof : (1) By assumption (iii), $`_5`$ is anti-reflexive and by assumption (ii), $`_5`$ is symmetric. Moreover, since $`f\times f`$ is bijective, by Lemma 1, $`^5`$ is a cao-lattice and $`^5`$ is P2. As a p-lattice, $`^5=_1_2`$, so that $`^5`$ is P3 and P4 with $`W_i=\mathrm{Aut}(\mathrm{P}(\text{ }|\mathrm{C}^2))`$.

(2) By assumption (i), $`^5`$ is not P5.

###### Example 2

For $`q\mathrm{\Sigma }_1`$, write $`q=\text{ }|\mathrm{C}(r,c(r)\mathrm{e}^{\mathrm{i}\theta })`$, with $`r[0,1]`$ and $`c(r)=\sqrt{1r^2}`$. Define for $`r0,1`$ and $`\theta [0,\pi [`$, $`f(q):=\text{ }|\mathrm{C}(r^2,c(r^2)\mathrm{e}^{\mathrm{i}\theta })`$, for $`\theta [\pi ,2\pi [`$, $`f(q):=\text{ }|\mathrm{C}(\sqrt{1c(r)},`$ $`(1r^2)^{1/4}\mathrm{e}^{\mathrm{i}\theta })`$, $`f(\text{ }|\mathrm{C}(1,0)):=\text{ }|\mathrm{C}(1,0)`$ and $`f(\text{ }|\mathrm{C}(0,1)):=\text{ }|\mathrm{C}(0,1)`$. Then $`f`$ is a bijection that satisfies conditions (i) to (iii).

###### Proposition 6

Let $`_0:=\{V\mathrm{\Sigma }=\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2;V(\text{ }|\mathrm{C}^2\text{ }|\mathrm{C}^2)^{}/\text{ }|\mathrm{C},V^{_{}_{}}=V\}`$ where $`_{}`$ is the orthogonality relation in the tensor product. Then $`_0`$ is a p-lattice, $`_0`$ is P1, P2, P3 and P4 with $`W_i=\mathrm{Aut}(\mathrm{P}(C^2))`$ and $`_0`$ is not ortho-complemented.

Proof : (1) $`a_0a_1_2`$ or $`a=\{p,q,r\}`$ with $`p,q,r\mathrm{\Sigma }`$ and $`p_iq_ir_ip_i`$ for $`i=1,2`$. First, $`a_1_2a=\mathrm{},\mathrm{\Sigma },p,p^\mathrm{\#},p_1\times \mathrm{\Sigma },\mathrm{\Sigma }\times p_2`$ or $`\{p,q\}`$ where $`p,q\mathrm{\Sigma }`$, $`p_1q_1`$ and $`p_2q_2`$ .

Let $`V(\text{ }|\mathrm{C}^2\text{ }|\mathrm{C}^2)^{}/\text{ }|\mathrm{C}\text{with}V^{_{}_{}}=V`$, and $`x=V\mathrm{\Sigma }`$. Let $`k=\mathrm{dim}(x)`$ where $`x`$ is the subspace of $`\text{ }|\mathrm{C}^2\text{ }|\mathrm{C}^2`$ spanned by $`x`$ and let $`a=\{p^1,\mathrm{}p^kx\}`$ be a basis of $`x`$. Remark that since $`x^{_{}}=a^{_{}}`$, $`x^\mathrm{\#}=a^\mathrm{\#}`$ and so $`x^{\mathrm{\#}\mathrm{\#}}=a^{\mathrm{\#}\mathrm{\#}}`$. If $`k=1`$, then $`x_1_2`$. If $`k=2`$, then either $`p_1^1=p_1^2`$ or $`p_2^1=p_2^2`$ or $`p_i^1p_i^2`$ for $`i=1,2`$. As a consequence, $`a^{\mathrm{\#}\mathrm{\#}}x`$ and so $`x_1_2`$. Finally, if $`k=3`$, either $`a^{\mathrm{\#}\mathrm{\#}}`$ is a coatom of $`_1_2`$ and so $`a^{\mathrm{\#}\mathrm{\#}}x`$, or $`p_i^1p_i^2p_i^3p_i^1`$ for $`i=1,2`$. But then $`x=\{p^1,p^2,p^3\}`$.

