text:
# Contents

## Introduction

In this paper we develop the theory of equations of the form

(0.1)
$$\alpha (x)\psi (\tau (x))+\beta (x)\psi (x)+\gamma (x)\psi (\tau ^1(x))=\lambda \psi (x)$$

generated by a bijection $`\tau :XX`$ of the real line subset $`X`$.

The equations of this type can be regarded as an alternate discretization of the second order differential equations including Schrödinger equation and generalization of difference and $`q`$-difference equations. They also emerge from the change of variables in difference equations. On the other hand the functional equations by themselves are of interest and have many important applications. They have been investigated in many monographs and papers from the point of view of functional analysis, especially $`C^{}`$-algebras methods, see e.g. . We hope that our approach can be applied also in the numerical analysis of some problems.

Our approach is based on $`\tau `$-difference and $`\tau `$-integral calculus, see e.g. , which is a direct generalization of the standard one and is ideologically related to the analysis on time scales. This gives us a possibility to generalize the factorization method elaborated effectively by many authors in the differential case, e.g. see . Our approach allows one to consider this method in $`q`$-case, see  for application, and due to generality of $`\tau `$ has the benefit that it is equivariant under the change of variables.

Section 1 defines basic notions and operators of $`\tau `$-calculus as well as formulates some relations between them. In Section 2 we introduce and study Hilbert spaces with the scalar product given by $`\tau `$-integral on the orbits of the semigroup of natural numbers $`(\{0\},+)`$ or group of integer numbers $`(,+)`$ acting on $`X`$ by the iterations of the bijection $`\tau `$. Then, in Section 3 we construct the chain of eigenproblems in these Hilbert spaces by the application of the factorization method. This construction gives a possibility to solve the eigenproblems for the chain of Hamiltonians if one knows a solution to the initial one.

In Section 4 we discuss the change of variables and induced transformation of Hilbert spaces, eigenproblems and parametrizing functions. Some remarks about equivalence of one $`\tau `$-difference operator to another are also presented.

In Section 5 we show that our method includes the one investigated in the theory of $`q`$-Hahn orthogonal polynomials, which are $`q`$-deformation of the classical ones, see . In this section we also present some examples.

Some general facts about $`\tau `$-equations is presented in Appendix A, i.e. some formulas for solutions. Reader can find there easy results which are the generalization of theorems about $`q`$-Riccati equation from .

Let us stress finally the importance of the functional equation (0.1) in the theory of discrete and $`q`$-discrete polynomials, see . This link is also important to the integration of some quantum optical systems, see .

## 1. Calculus generated by the bijection of subset of the real numbers

Let us introduce preliminary definitions and facts of the calculus generated by the bijection $`\tau :XX`$ of the subset $`X`$ (see also ). Let $`(X)`$ denotes the algebra of all complex valued functions $`\phi :X`$. Let $`𝒪(x)=\{\tau ^n(x)|n\}`$ be the orbit of point $`x`$ under action of group $``$ given by $`\tau `$ and $`𝒪^+(x)=\{\tau ^n(x)|n\{0\}\}`$ — orbit under action of semigroup $`\{0\}`$.

The subject of the paper is linked to the investigation of the following linear operators

(1.1)
$$T\phi (x):=\phi (\tau (x))$$

(1.2)
$$M_f\phi (x):=f(x)\phi (x)$$

(1.3)
$$_\tau \phi (x):=\frac{\phi (x)\phi (\tau (x))}{x\tau (x)},$$

where $`f(X)`$.

The operator $`_\tau `$ is a direct generalization of $`q`$-derivative $`_q`$, which corresponds to the special case when $`\tau (x)=qx`$. We shall call it $`\tau `$-derivative. It satisfies the following analogue of Leibniz rule

(1.4)
$$_\tau (\phi \psi )=(T\phi )_\tau \psi +\psi _\tau \phi .$$

We define $`\tau `$-integral as the solution of the equation

(1.5)
$$_\tau \phi =\psi $$

for given $`\psi (X)`$. Applying the operator $`T^n`$ to both sides of (1.5) one obtains

(1.6)
$$\phi (\tau ^n(x))\phi (\tau ^{n+1}(x))=(\tau ^n(x)\tau ^{n+1}(x))\psi (\tau ^n(x))$$

for $`n=0,1,2,\mathrm{}`$, where $`\tau ^n=\underset{\text{n times}}{\underset{}{\tau \mathrm{}\tau }}`$ and thus

(1.7)
$$\phi (x)\phi (\tau ^{\mathrm{}}(x))=\underset{n=0}{\overset{\mathrm{}}{}}(\tau ^n(x)\tau ^{n+1}(x))\psi (\tau ^n(x)).$$

The formula (1.7) has sense only if $`\tau ^n(x)`$ has the limit when $`n\mathrm{}`$ and $`\phi `$ is continuous at $`\tau ^{\mathrm{}}(x)X`$. Hence, if these conditions are satisfied, one can define the $`\tau `$-integral:

(1.8)
$$_{\tau ^{\mathrm{}}(x)}^x\psi (t)d_\tau t=_{𝒪^+(x)}\psi (t)d_\tau t:=\underset{n=0}{\overset{\mathrm{}}{}}(\tau ^n(x)\tau ^{n+1}(x))\psi (\tau ^n(x)).$$

Let $`[a,b]X`$ be an interval such that $`\tau ^{\mathrm{}}(a)=\tau ^{\mathrm{}}(b)`$ then we shall define the integral of $`\psi `$ over $`[a,b]`$ by:

(1.9)
$$_a^b\psi (t)d_\tau t=_{𝒪^+(a)𝒪^+(b)}\psi (t)d_\tau t:=_{\tau ^{\mathrm{}}(b)}^b\psi (t)d_\tau t_{\tau ^{\mathrm{}}(a)}^a\psi (t)d_\tau t.$$

Let us note that integral is only formally over $`[a,b]`$ and it is based on $`𝒪^+(a)𝒪^+(b)`$. Similarly we will define $`\tau `$-integral over $`𝒪(x)`$ by

(1.10)
$$_{𝒪(x)}\psi (t)d_\tau t:=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}(\tau ^n(x)\tau ^{n+1}(x))\psi (\tau ^n(x)).$$

The terminology introduced above is justified by the following properties of the $`\tau `$-integral:

(1.11)
$$_a^b(_\tau \psi )(t)d_\tau t=\psi (b)\psi (a),$$

(1.12)
$$_\tau _{\tau ^{\mathrm{}}(x)}^x\psi (t)d_\tau t=\psi (x).$$

Moreover we have the following formula for the change of variables

(1.13)
$$_a^b(T\psi )(t)\rho (t)d_\tau t=_{\tau (a)}^{\tau (b)}\psi (t)(_\tau \tau ^1)(t)(T^1\rho )(t)d_\tau t.$$

Let us denote by $`𝒟(X)(X)`$ the subalgebra of functions with finite support. This subalgebra is preserved by $`T`$ and $`_\tau `$, as well as by $`M_f`$.

For affine bijection $`\tau (x)=qx+h`$ all formulae above reduce to the corresponding formulae of $`q`$-difference ($`h=0`$) or $`h`$-difference ($`q=1`$) calculus. If $`q1`$ ($`h=0`$) or $`h0`$ ($`q=1`$) one obtains the formulae of the standard differential and integral calculus. Formulae (1.11) and (1.12) become then the fundamental theorem of calculus and (1.13) reduces to identity.

## 2. Hilbert spaces with scalar product given by $`\tau `$-integral

Let us fix some weight function $`\rho :X`$. We can define the scalar product by the $`\tau `$-integral over the set $`𝒮`$ by the formula

(2.1)
$$\psi |\phi :=_𝒮\overline{\psi }(x)\phi (x)\rho (x)d_\tau x,$$

where $`𝒮`$ is one of the following sets $`𝒪(x_0),𝒪^+(a),𝒪^+(a)𝒪^+(b)`$ and $`\phi `$,$`\psi `$ are complex valued functions defined on $`X`$.

For the positivity of (2.1) we shall assume that $`(\tau ^n(b)\tau ^{n+1}(b))\rho (\tau ^n(b))0`$ and $`(\tau ^n(a)\tau ^{n+1}(a))\rho (\tau ^n(a))0`$, $`n\{0\}`$ for semigroup orbits case or $`(\tau ^n(x_0)\tau ^{n+1}(x_0))\rho (\tau ^n(x_0))0`$ for group orbit case.

Let us denote by $`L^2(X,\rho d_\tau )`$ the Hilbert space of square-integrable functions in the sense of (2.1). It is clear that $`𝒟(X)L^2(X,\rho d_\tau )`$ for any weight function $`\rho `$. One shall keep in mind that elements of this space are classes of equivalence of functions from $`(X)`$, which can be identified with functions on $`𝒮`$.

If we consider semigroup orbit case $`𝒪^+(a)𝒪^+(b)`$ and let $`b=\tau ^N(a)`$ for some $`N`$, then $`L^2(X,\rho d_\tau )`$ is finite dimensional. This case will not be discussed in the paper. So, it will be assumed everywhere that $`b\tau ^N(a)`$ for all $`N`$.

If one admits the case $`\rho (x)=0`$ in (2.1) for some $`x𝒮`$, then the Hilbert space reduces to direct sum of Hilbert spaces realized by the functions on orbits or finite sets. So, one comes back to the cases defined above. The case of two semigroup orbits is also direct sum and it is considered here only due to the analogy with $`q`$-Hahn polynomials.

Let us now consider the operator $`T`$ acting in Hilbert space $`L^2(X,\rho d_\tau )`$ defined on $`𝒟(X)`$ by (1.1). Note that $`𝒟(X)`$ is dense in $`L^2(X,\rho d_\tau )`$.

###### Proposition 2.1.

The adjoint operator $`T^{}`$ is the weighted shift operator given by:

(2.2a)
$$(T^{}\phi )(x)=\{\begin{array}{cc}\mu (x)\phi (\tau ^1(x))\hfill & \text{if }xa\text{ and }xb\hfill \\ 0\hfill & \text{if }x=a\text{ or }x=b\hfill \end{array}$$

for the semigroup orbits case and
(2.2b)
$$(T^{}\phi )(x)=\mu (x)\phi (\tau ^1(x)),$$

for the group orbit case, where $`\phi 𝒟_T^{}`$ and

(2.3)
$$\mu (x):=_\tau (\tau ^1)(x)\frac{\rho (\tau ^1(x))}{\rho (x)}.$$

The domain $`𝒟_T^{}`$ of $`T^{}`$ contains $`𝒟(X)`$.

Let us mention the following properties of the operators $`T`$ and $`T^{}`$. For the group orbit case one has identity

(2.4a)
$$T^{}T\phi =\mu \phi .$$

For the semigroup orbits case one obtains
(2.4b)
$$T^{}T\phi =\mu (1\chi _{\{a,b\}})\phi ,$$

where $`\chi _{\{a,b\}}`$ is the characteristic function of the subset $`\{a,b\}X`$ and thus $`M_{\chi _{\{a,b\}}}`$ is a projector onto this subset. For both group and semigroup orbits cases one has
(2.4c)
$$TT^{}\phi =(\mu \tau )\phi .$$

The operator $`T`$ is bounded if and only if $`\underset{x𝒮}{sup}|\mu (x)|<\mathrm{}`$ and then $`T=T^{}=(\underset{x𝒮}{sup}|\mu (x)|)^{\frac{1}{2}}`$.

Let $`\chi _a`$ and $`\chi _b`$ be the characteristic functions (indicators) of $`𝒪^+(a)`$ and $`𝒪^+(b)`$. The orthogonal projectors $`M_{\chi _a}`$ and $`M_{\chi _b}`$ map $`𝒟(X)`$ into itself. Since operator $`T`$ preserves subspaces $`L^2(𝒪^+(a),\rho d_\tau )`$ and $`L^2(𝒪^+(b),\rho d_\tau )`$, it can be reduced to the components of the partition

(2.5)
$$L^2(X,\rho d_\tau )=L^2(𝒪^+(a),\rho d_\tau )L^2(𝒪^+(b),\rho d_\tau )$$

in the sense of . Thus we can consider each orbit separately.

Let us now consider the sequence of Hilbert spaces $`_k:=L^2(X,\rho _kd_\tau )`$ with the weight functions $`\rho _k`$, $`k\{0\}`$ related by the recurrences

(2.6)
$$\rho _{k+1}=\eta _k\rho _k$$

and

(2.7)
$$\rho _{k+1}=T(B_k\rho _k)$$

for $`B_k,\eta _k(X)`$. Since we demand two distinct formulae for $`\rho _{k+1}`$, we need to add the consistency condition on $`\eta _k`$ and $`B_k`$, namely

(2.8)
$$T(B_k\rho _k)=\eta _k\rho _k$$

and in semigroup case we additionally impose a boundary conditions

(2.9)
$$B_k(a)\rho _k(a)=B_k(b)\rho _k(b)=0$$

for any $`k\{0\}`$.

Let us denote by $`g_k`$ the ratio of $`B_k`$ and $`B_{k+1}`$:

(2.10)
$$B_{k+1}=g_kB_k.$$

Then we can easily see that formulas (2.6)–(2.9) are automatically satisfied if (2.8)–(2.9) are valid for $`k=0`$ and

(2.11)
$$\eta _{k+1}=T(g_k\eta _k)$$

for any $`k\{0\}`$.

By introducing the function

(2.12)
$$A_k(x)=\frac{B_k(x)\eta _k(x)}{x\tau (x)}$$

and expressing $`\eta _k`$ by $`A_k`$ and $`B_k`$, one can rewrite equation (2.8) in the form

(2.13)
$$_\tau (B_k\rho _k)=A_k\rho _k$$

In the case of $`\tau (x)=qx`$ and when $`q1`$, the equation (2.13) corresponds to the well known Pearson equation of the theory of classical orthogonal polynomials. This motivates us to call the consistency equation (2.8) the $`\tau `$-Pearson equation.

We shall now consider the operators defined formally by (1.1)-(1.3) as operators in Hilbert spaces. For $`f(X)`$ we shall consider the operators of multiplication by the function $`f`$ as

(2.14)
$$M_f:_k_{k+1}.$$

The operator $`T`$ acts in each of the spaces separately

(2.15)
$$T:_k_k$$

and the $`\tau `$-derivative becomes now the operator

(2.16)
$$_\tau =M_{(id\tau )^1}(1T):_k_{k+1}.$$

Since operators $`M_f`$, $`T`$ and $`_\tau `$ are in general unbounded, we take $`𝒟(X)`$ as their domain and then close them. We will denote their closure by the same symbols. We also omit indices $`k`$ in symbols of operators $`M`$, $`T`$ and $`_\tau `$ to simplify the notation.

In these settings we can apply equation (2.8) to calculate explicitly the term $`\mu _k`$ appearing in formula (2.3) for $`T^{}`$:

(2.17)
$$\mu _k(x)=_\tau (\tau ^1)(x)\frac{B_k(x)}{\eta _k(\tau ^1(x))}.$$

###### Proposition 2.2.

The adjoint operators $`M_f^{}:_{k+1}_k`$ and $`_\tau ^{}:_{k+1}_k`$, are given by

(2.18)
$$M_f^{}=M_{\eta _k\overline{f}}$$

(2.19)
$$_\tau ^{}=(1T^{})M_{\eta _k(id\tau )^1}.$$

The domains of $`M_f^{}`$ and $`_\tau ^{}`$ contain $`𝒟(X)`$.

