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# Relaxation of quantum states under energy perturbations

## I Introduction

Consider a quantum system for which the Hamiltonian undergoes a sudden change $`\widehat{h}\widehat{H}`$ at time $`t=0`$ in such a manner that no mechanical ‘work’ is done on or by the system. Here $`\widehat{h}`$ denotes the Hamiltonian before the change, and $`\widehat{H}`$ denotes the Hamiltonian after the change.

If the initial wave function of the system is given by $`\psi _0(x)`$, the probability that the wave function $`\psi _t(x)`$ at a later time $`t>0`$ will be found in the $`n`$-th energy eigenstate $`\chi _n(x)`$ of the new Hamiltonian $`\widehat{H}`$ is determined by the transition amplitude between $`\psi _0(x)`$ and $`\chi _n(x)`$. The assumption that no work is done on or by the system during the sudden change in the Hamiltonian implies that the expectation of the Hamiltonian is preserved under such a transformation. That is to say, the relation

$`{\displaystyle \psi _0^{}(x)\widehat{h}\psi _0(x)dx}={\displaystyle \psi _t^{}(x)\widehat{H}\psi _t(x)dx},`$ (1)
holds even though the Hamiltonian itself has changed.

Just after the application of the perturbation, the wave function can be represented by an expansion of $`\psi _0(x)`$ in terms of the eigenfunctions $`\chi _n(x)`$ of $`\widehat{H}`$. The state then evolves according to the unitary law governed by $`\widehat{H}`$ in such a way that the expectation value of $`\widehat{H}`$ is preserved. According to the unitary law, the wave function $`\psi _t(x)`$ will remain in a state of superposition of the eigenmodes of $`\widehat{H}`$, and this superposition will linger indefinitely in time. Indeed, it is generally necessary to append to quantum theory an additional postulate to the effect that only as a consequence of another kind of a sudden perturbation, namely, an operation of measurement, will the wave function of the system be able to ‘jump’ into one or another of the eigenstates of the new Hamiltonian.

In contrast, by use of the stochastic extension to the Schrödinger equation that we discuss in § 3, it is possible to model the dynamics of the wave function in such a manner that, after the system is perturbed, the wave function spontaneously relaxes to one of the eigenstates of the new Hamiltonian. It is a remarkable fact that the probability laws thus arising from the stochastic dynamics give rise to statistical predictions that are essentially in agreement with the standard predictions of quantum theory.

The purpose of this paper is to present a detailed analysis of the phenomenon of stochastic relaxation in the simple case of a particle in a potential well when the width of the well is instantaneously enlarged. The structure of the paper is as follows. In § 2 we review the basic setup for a free particle in a potential well when the well is subjected to a sudden expansion. We argue that standard quantum mechanics does not give a completely satisfactory account of the matter. In § 3 we review the formalism of the standard energy-based stochastic extension of the Schrödinger equation, and propose the use of stochastic relaxation as a basis for the description of the dynamics of a quantum system following a perturbation. In §§ 4–5 we construct the solution to the stochastic system and describe its properties, and in §§ 6–7 we indicate how the solution can be used for the efficient construction of simulations. More precisely, we show that, according to the stochastic evolutionary law, the system energy fluctuates randomly and eventually relaxes to one of the eigenvalues of the new Hamiltonian. Graphic illustrations are provided for the behaviour of the energy, as well as the probability density of the location of the particle in the well. In § 8 we present an analysis of the timescale associated with the eventuality of relaxation. This analysis then forms the basis of a discussion of a stochastic version of the quantum adiabatic theorem, presented in §§ 9–10.

## II Free expansion in a potential well

We analyse here the sudden expansion of a one-dimensional potential well in which a particle of mass $`\mu `$ is trapped. Before the expansion, the width of the well is $`L`$. The energy spectrum of the particle is given by

$`ϵ_n={\displaystyle \frac{\pi ^2\mathrm{}^2n^2}{2\mu L^2}},`$ (2)
where $`n=1,2,\mathrm{},\mathrm{}`$, for which the corresponding eigenfunctions are

$`\varphi _n(x)=\sqrt{{\displaystyle \frac{2}{L}}}\mathrm{sin}\left({\displaystyle \frac{n\pi }{L}}x\right),0xL.`$ (3)
We assume that initially the particle is in one of the energy eigenstates associated with the potential.

Let us suppose that at $`t=0`$ the Hamiltonian $`\widehat{h}`$ is changed in such a way that the width of the potential is increased from $`L`$ to $`\alpha L`$, where $`\alpha 1`$. Then for any $`t>0`$ the wave function of the system can be expressed as a superposition of the normalised stationary states of the new Hamiltonian $`\widehat{H}`$. These are given by

$`\chi _n(x)=\sqrt{{\displaystyle \frac{2}{\alpha L}}}\mathrm{sin}\left({\displaystyle \frac{n\pi }{\alpha L}}x\right),0x\alpha L,`$ (4)
for which the associated eigenvalues are

$`E_n={\displaystyle \frac{\pi ^2\mathrm{}^2n^2}{2\mu \alpha ^2L^2}},`$ (5)
where $`n=1,\mathrm{},\mathrm{}`$. It follows according to the unitary dynamics of the Schrödinger equation that after the expansion has taken place the system will be in an indefinite state of energy, and will remain so.

