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# Geometry of the Triangle Equation on Two-Manifolds33footnote 3The work of I. Dynnikov is partially supported by Russian Foundation for Fundamental Research, grant no. 02-01-00659, and by Leading Scientific School Support grant no. 00-15-96011; the work of S. Novikov is supported by NSF (USA), grant no. DMS-00772700. Author’s contributions are equal; author’s names are listed in the alphabetical order.

## Introduction

Do there exist any natural difference analogs of the operators $``$ and $`\overline{}`$ on the complex plane? No theory of difference “first order” operators that have some properties similar to those of $``$ and $`\overline{}`$ has been developed before; the attention of the literature is paid only to discrete analogs of the Laplace–Beltrami operator, which are “second order” operators. However, in papers  we already studied some “first order” difference operators, starting from the problem of finding a discrete analog of the Laplace transformation for a standard two-dimensional second order linear differential equation. Our operators were originally defined on the equilateral triangular lattice in the space $`^2`$ (see ). In  these definitions were extended to arbitrary “black and white” triangulations of two-dimensional surfaces without boundary. The “black (white) triangle” equations, which have naturally appeared in the theory, are studied here with respect to their analogy with the operators $``$ and $`\overline{}`$. It turns out that their properties partially imitate some properties of complex derivatives on two-dimensional manifolds.

## 1 First order triangle operators on triangulated surfaces. Discrete connections

Let $`M`$ be a two-dimensional manifolds without boundary endowed with a triangulation $`𝒯`$. Let $`𝒦`$ be a family of triangles from $`𝒯`$ such that, for any vertex $`P`$ of $`𝒯`$, there is at least one triangle $`T𝒦`$ adjacent to $`P`$. Let us fix some numeric coefficients $`b_{T,P}`$ defined for any triangle $`T𝒦`$ and its vertex $`PT`$.

###### Definition 1.

By a *first order (or triangle) operator* on $`M`$ associated with the family $`𝒦`$ and coefficients $`b_{T,P}`$ we call an operator $`Q^𝒦`$ defined by the formula

$$(Q^𝒦\psi )_T=\underset{PT}{}b_{T,P}\psi _P.$$
(1)
The operator $`Q^𝒦`$ is well-defined as a linear map of the space of all functions $`\psi _P`$ of a vertex $`P`$ into the space of functions $`\phi _T=(Q^𝒦\psi )_T`$ of a triangle $`T`$ from the selected family $`𝒦`$.

###### Remark 1.

In 1997 (see ) we considered operators on multi-dimensional manifolds as well, but in this paper we focus only on the two-dimensional case, where an analogy with the operators $``$, $`\overline{}`$ takes place.

In Appendix 2 we provide a generalization of the constructions of this section to higher dimensions.

The maximal family: discrete connections. In the case of the maximal family $`𝒦`$ equal to the set of all triangles of the triangulation $`𝒯`$, the theory of the equation

$$Q^𝒦\psi =0$$
(2)
naturally leads to the notions of a *discrete connection* and *curvature*. The coefficients $`b_{T,P}`$ play the role of the connection coefficients. Following , we now introduce the *local holonomy* (or the *curvature*) of the connection $`\{b_{T,P}\}`$ at a vertex $`P`$, which is an operator $`^2^2`$ defined by a matrix of the form

$$K_P=\left(\begin{array}{cc}1& k_P^{}\\ 0& k_P^{\prime \prime }\end{array}\right).$$
(3)
It is constructed as follows.

Let us enumerate all the vertices and triangles included in the star of a vertex $`P`$ as shown in Fig. 1.

We will be constructing a local solution of equation (2) in the star of $`P`$, starting from arbitrarily chosen values of $`\psi `$ at vertices $`P,P_1`$. We will have

$`\psi _{P_2}`$ $`={\displaystyle \frac{1}{b_{T_1,P_2}}}(b_{T_1,P}\psi _P+b_{T_1,P_1}\psi _{P_1}),`$
$`\psi _{P_3}`$ $`={\displaystyle \frac{1}{b_{T_2,P_3}}}(b_{T_2,P}\psi _P+b_{T_2,P_2}\psi _{P_2}),`$
$`\mathrm{}`$
$`\stackrel{~}{\psi }_{P_1}`$ $`={\displaystyle \frac{1}{b_{T_n,P_1}}}(b_{T_n,P}\psi _P+b_{T_n,P_n}\psi _{P_n})=k_P^{}\psi _P+k_P^{\prime \prime }\psi _{P_1},`$
where

$`k_P^{}`$ $`={\displaystyle \underset{k=0}{\overset{n1}{}}}(1)^{k+1}{\displaystyle \frac{b_{T_n,P}\mathrm{}b_{T_{nk},P}}{b_{T_n,P_1}\mathrm{}b_{T_{nk},P_{nk+1}}}}`$
$`k_P^{\prime \prime }`$ $`=(1)^n{\displaystyle \frac{b_{T_1,P_1}b_{T_2,P_2}\mathrm{}b_{T_n,P_n}}{b_{T_1,P_2}b_{T_2,P_3}\mathrm{}b_{T_n,P_1}}}.`$
(In the formula for $`k_P^{}`$, we assume $`P_{n+1}=P_1`$.)

Thus, having started from arbitrary values $`\psi _P,\psi _{P_1}`$, after a full turn around the vertex $`P`$, we come to new ones

$$(\stackrel{~}{\psi }_P,\stackrel{~}{\psi }_{P_1})=(\psi _P,\psi _{P_1})\left(\begin{array}{cc}1& k_P^{}\\ 0& k_P^{\prime \prime }\end{array}\right).$$

We say that the connection $`\{b_{T,P}\}`$ has *zero curvature* at the vertex $`P`$ if, for any $`\psi _P,\psi _P^{}`$, we have $`(\stackrel{~}{\psi }_P,\stackrel{~}{\psi }_{P_1})=(\psi _P,\psi _{P_1})`$, i.e., if we have

$$k_P^{}=0,k_P^{\prime \prime }=1.$$

###### Example 1.

Assume that all the connection coefficients are equal to one, $`b_{T,P}1`$, and the number $`n_P`$ of triangles adjacent to a vertex $`P`$ is even, $`n_P=2l_P`$. Then the holonomy of the connection $`\{b_{T,P}\}`$ at the vertex $`P`$ is trivial. Indeed, we have

$$(\psi _P,\psi _{P_{k+1}})=(\psi _P,\psi _{P_k})\left(\begin{array}{cc}1& 1\\ 0& 1\end{array}\right),K_P=\left(\begin{array}{cc}1& 1\\ 0& 1\end{array}\right)^{n_P}=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).$$

The *global holonomy* of a discrete connection $`\{b_{T,P}\}`$ is defined for any “thick” path $`\gamma `$, which is a sequence of triangles $`T_1,\mathrm{},T_m`$ such that, for all $`j=1,\mathrm{},m1`$, the triangles $`T_j`$ and $`T_{j+1}`$ have a common edge $`\kappa _j=T_jT_{j+1}`$, whose vertices are denoted by $`P_j^{},P_j^{\prime \prime }`$ (see Fig. 2).

This is done as follows. Start from a solution $`(\psi _P,\psi _{P_1^{}},\psi _{P_1^{\prime \prime }})`$ of equation (2) in the triangle $`T_1`$:

$$b_{T_1,P}\psi _P+b_{T_1,P_1^{}}\psi _{P_1^{}}+b_{T_1,P_1^{\prime \prime }}=0.$$

We assume that $`\psi _P`$ and $`\psi _{P_1^{}}`$ are chosen arbitrarily, and $`\psi _{P_1^{\prime \prime }}`$ is found from the equation. Then we extend the solution along $`\gamma `$ successively to the triangles $`T_2,T_3,\mathrm{}`$, i.e., to the vertices $`P_2^{},P_2^{\prime \prime },P_3^{},P_3^{\prime \prime },\mathrm{}`$. This can be done in a unique way. If $`\gamma `$ is a loop, i.e.$`T_{m+1}=T_1`$, then, having passed over $`\gamma `$, we will obtain a new solution $`(\stackrel{~}{\psi }_P,\stackrel{~}{\psi }_{P_1^{}},\stackrel{~}{\psi }_{P_1^{\prime \prime }})`$ of (2) in the triangle $`T_1`$. Thus, we have constructed the *holonomy operator* $`R_\gamma :^2^2`$:

$$(\psi _P,\psi _{P_1^{}})(\stackrel{~}{\psi }_P,\stackrel{~}{\psi }_{P_1^{}})=(\psi _P,\psi _{P_1^{}})R_\gamma .$$

###### Lemma 1.

The global holonomy of any discrete connection $`\{b_{P,T}\}`$ with zero curvature is a well defined homomorphism $`\pi _1(M,T_1)GL(2,)`$.

###### Proof.

For any two adjacent triangles $`T,T^{}`$, i.e., ones having exactly one common edge, we denote by $`R_{T,T^{}}`$ the extension operator of a solution of (2) from the triangle $`T`$ to $`T^{}`$: $`\psi ^{(T)}\psi ^{(T^{})}=\psi ^{(T)}R_{T,T^{}}`$. By definition, we have

$$R_\gamma =R_{T_1,T_2}\mathrm{}R_{T_{m1},T_m}R_{T_m,T_{m+1}}.$$

Clearly, the correspondence $`\gamma R_\gamma `$ is multiplicative:

$$R_{\gamma _1\gamma _2}=R_{\gamma _1}R_{\gamma _2},$$

and consistent with the inversion:

$$R_{\gamma ^1}=(R_\gamma )^1.$$

We have only to check the invariance of $`R_\gamma `$ under a homotopy of the path $`\gamma `$.

Any homotopy of $`\gamma `$ can be reduced to finitely many insertions and removals of fragments like this:

$`\mathrm{},T,T^{},T,\mathrm{}`$ $`\mathrm{},T,\mathrm{},`$
$`\mathrm{},T,T^{},T^{\prime \prime },\mathrm{},T^{(n)},T,\mathrm{}`$ $`\mathrm{},T,\mathrm{},`$
where $`T,T^{},\mathrm{},T^{(n)}`$ are triangles from the star of a vertex listed in the order we meet them when walking around the vertex. The holonomy operator $`R_\gamma `$ is unchanged under the first operation in view of $`R_{T,T^{}}R_{T^{},T}=\mathrm{id}`$, and it does so under the latter in view of the triviality of the local holonomy.∎

###### Theorem 1.

For any triangulation $`𝒯`$ of a surface $`M`$ and any homomorphism $`\rho :\pi _1(M)GL(2,)`$ there exists a zero curvature discrete connection $`\{b_{T,P}\}`$ that generates the representation $`\rho `$.

See Appendix 1 for a proof of this theorem.

In the sequel, we will consider in detail only one special case in which the star of each vertex of $`𝒯`$ consists of an even number of triangles and all the connection coefficients are equal to $`1`$, $`b_{T,P}1`$. As we have already seen, in this case, the connection $`\{b_{T,P}\}`$ has zero curvature, and hence, defines a homomorphism $`\rho :\pi _1(M)GL(2,)`$. We call this connection *canonical*.

###### Proposition 1.

The holonomy group of the canonical connection associated with a triangulation all whose vertices have an even valence is a subgroup of the group $`S_3GL(2,)`$ generated by matrices

$$\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\left(\begin{array}{cc}1& 0\\ 1& 1\end{array}\right).$$
(4)
###### Proof.

Let $`\gamma `$ be a thick path $`T_1,T_2,\mathrm{},T_{m+1}=T_1`$. Let us color the vertices of $`T_1`$ into three distinct colors, say, $`a,b,c`$, and then continue the coloring so that all three vertices of any triangle $`T_j`$, $`j=2,3,\mathrm{}`$, have different colors (see Fig. 3).

At the same time, we extend a solution $`\psi `$ from the triangle $`T_1`$ to $`T_2,T_3,\mathrm{}`$. Since the sum of the values of $`\psi `$ over the vertices of any triangle must be zero, we will have $`\psi _P=\psi _P^{}`$ for any two vertices $`P,P^{}`$ of the same color. We denote by $`\psi _a,\psi _b,\psi _c`$ the values of $`\psi `$ at vertices of the corresponding color. We have $`\psi _a+\psi _b+\psi _c=0`$.

After passing over $`\gamma `$, we come to another coloring of the vertices of $`T_1`$, which is obtained from the original one by a permutation from $`S_3`$. The group $`S_3`$ is generated by the permutations $`\left(\begin{array}{ccc}a& b& c\\ b& a& c\end{array}\right)`$ and $`\left(\begin{array}{ccc}a& b& c\\ c& b& a\end{array}\right)`$. For the first permutation, we have

$$(\stackrel{~}{\psi }_a,\stackrel{~}{\psi }_b)=(\psi _b,\psi _a)=(\psi _a,\psi _b)\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),$$

for the latter one, we have

$$(\stackrel{~}{\psi }_a,\stackrel{~}{\psi }_b)=(\psi _a\psi _b,\psi _b)=(\psi _a,\psi _b)\left(\begin{array}{cc}1& 0\\ 1& 1\end{array}\right).$$

In the case of $`\{b_{T,P}\}`$ the canonical connection, we call equation (2) the *triangle equation*:

$$(Q\psi )_T=\underset{PT}{}\psi _P=0.$$
(5)
In order to construct a solution, we have to take initial values $`\psi _a,\psi _b`$ invariant under all holonomy operators. According to Proposition 1, there are three cases:

: the holonomy group $`G`$ is isomorphic either to $`S_3`$ or $`S_3^+`$ (the group of even permutations); the representation $`GGL(2,)`$ is irreducible;

: the holonomy group is isomorphic to $`_2`$; up to multiplicative constant, there is exactly one invariant vector;

: the holonomy group is trivial; all vectors from $`^2`$ are invariant.

Thus, we have proved the following.

###### Theorem 2.

The space of “covariant constants”, i.e., of solutions of the triangle equation, is:

two-dimensional if the holonomy group is trivial;

one-dimensional if the holonomy group is isomorphic to $`_2`$;

trivial in the other cases.

Now consider the operator $`L=Q^+Q`$, where $`Q`$ is the first order operator associated with the canonical connection on the surface $`M`$. The operator $`L`$ can be written as follows:

$$L=2\delta d+3n_P=2\mathrm{\Delta }+3n_P,$$
(6)
where $`n_P`$ is the “potential” equal to the valence of a vertex, $`d,\delta `$ are the boundary and coboundary operators, respectively, $`d=\delta ^+`$.