Proof: By means of (2.6) and (2.1) we get

$$f\phi |\psi _{k+1}=_𝒮\overline{f(x)\phi (x)}\psi (x)\rho _{k+1}(x)d_\tau x=$$

$$=_𝒮\overline{\phi (x)}\psi (x)\overline{f(x)}\eta _k(x)\rho _k(x)d_\tau x=\phi |\overline{f}\eta _k\psi _k$$

for $`\phi ,\psi 𝒟(𝒮)`$. Formula for $`_\tau ^{}`$ follows directly from (2.18) and definition of $`_\tau `$ (2.16).∎

## 3. Factorization method

The proposed method is the direct generalization of method for the second order differential equations, see . Instead of the equation of the form

(3.1)
$$\alpha (x)\psi (\tau (x))+\beta (x)\psi (x)+\gamma (x)\psi (\tau ^1(x))=\lambda \psi (x),$$

where $`\lambda `$ and $`\alpha ,\beta ,\gamma (X)`$, we will consider the sequence (chain) of the factorized equations

(3.2)
$$(𝐀_k^{}𝐀_k\psi _k)(x)=\lambda _k\psi _k(x)$$

on $`\psi _k_k`$ with the operators $`𝐀_k:_k_{k+1}`$ and their adjoints $`𝐀_k^{}:_{k+1}_k`$ given by

(3.3a)
$$𝐀_k:=M_{h_k}_\tau +M_{f_k}$$

(3.3b)
$$𝐀_k^{}=(1T^{})M_{h_k\eta _k(id\tau )^1}+M_{\eta _kf_k},$$

where $`f_k:X`$, $`h_k:X`$ and $`k\{0\}`$. We assume that $`𝐀_k`$ is a closure of the operator defined by (3.3a) on $`𝒟(X)`$ and $`𝐀_k^{}`$ is automatically closed. Then by von Neumann theorem (see ) $`𝐀_k^{}𝐀_k`$ is self-adjoint and thus closed. The essence of the approach is to postulate the relation

(3.4)
$$𝐀_k𝐀_k^{}=d_k𝐀_{k+1}^{}𝐀_{k+1}+c_k,$$

where $`c_k`$, $`d_k`$ and $`k\{0\}`$. It follows from (3.4) that given a solution $`\psi _k_k`$ of equation (3.2), the function

(3.5)
$$\psi _{k+1}:=𝐀_k\psi _k_{k+1}$$

is a solution of (3.2) for $`k+1`$ with $`\lambda _{k+1}=\frac{\lambda _kc_k}{d_k}`$. So, starting from the equation (3.2) for $`k=0`$ and its solution $`\psi _0`$, one generates the family of equations (3.2) with solutions given by

(3.6)
$$\psi _k=\underset{i=0}{\overset{k1}{}}𝐀_i\psi _0.$$

The operators $`𝐀_k`$ and $`𝐀_k^{}`$ depend on the functions $`f_k`$, $`h_k`$ as well as on $`\eta _k`$ and $`B_k`$ related by the recurrences (2.11) and (2.10) respectively.

Let us introduce the function

(3.7)
$$\phi _k(x):=f_k(x)+\frac{h_k(x)}{x\tau (x)},$$

which we will use instead of $`f_k`$.

###### Proposition 3.1.

Condition (3.4) is equivalent to the transformation rule

(3.8)
$$\phi _{k+1}h_{k+1}=\frac{h_k}{d_k}T\left(\frac{\phi _k}{g_k}\right)$$

and the system of equations

$`{\displaystyle \frac{d_kg_k(x)B_k(x)(h_{k+1}(\tau ^1(x)))^2}{(x\tau (x))(\tau ^1(x)x)}}(\phi _k(x))^2\eta _k(x)+c_k=`$
(3.9) $`{\displaystyle \frac{1}{d_kg_k(\tau (x))}}\left({\displaystyle \frac{d_kg_k(\tau (x))B_k(\tau (x))(h_k(x))^2}{(\tau (x)\tau ^2(x))(x\tau (x))}}(\phi _k(\tau (x)))^2\eta _k(\tau (x)){\displaystyle \frac{(h_k(x))^2}{(h_{k+1}(x))^2}}\right)`$
on the functions $`B_k`$, $`\eta _k`$, $`\phi _k`$, $`g_k`$, $`h_k`$, $`h_{k+1}`$ and constants $`c_k`$, $`d_k`$, where $`k\{0\}`$.

Proof: We compute explicitly left and right hand sides of (3.4). By substituting the (3.3), (3.8) to (3.4) and applying (2.4b) one has

$`𝐀_k𝐀_k^{}={\displaystyle \frac{h_k(x)\phi _k(\tau (x))\eta _k(\tau (x))}{x\tau (x)}}T+{\displaystyle \frac{(h_k(x))^2B_k(\tau (x))}{(\tau (x)\tau ^2(x))(x\tau (x))}}+`$
(3.10) $`+(\phi _k(x))^2\eta _k(x){\displaystyle \frac{\phi _k(x)B_k(x)h_k(\tau ^1(x))}{x\tau (x)}}T^1`$
and

$`𝐀_{k+1}^{}𝐀_{k+1}={\displaystyle \frac{\phi _{k+1}(x)\eta _{k+1}(x)h_{k+1}(x)}{x\tau (x)}}T+{\displaystyle \frac{B_{k+1}(x)(h_{k+1}(\tau ^1(x)))^2}{(x\tau (x))(\tau ^1(x)x)}}+`$
(3.11) $`+(\phi _{k+1}(x))^2\eta _{k+1}(x){\displaystyle \frac{B_{k+1}(x)\phi _{k+1}(\tau ^1(x))h_{k+1}(\tau ^1(x))}{x\tau (x)}}T^1.`$
In (3) we have removed the projector $`1\chi _{\{a,b\}}`$ appearing in (2.4b) for the case of orbits of semigroups. It was multiplied by a function $`B_{k+1}`$, which by (2.9) is equal to zero at the points $`a`$ and $`b`$ anyway.

Substituting (3) and (3) into (3.4) and comparing coefficients in front of the operators $`T`$, $`\mathrm{id}`$ and $`T^1`$, one obtains

(3.12)
$$h_k(x)\phi _k(\tau (x)\eta _k(\tau (x))=d_kh_{k+1}(x)\phi _{k+1}(x)\eta _{k+1}(x),$$

$`{\displaystyle \frac{B_k(\tau (x))(h_k(x))^2}{(\tau (x)\tau ^2(x))(x\tau (x))}}+(\phi _k(x))^2\eta _k(x)=`$
(3.13) $`=d_k\left({\displaystyle \frac{B_{k+1}(x)(h_{k+1}(\tau ^1(x)))^2}{(x\tau (x))(\tau ^1(x)x)}}+(\phi _{k+1}(x))^2\eta _{k+1}(x)\right)+c_k`$
and

(3.14)
$$\phi _k(x)B(x)h_k(\tau ^1(x))=d_kB_{k+1}(x)\phi _{k+1}(\tau ^1(x))h_{k+1}(\tau ^1(x)).$$

Using the transformation rules (2.11) and (2.10) one sees that conditions (3.12) and (3.14) are equivalent. They give the transformation rule (3.8)

(3.15)
$$\phi _{k+1}h_{k+1}=h_kT\left(\frac{1}{d_kg_k}\phi _k\right)$$

and condition (3) can be written in the form (3.1). Domains of $`𝐀_k𝐀_k^{}`$ and $`𝐀_{k+1}^{}𝐀_{k+1}`$ coincide due to closeness. ∎

System of equations (3.1) can be regarded as an equation for gauge functions $`g_k`$ (defined by (2.11)-(2.10)) or transformation rule for $`h_k`$ given in non explicit way. Check Example 5.1 for explicit formulae for $`g_k`$ in the case $`h_k1`$ and $`c_k=0`$ as well as convergence conditions. In the case $`\tau (x)=qx`$ and $`g_k=const`$ solutions to (3.1) have been classified in .

If we have the solution of (3.1) (both $`h_{k+1}`$ and $`g_k`$) one can express the functions $`(B_{k+1},\eta _{k+1},f_{k+1})`$ of the $`(k+1)^{st}`$ step in the terms of the previous functions $`(B_k,\eta _k,f_k)`$.

Functions $`B_0`$, $`\eta _0`$, $`\phi _0`$ and $`\lambda _0`$ are related to initial equation (3.1) by

(3.16)
$$\alpha (x)=\frac{\phi _0(x)\eta _0(x)h_0(x)}{x\tau (x)},$$

(3.17)
$$\beta (x)=(\phi _0(x))^2\eta _0(x)+\frac{B_0(x)h_0(\tau ^1(x))}{(x\tau (x))(\tau ^1(x)x)},$$

(3.18)
$$\gamma (x)=\frac{B_0(x)\phi _0(\tau ^1(x))h_0(\tau ^1(x))}{x\tau (x)},$$

and

(3.19)
$$\lambda =\lambda _0.$$

The formulae inverse to (3.16)-(3.19) have the form

(3.20)
$$B_0(x)=\frac{(x\tau (x))(\tau ^1(x)x)}{(h_0(\tau ^1(x)))^2}\left(\beta (x)+(x\tau (x))\alpha (x)\frac{\phi _0(x)}{h_0(x)}\right),$$

(3.21)
$$\eta _0(x)=\frac{(x\tau (x))\alpha (x)}{\phi _0(x)h_0(x)},$$

where $`\phi _0`$ and $`h_0`$ have to be chosen in such way that their ratio satisfies the equation of the $`\tau `$-Riccati form (A.11):

(3.22)
$$\frac{\phi _0(\tau (x))}{h_0(\tau (x))}=\frac{\frac{\gamma (\tau (x))}{x\tau (x)}\frac{\phi _0(x)}{h_0(x)}\beta (\tau (x))}{\frac{\phi _0(x)}{h_0(x)}\alpha (\tau (x))(\tau (x)\tau ^2(x))}.$$

By this approach we have reduced the problem of construction of the chain of Hamiltonians to finding the solution of (3.1) and choice of initial conditions is ruled by (3.22).

## 4. Change of variables

We are going to consider an invertible change of variables

(4.1)
$$\kappa :XY.$$

It is convenient to assume that $`\kappa `$ is homeomorphism in order to preserve the limits. Such transform allows us to modify the function $`\tau `$ in considered equations. Let us note that in differential equation change of variables keeps the differentiation operators and only changes the direction of derivation and multiplies them by some function factor. In discrete case one obtains in fact different derivations.

Change of variables defines the map from $`(Y)`$ to $`(X)`$ by

(4.2)
$$K:(Y)fKf=f\kappa (X).$$

We can associate to $`T`$ the operator

(4.3)
$$\stackrel{~}{T}=K^1TK$$

acting as the shift by

(4.4)
$$\stackrel{~}{\tau }=\kappa \tau \kappa ^1$$

on $`(Y)`$. One calls functions $`\tau `$ and $`\stackrel{~}{\tau }`$ equivalent if they are related by (4.4) for some $`\kappa `$. Operator $`M_f`$, $`f(X)`$, transforms to

(4.5)
$$K^1M_fK=M_{f\kappa ^1}.$$

Thus similarity transformation $`K^1K`$ maps shift operators to shift operators and multiplication operators to multiplication operators. However it turns out that derivation is preserved by this transform only up to the function factor:

(4.6)
$$K^1_\tau K=M_{(_\tau \kappa )\kappa ^1}_{\stackrel{~}{\tau }}.$$

For example let $`X=[0,\mathrm{})`$, $`\tau (x)=qx`$, $`Y=`$ for $`0<q1`$. Then $`\kappa (x)=\mathrm{ln}(x)`$ transforms $`\tau `$ to

(4.7)
$$\stackrel{~}{\tau }(y)=y+\mathrm{ln}q$$

and

(4.8)
$$K_qK^1=M_{\frac{\mathrm{ln}q}{(1q)e^y}}_{\stackrel{~}{\tau }}.$$

Thus we can map $`q`$-difference equation to $`h`$-difference equation although there may appear function factor changing the form of equation.

For given $`(X,\tau )`$ and $`(Y,\stackrel{~}{\tau })`$ in general it is not possible to construct such $`\kappa `$ that (4.4) would be valid. It is the case for example for $`X=Y=[0,1]`$, $`\tau (x)=x^2`$ and $`\stackrel{~}{\tau }(y)=\frac{2}{5}y^3\frac{3}{5}y^2+\frac{6}{5}y`$. It follows from the fact that $`\kappa `$ maps fixed points of $`\tau `$ into fixed points of $`\stackrel{~}{\tau }`$. Since $`\tau `$ has two fixed points ($`0`$ and $`1`$) while $`\stackrel{~}{\tau }`$ has three ($`0`$, $`\frac{1}{2}`$ and $`1`$), thus $`\stackrel{~}{\tau }`$ is not equivalent to $`\tau `$. In some cases however one can restrict $`X`$ and $`Y`$ in such way that the function would become equivalent but it may happen that $`\kappa `$ is not given in terms of elementary functions thus rending further calculations extremely complicated.

Let us now consider change of variables defined by (4.1) from the point of view of Hilbert spaces and introduced operators and functions. Let us consider Hilbert spaces $`\stackrel{~}{}_k`$ of functions on the set $`Y`$ defined in such way that it makes $`K`$ an unitary operator mapping $`_k`$ to $`\stackrel{~}{}_k`$. Simple calculations shows that we have to consider the spaces $`\stackrel{~}{}=L^2(\kappa (X),\stackrel{~}{\rho }_kd_{\stackrel{~}{\tau }})`$ with weight given by

(4.9)
$$\stackrel{~}{\rho }_k=(_{\stackrel{~}{\tau }}\kappa ^1)K^1\rho _k.$$

In order to keep formulas for transformation of $`\stackrel{~}{\rho }_k`$ the same as (2.6) and (2.7) one has to define

(4.10)
$$\stackrel{~}{B}_k=\frac{\stackrel{~}{T}^1(_{\stackrel{~}{\tau }}\kappa ^1)}{(_{\stackrel{~}{\tau }}\kappa ^1)}K^1B_k$$

and

(4.11)
$$\stackrel{~}{\eta }_k=K^1\eta _k.$$

These functions automatically satisfy $`\stackrel{~}{\tau }`$-Pearson equation and obey the same transformation laws with function

(4.12)
$$\stackrel{~}{g}_k=K^1g_k.$$

If we put the following transformation rules for functions $`f_k`$ and $`h_k`$

(4.13)
$$\stackrel{~}{h}_k=K^1\left(h_k_\tau (\kappa )\right)$$

(4.14)
$$\stackrel{~}{f}_k=K^1f_k,$$

then operators $`\stackrel{~}{𝐀}_k=K^1𝐀_kK`$ and $`\stackrel{~}{𝐀}_k^{}=K^1𝐀_k^{}K`$ are of the same form as original with $`\tau `$ replaced by $`\stackrel{~}{\tau }`$. Clearly $`\stackrel{~}{𝐀}_k^{}`$ is an adjoint of $`\stackrel{~}{𝐀}_k`$ since $`K`$ is an unitary. Let us note that due to (4.13) the condition $`h_k1`$ is not preserved by the change of variables except in the case of translation $`\kappa (x)=x+c`$, $`c`$.

