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# Fundamental groups of some quadric-line arrangements

## 1. Introduction.

This is the first of a series of articles in which we shall study the fundamental groups of complements of some quadric-line arrangements. In contrast with the extensive literature on line arrangements and the fundamental groups of their complements, (see e.g. ,  ), only a little known about the quadric-line arrangements (see ). The present article is dedicated to the computation of the fundamental groups of the complements of three infinite families of such arrangements. A similar analysis for the quadric-line arrangements up to degree six will be done in our next paper.

Let $`C^2`$ be a plane curve and $`^2\backslash C`$ a base point. By abuse of language we will call the group $`\pi _1(^2\backslash C,)`$ the fundamental group of C, and we shall frequently omit base points and write $`\pi _1(^2\backslash C)`$. One is interested in the group $`\pi _1(^2\backslash C)`$ mainly for the study of the Galois coverings $`X^2`$ branched along $`C`$. Many interesting surfaces have been constructed as branched Galois coverings of the plane, for example for the arrangement $`𝒜_3`$ in Figure 1 below, there are Galois coverings $`X^2`$ branched along $`𝒜_3`$ such that $`X^1\times ^1`$, or $`X`$ is an abelian surface, a K$`3`$ surface, or a quotient of the two-ball $`𝔹_2`$ (see , , ). Moreover, some line arrangements defined by unitary reflection groups studied in  are related to $`𝒜_3`$ via orbifold coverings. For example, if $``$ is the line arrangement given by the equation

$$xyz(x+y+z)(x+yz)(xy+z)(xyz)=0$$

then the image of $``$ under the branched covering map $`[x:y:z]^2[x^2:y^2:z^2]^2`$ is the arrangement $`𝒜_3`$, see  for details.

The standard tool for fundamental group computations is the Zariski-van Kampen algorithm , , see  for a modern approach. We use a variation of this algorithm developed in  for computing the fundamental groups of real line arrangements and avoids lengthy monodromy computations. The arrangements $`_n`$ and $`𝒞_n`$ discussed below are of fiber type, so presentations of their fundamental groups could be easily found as an extension of a free group by a free group. However, our approach has the advantage that it permits to capture the local fundamental groups around the singular points of these arrangements. The local fundamental groups are needed for the study of the singularities of branched of $`^2`$ branched along these arrangements.

In Section 2 below, we give fundamental group presentations and prove some immediate corollaries. In Section 3 we deal with the computations of fundamental group presentations given in Section 2.

## 2. Results.

Let $`C^2`$ be a plane curve and $`B`$ an irreducible component of $`C`$. Recall that a meridian $`\mu `$ of $`B`$ in $`^2\backslash C`$ with the base point $`^2`$ is a loop in $`^2\backslash C`$ obtained by following a path $`\omega `$ with $`\omega (0)=`$ and $`\omega (1)`$ belonging to a small neighborhood of a smooth point $`pB\backslash C`$, turning around $`C`$ in the positive sense along the boundary of a small disc $`\mathrm{\Delta }`$ intersecting $`B`$ transversally at $`p`$, and then turning back to $``$ along $`\omega `$. The meridian $`\mu `$ represents a homotopy class in $`\pi _1(^2\backslash C,)`$, which we also call a meridian of $`B`$. Any two meridians of $`B`$ in $`^2\backslash C`$ are conjugate elements of $`\pi _1(^2\backslash C)`$ (see e.g. , 7.5), hence the meridians of irreducible components of $`C`$ are supplementary invariants of the pair $`(^2,C)`$. These meridians are specified in presentations of the fundamental group given below, they will be used in orbifold-fundamental group computations in .

### 2.1. The arrangement $`𝒜_n`$.

###### Theorem 1.

Let $`𝒜_n:=QT_1\mathrm{}T_n`$ be an arrangement consisting of a smooth quadric $`Q`$ with $`n`$ distinct tangent lines $`T_1,\mathrm{},T_n`$. Then

(1)
$$\pi _1(^2\backslash 𝒜_n)\begin{array}{c}\tau _1,\mathrm{},\tau _n,\hfill \\ \kappa _1,\mathrm{},\kappa _n\hfill \end{array}|\begin{array}{cc}\kappa _i=\tau _i\kappa _{i1}\tau _i^1,2in\hfill & \\ (\kappa _i\tau _i)^2=(\tau _i\kappa _i)^2,1in\hfill & \\ [\kappa _i^1\tau _i\kappa _i,\tau _j]=1,1i<jn\hfill & \\ \tau _n\mathrm{}\tau _1\kappa _1^2=1\hfill & \end{array}$$

where $`\kappa _i`$ are meridians of $`Q`$ and $`\tau _i`$ is a meridian of $`T_i`$ for $`1in`$. Local fundamental groups around the singular points of $`𝒜_n`$ are generated by $`<\kappa _i^1\tau _i\kappa _i,\tau _j>`$ for the nodes $`T_iT_j`$ and by $`<\kappa _i,\tau _i>`$ for the tangent points $`T_iQ`$.

Part (i) of the corollary below is almost trivial. Part (ii) appears in , and part (iii) was given in .

###### Corollary 2.

(i) One has: $`\pi _1(^2\backslash 𝒜_1)`$.
(ii) The group $`\pi _1(^2\backslash 𝒜_2)`$ admits the presentation

(2)
$$\pi _1(^2\backslash 𝒜_2)\tau ,\kappa |(\tau \kappa )^2=(\kappa \tau )^2,$$

where $`\kappa `$ is a meridian of $`Q`$ and $`\tau `$ is a meridian of $`T_1`$. A meridian of $`T_2`$ is given by $`\kappa ^2\tau ^1`$.
(iii) The group $`\pi _1(^2\backslash 𝒜_3)`$ admits the presentation

(3)
$$\pi _1(^2\backslash 𝒜_3)\tau ,\sigma ,\kappa |(\tau \kappa )^2=(\kappa \tau )^2,(\sigma \kappa )^2=(\kappa \sigma )^2,[\sigma ,\tau ]=1$$

where $`\sigma `$, $`\tau `$ are meridians of $`T_1`$ and $`T_3`$ respectively, and $`\kappa `$ is a meridian of $`Q`$. A meridian of $`T_2`$ is given by $`(\kappa \tau \kappa \sigma )^1`$.

A group $`G`$ is said to be big if it contains a non-abelian free subgroup, and small if $`G`$ is almost solvable. In , it was proved by V. Lin that the group (2) is big. Below we give an alternative proof:

###### Proposition 3.

For $`n>1`$, the group $`\pi _1(^2\backslash 𝒜_n)`$ is big.

###### Proof.

A group with a big quotient is big. Since $`\tau _{n+1}`$ is a meridian of $`T_{n+1}`$ in $`\pi _1(^2\backslash 𝒜_{n+1})`$, one has

$$\pi _1(^2\backslash 𝒜_n)\pi _1(^2\backslash 𝒜_{n+1})/\tau _{n+1},$$

and it suffices to show that the group $`\pi _1(^2\backslash 𝒜_2)`$ is big. In the presentation (2), applying the change of generators $`\alpha :=\tau \kappa `$, $`\beta :=\tau `$ gives

$$\pi _1(^2\backslash 𝒜_2)\alpha ,\beta |[\alpha ^2,\beta ]=1.$$

Adding the relations $`\alpha ^2=\beta ^3=1`$ to the latter presentation gives a surjection $`\pi _1(^2\backslash 𝒜_2)/(2)/(3)`$. Since the commutator subgroup of $`/(2)/(3)`$ is the free group on two generators (see ), we get the desired result.

### 2.2. The arrangement $`_n`$

###### Theorem 4.

Let $`_n:=QT_1T_2L_1\mathrm{}L_n`$ be an arrangement consisting of a smooth quadric $`Q`$ with $`n+2`$ distinct lines $`T_1,T_2,L_1,\mathrm{},L_n`$ all passing through a point $`pQ`$ such that $`T_1`$, $`T_2`$ are tangent to $`Q`$. Then one has

(4)
$$\pi _1(^2\backslash _n)\tau ,\kappa ,\lambda _1,\mathrm{},\lambda _n|\begin{array}{cc}(\kappa \tau )^2=(\tau \kappa )^2,\hfill & \\ [\kappa ,\lambda _i]=1,1in\hfill & \\ [\tau ^1\kappa \tau ,\lambda _i]=1,1in\hfill & \end{array}$$

where $`\tau `$ is a meridian of $`T_1`$, $`\lambda _i`$ is a meridian of $`L_i`$ for $`1in`$, and $`\kappa `$ is a meridian of $`Q`$. A meridian $`\sigma `$ of $`T_2`$ is given by $`\sigma :=(\lambda _n\mathrm{}\lambda _1\kappa ^2\tau )^1`$. Local fundamental groups around the singular points of $`_n`$ are generated by $`<\kappa ,\lambda _i>`$ and $`<\tau ^1\kappa \tau ,\lambda _i>`$ for the nodes $`L_iQ`$, by $`<\kappa ,\tau >`$ for the tangent point $`T_1Q`$, and by $`<\kappa ,\sigma >`$ for the tangent point $`T_2Q`$.

###### Corollary 5.

(i) Put $`_n^{}:=_n\backslash T_1`$ and $`_n^{\prime \prime }:=_n^{}\backslash T_2`$. Then

(5)
$$\pi _1(^2\backslash _n^{})\pi _1(^2\backslash _{n+1}^{\prime \prime })\kappa ,\lambda _1,\mathrm{},\lambda _n|[\kappa ,\lambda _i]=1,\mathrm{\hspace{0.17em}1}in$$

Proof. One has $`\pi _1(^2\backslash _n^{})\pi _1(^2\backslash _n)/\tau `$. Setting $`\tau =1`$ in presentation (4) gives

$$\pi _1(^2\backslash _n^{})\kappa ,\lambda _1,\mathrm{},\lambda _n,|[\kappa ,\lambda _i]=11in.$$

Setting $`\tau =1`$ in the expression for a meridian $`\sigma `$ of $`T_2`$ given in Theorem 4 shows that $`(\lambda _n\mathrm{}\lambda _1\kappa ^2)^1`$ is a meridian of $`T_2`$ in $`\pi _1(^2\backslash _n^{})`$. In order to find $`\pi _1(^2\backslash _n^{\prime \prime })`$, it suffices to set $`\lambda _n\mathrm{}\lambda _1\kappa ^2=1`$ in the presentation of $`\pi _1(^2\backslash _n^{})`$. Eliminating $`\lambda _n`$ by this relation yields the presentation

$$\pi _1(^2\backslash _n^{\prime \prime })\kappa ,\lambda _1,\mathrm{},\lambda _{n1}|[\lambda _i,\kappa ]=[\lambda _{n1}\mathrm{}\lambda _1\kappa ^2,\kappa ]=1.$$

Since the last relation above is redundant, we get the desired isomorphism $`\pi _1(^2\backslash _n^{\prime \prime })\pi _1(^2\backslash _{n+1}^{})`$. $`\mathrm{}`$

Note that the groups $`\pi _1(^2\backslash B_i^{\prime \prime })`$ are abelian for $`i=0,1,2`$. Hence, the groups $`\pi _1(^2\backslash B_i^{})`$ are abelian for $`i=0,1`$. Otherwise, setting $`\kappa =1`$ in presentation (5) gives the free group on $`n1`$ generators, which shows that these groups are big. The groups $`\pi _1(^2\backslash _n)`$ are always big, since the arrangement $`_0`$ is the same as $`𝒜_2`$, and $`\pi _1(^2\backslash 𝒜_2)`$ is big by Proposition 3.

### 2.3. The arrangement $`𝒞_n`$

###### Theorem 6.

Let $`𝒞_n:=QTL_1\mathrm{}L_n`$ be an arrangement consisting of a smooth quadric $`Q`$ with $`n+1`$ distinct lines $`T,L_1\mathrm{},L_n`$, all passing through a point $`pQ`$ such that $`T`$ is tangent to $`Q`$. Then one has

(6)
$$\pi _1(^2\backslash 𝒞_n)\kappa ,\lambda _1,\mathrm{},\lambda _n|[\kappa ,\lambda _i]=11in,$$

where $`\kappa `$ is a meridian of $`Q`$ and $`\lambda _i`$ is a meridian of $`L_i`$ for $`1in`$. A meridian $`\tau `$ of $`T`$ is given by $`\tau :=(\lambda _n\mathrm{}\lambda _1\kappa ^2)^1`$. Local fundamental groups around the singular points of $`𝒞_n`$ are generated by $`<\kappa ,\lambda _i>`$ for the nodes $`L_iQ`$, and by $`<\tau ,\lambda _1,\mathrm{},\lambda _n,\kappa >`$ for the point $`p`$.

Note that the arrangement $`𝒞_n`$ is a degeneration (in the sense of Zariski) of the arrangement $`_n^{}`$ as the point $`p`$ approaches to $`Q`$. By Zariski’s “semicontinuity” theorem of the fundamental group  (see also ), there is a surjection $`\pi _1(^2\backslash 𝒞_n)\pi _1(^2\backslash _n^{})`$. In our case, this is also an injection:

###### Corollary 7.

(i) $`\pi _1(^2\backslash _n^{})\pi _1(^2\backslash 𝒞_n)`$.
(ii) Put $`𝒞_n^{}:=𝒞_n\backslash T`$. Then $`\pi _1(^2\backslash 𝒞_n)\pi _1(^2\backslash 𝒞_{n+1}^{})`$.

Proof. Part (i) is obvious. The proof of part (ii) is same as the proof of Corollary 5, (ii).

## 3. The arrangement $`𝒜_n`$

It is easily seen that any two arrangements $`𝒜_n`$ with fixed $`n`$ are isotopic. In particular, the groups $`\pi _1(^2\backslash 𝒜_n)`$ are isomorphic. Hence one can take as a model of the arrangements $`𝒜_n`$ the quadric $`Q`$ defined by $`x^2+y^2=z^2`$, where $`[x:y:z]^2`$ is a fixed coordinate system in $`^2`$. Pass to the affine coordinates in $`^2^2\backslash \{z=0\}`$. Choose real numbers $`x_1,\mathrm{},x_n`$ such that $`1<x_1<x_2\mathrm{}<x_n<0`$, and define $`y_i`$ to be the positive solution of $`x_i^2+y_i^2=1`$ for $`1in`$. Put $`t_i:=(x_i,y_i)Q`$, and take $`T_i`$ to be the tangent line to $`Q`$ at the point $`t_i`$ (see Figure 4).