###### Proposition 2.

The operator $`L`$ has a non-trivial space of zero modes $`L\psi =0`$ if and only if the holonomy group of the canonical connection is either trivial, in which case the space of zero modes is two-dimensional, or isomorphic to $`_2`$, in which case it is one-dimensional. These modes $`\psi `$ satisfy the equation $`Q\psi =0`$.

###### Remark 2.

For $`𝒯`$ a *uniform* triangulation, i.e., such that all vertices have the same valence $`n_P=2l=\mathrm{const}`$, the zero modes of $`L`$ are eigenfunctions of the Laplace–Beltrami operator $`\mathrm{\Delta }`$ with maximal eigenvalue.

It is interesting to compare our constructions with some results previously obtained in graph theory (see ). Let us consider the Poincare dual graph $`\mathrm{\Gamma }`$ of our triangulation. Vertices of $`\mathrm{\Gamma }`$ correspond to triangles of $`𝒯`$. This graph $`\mathrm{\Gamma }`$ is “dichromatic” in the graph-theoretical terminology if and only if there exists a coloring of triangles of $`𝒯`$ in black and white such that any two adjacent triangles have different colors. The Laplace–Beltrami operators on dichromatic graphs $`\mathrm{\Gamma }`$ were studied in . The space $`_\mathrm{\Gamma }`$ of functions depending on vertices of $`\mathrm{\Gamma }`$ splits into the direct sum

$$_\mathrm{\Gamma }=_\mathrm{b}_\mathrm{w},$$

where $`_\mathrm{b}`$ (respectively, $`_\mathrm{w}`$) is the space of functions of black (respectively, white) triangles of $`𝒯`$.

In  we studied operators $`Q_{\mathrm{bw}}:_\mathrm{w}_\mathrm{b}`$, and the operators $`Q_{\mathrm{wb}}=Q_{\mathrm{bw}}^+`$ adjoint to them, associated with the coloring. They were needed for a generalization of the Laplace transformation. This was a new type of first order difference operators, except in the following case: for an equilateral triangular lattice with the natural coloring, both spaces $`_\mathrm{w},_\mathrm{b}`$ are canonically isomorphic to the space of functions depending on vertices (see below). In our previous work , “second order Schrödinger operators” of the form $`L=Q_{\mathrm{wb}}Q_{\mathrm{wb}}^+`$ and $`L^{}=Q_{\mathrm{wb}}^+Q_{\mathrm{wb}}`$ acting on the spaces $`_\mathrm{w}`$ and $`_\mathrm{b}`$, respectively, were discussed.

It is easy to see that the standard graph-theoretical Laplace–Beltrami operator on the dual graph $`\mathrm{\Gamma }`$ has a matrix of the form:

$$\mathrm{\Delta }_\mathrm{\Gamma }=\left(\begin{array}{cc}0& Q_{\mathrm{wb}}\\ Q_{\mathrm{wb}}^+& 0\end{array}\right),\mathrm{\Delta }_\mathrm{\Gamma }^2=\left(\begin{array}{cc}Q_{\mathrm{wb}}Q_{\mathrm{wb}}^+& 0\\ 0& Q_{\mathrm{wb}}^+Q_{\mathrm{wb}}\end{array}\right)=LL^{}.$$

So the results obtained in the work of P. Sarnak  involve, in fact, the operators of the type $`Q_{\mathrm{wb}}`$ but not of the type studied in the present work.

Let us ask the following

Question: when a triangulation $`𝒯`$ of a surface $`M`$ admits a black and white (or b/w) coloring of triangles such that any two adjacent triangles are of different colors?

The answer, which is obvious, is given in the following Lemma.

###### Lemma 2.

A b/w coloring of a triangulation $`𝒯`$ exists if and only if any thick loop $`\gamma =(T_1,\mathrm{},T_m,T_{m+1}=T_1)`$, where $`T_iT_{i+1}`$ is an edge for all $`i=1,\mathrm{},m`$, has an even length: $`m=2k`$.

Thus, we have the following three homomorphisms $`\rho _1,\rho _2,\rho _3:\pi _1(M)_2`$:

1. the parity $`\rho _1`$ of the global holonomy, $`\pi _1(M)S_3_2`$;
2. the orientation homomorphism $`\rho _2`$;
3. the parity homomorphism $`\rho _3`$ of the number of triangles in a thick loop.

###### Lemma 3.

We have $`\rho _1\rho _2=\rho _3`$.

We skip the easy proof.

###### Corollary 1.

a) Let $`M`$ be orientable; then a b/w coloring of $`𝒯`$ exists if and only if the holonomy group of the canonical connection associated with $`𝒯`$ is either trivial or isomorphic to the group $`S_3^+`$ of even permutations;

b) Let $`M`$ be non-orientable; then a b/w coloring exists if and only if the holonomy group is isomorphic to $`_2`$ and we have $`\rho _1=\rho _2`$.

In the case $`\rho _3=1`$, we fix a b/w coloring of $`𝒯`$ and consider the first order operators $`Q_\mathrm{b}`$ and $`Q_\mathrm{w}`$ of the form (1) associated with the families of black and white triangles, respectively. The corresponding equations $`Q_\mathrm{b}\psi =0`$ and $`Q_\mathrm{w}\psi =0`$ are called *black triangle equation* and *white triangle equation*, respectively. Clearly, we have

$$Q_\mathrm{b}^+Q_\mathrm{b}=\delta d+\frac{3}{2}n_P=Q_\mathrm{w}^+Q_\mathrm{w}.$$
(7)
## 2 Maximum principle

As before, let $`M`$ be a surface endowed with a triangulation $`𝒯`$. Let $`M^{}M`$ be a surface (with boundary) that has a form of a finite simplicial subcomplex of $`M`$. Assume that $`M^{}`$ is orientable and the holonomy of the canonical connection of $`M^{}`$ is globally trivial.

As we saw in the previous Section, there exists a b/w coloring of triangles from $`M^{}`$ such that any two adjacent triangles have different colors. Also, there exists a coloring of vertices into three colors, $`a,b,c`$, such that all three vertices of any triangle are of different colors. The space $`V`$ of covariant constants is two-dimensional and consists of functions $`\psi _P`$ that depend only on the color of a vertex $`P`$, and the values $`\psi _a,\psi _b,\psi _c`$ of $`\psi `$ at vertices of the corresponding color satisfy the relation $`\psi _a+\psi _b+\psi _c=0`$.

Let $`𝒦`$ be the set of black triangles in $`M^{}`$. For any solution $`\psi `$ of the black triangle equation $`Q^𝒦\psi =0`$, we define a mapping $`\widehat{\psi }:𝒦V^2`$ from the set of black triangles to the space of covariant constants on $`M^{}`$ as follows. For a black triangle $`TM^{}`$, we define $`\widehat{\psi }(T)`$ to be the covariant constant that coincides with $`\psi `$ on vertices of $`T`$. In other words, $`\widehat{\psi }(T)=(\psi _{P_a(T)},\psi _{P_b(T)},\psi _{P_c(T)})`$, where $`P_a(T),P_b(T),P_c(T)`$ are vertices of $`T`$ of colors $`a,b,c`$, respectively.

Let us denote by $`_{}M^{}`$ the set of triangles in $`M^{}`$ that are adjacent to the boundary $`M^{}`$, i.e., such that $`TM^{}`$ and $`TM^{}\mathrm{}`$.

###### Theorem 3 (Maximum principle).

For any solution $`\psi `$ of the black triangle equation on a submanifold $`M^{}M`$, the image $`\widehat{\psi }(𝒦)`$ of the set of black triangles in the space of covariant constants is contained in the convex hull of the image of the boundary $`\widehat{\psi }(_{}M^{})`$.

###### Proof.

We assume that $`\psi `$ is not a covariant constant, in which case the assertion is trivial because the image $`\widehat{\psi }(𝒦)`$ is just one point $`\psi V`$.

Since the complex $`M^{}`$ is finite, the convex hull $`C`$ of $`\widehat{\psi }(𝒦)`$ is a polygon in the plane $`V^2`$. The assertion means that the corners of $`C`$ are the images of boundary triangles $`T𝒦(_{}M^{})`$. In order to prove this, we are going to show that the image of any internal black triangle, i.e., a triangle $`T𝒦\backslash (_{}M^{})`$, is not a corner of $`C`$.

For an internal black triangle $`TM^{}`$, let us denote by $`T_1,\mathrm{},T_6`$ the six black triangles that are at distance $`2`$ from $`T`$ in the sense of thick paths and are arranged as shown in Fig. 4. (The pairs of triangles $`(T_1,T_6)`$, $`(T_2,T_3)`$, $`(T_4,T_5)`$ may coincide, which will not affect the proof.)

If $`T`$ is an internal triangle of $`M^{}`$, then all six triangles $`T_1,\mathrm{},T_6`$ lie in $`M^{}`$. Without loss of generality we may assume that vertices are colored as showing in Fig. 4.

There are three families of parallel straight lines in the space of covariant constants: $`\psi _a=\mathrm{const}`$, $`\psi _b=\mathrm{const}`$, and $`\psi _c=\mathrm{const}`$. If two black triangles $`T,T^{}M^{}`$ have a common vertex of color $`x\{a,b,c\}`$, then the points $`\widehat{\psi }(T),\widehat{\psi }(T^{})V`$ lie in a straight line $`\psi _x=\mathrm{const}`$. In Fig. 5, one of possible arrangements of points $`\widehat{\psi }(T),\widehat{\psi }(T_1),\mathrm{},\widehat{\psi }(T_6)`$, which are marked simply as $`0,1,2,3,4,5,6`$, respectively, is shown.

It is easy to see that, for any other possible arrangement, the point $`\widehat{\psi }(T)`$ lies between either $`\widehat{\psi }(T_1),\widehat{\psi }(T_6)`$, or $`\widehat{\psi }(T_2),\widehat{\psi }(T_3)`$, or $`\widehat{\psi }(T_4),\widehat{\psi }(T_5)`$.∎

In the particular case $`M^{}=M`$, we come to the following

###### Corollary 2.

Let $`M`$ be a closed triangulated surface such that the holonomy group of the canonical connection is trivial. Then the only solutions of the black (or white) triangle equation on $`M`$ are covariant constants, which form a two-dimensional space.

## 3 Triangle equations in the Euclidean geometry

From now on, we will consider the case when our surface $`M`$ is the Euclidean plane $`^2`$ triangulated so that all triangles are equilateral. Its vertices form a two-dimensional lattice $`\mathrm{}^2`$, $`\mathrm{}^2`$. We denote by $`t_1`$ and $`t_2`$ the basis shifts of the lattice. Each triangle of this triangulation is either of the form $`P,t_1P,t_2P`$ (in which case we call it *white* and denote by $`T_P^\mathrm{w}`$), or of the form $`P,t_1^1P,t_2^1P`$ (in which case we call it *black* and denote by $`T_P^\mathrm{b}`$), see Fig. 6.

Thus, in this case, there is a natural one-to-one correspondence between vertices of the triangulation and black (white) triangles: $`PT_P^\mathrm{b}`$ (respectively, $`PT_P^\mathrm{w}`$). Due to this correspondence, we can think of operators $`Q_\mathrm{b},Q_\mathrm{w}`$ of the form (1) associated with the set of black or white triangles, respectively, as ones mapping the space of functions on the lattice $`^2`$ to itself. In other words, $`Q_\mathrm{b},Q_\mathrm{w}`$ have the form

$`Q_\mathrm{w}`$ $`=x_n+y_nt_1+z_nt_2,`$ (8)
$`Q_\mathrm{b}`$ $`=u_n+v_nt_1^1+w_nt_2^1,`$
where $`n=(n_1,n_2)^2`$. Notice, that operators of “black” type $`Q_\mathrm{b}`$ are (formally) conjugated to operators of “white” type $`Q_\mathrm{w}`$, as we have $`t_j^+=t_j^1`$.

Consider a real self-adjoint second order (Schrödinger) operator

$$(L\psi )_P=\underset{P^{}}{}b_{P,P^{}}\psi _P^{},b_{P,P^{}}=b_{P^{},P},$$
(9)
where $`b_{P,P^{}}>0`$ holds if either we have $`P=P^{}`$ or $`P,P^{}`$ is an edge, and we have $`b_{P,P^{}}=0`$ otherwise. In other words, $`L`$ is an operator of the form

$$L=a_n+b_nt_1+c_nt_2+d_nt_1^1t_2+e_nt_1^1+f_nt_2^1+g_nt_1t_2^1.$$
(10)
It admits a unique factorization of the form

$$L=Q_\mathrm{b}^+Q_\mathrm{b}+U_P$$
(11)
and of the form

$$L=Q_\mathrm{w}^+Q_\mathrm{w}+V_P,$$
(12)
where all coefficients of $`Q_\mathrm{b}`$ and $`Q_\mathrm{w}`$ are positive.

Interesting classes of such operators and their spectral theory in the space $`_2(^2)`$ are studied in . In particular, the attention is paid to zero modes of the operator $`Q_\mathrm{b}^+Q_\mathrm{b}`$ (respectively, $`Q_\mathrm{w}^+Q_\mathrm{w}`$), which are functions $`\psi _2(^2)`$ such that $`Q_\mathrm{b}\psi =0`$ (respectively, $`Q_\mathrm{w}\psi =0`$). Explicit solutions are found in the case of coefficients of the form $`\mathrm{exp}(l_j(n))`$, where $`l_j(n)=l_{j1}n_1+l_{j2}n_2`$, $`j=1,2`$, are linear forms:

$$Q_\mathrm{w}=1+ce^{l_1(n)}t_1+de^{l_2(n)}t_2=Q(c,d).$$
(13)
Especially interesting is the case when $`l_{ij}+l_{ji}=h`$ is independent of $`i,j`$. In this case, the operators $`Q(c,d)`$ satisfy the relation

$$Q(c,d)^+Q(c,d)1=q^2(Q(c/q^2,d/q^2)Q(c/q^2,d/q^2)^+1),$$
(14)
where $`q=e^{l_{11}}=e^{l_{22}}=e^{(l_{12}+l_{21})/2}`$. In some cases, these relations allow to establish a wonderful property of the spectrum of operators $`L=Q^+Q`$ and $`L^{}=QQ^+`$ in the Hilbert space $`_2(^2)`$ similar to that of the famous “Landau operator” in the magnetic field, though there is nothing like a physical magnetic field in our situation. This phenomena are coming only from the nature of the discrete systems.