(2) $`_0`$ is not ortho-complemented: For any $`p,q,r\mathrm{\Sigma }`$ with $`p_iq_ir_ip_i`$ for $`i=1,2`$, $`\mathrm{\Sigma }`$ covers $`\{p,q,r\}`$. Suppose that $`_0`$ is ortho-complemented, note $`r^{}=\{p^1,q^1,r^1\}`$ and $`s^{}=\{p^2,q^2,r^2\}`$ with $`\{p^1,q^1,r^1\}\{p^2,q^2,r^2\}=\mathrm{}`$. Then $`rs=\mathrm{\Sigma }`$ what is a contradiction (see part 1).

Acknowledgments

I am grateful to John Harding from New Mexico State University for the example of Proposition 4 and for his kind hospitality. This work was supported by the Swiss National Science Foundation and by the Fonds Birkigt (Geneva).

REFERENCES

*  D. Aerts: Found. Phys. 12 (1982), 1131-1170.
 D. Aerts: Helv. Phys. Acta 57 (1984), 421-428.
 G. Birkhoff and J. von Neumann: Ann. Math. 37 (1936), 823-843.
 W. Daniel: Helv. Phys. Acta 62 (1989), 941-968.
 A. Einstein, B. Podolsky and M. Rosen: Phys. Rev. 47 (1935), 777-780.
 B. Ischi: Internat. J. Theoret. Phys. 39 (2000), 2559-2581.
 B. Ischi: Found. Phys. Lett. 14 (2001), 501-518.
 F. Maeda and S. Maeda: Theory of Symmetric Lattices, Springer, Berlin 1970.


text:
# Parton Distribution Functions suitable for Monte-Carlo event generators

## 1 Introduction

The standard factorization theorems  of QCD only give predictions for inclusive cross sections. In Monte-Carlo (MC) event generators we generate complete events and implement QCD predictions for the detailed structure of the final state, therefore it is important to get both the inclusive cross section and the exclusive cross sections right.

For inclusive cross sections, there is freedom in choosing the factorization scheme that defines the parton distribution functions (pdfs). But one of us has shown  that this is not the case in MC event generators; the specific showering algorithm used in a particular event generator entails a particular definition of the pdfs that should be used in the event generator.111 See the Note Added at the end of the paper for earlier work on the same idea.  In this paper we first expand these arguments, showing how they are related to the requirement of obtaining correct exclusive cross sections.

We then present and analyze the results of calculations for pdfs that are appropriate to the algorithm of Bengtsson, Sjöstrand and van Zijl , as is used, for example, in the event generators PYTHIA and RAPGAP. In order to reach the next-to-leading order (NLO) accuracy in both the inclusive and the exclusive cross sections, it is important to use the correct pdfs and the correspondingly determined NLO hard scattering coefficients. As an example, we show that in the DIS $`F_2`$ calculation, using $`\overline{\mathrm{MS}}`$ pdfs instead of the correct ones for the specific event generator introduces an error of roughly $`40\%`$ at small $`x`$. This can, of course, substantially affect the phenomenology.

## 2 Factorization Schemes and Parton Distribution Functions in Monte-Carlo event generators

### 2.1 Factorization theorem and Monte-Carlo event generators

The factorization theorem states that appropriate inclusive cross sections with a large transverse momentum $`Q`$ are given  (to the leading power in $`Q`$) by a hard scattering coefficient convoluted with pdfs. Each hard scattering coefficient is infrared safe, calculable in perturbation theory and independent of the external hadron. The pdfs contain all the infrared sensitivity of the original cross section, they are external-hadron specific and are independent of the particular hard scattering process.

For inclusive cross sections, it is well known that there is some freedom in choosing the prescription by which the pdfs are defined. A set of rules that makes the choices is called a ‘factorization scheme’. Such a scheme both defines the pdfs and implies a rule for unambiguously calculating the hard scattering coefficients.