Let $`pr_1:^2\backslash 𝒜_n`$ be the first projection. The base of this projection will be denoted by $`B`$. Put $`F_x:=pr_1^1(x)`$, and denote by $`S`$ the set of singular fibers of $`pr_1`$. It is clear that if $`F_xS`$, then $`x[1,1]`$. There are three types of singular fibers:
(i) The fibers $`F_1`$ and $`F_1`$, corresponding to the ‘branch points’ $`(1,0)`$ and $`(1,0)`$.
(ii) The fibers $`F_{x_i}`$ $`(1in)`$ corresponding to the ‘tangent points’ $`t_i=(x_i,y_i)=T_iQ`$.
(iii) The fibers $`F_{a_{i,j}}`$ $`(1ijn)`$ corresponding to the nodes $`n_{i,j}=(a_{i,j},b_{i,j}):=T_iT_j`$. One can arrange the lines $`T_i`$ such that

$$1<x_1<a_{1,2}<a_{1,3}<\mathrm{}<a_{1,n}<x_2<a_{2,3}<\mathrm{}<x_n<1$$

Identify the base $`B`$ of the projection $`pr_1`$ with the line $`y=2^2`$. Let $`N`$ be the number of singular fibers and let $`1=s_1<s_2<\mathrm{}<s_{N1}<s_N=1`$ be the elements of $`SB`$ (so that $`s_2=x_1`$, $`s_3=a_{1,2}`$, $`s_4=a_{1,3}`$, and so on) In $`B`$, take small discs $`\mathrm{\Delta }_i`$ around the points $`s_i`$, and denote by $`c_i`$, $`d_i`$ ($`c_i<d_i`$) the points $`\mathrm{\Delta }_i`$ for $`1iN`$ (see Figure 5).

Put $`B_1:=[c_1,c_2]\mathrm{\Delta }_1`$ and for $`2iN`$ let $`B_i:=[c_1,c_{i+1}]\mathrm{\Delta }_1\mathrm{}\mathrm{\Delta }_i`$. Let $`X_i:=pr^1(B_i)`$ be the restriction of the fibration $`pr`$ to $`B_i`$. Let

$$A_i:=\mathrm{\Delta }_i\left(\{\mathrm{}(z)0,c_2\mathrm{}(z)c_i\}\backslash (\mathrm{\Delta }_2\mathrm{\Delta }_3\mathrm{}\mathrm{\Delta }_{i1})\right)$$

and let $`Y_i:=pr^1(A_i)`$ be the restriction of the fibration $`pr`$ to $`A_i`$. (see Figure 6).

Clearly, $`X_i=X_{i1}Y_i`$ for $`2iN`$. We will use this fact to compute the groups $`\pi _1(X_i,)`$ recursively, where $`:=(c_2,2)`$ is the base point. For details of the algorithm we apply below, see .

Identify the fibers of $`pr_1`$ with $`F_0`$ via the second projection $`pr_2:(x,y)^2y`$. In each one of the fibers $`F_{c_i}`$ (respectively $`F_{d_i}`$) take a basis for $`\pi _1(F_{c_i},2)`$ (respectively for $`\pi _1(F_{d_i},2)`$) as in Figure 7 (for $`F_{d_i}`$, just replace $`\gamma `$’s by $`\theta `$’s in Figure 7). We shall denote these basis by the vectors $`\mathrm{\Gamma }_i:=[\gamma _1{}_{}{}^{(i)},\mathrm{},\gamma _{n+2}{}_{}{}^{(i)}]`$, (respectively $`\mathrm{\Theta }_i:=[\theta _1{}_{}{}^{(i)},\mathrm{},\theta _{n+2}{}_{}{}^{(i)}]`$).

Let $`\nu _iB_iB`$ be a path starting at $`\nu _i(0)=c_2`$, ending at $`\nu _i(1)=c_i`$ and such that

$$\nu _i([0,1])=\left(\{\mathrm{}(z)0,c_2\mathrm{}(z)c_i\}\backslash (\mathrm{\Delta }_2\mathrm{\Delta }_3\mathrm{}\mathrm{\Delta }_{i1})\right)$$

Similarly, let $`\eta _iB_iB`$ be a path starting at $`\eta (0)=c_2`$, ending at $`\eta (0)=d_i`$ and such that

$$\eta _i([0,1])=\left(\{\mathrm{}(z)0,c_2\mathrm{}(z)d_i\}\backslash (\mathrm{\Delta }_2\mathrm{\Delta }_3\mathrm{}\mathrm{\Delta }_i)\right)$$

For $`2iN`$ and $`1jn+2`$ each loop $`\stackrel{~}{\gamma }_j{}_{}{}^{(i)}:=\nu _i\gamma _j{}_{}{}^{(i)}\nu _i^1`$ represents a homotopy class in $`\pi _1(X_i,)`$, where $`:=(c_2,2)`$ is the base point. Similarly, each loop $`\stackrel{~}{\theta }_j{}_{}{}^{(i)}:=\eta _i\theta _i\eta _i^1`$ represents a homotopy class in $`\pi _1(X_i,)`$. Denote $`\stackrel{~}{\mathrm{\Gamma }}_i:=[\stackrel{~}{\gamma }_1{}_{}{}^{(i)},\mathrm{},\stackrel{~}{\gamma }_{n+2}{}_{}{}^{(i)}]`$, and $`\stackrel{~}{\mathrm{\Theta }}_i:=[\stackrel{~}{\theta }_1{}_{}{}^{(i)},\mathrm{},\stackrel{~}{\theta }_{n+2}{}_{}{}^{(i)}]`$.

It is well known that the group $`\pi _1(Y_i,)`$ has the presentation

(7)
$$\stackrel{~}{\gamma }_1{}_{}{}^{(i)},\mathrm{},\stackrel{~}{\gamma }_{n+2}|\stackrel{~}{\gamma }_j{}_{}{}^{(i)}=M_i(\stackrel{~}{\gamma }_j{}_{}{}^{(i)}),\mathrm{\hspace{0.17em}1}jn+2$$

where $`M_i:\pi _1(F_{c_i},2)\pi _1(F_{c_i},2)`$ is the monodromy operator around the singular fiber above $`s_i`$. It is also well known that if it is the branches of $`𝒜_n`$ corresponding to the loops $`\stackrel{~}{\gamma }_k^{(i)}`$ and $`\stackrel{~}{\gamma }_{k+1}^{(i)}`$ that meet above $`s_i`$, then the only non-trivial relation in (7) is $`\stackrel{~}{\gamma }_k{}_{}{}^{(i)}=\stackrel{~}{\gamma }_{k+1}^{(i)}`$ in case of a branch point, $`[\stackrel{~}{\gamma }_k{}_{}{}^{(i)},\stackrel{~}{\gamma }_{k+1}{}_{}{}^{(i)}]=1`$ in case of a node, and $`(\stackrel{~}{\gamma }_k{}_{}{}^{(i)}\stackrel{~}{\gamma }_{k+1}^{}{}_{}{}^{(i)})^2=(\gamma _k{}_{}{}^{(i)}\gamma _{k+1}^{}{}_{}{}^{(i)})^2`$ in case of a tangent point.

Now suppose that the group $`\pi _1(X_{i1},)`$ is known, with generators $`\stackrel{~}{\mathrm{\Gamma }}_2`$. Recall that $`X_i=X_{i1}Y_i`$. In order to find the group $`\pi _1(X_i,)`$, one has to express the base $`\stackrel{~}{\mathrm{\Theta }}_i`$ in terms of the base $`\stackrel{~}{\mathrm{\Gamma }}_i`$. Adding to the presentation of $`\pi _1(X_{i1})`$ the relation obtained by writing the relation of $`\pi _1(Y_i)`$ in the new base then yields a presentation of $`\pi _1(X_i)`$. Note that, since the space $`Y_i`$ is eventually glued to $`X_{i1}`$, it suffices to find an expression of $`\stackrel{~}{\mathrm{\Gamma }}_i`$ in terms of the base $`\stackrel{~}{\mathrm{\Gamma }}_2`$ in the group $`\pi _1(X_{i1},)`$.

Since all the points of $`𝒜_n`$ above the interval $`[d_{i1},c_i]`$ are smooth and real, one has

Fact. The loops $`\stackrel{~}{\theta }_j^{(i1)}`$ and $`\stackrel{~}{\gamma }_j^{(i)}`$ are homotopic in $`X_i`$ (or in $`Y_i`$) for $`2iN`$ and $`1jn+2`$. In other words, the bases $`\stackrel{~}{\mathrm{\Theta }}_{i1}`$ and $`\stackrel{~}{\mathrm{\Gamma }}_i`$ are homotopic.

In order to express the base $`\stackrel{~}{\mathrm{\Theta }}_i`$ in terms of the base $`\stackrel{~}{\mathrm{\Gamma }}_i`$ the following lemma will be helpful.

###### Lemma 8.

Let $`C_k:x^2y^{k+1}=0`$ be an $`A_k`$ singularity, where $`k=1`$ or $`k=3`$. Put $`D:=\{(x,y):|x|1,|y|1\}`$ and let $`pr_1:=(x,y)D\backslash C_k(x,1)`$ be the first projection. Denote by $`F_x`$ the fiber of $`pr_1`$ above $`(x,1)`$. Identify the fibers of $`pr_1`$ via the second projection. Let $`1<c<0`$ be a real number, and put $`d:=c`$. In $`F_c`$ (respectively in $`F_d`$) take a basis $`\mathrm{\Gamma }:=[\gamma _1,\gamma _2]`$ for $`\pi _1(F_c,1)`$ (respectively a basis $`\mathrm{\Theta }:=[\theta _1,\theta _2]`$ for $`\pi _1(F_d,1)`$) as in Figure 8. Let $`\eta `$ be the path $`\eta (t):=ce^{\pi it}`$, and put $`\stackrel{~}{\theta }_i:=\eta \theta \eta ^1`$ for $`i=1,2`$. Then $`\gamma _i`$, $`\stackrel{~}{\theta }_i`$ are loops in $`D\backslash C_k`$ based at $`:=(c,1)`$, and one has

(i) If $`k=1`$, then $`\stackrel{~}{\theta }_1`$ is homotopic to $`\gamma _2`$, and $`\stackrel{~}{\theta }_2`$ is homotopic to $`\gamma _1`$, in other words,

$$\stackrel{~}{\mathrm{\Theta }}=[\gamma _2,\gamma _1].$$

(ii) If $`k=3`$, then

$$\stackrel{~}{\mathrm{\Theta }}=[\gamma _2\gamma _1\gamma _2^1,\gamma _1^1\gamma _2\gamma _1].$$

Proof. Since $`\pi _1(D\backslash C_2)`$ is abelian, part (i) is obvious. For part (ii), note that the points of intersection $`F_{\eta (t)}C_4`$ are $`y_1:=c^2e^{2\pi it}`$ and $`y_2:=c^2e^{2\pi it}`$. Hence, when we move the fiber $`F_c`$ over $`F_d`$ along the path $`\eta `$, $`y_1`$ and $`y_2`$ make one complete turn around the origin in the positive sense. The loops $`\gamma _1`$, $`\gamma _2`$ are transformed to loops $`\overline{\gamma }_1,\overline{\gamma }_2F_d`$ as in Figure 9. It follows that the loop $`\eta \overline{\gamma }_i\eta ^1`$ is homotopic to $`\gamma _i`$ for $`i=1,2`$. This homotopy can be constructed explicitly as follows: Let $`\mathrm{\Phi }_{\eta (t)}:F_cF_{\eta (t)}`$ be the corresponding Leftschez homeomorphism (see ). Then

$$H(s,t):=\{\begin{array}{cc}\eta (3s),\hfill & 0st/3\hfill \\ \mathrm{\Phi }_{\eta (t)}(\gamma _i(3(st/3)/(32t))),\hfill & t/3s1t/3\hfill \\ \eta (3(1s)),\hfill & 1t/3s1\hfill \end{array}$$

gives a homotopy between $`\gamma _i`$ and $`\overline{\gamma }_i`$.