If the particle is initially in the $`n`$-th eigenstate $`\varphi _n(x)`$ with energy $`ϵ_n`$, then the probability $`\pi _{nm}`$ that, after the expansion has taken place, the particle will be found in the $`m`$-th eigenstate $`\chi _m(x)`$ of the new Hamiltonian, with energy $`E_m`$, is

$`\pi _{nm}=\left({\displaystyle _0^L}\varphi _n(x)\chi _m(x)dx\right)^2.`$ (6)
A short calculation shows that

$`\pi _{nm}={\displaystyle \frac{4\alpha ^3n^2}{\pi ^2(m^2\alpha ^2n^2)^2}}\mathrm{sin}^2\left({\displaystyle \frac{\pi m}{\alpha }}\right).`$ (7)
Clearly, if such a change of state occurs, then energy is not strictly conserved. The conservation of energy is maintained in expectation, however. Indeed, we have the identity

$`{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}\pi _{nm}E_m=ϵ_n,`$ (8)
which is valid for all $`n`$ and for all $`\alpha `$, by virtue of which we can confirm that the expectation value of the Hamiltonian is a constant of the motion (Bender, Brody $`\&`$ Meister 1999).

To understand the energy conservation law intuitively in this example, we can regard the potential walls as forming the ‘piston’ of a one-dimensional cylinder. Suppose we consider an ensemble consisting of a large number of independent identical particles in the cylinder. Then when the piston is instantaneously moved outwards, the system undergoes a free expansion. During such a process, the particles do no mechanical work on the piston. As a result, there is no net flow of energy going out of the cylinder, and thus the energy is conserved. The ‘energy’ that is conserved in this case is the ensemble energy, i.e. the product of total number of particles and the expectation value of the energy of an individual particle.

The foregoing formulae follow directly from the basic principles of quantum theory. In particular, the standard interpretation of quantum theory maintains that after the expansion the system will remain in an indefinite state of energy, until the energy is measured. However, there are many situations in which it is natural to presume that after the passage of some time the system spontaneously relaxes into one or another of the eigenstates of the new Hamiltonian, irrespective of whether a measurement is made. Many natural phenomena are of this character: after perturbation, there follows relaxation. Quantum theory, as such, does not account for this satisfactorily. There is arguably an implicit assumption that, in the absence of specific acts of measurement, quantum systems of any significant size or complexity will settle into a stable eigenstate, typically an eigenstate of energy.

In what follows we take the point of view that, after perturbation, the system does eventually evolve spontaneously into one of the stable eigenstates. Quantum theory in itself offers no clue as regards the precise mechanism according to which the system relaxes to the new stationary state. These questions can, nevertheless, be addressed in a very satisfactory way by use of the dynamics of the stochastic extension of the Schrödinger equation, as we shall demonstrate.

## III Energy-based stochastic dynamics

In what follows we shall suppose that the dynamical mechanism governing the relaxation of the quantum system is determined by the standard energy-based stochastic extension of the Schrödinger equation. This is given by the following stochastic differential equation of the Ito type:

$`\mathrm{d}\psi _t(x)=\mathrm{i}\widehat{H}\psi _t(x)\mathrm{d}t\frac{1}{8}\sigma ^2(\widehat{H}H_t)^2\psi _t(x)\mathrm{d}t+\frac{1}{2}\sigma (\widehat{H}H_t)\psi _t(x)\mathrm{d}W_t`$ (9)
for which it is assumed that there is a prescribed initial wave function $`\psi _0(x)`$. Here $`W_t`$ denotes a standard Wiener process, and

$`H_t={\displaystyle \frac{\psi _t^{}(x)\widehat{H}\psi _t(x)dx}{\psi _t^{}(x)\psi _t(x)dx}}`$ (10)
is the random process corresponding to the expectation value of the Hamiltonian operator $`\widehat{H}`$ in the random state $`\psi _t(x)`$. The volatility parameter $`\sigma `$ appearing in (9) has the units

$`[\sigma ]=[\mathrm{Energy}]^1[\mathrm{Time}]^{1/2}.`$ (11)
Dynamical equations of the type (9) for the evolution of the wave function and various generalisations thereof, were introduced originally as simple models to characterise the collapse of the wave function when a measurement is carried out on a system (Gisin 1984, 1989, Ghirardi, et al 1986, 1990, Diosi 1988; see, e.g., Percival 1998, Pearle 2000 and Bassi $`\&`$ Ghirardi 2002 and references cited therein for a more comprehensive account of the relevant literature). The idea that wave function should proceed to energy eigenstates was proposed by Bedford and Wang (1975, 1977). The specific energy-based form of the dynamics (9), which has been studied by Gisin 1989, Percival 1994, 1995, Hughston 1996, Adler $`\&`$ Horowitz 2000, Adler 2002, and Brody $`\&`$ Hughston 2002, amongst others, is the most parsimonious of these state reduction models and in many respects perhaps the most attractive as the basis for a fundamental model. In this paper we carry the physical application of the stochastic theory a step further and propose the use of (9) as an elementary model for characterising the relaxation of the state of a quantum system when its Hamiltonian has been perturbed. We shall leave open here the question of whether the volatility parameter $`\sigma `$ governing the timescale of relaxation is phenomenological in character, i.e. varying according to the structure of the system, or universal, e.g., Planckian. Before deriving the solution to (9) and applying the results to perturbation theory, we shall briefly sketch some of the basic mathematical and physical properties associated with the dynamics (9). For further details, see Adler et al. (2001) and references cited therein.