It might be concluded that this also applies to the hard scattering coefficients in an MC event generator. As shown by one of us , this is not in fact the case, and we will now review the reasoning.222This implies that we disagree with the reasoning about NLO corrections to event generators that assumes an opposite conclusion, as in Refs. .

An MC event generator calculates the exclusive components of the cross section, by using a combination of perturbatively calculated quantities for the larger scales and suitable modeling for the nonperturbative physics. The perturbative part consists of hard-scattering coefficients and evolution kernels. For the idea of computing NLO (and even higher order) corrections to make practical sense, the perturbative expansions of the hard scattering coefficients and the evolution kernels must be free of logarithms of large ratios of kinematic variables.

Since the cross section being computed is exclusive rather than inclusive, the reasoning leading to the factorization theorem for inclusive processes does not directly apply, and more general arguments are mandatory . Now a pdf $`f_i(x)`$ is essentially the number density of partons of flavor $`i`$ and fractional longitudinal momentum $`x`$ with an integral over transverse momentum and virtuality. An examination  of the derivation of the event generator algorithms shows that the form of this integral and its cutoff at large transverse momentum and virtuality are determined by the showering algorithm. For example, if the Bengtsson-Sjöstrand algorithm of Ref.  is used for the kinematics of the initial-state parton, then the pdf is

$$f_i(x)=d^4k\delta (xk(k+q)/pq)\theta (Q^2|k^2|)L(k,p),$$
(1)
where $`L(k,p)`$ is a two-particle correlation function of two partons in the target hadron, Fig. 1. The delta function gives the definition of the longitudinal fractional momentum variable in the algorithm, and the theta function implements the upper cutoff on virtuality. Some details concerning gauge invariance have not been precisely specified, but for our purposes this will not matter. In any case the definition is different from the $`\overline{\mathrm{MS}}`$ definition, and the specification of the showering algorithm implies a specific prescription for defining the pdfs, without any further choice.

In an event generator, the definitions of the parton kinematics in an initial-state shower are phenomenologically manifested in the kinematics of the hadronic final state. Hence if the parton kinematics are mismatched between the parton-shower algorithm and the definition of the pdf, the calculation of the final state is incorrect. This contrasts with the calculation of an inclusive cross section, where the relevant part of the final state is summed over; all that matters in an inclusive cross section is that given the kinematics for the struck parton a final state is generated with probability unity.

As usual, at lowest order it is legitimate to approximate the pdfs in the correct scheme by those in some other conveniently chosen scheme (e.g., $`\overline{\mathrm{MS}}`$). This is because the error caused by the incorrect pdf is of the same order as the error caused by the unimplemented NLO correction in the hard scattering. But beyond LO, this is not an appropriate approximation.

The methods of, for example, Pötter , suggest that the scheme for the pdfs can be chosen at will, with the scheme dependence of the pdfs being compensated for in the computation of the hard scattering. This reasoning appears to be incorrect. It starts from the assertion that the cross section is given by (‘bare’) pdfs convoluted with on-shell partonic matrix elements computed without any subtractions. Although this statement is often repeated in the literature, we know of no proof. Indeed it is a clearly unphysical statement, since in the real world of QCD partons are never on-shell. Moreover it is not necessary  for a correct proof of factorization. The incorrect starting assumption is particularly inappropriate for work with an event generator, where one explicitly treats the showering of partons that have much lower virtuality than that largest scale in the process. Furthermore, as we stated above, the standard factorization theorem and its derivation are not sufficient by themselves to derive an algorithm for parton showering, at NLO accuracy.

Moreover, the method of Pötter results in the real-emission part of the NLO hard scattering being obtained from unsubtracted partonic scattering graphs integrated down to a small cutoff $`s_{\mathrm{min}}`$. Real emission at NLO below the cutoff is assigned to the same parton configuration as the LO term; for this to be a useful approximation, $`s_{\mathrm{min}}`$ must be substantially smaller than the primary scale $`Q^2`$ of the hard scattering. This immediately implies that there is a double logarithm of the ratio $`s_{\mathrm{min}}/Q^2`$ in the integrated hard scattering coefficient. Since there will be corresponding logarithms in higher orders, this implies that the NLO hard scattering in this method is an inappropriate way of truncating a perturbation expansion.