A pair of operators $`(Q_\mathrm{b},Q_\mathrm{w})`$ defines a discrete connection on the plane $`^2`$ as described in Section 1. As shown in , this connection has trivial local holonomy in the special case $`l_{ij}+l_{ji}=0`$.

It is also noticed in  that operators $`Q_\mathrm{w}=1+y_nt_1+z_nt_2`$ and $`Q_\mathrm{b}=1+v_nt_1^1+w_nt_n^1`$ define a connection of zero curvature if and only if there exists an everywhere non-zero function $`f`$ such that

$$((Q_\mathrm{w}1)(Q_\mathrm{b}1)1)=f((Q_\mathrm{b}1)(Q_\mathrm{w}1)1).$$
(15)
## 4 Discrete analog of the operators $``$ and $`\overline{}`$

Recall that we consider an equilateral triangular lattice $`\mathrm{}^2`$ in the Euclidean plane $`^2`$ and the corresponding b/w triangulation: the triangles $`T_n^\mathrm{w}=(n_1,n_2),(n_1+1,n_2),(n_1,n_2+1)`$ are white, and the triangles $`T_n^\mathrm{b}=(n_1,n_2),(n_11,n_2),(n_1,n_21)`$ are black, where $`n=(n_1,n_2)^2`$.

We will consider the following operators on the space of functions on $`\mathrm{}`$:

$$Q=1+t_1+t_2,Q^+=1+t_1^1+t_2^1,$$
(16)
which are formally conjugate to each other, and show that they have many properties similar in a sense to those of the operators $`=/z`$ and $`\overline{}=/\overline{z}`$ on the complex plane.

We denote by $`H`$ the kernel of the operator $`Q^+`$. It will play a role of the space of *holomorphic functions*. It consists of functions $`\psi `$ on $`\mathrm{}`$ that have zero sum over all the vertices of any black triangle: $`Q^+\psi =0`$. We have not found any natural algebra structure on $`H`$, but we have constructed analogs of polynomials, the Taylor expansion, and the Cauchy formula. A discrete version of the maximum principle, which was considered in Section 2 in a more general situation, also takes place.

Now we introduce the space $`𝒫_k`$ of “polynomials of degree $`k`$”, which are solutions of the following system of equations:

$$Q^+\psi =0,Q^{k+1}\psi =0.$$
(17)
###### Proposition 3.

The dimension of the subspace $`𝒫_k`$ equals $`2k+2`$.

###### Proof.

By definition, $`𝒫_0`$ is the space of functions $`\psi `$ satisfying both equations

$$Q\psi =0,Q^+\psi =0.$$
(18)
It means that $`\psi `$ is a covariant constant with respect to the canonical connection of our triangulation. As we have seen in Section 1, in the case of trivial holonomy, the space of covariant constants is two-dimensional. Thus, we have

$$dim𝒫_0=2.$$

Notice that, since the operators $`Q`$ and $`Q^+`$ commute, the space $`H`$ of “holomorphic” functions is invariant under $`Q`$: $`Q(H)H`$. We claim that we also have $`Q(H)H`$, i.e., for any function $`\phi H`$, the following system of equations is consistent:

$$Q\psi =\phi ,Q^+\psi =0.$$
(19)
Indeed, the system defines an *affine* discrete connection on the plane similar to the canonical connection from Section 1. One can easily check that the local holonomy of this connection is trivial if and only if we have $`Q^+\phi =0`$, which holds by assumption. The rest of the argument is the same as in the case of linear discrete connection.

Thus, the restriction of $`Q`$ to the space $`H`$ is a linear operator whose image is the whole space $`H`$ and the kernel is two-dimensional. It follows immediately that

$$dim(𝒫_{k+1}/𝒫_k)=2.$$

###### Remark 3.

One can show that, for any $`\psi 𝒫_k\backslash 𝒫_{k1}`$, there exists a degree $`k1`$ polynomial $`u_{k1}(z,\overline{z})`$ with complex coefficients such that the following holds

$$\psi _n=Re\left(\alpha e^{\frac{2\pi i}{3}(n_1n_2)}(z^k+u_{k1}(z,\overline{z}))\right),$$
(20)
where $`n=(n_1,n_2)`$, $`z=n_1+e^{\frac{2\pi i}{3}}n_2`$, $`\alpha `$.

Now we introduce an analog of the Taylor expansion for functions from $`H`$. We will need to consider “big black triangles” $`T_n^{(k)}=(n_1,n_2),(n_12k1,n_2),(n_1,n_22k1)`$, where $`n=(n_1,n_2)\mathrm{}`$. A big black triangle is homothetic to an ordinary black triangle and has $`2k+2`$ vertices of the lattice in each side.

We need the following preparatory lemma.

###### Lemma 4.

For any “holomorphic function” $`\psi H`$, any $`n\mathrm{}`$ and $`k0`$, there exists a unique “degree $`k`$ polynomial” $`p_k𝒫_k`$ such that $`p_k`$ coincides with $`\psi `$ in $`T_n^{(k)}`$.

###### Proof.

We prove the existence by induction. For $`k=0`$, the assertion is true, since there always exists a covariant constant $`p_0`$ coinciding with $`\psi `$ in just one black triangle.

Assume that the assertion is proved for $`k=l1`$. Then we can find $`p_{l1}𝒫_{l1}`$ such that $`p_{l1}=Q\psi `$ wherever in $`T_{(n_11,n_21)}^{(l1)}`$. As we have already seen, we can find a function $`\phi H`$ such that $`Q\phi =p_{l1}`$, and a covariant constant $`p_0𝒫_0`$ such that $`p_0=\psi \phi `$ in $`T_n^\mathrm{b}=T_n^{(0)}`$. We set $`p_l=\phi +p_0`$. By construction, we will have: $`p_l𝒫_l`$, $`p_l=\psi `$ in $`T_n^{(0)}`$ and $`Qp_l=Q\psi `$ in $`T_{(n_11,n_21)}^{(l1)}`$.

Thus, the difference $`p_l\psi `$ satisfies the following

$$Q^+(p_l\psi )=0\text{ everywhere},Q(p_l\psi )=0\text{ in }T_{(n_11,n_21)}^{(l1)},$$

which means that the sum of the values of the function $`p_l\psi `$ over the vertices of any triangle, black or white, contained in $`T_n^{(l)}`$ is zero. Since $`p_l=\psi `$ in $`T_n^{(0)}`$, this implies that the function $`p_l\psi `$ is identically zero in $`T_n^{(l)}`$.

The uniqueness of the “polynomial” $`p_k`$ follows from the dimension argument: the dimension of $`𝒫_k`$ is $`2k+2`$ by Proposition 3, and the $`2k+2`$ values of $`\psi `$ at vertices lying in one side of $`T_n^{(k)}`$, say, points $`(n_1j,n_2)`$, where $`j=0,1,\mathrm{},2k+1`$, can be arbitrary as implied by the following lemma.∎

###### Lemma 5.

Let $`Y_{n_1n_2}`$ be the following subset of the lattice $`\mathrm{}`$:

$$Y_n=\{(n_1,n_2)\}\{(n_1j,n_2),(n_1,n_2+j),(n_1+j,n_2j)\}_{j1},$$
(21)
where $`n=(n_1,n_2)`$. Let $`V_n`$ be the linear space of all real functions on $`Y_n`$. Then, for any $`n\mathrm{}`$ the restriction map $`HV_n`$ is an isomorphism.

In other words, in order to get a solution to the equation $`Q^+\psi =0`$ one can set values of $`\psi `$ in all points from $`Y_n`$ arbitrarily, and then the equation will prescribe the values of $`\psi `$ in all the other points.

###### Proof.

The three rays with the origin $`n`$ at which all the points from $`Y_n`$ lie, cut the plane into three parts, which are cyclically interchanged under rotation by $`2\pi /3`$ around $`n`$. Consider one of these parts $`U=\{(n_1j_1,n_2+j_2)\}_{j_1,j_2>0}`$. All black triangles in $`U`$ have the form $`T_{(n_1j_1+1,n_2+j_2)}^\mathrm{b}`$, where $`j_1,j_2>0`$. The corresponding equations are:

$$\psi _{n_1j_1,n_2+j_2}=\psi _{n_1(j_11),n_2+j_2}\psi _{n_1(j_11),n_2+(j_21)}.$$
(22)
They allow to express recursively the value of $`\psi `$ at any point from $`\mathrm{}U`$ via the values of $`\psi `$ at $`\mathrm{}U`$.

A similar situation takes place in the other two parts of the plane that are obtained from $`U`$ by rotation by $`2\pi /3`$ around $`n`$. The recursion process is illustrated in Fig. 7,

where the vertices from $`Y_n`$ are marked by bold circles. ∎

There is a canonical way to associate three “polynomials of degree $`k`$$`p_{k,1},p_{k,2},p_{k,3}`$ with any big black triangle $`T_n^{(k)}`$ by setting them to be identically zero everywhere in $`T_n^{(k)}`$ except at vertices lying in one of the sides where they are equal to $`\pm 1`$, namely:

$`p_{k,1}(n_12k1+j,n_2)`$ $`=(1)^{j+k};`$ (23)
$`p_{k,2}(n_1,n_2j)`$ $`=(1)^{j+k};`$
$`p_{k,3}(n_1j,n_22k1+j)`$ $`=(1)^{j+k},`$
$`j=0,1,\mathrm{},2k+1`$. In Fig. 8 the values of $`p_{k,1}`$ in $`T_n^{(k)}`$ are shown for $`k=1,2`$.

The pictures for $`p_{k,2}`$ and $`p_{k,3}`$ are obtained by rotation by $`2\pi /3`$. Obviously, we have

$$Qp_{k,i}=p_{k1,i},$$
(24)
where $`p_{k,i}`$ is associated with $`T_{(n_1,n_2)}^{(k)}`$, and $`p_{k1,i}`$ with $`T_{(n_11,n_21)}^{(k1)}`$.

The polynomials $`p_{k,j}`$ are linearly dependent:

$$p_{k,1}+p_{k,2}+p_{k,3}𝒫_{k1},$$
(25)
where we assume that the polynomials are associated with the same big triangle $`T_n^{(k)}`$. Thus, in order to get a basis in the space of polynomials we have to select a big triangle $`T_n^{(k)}`$ for each $`k`$ and a pair of polynomials $`p_{k,i},p_{k,j}`$, $`i,j\{1,2,3\}`$. We do it as follows.

For a big triangle $`T_{(n_1,n_2)}^{(k)}`$, we define its *two-side extension* of type $`(12)`$, $`(23)`$, or $`(31)`$ to be the big triangle $`T_{(n_1+1,n_2+1)}^{(k+1)}`$, $`T_{(n_1+1,n_2)}^{(k+1)}`$, or $`T_{(n_1,n_2+1)}^{(k+1)}`$, respectively (see Fig. 9).

Let us fix a sequence of big triangles $`T(0),T(1),\mathrm{}`$ such that

1. $`T(0)`$ is an ordinary black triangle;
2. $`T(k+1)`$ is a two-side extension of $`T(k)`$ (thus, $`T(k)=T_n^{(k)}`$ for some $`n\mathrm{}`$);
3. the union $`_kT(k)`$ is the whole plane $`^2`$.

Such a sequence will be called *admissible*.

With an admissible sequence of triangles we associate a basis $`\psi _j^1,\psi _j^2`$, $`j=0,1,\mathrm{}`$, in the space $`_k𝒫_k`$ of polynomials in the following way. If $`T(k)`$ is the two-side extension of $`T(k1)`$ of type $`(ij)`$, we set $`\psi _k^1`$ and $`\psi _k^2`$ to be the polynomials $`p_{k,i}`$ and $`p_{k,j}`$ associated with the triangle $`T(k)`$. We also denote by $`T^\mathrm{b}(k)`$ the (ordinary) black triangle $`T_{(n_1k,n_2k)}^\mathrm{b}`$, where $`T(k)=T_{(n_1,n_2)}^{(k)}`$.

By construction, we have $`\psi _j^i=0`$ everywhere in $`T(k)`$ if $`k<j`$. Thus, any series of the form

$$\underset{k=0}{\overset{\mathrm{}}{}}(\alpha _k^1\psi _k^1+\alpha _k^2\psi _k^2)$$
(26)
converges everywhere in $`\mathrm{}`$, since, by the definition of admissible sequence, for any $`n\mathrm{}`$, we have $`nT(k)`$ for any sufficiently large $`k`$.

###### Theorem 4.

For any admissible sequence of triangles $`T(0),T(1),`$ and any “holomorphic” function $`\psi H`$, there exists a unique series of coefficients $`\alpha _0^1,\alpha _0^2,\alpha _1^1,\alpha _1^2,\alpha _2^1,\alpha _2^2,`$ such that the series (26) converges to the function $`\psi `$. Moreover, the coefficients $`\alpha _k^1,\alpha _k^2`$ can be found from the knowledge of the value of the *$`k`$th derivative”* $`Q^k\psi `$ at the vertices of the triangle $`T^\mathrm{b}(k)`$.

###### Proof.

The first assertion of the theorem follows from the fact that we can approximate $`\psi `$ in the triangle $`T(k)`$ by a “polynomial” of degree $`k`$ and from $`\underset{k\mathrm{}}{lim}T(k)=^2`$.

It is straightforward to check that, if $`\psi `$ is identically zero in $`T(k)`$, then $`Q^k\psi `$ is identically zero in $`T^\mathrm{b}(k)`$. Thus, $`Q^j\psi _k^i`$ is not identically zero in $`T^\mathrm{b}(k)`$ if and only if $`j=k`$. This implies the latter assertion of the theorem.∎

Now we construct an analog of the Cauchy formula for recovering a solution $`\psi `$ of the equation $`Q^+\psi =0`$ in a domain from the knowledge of $`\psi `$ at the boundary of the domain.

By a domain we will always mean a closed domain $`D`$ in the plane such that $`D`$ is a simplicial subcomplex of our regular triangulation. For a black or white triangle $`T`$, we will write $`T_+D`$ if we have $`TD`$ and $`TD\mathrm{}`$.