Solutions of considered second order equation (3.2) transform as follows

(4.15)
$$\stackrel{~}{\psi }_k=K^1\psi _k.$$

Thus we were able to map the chain of Hamiltonians on $`X`$ to the chain of Hamiltonians on $`Y`$ preserving all relations introduced in Section 2 and 3. This shows that considered method is equivariant with respect to the change of variables. It was not true for the case of $`q`$-difference equations.

## 5. Some examples

We are going to present several examples for the application of factorization method described above.

### 5.1. Particular solution of (3.1)

We are going to construct a solution equation (3.1) in terms of $`\tau `$-integrals by application of propositions from Appendix A.

We consider the simplest case $`h_k1`$. Let us introduce the function

(5.1)
$$\xi _k(x):=(\phi _k(x))^2\eta _k(x)\frac{d_kg_k(x)B_k(x)}{(x\tau (x))(\tau ^1(x)x)}.$$

After substituting $`\xi _k`$ instead of $`g_k`$ the equation (3.1) takes the form

(5.2)
$$\xi _k(x)=\frac{\left(\frac{B_k(\tau (x))}{(\tau (x)\tau ^2(x))(x\tau (x))}c_k\right)\xi _k(\tau (x))+c_k(\phi _k(\tau (x)))^2\eta _k(\tau (x))}{(\phi _k(\tau (x)))^2\eta _k(\tau (x))\xi _k(\tau (x))},$$

which is also a $`\tau `$-Riccati equation (A.11). It is more convenient than the form (3.1) because in the case of $`c_k=0`$ one can apply the Proposition A.1 from Appendix A which allows one to write down formulae for solutions. To that end we have to invert the fractional map on right-hand side of (5.2) and use it to define matrix $`𝚲_k(x)`$ appearing in (A.9). We get:

(5.3)
$$𝚲_k(x)=\left(\begin{array}{cc}1& \frac{(x\tau (x))(\tau (x)\tau ^2(x))}{B_k(\tau (x))}\\ 0& \frac{(x\tau (x))(\tau (x)\tau ^2(x))\phi _k(\tau (x))^2\eta _k(\tau (x))}{B_k(\tau (x))}\end{array}\right).$$

Since this matrix can be singular at $`\tau ^{\mathrm{}}(x)`$, we perform $`\tau `$-Darboux transform (A.34) to $`𝚲_k(x)`$ with $`\delta _2=\lambda `$ and $`\delta _1=0`$. In order to apply Proposition A.3 we have to compute $`\stackrel{~}{𝚲}_k^{}`$ defined by (A.8):

(5.4)
$$\stackrel{~}{𝚲}_k^{}(x)=\left(\begin{array}{cc}0& \frac{(\tau (x)\tau ^2(x))(x\tau ^{\mathrm{}}(x))^\lambda }{B_k(\tau (x))}\\ 0& \frac{1}{x\tau (x)}\frac{\phi _k(\tau (x))^2\eta _k(\tau (x))}{B_k(\tau (x))}\frac{(\tau (x)\tau ^2(x))(x\tau ^{\mathrm{}}(x))^\lambda }{(\tau (x)\tau ^{\mathrm{}}(x))^\lambda }\end{array}\right).$$

Let us put $`\lambda =1`$. If the functions $`f_k`$, $`\eta _k`$ and $`B_k`$ are regular and non-vanishing at $`\tau ^{\mathrm{}}(x)`$ and $`\tau `$ is differentiable at $`\tau ^{\mathrm{}}(x)`$ then we have

(5.5)
$$\underset{n\mathrm{}}{lim}\stackrel{~}{𝚲}_k^{}(\tau ^n(x))=\left(\begin{array}{cc}0& \left(\frac{d\tau }{dx}(\tau ^{\mathrm{}}(x))\frac{d\tau ^2}{dx}(\tau ^{\mathrm{}}(x))\right)(B_k(\tau ^{\mathrm{}}(x)))^1\\ 0& 0\end{array}\right).$$

In such a way the singularity in $`\stackrel{~}{𝚲}_k`$ is removed. If we assume that $`\tau `$ satisfies the condition $`i)`$ of Proposition A.3 then the resolvent matrix is well defined and by Proposition A.1 we find

(5.6)
$$𝚲_{k}^{}{}_{\mathrm{}}{}^{}(x)=\left(\begin{array}{cc}1& F_k(x)\\ 0& \mathrm{exp}\left(_{\tau ^{\mathrm{}}(x)}^x\frac{\mathrm{ln}\frac{(\tau (t)\tau ^{\mathrm{}}(t))(t\tau (t))(\tau (t)\tau ^2(t))\phi _k(\tau (t))^2\eta _k(\tau (t))}{(t\tau ^{\mathrm{}}(t))B_k(\tau (t))}}{t\tau (t)}d_\tau t\right)\end{array}\right),$$

where $`F_k(x)`$ is given by

$`F_k(x)=\mathrm{exp}\left({\displaystyle _{\tau ^{\mathrm{}}(x)}^x}{\displaystyle \frac{\mathrm{ln}\frac{(\tau (t)\tau ^{\mathrm{}}(t))(t\tau (t))(\tau (t)\tau ^2(t))\phi _k(\tau (t))^2\eta _k(\tau (t))}{(t\tau ^{\mathrm{}}(t))B_k(\tau (t))}}{t\tau (t)}}d_\tau t\right)\times `$
$`\times {\displaystyle _{\tau ^{\mathrm{}}(x)}^x}{\displaystyle \frac{(\tau (t)\tau ^2(t))}{(t\tau ^{\mathrm{}}(t))B_k(\tau (t))}}\times `$
(5.7) $`\times \mathrm{exp}\left({\displaystyle _{\tau ^{\mathrm{}}(x)}^t}{\displaystyle \frac{\mathrm{ln}\frac{B_k(\tau (s))}{(\tau (s)\tau ^{\mathrm{}}(s))(s\tau ^{\mathrm{}}(s))(s\tau (s))(\tau (s)\tau ^2(s))\phi _k(\tau (s))^2\eta _k(\tau (s))}}{s\tau (s)}}d_\tau s\right)d_\tau t.`$
Thus, by (A.15) and (A.36) one gets

$`\xi _k(x)=(x\tau ^{\mathrm{}}(x))^1\mathrm{exp}({\displaystyle _{\tau ^{\mathrm{}}(x)}^x}{\displaystyle \frac{\mathrm{ln}\frac{(\tau (t)\tau ^{\mathrm{}}(t))(t\tau (t))(\tau (t)\tau ^2(t))\phi _k(\tau (t))^2\eta _k(\tau (t))}{(t\tau ^{\mathrm{}}(t))B_k(\tau (t))}}{t\tau (t)}}d_\tau t)\times `$
(5.8) $`\times {\displaystyle \frac{1}{\xi _{k}^{}{}_{0}{}^{1}_{\tau ^{\mathrm{}}(x)}^x\frac{(\tau (t)\tau ^2(t))}{(t\tau ^{\mathrm{}}(t))B_k(\tau (t))}\mathrm{exp}(_{\tau ^{\mathrm{}}(x)}^t\frac{\mathrm{ln}\frac{B_k(\tau (s))}{(\tau (s)\tau ^{\mathrm{}}(s))(s\tau ^{\mathrm{}}(s))(s\tau (s))(\tau (s)\tau ^2(s))\phi _k(\tau (s))^2\eta _k(\tau (s))}}{s\tau (s)}d_\tau s)d_\tau t}}.`$
From (5.1) by application of (5.1), (3.7), (3.8), (2.10),(2.11) and (3.3) we can write down explicit form of operators $`𝐀_{k+1}`$ and $`𝐀_{k+1}^{}`$. We will not do it here due to length of formulas.

### 5.2. $`q`$-Hahn polynomials

Let us show now the well-know application of the method described in a previous section to $`q`$-deformed classical polynomials. We consider $`\tau (x)=qx`$ for $`0<q<1`$ and to stress it we replace the symbol $`_\tau `$ and $`T`$ by $`_q`$ and $`Q`$ respectively. We assume that $`B_0`$ and $`A_0`$ defined by (2.12) are the second and first order polynomials respectively. We consider a function $`\rho _0`$ satisfying $`q`$-Pearson equation (2.13) and we put $`f_00`$, $`h_01`$. In this case the equation (3.1) is known as Hahn equation. Its solutions are given by basic hypergeometric series, see , and we know from the theory of $`q`$-classical orthogonal polynomials that for certain choices of $`\lambda _0`$, we obtain polynomials which belong to $`_0`$ and form orthogonal system with respect to weight function $`\rho _0`$, see .

We want to keep the same type of equation for all $`k`$, i.e. we require that all $`f_k0`$, $`h_k1`$. We shall find the conditions under which this requirement can be satisfied along with relation (3.4).

Equation (3.8) reduces itself to

(5.9)
$$g_kd_k=q^1.$$

The transformation rule for $`\eta _k`$ (2.11) can be rewritten in terms of $`A_k`$ as follows

(5.10)
$$A_{k+1}(x)=qQA_k(x)+_qB_{k+1}(x).$$

Thus $`A_k`$ and $`B_k`$ remain a polynomials of degree one or two respectively for all $`k`$.

We can express function $`\xi _k`$ defined by (5.1) in terms of our variables as

(5.11)
$$\xi _k=\frac{A_k}{(1q)x}$$

and equation (5.2) is satisfied for $`c_k=_qA_k`$, which is a constant for all $`k`$. Let us mention that since $`\xi _k`$ is singular we can obtain this solution from (5.2) by the product (A.15) described in Appendix A only by applying singular Darboux transform (A.34) with $`\delta _1\delta _2=1`$.

Formula (3.5) yields that if $`\{P_n^k\}`$ is an OPS for $`\rho _k`$ then $`\{_qP_n^k\}`$ is an OPS for $`\rho _{k+1}`$. We can reverse this procedure. Namely, by applying $`𝐀_k^{}`$ to both sides of (3.5) we gather that

(5.12)
$$\psi _k=\frac{1}{\lambda _k}𝐀_k^{}\psi _{k+1}.$$

This allows us to express any polynomial by the formula

(5.13)
$$P_n^k=\mu _n^k𝐀_{k+1}^{}\mathrm{}𝐀_{k+n}^{}1,$$

where $`\mu _n^k0`$ are some normalization constants, see .

We can generalize this result by dropping the requirement that $`f_k0`$ for $`k1`$ and then put $`c_k=0`$. Then we can solve the equation (5.2) by the formula (5.1). We can express that solution by basic hypergeometric function. This case is presented as an example in .

By the application of the change of variables described in Section 4 one can obtain solutions to another family of equations with $`\tau (x)qx`$. For example, let $`\kappa (x)=e^x`$. Then $`\stackrel{~}{\tau }(y)=y^q`$. Hahn equation transforms into

(5.14)
$$\stackrel{~}{𝐀}_k^{}\stackrel{~}{𝐀}_k\psi _k=0,$$

where

(5.15)
$$𝐀_k^{}𝐀_k=\left(\frac{1e^q}{1q}\frac{y}{\mathrm{ln}y}K^1A_k+\left(\frac{1e^q}{1q}\right)^2\left(_{\stackrel{~}{\tau }}\frac{qy^{\frac{1}{q}}}{\mathrm{ln}y}\right)K^1B_k\right)+$$

$$+\left(\frac{1e^q}{1q}\right)^2\frac{y}{\mathrm{ln}y}K^1B_k_{\stackrel{~}{\tau }}\stackrel{~}{T}^1_{\stackrel{~}{\tau }}.$$

Its solutions are related to orthogonal polynomials by formula (4.15) and are orthogonal with respect to the scalar product with weight function

(5.16)
$$\stackrel{~}{\rho }_k(y)=\frac{\mathrm{ln}y}{yy^q}(1q)K^1\rho _k(y).$$

### 5.3. The case $`g_k=\mathrm{const}`$ and $`\tau (x)=qx`$

This example is based on the paper . We assume that

(5.17)
$$\tau (x)=qx\text{for}0<q<1,$$

(5.18)
$$h_k1,$$

(5.19)
$$g_k=q^2,$$

(5.20)
$$d_k=1$$

and that $`B_0`$ is a constant function. From (2.10) we gather that

(5.21)
$$B_k=q^{2k}B_0.$$

Let $`\alpha _k:=(\phi _k)^2\eta _k`$. Equation (3.1) now takes the form

(5.22)
$$\alpha _k(x)=q^2\alpha _k(qx)c_k.$$

By substituting into equation (5.22) the series

(5.23)
$$\alpha _k(x)=x^\lambda \underset{n}{}a_nx^n,$$

where $`\lambda [0,1)`$, we obtain

(5.24)
$$\alpha _k(x)=b_kx^2\frac{c_k}{1q^2}$$

for any $`b_k`$. In order to preserve the transformation rules (2.11) and (3.8) we have to put $`b_k=q^{4k}b_0`$ and $`c_k=q^{2k}c_0`$. Under these assumptions the operators $`𝐀_k`$ and $`𝐀_k^{}`$ take the form

(5.25)
$$𝐀_k=\frac{1}{(1q)x}Q+q^{2k}(Q^k\phi _0),$$

(5.26)
$$𝐀_k^{}=\frac{q^{2k}b_0x^2\frac{c_0}{1q^2}}{(Q^k\phi _0)}\frac{B_0}{q^{2k}(1q)x}Q^1.$$

Thus we have solved the factorization problem for the operators

$`𝐀_k^{}𝐀_k=\left(x^1{\displaystyle \frac{q^{2k}c_0}{\phi _k(x)(1q)^2(1+q)}}x^3{\displaystyle \frac{q^{4k}b_0}{\phi _k(x)(1q)}}\right)Q`$
(5.27) $`x^1{\displaystyle \frac{B_0\phi _k(q^1x)}{q^2(1q)}}Q^1+x^2\left(q^{4k}b_0+{\displaystyle \frac{B_0}{q(1q)^2}}\right){\displaystyle \frac{q^{2k}c_0}{(1q^2)}}.`$
The relation

(5.28)
$$𝐀_{k1}^{}\psi _k=0$$

implies that $`𝐀_k^{}𝐀_k\psi _k=(𝐀_{k1}𝐀_{k1}^{}c_{k1})\psi _k=c_{k1}\psi _k`$. Thus $`\psi _k`$ is an eigenvector of $`𝐀_k𝐀_k^{}`$ with the eigenvalue $`c_{k1}`$. We easily find the solution to (5.28) by the use of (A.3):

(5.29)
$$\psi _k=\kappa \mathrm{exp}_0^x\frac{\mathrm{ln}\left(\frac{(1q)qt\alpha _k(t)}{B_k\phi _k(qt)}\right)}{t(1q)}d_qt,$$

where $`\kappa `$ is a constant. Let us assume that (5.29) is convergent. We have to check if $`\psi _k_k`$, i.e. if it is square integrable with weight function $`\rho _k`$ emerging from $`q`$-Pearson equation (2.8). To that end we shall calculate function $`\psi _k^2\rho _k`$. Let us rewrite Pearson equation in the form

(5.30)
$$\frac{\alpha _k}{\phi _k^2B_k}=\frac{Q\rho _k}{\rho _k}.$$

From (5.28) we conclude that

(5.31)
$$\frac{Q\psi _k}{\psi _k}=\frac{B_k}{(1q)q^3x}\frac{\alpha _k}{\phi _k}$$

and thus

(5.32)
$$\psi _k^2\rho _k=\left(b_k\frac{c_k}{1q^2}x^2\right)\frac{(1q)^2q^6}{B_k}Q(\psi _k^2\rho _k).$$

We can rewrite this equation in the following form

(5.33)
$$\psi _k^2\rho _k=\gamma \left(1\frac{x}{\beta }\right)\left(1+\frac{x}{\beta }\right)Q(\psi _k^2\rho _k),$$

where $`\beta =\sqrt{\frac{b_k(1q^2)}{c_k}}`$ and $`\gamma =\frac{(1q)^2q^6b_k}{B_k}`$. If we request that $`\gamma =1`$ by appropriate choice of $`b_k`$ and $`B_k`$ then we have the following solution

(5.34)
$$(\psi _k(x))^2\rho _k(x)=\mu (\frac{x}{\beta };q)_{\mathrm{}}(\frac{x}{\beta };q)_{\mathrm{}},$$

where

(5.35)
$$(\alpha ;q)_n:=(1\alpha )(1q\alpha )\mathrm{}(1q^{n1}\alpha )$$

and $`\mu \{0\}`$ is such that the scalar product is positively definite. Let us estimate the $`q`$-integral of this function.