Similar remarks apply to other proposals along similar lines, for example that of Dobbs .

### 2.2 Pdfs in MC event generators

In , a subtraction method was introduced to consistently take into account the LO and the NLO contributions for DIS in PYTHIA. Two different algorithms were discussed and formulas for the appropriate pdfs in terms of $`\overline{\mathrm{MS}}`$ pdfs were derived at the level of gluon-induced NLO terms. The gluon-induced term is particularly important because of the large size of the gluon distribution functions at small $`x`$. The algorithms are the standard Bengtsson-Sjöstrand algorithm  and a modified algorithm of Collins  which has improved kinematic properties. We label these algorithms “BS” and “JCC”.

In this section we review the derivation, which is made by comparing calculations of the contribution of quark $`a`$ to $`F_2`$ in the $`\overline{\mathrm{MS}}`$ scheme with the corresponding calculation in each of the event-generator algorithms:

$`F_2^a(x,Q^2)`$ $`=`$ $`xf_a^{(\overline{\mathrm{MS}})}(x,\mu ^2)`$ (4)
$`+{\displaystyle \frac{\alpha _s(\mu ^2)}{2\pi }}{\displaystyle _x^1}𝑑\xi {\displaystyle \frac{x}{\xi }}f_g^{(\overline{\mathrm{MS}})}(\xi ,\mu ^2)\left[P(z)\mathrm{ln}{\displaystyle \frac{Q^2(1z)}{\mu ^2z}}{\displaystyle \frac{1}{2}}+4z(1z)\right]`$
$`+\text{ NLO quark terms}+O(\alpha _s^2)`$
$`=`$ $`xf_a^{\mathrm{BS}}(x,Q^2)+{\displaystyle \frac{\alpha _s(Q^2)}{2\pi }}{\displaystyle _x^1}d\xi {\displaystyle _1^1}d\mathrm{cos}\theta {\displaystyle \frac{x}{\xi }}f_g(\xi ,Q^2)\times `$
$`\times {\displaystyle \frac{1}{1\mathrm{cos}\theta }}\left\{\left[P(z)C(\widehat{t}){\displaystyle \frac{f_a(x)}{f_a(x_1)}}P\left({\displaystyle \frac{x_1}{\xi }}\right)\right]{\displaystyle \frac{1}{4}}+{\displaystyle \frac{3}{2}}z(1z)\right\}`$
$`+\text{ NLO quark terms}+O(\alpha _s^2)`$
$`=`$ $`xf_a^{\mathrm{JCC}}(x,Q^2)`$
$`+{\displaystyle \frac{\alpha _s(Q^2)}{2\pi }}{\displaystyle _x^1}𝑑\xi {\displaystyle \frac{x}{\xi }}f_g(\xi ,Q^2)\left[P(z)\mathrm{ln}1/z{\displaystyle \frac{1}{2}}+3z(1z)\right]`$
$`+\text{ NLO quark terms}+O(\alpha _s^2).`$
Here $`z=x/\xi `$ while $`P(z)=\frac{1}{2}[z^2+(1z)^2]`$ is the splitting kernel for gluon $``$ quark-antiquark pair. In the formula for the BS algorithm, $`x_1=x\frac{1}{2}\xi (1\mathrm{cos}\theta )`$ and $`\widehat{t}=Q^2(1\mathrm{cos}\theta )\xi /2x`$, while $`C(\widehat{t})=\theta (Q^2+\widehat{t})`$ is the cutoff function for the showering.

We define $`F_{2,\overline{\mathrm{MS}}}^{\mathrm{LO}}`$, $`F_{2,\mathrm{BS}}^{\mathrm{LO}}`$ and $`F_{2,\mathrm{JCC}}^{\mathrm{LO}}`$ to be the first terms on the right of each of Eqs. (4), (4) and (4) respectively. Similarly the second terms are called $`F_{2,\overline{\mathrm{MS}}}^{\mathrm{NLO}}`$, $`F_{2,\mathrm{BS}}^{\mathrm{NLO}}`$ and $`F_{2,\mathrm{JCC}}^{\mathrm{NLO}}`$, respectively.