Consider the following function (the famous Pascal triangle, see Fig. 10).

$$G_{(n_1,n_2)}=\{\begin{array}{cc}(1)^{n_1+n_2}\left(\begin{array}{c}n_1\\ n_1+n_2\end{array}\right)\hfill & \text{if }n_1,n_20,\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}$$
(27)
###### Lemma 6.

The function $`G`$ is a fundamental solution to the black triangle equation, i.e., we have

$$Q^+G=\delta ,$$
(28)
where $`\delta `$ is the delta-function

$$\delta _n=\{\begin{array}{cc}\hfill 1& \text{if }n=(0,0),\hfill \\ \hfill 0& \text{otherwise}.\hfill \end{array}$$

###### Proof.

The formula (27) can be rewritten in the form

$$G_n=\underset{k=0}{\overset{\mathrm{}}{}}\left((t_1^1t_2^1)^k\delta \right)_n.$$
(29)
Applying $`Q^+=(1+t_1^1+t_2^1)`$ to both sides of (29) we obtain (28).∎

###### Proposition 4.

Let $`\psi `$ be a “holomorphic function” in a finite domain $`D`$, i.e., a solution of the equation $`Q^+\psi =0`$ in $`D`$. Then, for any $`nD\mathrm{}`$, the following holds

$$\psi _n=\underset{T_m^\mathrm{b}_+D}{}(Q^+\psi )_mG_{nm},$$
(30)
where we set $`\psi _m=0`$ for all $`mD`$.

Note that the right hand side of (30) involves only the values of $`\psi `$ at the boundary $`D`$.

###### Proof.

Notice that, if $`T_m^\mathrm{b}_+D`$, then we have $`(Q^+\psi )_m=0`$. Indeed, if $`T_m^\mathrm{b}D`$, then the equality holds by assumption, and if $`T_m^\mathrm{b}D=\mathrm{}`$, it holds, since $`\psi `$ is assumed to be identically zero outside $`D`$. So, the right hand side of (30) can be written as

$$\underset{m\mathrm{}}{}(Q^+\psi )_mG_{nm},$$
(31)
Denote this sum by $`\stackrel{~}{\psi }_n`$.

We may assume without loss of generality that the domain $`D`$ is contained in the sector $`n_1,n_2>1`$. Then, for any $`n=(n_1,n_2)`$ such that $`T_n^\mathrm{b}_+D`$, we have $`n_1,n_2>0`$. This implies

$$\stackrel{~}{\psi }_n=\psi _n=0\text{if }n_10\text{ or }n_20.$$
(32)
From (28) we have

$`(Q^+(\psi \stackrel{~}{\psi }))_n`$ $`=(Q^+\psi )_n{\displaystyle \underset{m\mathrm{}}{}}(Q^+\psi )_m(Q^+G)_{nm}`$
$`=(Q^+\psi )_n{\displaystyle \underset{m\mathrm{}}{}}(Q^+\psi )_m\delta _{nm}`$
$`=(Q^+\psi )_n(Q^+\psi )_n=0.`$
Thus, the function $`\psi \stackrel{~}{\psi }`$ belongs to $`H`$ and, according to (32), vanishes at $`Y_0`$. It follows from Lemma 5 that $`\psi \stackrel{~}{\psi }=0`$. ∎

In this proof, we have used two properties of the function $`G`$: the first one is relation (28), and the second one is that $`G=0`$ outside the sector $`n_1,n_20`$. However, the latter is not needed as will follow from the next lemma.

###### Lemma 7.

For any function $`\psi :\mathrm{}`$ with finite support and any $`\phi H`$ we have

$$\underset{m\mathrm{}}{}(Q^+\psi )_m\phi _{nm}=0$$
(33)
for all $`n\mathrm{}`$.

###### Proof.

Denote by $`\tau `$ the following operator:

$$(\tau \psi )_n=\psi _n.$$

We will have

$`{\displaystyle \underset{m\mathrm{}}{}}(Q^+\psi )_m\phi _{nm}`$ $`={\displaystyle \underset{m\mathrm{}}{}}(Q^+\psi )_m(\tau \phi )_{mn}`$
$`={\displaystyle \underset{m\mathrm{}}{}}\psi _m(Q\tau \phi )_{mn}`$
$`={\displaystyle \underset{m\mathrm{}}{}}\psi _m(\tau Q^+\phi )_{mn}=0.`$
We used here the relation $`\tau Q\tau =Q^+`$ and the fact that the operators $`Q`$ and $`Q^+`$ are formally conjugate to each other. ∎

###### Corollary 3.

The assertion of Proposition 4 takes place for an arbitrary function $`G`$ satisfying (28).

## Appendix 1

###### Proof of Theorem 1.

Any representation $`\rho :\pi _1(M)GL(2,)`$ can be obtained by specifying a flat linear connection in the trivial two-dimensional vector bundle over the 1-skeleton of $`𝒯`$. This means that, to each oriented edge $`P,P^{}`$, we associate a $`2\times 2`$ matrix $`R_{P,P^{}}`$ so that, for any triangle $`P,P^{},P^{\prime \prime }`$ of $`𝒯`$, we have $`R_{P,P^{\prime \prime }}=R_{P,P^{}}R_{P^{},P^{\prime \prime }}`$ and $`R_{P,P^{}}=R_{P^{},P}^1`$. For a fixed vertex $`P_0`$, a representation of $`\pi _1(M,P_0)`$ is obtained by putting $`\rho (\gamma )=R_{P_0P_1}\mathrm{}R_{P_{m1}P_m}R_{P_mP_0}`$, where the path $`\gamma `$ consists of the edges $`P_0,P_1,\mathrm{},P_{m1},P_m,P_m,P_0`$. Clearly, any representation can be obtained in this way. Moreover, the representation is not changed under a “gauge transformation” $`R_{P,P^{}}C_PR_{P,P^{}}C_P^{}^1`$, where $`C_P`$, $`PP_0`$, are arbitrary $`2\times 2`$ matrices, and $`C_{P_0}=\mathrm{id}`$.

Let us fix a vertex $`P_0^{}`$ connected with $`P_0`$ by an edge of $`𝒯`$. By a gauge transformation, we can achieve $`R_{P_0P_0^{}}=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$. Let $`D`$ be a simply connected domain containing $`P_0,P_0^{}`$. Consider a local covariantly constant section of the vector bundle, i.e., a vector function $`v_P=(v_{P1},v_{P2})`$ on vertices from $`D`$ such that $`v_PR_{P,P^{}}=v_P^{}`$ for any edge $`P,P^{}D`$. Since we have $`v_{P_02}=v_{P_0^{}1}`$, the section $`v_P`$ can be recovered from the knowledge of $`v_{P_01},v_{P_0^{}1}`$. The space of covariantly constant local sections is two-dimensional.

By forgetting the second coordinate, we obtain a two-dimensional space of functions $`v_{P1}`$, which can be turned into the space of covariant constants of a flat discrete connection associated with $`𝒯`$. This can be done by putting

$$b_{T,P_1}=c_{23},b_{T,P_2}=c_{31}d_{23},b_{T,P_3}=c_{12}d_{21},$$
(34)
where $`T=P_1,P_2,P_3`$ is a triangle of $`𝒯`$ with a fixed enumeration of vertices, $`c_{ij}=(R_{P_i,P_j})_{21}`$, $`d_{ij}=det(R_{P_iP_j})`$. Changing the enumeration will result in the multiplication of all three coefficients (34) by the same constant, which has no effect on the corresponding discrete connection. Applying a generic gauge transformation with $`C_{P_0}=\mathrm{id}`$ we can always make all the coefficients (34) be non-zero.

The discrete connection $`\{b_{T,P}\}`$ obtained in this way has the following property. If we set $`\psi _{P_0},\psi _{P_0^{}}`$ arbitrarily and extend $`\psi _P`$ by solving equation (2) along a thick path, we will obtain the same function as if we set $`v_{P_0}=(\psi _{P_0},\psi _{P_0^{}})`$, apply the parallel transport along the same path by using the connection $`R`$, and then forget the second coordinate of the obtained vector function. ∎

## Appendix 2

Here we exhibit a natural generalization of the constructions of Section 1.

Let $`X`$ be a simplicial complex, $`k1`$ an integer. With any family $`𝒦`$ of $`k`$-dimensional simplices and numeric non-zero coefficients $`b_{\sigma ^k,P}`$ defined for any simplex $`\sigma ^k𝒦`$ and its vertex $`P\sigma ^k`$ we associate the operator

$$(Q\psi )_{\sigma ^k}=\underset{P\sigma ^k}{}b_{\sigma ^k,P}\psi _P,$$
(35)
which takes functions of a vertex to functions on $`𝒦`$.

An analogue of discrete connections of Section 1 can be defined if $`𝒦`$ is the set of all $`k`$-simplices of $`X`$ and $`X`$ satisfies certain restrictions, which we now describe.

By a $`k`$-*thick path* in $`X`$ we shall mean a sequence $`\sigma _1,\sigma _2,\mathrm{},\sigma _m`$ of $`k`$-dimensional simplices such that $`\sigma _i\sigma _{i+1}`$ is a $`(k1)`$-dimensional simplex for any $`i=1,\mathrm{},m1`$. We call a thick path $`\sigma _1,\mathrm{},\sigma _m`$ *elementary* if all simplices $`\sigma _i`$ belong to the star of a single vertex. If a thick path $`\gamma _1`$ is obtained from a thick path $`\gamma _2`$ by an insertion or a removal an elementary path we say that the passage $`\gamma _1\gamma _2`$ is an *elementary homotopy*.

Any thick path $`\sigma _1,\mathrm{},\sigma _m`$ defines a homotopy class of ordinary paths from the center of $`\sigma _1`$ to the center of $`\sigma _m`$ in the obvious way. Thus, it makes sense to speak about homotopic thick paths.

We say that a simplicial complex $`X`$ is $`k`$-*admissible* if any path is $`k`$-“thickable” and any homotopy between $`k`$-thick paths can be realized as a composition of elementary homotopies. For example, the $`k`$-skeleton of a triangulated manifold is always $`k`$-admissible.

For any $`k`$-thick loop $`\gamma =(\sigma _1,\mathrm{},\sigma _m,\sigma _{m+1}=\sigma _1)`$ we define the *holonomy operator* $`R_\gamma `$ in the same way as we did in Section 1. $`R_\gamma `$ is a linear operator on the space of solutions of the equation $`Q\psi =0`$ in the simplex $`\sigma _1`$. We say that the connection $`\{b_{\sigma ,P}\}`$ has *trivial local holonomy* (or *zero curvature*) if $`R_\gamma =\mathrm{id}`$ for any elementary $`k`$-thick loop $`\gamma `$.

###### Lemma 8.

If $`X`$ is a $`k`$-admissible complex, then for any $`k`$-simplex $`\sigma _0^k`$ the global holonomy of any discrete connection $`\{b_{\sigma ^k,P}\}`$ with zero curvature along $`k`$-thick loops based at $`\sigma _0^k`$ is a well defined homomorphism $`\pi _1(X,\sigma _0^k)^k`$.

The proof is easy.

Consider the canonical connection associated with the family of all $`k`$-simplices of $`X`$, $`b_{\sigma ^k,P}1`$. It is easy to see that the canonical connection necessarily has trivial local holonomy at any vertex in the following two cases:

1. $`k=1`$;
2. $`k2`$, $`X`$ is a triangulated $`k`$-manifold such that any $`(k2)`$-dimensional simplex $`\sigma ^{k2}`$ (i.e., the number of $`k`$-simplices containing $`\sigma ^{k2}`$) is even.

We will assume one of these in the sequel. The operator $`L=Q^+Q`$ has the form

$$(L\psi )_P=\underset{P^{}}{}m_{P,P^{}}\psi _P^{}+n_P\psi _P,$$

where the sum is taken over all vertices $`P^{}P`$ from the star of $`P`$, $`m_{P,P^{}}`$ is the number of $`k`$-simplices containing the edge $`PP^{}`$, $`n_P`$ is the number of $`k`$-simplices containing the vertex $`P`$.

By analogy with Propositions 1, 2 one can prove the following.

###### Proposition 5.

The holonomy group $`𝒢`$ of the canonical connection of a triangulated $`k`$-manifold $`X`$ all whose $`(k2)`$-simplices have even valence is a subgroup of the permutation group $`S_{k+1}`$.

Let $`q`$ be the number of orbits of the action of $`𝒢S_{k+1}`$ on the set $`\{0,1,\mathrm{},k\}`$. Then the dimension of the space of covariant constants of the canonical connections, i.e., solutions of the equation $`Q\psi =0`$ is $`(q1)`$-dimensional.

The space of covariant constants coincides with the space of zero modes of the operator $`L`$.

In the particular case $`k=1`$, zero modes of the operator $`L`$ exist if and only if the 1-skeleton of $`X`$ is a dichromatic graph. Now we suppose $`k2`$.

Consider the following three homomorphisms $`\pi _1(X)_2`$:

1. the parity $`\rho _1`$ of the global holonomy of the canonical connection;
2. the orientation homomorphism $`\rho _2`$;
3. the parity homomorphism $`\rho _3`$ of the number of $`k`$-simplices in a $`k`$-thick path.

By analogy with Lemmas 2, 3, we have the following.

###### Lemma 9.

A triangulated $`k`$-manifold all whose $`(k2)`$-simplices have even valence admits a b/w coloring of $`k`$-simplices such that any two adjacent $`k`$-simplices are of different color if and only if the representation $`\rho _3`$ is trivial.

We have $`\rho _3=\rho _1\rho _2`$.

If $`X`$ admits a b/w coloring of $`k`$-simplices, then the operator $`L`$ can also be factorized as follows:

$$L=2Q_\mathrm{b}^+Q_\mathrm{b}=2Q_\mathrm{w}^+Q_\mathrm{w},$$

where $`Q_\mathrm{b},Q_\mathrm{w}`$ are operators associated with the family of black and white simplices, respectively. It is natural to ask whether the maximum principle holds for these operators. This question has not yet been investigated.


text:
# Thermodynamic limit and proof of condensation for trapped bosons

## 1 Introduction

Bose-Einstein condensation (BEC) is one of the most fascinating collective phenomena occurring in Physics. More than three quarters of a century after its discovery, the condensation of a homogeneous Bose gas remains as enigmatic as ever, both experimentally and theoretically. Meanwhile, the experimental realization of condensation in trapped atomic gases has opened new perspectives for the theory as well. From the point of view of a mathematical treatment, the trapped and the homogeneous systems are quite different, mainly due to an energy gap above the – at most finitely degenerate – one-particle ground state of trapped Bose gases, implying that condensation occurs into a localized state. In the homogeneous gas the gap above the ground state vanishes in the thermodynamic limit. This makes condensation a subtle mathematical problem already in the noninteracting system, and an unsolved problem in the presence of any realistic interaction. The mathematical proof of condensation in a trap shows no comparable subtlety, although the gap endows the noninteracting gas with some peculiar properties, and condensation into a localized state makes some sort of scaling of the interaction unavoidable.