Expressing $`\stackrel{~}{\theta }_i`$ in terms of $`\overline{\gamma }_i`$, we get

$$\stackrel{~}{\theta }_1=\overline{\gamma }_1^1\overline{\gamma }_2^1\overline{\gamma }_1\overline{\gamma }_2\overline{\gamma }_1=\gamma _1^1\gamma _2^1\gamma _1\gamma _2\gamma _1,$$

$$\stackrel{~}{\theta }_2=\overline{\gamma }_1^1\overline{\gamma }_2\overline{\gamma }_1=\gamma _1^1\gamma _2\gamma _1.$$

Since from the monodromy one has the relation $`(\gamma _1\gamma _2)^2=(\gamma _2\gamma _1)^2`$, the expression for $`\stackrel{~}{\theta }_1`$ can be simplified to get $`\stackrel{~}{\theta }_1=\gamma _2\gamma _1\gamma _2^1`$. $`\mathrm{}`$

Now we proceed with the computation of the groups $`\pi _1(X_i)`$. Clearly, the group $`\pi _1(X_2)`$ is generated by the base

$$\stackrel{~}{\mathrm{\Gamma }}_2=[\gamma _1^{(2)},\gamma _2^{(2)},\mathrm{},\gamma _{n+2}^{(2)}]$$

with the only relations

(8)
$$\gamma _1^{(2)}=\gamma _2^{(2)}$$

and

(9)
$$(\gamma _2^{(2)}\gamma _3^{(2)})^2=(\gamma _3^{(2)}\gamma _2^{(2)})^2.$$

Put

$$[\kappa _1,\kappa _1,\tau _1,\mathrm{},\tau _n]:=\mathrm{\Gamma }_2.$$

Then relation (9) becomes

(10)
$$(\kappa _1\tau _1)^2=(\tau _1\kappa _1)^2.$$

By Lemma 8 and the above Fact, one has

$$\stackrel{~}{\mathrm{\Gamma }}_3=\stackrel{~}{\mathrm{\Theta }}_2=[\kappa _1,\tau _1\kappa _1\tau _1^1,\kappa _1^1\tau _1\kappa _1,\tau _2,\mathrm{},\tau _n].$$

Since $`s_3`$ corresponds to the node $`T_1T_2`$, the next relation is

(11)
$$[\kappa _1^1\tau _1\kappa _1,t_2]=1.$$

Hence,

$$\pi _1(X_3,)\kappa _1,\tau _1,\mathrm{},\tau _n|(\kappa _1\tau _1)^2=(\tau _1\kappa _1)^2,[\kappa _1^1\tau _1\kappa _1,\tau _2]=1.$$

By Lemma 8, one has

$$\stackrel{~}{\mathrm{\Gamma }}_4=\stackrel{~}{\mathrm{\Theta }}_3=[\kappa _1,\tau _1\kappa _1\tau _1^1,\tau _2,\kappa _1^1\tau _1\kappa _1,\tau _3,\mathrm{},\tau _n].$$

Since $`s_4`$ corresponds to the node $`T_1T_3`$, one has the relation

$$[\kappa _1^1\tau _1\kappa _1,\tau _3]=1.$$

Hence,

$$\pi _1(X_4,)\kappa _1,\tau _1,\mathrm{},\tau _n|(\kappa _1\tau _1)^2=(\tau _1\kappa _1)^2,[\kappa _1^1\tau _1\kappa _1,\tau _2]=[\kappa _1^1\tau _1\kappa _1,\tau _3]=1.$$

By Lemma 8, one has

$$\stackrel{~}{\mathrm{\Gamma }}_5=\stackrel{~}{\mathrm{\Theta }}_4=[\kappa _1,\tau _1\kappa _1\tau _1^1,\tau _2,\tau _3,\kappa _1^1\tau _1\kappa _1,\tau _4,\mathrm{},\tau _n].$$

Since $`s_k`$ corresponds to the node $`T_1T_{k1}`$ for $`2kn+1`$, repeating the above procedure gives the presentation

$$\pi _1(X_{n+1},)\kappa _1,\tau _1,\mathrm{},\tau _n|(\kappa _1\tau _1)^2=(\tau _1\kappa _1)^2,[\kappa _1^1\tau _1\kappa _1,\tau _k]=12kn$$

and

$$\stackrel{~}{\mathrm{\Gamma }}_{n+2}=\stackrel{~}{\mathrm{\Theta }}_{n+1}=[\kappa _1,\kappa _2,\tau _2,\tau _3,\mathrm{},\tau _n,\kappa _1^1\tau _1\kappa _1],$$

where we put $`\kappa _{i+1}:=\tau _i\kappa _i\tau _i^1`$ for $`1in1`$.

The next point $`s_{n+2}`$ corresponds to the tangent point $`T_2Q`$. This gives the relation

(12)
$$(\kappa _2\tau _2)^2=(\tau _2\kappa _2)^2$$

and

$$\stackrel{~}{\mathrm{\Gamma }}_{n+2}=\stackrel{~}{\mathrm{\Theta }}_{n+1}=[\kappa _1,\tau _2\kappa _2\tau _2^1,\kappa _2^1\tau _2\kappa _2,\tau _3,\mathrm{},\tau _n,\kappa _1^1\tau _1\kappa _1].$$

Now comes the $`n2`$ points $`s_k`$ corresponding to the nodes $`T_2T_{kn}`$ for $`n+32n+1`$. These give the relations

$$[\kappa _2^1\tau _2\kappa _2,\tau _k]=13kn.$$

Hence, one has

$$\pi _1(X_{n+1},)\kappa _1,\kappa _2,\tau _1,\mathrm{},\tau _n|$$

$$\kappa _2=\tau _1\kappa _1\tau _1^1,(\kappa _i\tau _i)^2=(\tau _i\kappa _i)^2,[\kappa _i^1\tau _i\kappa _i,\tau _k]=1i<kn,i=1,2.$$

We proceed in this manner until the last singular fiber $`s_N`$. Since this is a branch point, the final relation is

(13)
$$\kappa _n=\kappa _1.$$

This gives the presentation

(14)
$$\pi _1(X_N,)\tau _i,\kappa _i,\mathrm{\hspace{0.33em}1}in|\begin{array}{cc}\kappa _i=\tau _i\kappa _{i1}\tau _i^1,2in\hfill & \\ (\kappa _i\tau _i)^2=(\tau _i\kappa _i)^2,1in\hfill & \\ [\kappa _i^1\tau _i\kappa _i,\tau _j]=1,1i<jn\hfill & \\ \kappa _1=\kappa _n\hfill & \end{array}.$$

Adding to this presentation of $`\pi _1(X_N,)`$ the projective relation $`\tau _n\mathrm{}\tau _1\kappa _1^2=1`$ gives the presentation

(15)
$$\pi _1(^2\backslash 𝒜_n)\tau _i,\kappa _i,\mathrm{\hspace{0.33em}1}in|\begin{array}{cc}\kappa _i=\tau _i\kappa _{i1}\tau _i^1,\hfill & 2in\hfill \\ (\kappa _i\tau _i)^2=(\tau _i\kappa _i)^2,\hfill & 1in\hfill \\ [\kappa _i^1\tau _i\kappa _i,\tau _j]=1,\hfill & 1i<jn\hfill \\ \tau _n\mathrm{}\tau _1\kappa _1^2=1,\hfill & \kappa _1=\kappa _n\hfill \end{array}$$

Note that the relation $`\kappa _1=\kappa _n`$ is redundant. Indeed, since $`\kappa _i=\tau _i\kappa _{i1}\tau _i^1`$, one has

(16)
$$\kappa _n=(\tau _n\mathrm{}\tau _1)\kappa _1(\tau _n\mathrm{}\tau _1)^1.$$

But $`\tau _n\mathrm{}\tau _1=\kappa ^2`$ by the projective relation. Substituting this in (16) yields the relation $`\kappa _1=\kappa _n`$. This finally gives the presentation (1) and proves Theorem 1. Claims regarding the local fundamental groups around the singular points of $`𝒜_n`$ are direct consequences of the above algorithm.

### 3.1. Proof of Corollary 2.

(i) The arrangement $`𝒜_1`$. Writing down the presentation (1) explicitly for $`n=1`$ gives

$$\pi _1(^2\backslash 𝒜_1)\kappa _1,\tau _1|\begin{array}{c}(\kappa _1\tau _1)^2=(\kappa _1\tau _1)^2\hfill \\ t_1\kappa _1^2=1\hfill \end{array}.$$

Eliminating $`\tau _1`$ from the last relation shows that $`\pi _1(^2\backslash A_1)`$.

(ii) The arrangement $`𝒜_2`$. Writing down the presentation (1) explicitly for $`n=2`$ gives

$$\pi _1(^2\backslash 𝒜_2)\kappa _1,\kappa _2,\tau _1,\tau _2|\begin{array}{c}(1)\kappa _2=\tau _1\kappa _1\tau _1^1\hfill \\ (2)(\kappa _1\tau _1)^2=(\tau _1\kappa _1)^2\hfill \\ (3)(\kappa _2\tau _2)^2=(\tau _2\kappa _2)^2\hfill \\ (4)[\kappa _1^1t_1\kappa _1,t_2]=1\hfill \\ (5)\tau _2\tau _1\kappa _1^2=1\hfill \end{array}.$$

Eliminating $`\kappa _2`$ by (1) and $`\tau _2`$ by (5) one easily shows that the relations (3) and (4) are redundant. This leaves (2) and gives the desired presentation.

(iii) The arrangement $`𝒜_3`$. Writing down the presentation (1) explicitly for $`n=3`$ gives

$$\pi _1(^2\backslash 𝒜_3)\begin{array}{c}\kappa _1,\kappa _2,\kappa _3,\hfill \\ \tau _1,\tau _2,\tau _3\hfill \end{array}|\begin{array}{cc}(1)\kappa _2=\tau _1\kappa _1\tau _1^1\hfill & (2)\kappa _3=(\tau _2\tau _1)\kappa _1(\tau _2\tau _1)^1\hfill \\ (3)(\kappa _1\tau _1)^2=(\tau _1\kappa _1)^2\hfill & (4)(\kappa _2\tau _2)^2=(\tau _2\kappa _2)^2\hfill \\ (5)(\kappa _3\tau _3)^2=(\tau _3\kappa _3)^2\hfill & (6)[\kappa _1^1\tau _1\kappa _1,\tau _2]=1\hfill \\ (7)[\kappa _1^1\tau _1\kappa _1,\tau _3]=1\hfill & (8)[\kappa _2^1\tau _2\kappa _2,\tau _3]=1\hfill \\ (9)\tau _3\tau _2\tau _1\kappa _1^2=1\hfill & \end{array}.$$

Eliminate $`\kappa _2`$ by (1), $`\kappa _3`$ by (2), and $`\tau _2`$ by (9). It can be shown that the relations (4), (6) and (8) are consequences of the remaining relations. The relation (5) becomes $`(\kappa _1\tau _3)^2=(\tau _3\kappa _1)^2`$. This gives the presentation

$$\pi _1(^2\backslash 𝒜_3)\kappa _1,\tau _1,\tau _3|(\kappa _1\tau _1)^2=(\tau _1\kappa _1)^2,(\kappa _1\tau _3)^2=(\tau _3\kappa _1)^2,[\kappa _1^1\tau _1\kappa _1,\tau _3]=1.$$

Finally, put $`\kappa :=\kappa _1`$, $`\tau :=\kappa _1^1\tau _1\kappa _1`$ and $`\sigma :=\tau _3`$. Then $`\tau _1=\kappa \tau \kappa ^1`$, and the first relation in the above presentation becomes $`(\kappa ^2\tau \kappa ^1)^2=(\kappa \tau )^2(\kappa \tau )^2=(\tau \kappa )^2`$. This gives the desired presentation.

## 4. The arrangement $`_n`$

As in the case of the arrangements $`𝒜_n`$, it is readily seen that arrangements $`_n`$ are all isotopic to each other for fixed $`n`$, so one can compute $`\pi _1(^2\backslash _n)`$ from the following model for $`_n`$’s (see Figure 10): The quadric $`Q`$ is given by the equation $`x^2+y^2=1`$, and $`p`$ is the point $`(2,0)`$. The lines $`L_i`$ intersect $`Q`$ above the $`x`$ axis.

The projection to the $`x`$ axis has four types of singular fibers:
(i) The fibers $`F_1`$ and $`F_1`$, corresponding to ‘branch points’,
(ii) The fiber $`F_x`$ corresponding to the ‘tangent points’ $`(x,y)=t_1:=T_1Q`$ and $`(x,y)=t_2:=T_2Q`$,
(iii) The fibers $`F_{a_1},\mathrm{},F_{a_n}`$ ($`1<a_n<\mathrm{}a_1<x`$) corresponding to the nodes $`L_iQ`$ lying on the right of the tangent points and the fibers $`F_{b_1},\mathrm{},F_{b_n}`$ ($`x<b_1<\mathrm{}b_n<1`$) corresponding to the nodes $`L_iQ`$ lying on the left of the tangent points.
(iv) The fiber $`F_2`$, corresponding to the point $`p`$.

In order to find the group $`\pi _1(^2\backslash _n)`$, we shall apply the same procedure as in the computation of $`\pi _1(^2\backslash 𝒜_n)`$. Let $`y`$ be such that $`1<y<a_n`$, and take $`F_y`$ to be the base fiber. Let $`s_1:=1`$, $`s_{i+1}:=b_i`$ for $`1in`$, $`s_{n+2}:=x`$, $`s_{n+2+i}:=a_{n+1i}`$ for $`1in`$, and $`s_{2n+3}:=1`$, and $`s_{2n+4}=2`$. Take a basis

$$\stackrel{~}{\mathrm{\Gamma }}_2:=[\tau ,\kappa _1,\kappa _2,\lambda _1,\mathrm{},\lambda _n,\sigma ]$$

for $`F_y`$ as in Figure 7.

Since $`s_1`$ corresponds to a branch point, one has the relation $`\kappa _1=\kappa _2`$. Put $`\kappa :=\kappa _1=\kappa _2`$. The point $`s_2`$ is a node, and yields the relation $`[\kappa ,\lambda _1]=1`$, and one has

$$\stackrel{~}{\mathrm{\Gamma }}_3=[\tau ,\kappa ,\lambda _1,\kappa ,\lambda _2,\mathrm{},\lambda _n,\sigma ].$$

Repeating this for the nodes $`s_3,\mathrm{},s_{n+1}`$ gives the relations $`[\kappa ,\lambda _i]=1`$ for $`1in`$, and one has

$$\stackrel{~}{\mathrm{\Gamma }}_{n+2}=[\tau ,\kappa ,\lambda _1,\mathrm{},\lambda _n,\kappa ,\sigma ]$$

The monodromy around the fiber $`F_x`$ gives the relations $`(\tau \kappa )^2=(\kappa \tau )^2`$ and $`(\sigma \kappa )^2=(\kappa \sigma )^2`$. One has

$$\stackrel{~}{\mathrm{\Gamma }}_{n+3}=[\kappa \tau \kappa ^1,\tau ^1\kappa \tau ,\lambda _1,\mathrm{},\lambda _n,\sigma \kappa \sigma ^1,\kappa ^1\sigma \kappa ].$$

Since the points $`s_{n+3},\mathrm{},s_{2n+2}`$ corresponds to nodes, one has the relations $`[\lambda _i,\sigma \kappa \sigma ^1]=1`$, and

$$\stackrel{~}{\mathrm{\Gamma }}_{2n+3}=[\kappa \tau \kappa ^1,\tau ^1\kappa \tau ,\sigma \kappa \sigma ^1,\lambda _1,\mathrm{},\lambda _n,\kappa ^1\sigma \kappa ].$$

The branch point corresponding to $`s_{2n+3}`$ yields the relation

$$\tau ^1\kappa \tau =\sigma \kappa \sigma ^1$$

Together with the projective relation $`\sigma \lambda _n\mathrm{}\lambda _1\kappa ^2\tau =1`$ these relations already gives a presentation of $`\pi _1(^2\backslash _n)`$, since one can always ignore one of the singular fibers when computing the monodromy (see ).