(5.36)
$$_0^a(\psi _k(x))^2\rho _k(x)d_qx=\mu (1q)a\underset{n=0}{\overset{\mathrm{}}{}}q^n(\frac{q^na}{\beta };q)_{\mathrm{}}(\frac{q^na}{\beta };q)_{\mathrm{}}$$

Since $`(\pm a/\beta ;q)_n`$ is convergent when $`n\mathrm{}`$ for $`0<q<1`$ then $`(\pm aq^n/\beta ;q)_{\mathrm{}}`$ is necessarily convergent to $`1`$. Thus it is bounded from below and above. Let us denote these lower bounds by $`m_\pm `$ and upper bounds by $`M_\pm `$. Thus

$$\left|_0^a(\psi _k(x))^2\rho _k(x)d_qx\right|\left|\mu a\right|\mathrm{max}(\left|M_{}\right|,\left|m_{}\right|)\mathrm{max}(\left|M_+\right|,\left|m_+\right|)(1q)\underset{n=0}{\overset{\mathrm{}}{}}q^n=$$

(5.37)
$$=\left|\mu a\right|\mathrm{max}(\left|M_{}\right|,\left|m_{}\right|)\mathrm{max}(\left|M_+\right|,\left|m_+\right|).$$

So this integral is finite as well as $`\psi _k|\psi _k_k=_a^b\psi _k^2\rho _kd_qx`$ and thus $`\psi _k_k`$ for any choice of limits of integration fulfilling (2.9) and constants such that $`\gamma =1`$.

Thus by (3.5) we have

(5.38)
$$\psi _k^N=𝐀_{k+N1}\mathrm{}𝐀_{k+1}𝐀_k\psi _k_{k+N}$$

and $`\psi _k^N`$ is an eigenvector of the operator $`𝐀_{k+N}^{}𝐀_{k+N}`$ with the eigenvalue equal to

(5.39)
$$\lambda _k^N=\underset{l=k1}{\overset{k+N1}{}}c_l.$$

For example, if we put

(5.40)
$$\phi _0(x)=\frac{b_0(1q)q^2}{B_0xe^{q^sx^s}}\frac{c_0(1q)x}{B_0e^{q^sx^s}},$$

then

(5.41)
$$\psi _0(x)=\frac{\kappa (1q^s)}{(1q)^2}x^s.$$

Examples given above show the importance of the factorization method in the theory of the orthogonal polynomials and quantum mechanical spectral problems. In  the wide class of $`q`$-Schrödinger equations, which are solved by this method, is presented.

### 5.4. The case $`g_k=\mathrm{const}`$ and $`\tau `$ is a fractional map

This example is similar to previous one but $`\tau `$ is kept arbitrary. We still consider the case when $`h_k1`$ and $`g_k=\mathrm{const}`$, $`k\{0\}`$. From equation (3.1) one has that that case is possible for example if

(5.42)
$$B_k(x)=b_k(x\tau (x))(\tau ^1(x)x)$$

and

(5.43)
$$(\phi _k(x))^2\eta _k(x)=a_k$$

for some constants $`a_k`$, $`b_k`$. These conditions are compatible with transformation rules (2.11),(2.10) and (3.8) by following relations

(5.44)
$$a_{k+1}=\frac{g_k}{d_k^2}a_k$$

(5.45)
$$b_{k+1}=g_kb_k.$$

The equations (3.1) reduce to quadratic equations with constant coefficient and constants $`g_k`$ are given as its roots. We will treat function $`\phi _0`$ as arbitrary as well as constants $`a_0`$, $`b_0`$, $`c_k`$, $`d_k`$. In this case the equations (3.2) assume the form

(5.46)
$$\frac{a_k}{\phi _k(x)(x\tau (x))}\psi _k(\tau (x))+(b_k+a_k\lambda _k)\psi _k(x)b_k\phi _k(\tau ^1(x))(\tau ^1(x)x)\psi _k(\tau ^1(x))=0.$$

Let us consider the equations

(5.47)
$$𝐀_k\psi _k=0.$$

It takes the form

(5.48)
$$\psi _k(x)=\frac{1}{(x\tau (x))\phi _k(x)}\psi _k(\tau (x))$$

and

(5.49)
$$(\psi _k(x))^2\rho _k(x)=\frac{b_k}{a_k}_\tau \tau (x)(\psi _k(\tau (x)))^2\rho _k(\tau (x)).$$

If we postulate the following form of the solution to (5.49)

(5.50)
$$(\psi _k(x))^2\rho _k(x)=(x\tau (x))^\lambda \alpha _k(x),$$

where $`\lambda `$, then we get

(5.51)
$$\alpha _k(x)=\frac{b_k}{a_k}(_\tau \tau (x))^{\lambda +1}\alpha _k(\tau (x)).$$

Necessary condition for this equation to have non-zero solution is

(5.52)
$$\left(\frac{b_k}{a_k}\right)^{\frac{1}{\lambda +1}}=_\tau \tau (\tau ^{\mathrm{}}(x)).$$

Let us now consider as an example the fractional map

(5.53)
$$\tau (x)=\frac{ax}{(a1)x+1}$$

for $`a>0`$, $`a1`$, which preserves the interval $`(0,1)`$ and has two fixed points — $`0`$ and $`1`$. Let us set $`𝒮=𝒪(\frac{1}{2})`$. One can find formula for $`\tau ^k`$:

(5.54)
$$\tau ^k(x)=\frac{a^kx}{(a^k1)x+1}.$$

It is easily computed that

(5.55)
$$(_\tau \tau )(x)=\frac{a}{(1+a^2)x+1}$$

and

(5.56)
$$(_\tau \tau )(\tau ^k(x))=a\frac{(a^k1)x+1}{(a^{k+2}1)x+1}.$$

Iteration of (5.51) gives us that

(5.57)
$$\alpha _k(x)=\{\begin{array}{cc}\left(\frac{(a1)x+1}{(x+1)^2}\right)^{\lambda +1}\alpha _k(0)\hfill & 0<a<1\hfill \\ \left(\frac{(a1)x+1}{ax^2}\right)^{\lambda +1}\alpha _k(1)\hfill & a>1\hfill \end{array}.$$

For $`\lambda 1`$ the function $`(\psi _k(x))^2\rho _k(x)(x\tau (x))`$ has the pole at $`0`$ or $`1`$, while for $`\lambda =1`$ it is constant. Thus $`\psi _k_k`$ for any $`k\{0\}`$. It is also possible to show that kernel of $`A_{k+1}^{}`$ also is empty.

We can still consider solutions to (5.47) as functions and use (3.5) to construct new solutions to (5.46). For example, let us fix

(5.58)
$$\phi _0(x)=\frac{1}{x\tau (x)}.$$

From (3.8) and assumptions of this example it follows that

(5.59)
$$\phi _k(x)=\frac{1}{D_kG_k}\frac{1}{\tau ^k(x)\tau ^{k+1}(x)},$$

where $`G_k=g_k\mathrm{}g_0`$ and $`D_k=d_k\mathrm{}d_0`$. Equations (5.47) assume the form

(5.60)
$$\psi _k(x)=D_kG_k\frac{\tau ^k(x)\tau ^{k+1}(x)}{x\tau (x)}.$$

Its solutions can be found by iteration and are given by

(5.61)
$$\psi _k(x)=\underset{j=0}{\overset{k1}{}}\frac{((a^j1)x+1)((a^{j+1}1)x+1)}{(x1)^2}\psi _k(0)$$

for $`0<a<1`$ and $`(G_kD_k)^{\frac{1}{k}}a=1`$ or

(5.62)
$$\psi _k(x)=\underset{j=0}{\overset{k1}{}}\frac{((a^j1)x+1)((a^{j+1}1)x+1)}{a^{2j+1}x^2}\psi _k(1)$$

for $`a>1`$ and $`(G_kD_k)^{\frac{1}{k}}=a`$.

From these solutions we can construct new by (3.5).

## Appendix A $`\tau `$-Riccati equation and $`\tau `$-Darboux transform

We will present here additional information about $`\tau `$-difference equations and methods of solving. Most of this appendix is a direct generalization of .

Let us begin this section by solving the equation

(A.1)
$$_\tau \phi =\phi $$

with initial condition $`\phi (\tau ^{\mathrm{}}(x))=1`$, under he assumption that $`\tau `$ has the contracting property $`|\tau (x)\tau (y)|M|xy|`$, where $`0<M<1`$. Then, by the iteration one finds

(A.2)
$$\phi (x)=\mathrm{exp}_\tau (x):=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{1\tau ^n(x)+\tau ^{n+1}(x)}.$$

We shall call $`\mathrm{exp}_\tau `$ the $`\tau `$-exponential function.

Let us formulate one more identity which was used throughout the paper.

(A.3)
$$\underset{n=0}{\overset{\mathrm{}}{}}\left(T^nF(x)\right)=\mathrm{exp}\left(_{\tau ^{\mathrm{}}(x)}^x\frac{\mathrm{ln}F(t)}{t\tau (t)}d_\tau t\right).$$

It follows from the observation that

(A.4)
$$\mathrm{ln}\underset{n=0}{\overset{\mathrm{}}{}}\left(T^nF(x)\right)=\underset{n=0}{\overset{\mathrm{}}{}}T^n\mathrm{ln}F(x)$$

and from the definition of $`\tau `$-integral (1.9). Let us note that $`\mathrm{exp}`$ and $`\mathrm{ln}`$ appearing in (A.3) are standard exponent and logarithm.

From (A.3) it follows that the solution to

(A.5)
$$_\tau \psi =f\psi $$

is given by

(A.6)
$$\psi (x)=\mathrm{exp}\left(_{\tau ^{\mathrm{}(x)}}^x\frac{\mathrm{ln}(1(t\tau (t))f(t))}{t\tau (t)}d_\tau t\right)\psi (\tau ^{\mathrm{}}(x)).$$

Now, we are going to investigate the functional equation of the form

(A.7)
$$\left(\begin{array}{c}_\tau \psi (x)\\ _\tau \phi (x)\end{array}\right)=\stackrel{~}{𝚲}(x)\left(\begin{array}{c}\psi (x)\\ \phi (x)\end{array}\right)=\left(\begin{array}{cc}\stackrel{~}{a}(x)& \stackrel{~}{b}(x)\\ \stackrel{~}{c}(x)& \stackrel{~}{d}(x)\end{array}\right)\left(\begin{array}{c}\psi (x)\\ \phi (x)\end{array}\right).$$

By the substitution

(A.8)
$$𝚲(x)=𝕀(x\tau (x))\stackrel{~}{𝚲}(x)$$

it can be equivalently written as

(A.9)
$$\left(\begin{array}{c}T\psi (x)\\ T\phi (x)\end{array}\right)=𝚲(x)\left(\begin{array}{c}\psi (x)\\ \phi (x)\end{array}\right)=\left(\begin{array}{cc}a(x)& b(x)\\ c(x)& d(x)\end{array}\right)\left(\begin{array}{c}\psi (x)\\ \phi (x)\end{array}\right).$$

If we introduce the function

(A.10)
$$u(x):=\frac{\phi (x)}{\psi (x)},$$

the equation (A.9) assumes the form

(A.11)
$$u(\tau (x))=\frac{d(x)u(x)+c(x)}{b(x)u(x)+a(x)},$$

which is equivalent to

(A.12)
$$_\tau u(x)=\stackrel{~}{c}(x)+\stackrel{~}{d}(x)u(x)\stackrel{~}{a}(x)u(\tau (x))\stackrel{~}{b}(x)u(x)u(\tau (x)).$$

Equation (A.12) is generalization of $`q`$-Riccati equation and thus we will call both (A.11) and (A.12) the $`\tau `$-Riccati equation.

Equation (3.1) considered in Section 3 can be obtained from (A.9) by putting

(A.13)
$$𝚲(x)=\left(\begin{array}{cc}\frac{\lambda \beta (x)}{\alpha (x)}& \frac{\gamma (x)}{\alpha (x)}\\ 1& 0\end{array}\right).$$

The formal solution to (A.9) is given in terms of the infinite matrix product

(A.14)
$$𝚲_{\mathrm{}}(x):=\underset{n\mathrm{}}{lim}𝚲(\tau ^n(x))\mathrm{}𝚲(\tau ^2(x))𝚲(\tau (x))𝚲(x)$$

by the formula

(A.15)
$$\left(\begin{array}{c}\psi (x)\\ \phi (x)\end{array}\right)=𝚲(x)_{\mathrm{}}^1\left(\begin{array}{c}\psi (\tau ^{\mathrm{}}(x))\\ \phi (\tau ^{\mathrm{}}(x))\end{array}\right).$$

Sometimes we are able to compute resolvent function (A.14) explicitly.