A recent important development in the theory of trapped gases was obtained by Lieb and Seiringer . For a dilute interacting gas, in the limit when the particle number $`N`$ tends to infinity and the scattering length $`a`$ to zero in such a way that $`Na`$ is fixed, these authors proved a 100% BEC at zero temperature into the Hartree one-particle wavefunction.

The aim of the present paper is to study BEC in deep traps, both in the free and in the interacting cases. By a deep trap we mean a trap with an unbounded potential such that the corresponding one-body Hamiltonian $`H^0`$ has a pure point spectrum and $`\mathrm{exp}(\beta H^0)`$ is trace class for any positive $`\beta `$. Such a trap gives no possibility of escape to the particle through thermal excitation. In Section 2 we prove a condition on the potential so that it gives rise to a deep trap.

In Section 3 we deel with the noninteracting gas in the limit when the particle number, $`N`$, tends to infinity. We show that asymptotically the total free energy is $`N`$ times the energy of the one-particle ground state, plus an $`O(1)`$ analytic function of $`\beta `$. There is no phase transition in any dimension $`d1`$, but the mean number of particles in excited states remains finite as $`N`$ goes to infinity, whatever be the temperature. So the density of the condensate is 1, condensation is 100% at all temperatures.

In Section 4 we use the results obtained for the noninteracting gas to prove the continuity of the phase diagram as a function of the interaction strength. In a first part, we define condensation into a one-particle state, and show that it is equivalent to having the largest eigenvalue of the one-particle reduced density matrix of order $`N`$. The second part of Section 4 contains the main result of the paper. Here we prove a theorem on Bose-Einstein condensation in an interacting gas. In particular, for a nonnegative interaction we obtain that, if the expectation value of the $`N`$-particle interaction energy taken with the ground state of the noninteracting gas is of the order of $`N`$, the occupation of at least one of the low-lying eigenstates of the one-particle Hamiltonian, which may depend on the interaction strength, is macroscopic. This holds true in any dimension and at any finite temperature. The result allows a finitely degenerate single-particle ground state (bosons with spin) and is nonperturbative in the sense that it does not depend on the size of the gap above the ground state. The occupation of the subspace of one-particle ground states tends to 100% with the vanishing interaction strength. In a corollary and in subsequent remarks we describe a family of nonnegative scaled interactions to which the theorem applies. All these integrable pair interactions are weak, in the sense that their integral vanishes as $`1/N`$ with an increasing number of particles. Our examples include the Gross-Pitaevskii scaling limit in three dimensions and the opposite of Gross-Pitaevskii scaling in one dimension.

## 2 One-body Hamiltonian for deep traps

The one-particle Hamiltonian we are going to use is

$$H^0=\frac{\mathrm{}^2}{2m}\mathrm{\Delta }+V$$
(1)
on $`L^2(^d)`$, where the potential $`V`$ is chosen in such a way that $`H^0`$ has a pure point spectrum with discrete eigenvalues of finite multiplicity and $`e^{\beta H^0}`$ is trace class, i.e. $`\mathrm{tr}e^{\beta H^0}<\mathrm{}`$, for any $`\beta >0`$. This condition ensures the finiteness of the one-particle free energy at any finite temperature $`1/\beta `$. We will refer to such a Hamiltonian as a deep trap. For the sake of simplicity, we shall also suppose that the ground state of $`H^0`$ is nondegenerate, so that the eigenvalues of $`H^0`$ are

$$\epsilon _0<\epsilon _1\epsilon _2\mathrm{}.$$
(2)
A large family of potentials corresponding to deep traps is characterized by the following proposition.

###### Proposition 2.1

Let $`V:^d`$ be bounded below and suppose that

$$\underset{r\mathrm{}}{lim}\frac{\mathrm{ln}(r/r_0)}{V(𝐫)}=0$$
(3)
for some $`r_0>0`$. Then $`\mathrm{tr}e^{\beta H^0}<\mathrm{}`$ for all $`\beta >0`$.

Condition (3) is sharp in the sense that, as the proof will show it, a central or cubic potential which increases logarithmically leads to an exponentially increasing density of states and, therefore, a diverging trace for small positive $`\beta `$. Intuitively, the assertion of the proposition holds true because $`\mathrm{exp}(\beta V)d𝐫<\mathrm{}`$ for any $`\beta >0`$, but the connection is not immediate. We present two different proofs: The first uses the path integral representation of $`\mathrm{tr}e^{\beta H^0}`$, while the second is based on a semiclassical estimation of the eigenvalues.

First proof. Given $`\beta >0`$, fix a $`V_0>d/\beta `$. Let $`V_m=infV(𝐫)>\mathrm{}`$. If (3) holds for an $`r_0>0`$ then it holds for any $`r_0>0`$. Choose $`r_0`$ so large that

$$V(𝐫)V_m+V_0\mathrm{ln}\frac{1}{2}\left(\frac{r}{r_0}+1\right)\text{for all}𝐫^d.$$
(4)
By the Feynman-Kac formula ,

$$\mathrm{tr}e^{\beta H^0}=𝐫|e^{\beta H^0}|𝐫d𝐫=P_{00}^\beta (\mathrm{d}\omega )e^{_0^\beta V(𝐫+\omega (s))ds}d𝐫.$$
(5)
The first integral in the right member goes over (continuous) paths $`\omega `$ in $`^d`$ such that $`\omega (0)=\omega (\beta )=0`$. $`P_{\mathrm{𝐱𝐲}}^\beta (\mathrm{d}\omega )`$ is the conditional Wiener measure, generated by $`\frac{\mathrm{}^2}{2m}\mathrm{\Delta }`$, for the time interval $`[0,\beta ]`$, defined on sets of paths with $`\omega (0)=𝐱`$ and $`\omega (\beta )=𝐲`$. In equation (5) we have made use of the translation invariance of $`P^\beta `$. Let

$$\omega _\beta =\underset{0s\beta }{sup}|\omega (s)|.$$
(6)
The integral over $`𝐫`$ can be split in two parts. First,

$$_{r<2\omega _\beta }e^{_0^\beta V(𝐫+\omega (s))ds}d𝐫e^{\beta V_m}v_d(2\omega _\beta )^d$$
(7)
where $`v_d`$ is the volume of the $`d`$-dimensional unit ball. For $`r>2\omega _\beta `$, we use (4) to obtain

$$V(𝐫+\omega (s))V_m+V_0\mathrm{ln}\frac{r+2r_0}{4r_0}.$$
(8)
After some algebra, this yields

$$_{r>2\omega _\beta }e^{_0^\beta V(𝐫+\omega (s))ds}d𝐫\frac{e^{\beta (V_mV_0\mathrm{ln}2)}s_d}{\beta V_0d}(2r_0)^d.$$
(9)
Here $`s_d`$ is the surface area of the unit sphere in $`^d`$. Putting the two parts together,

$$\mathrm{tr}e^{\beta H^0}\frac{e^{\beta (V_mV_0\mathrm{ln}2)}s_d}{\beta V_0d}\left(\frac{2r_0}{\lambda _\beta }\right)^d+e^{\beta V_m}v_d2^dP_{00}^\beta (\mathrm{d}\omega )(\omega _\beta )^d,$$
(10)
where we have substituted

$$P_{00}^\beta (\mathrm{d}\omega )=0|e^{\frac{\beta \mathrm{}^2}{2m}\mathrm{\Delta }}|0=\lambda _\beta ^d,$$
(11)
$`\lambda _\beta =\mathrm{}\sqrt{2\pi \beta /m}`$ being the thermal de Broglie wave length. The second term on the right-hand side of (10) is finite: actually, every moment of the conditional Wiener measure is finite. Indeed, from the estimate (see equations (1.14) and (1.31) of )

$$P_{00}^\beta (\omega _\beta >4\epsilon )\frac{2^{2+d/2}}{\lambda _\beta ^d}(m_d+n_d(\epsilon /\lambda _\beta )^{d1})e^{\pi \epsilon ^2/4\lambda _\beta ^2}$$
(12)
where $`m_d`$ and $`n_d`$ depend only on the dimension $`d`$,

$$P_{00}^\beta (\mathrm{d}\omega )(\omega _\beta )^k\frac{2^{2+d/2}}{\lambda _\beta ^d}\underset{n=0}{\overset{\mathrm{}}{}}(n+1)^k(m_d+n_d(n/4\lambda _\beta )^{d1})e^{\pi n^2/64\lambda _\beta ^2}<\mathrm{}.$$
(13)
This concludes the first proof.

Second proof. We start, as before, by fixing $`\beta >0`$ and a $`V_0>d/\beta `$. For the sake of convenience, now we choose $`r_0`$ so that

$$V(𝐫)V_m+V_0\mathrm{ln}\frac{1}{2}\left(\frac{r}{\sqrt{d}r_0}+1\right)\text{for all}𝐫^d.$$
(14)
The expression in the right member can still be bounded from below, due to the concavity of the square-root and the logarithm. With the notation $`𝐫=(x_1,\mathrm{},x_d)`$, we find

$$V(𝐫)V_mV_0\mathrm{ln}2+\frac{V_0}{d}\underset{i=1}{\overset{d}{}}\mathrm{ln}\left(\frac{|x_i|}{r_0}+1\right).$$
(15)
Let

$$h^0=\frac{\mathrm{}^2}{2m}\frac{\mathrm{d}^2}{\mathrm{d}x^2}+\frac{V_0}{d}\mathrm{ln}\left(\frac{|x|}{r_0}+1\right).$$
(16)
Then

$$H^0V_mV_0\mathrm{ln}2+\underset{i=1}{\overset{d}{}}h^0(i),$$
(17)
$`h^0(i)`$ acting on functions of $`x_i`$, and

$$\mathrm{tr}e^{\beta H^0}e^{\beta (V_mV_0\mathrm{ln}2)}\left(\mathrm{tr}e^{\beta h^0}\right)^d.$$
(18)
Let $`\lambda _n`$, $`n0`$, be the eigenvalues of $`h^0`$ in increasing order. From Theorem 7.4 of , in the case of a logarithmic potential, it follows that any $`\lambda [\lambda _{n1},\lambda _n]`$ satisfies an equation of the form

$$\frac{\pi \mathrm{}}{2}(n+\frac{1}{2})=_0^X\sqrt{2m(\lambda v(x))}dx+O(\lambda )$$
(19)
where $`X`$ is defined by $`v(X)=\lambda `$. Dropping $`O(\lambda )`$, the solution is the $`n`$th semiclassical eigenvalue according to the Bohr-Sommerfeld quantization. For the true $`n`$th eigenvalue equation (19) yields, after substituting $`v(x)=(V_0/d)\mathrm{ln}(|x|/r_0+1)`$,

$$\lambda _n=\frac{V_0}{d}\mathrm{ln}(n+\frac{1}{2})+O(\mathrm{ln}\mathrm{ln}(n+3)),n=0,1,2,\mathrm{}$$
(20)
So with a suitably chosen $`c>0`$ we obtain the bound

$$\mathrm{tr}e^{\beta h^0}=\underset{n=0}{\overset{\mathrm{}}{}}e^{\beta \lambda _n}\underset{n=0}{\overset{\mathrm{}}{}}\frac{[\mathrm{ln}(n+3)]^{\beta c}}{(n+1/2)^{\beta V_0/d}}<\mathrm{}$$
(21)
which concludes the proof.

Observe that for $`h^0`$ and, thus, for the Hamiltonian $`_{i=1}^dh^0(i)`$ the density of states can be inferred from equation (20), and shows an exponential growth with the energy. This is origin of the divergence of the trace for small $`\beta `$ in the case of logarithmically increasing potentials.

In the forthcoming proof of BEC at positive temperatures in interacting Bose gases, we shall make use of the following estimate.

###### Proposition 2.2

Let $`e^{\beta H^0}`$ be trace class for every $`\beta >0`$, and suppose that $`V`$ is bounded below, $`infV=V_m`$. Let $`\phi _j`$ be the normalised eigenstate of $`H^0`$ belonging to the eigenvalue $`\epsilon _j`$. Then

$$e^{\beta \epsilon _j}\phi _j_{\mathrm{}}^2e^{\beta V_m}\left(\frac{m}{2\pi \mathrm{}^2\beta }\right)^{d/2}$$
(22)
and

$$\phi _j_{\mathrm{}}^2\left(\frac{em(\epsilon _jV_m)}{d\pi \mathrm{}^2}\right)^{d/2}.$$
(23)
Proof.

$`e^{\beta \epsilon _j}|\phi _j(𝐫)|^2`$ $``$ $`{\displaystyle \underset{i}{}}e^{\beta \epsilon _i}|\phi _i(𝐫)|^2=𝐫|e^{\beta H^0}|𝐫`$ (24)
$`=`$ $`{\displaystyle P_{00}^\beta (\mathrm{d}\omega )e^{_0^\beta V(𝐫+\omega (s))ds}}e^{\beta V_m}\lambda _\beta ^d`$
which, after taking the supremum on the left-hand side, is (22). Multiplying by $`e^{\beta \epsilon _j}`$ and minimizing the right member with respect to $`\beta `$ yields (23).

We note that for sufficiently fast increasing potentials $`H^0`$ is ultracontractive and the normalized eigenstates are uniformly bounded , . In particular, this obviously holds true for a particle confined in a rectangular domain with Dirichlet, Neumann or periodic boundary conditions. All our results cover these cases. However, in the present paper we need only the weaker bound (22) on the eigenfunctions.

## 3 Free Bose gas in a deep trap

$`N`$ noninteracting bosons in a deep trap are described by the Hamiltonian

$$H_N^0=\underset{i=1}{\overset{N}{}}H^0(i)=T_N+\underset{i=1}{\overset{N}{}}V(𝐫_i)T_N=\frac{\mathrm{}^2}{2m}\underset{i=1}{\overset{N}{}}\mathrm{\Delta }_i.$$
(25)
We can consider $`H_N^0`$ directly in infinite space, because $`\mathrm{exp}(\beta H_N^0)`$ is a trace class operator on $`L^2(^{dN})`$. Therefore, to perform a thermodynamic limit it remains sending $`N`$ to infinity.