We obtained the presentation

$$\pi _1(^2\backslash _n)\mathrm{\Lambda },\tau ,\kappa ,\lambda _1,\mathrm{},\lambda _n,\sigma |\begin{array}{c}(1)(\kappa \tau )^2=(\tau \kappa )^2\hfill \\ (2)(\kappa \sigma )^2=(\sigma \kappa )^2\hfill \\ (3)\tau ^1\kappa \tau =\sigma \kappa \sigma ^1\hfill \\ (4)[\kappa ,\lambda _i]=11in\hfill \\ (5)[\sigma \kappa \sigma ^1,\lambda _i]=11in\hfill \\ (6)\sigma \lambda _n\mathrm{}\lambda _1\kappa ^2\tau =1\hfill \end{array}.$$

Put $`\mathrm{\Lambda }:=\lambda _n\mathrm{}\lambda _1`$. Eliminating $`\sigma `$ by (7), it is easily seen that (3) is redundant. Relation (2) becomes

$$(\mathrm{\Lambda }\kappa ^2\tau \kappa ^1)^2=(\kappa ^1\mathrm{\Lambda }\kappa ^2\tau )^2[\tau ^1\kappa \tau ,\mathrm{\Lambda }]=1.$$

But this relation is a consequence of (4), so that (2) is also redundant. Since $`\tau ^1\kappa \tau =\sigma \kappa \sigma ^1`$ by (3), the relation (5) can be written as $`[\tau ^1\kappa \tau ,\lambda _i]=1`$. This gives the presentation (4) and proves Theorem 4.

## 5. The arrangement $`𝒞_n`$

In order to compute the group, consider the model of $`𝒞_n`$ shown in Figure 11, where $`Q`$ is given by $`x^2+y^2=1`$. Suppose that the second points of intersection of the lines $`L_i`$ with $`Q`$ lie above the $`x`$ axis. As in the previous cases, take an initial base

$$\stackrel{~}{\mathrm{\Gamma }}_2:=[\kappa _1,\kappa _2,\lambda _1,\mathrm{},\lambda _n,\tau ].$$

The relation induced by the branch point is $`\kappa _1=\kappa _2=:\kappa `$. The nodes of $`𝒞_n`$ will give the relations $`[\kappa ,\lambda _i]=1`$ for $`1in`$, and one has

$$\stackrel{~}{\mathrm{\Gamma }}_{n+2}=[\kappa ,\lambda _1,\mathrm{},\lambda _n,\kappa ,\tau ].$$

One can simplify the computation of the monodromy around the complicated singular fiber as follows: Put $`\mathrm{\Lambda }:=\lambda _n\mathrm{}\lambda _1`$. By the projective relation one has $`\tau \mathrm{\Lambda }\kappa ^2=1\tau =\kappa ^2\mathrm{\Lambda }^1`$. Hence, $`[\kappa ,\tau ]=1`$. Since we also have $`[\kappa ,\lambda _i]=1`$ for $`1in`$, this means that when computing the monodromy around this fiber, one can ignore the branch $`Q`$. This leaves $`n+1`$ branches intersecting transversally, and the induced relation is (see )

(17)
$$[\tau \mathrm{\Lambda },\lambda _i]=[\tau \mathrm{\Lambda },\tau ]=1,$$

and one has

$$\stackrel{~}{\mathrm{\Gamma }}_{n+3}=[\kappa ,\kappa ,\mathrm{}.].$$

The last relation induced by the branch point yields the trivial relation $`\kappa =\kappa `$, as expected.

Eliminating $`\tau `$ shows that the relations (17) are redundant and gives the presentation

$$\pi _1(^2\backslash C_n)\kappa ,\lambda _1,\mathrm{},\lambda _n|[\lambda _i,\kappa ]=1.$$

$`\mathrm{}`$

Acknowledgements. This work was partially supported by the Emmy Noether Research Institute for Mathematics (center of the Minerva Foundation of Germany), the Excellency Center “Group Theoretic Methods in the Study of Algebraic Varieties” of the Israel Science Foundation, and EAGER (EU network, HPRN-CT-2009-00099).


text:
# 1 Introduction

## 1 Introduction

The possibility of constructing high energy polarized electron and positron beams is considered with great interest with regard to the physics programme at a linear collider (LC). Indeed, one of the most important advantages of initial beam polarization is that one can measure spin-dependent observables, which represent the most direct probes of the fermion helicity dependence of the electroweak interactions. Consequently, one would expect a substantial gain in the sensitivity to the features of possible non-standard interactions and, in particular, stringent constraints on the individual new coupling constants could be derived from the data analysis by looking for deviations of the observables from the Standard Model (SM) predictions.

Contact interaction Lagrangians (CI) provide an effective framework to account for the phenomenological effects of new dynamics characterized by extremely high intrinsic mass scales $`\mathrm{\Lambda }`$, at the ‘low’ energies $`\sqrt{s}\mathrm{\Lambda }`$ attainable at current particle accelerators. The explicit parameterization of the four-fermion quark and lepton contact interactions is, a priori, somewhat arbitrary. In general, it must respect $`SU(3)\times SU(2)\times U(1)`$ symmetry, because the new dynamics are active well-beyond the electroweak scale. Furthermore, usually one limits to the lowest dimensional operators, $`D=6`$ being the minimum, and neglects higher dimensional operators that are suppressed by higher powers of $`1/\mathrm{\Lambda }^2`$ and therefore are expected to give negligible effects.

In this note, we consider the effects of the flavor-diagonal, helicity conserving $`eeff`$ contact-interaction effective Lagrangian

$$_{\mathrm{CI}}=\frac{1}{1+\delta _{ef}}\underset{\alpha \beta }{}g_{\mathrm{eff}}^2ϵ_{\alpha \beta }\left(\overline{e}_\alpha \gamma _\mu e_\alpha \right)\left(\overline{f}_\beta \gamma ^\mu f_\beta \right),$$
(1)
in the Bhabha scattering process

$$e^++e^{}e^++e^{},$$
(2)
at an $`e^+e^{}`$ linear collider with c.m. energy $`\sqrt{s}=0.5\mathrm{TeV}`$ and polarized electron and positron beams. In Eq. (1): $`\alpha ,\beta =\mathrm{L},\mathrm{R}`$ denote left- or right-handed fermion helicities, $`f`$ indicates the fermion species, so that $`\delta _{ef}=1`$ for the process (2) under consideration, and the CI coupling constants are parameterized in terms of corresponding mass scales as $`ϵ_{\alpha \beta }=\eta _{\alpha \beta }/\mathrm{\Lambda }_{\alpha \beta }^2`$. Actually, one assumes $`g_{\mathrm{eff}}^2=4\pi `$ to account for the fact that the interaction would become strong at $`\sqrt{s}\mathrm{\Lambda }`$, and by convention $`|\eta _{\alpha \beta }|=\pm 1`$ or $`\eta _{\alpha \beta }=0`$, leaving the energy scales $`\mathrm{\Lambda }_{\alpha \beta }`$ as free, a priori independent parameters.

For the case of the Bhabha process (2), the effective lagrangian interaction in Eq. (1) envisages the existence of three individual, and independent, CI models, contributing to individual helicity amplitudes or combinations of them, with a priori free, and non-vanishing, coefficients (basically, $`ϵ_{\mathrm{LL}},ϵ_{\mathrm{RR}}\mathrm{and}ϵ_{\mathrm{LR}}`$ combined with the $`\pm `$ signs). Correspondingly, in principle the most general, and model-independent, analysis of the data must account for the situation where all four-fermion effective couplings defined in Eq. (1) are simultaneously allowed in the expression for the cross section. Potentially, the different CI couplings may interfere and substantially weaken the bounds. Indeed, although the different helicity amplitudes by themselves do not interfere, the deviations from the SM could be positive for one helicity amplitude and negative for another, so that accidental cancellation might occur in the sought for deviations from the SM predictions for the relevant observables. It should be highly desirable to apply a general (and model-independent) approach to the analysis of experimental data, that allows to simultaneously include all terms of Eq. (1) as independent, non vanishing free parameters, and yet to derive separate constraints (or exclusion regions) on the values of the CI coupling constants, free from potential weakening due to accidental cancellations. Such an analysis is feasible with initial beam longitudinal polarization and allows to extract the individual helicity cross sections from suitable combinations of measurable polarized cross sections and, consequently, to disentangle the constraints on the corresponding CI constants.

## 2 Sensitivity to CI

With $`P^{}`$ and $`P^+`$ the longitudinal polarization of the electron and positron beams, respectively, and $`\theta `$ the angle between the incoming and the outgoing electrons in the c.m. frame, the differential cross section of process (2) at lowest order, including $`\gamma `$ and $`Z`$ exchanges both in the $`s`$ and $`t`$ channels and the contact interaction (1), can be written in the following form :

$$\frac{\text{d}\sigma (P^{},P^+)}{\text{d}\mathrm{cos}\theta }=(1P^{}P^+)\frac{\text{d}\sigma _1}{\text{d}\mathrm{cos}\theta }+(1+P^{}P^+)\frac{\text{d}\sigma _2}{\text{d}\mathrm{cos}\theta }+(P^+P^{})\frac{\text{d}\sigma _P}{\text{d}\mathrm{cos}\theta }.$$
(3)
In Eq. (3):

$`{\displaystyle \frac{\text{d}\sigma _1}{\text{d}\mathrm{cos}\theta }}`$ $`=`$ $`{\displaystyle \frac{\pi \alpha ^2}{4s}}\left[A_+(1+\mathrm{cos}\theta )^2+A_{}(1\mathrm{cos}\theta )^2\right],`$
$`{\displaystyle \frac{\text{d}\sigma _2}{\text{d}\mathrm{cos}\theta }}`$ $`=`$ $`{\displaystyle \frac{\pi \alpha ^2}{4s}}\mathrm{\hspace{0.17em}4}A_0,`$
$`{\displaystyle \frac{\text{d}\sigma _P}{\text{d}\mathrm{cos}\theta }}`$ $`=`$ $`{\displaystyle \frac{\pi \alpha ^2}{4s}}A_+^P(1+\mathrm{cos}\theta )^2,`$ (4)
with

$`A_0(s,t)`$ $`=`$ $`\left({\displaystyle \frac{s}{t}}\right)^2\left|1+g_\mathrm{R}g_\mathrm{L}\chi _Z(t)+{\displaystyle \frac{t}{\alpha }}ϵ_{\mathrm{LR}}\right|^2,`$
$`A_+(s,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left|1+{\displaystyle \frac{s}{t}}+g_\mathrm{L}^2\left(\chi _Z(s)+{\displaystyle \frac{s}{t}}\chi _Z(t)\right)+2{\displaystyle \frac{s}{\alpha }}ϵ_{\mathrm{LL}}\right|^2`$
$`+`$ $`{\displaystyle \frac{1}{2}}\left|1+{\displaystyle \frac{s}{t}}+g_\mathrm{R}^2\left(\chi _Z(s)+{\displaystyle \frac{s}{t}}\chi _Z(t)\right)+2{\displaystyle \frac{s}{\alpha }}ϵ_{\mathrm{RR}}\right|^2,`$
$`A_{}(s)`$ $`=`$ $`\left|1+g_\mathrm{R}g_\mathrm{L}\chi _Z(s)+{\displaystyle \frac{s}{\alpha }}ϵ_{\mathrm{LR}}\right|^2,`$
$`A_+^P(s,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left|1+{\displaystyle \frac{s}{t}}+g_\mathrm{L}^2\left(\chi _Z(s)+{\displaystyle \frac{s}{t}}\chi _Z(t)\right)+2{\displaystyle \frac{s}{\alpha }}ϵ_{\mathrm{LL}}\right|^2`$ (5)
$``$ $`{\displaystyle \frac{1}{2}}\left|1+{\displaystyle \frac{s}{t}}+g_\mathrm{R}^2\left(\chi _Z(s)+{\displaystyle \frac{s}{t}}\chi _Z(t)\right)+2{\displaystyle \frac{s}{\alpha }}ϵ_{\mathrm{RR}}\right|^2.`$
Here: $`\alpha `$ is the fine structure constant; $`t=s(1\mathrm{cos}\theta )/2`$ and $`\chi _Z(s)=s/(sM_Z^2+iM_Z\mathrm{\Gamma }_Z)`$, $`\chi _Z(t)=t/(tM_Z^2)`$ represent the $`Z`$ propagators in $`s`$ and $`t`$ channel, respectively, with $`M_Z`$ and $`\mathrm{\Gamma }_Z`$ the mass and width of the $`Z`$; $`g_\mathrm{R}=\mathrm{tan}\theta _W`$, $`g_\mathrm{L}=\mathrm{cot}2\theta _W`$ are the SM right- and left-handed electron couplings of the $`Z`$, with $`s_W^2=1c_W^2\mathrm{sin}^2\theta _W`$.

With both beams polarized, the polarization of each beam can be changed on a pulse by pulse basis. This would allow the separate measurement of the polarized cross sections for each of the four polarization configurations RR, LL, RL and LR, corresponding to the four sets of beam polarizations $`(P^{},P^+)=(P_1,P_2)`$, $`(P_1,P_2)`$, $`(P_1,P_2)`$ and $`(P_1,P_2)`$, respectively, with $`P_{1,2}>0`$. Specifically, with the simplifying notation $`\text{d}\sigma \text{d}\sigma /\text{d}\mathrm{cos}\theta `$:

$`\text{d}\sigma _{\mathrm{RR}}`$ $``$ $`\text{d}\sigma (P_1,P_2)=(1P_1P_2)\text{d}\sigma _1+(1+P_1P_2)\text{d}\sigma _2+(P_2P_1)\text{d}\sigma _P,`$
$`\text{d}\sigma _{\mathrm{LL}}`$ $``$ $`\text{d}\sigma (P_1,P_2)=(1P_1P_2)\text{d}\sigma _1+(1+P_1P_2)\text{d}\sigma _2(P_2P_1)\text{d}\sigma _P,`$
$`\text{d}\sigma _{\mathrm{RL}}`$ $``$ $`\text{d}\sigma (P_1,P_2)=(1+P_1P_2)\text{d}\sigma _1+(1P_1P_2)\text{d}\sigma _2(P_2+P_1)\text{d}\sigma _P,`$
$`\text{d}\sigma _{\mathrm{LR}}`$ $``$ $`\text{d}\sigma (P_1,P_2)=(1+P_1P_2)\text{d}\sigma _1+(1P_1P_2)\text{d}\sigma _2+(P_2+P_1)\text{d}\sigma _P.`$ (6)
To make contact to the experiment we take $`P_1=0.8`$ and $`P_2=0.6`$, and impose a cut in the forward and backward directions. Specifically, we consider the cut angular range $`|\mathrm{cos}\theta |<0.9`$ and divide it into nine equal-size bins of width $`\mathrm{\Delta }z=0.2`$ ($`z\mathrm{cos}\theta `$). We also introduce the experimental efficiency, $`ϵ`$, for detecting the final $`e^+e^{}`$ pair, and according to the LEP2 experience $`ϵ=0.9`$ is assumed.