Let us first note that the coefficient of the Brownian motion in the third term of the right-hand side of (9) is given by the difference of the Hamiltonian operator and its expectation, acting on the wave function. Thus if the system enters into an eigenstate of the Hamiltonian, this coefficient becomes zero, and the random fluctuations generated by the process $`W_t`$ make no further contribution to the dynamics of $`\psi _t(x)`$. This property likewise applies to the second term, which together with the third term ‘drives’ the system into a state of lower energy uncertainty. Starting from an arbitrary initial state, the system is randomly driven into states with lower energy variance, until it finally reaches an eigenstate of the Hamiltonian, in which the variance vanishes.

A process for which both of the coefficients of the $`\mathrm{d}t`$ term and the $`\mathrm{d}W_t`$ term in the associated stochastic differential equation are smooth functions of the process $`\psi _t(x)`$ itself is called a diffusion. If the number of Brownian motions is smaller than the dimensionality of the process $`\psi _t(x)`$, then the process is said to be a degenerate diffusion. In the present consideration, while the wave function $`\psi _t(x)`$ is an element of an infinite dimensional Hilbert space, there is only a single Brownian motion driving the system, and thus the dynamical equation (9) represents a highly degenerate diffusion. A typical feature of a degenerate diffusion, as opposed to a generic diffusion, is that it may have a ‘focusing’ effect. Indeed, in the case of (9) the wave function is focussed to one of the energy eigenstates, as a consequence of the dynamics.

Given the dynamical equation (9) for the wave function and the corresponding process (10) for the expected energy, we can determine the stochastic equation satisfied by $`H_t`$. Specifically, this is given by

$`\mathrm{d}H_t=\sigma V_t\mathrm{d}W_t,`$ (12)
where

$`V_t={\displaystyle \frac{\psi _t|(\widehat{H}H_t)^2|\psi _t}{\psi _t|\psi _t}}`$ (13)
is the process associated with the variance of the energy. The variance process satisfies

$`\mathrm{d}V_t=\sigma ^2V_t^2\mathrm{d}t+\sigma \beta _t\mathrm{d}W_t,`$ (14)
where

$`\beta _t={\displaystyle \frac{\psi _t|(\widehat{H}H_t)^3|\psi _t}{\psi _t|\psi _t}}`$ (15)
is the third central moment of the energy. As a consequence, integrating (12) and (14) we find that the energy process can be expressed in the form

$`H_t=H_0+\sigma {\displaystyle _0^t}V_sdW_s`$ (16)
and the variance process can be written as

$`V_t=V_0\sigma ^2{\displaystyle _0^t}V_s^2ds+\sigma {\displaystyle _0^t}\beta _sdW_s.`$ (17)
Owing to elementary properties of the stochastic integrals (16) and (17) one can determine the relations

$`𝔼\left[H_u|\{H_s\}_{0st}\right]=H_t`$ (18)
and

$`𝔼\left[V_u|\{V_s\}_{0st}\right]V_t`$ (19)
for $`tu`$. Here $`𝔼[\mathrm{}|\{X_s\}_{0st}]`$ denotes the conditional expectation given the history of the process $`X_s`$ from time $`0`$ up to time $`t`$. Therefore, the conditional expectation of the energy process at any time $`ut`$, given its history up to time $`t`$, is given by its value at time $`t`$. We thus say that $`H_t`$ satisfies the martingale condition. It follows that $`H_t`$ is on average conserved, whereas the variance $`V_t`$ tends, on average, to decrease, corresponding to the spontaneous reduction of the system to an eigenstate. The reductive character of the dynamics (9) is indicated by the fact that $`V_t`$ satisfies the supermartingale condition.

## IV Analytic solution to the stochastic equation

Despite its nonlinearity, the dynamical equation (9) can be solved exactly to yield an analytic solution that fully characterises the dynamical state of the system at any time in terms of a pair of state variables (Brody $`\&`$ Hughston 2002). The method of obtaining the solution, which is of some interest in its own right, makes use of the classical techniques of nonlinear filtering theory. More precisely, we consider a process of the form

$`\xi _t=\sigma tH+B_t,`$ (20)
where $`B_t`$ is a Brownian motion, and $`\sigma `$ is the parameter that ultimately determines the characteristic relaxation timescale. The random variable $`H`$ takes on the value $`E_m`$ with probability $`\pi _m`$, where $`\pi _m`$ is taken to be the transition probability from the initial quantum state to the energy eigenstate with energy $`E_m`$. Intuitively, one can think of the process $`\xi _t`$ as representing the value of a phase, scaled by the constant $`\sigma `$, together with a random noise term, whose strength, relative to the variable $`H`$, decreases inverse-proportionally in time.