Formulas follow immediately  for the quark distribution function in the BS scheme and the JCC scheme in terms of those in the $`\overline{\mathrm{MS}}`$ scheme:

$`xf_a^{\mathrm{JCC}}(x,\mu ^2)`$ $`=`$ $`xf_a^{(\overline{\mathrm{MS}})}(x,\mu ^2)`$
$`+{\displaystyle \frac{\alpha _s(\mu ^2)}{2\pi }}{\displaystyle _x^1}𝑑\xi {\displaystyle \frac{x}{\xi }}f_g^{(\overline{\mathrm{MS}})}(\xi ,\mu ^2)\left[P(z)\mathrm{ln}(1z)+z(1z)\right]`$
$`+\text{ NLO quark terms}+O(\alpha _s^2)`$
$`=`$ $`xf_a^{(\overline{\mathrm{MS}})}(x,\mu ^2)+F_{2,\overline{\mathrm{MS}}}^{\mathrm{NLO}}F_{2,\mathrm{JCC}}^{\mathrm{NLO}}+\text{ NLO quark terms}+O(\alpha _s^2).`$
$`xf_a^{\mathrm{BS}}(x,\mu ^2)`$ $`=`$ $`xf_a^{(\overline{\mathrm{MS}})}(x,\mu ^2)`$
$`+{\displaystyle \frac{\alpha _s(\mu ^2)}{2\pi }}{\displaystyle _x^1}d\xi {\displaystyle \frac{x}{\xi }}f_g^{(\overline{\mathrm{MS}})}(\xi ,\mu ^2)\{P(z)\mathrm{ln}{\displaystyle \frac{1z}{z}}+z(1z)`$
$`{\displaystyle _1^1}{\displaystyle \frac{d\mathrm{cos}\theta }{1\mathrm{cos}\theta }}[P(z)C(\widehat{t}){\displaystyle \frac{f_a^{\mathrm{BS}}(x)}{f_a^{\mathrm{BS}}(x_1)}}P\left({\displaystyle \frac{x_1}{\xi }}\right)]\}`$
$`+\text{ NLO quark terms}+O(\alpha _s^2),`$
$`=`$ $`xf_a^{(\overline{\mathrm{MS}})}(x,\mu ^2)+F_{2,\overline{\mathrm{MS}}}^{\mathrm{NLO}}F_{2,\mathrm{BS}}^{\mathrm{NLO}}+\text{ NLO quark terms}+O(\alpha _s^2).`$
Note that Eq. (2.2) is a nonlinear equation in terms of $`f_a^{\mathrm{BS}}`$; this arises from the particular treatment of parton kinematics in the BS algorithm. When we calculate the numerical value of $`f_a^{\mathrm{BS}}`$, we will use $`f_a^{\overline{\mathrm{MS}}}`$ in the integrand. We will justify this simplification in Sec. 2.4.

We have performed numerical calculations of the quark densities. Our code is based on earlier work by Sabine Schilling . We have made the code available at . Some results are shown in Fig. 2, which gives the $`u`$ quark distribution function in the $`\overline{\mathrm{MS}}`$ and BS schemes at $`Q^2=625\mathrm{GeV}^2`$, with the $`\overline{\mathrm{MS}}`$ density being that of CTEQ5 . This figure clearly shows a large difference between the BS pdf and the $`\overline{\mathrm{MS}}`$ pdf at small $`x`$. The curves for the $`d`$-quark distribution function are quite similar, so we do not show them. In Secs. 2.3 and 2.4, we will analyze the scheme dependence of the pdfs in more detail.