The most natural choice of observables are the four, directly measurable, differential event rates integrated over each bin:

$$N_{\mathrm{LL}},N_{\mathrm{RR}},N_{\mathrm{LR}},N_{\mathrm{RL}},$$
(7)
where ($`\alpha ,\beta =\mathrm{L},\mathrm{R}`$), and

$$N_{\alpha \beta }^{\mathrm{bin}}=\frac{1}{4}_{\mathrm{int}}ϵ_{\mathrm{bin}}(\text{d}\sigma _{\alpha \beta }/\text{d}z)\text{d}z.$$
(8)
In Eq. (8), $`_{\mathrm{int}}`$ is the time-integrated luminosity, which is assumed to be equally divided among over the four combinations of electron and positron beams polarization defined in Eqs. (6).

The current bounds on $`\mathrm{\Lambda }_{\alpha \beta }`$, of the order of several TeV, are such that for the LC c.m. energy $`\sqrt{s}=0.5`$ TeV the characteristic suppression factor $`s/\mathrm{\Lambda }^2`$ in Eq. (5) is rather strong. Accordingly, we can safely assume a linear dependence of the cross sections on the parameters $`ϵ_{\alpha \beta }`$. In this regard, indirect manifestations of the CI interaction (1) can be looked for, via deviations of the measured observables from the SM predictions, caused by the new interaction. The reach on the CI couplings, and the corresponding constraints on their allowed values in the case of no effect observed, can be estimated by comparing the expression of the mentioned deviations with the expected experimental (statistical and systematic) uncertainties.

To this purpose, assuming the data to be well described by the SM ($`ϵ_{\alpha \beta }=0`$) predictions, i.e., that no deviation is observed within the foreseen experimental uncertainty, and in the linear approximation in $`ϵ_{\alpha \beta }`$ of the observables (7), we apply the method based on the covariance matrix:

$`V_{kl}`$ $`=`$ $`(𝒪_k\overline{𝒪}_k)(𝒪_l\overline{𝒪}_l)`$ (9)
$`=`$ $`{\displaystyle \underset{i=1}{\overset{4}{}}}\left(\delta N_i\right)^2\left({\displaystyle \frac{𝒪_k}{N_i}}\right)\left({\displaystyle \frac{𝒪_l}{N_i}}\right)+\left(\delta _{\mathrm{int}}\right)^2\left({\displaystyle \frac{𝒪_k}{_{\mathrm{int}}}}\right)\left({\displaystyle \frac{𝒪_l}{_{\mathrm{int}}}}\right)`$
$`+`$ $`\left(\delta P^{}\right)^2\left({\displaystyle \frac{𝒪_k}{P^{}}}\right)\left({\displaystyle \frac{𝒪_l}{P^{}}}\right)+\left(\delta P^+\right)^2\left({\displaystyle \frac{𝒪_k}{P^+}}\right)\left({\displaystyle \frac{𝒪_l}{P^+}}\right).`$
Here, the $`N_i`$ are given by Eq. (7), so that the statistical error appearing on the right-hand-side is given by

$$\delta N_i=\sqrt{N_i},$$
(10)
and the $`𝒪_l=(N_{\mathrm{LL}},N_{\mathrm{RR}},N_{\mathrm{LR}},N_{\mathrm{RL}}`$ are the observables. The second, third and fourth terms of the right-hand-side of Eq. (9) represent the systematic errors on the integrated luminosity $`_{\mathrm{int}}`$, polarizations $`P^{}`$ and $`P^+`$, respectively.

Defining the inverse covariance matrix $`W^1`$ as

$$\left(W^1\right)_{ij}=\underset{k,l=1}{\overset{4}{}}\underset{bins}{}\left(V^1\right)_{kl}\left(\frac{𝒪_k}{ϵ_i}\right)\left(\frac{𝒪_l}{ϵ_j}\right),$$
(11)
with $`ϵ_i=(ϵ_{LL},ϵ_{LR},ϵ_{RR})`$, model-independent allowed domains in the four-dimensional CI parameter space to 95% confidence level are obtained from the error contours determined by the quadratic form in $`ϵ_{\alpha \beta }`$ :

$$\left(ϵ_{LL}ϵ_{LR}ϵ_{RR}\right)W^1\left(\begin{array}{c}ϵ_{LL}\\ ϵ_{LR}\\ ϵ_{RR}\end{array}\right)=7.82.$$
(12)
The value 7.82 on the right-hand side of Eq. (12) corresponds to a fit with three free parameters.

The quadratic form (12) defines a three-dimensional ellipsoid in the $`(ϵ_{LL},ϵ_{LR},ϵ_{RR})`$ parameter space. The matrix $`W`$ has the property that the square roots of the individual diagonal matrix elements, $`\sqrt{W_{ii}}`$, determine the projection of the ellipsoid onto the corresponding $`i`$-parameter axis in the three-dimensional space, and has the meaning of the bound at 95% C.L. on that parameter regardless of the values assumed for the others. Conversely, $`1/\sqrt{\left(W^1\right)_{ii}}`$ determines the value of the intersection of the ellipsoid with the corresponding $`i`$-parameter axis, and represents the 95% C.L. bound on that parameter assuming all the others to be exactly known. Accordingly, the ellipsoidal surface constrains, at the 95% C.L. and model-independently, the range of values of the CI couplings $`ϵ_{\alpha \beta }`$ allowed by the foreseen experimental uncertainties.

The numerical results can be represented graphically. As an example, in Figs. 1–2 we show the planar ellipses that are obtained by projecting onto the two planes ($`ϵ_{LL},ϵ_{LR}`$) and ($`ϵ_{LR},ϵ_{RR}`$) the 95% C.L. allowed three-dimensional ellipsoid.

To appreciate the significant role of initial beam polarization we show in Figs. 1–2 the allowed bounds, obtained from unpolarized initial beams $`P^{}=P^+=0`$ (dotted line), polarized electrons and unpolarized positrons $`|P^{}|=0.8`$, $`P^+=0`$ (dashed line), and both polarized beams with $`|P^{}|=0.8`$ and $`|P^+|=0.6`$ (solid line). As can be seen from those figures, the electron polarization is obviously essential to dramatically reduce the allowed domains of CI parameters with respect to the case of unpolarized beams. The results presented in Figs. 1–2 show that the increase in the sensitivity to the parameters $`ϵ_{\alpha \beta }`$ due to the additional availability of positron polarization is quite useful. One can obtain from Figs. 1–2 the corresponding bounds on $`\mathrm{\Lambda }_{\alpha \beta }`$. For the case when both initial beams are polarized, we have: $`\mathrm{\Lambda }_{RR}>38`$ TeV, $`\mathrm{\Lambda }_{LL}>38`$ TeV and $`\mathrm{\Lambda }_{LR}>49`$ TeV.

## Acknowledgments

It is a pleasure to thank Dr. A. Babich, Prof. P. Osland and Prof. N. Paver for the fruitful and enjoyable collaboration on the topics related with those covered here.


text:
# Lower bound on the relative error of mixed-state cloning and related operations

## I Introduction

Quantum cloning is a important issue in quantum information, due to its connection to security in quantum cryptography and reflection on the nature of quantum states. It is well known that nonorthogonal pure states cannot be cloned . This result was generalized and extended in Ref. : noncommuting mixed states cannot be broadcast. In Ref.  the stronger no-cloning theorem was established. For example, let $`\{|s_1,|s_2\}`$ be any pair of nonorthogonal pure states and $`\{\mathrm{{\rm Y}}_1,\mathrm{{\rm Y}}_2\}`$ be any pair of mixed states. According to the stronger no-cloning theorem, there is a physical operation $`|s_j\mathrm{{\rm Y}}_j|s_j|s_j`$ if and only if there is a physical operation $`\mathrm{{\rm Y}}_j|s_j`$. In other words, the full information of the clone must be a priori provided in the ancilla state $`\mathrm{{\rm Y}}_j`$ alone .

The approximate quantum copying was originally considered by Bužek and Hillery. In addition, they examined approximate cloning machines operating on prescribed two non-orthogonal states . In Ref.  such devices were called ’state-dependent cloners’. As a criterion for estimation of the state-dependent cloning, Ref.  introduced ”global fidelity” and ”local fidelity.” It has constructed the optimal ”global” cloner that maximizes the global fidelity. The local fidelity has also been optimized. The writers of Ref.  obtained the upper bound on the global fidelity for $`NL`$ cloning of two states with a priori probabilities. Ref.  considered state-dependent $`NL`$ cloning with respect to both the mentioned criteria.

The other category of cloners contains universal cloning machines which copy arbitrary state equally well. First such example was given by Bužek and Hillery . Refs.  constructed the universal qubit cloner that maximizes the local fidelity. Analogous problem for multi-level quantum system was solved in Refs. . Note that the approximate cloning is interesting for several questions. The problem of security in quantum criptography is one of obvious applications. In addition, the cloning transformations can be used to realize joint measurements of noncommuting observables .

Thus, the state-dependent cloning was mainly examined from the ”fidelity” viewpoint. However, the state-dependent cloning is a complex subject with many facets. Important as the notions of the global fidelity and the local fidelity are, they do not cover the problem on the whole . An optimality criterion to widen an outlook is needed. In Ref.  we introduced such a criterion called ”relative error.” We have found that minimizing the relative error is essentially different task from optimizing other quantities. The asymmetric cloner, which minimizes the relative error, was us constructed. As Ref.  shows, the study of the relative error has allowed to complement a portrait of the state-dependent cloning.

All the above results examine the pure-state cloning. Ref.  introduced the single qubit purification procedure that was used in extending of the input of the optimal cloners constructed in Refs.  to mixed states. However, the described in Ref.  scenario is not equivalent to the standard statement of cloning problem. The approximate copying of mixed states is interesting for various questions. For example, in some protocols Alice and Bob encode the bits 1 and 0 into two non-orthogonal pure states . In the reality a communication channel will inevitably suffer from noise that will have caused the bits to evolve to mixed states. Eve is then anxious for cloning of two noncommuting mixed states. Ref.  extends the concept of state-dependent cloning to the case of mixed states. The upper bound on the global fidelity for mixed-state cloning has been established. The notion of the angle between two mixed states  allows to give simple proof for this upper bound.

In this paper we define the relative error for mixed-state cloning and related operations in which the ancilla state contains some a priori information about the state to be cloned. The lower bound on the relative error will be obtained. The optimization of a general unitary transformation is more difficult problem. It is not considered in the present work.

## II Preliminary lemmas

Before definition of the relative error, we shall prove two useful statements those maintain our approach. In general, the measure of distinguishability for mixed quantum states is provided by the fidelity function. The fidelity $`F(\chi ,\omega )`$ between two density operators $`\chi `$ and $`\omega `$ is defined by

$$F(\chi ,\omega )=\mathrm{max}\left|X|Y\right|^2.$$
(1)
Pure states $`|X`$ and $`|Y`$ are purifications of $`\chi `$ and $`\omega `$ respectively, that is $`\chi =\mathrm{Tr}_E\left(|XX|\right)`$ and $`\omega =\mathrm{Tr}_E\left(|YY|\right)`$. The quantity given by Eq. (1) is equivalent to the Uhlmann’s transition probability for mixed states . Note that this usage of word ”fidelity” is not unique: Refs.  define fidelity to be the square root of the present quantity. Ref.  parametrized the fidelity by means of the angle between mixed states, namely:

$`F(\chi ,\omega )`$ $`=\mathrm{cos}^2\mathrm{\Delta }(\chi ,\omega ),`$ (2)
$`\mathrm{\Delta }(\chi ,\omega )`$ $`=\mathrm{min}\delta (X,Y).`$ (3)
Here $`\delta (X,Y)[0;\pi /2]`$ is angle between vectors $`|X`$ and $`|Y`$. For any triplet $`\{\chi ,\omega ,\rho \}`$ of mixed states ,

$$\mathrm{\Delta }(\chi ,\omega )\mathrm{\Delta }(\chi ,\rho )+\mathrm{\Delta }(\omega ,\rho ).$$
(4)
This result extends the spherical triangle inequality to the case of mixed states. The first useful statements gives the upper bound on the difference between fidelities $`F(\chi ,\rho )`$ and $`F(\omega ,\rho )`$.