The random variable $`H`$ is to be thought of as representing the value of the energy to which the system ultimately relaxes after the passage of sufficient time. Given the trajectory of the process $`\xi _t`$ up to time $`t`$, we would like to determine the best estimate for the value of $`H`$. Because the standard error in the value of $`B_t`$ grows only like the square-root of time, it follows that as time passes the true value of $`H`$ is gradually revealed. The estimate will be denoted $`H_t`$, which is obtained by taking the conditional expectation of the random variable $`H`$, given the history of $`\xi _t`$ up to that time. Because $`\xi _t`$ is a Markov process, this implies that $`H_t`$ is the expectation of $`H`$ conditional on the value $`\xi _t`$, that is,

$`H_t=𝔼\left[H|\xi _t\right].`$ (21)
The argument that $`H_t`$ is the best estimate for $`H`$ given the history of $`\xi _t`$ is as follows. Suppose $`Y_t`$ is any process that at time $`t`$ can be expressed as a functional of the history of $`\xi _s`$ for $`0st`$. Then the choice of $`Y_t`$ that minimises the expected mean square error $`𝔼[(HY_t)^2|\{\xi _s\}_{0st}]`$ given the history of $`\xi _t`$ is the process $`H_t`$ defined by (21). This can be deduced by a straightforward variational argument.

Because $`H_t`$ is given, for each value of $`t`$, by a conditional expectation with respect to the random variable $`\xi _t`$, it follows that $`H_t`$ can be expressed as a function of $`\xi _t`$. In order to determine the conditional expectation (21) more explicitly, we require the conditional probability $`(H=E_m|\xi _t)`$ for the random variable $`H`$. By use of the Bayes law for conditional probability, we find that this is given by

$`(H=E_m|\xi _t)={\displaystyle \frac{\pi _m\rho (\xi _t|H=E_m)}{_{n=1}^{\mathrm{}}\pi _n\rho (\xi _t|H=E_n)}}.`$ (22)
Here $`\rho (\xi _t|H=E_m)`$ denotes the conditional density function for the continuous random variable $`\xi _t`$ given that $`H=E_m`$. In deriving (22) we make use of the fact that the unconditional probability $`(H=E_m)`$ is just $`\pi _m`$ for the given initial state. We have also used the relation

$`\rho (\xi _t)={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\pi _n\rho (\xi _t|H=E_n).`$ (23)
Since $`B_t`$ is a Brownian motion, it is by definition normally distributed with mean zero and variance $`t`$. Thus the conditional probability density for $`\xi _t`$ is

$`\rho (\xi _t|H=E_m)={\displaystyle \frac{1}{\sqrt{2\pi t}}}\mathrm{exp}\left({\displaystyle \frac{1}{2t}}(\xi _t\sigma E_mt)^2\right).`$ (24)
Inserting this expression into (22), we deduce that

$`(H=E_m|\xi _t)`$ $`=`$ $`{\displaystyle \frac{\pi _m\mathrm{exp}\left(\sigma E_m\xi _t\frac{1}{2}\sigma ^2E_m^2t\right)}{_{n=1}^{\mathrm{}}\pi _n\mathrm{exp}\left(\sigma E_n\xi _t\frac{1}{2}\sigma ^2E_n^2t\right)}}.`$ (25)
Since the energy process is given by the expectation

$`H_t={\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}E_m(H=E_m|\xi _t),`$ (26)
it follows that

$`H_t={\displaystyle \frac{_{m=1}^{\mathrm{}}\pi _mE_m\mathrm{exp}\left(\sigma E_m\xi _t\frac{1}{2}\sigma ^2E_m^2t\right)}{_{m=1}^{\mathrm{}}\pi _m\mathrm{exp}\left(\sigma E_m\xi _t\frac{1}{2}\sigma ^2E_m^2t\right)}}.`$ (27)
We note that in (27) the process $`H_t`$ for the conditional expectation of the random variable $`H`$ is expressed in terms of a function of $`t`$ and $`\xi _t`$. As a consequence, the dynamics of the process $`\xi _t`$ can be expressed as a diffusion equation of the form

$`\mathrm{d}\xi _t=\sigma H_t\mathrm{d}t+\mathrm{d}W_t,`$ (28)
where $`W_t`$ is a standard Brownian motion with respect to the filtration generated by the history of $`H_t`$. The existence of a Brownian motion $`W_t`$ satisfying (28) follows as a consequence of well-established line of argument in nonlinear filtering theory (see Liptser $`\&`$ Shiryaev 1974), the details of which in the present context are set out in Brody $`\&`$ Hughston (2002).

## V Stochastic relaxation

In order to see directly the relaxation of the Hamiltonian process (27) to one of the energy eigenvalues, we can argue as follows.