If we use $`\overline{\mathrm{MS}}`$ pdfs rather than the ones appropriate to the BS algorithm of the event generator, the exclusive cross section will be in error by $`40\%`$ at small $`x`$, although it is possible to get the correct inclusive cross section, with the use of the well-known NLO correction in this scheme. As we will explain, this correction is unusually small, so that good results can be obtained for the inclusive cross section, i.e., for $`F_2`$, even without the use of the NLO correction, if the $`\overline{\mathrm{MS}}`$ scheme is used.

We conclude that, while $`\overline{\mathrm{MS}}`$ pdfs are well-defined quantities and are appropriately used in calculations of inclusive cross sections, they are not suitable for use in MC event generators where the fully exclusive cross sections are our main concern.

For the same reason, the pdfs used in  which are essentially $`\overline{\mathrm{MS}}`$ pdfs with “scheme-dependence” corrections, are not appropriate pdfs to use in the event generators.

### 2.3 The NLO contributions to $`F_2`$

In this section we investigate the relative size of the NLO and LO contributions to $`F_2`$, with the aid of some useful approximations, and we show that the substantial differences between the schemes are to be expected, because of the large size of the gluon distribution function. A surprising result is that the NLO corrections to $`F_2`$ in the $`\overline{\mathrm{MS}}`$ scheme are unusually small, as the result of special cancellations.

From Eqs. (4), (4) and (4), the relative sizes of the NLO terms can be estimated as follows:

$`{\displaystyle \frac{F_2^{\mathrm{NLO}}}{F_2^{\mathrm{LO}}}}`$ $`=`$ $`{\displaystyle \frac{\alpha _s}{2\pi }}{\displaystyle _x^1}𝑑\xi {\displaystyle \frac{x}{\xi }}f_g(\xi )O(1)`$ (7)
$``$ $`{\displaystyle \frac{\alpha _s}{2\pi }}f_g(2x)/f_a(x).`$
This estimate is appropriate to the small $`x`$ region. We have first observed that each integral contains a factor $`\alpha _s/2\pi `$, a factor of the gluon distribution function and a factor of order unity. At small $`x`$, the important values of $`\xi `$ range from $`x`$ to a modest factor times $`x`$, so that we set the argument of the gluon distribution function to $`2x`$, as an estimate of the typical value of $`\xi `$.

The ratio of NLO to LO would generally be at most of order $`\alpha _s/2\pi `$, which is appropriate for a generic NLO correction, were it not that the gluon distribution function is large at small $`x`$. Clearly, there should be an enhancement of the NLO contribution, and the above formula gives the expected size.

Fig. 3 displays the numerical value of the ratio of the NLO and the LO terms in $`F_2`$ for different factorization schemes at $`Q^2=33.8\mathrm{GeV}^2`$, in the case of the $`u`$ quark. The figure also show the results for the simple estimate (7). Results for other flavors would be similar.

For the BS scheme, the large gluon distribution function at small $`x`$ does indeed give a substantial effect: the NLO contribution is close to $`100\%`$ of the LO contribution at $`x=10^4`$. The effect is much smaller at large $`x`$. The plot of the simple estimate (7) shows that this behavior is completely expected. The accuracy of the approximation is an accident, but the overall size is not.

For the commonly used $`\overline{\mathrm{MS}}`$ scheme, the NLO corrections are rather small for all $`x`$. In view of the expected size of generic NLO corrections, we should regard the small size of the correction in $`\overline{\mathrm{MS}}`$ as an accident that is useful for phenomenology rather than as a fundamental expectation. The cancellation is associated with the particular sizes of the positive and negative terms in the second line of Eq. (4).

To understand this cancellation better, it is convenient to perform a slightly different approximation where we replace the pdfs by power laws. At small $`x`$, the gluon distribution function $`f_g(x)`$ is roughly $`C/x^q`$ and the quark distribution function $`f_a(x)`$ is roughly $`C^{}/x^r`$. This gives the following approximations for each of the $`F_2^{\mathrm{NLO}}`$s:

$`F_{2,\overline{\mathrm{MS}}}^{\mathrm{NLO}}(x,Q^2)`$ $``$ $`{\displaystyle \frac{\alpha _s(Q^2)}{2\pi }}Cx^{1q}{\displaystyle _0^1}𝑑zz^{q1}\left[P(z)\mathrm{ln}{\displaystyle \frac{1}{z}}+4z(1z)\right]`$ (8)
$`{\displaystyle \frac{\alpha _s(Q^2)}{2\pi }}Cx^{1q}{\displaystyle _0^1}𝑑zz^{q1}\left[P(z)\mathrm{ln}{\displaystyle \frac{1}{1z}}+{\displaystyle \frac{1}{2}}\right],`$
$`F_{2,\mathrm{BS}}^{\mathrm{NLO}}(x,Q^2)`$ $``$ $`{\displaystyle \frac{\alpha _s(Q^2)}{2\pi }}Cx^{1q}{\displaystyle _0^1}dzz^{q1}\{P(z)\mathrm{ln}{\displaystyle \frac{1}{z}}{\displaystyle \frac{1}{2}}+3z(1z)`$ (9)
$`+{\displaystyle _O^{2z}}dy[P(z){\displaystyle \frac{1(1\frac{y}{2z})^r}{y}}(1{\displaystyle \frac{y}{2z}})^r({\displaystyle \frac{1}{4}}yz+{\displaystyle \frac{1}{2}})]\}`$
$``$ $`{\displaystyle \frac{\alpha _s(Q^2)}{2\pi }}Cx^{1q}{\displaystyle _0^1}𝑑zz^{q1}\left[P(z)\mathrm{ln}{\displaystyle \frac{1}{z}}+{\displaystyle \frac{3}{2}}z(1z)+{\displaystyle \frac{1}{3}}z^2\right],`$
$`F_{2,\mathrm{JCC}}^{\mathrm{NLO}}(x,Q^2)`$ $``$ $`{\displaystyle \frac{\alpha _s(Q^2)}{2\pi }}Cx^{1q}{\displaystyle _0^1}𝑑zz^{q1}\left[P(z)\mathrm{ln}{\displaystyle \frac{1}{z}}+3z(1z){\displaystyle \frac{1}{2}}\right].`$ (10)
In each case, the lower limit of the $`z`$ integral can be set to zero when $`x`$ is small, and we therefore have a simple power of $`x`$ times a fixed integral over $`z`$.

The integrals of $`z`$ in the above equations are basically all of $`O(1)`$. The exponent $`q`$ is about $`1.21.4`$ for the gluon distribution function. The exponent $`r`$ for the quark distribution is close to 1 and less than $`q`$. Therefore, the NLO corrections will be enhanced at small $`x`$. However there are negative terms in the $`\overline{\mathrm{MS}}`$ integral which results in a cancellation. There is a weaker cancellation in the integral for the JCC scheme, but there is no cancellation in the integral for the BS scheme.

### 2.4 Accuracy of nonlinear term in BS pdfs

The BS quark distribution function is related to the $`\overline{\mathrm{MS}}`$ distribution function by the nonlinear integral shown in Eq. (2.2). As is normal, we replace the BS pdfs on the right-hand side by the $`\overline{\mathrm{MS}}`$ pdfs, so that we get a formula involving $`\overline{\mathrm{MS}}`$ pdfs only. Generally this is the normal procedure since the change involves an effect of relative order $`\alpha _s`$ in an NLO term. In transformations that are linear in the pdfs, this is quite sensible: All the errors are handled by the uncalculated terms of yet higher order. However, this is more delicate for the nonlinear formula, particularly given that the quark distribution functions have large corrections. A linear formula, as for the JCC scheme, only needs the gluon distribution function, but our nonlinear formula also involves the quark distribution functions.

In this section we will show that this issue does not in fact affect the accuracy of our calculations, since the right-hand side of Eq. (2.2) only involves a ratio of quark distribution functions; the ratio of BS quark distribution functions, $`f_a^{\mathrm{BS}}(x)/f_a^{\mathrm{BS}}(x_1)`$, is equal to the ratio of the $`\overline{\mathrm{MS}}`$ distribution functions to a good approximation.

Our demonstration is semi-analytic, so that we can see that the result is robust against changes in the pdfs.