###### Proposition A.1.

If $`a`$, $`b`$ and $`d`$ are continuous at $`\tau ^{\mathrm{}}(x)`$ and $`c(x)0`$ then

(A.16)
$$𝚲_{\mathrm{}}(x)=\left(\begin{array}{cc}\mathrm{exp}_{\tau ^{\mathrm{}}(x)}^x\frac{\mathrm{ln}a(t)}{t\tau (t)}d_\tau t& F(x)\\ 0& \mathrm{exp}_{\tau ^{\mathrm{}}(x)}^x\frac{\mathrm{ln}d(t)}{t\tau (t)}d_\tau t\end{array}\right),$$

where $`F(x)`$ is given by

(A.17)
$$F(x)=\mathrm{exp}\left(_{\tau ^{\mathrm{}}(x)}^x\frac{\mathrm{ln}d(t)}{t\tau (t)}d_\tau t\right)_{\tau ^{\mathrm{}}(x)}^x\frac{b(t)}{(t\tau (t))a(t)}\mathrm{exp}\left(_{\tau ^{\mathrm{}}(x)}^t\frac{\mathrm{ln}\frac{a(s)}{d(s)}}{s\tau (s)}d_\tau s\right)d_\tau t$$

Proof: From the fact that $`𝚲`$ is upper-triangular we conclude that $`𝚲_{\mathrm{}}`$ is given by

(A.18)
$$𝚲_{\mathrm{}}(x)=\left(\begin{array}{cc}a_{\mathrm{}}(x)& F(x)\\ 0& d_{\mathrm{}}(x)\end{array}\right),$$

where $`a_{\mathrm{}}(x)=_{n=0}^{\mathrm{}}T^na(x)`$ and $`d_{\mathrm{}}(x)=_{n=0}^{\mathrm{}}T^nd(x)`$. Since

(A.19)
$$𝚲_{\mathrm{}}(x)=𝚲_{\mathrm{}}(\tau (x))𝚲(x)$$

we see that $`F(x)`$ satisfies the equation

(A.20)
$$F(x)=d(x)F(\tau (x))+b(x)d_{\mathrm{}}(\tau (x)).$$

Solving (A.20) we get

(A.21)
$$F(x)=\left(\underset{l=0}{\overset{\mathrm{}}{}}d(\tau ^l(x))\right)\underset{k=0}{\overset{\mathrm{}}{}}\frac{b(\tau ^k(x))}{a(\tau ^k(x))}\underset{j=k}{\overset{\mathrm{}}{}}\frac{a(\tau ^j(x))}{d(\tau ^j(x))}.$$

From (A.3), (A.6) and (1.8) we obtain now (A.17). ∎

We should note that if one considers equations (A.11) or (A.12) then the matrix-valued function $`𝚲`$ is defined up to a function factor and this observation can be used to regularize the product (A.14).

We are going to consider the following gauge-like transformation

(A.22)
$$𝚲(x)𝚲^{}(x)=D(\tau (x))^1𝚲(x)D(x),$$

for some $`D:XGL(2,)`$, which transforms the functional equation (A.9) into the one of the same type with matrix $`𝚲^{}`$. Its solutions are given by

(A.23)
$$\left(\begin{array}{c}\psi (x)\\ \phi (x)\end{array}\right)D(x)^1\left(\begin{array}{c}\psi (x)\\ \phi (x)\end{array}\right).$$

The resolvent of new equation is given by

(A.24)
$$𝚲_{\mathrm{}}(x)D(0)^1𝚲_{\mathrm{}}(x)D(x).$$

We call this transform the $`\tau `$-Darboux transform. It is a generalization of $`q`$-Darboux transform introduced in . Sometimes we are able to reduce $`𝚲`$ to such $`𝚲^{}`$ that we can compute (A.14) explicitly. This is the case, for example, if $`𝚲^{}`$ is upper-triangular. Applying this method, we can obtain the result for $`\tau `$-Riccati case, which generalize this of $`q`$-Riccati equation of .

This is a classical result for the Ricatti equation generalized to $`q`$-case in  and here it is presented in $`\tau `$-version.

###### Proposition A.2.

Let $`u_0`$ be a particular solution of (A.11). The general solution of (A.9) is then given by the formula

$$\psi (x)=\mathrm{exp}\left(_{\tau ^{\mathrm{}}(x)}^x\frac{\mathrm{ln}a(t)+b(t)u_0(t)}{t\tau (t)}d_\tau t\right)(B_{\tau ^{\mathrm{}}(x)}^x\frac{b(t)}{a(t)+b(t)u_0(t)}\times $$

(A.25)
$$\times \mathrm{exp}\left(_{\tau ^{\mathrm{}}(x)}^t\frac{\mathrm{ln}\frac{a(s)+b(s)u_0(s)}{b(s)u_0(\tau (s))+d(s)}}{s\tau (s)}d_\tau s\right)d_\tau t+A)$$

(A.26)
$$\phi (x)=u_0(x)\psi (x)+B\mathrm{exp}\left(_{\tau ^{\mathrm{}}(x)}^x\frac{\mathrm{ln}b(t)u_0(\tau (t))+d(t)}{t\tau (t)}d_\tau t\right),$$

where the constants $`A`$ and $`B`$ are related to the initial conditions in the following way

(A.27)
$$A=\psi (\tau ^{\mathrm{}}(x))$$

and

(A.28)
$$B=\psi (\tau ^{\mathrm{}}(x))u_0(\tau ^{\mathrm{}}(x))+\phi (\tau ^{\mathrm{}}(x)).$$

Solution of (A.11) is then given by

(A.29)
$$u^t(x)=u_0(x)+\frac{t\mathrm{exp}\left(_{\tau ^{\mathrm{}}(x)}^x\frac{\mathrm{ln}\frac{a(z)+b(z)u_0(z)}{b(z)u_0(\tau (z))+d(z)}}{z\tau (z)}d_\tau z\right)}{1t_{\tau ^{\mathrm{}}(x)}^x\frac{b(z)}{(z\tau (z))(a(z)+b(z)u_0(z))}\mathrm{exp}\left(_{\tau ^{\mathrm{}}(x)}^z\frac{\mathrm{ln}\frac{a(s)+b(s)u_0(s)}{b(s)u_0(\tau (s))+d(s)}}{s\tau (s)}d_\tau s\right)d_\tau z}$$

for any $`t`$.

Proof: In order to obtain the general solution of (A.7), we apply the $`\tau `$-Darboux transform (A.22) with $`D(x)`$ of the form

(A.30)
$$D(x)=\left(\begin{array}{cc}1& 0\\ u_0(x)& 1\end{array}\right).$$

Since $`u_0`$ is a particular solution of (A.11), the transformed matrix $`𝚲^{}(x)`$ is upper-triangular. Solution given by (A.2) and (A.26) is obtained by substituting into (A.15) the formulae (A.16) and (A.17) from Proposition A.1 and transforming formula (A.24) for resolvent. Formula (A.29) follows from (A.10), (A.2) and (A.26) by putting $`t:=\frac{B}{A}`$. ∎

We define the transform $`_t^+`$ by

(A.31)
$$_t^+u_0:=u^t.$$

It is easy to check that $`_t^+`$, $`t`$, form a one-parameter group

(A.32)
$$B_s^+B_t^+=B_{s+t}^+.$$

Moreover the solutions $`u^{t_1}(x)`$, $`u^{t_2}(x)`$, $`u^{t_3}(x)`$ and $`u^{t_4}(x)`$ do satisfy the unharmonical superposition principle:

(A.33)
$$\frac{(u^{t_4}(x)u^{t_3}(x))(u^{t_1}(x)u^{t_2}(x))}{(u^{t_3}(x)u^{t_1}(x))(u^{t_2}(x)u^{t_4}(x))}=\frac{(t_4t_3)(t_1t_2)}{(t_3t_1)(t_2t_4)}.$$

The proof of (A.32) and (A.33) is straightforward.

Let us mention another application of $`\tau `$-Darboux transform. When $`𝚲(\tau ^{\mathrm{}}(x))=𝕀`$ we call (A.9) the regular equation. Solutions of regular equation are finite and nonzero at $`\tau ^{\mathrm{}}(x)`$. Let us introduce singularity (or zero) at this point by the $`\tau `$-Darboux transform (A.22) - (A.23) with

(A.34)
$$D(x)=\left(\begin{array}{cc}(x\tau ^{\mathrm{}}(x))^{\delta _1}& 0\\ 0& (x\tau ^{\mathrm{}}(x))^{\delta _2}\end{array}\right).$$

Thus one has

(A.35)
$$𝚲^{}(x)=\left(\begin{array}{cc}a(x)\left(\frac{x\tau ^{\mathrm{}}(x)}{\tau (x)\tau ^{\mathrm{}}(x)}\right)^{\delta _1}& b(x)\frac{(x\tau ^{\mathrm{}}(x))^{\delta _2}}{(\tau (x)\tau ^{\mathrm{}}(x))^{\delta _1}}\\ c(x)\frac{(x\tau ^{\mathrm{}}(x))^{\delta _1}}{(\tau (x)\tau ^{\mathrm{}}(x))^{\delta _2}}& d(x)\left(\frac{x\tau ^{\mathrm{}}(x)}{\tau (x)\tau ^{\mathrm{}}(x)}\right)^{\delta _2}\end{array}\right)$$

and the solution to (A.11) with $`𝚲^{}(x)`$ is

(A.36)
$$u^{}(x)=(x\tau ^{\mathrm{}}(x))^{\delta _1\delta _2}u(x),$$

where $`u(x)`$ is a solution to (A.11) with $`𝚲(x)`$.

Hence one can have $`u^{}(\tau ^{\mathrm{}}(x))=\mathrm{}`$ for $`\delta _1\delta _2<0`$ while $`u(\tau ^{\mathrm{}}(x))<\mathrm{}`$. Thus we can apply the transformation (A.34) to regularize the singular equation of the type (A.35) to the regular one. It was applied implicitly for example in (5.50).

Infinite products in previous formulae were always assumed to be convergent. We will give now a condition for this to be the case.

###### Proposition A.3.

Let the following conditions be satisfied:

1. $`_{k=0}^{\mathrm{}}|\tau ^k(x)\tau ^{k+1}(x)|<\mathrm{}`$, e.g. it has a place if $`\tau `$ is a contracting map;
2. $`\stackrel{~}{𝚲}`$ is continuous at $`\tau ^{\mathrm{}}(x)`$.

Then product (A.14) is convergent.

Proof: We will show that under these assumptions $`P_n=𝚲(\tau ^n(x))\mathrm{}𝚲(x)`$ is a Cauchy sequence and thus convergent. We can estimate the norm of the difference between two terms of this series by

(A.37)
$$P_nP_{n+k}𝚲(\tau ^{n+k}(x))\mathrm{}𝚲(\tau ^{n+1}(x))1P_n.$$

Let us show that it can be made arbitrarily small. To that end we show first that $`P_n`$ is bounded.

(A.38)
$$P_n\underset{k=0}{\overset{n}{}}(1+|\tau ^k(x)\tau ^{k+1}(x)|\stackrel{~}{𝚲}(\tau ^k(x))).$$

This product is convergent if and only if

(A.39)
$$\underset{n=0}{\overset{\mathrm{}}{}}|\tau ^n(x)\tau ^{n+1}(x)|\stackrel{~}{𝚲}(\tau ^n(x))<\mathrm{}.$$

Assumptions of the proposition guarantees that this is the case. Hence

(A.40)
$$P_n\underset{k=0}{\overset{\mathrm{}}{}}(1+|\tau ^k(x)\tau ^{k+1}(x)|\stackrel{~}{𝚲}(\tau ^k(x)))<\mathrm{}.$$

Now we show that for $`n`$ big enough $`𝚲(\tau ^{n+k}(x))\mathrm{}𝚲(\tau ^{n+1}(x))1`$ is arbitrarily small. We have the inequality

(A.41)
$$𝚲(\tau ^{n+k}(x))\mathrm{}𝚲(\tau ^{n+1}(x))1+1$$

$$(1+|\tau ^{n+k}(x)\tau ^{n+k+1}(x)|\stackrel{~}{𝚲}(\tau ^{n+k}(x)))\mathrm{}\left(1+|\tau ^{n+1}(x)\tau ^{n+2}(x)|\stackrel{~}{𝚲}(\tau ^{n+1}(x))\right).$$

Since (A.39) hold then (A.41) tends to $`1`$ as $`n\mathrm{}`$. Thus we have completed the proof that $`P_n`$ is Cauchy sequence. ∎

## Acknowledgement

Authors would like to thank dr. M. Klimek for the information about works  and dr. S. Stepin, dr. M. Horowski for careful reading of the manuscript and interest in the paper. We would also like to thank Alina Dobrogowska for help and fruitful discussions. This work is supported in part by KBN grant 2 PO3 A 012 19.


format: text

text:
# Planar and Stripe Orders of Doped Mott Insulators In Dual Spin Models

## I Introduction and Outline

Throughout this paper we aim to address questions concerning planar and linear (stripe) filling fractions of doped Mott insulators by trying to see how much may be gleaned by mapping such systems onto spin models. The answers that we find depend greatly on the the assumed form of our constituent particles (single holes, pairs) and their various geometries (plaquettes, rungs, bonds). We will demonstrate that plaquette states seem to naturally provide the correct stripe filling fractions. By mapping onto spin models, we will also be able to examine various competing orders. Amongst other things, we will demonstrate (not unexpectedly) that in the limit of large on-site repulsions $`U`$, magnetic and superconducting orders always compete.

The outline of the paper is as follows. In Section(II), we lay out the general standard model of Doped Mott Insulator which will form the focus of our discussion. In Section(III), we examine the problem of spinless and spinful particles in the plane by a mapping to a spin model. We will see, in a special yet general set of models another rigorous example of the competition between magnetic and superconducting orders. Within these spin models that result for large U, we illustrate how magnetic order as well as the physically transparent number order (both portrayed by $`S_z`$ in two different spin representation) compete with the dual superconducting order encapsulated by bilinears in the planar $`\stackrel{}{S}_{}`$ multiplied by exponentials in of a topological nature.

In Section(IV), we map a model of hard core bosons (hole pairs) in non-overlapping plaquettes with arbitrary finite range interactions and hoppings onto a planar XXZ model. We find that if the physics is indeed dominated by such attractive pair states then, within the ground state, the average hole occupancy per site within the optimal doped state may be 1/4. The large deviation from the observed optimal doping in most doped Mott insulators is hardly surprising and points to the inadequacies of looking at attractive plaquette pairs alone within the plane: not unexpectedly, an analysis of the cuprates based solely on notions of doped Mott insulators and concurrently assuming only Bose pairs of the plaquette size might be flawed.

We next examine, in Section(V), plaquette pairs on bond-centered stripes and find, under a variety of circumstances, near 1/4-filling. We discuss the possibility of phase separation or modulation of the hole pairs along the bond centered stripe. When we relax the condition that diagonal pairs do not have to be in non-overlapping plaquettes, we will find, in the large hopping amplitude ($`t`$) limit, a 1/3-filling fraction of stripes. Higher and similar filling fractions are found for pairs on single rungs and legs. From this simple exercise we conclude that bond centered stripes cannot, perhaps, be described by simple pairs roaming the stripe axis, and that if pairs indeed do dominate the asymptotic low energy stripe scale physics as we suggested in an earlier paper , then they must be effectively confined to non-overlapping plaquettes in accord with pictures suggested by the DMRG calculations of White and Scalapino .

We the proceed with a similar analysis of fermions on bond centered stripes (Section(VII)), and find that these lend themselves to near 1/4 filling. Our description fortifies earlier work by Nayak and Wilczek .