Lemma 1 For any triplet $`\{\chi ,\omega ,\rho \}`$ of mixed states,

$$\left|F(\chi ,\rho )F(\omega ,\rho )\right|\mathrm{sin}\mathrm{\Delta }(\chi ,\omega ).$$
(5)
Proof Because Eq. (4) and standard trigonometric formula $`\mathrm{cos}^2\alpha \mathrm{cos}^2\beta =\mathrm{sin}(\alpha +\beta )\mathrm{sin}(\alpha \beta )`$ ,

$$\mathrm{cos}^2\mathrm{\Delta }_{\chi \rho }\mathrm{cos}^2\mathrm{\Delta }_{\omega \rho }\mathrm{cos}^2(\mathrm{\Delta }_{\chi \omega }\mathrm{\Delta }_{\omega \rho })\mathrm{cos}^2\mathrm{\Delta }_{\omega \rho }=\mathrm{sin}\mathrm{\Delta }_{\chi \omega }\mathrm{sin}(2\mathrm{\Delta }_{\omega \rho }\mathrm{\Delta }_{\chi \omega })\mathrm{sin}\mathrm{\Delta }_{\chi \omega }.$$

We then get by a parallel argument

$$\mathrm{cos}^2\mathrm{\Delta }_{\omega \rho }\mathrm{cos}^2\mathrm{\Delta }_{\chi \rho }\mathrm{sin}\mathrm{\Delta }_{\chi \omega },$$

and the two last inequalities give Eq. (5). $`\mathrm{}`$

The second useful statement establishes the upper bound on the modulus of difference between probability distributions generated by two mixed states $`\chi `$ and $`\omega `$ for any measurement. Let $`\{E_a\}`$ be a generalized measurement (POVM). Such a measurement over the system $`S`$ in state $`\rho `$ produces outcome $`a`$ with probability

$$p(a|\rho )=\mathrm{Tr}_S(E_a\rho ).$$
(6)
Lemma 2 For arbitrary measurement and any two states $`\chi `$ and $`\omega `$,

$$\left|p(a|\chi )p(a|\omega )\right|\mathrm{sin}\mathrm{\Delta }_{\chi \omega }.$$
(7)
Proof Recall that POVM can be realized as an orthogonal measurement over extended system $`ST`$  (this is insured by Neumark’s theorem). That is,

$$\mathrm{Tr}_S(E_a\rho )=\mathrm{Tr}_{ST}\left\{\mathrm{\Pi }_a(\rho \sigma )\right\},$$
(8)
where $`\{\mathrm{\Pi }_a\}`$ is an orthogonal measurement. We now choose purifications $`|X`$ of $`\chi \sigma `$ and $`|Y`$ of $`\omega \sigma `$ so that $`F(\chi \sigma ,\omega \sigma )=\left|X|Y\right|^2`$. Because Eq. (8), we can write

$`p(a|\chi )=X|\mathrm{\Pi }_a\mathrm{𝟏}|X,`$ (9)
$`p(a|\omega )=Y|\mathrm{\Pi }_a\mathrm{𝟏}|Y.`$ (10)
Ref.  proved that for arbitrary projector $`\mathrm{\Pi }`$,

$$\left|X|\mathrm{\Pi }|XY|\mathrm{\Pi }|Y\right|\mathrm{sin}\delta _{XY}.$$
(11)
Since the fidelity function is multiplicative , there is $`F(\chi \sigma ,\omega \sigma )=F(\chi ,\omega )`$ and therefore $`\mathrm{\Delta }_{\chi \omega }=\delta _{XY}`$. Using Eqs. (9), (10) and (11), we then obtain (7). $`\mathrm{}`$

## III Statement of the problem

Let us start with a precise description of the physical operation that will be considered. A register $`A`$, having an $`d`$-dimensional Hilbert space $`=^d`$ ($`d>1`$), is initially prepared in one state from a set $`𝔄=\{\rho _1,\rho _2\}`$. The ancilla state $`\mathrm{{\rm Y}}_j`$ from a set $`𝔖=\{\mathrm{{\rm Y}}_1,\mathrm{{\rm Y}}_2\}`$ contains some a priori (generally non-full) information about the input state of register $`A`$. By the ancilla we will mean a system $`BE`$ composed of extra register $`B`$, that is to receive the clone of $`\rho _j`$, and environment $`E`$. If we include an environment space then any physical operation may be expressed as a unitary evolution. Thus, the final state of two registers is described by

$$\stackrel{~}{\rho }_j=\mathrm{Tr}_E\left(V(\rho _j\mathrm{{\rm Y}}_j)V^{}\right),$$
(12)
which is partial trace over environment space. In order to estimate a quality of cloning we shall compare $`\stackrel{~}{\rho }_j`$ with the perfect state $`\rho _j\rho _j`$ that would be produced by the ideal cloning. (Note that the cloning is special strong form of broadcasting ; the examination of approximate broadcasting is beyond the scope of the present work.)

We shall now justify the notion of the relative error for the above physical operation. Lemmas 1 and 2 insure that the sine of angle between two mixed states gives a reasonable measure of closeness for ones. We shall now use this measure to justify the notion of the relative error for discussed operations. For brevity, let us denote $`\mathrm{\Delta }_j=\mathrm{\Delta }(\stackrel{~}{\rho }_j,\rho _j\rho _j)`$, where $`j=1,2`$. According to Eq. (7), for any measurement

$$\left|p(a|\stackrel{~}{\rho }_j)p(a|\rho _j\rho _j)\right|\mathrm{sin}\mathrm{\Delta }_j.$$
(13)
Thus, size $`\mathrm{sin}\mathrm{\Delta }_j`$ describes upon the whole the deviation of the resulting probability distribution from the probability distribution to which it ought to tend. We define the absolute error as the sum $`\mathrm{sin}\mathrm{\Delta }_1+\mathrm{sin}\mathrm{\Delta }_2`$. This definition extends the notion of the absolute error to the case of mixed states. However, this criterion loses sight of closeness of states $`\rho _1`$ and $`\rho _2`$. Let us take that we want distinguishing the input state of register $`A`$ by measurement made on the output. In order to solve the problem we compare given output $`\stackrel{~}{\rho }_j`$ to both ideal outputs $`\rho _1\rho _1`$ and $`\rho _2\rho _2`$. But if the ideal outputs are not sufficiently distinguishing then it is difficult. To express this in quantitative form we should use some measure of closeness for states $`\rho _1\rho _1`$ and $`\rho _2\rho _2`$. By Eq. (7),

$$\left|p(a|\rho _1\rho _1)p(a|\rho _2\rho _2)\right|\mathrm{sin}\mathrm{\Delta }(\rho _1\rho _1,\rho _2\rho _2)$$

for any measurement. So, size $`\mathrm{sin}\mathrm{\Delta }(\rho _1\rho _1,\rho _2\rho _2)`$ provides such a measure. The closeness of $`\stackrel{~}{\rho }_1`$ to $`\rho _1\rho _1`$ is measured by $`\mathrm{sin}\mathrm{\Delta }_1`$, the closeness of $`\stackrel{~}{\rho }_2`$ to $`\rho _2\rho _2`$ is measured by $`\mathrm{sin}\mathrm{\Delta }_2`$. By analogy with the case of pure states , the relative error is defined as follows.

Definition The relative error is

$$R(𝔄|𝔖)=\frac{\mathrm{sin}\mathrm{\Delta }_1+\mathrm{sin}\mathrm{\Delta }_2}{\mathrm{sin}\mathrm{\Delta }(\rho _1\rho _1,\rho _2\rho _2)}.$$
(14)
This definition generalizes the notion of the relative error in two significances. In the first place, it extends the mentioned notion to the case of mixed states. In the second place, it takes into account that the ancilla state can contain a priori information about the state to be cloned. We are interested in lower bound on the relative error defined above.

## IV Main result

Let us now formulate the basic result of the present work. The desired lower bound is established by the following theorem.

Theorem Let $`f=\sqrt{F(\rho _1,\rho _2)}`$, $`\varphi =\sqrt{F(\mathrm{{\rm Y}}_1,\mathrm{{\rm Y}}_2)}`$.

(i) For $`f\varphi 1`$ there holds

$$R(𝔄|𝔖)f\varphi f^2\sqrt{1f^2\varphi ^2}/\sqrt{1f^4};$$
(15)
(ii) For $`\mathrm{\hspace{0.17em}0}\varphi f`$ there holds $`R(𝔄|𝔖)0`$.

Proof of the theorem (i) At first, using Eq. (4) twice, we have

$`\mathrm{\Delta }(\rho _1\rho _1,\rho _2\rho _2)\mathrm{\Delta }_1+\mathrm{\Delta }_2+\mathrm{\Delta }(\stackrel{~}{\rho }_1,\stackrel{~}{\rho }_2)`$ (16)
$`\mathrm{\Delta }_1+\mathrm{\Delta }_2\mathrm{\Delta }(\rho _1\rho _1,\rho _2\rho _2)\mathrm{\Delta }(\stackrel{~}{\rho }_1,\stackrel{~}{\rho }_2).`$ (17)
By the multiplicativity and the unitary preservation,

$$F(\rho _1,\rho _2)F(\mathrm{{\rm Y}}_1,\mathrm{{\rm Y}}_2)=F(\rho _1\mathrm{{\rm Y}}_1,\rho _2\mathrm{{\rm Y}}_2)=F(V(\rho _1\mathrm{{\rm Y}}_1)V^{},V(\rho _2\mathrm{{\rm Y}}_2)V^{}).$$

Because the fidelity cannot decrease under the operation of partial trace , $`F(\rho _1,\rho _2)F(\mathrm{{\rm Y}}_1,\mathrm{{\rm Y}}_2)F(\stackrel{~}{\rho }_1,\stackrel{~}{\rho }_2)`$ and

$$\mathrm{cos}\mathrm{\Delta }(\stackrel{~}{\rho }_1,\stackrel{~}{\rho }_2)f\varphi .$$
(18)
By Eq. (18), we have

$$\mathrm{sin}\mathrm{\Delta }(\stackrel{~}{\rho }_1,\stackrel{~}{\rho }_2)\sqrt{1f^2\varphi ^2}$$
(19)
According to the angle range of values,

$$\mathrm{sin}\mathrm{\Delta }_1+\mathrm{sin}\mathrm{\Delta }_2\mathrm{sin}(\mathrm{\Delta }_1+\mathrm{\Delta }_2).$$
(20)
By Eqs. (20) and (17),

$$R(𝔄|𝔖)\mathrm{cos}\mathrm{\Delta }(\stackrel{~}{\rho }_1,\stackrel{~}{\rho }_2)\mathrm{sin}\mathrm{\Delta }(\stackrel{~}{\rho }_1,\stackrel{~}{\rho }_2)\mathrm{cot}\mathrm{\Delta }(\rho _1\rho _1,\rho _2\rho _2).$$

Using Eqs. (18) and (19), the last inequality can be rewritten as Eq. (15). Note that if $`\varphi <f`$ then Eq. (15) is also valid. However, it is empty, since the right-hand side of Eq. (15) becomes negative.

(ii) Suppose that $`\varphi `$ lies between 0 and $`f`$. It suffices to show that there are states $`\mathrm{{\rm Y}}_1`$ and $`\mathrm{{\rm Y}}_2`$, such that

$$\rho _j=\mathrm{Tr}_E\mathrm{{\rm Y}}_j.$$
(21)
Then the equality $`R(𝔄|𝔖)=0`$ is clearly valid. We may assume without loss of generality that states $`\mathrm{{\rm Y}}_1`$ and $`\mathrm{{\rm Y}}_2`$ are pure. If both purifications $`|Y_1`$ of $`\rho _1`$ and $`|Y_2`$ of $`\rho _2`$ lie in $``$ then

$$\left|Y_1|Y_2\right|=\left|\mathrm{Tr}(\sqrt{\rho _1}\sqrt{\rho _2}V)\right|,$$
(22)
where trace is taken over space $``$. An element $`V`$ is placed in the unitary group $`\mathrm{U}(d)`$ and freely variable by choice of purifications . We can use the freedom in $`V`$ to make the equality $`\left|Y_1|Y_2\right|=\varphi `$. To see this possibility we note that quantity $`\left|Y_1|Y_2\right|`$ ranges between 0 and $`f`$. Indeed, the maximum is equal to the squared root of fidelity . The minimal value is zero, because we can take orthogonal purifications. Recall that $`\mathrm{U}(d)`$ is the connected group. In fact, an arbitrary unitary matrix can de represented as $`WDW^1`$, where $`W`$ is unitary and $`D=\mathrm{diag}[\mathrm{exp}(i\theta _1),\mathrm{},\mathrm{exp}(i\theta _d)]`$ (this is provided by the spectral theorem for normal matrices ). Replacing $`\theta _k`$ by $`t\theta _k`$, we obtain a continuous path in $`\mathrm{U}(d)`$, that connects the given matrix ($`t=1`$) with the identity matrix ($`t=0`$). Since the right-hand side of Eq. (22) is continuous functional and $`\mathrm{U}(d)`$ is connected, each intermediate value is attained by some element of $`\mathrm{U}(d)`$. Thus, there are states $`\mathrm{{\rm Y}}_1=|Y_1Y_1|`$ and $`\mathrm{{\rm Y}}_2=|Y_2Y_2|`$, such that $`\sqrt{F(\mathrm{{\rm Y}}_1,\mathrm{{\rm Y}}_2)}=\varphi `$ and Eq. (21) is too valid. $`\mathrm{}`$

At fixed $`f`$, the right-hand side of Eq. (15) is increasing function of parameter $`\varphi `$. For $`\varphi =f`$ the lower bound is equal to zero and the equality $`R(𝔄|𝔖)=0`$ can be reached. For example, it holds when $`\mathrm{{\rm Y}}_j=\rho _j\sigma `$, i.e. the full information about the input state is a priori provided in the ancilla. Conversely, in the standard cloning there is no a priori information, i.e. $`\mathrm{{\rm Y}}_j=\mathrm{{\rm Y}}`$ and $`\varphi =1`$. Then we get the bound

$$R(𝔄)ff^2/\sqrt{1+f^2}.$$
(23)
In general, the parameter $`\varphi `$ marks the top amount of information which can beforehand be contained in the ancilla. The larger $`\varphi `$ the less this top amount. If $`\varphi =f`$ then the full information of the clone can already be provided in the ancilla state. In the standard cloning, where $`\varphi =1`$, any knowledge about the input state $`\rho _j`$ is a priori inaccessible. If the lower bound is seen as function of $`\varphi `$ then its minimum, reached at $`\varphi =f`$, is equal to 0 and its maximum, reached at $`\varphi =1`$, is equal to the right-hand side of Eq. (23). On the whole, these conclusions appear as plausible and contribute to the stronger no-cloning theorem.

Finally, it should be pointed out that our techniques can be applied to the $`NL`$ operations. In this case the ancilla is composed of $`M=LN`$ extra registers and the environment. As a result, we obtain the lower bound

(i) For $`f^M\varphi 1`$ there holds

$$R(𝔄|𝔖)f^N\varphi f^L\sqrt{1f^{2N}\varphi ^2}/\sqrt{1f^{2L}};$$
(24)
(ii) For $`\mathrm{\hspace{0.17em}0}\varphi f^M`$ there holds $`R(𝔄|𝔖)0`$.