In Fig. 2, we fit the small $`x`$ pdfs with $`y=Ax^B`$. The exponent $`B`$ of $`x`$ depends on $`Q^2`$, but the difference of exponent between the BS scheme and the $`\overline{\mathrm{MS}}`$ scheme is roughly the same for all $`Q^2`$ and approximately equal to 0.05.

The error introduced by the replacement of the BS quark distribution functions by the $`\overline{\mathrm{MS}}`$ distribution functions on the right-hand side of Eq. (2.2) is then

$`\delta `$ $``$ $`{\displaystyle \frac{\alpha _s(Q^2)}{2\pi }}{\displaystyle _0^1}𝑑z{\displaystyle \frac{x}{z}}f_g\left({\displaystyle \frac{x}{z}}\right){\displaystyle _{12z}^1}{\displaystyle \frac{d\mathrm{cos}\theta }{1\mathrm{cos}\theta }}P(z_1)\left[{\displaystyle \frac{f_a^{\overline{\mathrm{MS}}}(x)}{f_a^{\overline{\mathrm{MS}}}(x_1)}}{\displaystyle \frac{f_a^{\mathrm{BS}}(x)}{f_a^{\mathrm{BS}}(x_1)}}\right],`$ (11)
where $`z_1=z(1\mathrm{cos}\theta )/2`$.

The error $`\delta `$ is the largest in small $`x`$ region because of the large difference between the $`\overline{\mathrm{MS}}`$ pdfs and the BS pdfs. When $`\mathrm{cos}\theta 12z`$, $`x_10`$, and then $`f_a(x)/f_a(x_1)0`$, therefore $`\delta `$ is very small. When $`\mathrm{cos}\theta 1`$, $`x_1x`$, we have

$$\frac{f_a(x)}{f_a(x_1)}1\frac{\xi }{2}(1\mathrm{cos}\theta )\frac{f_a^{}(x)}{f_a(x)}$$
(12)
and $`f_a^{\overline{\mathrm{MS}}}(x)A_1/x^{1.32}`$, $`f_a^{\mathrm{BS}}(x)A_2/x^{1.27}`$.

We can see that $`\delta `$ depends on the pdfs through their difference in exponents of $`x`$, rather than on the actual value of pdfs. Given the exponents of the BS pdf and the $`\overline{\mathrm{MS}}`$ pdf, we have,

$$\delta \frac{\alpha _s}{2\pi }_0^1𝑑z\frac{x}{z}f_g(\frac{x}{z})P(z)/z\times 0.025$$
(13)
which is less than $`5\%`$ of $`F_{2,\mathrm{BS}}^{\mathrm{NLO}}`$. Therefore, our simplification is valid up to NLO accuracy.

## 3 Conclusion

We explained that the pdfs in MC event generators are determined by the showering algorithm, and cannot be freely chosen, unlike the case for pdfs used in inclusive calculations. The rules for calculating the hard-scattering coefficients at higher orders are then unambiguously defined. We then presented some numerical calculations of the quark distribution functions to be used with the BS algorithm. At small $`x`$ the corrections are large, so that the commonly used $`\overline{\mathrm{MS}}`$ pdfs are inappropriate for use in event generators. We used some simple approximations to understand the size of the corrections and to show that the large correction is to be expected.

The code for the MC-specific pdfs is available at .

## Note Added

Early papers on HERWIG, for example the paper of Marchesini and Webber , also mentioned the idea that the showering algorithm entails a particular definition of the pdfs, with cutoffs on parton kinematics that correspond to cutoffs in the showering. However, since the event generator was only implemented at leading order, the need for modified pdfs was not emphasized in Ref. ; it was sufficient to use unmodified pdfs from standard fits.

We thank the referee for bringing this work to our attention.

## Acknowledgements

We would like to thank Hannes Jung and Sabine Schilling for discussions and assistance. We would also like to thank DESY and the II Institut für Theoretische Physik der Universität Hamburg for their hospitality during the starting of this work. This work was supported in part by the U.S.Department of Energy under grant number DE-FG02-90ER-40577.