## II The Model

We will focus our attention on the relatively standard model of doped Mott insulator, the extended Hubbard model:

$`H={\displaystyle \underset{ij\sigma }{}}t_{ij}(c_{i\sigma }^{}c_{j\sigma }+c_{i\sigma }^{}c_{j\sigma })+{\displaystyle \underset{i}{}}Un_in_i`$ (1)
$`+{\displaystyle \underset{ij}{}}V_{ij}n_in_j,`$ (2)
where $`c_{i\sigma }^{}`$ creates an electron on site $`i`$ with spin $`\sigma `$ and $`j`$ is a nearest neighbor of $`i`$. This model contains both the movement of the electrons (hopping) ($`t`$, kinetic energy) and the interactions of the electrons if they are on the same site ($`U`$, potential energy). The Mott insulating nature is captured by this on-site repulsion which greatly inhibits hole motion. We have added an additional term representing all possible number-number interactions (of all ranges); these may be result from myriad interactions- e.g. Coulomb repulsions, interactions mediated by phonons. The number occupancy

$`n_{i\sigma }=c_{i\sigma }^{}c_{i\sigma }`$ (3)
$`n_i={\displaystyle \underset{\sigma }{}}n_{i\sigma }.`$ (4)
As well known, in the infinite $`U`$ limit, trivial spin-charge separation occurs in any dimension. The charge degrees of freedom may be trivially encapsulated by spinless degrees of freedom. For a review of this principle, the reader is invited to read Appendix(A).

At large $`U`$, the extended Hubbard model of Eqn.(1) may be related to an extended t-J model,

$`H={\displaystyle \underset{ij,\sigma }{}}t_{ij}(c_{i,\sigma }^{}c_{j,\sigma }+H.c.)+{\displaystyle \underset{ij}{}}J_{ij}\stackrel{}{S}_i\stackrel{}{S}_j`$ (5)
$`+{\displaystyle \underset{ij}{}}V_{ij}n_in_j,`$ (6)
where $`\stackrel{}{S}_i=_{\sigma \sigma ^{}}c_{i\sigma }^{}\stackrel{}{\sigma }_{\sigma ,\sigma ^{}}c_{i,\sigma ^{}}`$ is the spin of the electron at site $`i`$, $`\stackrel{}{\sigma }`$ are the Pauli matrices, and there is a constraint of no double occupancy of any site $`i`$ ($`n_i=_\sigma c_{i,\sigma }^{}c_{i,\sigma }`$ has expectation values 0 or 1). The reduction to a Hilbert space where no doubly occupied sites occur (the Gutzwiller projection) will be automatically incorporated in all things to come.

## III Competing Orders For Fermions In The Plane

### A Spinless Fermions- A Competition Between Charge And Superconducting Orders

With possible applications to the limit of infinite on-site repulsion (U) in mind, we now examine the competition of charge and superconducting order within the plane. All that we will detail below can be derived straightforwardly. We take a slightly longer route in order to hightlight the simple similarities between spin and charge when looked at through the prism of the Jordan-Wigner representation of S=1 and S=1/2 problems respectively. Although not of any use for most practical applications, a high dimensional Jordan Wigner transformation has been devised by Fradkin , and later extended by Eliezer and Semenoff . Very nice novel extensions to various spinful cases were recently advanced by Batista and Ortiz . The basic message is that the classic Jordan-Wigner  transformation rigidly linking spinless fermions and S=1/2 spins in one dimension can, quite naturally, be extended to higher dimensions. The only complication is that now the kink operators that code for the statistics transmutations become high dimensional topological objects. To be more precise, the standard one dimensional string operator appearing in the usual Jordan-Wigner transformation is replaced by its more general counterpart

$`K_j=\mathrm{exp}[i{\displaystyle \underset{\stackrel{}{k}}{}}\theta (\stackrel{}{k},\stackrel{}{j})n_\stackrel{}{k}],`$ (7)
with $`\theta (\stackrel{}{k},\stackrel{}{j})`$ the angle between $`(\stackrel{}{k}\stackrel{}{j})`$ and a fixed ray (in the one dimensional case the “angle of site” $`\theta `$ reduces to either $`\pi `$ (for $`j<k`$) or zero (for $`kj`$) leading to the standard string operator). In terms of these new kink operators, the Jordan-Wigner transformation then reads

$`S_j^+=c_j^{}K_j,`$ (8)
$`S_j^{}=K_j^{}c_j,`$ (9)
$`S_j^z=n_j1/2.`$ (10)
The simple pair operator $`\mathrm{\Delta }_{ij}c_i^{}c_j^{}`$ may be expressed in terms of the spin variables. In the aftermath, we find that the superconducting pairing operator may be expressed as a product of kink variables with the XY components of the spins: $`S_i^\pm `$ and $`S_j^\pm `$. The incompatibility of charge ($`n`$ or $`S_z`$) and superconducting phase (descendant from $`\stackrel{}{S}_{}`$) orders is trivially reflected from the non-vanishing commutator

$`[S^z,S^\pm ]=\pm S^\pm .`$ (11)
Explicitly, inverting all matters to the spin representation,

$`c_i^{}=S_i^+K_i^1=S_i^+\mathrm{exp}[i{\displaystyle \underset{\stackrel{}{r}}{}}\theta (\stackrel{}{r},\stackrel{}{i})S_r^z],`$ (12)
the commutator

$`[n_k,\mathrm{\Delta }_{ij}]=(\delta _{ik}+\delta _{jk})\mathrm{\Delta }_{ij},`$ (13)
which is compatible with $`\mathrm{\Delta }_{ij}=\mathrm{exp}[i(\varphi _i^C+\varphi _j^C)]`$, and $`n_k=i\frac{}{\varphi _k^C}`$ with $`C`$ denoting charge.

If Eqn.(1) captured all of the physics, then computing optimal doping would amount to the determination of the value of $`S_z`$ when we aim to maximize the topological pairing order parameter $`\mathrm{\Delta }`$.

### B Spinful Fermions- A Competition between Magnetic and Superconducting Orders

Just as in the spinless case, the simple commutation relations that we will soon derive can be immediately seen by direct computation (no Jordan-Wigner transformations are neccessary). Nevertheless, in order to highlight the similiraties between the charge and spin sectors as doublet (S=1/2) and triplet (S=1) representations of similar entites we will employ the Jordan-Wigner representation once again. Batista and Ortiz  extended the Jordan-Wigner transformations to spinful fermions. The operator

$`\overline{c}_{j\sigma }^{}=c_{j\sigma }^{}(1n_{j\sigma }),`$ (14)
along with its conjugate, may be transformed into spin S=1 operators in much the same way as for the spinless case. We note that within the large $`U`$ limit, $`\overline{c}_{j\sigma }^{}c_{j\sigma }^{}`$. Any Hamiltonian in $`\{\overline{c}_{j\sigma }^{},\overline{c}_{j\sigma }\}`$ has the Gutzwiller (no double occupancy) projection automatically built into it. The general t-J Hamiltonian of Eqn.(6) will undergo no change when expressed in terms of $`\{\overline{c}_{j\sigma }^{},\overline{c}_{j\sigma }\}`$ instead of $`\{c_{j\sigma }^{},c_{j\sigma }\}`$.

The transverse (XY) components of the spin may be written as

$`S_j^+=2^{1/2}(\overline{c}_{j,\sigma =+}^{}K_j+K_j^{}\overline{c}_{j,\sigma =}).`$ (15)
The z-component of the spin transforms as the on-site magnetization,

$`S_{jz}=\overline{n}_{j,\sigma =+}\overline{n}_{j,\sigma =},`$ (16)
with $`\overline{n}_{j\sigma }=\overline{c}_{j\sigma }^{}\overline{c}_{j\sigma }`$. As before,

$`K=\mathrm{exp}[i{\displaystyle \underset{\stackrel{}{k}}{}}\theta (\stackrel{}{k},\stackrel{}{j})\overline{n}_k]=\mathrm{exp}[i{\displaystyle \underset{\stackrel{}{k}}{}}\theta (\stackrel{}{k},\stackrel{}{j})(S_k^z)^2],`$ (17)
where the, new, second equality follows from Eqn.(16) and the inbuilt constraint of no double occupancy. When we employ the inverse transformation, we find that $`\mathrm{\Delta }_{ij}=c_{i\sigma }^{}c_{j\sigma }^{}`$ contains, similar to the case before, the transverse components of the spin $`S_\pm `$ multiplying topological operators $`K^1`$, which are simple exponentiated products in $`\{(S_j^z)^2\}`$. Once again the non-commuting character of the spin components (Eqn.(11)) disallows concurrent ideal magnetic and superconducting orders. Explicitly,

$`[S_k^z,\mathrm{\Delta }_{ij}]={\displaystyle \frac{1}{2}}(\delta _{ik}\delta _{jk})\mathrm{\Delta }_{ij}.`$ (18)
This is compatible with

$`S_k^z={\displaystyle \frac{i}{2}}{\displaystyle \frac{}{\varphi _k^M}},`$ (19)
$`\mathrm{\Delta }_{ij}=\mathrm{exp}[i(\varphi _i^M\varphi _j^M)],`$ (20)
with the superscript $`M`$ denoting “Magnetic”. Trivially,

$`[S^z(\stackrel{}{q}),\mathrm{\Delta }(\stackrel{}{p})]0,`$ (21)
with $`\stackrel{}{q}`$ and $`\stackrel{}{p}`$ arbitrary wavenumbers.

Examining Eqs.(13,18), we note that, apart from an important minus sign, magnetism competes with superconductivity in much the same way as the charge (number) field competes with pairing for spinless fermions. This is, of course, not all too surprising. We merely wished to highlight the similarities between the spin and charge sectors as S=1 and S=1/2 representations of a similar problem when viewed through the Jordan-Wigner transformation.

All of what we detailed henceforth was for singlet pairing. For a hypothetical triplet pair operator $`\mathrm{\Delta }_{ij}^{(t)}=c_{i\sigma }^{}c_{j\sigma }^{}`$ the commutation relations are trivially identical to those of the number and pairing correlations of Eqn.(13),

$`[n_k,\mathrm{\Delta }_{ij}^{(t)}]={\displaystyle \frac{1}{2}}(\delta _{ik}+\delta _{jk})\mathrm{\Delta }_{ij}^{(t)}.`$ (22)
To summarize, in a well known simple rubric,

$`[\text{Spin},\text{Pairing}][\text{Charge},\text{Pairing}]0.`$ (23)
We further reiterate that the charge and spin sectors can be viewed as a doublet (S=1/2) and tripet (S=1) representations of similar entities. The spin component $`S_z`$ takes on different roles the two different Jordan-Wigner transformations. This is simply yet another way of viewing matters. The similarity between the two sectors is highlighted in the SO(5) theory of S. C. Zhang .

## IV Planar Plaquette Pair States

Much of our approach henceforth was inspired by the beautiful work of Altman and Auerbach . Let the operator $`\mathrm{}^{}`$ denote the creation operator of a hole pair on a plaquette. The difference between pairs in the cuprates and in conventional BCS superconductors is that within the cuprates the pair size is very small which allows us to consider a reduction to plaquettes. This is also seemed to be supported by numerical calculations.

### A Mapping To An XXZ Model

Employing the Matsubara-Matsuda transformation  (trivially valid in any dimension)

$`S_i^z=n_i{\displaystyle \frac{1}{2}},`$ (24)
$`S_i^+=\mathrm{}_i^{},`$ (25)
$`S_i^{}=\mathrm{}_i,`$ (26)
we may map the most general Hamiltonian describing pair motions and interactions of all ranges

$`\stackrel{~}{H}_{eff}={\displaystyle \underset{ij}{}}t^{ij}(\mathrm{}_i^{}\mathrm{}_j+\mathrm{}_j^{}\mathrm{}_i)`$ (27)
$`+{\displaystyle \underset{ij}{}}V^{ij}n_in_j+\stackrel{~}{J}^{}{\displaystyle \underset{i}{}}\mathrm{}_i^{}\mathrm{}_i+\mathrm{},`$ (28)
to a two dimensional XXZ model

$`\stackrel{~}{H}_{eff}={\displaystyle \underset{ij}{}}J^{ij}(S_i^+S_j^{}+S_i^{}S_j^+)`$ (29)
$`+{\displaystyle \underset{ij}{}}J^{zij}S_i^zS_j^zJ^{}{\displaystyle \underset{i}{}}(S_i^z)^2`$ (30)
$`{\displaystyle \underset{i}{}}h^{}S_i^z+\mathrm{}`$ (31)
with $`\stackrel{~}{J}^{ij}=2t^{ij}`$, $`\stackrel{~}{J}^{zij}=V^{ij}`$.

Examining the quadratic ($`𝒪(S^2)`$) sector for nearest neighbors ($`|ij|=1`$), we arrive at the standard nearest neighbor XXZ model. The XXZ model has two distinct phases: Within the Ising limit (large $`|J^z|`$) the spontaneous breaking of $`Z_2`$ symmetry implies phase separation of the bosonic hole pairs. By contrast, for large $`|J^{}|`$, the system is in the XY limit and the ground state is a superfluid. At the transition between these two phases, the model is $`SU(2)`$ symmetric. $`Z_2`$ order (number order) is dual and conjugate to superconducting order (XY order). We have derived stripes in an earlier article  assuming weak staggered boundary conditions on the real $`S_z`$ (a $`Z_2`$ symmetry order of yet another origin).

### B Phase Separation or Not

As to be expected, whether phase separation of hole pairs will transpire is determined by the sign of the charge-charge interactions $`V_{ij}`$.

If the charge-charge interaction is repulsive for all $`|ij|`$ (i.e. $`V_{ij}>0`$), then in the extended spin model we will find exchange constants $`J_{ij}^z>0`$. A positive $`J^z`$ (a repulsive potential $`V_{ij}`$) favors charge neutrality $`S_{tot}^z`$ whenever the background charge is taken into account. For an attractive potential $`V_{ij}<0`$ leading to $`J_{ij}^z<0`$, there is viable ferromagnetic order. In such an instance, the potential $`V_{ij}`$ allows (and favors) regions of different phase densities (i.e. phase separation).

### C Superconducting Correlations, vortices, And A Numerical Value For Optimal Doping For Attractive Interactions

Whenever the expectation value $`S_z`$ vanishes we immediately find half a pair per plaquette or, equivalently, a doping of quarter of a hole per site. In order to make the XXZ model maximally superconducting, we would like to make the order as XY like as possible to avoid phase separation into bosonic hole pairs. If we indeed impose from the outset the absence of $`Z_2`$ like order for the number operator ($`S_z`$) we find a quarter of a hole per site

$`\delta _{optimal}=1/4.`$ (32)
The largest $`S_z`$ (or number) fluctuations $`(S_zS_z)^2`$ occur about the symmetric point $`S_z=0`$. This feature is far more generic than assuming a special model of two dimensional hard core bosons (as we have above). In high enough dimensions, the maximal fluctuations at the symmetry points may diverge signaling a critical point. Large number fluctuations enable well defined superconducting phase (XY) order. A trivial bound on XY order reads

$`\stackrel{}{S}_{}^2S(S+1)S_z^2.`$ (33)
As the number operator is the dual disorder operator for the phase, in order to have maximal phase ordering, we wish to avoid vortex like number expectation values. A finite number density $`(n1/2)`$, is analogous to a finite vortex density. This, in turn, is equivalent to an imposed external background magnetic flux density in a Josephson junction array. Non-uniformities in the charge order act as frustrating vortices. For maximal phase ordering we need to minimize the appearance of vortices. This entails lowering the effective magnetic flux background that spontaneously generated vortices must cancel.