Let $`Z[\beta H_N^0]`$ denote the canonical partition function for $`N`$ bosons. We have the following.

###### Proposition 3.1

The limit

$$\underset{N\mathrm{}}{lim}e^{\beta N\epsilon _0}Z[\beta H_N^0]e^{\beta F_0(\beta )}$$
(26)
exists, and $`F_0(\beta )`$ is an analytic function of $`\beta `$ for any $`\beta >0`$.

Proof. Let $`n_j0`$ denote the number of bosons in the $`j`$th eigenstate of $`H^0`$. Then

$$Z[\beta H_N^0]=\underset{\{n_j\}:{\scriptscriptstyle n_j}=N}{}e^{\beta {\scriptscriptstyle n_j\epsilon _j}}=\underset{N^{}=0}{\overset{N}{}}e^{\beta (NN^{})\epsilon _0}\underset{\{n_j\}_{j>0}:{\scriptscriptstyle n_j}=N^{}}{}e^{\beta {\scriptscriptstyle n_j\epsilon _j}}.$$
(27)
Therefore

$$e^{\beta N\epsilon _0}Z[\beta H_N^0]=\underset{\{n_j\}_{j>0}:{\scriptscriptstyle n_j}N}{}e^{\beta {\scriptscriptstyle n_j(\epsilon _j\epsilon _0)}},$$
(28)
so that

$`\underset{N\mathrm{}}{lim}e^{\beta N\epsilon _0}Z[\beta H_N^0]`$ $`=`$ $`{\displaystyle \underset{\{n_j\}_{j>0}:{\scriptscriptstyle n_j}<\mathrm{}}{}}e^{\beta {\scriptscriptstyle n_j(\epsilon _j\epsilon _0)}}`$ (29)
$`=`$ $`{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{n_j=0}{\overset{\mathrm{}}{}}}e^{\beta n_j(\epsilon _j\epsilon _0)}={\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{1e^{\beta (\epsilon _j\epsilon _0)}}}`$
and

$$\beta F_0(\beta )=\underset{j=1}{\overset{\mathrm{}}{}}\mathrm{ln}(1e^{\beta (\epsilon _j\epsilon _0)}).$$
(30)
To conclude, we need a lemma.

###### Lemma 3.2

Let $`|a_n|<1`$ and $`_{n=1}^{\mathrm{}}|a_n|<\mathrm{}`$. Then $`_{n=1}^{\mathrm{}}\mathrm{ln}(1a_n)`$ is absolutely convergent.

Proof. One can choose $`N`$ such that $`|a_n|<1/2`$ if $`nN`$. Then

$`{\displaystyle \underset{n=N}{\overset{\mathrm{}}{}}}|\mathrm{ln}(1a_n)|`$ $`=`$ $`{\displaystyle \underset{n=N}{\overset{\mathrm{}}{}}}|{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{a_n^l}{l}}|{\displaystyle \underset{n=N}{\overset{\mathrm{}}{}}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{|a_n|^l}{l}}`$
$`=`$ $`{\displaystyle \underset{n=N}{\overset{\mathrm{}}{}}}|a_n|{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{|a_n|^{l1}}{l}}2\mathrm{ln}2{\displaystyle \underset{n=N}{\overset{\mathrm{}}{}}}|a_n|<\mathrm{}`$
which proves the lemma.

Because $`e^{\beta H^0}`$ is trace class for any $`\beta >0`$, the conditions of the lemma hold for $`a_n=\mathrm{exp}(z(\epsilon _n\epsilon _0))`$ if $`z`$, Re$`z>0`$. Thus, for any $`ϵ>0`$, $`_{n=1}^{\mathrm{}}\mathrm{ln}(1\mathrm{exp}(z(\epsilon _n\epsilon _0)))`$ is uniformly absolute convergent in the half-plane Re$`zϵ`$. Since every term is analytic, the sum will be analytic as well. This finishes the proof of the proposition.

The peculiar feature of the infinite system is clearly shown by equation (26). The total free energy of the gas is

$$\beta ^1\mathrm{ln}Z[\beta H_N^0]=N\epsilon _0+F_0(\beta )+o(1).$$
(31)
This means that there is no phase transition and the free energy per particle of the infinite system is $`\epsilon _0`$ at any temperature. Thus, at any $`\beta >0`$ the gas is in a low-temperature phase which is a nonextensive perturbation of the ground state: All but a vanishing fraction of the particles are in the condensate! Below we make this observation quantitative.

Let $`P_{\beta H_N^0}(A)`$ denote the probability of an event $`A`$ according to the canonical Gibbs measure. Let $`N^{}=Nn_0`$, the number of particles in the excited states of $`H^0`$. First, notice that in the infinite system the probability that all the particles are in the ground state is positive at any temperature: From equation (27),

$$P_{\beta H_N^0}(N^{}=0)=\frac{e^{\beta N\epsilon _0}}{Z[\beta H_N^0]}e^{\beta F_0(\beta )}\mathrm{as}N\mathrm{}$$
(32)
which tends continuously to zero only when $`\beta 0`$. More precise informations can also be obtained. For an integer $`m`$ between 0 and $`N`$, with Proposition 3.1 we find

$$P_{\beta H_N^0}(N^{}m)=P_{\beta H_N^0}(N^{}=0)\underset{\{n_j\}_{j>0}:m{\scriptscriptstyle n_j}N}{}e^{\beta {\scriptscriptstyle n_j(\epsilon _j\epsilon _0)}}.$$
(33)
A lower bound is obtained by keeping a single term, $`n_1=m`$, $`n_j=0`$ for $`j>1`$:

$$P_{\beta H_N^0}(N^{}m)P_{\beta H_N^0}(N^{}=0)e^{\beta m(\epsilon _1\epsilon _0)}.$$
(34)
If we replace $`m`$ by any increasing sequence $`a_N`$, this yields

$$\underset{N\mathrm{}}{lim\; inf}\frac{1}{a_N}\mathrm{ln}P_{\beta H_N^0}(N^{}a_N)\beta (\epsilon _1\epsilon _0).$$
(35)
To obtain an upper bound, choose any $`\mu `$ with $`0\mu <\epsilon _1\epsilon _0`$. Then

$`P_{\beta H_N^0}(N^{}`$ $``$ $`m)`$ (36)
$`=`$ $`P_{\beta H_N^0}(N^{}=0){\displaystyle \underset{N^{}=m}{\overset{N}{}}}e^{\beta \mu N^{}}{\displaystyle \underset{\{n_j\}_{j>0}:{\scriptscriptstyle n_j}=N^{}}{}}e^{\beta {\scriptscriptstyle n_j(\epsilon _j\epsilon _0\mu )}}`$
$``$ $`P_{\beta H_N^0}(N^{}=0)e^{\beta \mu m}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{1e^{\beta (\epsilon _j\epsilon _0\mu )}}}`$
$`=`$ $`P_{\beta H_N^0}(N^{}=0)Q(\beta ,\mu )e^{\beta \mu m}`$
where $`Q(\beta ,\mu )`$ is defined by the last equality. Notice that $`Q(\beta ,0)=e^{\beta F_0(\beta )}`$. The inequality has been obtained by first bounding $`e^{\beta \mu N^{}}`$ above by $`e^{\beta \mu m}`$ and then by extending the summation over $`N^{}`$ from 0 to infinity. Again, for $`m=a_N\mathrm{}`$,

$$\underset{N\mathrm{}}{lim\; sup}\frac{1}{a_N}\mathrm{ln}P_{\beta H_N^0}(N^{}a_N)\beta \mu .$$
(37)
This being true for all $`\mu <\epsilon _1\epsilon _0`$, it holds also for $`\mu =\epsilon _1\epsilon _0`$, so the lower bound found in (35) is an upper bound as well, and (35) and (37) together yield

###### Proposition 3.3

If $`0<a_NN`$ and $`a_N`$ tends to infinity, then

$$\underset{N\mathrm{}}{lim}\frac{1}{a_N}\mathrm{ln}P_{\beta H_N^0}(N^{}a_N)=\beta (\epsilon _1\epsilon _0).$$
(38)
By the Borel-Cantelli lemma, inequality (36) implies that $`N^{}`$ is finite with probability 1 when $`N`$ is infinite. Moreover, its expectation value is also finite: for any $`\mu (0,\epsilon _1\epsilon _0)`$ we have

$$N^{}_{\beta H_N^0}\frac{P_{\beta H_N^0}(N^{}=0)Q(\beta ,\mu )}{\left(1e^{\beta \mu }\right)^2}$$
(39)
so that

$$\underset{N\mathrm{}}{lim}N^{}_{\beta H_N^0}\underset{0<\mu <\epsilon _1\epsilon _0}{inf}\frac{Q(\beta ,\mu )}{Q(\beta ,0)}\frac{1}{(1e^{\beta \mu })^2}.$$
(40)
More generally, all moments of $`N^{}`$ remain finite as $`N\mathrm{}`$:

$$\underset{N\mathrm{}}{lim}(N^{})^k_{\beta H_N^0}\underset{0<\mu <\epsilon _1\epsilon _0}{inf}\frac{Q(\beta ,\mu )}{Q(\beta ,0)}\frac{\mathrm{d}^k}{\mathrm{d}(\beta \mu )^k}\frac{1}{1e^{\beta \mu }}.$$
(41)
This fact will be used in the proof of Theorem 2.

Let us summarize the results of this section:

###### Theorem 1

$`N`$ noninteracting bosons in a deep trap with eigenenergies $`\epsilon _0<\epsilon _1\mathrm{}`$ have a free energy $`N\epsilon _0+F_0(\beta )+o(1)`$, where $`F_0`$ is an analytic function of $`\beta `$ for any $`\beta >0`$. There is no phase transition in any dimension, however, for any $`d1`$, the infinite system is in a low-temperature phase ($`T_c=\mathrm{}`$): At any finite temperature, all but a finite expected number of bosons are in the one-particle ground state.

The conclusions about Bose-Einstein condensation are not modified if the ground state of $`H^0`$ is degenerate. If

$$\epsilon _0=\mathrm{}=\epsilon _J<\epsilon _{J+1}\mathrm{},$$
(42)
we define $`N^{}=N(n_0+\mathrm{}+n_J)`$. Then, the earlier formulas remain valid if in the summations and products $`j>0`$ is replaced by $`j>J`$, and $`\epsilon _1\epsilon _0`$ is replaced by $`\epsilon _{J+1}\epsilon _0`$. In particular, all moments of $`N^{}`$ are bounded and we have a $`100\%`$ condensation into the finite dimensional subspace of ground states. This remark is relevant e.g. for bosons with an internal degree of freedom (spin).

## 4 Condensation of interacting bosons

### 4.1 The order we are looking for

Due to the pioneering work of Penrose  and subsequent papers by Penrose and Onsager  and Yang , it is generally understood and agreed that Bose-Einstein condensation, from a mathematical point of view, is an intrinsic property of the one-particle reduced density matrix, $`\sigma _1`$, and means that the largest eigenvalue of $`\sigma _1`$, which is equal to its norm, $`\sigma _1`$, is of the order of $`N`$. For the homogeneous gas the equivalence of this physically not very appealing definition with the existence of an off-diagonal long-range order, showing up in the coordinate space representation (integral kernel) of $`\sigma _1`$, was demonstrated in . For a trapped gas it is intuitively more satisfactory to define BEC as the accumulation of a macroscopic number of particles in a single-particle state. The proof that this is meaningful, whether or not there is interaction, and equivalent with $`\sigma _1=O(N)`$, is the subject of this section.

Following the general setting of , let $`\sigma `$ be a density matrix, i.e., a positive operator of trace 1 acting in $`^N`$, where $``$ is a one-particle separable Hilbert space. Permutations of the $`N`$ particles can be defined as unitary operators in $`^N`$, and $`\sigma `$ is supposed to commute with all of them. The associated one-particle reduced density matrix, $`\sigma _1`$, is a positive operator of trace $`N`$ in $``$, obtained by taking the sum of the partial traces of $`\sigma `$ over the $`N1`$\- particle subspaces: If $`\{\phi _n\}_{n=0}^{\mathrm{}}`$ is any orthonormal basis in $``$ and $`\varphi `$ and $`\psi `$ are any elements of $``$ then

$`(\varphi ,\sigma _1\psi )`$ $``$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \underset{\{i_k\}_{kj}}{}}(\phi _{i_1}\mathrm{}\phi _{i_{j1}}\varphi \phi _{i_{j+1}}\mathrm{}\phi _{i_N},\sigma \phi _{i_1}\mathrm{}\phi _{i_{j1}}\psi \phi _{i_{j+1}}\mathrm{}\phi _{i_N})`$ (43)
$`=`$ $`N{\displaystyle \underset{i_2,\mathrm{},i_N}{}}(\varphi \phi _{i_2}\mathrm{}\phi _{i_N},\sigma \psi \phi _{i_2}\mathrm{}\phi _{i_N})`$
because of the permutation-invariance of $`\sigma `$. In (43) the summation over each $`i_k`$ is unrestricted and the matrix elements of $`\sigma `$ are taken with simple (non-symmetrized) tensor products ($``$ omitted).