At fixed $`f`$, the right-hand side of Eq. (24) is increasing function of parameter $`\varphi `$. For $`\varphi =f^M`$ the lower bound is equal to zero. For example, the equality $`R(𝔄|𝔖)=0`$ holds when $`\mathrm{{\rm Y}}_j=\rho _j^M\sigma `$ and the full information is already provided in the ancilla state $`\mathrm{{\rm Y}}_j`$. The right-hand side of Eq. (24) is maximal for the standard cloning in which $`\varphi =1`$.

## V Conclusion

We have established the lower bound on the relative error of mixed-state cloning and related physical operations, in which the ancilla state contains some a priori information about the input state. In the pure-state cloning, $`\rho _j=|s_js_j|`$ for $`j=1,2`$ and parameter $`f=\left|s_1|s_2\right|`$. In this case the lower bound given by right-hand side of Eq. (23) is equivalent to the lower bound obtained in Ref.  for pure-state $`12`$ cloning. Similarly, at $`\varphi =1`$ Eq. (24) provides the extension of the lower bound deduced in Ref.  for pure-state $`NL`$ cloning. For this extension the modulus of the inner product should be replaced by the square root of fidelity.

In Ref.  we have constructed the asymmetric cloner, minimizing the relative error. Does this cloner reach the bound in the case of mixed states? The answer is negative. The above transformation has two properties:

* It acts on $``$;
* The initial state of register $`B`$ is pure.

It can be shown that two these properties do not allow to reach the lower bound given by Eq. (23) for each pair of kind $`𝔄=\{\mathrm{𝟏}/d,|ss|\}`$. We refrain from presenting the proof that is somewhat lengthy. Now we do not know whether a cloner, which reaches the established lower bound, exists. Recall that in the case of mixed states the optimal ”global” cloner given in Ref.  does not reach the upper bound on the global fidelity . Thus, there is a essential difference between pure-state and mixed-state cloning.


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# Quantum tunneling between paramagnetic and superconducting states of a nanometer-scale superconducting grain placed in a magnetic field.

\[

## Abstract

We consider the process of quantum tunneling between the superconducting and paramagnetic states of a nanometer-scale superconducting grain placed in a magnetic field. The grain is supposed to be coupled via tunneling junction to a normal metallic contact that plays a role of the spin reservoir. Using the instanton method we find the probability of the quantum tunneling process and express it in terms of the applied magnetic field, order parameter of the superconducting grain and conductance of the tunneling junction between the grain and metallic contact.

\]

Recent advances in manufacturing of small electronic devices posed several questions in the theory of nanometer-size superconductors related to their prospective applications . One of the key issues is the behavior of ultra-small superconductors, of the dimensions much less than the coherence length $`\xi `$ in the presence of a magnetic field. Of a special interest from both fundamental and practical point of view are the dynamical processes of switching between the superconducting and paramagnetic states. Small grains can experience spontaneous transitions due to quantum fluctuations. In this Letter we investigate the process of quantum tunneling between the superconducting and paramagnetic states of an ultra-small superconductor.

In geometrically restricted superconductors the Zeeman effect suppresses superconductivity at magnetic fields exceeding $`H_{spin}=\mathrm{\Delta }/\sqrt{2}\mu _B`$ where $`\mathrm{\Delta }`$ is the order parameter . The orbital effect in small superconductors, which usually plays a major role, was discussed in a pioneering work by Larkin : In a dirty spherical grain, $`\mathrm{\Delta }\tau 1`$, $`\tau `$ is the normal excitation relaxation time, the orbital effect leads to suppression of superconductivity at $`H_{orb}\mathrm{\Phi }_0/(r\sqrt{D/\mathrm{\Delta }})`$, where $`\mathrm{\Phi }_0=hc/2e`$, $`D`$ is the diffusion coefficient, and $`r`$ is the radius of the grain.

Tunneling switching effects appear in the paramagnetic limit $`H_{spin}/H_{orb}\sqrt{\mathrm{\Delta }/d}\sqrt{l/r}1,`$ where $`l=v_F\tau `$ is the mean free path, and $`d`$ is the mean energy level spacing. In the ballistic case ($`lr`$) this limit is achieved only if $`\mathrm{\Delta }<d`$ corresponding to the strongly fluctuating regime. However in a platelet geometry with magnetic field applied along the film $`H_{spin}/H_{orb}\sqrt{\mathrm{\Delta }/d}\sqrt{lb/S}`$, where $`b`$ is the thickness and $`S`$ is the area of the sample; thus the paramagnetic limit can be easily achieved along with condition $`\mathrm{\Delta }d`$ even in the ballistic case if the ratio $`b/\sqrt{S}`$ is sufficiently small.

We focus on the case where the Zeeman effect dominates the orbital one while the order parameter $`\mathrm{\Delta }`$ is larger than the mean level spacing $`d`$ and investigate the process of quantum tunneling between superconducting and paramagnetic states. Since these two states are characterized by different values of the total spin, such quantum tunneling process can occur only in presence of processes allowing for non-conservation of the total spin. We consider the grain weakly coupled with a normal metallic lead (plate) that plays a role of a spin bath. Our final result for the probability of the quantum tunneling between the superconducting and paramagnetic states is

$$P\mathrm{exp}\left[N\mathrm{ln}(\beta \delta EG/\mathrm{\Delta }_0)\right]$$
(1)
where the numerical coefficient $`\beta 1.1,`$ the factor $`N`$ is the number of polarized electrons in the paramagnetic state of the grain, $`G`$ is the conductance of the tunneling junction between the grain and the metallic lead measured in units $`e^2/h`$, $`\mathrm{\Delta }_0`$ is the order parameter of the grain in the superconducting state and $`N\delta E`$ is the total energy difference between the grain’s superconducting and paramagnetic states. The factor $`N`$ is related to the applied magnetic filed $`H`$ and the average density of states $`\nu `$ as $`N=2\nu \mu _BH`$ with $`\mu _B=|e|\overline{h}/2mc`$. The energy difference per one state $`\delta E`$ is related to the magnetic field deviation $`\delta H`$ from the magnitude at which the the thermodynamic phase transition occurs via $`\delta E=\mu _B\delta H`$. The result (1) is valid as long as $`\delta E/\mathrm{\Delta }1`$, the general case $`\mathrm{\Delta }\delta E`$ is more complicated and we leave it for future study. The meaning of our answer (1) can be understood as follows. The probability of a single tunneling process is $`(\delta E/\mathrm{\Delta }_0)G`$, then the probability of having $`N`$ of them simultaneously in order to transit to paramagnetic state is simply $`[(\delta E/\mathrm{\Delta }_0)G]^N`$.

The model. We consider a system of a superconducting grain and a metallic plate coupled via weak tunneling

$$\widehat{H}=\widehat{H}_g+\widehat{H}_M+\underset{k,k^{}}{}t_{kk^{}}[\widehat{\psi }_{k\sigma }^{}\widehat{d}_{k^{}\sigma }+\widehat{d}_{k^{}\sigma }^{}\widehat{\psi }_{k\sigma })].$$
(2)
where $`\widehat{H}_g`$ and $`\widehat{H}_M`$ are the Hamiltonians of the grain and metallic plate, $`\widehat{\psi }^{}(\widehat{\psi })`$ and $`\widehat{d}^{}(\widehat{d})`$ are the creation (annihilation) operators of electrons of the grain and of the metal respectively and $`t_{kk^{}}`$ is the electron tunneling matrix element between the grain and metal. Electrons of metallic plate are described by the free-fermion Hamiltonian

$$\widehat{H}_M=\underset{k^{}}{}\widehat{d}_{k^{}\sigma }^{}\zeta _{\sigma k^{}}\widehat{d}_{k^{}\sigma }.$$

while the grain is described by the BCS model

$`H_g={\displaystyle \underset{k}{}}\psi _k^{}`$ $`[`$ $`\xi _kh\sigma _z]\psi _k`$ (3)
$``$ $`\lambda {\displaystyle \underset{k1,k2}{}}\psi _{k1}^{}\psi _{k1}^{}\psi _{k2}\psi _{k2,}`$ (4)
where $`\xi _k`$ are the exact eigenvalues (measured with respect to the chemical potential) of the noninteracting Hamiltonian, $`\lambda `$ is the coupling constant, and the magnetic field $`h`$, pointing along the $`z`$ axis, is measured in the energy units $`h=\mu _BH.`$

Quantum tunneling. The amplitude of the tunneling process between the initial and final states is

$$A=<f|T_te^{i_{t_i}^{t_f}\widehat{H}(t)𝑑t}|i>,$$
(5)
where the Hamiltonian $`\widehat{H}(t)`$ is written in the interaction representation: the noninteracting part includes the metal Hamiltonian $`H_M`$ and the first (free-fermion) term of grain Hamiltonian (4) while the interaction part includes the BCS interaction and electron tunneling between the grain and metal. We will consider a process of quantum tunneling from pure superconducting state (initial state) to the paramagnetic state with order parameter $`\mathrm{\Delta }=0`$. The electron tunneling between the grain and metal will be treated as a perturbation assuming that the tunneling matrix elements $`t_{kk}`$ are small. The paramagnetic state has a nonzero total spin $`S`$ which is formed by the polarized electrons with $`|\xi _k|<\stackrel{~}{\xi }`$ such that $`S=\nu \stackrel{~}{\xi }.`$ During the quantum tunneling process the spin of the grain increases from zero to $`S,`$ thus there must be $`2S`$ electron tunneling processes between the grain and metal and first nonzero contribution in expansion of Eq.(5) in tunneling element emerges only in $`N=2S`$ order. It is clear that the paired states which are destroyed by the electron tunneling are those with $`|\xi |<\stackrel{~}{\xi }.`$ Expanding Eq.(5) it $`t`$ we have

$`A=<f|{\displaystyle \underset{|\xi _k|<\stackrel{~}{\xi }}{}}{\displaystyle 𝑑t_kT_te^{i_{t_i}^{t_f}\widehat{H}(t)𝑑t}\underset{k^{}}{}t_{kk^{}}}`$ (6)
$`\times [\widehat{\psi }_{k\sigma }^{}(t_k)\widehat{d}_{k^{}\sigma }(t_k)+\widehat{d}_{k^{}\sigma }^{}(t_k)\widehat{\psi }_{k\sigma }(t_k)]|i>.`$ (7)
In the absence of coupling between the grain and metal the initial and final states of the system are the products of the corresponding initial and final states of the grain and metal $`|i>=|i_G>|i_M>,|f>=|f_G>|f_M>,`$ thus in the leading order in tunneling matrix element the quantum mechanical average of operators $`\widehat{d}`$ in (7) can be directly implemented. Since the total spin of the metallic plate decreases during the quantum tunneling process the only relevant matrix elements are those that correspond to creation of electrons with spin down and annihilation of electrons with spin up

$`<`$ $`f_M|d_k^{}(t)|i_M>=e^{i\zeta _kt},\zeta _k>0`$ (8)
$`<`$ $`f_M|d_k(t)|i_M>=e^{i|\zeta _k|t},\zeta _k<0.`$ (9)
The initial state of the metal is the Fermi sea while its final state having $`N`$ electron-hole excitations is characterized by the set of excitation energies $`\zeta _{k^{}\alpha }^{\{p\}}`$ where the index $`k^{}`$ labels the quantum number of the excitation $`p.`$ Now assuming that tunneling matrix elements are index independent $`t_{k,k^{}}=t`$ the amplitude can be written as

$`A`$ $`=`$ $`t^N<f_G|T_t{\displaystyle \underset{|\xi _k|<\stackrel{~}{\xi }}{}}{\displaystyle 𝑑t_ke^{i_{t_i}^{t_f}\widehat{H}(t)𝑑t}\underset{\mathrm{Per}p(k)}{}e^{i\zeta _k^{}^{\{p(k)\}}t_k}}`$ (11)
$`\times [\widehat{\psi }_k^{}(t_k)\theta (\zeta _k^{}^{\{p(k)\}})+\widehat{\psi }_k(t_k)\theta (\zeta _k^{}^{\{p(k)\}})]|i_G>`$
where the sum goes over all excitation permutations $`p(k).`$ Since we consider only the case $`\delta E<<\mathrm{\Delta }`$ we can simplify the problem assuming that the energy of a typical excitation in the metal is much less than $`\mathrm{\Delta }.`$ In this case we can neglect the energies $`\zeta _k^{\{p\}}`$ in (11) and using the Heisenberg representation we write the amplitude (11) as

$`A=N!t^N<f_G|{\displaystyle \underset{|\xi _k|<\stackrel{~}{\xi }}{}}{\displaystyle }dt_k[\widehat{\psi }_k^{}(t_k)\theta (\zeta _k^{}^{\{p(k)\}})`$ (12)
$`+\widehat{\psi }_k(t_k)\theta (\zeta _k^{}^{\{p(k)\}})]|i_G>,`$ (13)
where a specific permutation $`p(k)`$ was chosen.

The probability $`P`$ of the tunneling process is obtained by integrating of $`A^{}A`$ over all possible quantum states of the metal

$$P\frac{\nu _M^N}{N!}d\zeta ^{\{1\}}..d\zeta ^{\{N\}}A^{}A\delta (N\delta E\underset{p}{}|\zeta ^{\{p\}}|),$$
(14)
where $`\nu _M`$ is the density of states of the metal.