Another way of viewing matters at very low finite temperature (like a low temperature classical model) is as follows: If $`J^z`$ were zero then adding an additional field $`h^{}`$ would corrupt the XY order- the previous classical ferromagnetic XY ground state- $`\stackrel{}{S}_{}=(\mathrm{cos}\varphi ,\mathrm{sin}\varphi )`$ with the phase $`\varphi `$ uniform over the entire plane. Now imagine turning on $`J^z`$ and making it negative (attractive interactions amongst pairs). This will only further corrupt the XY order.

The relatively large deviation of the optimal doping found in the cuprates from 1/4 suggests that we may not easily view these doped Mott insulators at optimal or near optimal doping as merely composed of pairs of the plaquette size with attractive interactions.

## V Plaquette States on Stripes

The stripe constitutes a small system coupled to a large bath (the ambient antiferromagnet) from which it can draw holes. Depending on the chemical potential of the stripe, different hole densities will result. For ease we will invoke a simplifying yet non-essential assumption: by virtue of the large kinetic scale, the hopping amplitude $`t`$ is much larger than all potential effects, i.e. $`_jV_{ij}`$ and the magnetic alleviation energy (the energy gained by removing bad ferromagnetic bonds along the seam of the stripe) $`J`$. With such assumptions, the chemical potential trivially vanishes. In reality, due to the finite corrections of both effects we expect the chemical potential $`\mu /t0`$.

As we will show assuming the constituents of the stripes to be of different geometries and nature (e.g. hole pairs on non overlapping plaquettes, diagonal or parallel hole pairs) different filling fractions will be found at the approximate particle-hole symmetric point $`\mu =0`$.

We will now require that every two consecutive rungs of the ladder form a unique plaquette (such that these plaquettes do not overlap) and consider all possible pair states within these plaquettes.

As we will now show, if the chemical potential is indeed small by comparison to the kinetic hopping amplitude $`t`$, then assuming pair states in non-overlapping plaquettes will lead to the “correct” filling fraction. By “correct”, we allude to the coincidence, within the large $`\mu /t`$ limit, with the filling fraction attained from an original large $`U`$ Hubbard Hamiltonian for single fermions augmented by all possible hoppings and interactions amongst the holes. As we show in section(VII B), if we start from the original Hubbard model and allow holes to do anything that they wish from there (e.g. remain single, pair, phase separate) we will find that the net hole filling fraction is 1/4. This coincidence suggests that plaquette pair states are indeed viable candidates for the pairs states populating bond centered stripes. Moreover, both numerical , and mean field  calculations lead to quarter filling as well as experimental data .

These plaquette pair states are indeed the states observed numerically. Moreover, as emphasized by  they naturally display $`d`$\- wave symmetry.

As before, we may use the operator $`\mathrm{}^{}`$ to denote the creation operator of a hole pair on a plaquette and subsequently employ the Matsubra-Matsuda transformation with no change to obtain once again Eqn.(44).

As seen in Fig.(2), adding a hole pair along the bond centered stripe removes energetic ferromagnetic bonds. Such an effect will only serve as a weak sink favoring more hole pairs to drift into the stripe.

If the charge-charge interaction,

$`{\displaystyle \underset{ij}{}}V_{ij}n_in_j2J{\displaystyle \underset{i}{}}n_i`$ (34)
$`={\displaystyle \underset{ij}{}}V_{ij}(n_i1/2)(n_j1/2)+{\displaystyle \underset{i}{}}n_i{\displaystyle \underset{j}{}}V_{ij}`$ (35)
$`2J{\displaystyle \underset{i}{}}n_i,`$ (36)
is repulsive for all $`|ij|`$ (i.e. $`V_{ij}>0`$), then in the extended spin model we will find exchange constant $`J_{ij}^z>0`$ for all $`|ij|`$. A positive $`J^z`$ favors charge neutrality $`S_{tot}^z`$ when the background charge of (-1/2) (if $`_jV_{ij}=2J`$) is taken into account. For an attractive potential $`V_{ij}<0`$ leading to $`J_{ij}^z<0`$, there is viable ferromagnetic order. The potential $`V_{ij}`$ allows (and favors) regions of different phase densities (i.e. phase separation).

In the presence of a vanishing electronic chemical potential

$`\mu ={\displaystyle \underset{j}{}}V_{ij}2J,`$ (37)
or, effectively, an external magnetic field $`\stackrel{~}{h}`$ of a similar magnitude, there is no spontaneous symmetry breaking in the XXZ chain

$`S_z=0`$ (38)
and there is an average of one pair per two plaquettes or a quarter of a hole per site. This is indeed in accord with experimental observations  and the numerical calculations of White and Scalapino . In reality, the chemical potential albeit small compared to $`t`$ is not zero and a small deviation from 1/4 will be found. Nothing is inserted by hand here- the occupancy is dictated by the chemical potential (or magnetic field) which is finite yet may small compared to $`t`$ by virtue of the various parameters that it includes (i.e. $`J/t`$ and $`\frac{1}{t}_jV_{ij}`$). At its very core, the unbroken spin rotational symmetry corresponds to particle-hole symmetry trivially present at $`\mu /t=0`$. This symmetry is lightly lifted by a small finite chemical potential shift relative to its vanishing value the particle-hole symmetric point.

We will later on demonstrate that if we assume only symmetrized rung states for each of the individual holes then no matter how the holes interact and whether they form pairs, phase separate, or not, a bond centered stripe must be nearly quarter filled when the chemical potential for the insertion of a hole is very small by comparison to the kinetic hopping scale $`t`$.

To conclude, in the final analysis, we expect

$`\delta _{stripe}1/4,`$ (39)
where the approximation sign signifies the relatively small (compared to $`t`$) chemical potential shift due to magnetic alleviation energies and hole-hole interactions.

## VI Non Plaquette Pair States

Here we show that unless the fundamental pair building blocks are not chosen properly then the hole density may come out to be incorrect (when contrasted with the very general single hole problem for consistency in the large t limit). The filling fraction will be larger than a quarter found for the general hole problem before assuming anything about the possibility of pairing, phase separation etc. amongst holes. We will now analyze diagonal pairs which may be symmetrized and anti-symmetrized. Apart from some trivial numerical modifications, the considerations that we present here may be repeated word for word for “vertical” pair states extending along the rungs or “horizontal” pairs extending along the legs. There is a viable link between the correct symmetry of the pair state and its extension over different non-overlapping plaquettes and the anticipated hole density. In order to exhibit this link and point to the viability of plaquette pair physics, we will purposefully, focus on a pair state ansatz that will give an incorrect filling fraction in the $`\mu /t=0`$ limit. More complicated and comprehensive treatments may employ much of what is known about the two leg ladders (for instance, the SO(8) symmetry present in their low coupling limit ).

### A Diagonal Pairs

We will now write down an effective one dimensional model for diagonal pairs of two possible chiralities (left/right tilting) as shown in the right and left hand panels of Fig.(3). To give the reader a flavor of where we are heading the general argument may be summarized as follows- we will effectively make an exact projection of the two rung ladder along its axis to produce an effective one dimensional model. Henceforth we will denote the two natural diagonal pair chiralities (or polarizations) by a Greek index $`\alpha =1,2`$ and further employ the shorthand

$`\mathrm{\Delta }_i^{(\alpha =1)}`$ $`=`$ $`c_{2,i,\sigma }^{}c_{1,i+1,\sigma }^{}`$ (40)
$`\mathrm{\Delta }_i^{(\alpha =1)}`$ $`=`$ $`c_{1,i+1,\sigma }c_{2,i,\sigma }.`$ (41)
for the hole pair annihilation and creation operators of the diagonal polarization of Fig.(3) $`(\alpha =1)`$ in terms of the electronic operators. In Eqn.(41) the first subscript (which is always one or two) marks the location of the hole on the ladder- on which of the two rungs it is found (upper or lower) while the second ($`i`$) denotes the location of the hole along the stripe (ladder) axis. The pair creation operator removes two electrons and the pair annihilation operator creates two electrons. Note that in these operators, there is no spin index symmetrization/anti-symmetrization. The spin polarizations are dictated by the location along the ladder (whether or not $`i`$ is even. We may conform to the convention that the spin subscript $`\sigma =`$ if $`i`$ is even and that $`\sigma =`$ along the odd rungs (i.e. we will choose our origin $`i=0`$ in such a way that the spin polarization of both electrons on that rung is $`\sigma =`$). The introduction of each diagonal pair states removes two bad magnetic bonds along the two rungs that it occupies.

The number associated with these hole (“h”) pair operators is, as usual,

$`n_{i,h}^{(\alpha )}=[\mathrm{\Delta }_i^{(\alpha )}]^{}\mathrm{\Delta }_i^{(\alpha )}.`$ (42)
We therefore can write the most general effective one dimensional Hamiltonian

$`\stackrel{~}{H}_{eff}={\displaystyle \underset{ij}{}}t_{\alpha \beta }^{ij}(\mathrm{\Delta }_i^{(\alpha )}\mathrm{\Delta }_j^{(\beta )}+\mathrm{\Delta }_j^{(\beta )}\mathrm{\Delta }_i^{(\alpha )})`$ (43)
$`+{\displaystyle \underset{ij}{}}V_{\alpha \beta }^{ij}n_{i,h}^{(\alpha )}n_{j,h}^{(\beta )}+\stackrel{~}{J}^{}{\displaystyle \underset{i,\alpha }{}}\mathrm{\Delta }_i^{(\alpha )}\mathrm{\Delta }_i^{(\alpha )}+\mathrm{}`$ (44)
where the ellipsis denote higher order terms in $`\{\mathrm{\Delta }_i\}`$. All potential terms appear here including ones with infinite long range interactions (e.g. Coulomb effects) in which terms like $`V_{ij}`$ decay as slowly as desired as a function of the separation $`|ij|`$. Note that as a single hole cannot be doubly occupied (or an electron of fixed spin cannot be twice removed), no two diagonal bonds may share the same site; this may formulated in terms of an effective infinite hard core repulsion: $`V_{\alpha =1,\beta =2}^{i,i+1}=V_{2,1}^{i,i+1}=\mathrm{}`$.

Employing the Matsubara-Matsuda transformation once again we arrive at a flavored version of Eqn.(44) where we dress the various spins by the polarization (diagonal orientation of the pair that they represent). Insofar as commutators are concerned, the two polarization sectors are completely decoupled. Setting, for each $`\alpha `$, $`\mathrm{\Delta }_i=S_i^{}`$ and $`\mathrm{\Delta }_i^{}=S_i^+`$ we see that the pair creation- and annihilation-operators form an SU(2) spin algebra. The effective Hamiltonian is a trivially flavored version of Eqn.(31):

$`\stackrel{~}{H}_{eff}={\displaystyle \underset{ij}{}}\stackrel{~}{J}_{\alpha \beta }^{ij}(S_i^{x(\alpha )}S_j^{x(\beta )}+S_i^{y(\alpha )}S_j^{y(\beta )})`$ (45)
$`+{\displaystyle \underset{ij}{}}\stackrel{~}{J}_{\alpha \beta }^{zij}S_i^{z(\alpha )}S_j^{z(\beta )}\stackrel{~}{J}^{}{\displaystyle \underset{i,\alpha }{}}(S_i^{z(\alpha )})^2`$ (46)
$`{\displaystyle \underset{i,\alpha }{}}\stackrel{~}{h}S_i^{z(\alpha )}+\mathrm{}`$ (47)
where the ellipsis denote higher order spin interactions. As before, to quadratic order, comparison with Eqn.(43) shows that Eqn.(47) is nothing but an XXZ model with $`\stackrel{~}{J}_{\alpha \beta }^{ij}=2t_{\alpha \beta }^{ij}`$, $`\stackrel{~}{J}_{\alpha \beta }^{zij}=V_{\alpha \beta }^{ij}`$ and $`\stackrel{~}{h}=(2V+J)`$ (with $`J`$ the magnetic alleviation energy), if $`V=V_{\alpha \alpha }^{ij}`$ is constant for all nearest neighbor links $`|ij|=1`$. The only limitation of Eqs.(43, 47) is that they only allow for diagonal pairs as the fundamental building blocks (e.g. no single electron excitations are accounted for).

### B Complete Fock Space (Lorentz) Algebra

With an eye to things to come let reshuffle the two diagonal sectors $`\alpha =1`$ and $`\alpha =2`$ (corresponding to the left and right most real space configurations of Fig.(3).

By a simple linear transformation

$`\stackrel{}{\stackrel{~}{S}}=\stackrel{}{S}^{(\alpha =1)}+\stackrel{}{S}^{(\alpha =2)}`$ (48)
$`\stackrel{}{\stackrel{~}{A}}=\stackrel{}{S}^{(\alpha =1)}\stackrel{}{S}^{(\alpha =2)}`$ (49)
the $`SU(2)SU(2)`$ algebra of the two diagonal sectors transforms into a Lorentz ($`SO(4)`$) algebra. Physically,

$`\stackrel{~}{S}_i^\pm =\mathrm{\Delta }_i^1+\mathrm{\Delta }_i^2`$ (50)
$`\stackrel{~}{A}_\pm ^i=\mathrm{\Delta }_i^1\mathrm{\Delta }_i^2`$ (51)
are the creation operators for the symmetric and anti-symmetric rung pair states. The symmetric combination, the angular momentum vector $`\stackrel{}{S}`$ (or $`\stackrel{}{L}`$), forms an $`SO(3)`$ subgroup: $`[\stackrel{~}{S}^i,\stackrel{~}{S}^j]=iϵ_{ijk}S^k`$ with the indices $`i,j`$ and $`k`$ now denoting the standard spatial components. The z-component

$`\stackrel{~}{S}_i^z=1{\displaystyle \underset{\alpha =1,2}{}}n_{i,e}^{(\alpha )}`$ (52)
may assume the eigenvalues $`\{1,0,1\}`$ corresponding to a $`2\times 2`$ patch of the ladder being electronically full, having one diagonal hole pair, and two having diagonal hole pairs. The symmetric combinations $`\{\stackrel{}{\stackrel{~}{S}}_i\}`$ satisfy $`SO(3)`$ algebra with spin one. The net number of electrons is given by the total magnetization of the symmetric $`\stackrel{~}{S}_{tot}^z`$ component.