Let us suppose that the random variable $`H`$ happens to take the value $`E_j`$. By definition such an event occurs with probability $`\pi _j`$. More precisely, we condition on the outcome of the event $`H=E_j`$ and analyse the evolution of process (27). Then, writing $`\xi _t=\sigma E_jt+B_t`$, we obtain, for the corresponding realisation of $`H_t`$, the expression

$`H_t^j={\displaystyle \frac{\pi _jE_j+_{mj}^{\mathrm{}}\pi _mE_m\mathrm{exp}\left(\sigma (E_mE_j)B_t\frac{1}{2}\sigma ^2(E_mE_j)^2t\right)}{\pi _j+_{mj}^{\mathrm{}}\pi _m\mathrm{exp}\left(\sigma (E_mE_j)B_t\frac{1}{2}\sigma ^2(E_mE_j)^2t\right)}}`$ (29)
where the superscript $`j`$ in $`H_t^j`$ indicates the conditioning on the event $`\{H=E_j\}`$.

Because the exponential terms appearing in both denominator and numerator have the property that, as $`t\mathrm{}`$, the probability that these terms remain positive approaches zero, it follows that the energy process $`H_t^j`$ converges asymptotically to the designated eigenvalue $`E_j`$.

Indeed for any normally distributed random variable $`B_t`$ with mean zero and variance $`t`$ it is an elementary fact that if $`\nu 0`$ then

$`\underset{t\mathrm{}}{lim}\left(\mathrm{exp}\left(\nu B_t\frac{1}{2}\nu ^2t\right)>x\right)=0`$ (30)
for any given $`x>0`$.

The exact, closed-form solution (29) shows how the expectation value of the system Hamiltonian evolves in time. In particular, it shows how the system organises itself spontaneously to move into a stable, stationary state of the new Hamiltonian. Since formula (29) is expressed in terms of a simple analytic function of the Brownian motion $`B_t`$ and time $`t`$, there arises the possibility of efficiently simulating the evolution of the process $`H_t`$.

## VI Wave function dynamics

We return now to the analysis of the dynamics of the state $`\psi _t(x)`$ of a particle trapped in a potential well following a sudden expansion of the width of the well. In this case the solution to the stochastic differential equation (9) can be expressed in the form

$`\psi _t(x)={\displaystyle \frac{_{m=1}^{\mathrm{}}\pi _m^{1/2}\mathrm{exp}\left(\mathrm{i}E_mt+\frac{1}{2}\sigma E_m\xi _t\frac{1}{4}\sigma ^2E_m^2t\right)\chi _m(x)}{\left(_{m=1}^{\mathrm{}}\pi _m\mathrm{exp}\left(\sigma E_m\xi _t\frac{1}{2}\sigma ^2E_m^2t\right)\right)^{1/2}}}.`$ (31)
Here $`\chi _m(x)`$ denotes the normalised eigenfunction of the Hamiltonian $`\widehat{H}`$ with energy $`E_m`$, and the choice of the initial wave function $`\psi _0(x)`$ is implicit in the probability $`\pi _m`$:

$`\pi _{nm}=\left({\displaystyle _0^L}\psi _0(x)\chi _m(x)dx\right)^2.`$ (32)
The solution (31) can be verified by taking the stochastic differential of the right hand side of (31) and using the Ito rules, and then making the substitution (28).

The convergence of the infinite sum in the numerator and the denominator of (31) for finite $`t`$ may not be immediately evident. In order to check that these summations converge, we substitute a particular realisation of the path for $`\xi _t`$, say, $`\xi _t=\sigma E_jt+B_t`$, when the random variable $`H`$ happens to take the value $`E_j`$. Then on account of the fact that $`E_mm^2`$, we find that the summands decay, for each fixed $`j`$, like $`\mathrm{exp}(m^4)`$, and convergence is ensured.

Let us now consider the random dynamics of the probability density function

$`\rho _t(x)=\psi _t^{}(x)\psi _t(x)`$ (33)
for finding the particle at the location $`x`$ in the interval $`[0,\alpha L]`$. We would like to obtain the probability distribution for the particle in the case where the final state of the system is given by the eigenstate $`\chi _j(x)`$ for some given value of $`j`$. The probability for this particular realisation to occur is given by $`\pi _j`$. By rearrangement of terms, and writing

$`\omega _{mj}=E_mE_j`$ (34)
for the energy-level difference, we obtain

$`\rho _t^j(x)={\displaystyle \frac{\left|_m\pi _m^{1/2}\mathrm{exp}\left(\mathrm{i}\omega _{mj}t+\frac{1}{2}\sigma \omega _{mj}B_t\frac{1}{4}\sigma ^2\omega _{mj}^2t\right)\chi _m(x)\right|^2}{_m\pi _m\mathrm{exp}\left(\sigma \omega _{mj}B_t\frac{1}{2}\sigma ^2\omega _{mj}^2t\right)}}`$ (35)
for the probability density. Thus $`\rho _t(x)`$ is a measure-valued process, i.e. at each given time $`t`$ it is a smooth density function over $`[0,\alpha L]`$, but the form of the function evolves randomly in time until it relaxes to the final distribution $`\chi _j^2(x)`$.