Let $`\phi _0`$ be any normalized element of $``$. We define the mean (with respect to $`\sigma `$) number of particles occupying $`\phi _0`$ as follows. We complete $`\phi _0`$ into an orthonormal basis $`\{\phi _n\}_{n=0}^{\mathrm{}}`$ of $``$. In $`^N`$ we use the product basis

$$\{\mathrm{\Phi }_𝐢=\phi _{i_1}\mathrm{}\phi _{i_N}|𝐢=(i_1,\mathrm{},i_N)^N\}.$$
(44)
To $`\phi _0`$ and $`\mathrm{\Phi }_𝐢`$ we assign

$$n[\phi _0](𝐢)\underset{j=1}{\overset{N}{}}|(\phi _0,\phi _{i_j})|^2=\underset{j}{}\delta _{i_j,0},$$
(45)
which is the number of particles in the state $`\phi _0`$ among $`N`$ particles occupying the states $`\phi _{i_1},\mathrm{},\phi _{i_N}`$, respectively. We can use (45) to define $`n[\phi _0]`$ as a positive operator in $`^N`$. Alternately, we can interprete $`(\mathrm{\Phi }_𝐢,\sigma \mathrm{\Phi }_𝐢)`$ as the probability of $`\mathrm{\Phi }_𝐢`$ and $`n[\phi _0]`$ as a random variable over this probability field. In any case, the mean value of $`n[\phi _0]`$ with respect to $`\sigma `$ is

$`n[\phi _0]_\sigma `$ $``$ $`\mathrm{Tr}n[\phi _0]\sigma ={\displaystyle \underset{i_1,\mathrm{},i_N}{}}{\displaystyle \underset{j=1}{\overset{N}{}}}\delta _{i_j,0}(\mathrm{\Phi }_𝐢,\sigma \mathrm{\Phi }_𝐢)`$ (46)
$`=`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \underset{i_j}{}}\delta _{i_j,0}{\displaystyle \underset{\{i_k\}_{kj}}{}}(\mathrm{\Phi }_𝐢,\sigma \mathrm{\Phi }_𝐢)={\displaystyle \frac{1}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \underset{i_j}{}}\delta _{i_j,0}(\phi _{i_j},\sigma _1\phi _{i_j})`$
$`=`$ $`{\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}\delta _{i,0}(\phi _i,\sigma _1\phi _i)=(\phi _0,\sigma _1\phi _0),`$
an intrinsic quantity independent of the basis. Reading equation (46) in the opposite sense, we find that, whether or not there is interaction, the physical meaning of $`(\phi _0,\sigma _1\phi _0)`$ is the average number of particles in the single particle state $`\phi _0`$. Since $`\sigma _1=sup_{\phi =1}(\phi ,\sigma _1\phi )`$, we obtained the following result.

###### Proposition 4.1

There is BEC in the sense that $`lim_N\mathrm{}\sigma _1/N>0`$ if and only if there exists a macroscopically occupied $`\phi _0`$ (which may depend on $`N`$), i.e. $`lim_N\mathrm{}n[\phi _0]_\sigma /N>0`$.

The proposition is valid with obvious modifications also in the homogeneous case. The choice of the macroscopically occupied single particle state is not unique. Highest occupation is obtained for the dominant eigenvector, $`\psi _{\sigma _1}`$, of $`\sigma _1`$ (the one belonging to the largest eigenvalue), in which case $`n[\psi _{\sigma _1}]_\sigma =\sigma _1`$. Any other state having a nonvanishing overlap in the limit $`N\mathrm{}`$ with $`\psi _{\sigma _1}`$ can serve for proving BEC. We can even find an infinite orthogonal family of vectors, all having a nonvanishing asymptotic overlap with $`\psi _{\sigma _1}`$. One can speak about a generalized condensation  only when the occupation of more than one eigenstate of $`\sigma _1`$ becomes asymptotically divergent. In the noninteracting gas $`\psi _{\sigma _1}`$ is just the ground state of the one-body Hamiltonian.

The homogeneous gas represents a particular case. Namely, $`\psi _{\sigma _1}(𝐫)=\psi _{𝐤=0}^L(𝐫)1/L^{d/2}`$ for any translation invariant interaction, if the gas is confined in a cube of side $`L`$ and the boundary condition is periodic. Indeed, in this case $`\sigma _1`$ is diagonal in momentum representation, therefore $`\psi _𝐤^L(𝐫)=e^{i𝐤𝐫}/L^{d/2}`$ are its eigenstates. On the other hand, the integral kernel $`𝐫|\sigma _1|𝐫^{}`$ is positive (now we speak about $`\sigma \mathrm{exp}(\beta H)`$ in the bosonic subspace or $`\sigma =|\mathrm{\Psi }\mathrm{\Psi }|`$ where $`\mathrm{\Psi }(𝐫_1,\mathrm{},𝐫_N)`$ is a translation invariant positive symmetric function), and by a suitable generalization of the Perron-Frobenius theorem (e.g. ) the constant vector must be the dominant eigenvector. This is presumably the only case when the ground state of the one-body Hamiltonian remains the dominant eigenvector of the one-particle reduced density matrix for the interacting system, yet there exists no proof of a macroscopic occupation of this state in the presence of interactions (unless a gap is introduced in the excitation spectrum ).

In the case of a trapped gas we do not generally know the dominant eigenvector of $`\sigma _1`$. However, we can carry through the proof by the use of the low energy eigenstates of $`H^0`$.

### 4.2 Interacting bosons in a deep trap

In this section we ask about condensation of interacting bosons in a deep trap. Let $`U_N:^{dN}`$ be a symmetric function of $`𝐫_1,\mathrm{},𝐫_N`$ which is bounded below, and define

$$H_N=H_N^0+U_N.$$
(47)
We can consider $`H_N`$ directly in infinite space, because $`\mathrm{exp}(\beta H_N)`$ is a trace class operator on $`L^2(^{dN})`$. So as in Section 3, the thermodynamic limit means $`N`$ tending to infinity. The canonical partition function will be denoted by $`Z[\beta H_N]`$. The density matrix is

$$\sigma =P_N^+e^{\beta H_N}/Z[\beta H_N]$$
(48)
where $`P_N^+=(1/N!)_{\pi S_N}\pi `$ is the orthogonal projection to the symmetric subspace of $`^N`$ and $`Z[\beta H_N]=\mathrm{Tr}P_N^+e^{\beta H_N}`$.

We want to prove the persistence of BEC in the presence of interaction, that is, the continuity of the low-temperature phase as $`U_N`$ increases from zero to a finite strength. This will be achieved by proving macroscopic occupation of at least one low-lying eigenstate of $`H^0`$, which may depend on the interaction strength. We cannot expect, and will not obtain, a 100% condensation because the overlap of any eigenstate of $`H^0`$ with $`\psi _{\sigma _1}`$ must be smaller than 1. (The 100% condensation  into $`\varphi _{\mathrm{GP}}`$, the minimizer of the Gross-Pitaevskii functional, found for the ground state of interacting gases in the dilute limit in locally bounded traps, means that $`(\varphi _{\mathrm{GP}},\psi _{\sigma _1})1`$ as $`N\mathrm{}`$. In this case $`\sigma =|\mathrm{\Psi }\mathrm{\Psi }|`$, where $`\mathrm{\Psi }`$ is the unknown ground state.)

In the proof of the next theorem we use the basis of the $`H^0`$ eigenstates, given by $`H^0\phi _j=\epsilon _j\phi _j`$, and the symmetric and normalized eigenstates of $`H_N^0`$: $`|𝐧=|n_0,n_1,\mathrm{}`$ is the symmetrized product state of norm 1 containing $`n_j`$ times the factor $`\phi _j`$, where $`n_j=N`$. For the sake of clarity, we restrict the discussion to the case when the ground state of $`H^0`$ is nondegenerate, and use the notation $`\mathrm{\Phi }_0`$ for the (unique) ground state of $`H_N^0`$, given by $`n_0=N`$ and $`n_j=0`$, $`j>0`$. Extension to the case of spin- or spatial degeneracy is straightforward.

###### Theorem 2

Let

$$L(U)\underset{N\mathrm{}}{lim\; sup}\frac{1}{N}[(\mathrm{\Phi }_0,U_N\mathrm{\Phi }_0)infU_N].$$
(49)
For any $`d1`$ the following hold true.
(i) If $`L(U)<\mathrm{}`$, at zero temperature there is Bose-Einstein condensation. Namely, if $`J0`$ is the unique integer defined by the inequalities

$$\epsilon _J\epsilon _0L(U)<\epsilon _{J+1}\epsilon _0,$$
(50)
for $`\beta =\mathrm{}`$ we have

$$\underset{N\mathrm{}}{lim\; inf}\frac{1}{N}\underset{j=0}{\overset{J}{}}n_j_{\beta H_N}1\frac{L(U)}{\epsilon _{J+1}\epsilon _0}.$$
(51)
(ii) If $`U_N`$ is a stable integrable pair interaction,

$$U_N(𝐫_1,\mathrm{},𝐫_N)=\underset{1i<jN}{}u_N(𝐫_i𝐫_j),$$
(52)
with $`u_N_1=O(1/N)`$, then $`L(U)<\mathrm{}`$ and for any $`\beta >0`$ there is Bose-Einstein condensation and (51) holds true.

We note that in part (i) $`U_N`$ can be any self-adjoint operator in $`L^2(^d)^N`$ which is bounded below and leaves the symmetric subspace invariant.

Proof.

In the first part of the proof we apply convexity inequalities in a similar manner as they were used in .

We define a one-parameter family of one-particle Hamiltonians

$$H^0(\delta )=\underset{j=0}{\overset{J}{}}(\epsilon _j+\delta )P_j+\underset{j=J+1}{\overset{\mathrm{}}{}}\epsilon _jP_j$$
(53)
where $`\delta `$ is a real parameter and $`P_j`$ is the orthogonal projection onto $`\phi _j`$. Let $`H_N^0(\delta )`$ be the corresponding Hamiltonian of $`N`$ noninteracting particles and $`H_N(\delta )=H_N^0(\delta )+U_N`$. For $`\delta =0`$ we shall keep the original notation. Because

$$\underset{j=0}{\overset{J}{}}n_j_{\beta H_N^{(0)}(\delta )}=\frac{\mathrm{ln}Z[\beta H_N^{(0)}(\delta )]}{(\beta \delta )}$$
(54)
and the second derivative is the variance of $`_{j=0}^Jn_j`$, $`\mathrm{ln}Z[\beta H_N^{(0)}(\delta )]`$ are convex (decreasing) functions of $`\beta \delta `$. Therefore, for any $`\delta >0`$

$$\underset{j=0}{\overset{J}{}}n_j_{\beta H_N}\frac{1}{\beta \delta }\mathrm{ln}\frac{Z[\beta H_N]}{Z[\beta H_N(\delta )]}\underset{j=0}{\overset{J}{}}n_j_{\beta H_N^0(\delta )}\frac{1}{\beta \delta }\mathrm{ln}\frac{Z[\beta H_N^0]}{Z[\beta H_N^0(\delta )]}$$
(55)
Combining (55) with a double application of the Bogoliubov convexity inequality ,

$$\mathrm{ln}\frac{Z[\beta H_N]}{Z[\beta H_N^0]}\beta U_N_{\beta H_N^0}\mathrm{ln}\frac{Z[\beta H_N^0(\delta )]}{Z[\beta H_N(\delta )]}\beta U_N_{\beta H_N(\delta )},$$
(56)
we find

$`{\displaystyle \underset{j=0}{\overset{J}{}}}n_j_{\beta H_N}`$ $``$ $`{\displaystyle \underset{j=0}{\overset{J}{}}}n_j_{\beta H_N^0(\delta )}{\displaystyle \frac{1}{\delta }}[U_N_{\beta H_N^0}U_N_{\beta H_N(\delta )}]`$ (57)
$``$ $`n_0_{\beta H_N^0(\delta )}{\displaystyle \frac{1}{\delta }}[U_N_{\beta H_N^0}infU_N].`$
For $`\delta <\epsilon _{J+1}\epsilon _0`$, $`\phi _0`$ is the unique ground state of $`H^0(\delta )`$, and thus the results of Section 3 remain valid to $`H_N^0(\delta )`$. At zero temperature the inequality (57) reads

$$\underset{\beta \mathrm{}}{lim}\underset{j=0}{\overset{J}{}}n_j_{\beta H_N}N\frac{1}{\delta }[(\mathrm{\Phi }_0,U_N\mathrm{\Phi }_0)infU_N].$$
(58)
Dividing by $`N`$, taking the liminf as $`N`$ tends to infinity and then letting $`\delta `$ tend to $`\epsilon _{J+1}\epsilon _0`$, we obtain part (i) of the theorem.

Suppose now that the conditions of part (ii) hold true. Stability means $`infU_NBN`$ for some constant $`B`$. On the other hand,

$`|(\mathrm{\Phi }_0,U_N\mathrm{\Phi }_0)|=\left({\displaystyle \genfrac{}{}{0pt}{}{N}{2}}\right)\left|{\displaystyle \phi _0(𝐱)^2u_N(𝐱𝐲)\phi _0(𝐲)^2d𝐱d𝐲}\right|`$
$`=\left({\displaystyle \genfrac{}{}{0pt}{}{N}{2}}\right)(2\pi )^{d/2}\left|{\displaystyle \widehat{u}_N(𝐪)|\widehat{\phi _0^2}(𝐪)|^2d𝐪}\right|\left({\displaystyle \genfrac{}{}{0pt}{}{N}{2}}\right)u_N_1\phi _0^4_1=O(N),`$ (59)
therefore

$$L(U)\frac{1}{2}\phi _0^4_1lim\; sup\left(Nu_N_1\right)+B<\mathrm{}.$$
(60)
Fix $`J`$ according to (50). Dividing (57) by $`N`$, taking the liminf as $`N`$ tends to infinity and then letting $`\delta `$ tend to $`\epsilon _{J+1}\epsilon _0`$, we arrive at

$$\underset{N\mathrm{}}{lim\; inf}\frac{1}{N}\underset{j=0}{\overset{J}{}}n_j_{\beta H_N}1\frac{1}{\epsilon _{J+1}\epsilon _0}\underset{N\mathrm{}}{lim\; sup}\frac{1}{N}[U_N_{\beta H_N^0}infU_N].$$
(61)
Here we used (40) to obtain $`n_0_{\beta H_N^0(\delta )}/N=1N^{}_{\beta H_N^0(\delta )}/N1`$ as $`N`$ tends to infinity. Next we prove that for any $`\beta >0`$

$$\underset{N\mathrm{}}{lim}\frac{1}{N}[(\mathrm{\Phi }_0,U_N\mathrm{\Phi }_0)U_N_{\beta H_N^0}]=0.$$
(62)
Equations (61) and (62) clearly imply (ii).