### C Restricted Symmetric Hole Pair State Basis

We will now make the physical assumption (fortified by our earlier analysis ) that only the the low energy symmetric hole pair bonding states appear at low energies. Defining, within the restricted symmetric hole pair state basis,

$`S_i^{}={\displaystyle \frac{1}{\sqrt{2}}}(\mathrm{\Delta }_i^1+\mathrm{\Delta }_i^2)\mathrm{\Delta }_i,`$ (53)
$`S_i^+={\displaystyle \frac{1}{\sqrt{2}}}(\mathrm{\Delta }_i^1+\mathrm{\Delta }_i^2)\mathrm{\Delta }_i^{},`$ (54)
$`S_i^z={\displaystyle \frac{1}{2}}[12n_{i;symm}],`$ (55)
we see that $`\stackrel{}{S}`$ satisfies $`SU(2)`$ algebra with $`S=1/2`$ within the restricted symmetric bonding state space $`_i(\mathrm{\Delta }_i^{})^{r_i}|0`$ with $`r_i=0`$ or 1, and where $`|0`$ denotes the vacuum state in which no holes are present. The bosonic hole pair states fill up the ladder as the electronic orbital states do the in atomic and molecular systems. We may regard this as an effective Hund’s rule. At low hole filling fractions, only the low energy bonding states will be occupied. At high hole occupancies (in excess of half a hole per unit site), anti-symmetric anti-boding states will also appear and the full $`SO(4)`$ algebra of the full blown unrestricted Fock space will raise its head.

Substituting Eqn.(51,52,55) into Eqn.(44) and omitting any terms containing anti-bonding operators (which will take us out of the restricted symmetric pair state subspace) an arbitrarily high polynomial in $`\{\stackrel{}{S}_i\}`$ will result identical to Eqn.(31). The hard core repulsion term $`V[n_i^{(\alpha =1)}n_{i+1}^{(\alpha =2)}+n_i^{(\alpha =2)}n_{i+1}^{(\alpha =1)}]`$ transforms into an analogous hard core term $`VS_i^zS_{i+1}^z`$ for the z-component of the spins (the distance between up spins cannot be smaller than two).

Such a hard core term may be interpreted from first principles. A state containing nearest neighbor symmetric bonding pairs is not normalized to one. To have normalization we must consider the correlated four hole state $`2^{1/2}_{\alpha =1,2}\mathrm{\Delta }_i^\alpha \mathrm{\Delta }_{i+1}^\alpha |0`$. The reduced norm (probability) of the nearest neighbor bonding pairs vis a vis other bonding pairs is similar to having a large potential barrier.

### D One Third Doping And Beyond

Sans the hard core constraint, the model has its ground state at half filling (i.e. the density of up spins is a half): Whenever an XXZ model has a nearest neighbor hard core constraint (whenever the distance between up spins cannot be smaller than two), the density of up spins is equal to a third within the ground state . A careful counting of the various diagonal pair states reveals that the hole occupancy within the stripe is expected to be 1/3 in the large $`t`$ limit. Repeating the same exercise for hole pairs along rungs and legs we arrive at similar large hole densities.

## VII Single Electronic Description

### A Symmetric Rung States

In an earlier work , we have numerically obtained the single hole and hole pair energy spectrum on a stripe. Let us first restrict attention to the single electronic description. The states along the various rungs form resonant bonding states. We will now make the physical assumption (fortified by numerics) that only the the low energy symmetric (or anti-symmetric) hole rung bonding states appear at low energies. We will now consider the symmetric (anti-symmetric) smearing of a hole along the two legs of the rung. Defining, within the restricted symmetric hole rung state basis, the two operators

$`c_{i;\pm }{\displaystyle \frac{1}{\sqrt{2}}}[c_i^{(\alpha =1)}\pm c_i^{(\alpha =2)}],`$ (56)
with $`c`$ the electronic annihilation operator, $`\alpha =1,2`$ now a leg index, and $`i`$ a rung label, it is readily verified that these operators satisfy disjoint canonical Fermi anti commutation relations: $`\{c_{i;\pm },c_{j,\pm }^+\}=\delta _{ij}`$.

We will assume that the even parity symmetric bonding hole states are lower in energy and restrict ourselves to that basis. In the problem of physical relevance, $`|t_{i=j}^{\alpha =1,\beta =2}|`$ all other hopping amplitudes and the hole will quickly resonate between the two rungs of the ladder before inching its way along the ladder axis.

Once again, the hole states fill up the ladder as the electronic orbital states do the in atomic and molecular systems. We may regard this as an effective Hund rule. At low hole filling fractions, only the low energy bonding states will be occupied. At high hole occupancies (in excess of half a hole per rung of a bond centered stripe or a hole per plaquette in the cuprate plane), anti-symmetric anti-boding states will also appear and the algebra of the full blown unrestricted Fock space will raise its head.

In what will follow shortly, we will treat the symmetric rung holes as spinless fermions. An average density of half a spinless fermion (the particle-hole symmetric point) per rung corresponds to a quarter hole per site.

We will consider the extended Hubbard model in the restricted basis of these low lying symmetric rung states.

### B The Ideal Spinless Fermi Gas

As we review in Appendix(A), within the general Hamiltonian Eqn.(1) in the limit of infinite on-site repulsion $`U`$, the charge degrees of freedom transform into those of a spinless Fermi system. In the bare Hubbard model, at $`U=\mathrm{}`$ the system reduces exactly an ideal (non-interacting) Fermi gas with a dispersion

$`ϵ_k=2t\mathrm{cos}k.`$ (57)
For a non-interacting Fermi gas, the zero temperature occupancy

$`n_k=\theta (\mu ϵ_k).`$ (58)
If inserting a hole leads to no change in the energy balance then the chemical potential, by its very definition, vanishes. The energetics of the chemical potential acts as a Lagrange multiplier enforcing a certain average occupancy. The energy of adding or removing an electron is the same (zero) at a chemical potential $`\mu =0`$. By particle-hole symmetry, at $`\mu =0`$ the chemical potential lies in the middle of the band and the occupancy of the rung symmetrized spinless fermi particles is a half- and that of the holes is 1/4. The particle-hole symmetry of the kinetic energy band is dictated by the hermiticity of the Hamiltonian. In fact, even if the Hamiltonian included arbitrary long range hoppings $`\{t_r\}`$ and reduced to the general form

$`H={\displaystyle \underset{ij}{}}t_{|ji|}(c_i^{}c_j+h.c.),`$ (59)
in the infinite $`U`$ limit, then by hermiticity whenever the chemical potential is zero the Hamiltonian will be particle hole symmetric. In that case, the density of rung symmetrized spinless fermions will be a half, and the density of holes along the bond centered stripe will be 1/4.

If the addition of holes (or removal of electrons) leads to a reduction in the magnetic strain energy along the stripe then the chemical potential for the electrons is reduced (or, equivalently, that for holes, is increased). A removal of a bad bond along the rung leads to a lowering of the magnetic energy by $`J`$. Thus the hole chemical potential $`\mu =J`$ and the net, rung symmetrized, charge occupancy is given by an integral of $`n_k`$. The hole density is $`(n_k/2)`$. This expectation value (hole occupancy) changes slightly with temperature according to the evolution of the Fermi function.

It is worthwhile viewing this, one last time, in terms of unbroken spin rotational symmetry in an effective XX(Z) model.

We now apply the Jordan-Wigner transformation in order to arrive at XX(Z) model. As well known, the infinite $`U`$ Hubbard Hamiltonian trivially transforms into

$`H=2t{\displaystyle \underset{i}{}}(S_{i,x}S_{i+1,x}+S_{i,y}S_{i+1,y}).`$ (60)
An infinitesimal chemical potential leads to an additional small magnetic field coupling to $`\sigma _z`$. The absence of spin symmetry breaking in this trivial example (no $`\sigma _z`$ interaction appears in $`H`$) leads to the conclusion that the band is half filled (or that the hole density is 1/4).

This is immediately seen taking note of

$`S_i^z=1/2c_i^{}c_i.`$ (61)
A vanishing $`\sigma _z`$ for the XY Hamiltonian of Eqn.(60) leads to $`n_j=1/2`$. Related back to our original problem, this implies a quarter empty electronic bond centered stripe. This value is seen here to be dictated by an unbroken particle-hole symmetry.

If additional interactions next nearest neighbor pieces of the Coulomb and other interactions ($`_{ij}V_{ij}n_in_j`$) and the magnetic energy alleviation energy $`J`$ are added to the Hamiltonian then the Hamiltonian for the spinless symmetrized holes readily transforms to a full blown XXZ model with

$`H=2t{\displaystyle \underset{i}{}}(S_{ix}S_{i+1,x}+S_{iy}S_{i+1,y})`$ (62)
$`+{\displaystyle \underset{ij}{}}{\displaystyle \frac{V_{ij}}{4}}(1S_i^z/2)(1S_j^z/2){\displaystyle \frac{J}{2}}{\displaystyle \underset{i}{}}(1S_i^z/2)`$ (63)
$`{\displaystyle \underset{ij}{}}[J_{}(S^+S^{}+h.c.)+J_zS_i^zS_j^z]`$ (64)
$`+{\displaystyle \underset{i}{}}hS_i^z.`$ (65)
We first note that if the electrostatic energy $`V_{i,i+1}`$ is such that it equals the magnetic alleviation energy $`J`$ then by the absence of spontaneous symmetry breaking in one dimension, $`S^z=0`$ and the bond centered stripe is quarter filled. If, hypothetically, $`S^z`$ would spontaneously develop a nonzero magnetization then this would imply that even if in an ensemble of stripes, the overall density of holes would be a quarter on average, different stripes in the ensemble would exhibit two different densities about that mean.

An imbalance between $`V`$ and $`J`$ leads to nonzero $`h`$ and to a finite value of $`S^z0`$\- a deviation from quarter filling on every stripe. In the above we took into account both the Coulomb and magnetic alleviation effects in one go.

In a very nice paper by Nayak and Wilczek  it was observed that 1/4 filling of a doped chain is indeed predicted from the Bethe ansatz solution of Lieb and Wu . Some of the symmetries of the 1/4 filled point were noted. Here we emphasize that at low chemical potential, quarter filling not only coincides with symmetries, but is, in fact, a rigorous outcome of symmetry considerations. Here we also note that a finite magnetic alleviation energy of the holes amounts to a shift in the chemical potential. The approximate calculations employed earlier are not mandatory for the determination of the hole occupancy within the ground state; in order to account for magnetic effects, we may simply set the hole chemical potential $`\mu =J`$, and subsequently integrate the known ideal spinless fermi number density $`n_ϵ`$ up to that energy to obtain an exact result.

## A A Review of Trivial Spin Charge Separation in Any Dimension in the Limit of Large On site Repulsion

Here we review trivial spin-charge separation within any Doped Mott insulator (of arbitrary dimensions) in the limit of large on site repulsion energy $`U\mathrm{}`$. Let $`\psi _{\sigma _1,\mathrm{}\sigma _N}(x_1,\mathrm{},x_N)`$ be an electronic or “hole” eigenstate of the general Hubbard Hamiltonian augmented by all possible higher order interactions (these may be sparked by electron phonon terms, Coulomb repulsions etc.) and all possible range hopping amplitudes $`t,t^{},t^{\prime \prime },\mathrm{}`$ etc.

Recall that, trivially, $`\psi _{\sigma _1,\mathrm{}\sigma _N}(x_1,\mathrm{},x_N)`$,

$``$ is anti-symmetric by virtue of its electronic constituents: $`\psi _{\sigma _i\sigma _j}(x_i,x_j)=\psi _{\sigma _j\sigma _i}(x_j,x_i)`$.

Note furthermore that exactly at the $`U\mathrm{}`$ limit,

$``$ $`\psi (x_i=x_j)=0`$ irrespective of the spin indices $`\sigma _1,\mathrm{},\sigma _N`$. The reason for this nodal behavior is trivial- opposite spin occupation is forbidden by a divergent on site penalty $`U`$, and parallel spin occupation is strictly forbidden by the Pauli principle. Also, at finite temperature the probability for having any two particles occupy the same state strictly vanishes.

If we invoke this nodal, hard core, condition, then we may now remove the on site Hubbard repulsion from the original Hubbard Hamiltonian to obtain a general translationally invariant spin independent Hamiltonian H. Herein lies the crux of the trivial spin charge separation at infinite $`U`$.

The most general solution to the Schrodinger equation $`H|\psi =E|\psi `$ satisfying the last nodal condition with a spin independent Hamiltonian $`H`$ (all terms apart from the on site interaction U are spin independent) is

$`\psi _{\sigma _1,\mathrm{},\sigma _N}(x_1,\mathrm{},x_N)=\chi (\sigma _1,\mathrm{},\sigma _N)W(x_1,\mathrm{},x_N),`$ (A1)
and linear superpositions of such degenerate solutions, where $`W`$ is a solution to the Schrodinger equation. Here the trivial spin-charge separation is manifest.

Let us now impose the Fermionic statistics condition

$`P_{spin}^{ij}P_{charge}^{ij}=1`$ (A2)
for all $`ij`$. Note that $`[P_{spin}^{ij},H]=0`$ as the Hamiltonian is spin independent. As $`P_{charge}^{ij}=[P_{spin}^{ij}]^1=P_{spin}^{ij}`$, the charge permutation operator also commutes with $`H`$. This implies the function $`W`$ must satisfy

$`P_{charge}^{ij}W(x_1,\mathrm{},x_i,\mathrm{},x_j,\mathrm{},x_N)=`$ (A3)
$`\alpha _{charge}^{ij}W(x_1,\mathrm{},x_j,\mathrm{},x_i,\mathrm{},x_N).`$ (A4)
The identity $`[P_{charge}^{ij}]^2=1`$ implies that $`\alpha _{charge}^{ij}=\pm 1`$.

In general, the energy of a nodeless function $`W`$ is expected to be lower. However, the charge degrees of freedom cannot be completely symmetric: if the spinor $`\chi (\sigma _1,\mathrm{},\sigma _N)`$ is fermionic (completely anti-symmetric) then it must vanish identically for $`N3`$ particles for the spin $`S=1/2`$ electrons. In any dimension, the effective Hamiltonian can now be written in terms of the charge only spinless degrees of freedom. If the Hamiltonian is particle-hole symmetric (as expected by hermiticity of the most general arbitrary range kinetic terms) then whenever the chemical potential vanishes (whenever the insertion of a hole and a particle both cost zero energy), the average ensemble density of the correct spinless charge degrees of freedom must be a half. If, for instance, in any dimension, all low energy physics could be captured in terms of spinless charge pair degrees of freedom $`W=F(\{\varphi (x_i,x_j)\})`$ then in terms of these pairs, the ground state of the system would be half occupied.

The charge degrees of freedom encapsulated in $`W`$ can be symmetric with respect to, at most, single pairs (and anti-symmetric within these pairs); a higher symmetry is ruled out by the impossibility of a spinor anti-symmetric in three and more spin 1/2 indices (spinons cannot be fermionic).

Let us now regress to one dimension. Here, hard core bosons cannot be distinguished from spinless fermions and different symmetry states of $`W`$ are in fact degenerate at the $`U=\mathrm{}`$ point. This degeneracy is lifted as $`t/U`$ becomes arbitrarily small but finite. As $`U`$ is extremely large but finite $`0=|\psi _{\sigma _i=\sigma _j}(x_i=x_j)|<|\psi _{\sigma _i=\sigma _j}(x_i=x_j)|1`$ and local singlet correlations are generated.

It has indeed been established by one dimensional Bethe ansatz  that at infinite $`U`$, the function $`W`$ is a Slater determinant of single particle momentum eigenstates.

###### Acknowledgements.

The authors would like to thank Wim van Saarloos and Jan Zaanen for helpful remarks and encouragement.