To find the value of $`A`$ we shall use the instanton method turning to use the Euclidean time $`ti\tau .`$ Taking initial and final times as $`\tau _i=\mathrm{},\tau _f=0`$ we present the amplitude $`A`$ as

$$A=N!t^N<f_G|S(0,\mathrm{})|i_G>$$

with the evolution operator

$`S(\tau _2,\tau _1)`$ $`=`$ $`{\displaystyle \underset{|\xi _k|<\stackrel{~}{\xi }}{}}{\displaystyle _{\tau _1}^{\tau _2}}d\tau _k[\widehat{\psi }_k^{}(\tau _k)\theta (\zeta _k^{}^{\{p(k)\}})`$ (16)
$`+\widehat{\psi }_k(\tau _k)\theta (\zeta _k^{}^{\{p(k)\}})].`$
In principle, the instanton method should be applied to the amplitude $`A`$ directly, but it is more convenient to consider the product $`A^{}A`$ presenting $`A^{}`$ as $`A^{}=N!t^N<i_G|S^{}(\mathrm{},0)|f_G>`$ and writing the product $`A^{}A`$ as

$`A^{}A`$ $`=`$ $`<i_G|S^{}(\mathrm{},0)|f_G><f_G|S(0,\mathrm{})|i_G>`$ (17)
$`=`$ $`<i_G|S^{}(\mathrm{},0)S(0,\mathrm{})|i_G>,`$ (18)
where it was used that by construction the Euclidean evolution operator $`S`$ brings the grain from initial $`|i_G>`$ to the final $`|f_G>`$ state: $`S|i_G>=|f_G>.`$ Now the instanton process has the following structure (see Fig.1.): the evolution begins at $`\tau =\mathrm{}`$ from the superconducting state, then at $`\tau T`$ the system turns into the paramagnetic state and stays there till it turns back to the superconducting state at $`\tau T.`$ The artificial part of the process ($`\tau >0`$) is the mirror reflection of the “physical” process with $`\tau <0.`$ The advantage of this representation is that now the new initial ($`\tau =\mathrm{}`$) and final ($`\tau =\mathrm{}`$) states are identical and therefore we can use the convenient functional representation for $`A^{}A`$

$`A^{}A`$ $`=`$ $`[N!t^N]^2{\displaystyle D\psi ^{}D\psi e^{{\scriptscriptstyle 𝑑t}}\underset{k}{}𝑑\tau _{1k}𝑑\tau _{2k}}`$ (21)
$`\times [\psi _k(\tau _{1k})\psi _k^{}(\tau _{2k})\theta (\zeta _k^{}^{\{p(k)\}})`$
$`+\psi _k^{}(\tau _{1k})\psi _k(\tau _{2k})\theta (\zeta _k^{}^{\{p(k)\}})],`$
with the Lagrangian

$`={\displaystyle \frac{1}{\lambda }}\mathrm{\Delta }^{}\mathrm{\Delta }{\displaystyle \underset{k}{}}\psi _k^{}[_\tau +\xi _kh\sigma _z]\psi _k`$ (22)
$`\mathrm{\Delta }\psi _k^{}\psi _k^{}\mathrm{\Delta }^{}\psi _k\psi _k.`$ (23)
The integration over the fermionic fields in (21) should be implemented exactly while the assumed integration over $`\mathrm{\Delta }(\tau )`$ will be done with the saddle point accuracy. Now taking integrals in (14) for the probability we obtain

$`P`$ $`=`$ $`e^{N\mathrm{ln}(N\delta Et^2\nu _M)}{\displaystyle D\psi ^{}D\psi \underset{k}{}𝑑\tau _{1k}𝑑\tau _{2k}}`$ (25)
$`\times e^{{\scriptscriptstyle 𝑑\tau }}[\psi _k(\tau _{1k})\psi _k^{}(\tau _{2k})+\psi _k^{}(\tau _{1k})\psi _k(\tau _{2k})],`$
and finally integrating over the fermionic fields we obtain

$`\mathrm{ln}P=N\mathrm{ln}(N\delta Et^2\nu _M)+{\displaystyle \underset{k}{}}\mathrm{Tr}\mathrm{ln}[_\tau +_k]`$ (26)
$`{\displaystyle \frac{1}{g}}{\displaystyle 𝑑\tau \mathrm{\Delta }^{}(\tau )\mathrm{\Delta }(\tau )}+{\displaystyle \underset{k}{}}\mathrm{ln}Z_k,`$ (27)
where $`Z_k=\mathrm{Tr}𝑑\tau _1𝑑\tau _2\widehat{G}_{1k}(\tau _1,\tau _2),`$

$$_k(\tau )=\left[\begin{array}{cc}\xi _kh& \mathrm{\Delta }(\tau )\\ \mathrm{\Delta }^{}(\tau )& \xi _kh\end{array}\right],$$
(28)
and the matrix Green function

$$\widehat{G}_{1k}(\tau _1,\tau _2)=\left[\begin{array}{cc}G_{1k}(\tau _1,\tau _2)& F_{1k}(\tau _1,\tau _2)\\ F_{1k}^{}(\tau _1,\tau _2)& \overline{G}_{1k}(\tau _1,\tau _2)\end{array}\right].$$
(29)
is defined by the equation

$$[_{\tau 1}+_k(\tau _1)]\widehat{G}_{1k}(\tau _1,\tau _2)=\delta (\tau _1\tau _2).$$
(30)
Instanton equations. To find the instanton equations we take the functional derivative of Eq.(27) with respect to $`\mathrm{\Delta }^{}`$ obtaining

$$\frac{1}{\lambda }\mathrm{\Delta }(\tau )=\underset{k}{}f_{1k}(\tau )+f_{2k}(\tau ),$$
(31)
where the Green function $`f_1(\tau )=F_1(\tau ,\tau )`$ emerges form the variation derivative of $`\mathrm{Tr}\mathrm{ln}[_\tau +_k]`$ in (27) and $`f_2`$ emerges from the functional derivative of the Green function $`\widehat{G}_1`$

$$f_2(\tau )=Z_k^1\frac{\delta }{\delta \mathrm{\Delta }^{}(\tau )}𝑑\tau _1𝑑\tau _2\mathrm{Tr}G_{1k}(\tau _1,\tau _2).$$
(32)
Combining Eq.(30) with the same equation written in the transposed form one can find the equation that defines the function $`f_1`$ in terms of only diagonal Green functions

$$_\tau \widehat{g}_{1k}(\tau )+[_{0k}(\tau ),\widehat{g}_{1k}(\tau )]=0,$$
(33)
where

$$\widehat{g}_{1k}(\tau )=\left[\begin{array}{cc}g_{1k}(\tau )& f_{1k}(\tau )\\ f_{1k}^{}(\tau )& \overline{g}_{1k}(\tau )\end{array}\right]=\widehat{G}_{1k}(\tau ,\tau ),$$
(34)
and $`_0`$ is given by Eq.(28) with $`h=0.`$ Writing Eq.(33) in components we get

$`_\tau \stackrel{~}{g}_{1k}+\mathrm{\Delta }f_{1k}^{}\mathrm{\Delta }^{}f_{1k}`$ $`=`$ $`0,`$ (35)
$`_\tau f_{1k}+2\xi _kf_{1k}2\mathrm{\Delta }\stackrel{~}{g}_{1k}`$ $`=`$ $`0,`$ (36)
$`_\tau f_{1k}^{}+2\xi _kf_{1k}^{}2\mathrm{\Delta }^{}\stackrel{~}{g}_{1k}`$ $`=`$ $`0,`$ (37)
$`_\tau s_{z1k}=0,`$ (38)
where the variables $`\stackrel{~}{g}_1=[g_{1k}\overline{g}_{1k}]/2,`$ $`s_{z1k}=[g_{1k}+\overline{g}_{1k}]/2`$ were introduced instead of components $`g_1`$ and $`\overline{g}_1.`$ Eqs.(37) are very similar to the well known Eilenberger  equations and posses the same invariant $`\stackrel{~}{g}_{1k}^2+f_{1k}^{}f_{1k}=\mathrm{const}.`$ Now we turn to the function $`f_2(\tau ):`$ Using the definition of the Green function (30) one can take the variational derivative in Eq.(32) obtaining

$$f_{2k}(\tau )=Z_k^1[f_k^{II}(\tau )g_k^I(\tau )+\overline{g}_k^{II}(\tau )f_k^I(\tau )]$$
(39)
where $`g_k^I,f_k^I`$ are the components of the matrix Green function

$$\widehat{g}_k^I(\tau )\left[\begin{array}{cc}g_k^I(\tau )& f_k^I(\tau )\\ f_k^I(\tau )& \overline{g}_k^I(\tau )\end{array}\right]=𝑑\tau _2\widehat{G}_{1k}(\tau ,\tau _2)$$
(40)
and $`f_k^{II},\overline{g}_k^{II}`$are the components of the matrix Green function $`\widehat{g}_k^{II}(\tau )=𝑑\tau _1\widehat{G}_{1k}(\tau _1,\tau ).`$ Equations that determine the functions $`\widehat{g}^I`$ and $`\widehat{g}^{II}`$ can be easily found by integrating Eq.(30) over $`\tau _2`$ and transposed Eq.(30) over $`\tau _1`$

$`_\tau g_k^I(\tau )+_k(\tau )g_k^I(\tau )=1`$ (41)
$`_\tau g_k^{II}(\tau )+g_k^{II}(\tau )_k(\tau )=1.`$ (42)
Initial and final conditions. Initial and final conditions should be formulated for the Green function $`\widehat{g}_k^{\alpha ,\beta }(\tau )`$ which is defined with respect to the evolution operator $`S^{}S,`$

$$\widehat{g}_k^{\alpha ,\beta }(\tau )=\frac{<i_G|S^{}(\mathrm{},0)S(0,\tau )\widehat{\psi }_k^\alpha \widehat{\psi }_k^\beta S(\tau ,\mathrm{})|i_G>}{<i_G|S^{}(\mathrm{},0)S(0,\mathrm{})|i_G>}$$

where a negative $`\tau `$ was chosen for concreteness. To find the function $`\widehat{g}_k(\tau )`$ in the functional representation we add the source term $`𝑑\tau \mu _k^{\alpha \beta }(\tau )\stackrel{~}{\psi }_\alpha (\tau )\stackrel{~}{\psi }_\beta ^{}(\tau )`$ where $`\stackrel{~}{\psi }`$ is the Nambu spinor to the Lagrangian (23) and take the variation derivative of (27) with respect to $`\mu _k^{\alpha \beta }(\tau )`$ obtaining

$$\widehat{g}_k(\tau )=\widehat{g}_{1k}(\tau )+\widehat{g}_{2k}(\tau ),$$

where $`\widehat{g}_{1k}`$ is defined by Eq.(34) and the function

$$\widehat{g}_{2k}(\tau )=\left[\begin{array}{cc}g_{2k}(\tau )& f_{2k}(\tau )\\ f_{2k}^{}(\tau )& \overline{g}_{2k}(\tau )\end{array}\right]$$

is related with $`g^I`$and $`g^{II}`$ by

$$\widehat{g}_{2k}=\widehat{g}_k^I\widehat{g}_k^{II}/Z_k.$$
(43)
In the superconducting phase ($`|\tau ||T|`$) the function $`\widehat{g}_k`$ should coincide with the equilibrium superconducting Green functions

$$\stackrel{~}{g}_k=\xi _k/2E_k,f_k=\mathrm{\Delta }/2E_k,f_k^{}=f_k^{},s_z=0$$
(44)
where $`E_k=\sqrt{\xi _k^2+\mathrm{\Delta }^2},`$ $`\stackrel{~}{g}_k=[g_k\overline{g}_k]/2,s_{zk}=[g_k+\overline{g}_k]/2.`$ The function $`\stackrel{~}{g}`$ is directly related with electron density on the level $`k`$ by $`n_k=12\stackrel{~}{g}_k`$ and the function $`s_{zk}`$ is the z-component of the spin on the level $`k.`$ Analogously, in the paramagnetic phase the Green function $`\widehat{g}`$ is

$`\stackrel{~}{g}_k`$ $`=`$ $`f_k=f_k^{}=0,s_{zk}=1/2\mathrm{for}|\xi _k|<\stackrel{~}{\xi }`$ (45)
$`\stackrel{~}{g}_k`$ $`=`$ $`\mathrm{sign}\xi _k/2,s_{zk}=f_k=f_k^{}=0\mathrm{for}|\xi _k|>\stackrel{~}{\xi }.`$ (46)
In the absence of tunneling the physical Green function $`\widehat{g}`$ would coincide with $`\widehat{g}_1`$ that obeys equations (37,38) conserving the quasiparticle spin. Therefore the function $`\widehat{g}_1`$ in the paramagnetic state obeys the boundary condition (46) for any $`\xi `$ while in the superconducting state it obeys the boundary conditions (44), so that $`\widehat{g}_20`$ in the superconducting phase.

Numerical solution. Solution of Eqs.(37) satisfying the necessary boundary conditions for a given configuration of the order parameter $`\mathrm{\Delta }(\tau )`$ can be easily found numerically. To find the components of the function $`\widehat{g}_2`$ one first needs to solve Eqs.(42) numerically and then find the components $`\widehat{g}_2`$ according to Eq.(43). Knowing the functions $`\widehat{g}_1`$ and $`\widehat{g}_2`$ for a given configuration $`\mathrm{\Delta }(\tau )`$ one can find the self-consistent configuration of $`\mathrm{\Delta }(\tau )`$ satisfying Eq.(31). This self-consistent solution $`\mathrm{\Delta }(\tau )`$ along with the total spin of the grain $`S(\tau )`$ at the right instanton boundary is presented on Fig.2 (solution at the left boundary can be obtained as the mirror reflection of that on the right one). Substituting the functions $`\mathrm{\Delta }(\tau )`$ and $`g^I,g^{II}`$ into Eq.(27) and calculating the term $`\mathrm{Tr}\mathrm{ln}[_\tau +_k]`$ by the method described in  one obtains the result (1).

Conclusions. In conclusion, we have found the probability of the quantum transition between superconducting and paramagnetic states of a nanometer size superconducting grain weakly coupled to a normal metallic plate. Our result (1) obtained formally in the limit of $`T0`$ is general and remain valid at finite temperatures as long as $`T\delta E`$. At higher temperatures, $`\delta ET\mathrm{\Delta }`$, the characteristic energy $`\delta E`$ in the exponent of Eq.(1) has to be substituted by temperature $`T`$. However, finding numerical coefficient $`\beta `$ in this case requires a more advanced study.

We would like to thank Y. Bazaliy, Ya. M. Blanter, E.M. Chudnovsky, D. Feldman, Y.M. Galperin, A.E. Koshelev, A.I. Larkin, K. Matveev, A. Mel’nikov, V.L. Pokrovsky, and R. Ramazashvily for useful discussions. This work was supported by the U.S. Department of Energy, Office of Science under contract No. W-31-109-ENG-38.