## VII Simulation of the energy and the probability density

With these formulae at hand, we now consider the simulation of the random trajectory for the expectation value of the Hamiltonian governed by the dynamics (27). We also consider the simulation of the corresponding probability density function (35) for the position of the particle in the potential well. The quantum system is defined by specifying the value of the mass $`\mu `$ of the particle, the width $`L`$ of the well, the volatility parameter $`\sigma `$ governing the stochastic dynamics, and the well expansion factor $`\alpha `$. For simplicity, we shall examine the case where the system is initially in its ground state $`\varphi _1(x)`$, although any other initial condition, including mixed initial states, can be treated analogously. Then the energy process (29), corresponding to the particular realisation $`\psi _{\mathrm{}}(x)=\chi _j(x)`$ of the terminal state, can be written in the form

$`H_t^j={\displaystyle \frac{_m\pi _mE_m\mathrm{exp}\left(\sigma \omega _{mj}B_t\frac{1}{2}\sigma ^2\omega _{mj}^2t\right)}{_m\pi _m\mathrm{exp}\left(\sigma \omega _{mj}B_t\frac{1}{2}\sigma ^2\omega _{mj}^2t\right)}}.`$ (36)
The associated probability density for the position of the particle in the interval $`[0,\alpha L]`$ is given by

$`\rho _t^j(x)`$ $`=`$ $`{\displaystyle \frac{\left(_m\pi _m^{1/2}\mathrm{exp}\left(\frac{1}{2}\sigma \omega _{mj}B_t\frac{1}{4}\sigma ^2\omega _{mj}^2t\right)\chi _m(x)\mathrm{cos}(\omega _{mj}t)\right)^2}{_m\pi _m\mathrm{exp}\left(\sigma \omega _{mj}B_t\frac{1}{2}\sigma ^2\omega _{mj}^2t\right)}}`$ (38)
$`+{\displaystyle \frac{\left(_m\pi _m^{1/2}\mathrm{exp}\left(\frac{1}{2}\sigma \omega _{mj}B_t\frac{1}{4}\sigma ^2\omega _{mj}^2t\right)\chi _m(x)\mathrm{sin}(\omega _{mj}t)\right)^2}{_m\pi _m\mathrm{exp}\left(\sigma \omega _{mj}B_t\frac{1}{2}\sigma ^2\omega _{mj}^2t\right)}}.`$
The process $`H_t^j`$ defined by (36) can be thought of as a kind of ‘Brownian bridge’ that interpolates between the two energy levels $`ϵ_1`$ and $`E_j`$. That is to say, initially the system has energy $`ϵ_1`$, and then it progresses along a random trajectory to reach the designated terminal level $`E_j`$. A similar remark applies to the density process $`\rho _t^j(x)`$ of (38), which interpolates between the two functions $`\varphi _1^2(x)`$ and $`\chi _j^2(x)`$. It should be evident that, unlike $`H_t`$, the process $`H_t^j`$ does not conserve energy.

To obtain a better feeling for the dynamics of $`H_t^j`$ it will be useful to examine the associated stochastic differential equation. In particular, if we take the stochastic differential of (36), then after a rearrangement of terms we obtain

$`\mathrm{d}H_t^j=\sigma ^2V_t^j\left(E_jH_t^j\right)\mathrm{d}t+\sigma V_t^j\mathrm{d}B_t,`$ (39)
where the nonnegative process $`V_t^j`$ is given by

$`V_t^j={\displaystyle \frac{_m\pi _m(E_mH_t^j)^2\mathrm{exp}\left(\sigma \omega _{mj}B_t\frac{1}{2}\sigma ^2\omega _{mj}^2t\right)}{_k\pi _m\mathrm{exp}\left(\sigma \omega _{mj}B_t\frac{1}{2}\sigma ^2\omega _{mj}^2t\right)}}.`$ (40)
We learn from (39) that $`H_t^j`$ is a mean-reverting process with mean level $`E_j`$ and reversion rate $`\sigma ^2V_t^j`$. In fact, one can integrate (39) by means of the standard technique used in the case of the classical Ornstein-Uhlenbeck process (see, e.g., Doob 1942) to obtain

$`H_t^j=E_j+\left(H_0^jE_j\right)\mathrm{e}^{\sigma ^2_0^tV_s^jds}+\sigma {\displaystyle _0^t}\mathrm{e}^{\sigma ^2_u^tV_s^jds}V_u^jdB_u,`$ (41)
which shows clearly how the information of the initial condition is damped away at the rate $`\sigma ^2\overline{V}_t^j`$, where

$`\overline{V}_t^j={\displaystyle \frac{1}{t}}{\displaystyle _0^t}V_s^jds.`$ (42)
Alternatively, we can write (41) in the form

$`H_t^jE_j=\left(H_0^jE_j+\sigma {\displaystyle _0^t}\mathrm{e}^{\sigma ^2_0^uV_s^jds}V_u^jdB_u\right)\mathrm{e}^{\sigma ^2_0^tV_s^jds},`$ (43)
which expresses the difference $`H_t^jE_j`$ between $`H_t^j`$ and its terminal value as the product of a martingale and a positive decreasing process.