Let $`a(𝐱)`$ and $`a(𝐱)^{}`$ be the boson field operators, then $`U_N`$ is the restriction of

$$U=\frac{1}{2}a(𝐱)^{}a(𝐲)^{}u_N(𝐱𝐲)a(𝐱)a(𝐲)d𝐱d𝐲$$
(63)
to the $`N`$-particle subspace. Denote $`a_i`$ and $`a_i^{}`$ the annihilation and creation operators of a particle in the state $`\phi _i`$, respectively. We have

$$a_i=\phi _i(𝐱)a(𝐱)\mathrm{d}𝐱,a(𝐱)=\underset{i=0}{\overset{\mathrm{}}{}}a_i\overline{\phi _i}(𝐱)$$
(64)
and

$$U=\underset{i,j,k,l=0}{\overset{\mathrm{}}{}}u_{ijkl}a_i^{}a_j^{}a_ka_l$$
(65)
with

$$u_{ijkl}=\phi _i(𝐱)\phi _j(𝐲)u_N(𝐱𝐲)\overline{\phi _k}(𝐱)\overline{\phi _l}(𝐲)d𝐱d𝐲.$$
(66)
Now

$$𝐧|U|𝐧=\underset{i}{}u_{iiii}\left(\genfrac{}{}{0pt}{}{n_i}{2}\right)+\underset{i<j}{}(u_{ijij}+u_{ijji})n_in_j$$
(67)
and thus

$`U_N_{\beta H_N^0}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}u_{iiii}n_i(n_i1)_{\beta H_N^0}+{\displaystyle \underset{i<j}{}}(u_{ijij}+u_{ijji})n_in_j_{\beta H_N^0}`$ (68)
$`=`$ $`{\displaystyle \frac{1}{2}}u_{0000}n_0(n_01)_{\beta H_N^0}+R_N`$
$`=`$ $`(\mathrm{\Phi }_0,U_N\mathrm{\Phi }_0)\left(1{\displaystyle \frac{N^{}}{N}}\right)\left(1{\displaystyle \frac{N^{}}{N1}}\right)_{\beta H_N^0}+R_N`$
where

$$R_N=\frac{1}{2}\underset{i>0}{}u_{iiii}n_i(n_i1)_{\beta H_N^0}+\underset{0i<j}{}(u_{ijij}+u_{ijji})n_in_j_{\beta H_N^0}.$$
(69)
First we estimate the residue $`R_N`$. Because

$$\mathrm{max}\{|u_{ijij}|,|u_{ijji}|\}\phi _i_{\mathrm{}}\phi _j_{\mathrm{}}u_N_1,$$
(70)
$`|R_N|u_N_1({\displaystyle \frac{1}{2}}{\displaystyle \underset{i>0}{}}\phi _i_{\mathrm{}}^2n_i(n_i1)_{\beta H_N^0}`$
$`+2{\displaystyle \underset{0i<j}{}}\phi _i_{\mathrm{}}\phi _j_{\mathrm{}}n_in_j_{\beta H_N^0}).`$ (71)
There is some constant $`c_1(\beta )`$ such that for any $`i,j>0`$

$`n_i(n_i1)_{\beta H_N^0}c_1(\beta )e^{2\beta (\epsilon _i\epsilon _0)}`$
$`n_in_j_{\beta H_N^0}c_1(\beta )e^{\beta (\epsilon _i\epsilon _0)}e^{\beta (\epsilon _j\epsilon _0)}.`$ (72)
These inequalities can be shown by direct estimation. Also, both expectation values can asymptotically be computed by using the asymptotic ($`N\mathrm{}`$) factorization of the probability measure,

$$P_{\beta H_N^0}(\{n_j\}_{j>0})\underset{j=1}{\overset{\mathrm{}}{}}(1e^{\beta (\epsilon _j\epsilon _0)})e^{\beta (\epsilon _j\epsilon _0)n_j}.$$
(73)
With another suitable constant $`c_2(\beta )`$ we obtain

$`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i>0}{}}\phi _i_{\mathrm{}}^2n_i(n_i1)_{\beta H_N^0}+2{\displaystyle \underset{0<i<j}{}}\phi _i_{\mathrm{}}\phi _j_{\mathrm{}}n_in_j_{\beta H_N^0}`$ (74)
$``$ $`c_2(\beta )\left({\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}\phi _i_{\mathrm{}}e^{\beta (\epsilon _i\epsilon _0)}\right)^2`$
$``$ $`c_2(\beta )e^{\beta (\epsilon _0V_m)}\left({\displaystyle \frac{m}{2\pi \mathrm{}^2\beta }}\right)^{d/2}\left(\mathrm{tr}e^{\frac{\beta }{2}(H^0\epsilon _0)}1\right)^2\stackrel{~}{c}(\beta ).`$
In the last inequality we used the bound

$$\phi _i_{\mathrm{}}e^{\frac{\beta }{2}(\epsilon _i\epsilon _0)}e^{\frac{\beta }{2}(\epsilon _0V_m)}\left(\frac{m}{2\pi \mathrm{}^2\beta }\right)^{d/4}$$
(75)
obtained in Proposition 2.2. The remaining term

$`2\phi _0_{\mathrm{}}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}\phi _j_{\mathrm{}}n_0n_j_{\beta H_N^0}2N\phi _0_{\mathrm{}}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}\phi _j_{\mathrm{}}n_j_{\beta H_N^0}c(\beta )N`$ (76)
because for $`j>0`$, $`n_j_{\beta H_N^0}e^{\beta (\epsilon _j\epsilon _0)}`$. Hence,

$$\frac{1}{N}|R_N|u_N_1\left(c(\beta )+\frac{\stackrel{~}{c}(\beta )}{N}\right)0\text{as }N\mathrm{}.$$
(77)
Therefore,

$`\underset{N\mathrm{}}{lim}{\displaystyle \frac{1}{N}}[(\mathrm{\Phi }_0,U_N\mathrm{\Phi }_0)U_N_{\beta H_N^0}]`$ (78)
$`=\underset{N\mathrm{}}{lim}{\displaystyle \frac{1}{N}}(\mathrm{\Phi }_0,U_N\mathrm{\Phi }_0)\left[1\left(1{\displaystyle \frac{N^{}}{N}}\right)\left(1{\displaystyle \frac{N^{}}{N1}}\right)_{\beta H_N^0}\right]=0`$
because the difference in the square bracket is of order $`1/N`$, cf. (41), and its prefactor is of order 1, see (4.2). This finishes the proof of the theorem.

Notice that in the proof of (77) and (78) we have used only $`u_N_1=o(1)`$. The condition of integrability of $`u_N`$ could be relaxed. For example, if $`u`$ is a bounded function (or $`u`$ is integrable and bounded below), the theorem holds for $`u_N=(1/N)u`$, which is a mean-field interaction. More interesting examples are provided by scaled interactions.

###### Corollary 4.2

Let $`u:^d`$ be an integrable nonnegative function. Suppose we are given two positive sequences $`\alpha _N`$ and $`b_N`$ satisfying the condition

$$S\underset{N}{sup}b_N\alpha _N^dN<\mathrm{}.$$
(79)
Then for any $`\beta >0`$ there is Bose-Einstein condensation for the interaction

$$u_N(𝐱)=b_Nu(\alpha _N𝐱).$$
(80)
Proof. $`U_N`$ is an integrable stable pair interaction ($`infU_N=0`$) and

$$u_N_1=b_N\alpha _N^du_1\frac{Su_1}{N}.$$
(81)
Thus, the conditions of part (ii) of the theorem are verified.

Remarks.
1. If $`\alpha _N`$ is constant, we obtain the mean-field interaction. If $`\alpha _N`$ is strictly monotonous, it can be inverted and, hence, $`b_N`$ may depend on $`N`$ only via $`\alpha _N`$. For example, $`\alpha _N=N^\eta `$ and $`b_N=\alpha _N^{d1/\eta }`$ satisfy (79).
2. If the scattering length of $`u`$ is $`a`$ and $`b_N=\alpha _N^2`$ then the scattering length of $`u_N`$ is $`a/\alpha _N`$. To see this, we recall (cf. ) the definition of the scattering length:

Let $`V`$ be a spherical finite-range potential such that $`\frac{\mathrm{}^2}{2m}\mathrm{\Delta }+V`$ has no negative or zero energy bound state. Then the Schrödinger equation written for zero energy,

$$\frac{\mathrm{}^2}{2m}\mathrm{\Delta }\varphi (𝐱)+V(𝐱)\varphi (𝐱)=0$$
(82)
has a (up to constant multipliers) unique spherical sign-keeping solution, $`\varphi _0`$. If $`r=|𝐱|>R_0`$, the range of the potential, this solution reads

$`\varphi _0(𝐱)=\{\begin{array}{cc}1(a/r)^{d2}\hfill & \text{if }d2\hfill \\ \mathrm{ln}(r/a)\hfill & \text{if }d=2\hfill \end{array}`$ (85)
with some $`aR_0`$. We call $`a`$ the scattering length of $`V`$ and $`\varphi _0`$ the defining solution. To obtain the scattering length of a pair interaction $`u`$ one has to solve (82) with $`V=u/2`$, the 1/2 accounting for the reduced mass. For a nonnegative integrable infinite range potential (pair interaction) a finite scattering length still can be defined by truncating the potential at a finite $`R_0`$ and taking the (finite) limit of $`a(R_0)`$ as $`R_0\mathrm{}`$, see Appendix A of .

Suppose now that the scattering length of $`u`$ is $`a`$. What is the scattering length of $`u_N`$, given by (80)? This is not always easy to tell because the defining solution for $`u_N`$ is generally in no simple relation with that one for $`u`$. However, from equations (82) and (85) it is easily seen that the defining solutions of $`u`$ and

$$u_\alpha (𝐱)=\alpha ^2u(\alpha 𝐱)$$
(86)
are related by scaling, $`\varphi _0[u_\alpha ](𝐱)=\varphi _0[u](\alpha 𝐱)`$, and therefore the scattering length of $`u_\alpha `$ is $`a/\alpha `$.
3. If $`\alpha _N`$ tends to infinity, the scattering length of $`u_N`$ tends to zero, and the operator $`\frac{\mathrm{}^2}{2m}\mathrm{\Delta }+u_N/2`$ converges in norm resolvent sense to the one-particle kinetic energy operator. For this to happen, in two and three dimensions $`u_N0`$ is essential. Indeed, in two and three dimensions with $`\alpha _N`$ diverging and $`b_N`$ chosen so that (79) is respected one could define point interactions, that is, self-adjoint extensions of the symmetric operator $`\frac{\mathrm{}^2}{2m}\mathrm{\Delta }|_{C_0^{\mathrm{}}(^d\{0\})}`$ with a nonvanishing scattering length . However, it turns out that for $`u_N0`$ the only extension is the kinetic energy operator (cf. Theorems 1.2.5 and 5.5 of ). The result of Theorem 2 and its corollary can be nontrivial because the scattering length vanishes in conjunction with a diverging particle number.
4. In three dimensions the Gross-Pitaevskii scaling limit is obtained by fixing $`Na_N`$, where $`a_N`$ is the scattering length of the pair interaction, while $`N\mathrm{}`$. To show BEC, we choose $`b_N=\alpha _N^2`$ and $`\alpha _NN`$, so that $`u_N=u_{\alpha _N}`$ with scattering length $`a_N=a_1/N`$. Observe that $`u_{\alpha _N}_1=N^1u_1`$ for GP scaling in three dimensions.
5. Let $`H_N[V,u]`$ be an $`N`$-particle Hamiltonian with an external potential $`V`$ and pair interaction $`u`$. Then

$$\beta H_N[V,\alpha _N^2u(\alpha _N)]\beta \alpha _N^2H_N[\alpha _N^2V(\alpha _N^1),u].$$
(87)
If $`\alpha _N`$ tends to infinity, the scaled temperature $`(\beta \alpha _N^2)^1`$ goes to zero and the trap opens. Lieb and Seiringer  obtained results on the limit of the sequence of ground states of (87). Theorem 2 refers to the limit of the thermal equilibrium states generated by (87). It is not obvious that the two limits define the same state for $`N=\mathrm{}`$. In Theorem 2 there is a first hint that this may hold true: By proving equation (62), we obtain the same lower bound (51) on the density of the condensate at positive temperatures as at zero temperature.
6. In two dimensions the scattering length of $`u_N`$ is always smaller than $`a/\alpha _N`$, the scattering length of $`u_{\alpha _N}`$, cf. (86). In general,

$$u_N(𝐱)=b_N\alpha _N^2u_{\alpha _N}(𝐱)SN^1\alpha _N^{d2}u_{\alpha _N}(𝐱).$$
(88)
In particular, in two dimensions $`u_N(S/N)u_{\alpha _N}`$. Because for $`u0`$ the scattering length of $`\lambda u`$ increases with $`\lambda >0`$, the scattering length of any admissible $`u_N`$ is smaller than that of $`u_{\alpha _N}`$. We note that in two dimensions $`u_\alpha _1=u_1`$, independently of $`\alpha `$.
7. The sequence $`\alpha _N`$ may also decrease with $`N`$, provided that $`b_N`$ decreases sufficiently rapidly, see e.g. Remark 1 for $`\eta <0`$. A curious example in one dimension is $`\alpha _N=N^1`$ and $`b_N=N^2`$. Thus, the scattering length increases proportional to $`N`$, instead of going to zero. According to equation (87), this case corresponds to closing the trap and sending the temperature to infinity – just the opposite of the Gross-Pitaevskii limit in three dimensions.
8. Theorem 2 is valid for a gas confined in a box with periodic, Neumann or Dirichlet boundary conditions. The geometric confinement on a $`d`$-torus is interesting because the eigenstates of the one-particle Hamiltonian are eigenstates of the one-particle reduced density matrix as well, see Section 4.1. Now the inequality (51) implies that at least $`\phi _0`$ is macroscopically occupied and suggests that $`n_j`$ for some small positive $`j`$ can also be of order $`N`$. This would mean a kind of generalized Bose-Einstein condensation, in contrast to the 100% condensation into a single state, obtained for locally bounded trap potentials .
9. For bosons in a locally bounded potential trap scaling of a nonnegative interaction is unavoidable in order that condensation takes place into a fixed localized state $`\phi `$. Particles in $`\phi `$ are confined in a bounded box with a probability arbitrarily close to 1. An unscaled nonnegative interaction would push the particles outside this box and, hence, out of $`\phi `$. In effect, with increasing $`N`$ the system could diminish its interaction energy at the expense of the potential energy, by letting the particles ”climb” a little bit higher up in the potential well.

Acknowledgment
The manuscript underwent a substantial revision in response to some pertinent remarks of Philippe Martin and Robert Seiringer. I thank Barry Simon for a correspondence on ultracontractivity. This work was supported by the Hungarian Scientific Research Fund (OTKA) through grants T 030543 and T 042914.