With expressions (36) and (38) at hand we proceed to simulate some realisations of these processes. For convenience we take advantage of the fact that there is a natural energy unit $`\epsilon `$ determined by the problem, which is given by

$`\epsilon ={\displaystyle \frac{\mathrm{}^2}{2\mu L^2}}.`$ (44)
Thus, when we plot figures we can express energies in units of $`\epsilon `$, and we can express times in units of

$`{\displaystyle \frac{1}{\sigma ^2\epsilon ^2}}={\displaystyle \frac{4\mu ^2L^4}{\mathrm{}^4\sigma ^2}}.`$ (45)
In the analysis that follows, energy and time will be expressed in these units.

In Figure 1 the energy process $`H_t^j`$ is shown for several values of $`j`$ ranging from 1 to 6, where initially the system is in the ground state of the old potential, with energy $`ϵ_1=\pi ^2`$. In these examples the width of the potential is expanded at $`t=0`$ by a factor of $`\alpha =2.5`$. The most likely transition to occur, given the initial state $`\varphi _1(x)`$, when the width is expanded by a factor of 2.5, is the first excited state $`\chi _2(x)`$. In this example it follows as a consequence of (7) that $`\pi _{15}=0`$, and hence the transition into the fifth energy level does not occur. Instead, there is a transition to the fourth level.

Several realisations of the corresponding probability distribution for the particle are shown in Figure 2, where the terminal wave function is the first excited state $`\chi _2(x)`$. The probability of this event to be realised is as large as $`0.43`$. In most examples the initial state swiftly changes into the terminal state, although some interesting behaviour can occasionally be observed when the value of the Brownian motion $`B_t`$ grows large.

In Figure 3 the numerical average of the energy process, corresponding to the expectation of $`H_t^j`$, is shown for a range of terminal states in the case where the expansion factor is $`\alpha =2.5`$. Each graph represents the average of one thousand simulations for each energy level. The behaviour observed in the fifth energy level reflects the fact that, in this case, the terminal state is given by the fourth eigenstate $`\chi _4(x)`$. This is because $`E_4`$ is the closest energy eigenvalue to $`E_5`$ in the present example. To see this, we note that, if we write $`\xi =\mathrm{exp}(\sigma \omega _{45}B_t\frac{1}{2}\sigma ^2\omega _{45}^2t)`$ then as a consequence of (36) it follows that $`H_t^5`$ can be written in the form

$`H_t^5={\displaystyle \frac{\xi \left(\pi _4E_4+_m^{}\pi _mE_m\mathrm{exp}\left(\sigma (\omega _{m5}\omega _{45})B_t\frac{1}{2}\sigma ^2(\omega _{m5}^2\omega _{45}^2)t\right)\right)}{\xi \left(\pi _4+_m^{}\pi _m\mathrm{exp}\left(\sigma (\omega _{m5}\omega _{45})B_t\frac{1}{2}\sigma ^2(\omega _{m5}^2\omega _{45}^2)t\right)\right)}}`$ (46)
where $`_m^{}=_{m4}`$. Thus, the $`\xi `$-dependence cancels, and because $`\omega _{m5}^2\omega _{45}^2>0`$ for all $`m4`$, we see that as $`t\mathrm{}`$ the exponents in the denominator and the numerator go to zero and we are left with the leading term $`E_4`$.

In general, if the terminal value for the energy is chosen to be $`E_j`$ when the initial state $`\psi _0(x)`$ is orthogonal to $`\chi _j(x)`$, i.e. $`\pi _j=0`$, then the system necessarily relaxes into the eigenstate whose eigenvalue is the closest to $`E_j`$ (S. L. Adler, private communication).

In Figure 4 we sketch the dynamics of the ensemble average for the probability density function for the location of the particle, in the case where the terminal state is the first excited state $`\chi _2(x)`$. This result corresponds to the average of a thousand examples of the type presented in Figure 2.

## VIII Relaxation timescale

One of the advantages of the simulation methodology is that it opens up the possibility of a direct analysis of the timescale $`\tau _R`$ over which relaxation typically occurs. Let us define the process $`M_{mj}`$ by

$`M_{mj}=\mathrm{exp}\left(\sigma \omega _{mj}B_t\frac{1}{2}\sigma ^2\omega _{mj}^2t\right),`$ (47)
where for simplicity of notation we suppress the time dependence of $`M_{mj}(t)`$. The energy process (36) conditional on the outcome $`E_j`$ can then be written in the form

$`H_t^j={\displaystyle \frac{\pi _jE_j+_{mj}^{\mathrm{}}\pi _mE_mM_{mj}}{\pi _j+_{mj}^{\mathrm{}}\pi _mM_{mj}}},`$ (48)
since $`M_{jj}=1`$. Clearly, if $`M_{mj}`$ is sufficiently small, then $`H_t^j`$ will approach its terminal value $`E_j`$ and the system will have relaxed. This occurs when $`t>\tau _R`$.

In order to study the scale of $`\tau _R`$, we consider the probability that the process $`M_{mj}`$ is smaller than $`\mathrm{e}^\lambda `$ for some number $`\lambda `$. If $`\omega _{mj}>0`$ this is given by

$`\left(M_{mj}<\mathrm{e}^\lambda \right)`$ $`=`$ $`\left(\sigma \omega _{mj}B_t\frac{1}{2}\sigma ^2\omega _{mj}^2t<\lambda \right)`$ (49)
$`=`$ $`\left(B_t<\frac{1}{2}\sigma \omega _{mj}t{\displaystyle \frac{\lambda }{\sigma \omega _{mj}}}\right)`$ (50)
$`=`$ $`N\left(\frac{1}{2}\sigma |\omega _{mj}|\sqrt{t}{\displaystyle \frac{\lambda }{\sigma |\omega _{mj}|\sqrt{t}}}\right).`$ (51)
Here $`N(x)`$ is the standard normal distribution function

$`N(x)={\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle _{\mathrm{}}^x}\mathrm{e}^{\frac{1}{2}y^2}dy.`$ (52)
Note that in obtaining the second expression on the right-hand side of (51) we have used the fact that $`\omega _{mj}>0`$; whereas if $`\omega _{mj}<0`$ we would instead have the probability

$`\left(M_{mj}<\mathrm{e}^\lambda \right)=\left(B_t>\frac{1}{2}\sigma \omega _{mj}t{\displaystyle \frac{\lambda }{\sigma \omega _{mj}}}\right).`$ (53)
However, owing to the symmetry relation $`N(x)=1N(x)`$ satisfied by the normal distribution function, the final result (51) is unaltered.

Now, for relaxation, we would like the probability (51) to be sufficiently great, say,

$`\left(M_{mj}<\mathrm{e}^\lambda \right)0.95,`$ (54)
for a suitably large $`\lambda `$. The choice of $`\lambda `$ corresponds to how far the reduction has to proceed for relaxation to have effectively set in. Because $`N(x)0.95`$ when $`x1.65`$, we can put a bound on the time variable such that the probability (51) is greater than $`0.95`$. This is given by

$`\frac{1}{2}\sigma |\omega _{mj}|\sqrt{t}{\displaystyle \frac{\lambda }{\sigma |\omega _{mj}|\sqrt{t}}}>1.65,`$ (55)
or equivalently

$`\sqrt{t}>{\displaystyle \frac{3.3+\sqrt{3.3^2+8\lambda }}{2\sigma |\omega _{mj}|}}.`$ (56)
In particular, for a fixed value of $`j`$, we would like this relation to hold for all values of $`mj`$. That is to say, we would like $`M_{mj}`$ to become negligible for all $`mj`$, which will ensure that $`H_t^jE_j`$. This can be guaranteed by choosing $`m=j+1`$, since this choice maximises the right hand side of (56). For example, if we take $`\lambda =10`$, then the relaxation timescale obtained is of the order

$`\tau _R{\displaystyle \frac{40\alpha ^4}{\pi ^4\sigma ^2(2j+1)^2}}`$ (57)
when the terminal state is $`\chi _j(x)`$. Thus provided $`t\tau _R`$, we can be $`95\%`$ confident that $`M_{mj}<10^5`$ for every $`mj`$.

We note, incidentally, that the result in (57) is based on the assumption that the expansion factor $`\alpha `$ is strictly and sufficiently greater than one. In the exceptional case where $`\alpha =1`$, we have $`\tau _R=0`$, which follows directly from (48) if one notes that $`\pi _m=0`$ for every $`mj`$, and thus $`H_t^j=E_j`$ irrespective of the values of $`M_{mj}`$ and $`t`$.

When $`\alpha 1`$, the foregoing analysis on the relaxation timescale needs to be carried out more carefully. For this purpose, let us consider the case in which we have $`\alpha =1+ϵ`$, where the value of $`ϵ0`$ can be very small. Now, if the system is initially in the ground state $`\varphi _1(x)`$, then for $`ϵ1`$, the transition probability $`\pi _m(ϵ)`$ admits the expansion

$`\pi _m(ϵ)`$ $``$ $`{\displaystyle \frac{4\mathrm{sin}^2(\pi m)}{\pi ^2(m^21)^2}}+({\displaystyle \frac{16\mathrm{sin}^2(\pi m)}{\pi ^2(m^21)^3}}`$ (59)
$`+{\displaystyle \frac{4(3\mathrm{sin}^2(\pi m)2\pi m\mathrm{sin}(\pi m)\mathrm{cos}(\pi m))}{\pi ^2(m^21)^2}})ϵ+\mathrm{}`$
for all $`m`$. In particular, $`\pi _1(ϵ)`$ is of order one, whereas the next largest transition probability when $`\alpha 1`$ is given, up to order $`ϵ^2`$, by $`\pi _2(ϵ)=\frac{16}{9}ϵ^2`$. The implication of this is that the condition for $`\pi _mM_{m1}<\mathrm{e}^\lambda `$ to be valid for all $`m1`$ with $`95\%`$ confidence-level is automatically satisfied for all $`t0`$, and thus it is not a sufficient criteria to determine the relaxation timescale.

Therefore, it is important in the small perturbation regime to determine how small $`ϵ`$ can be for the $`(p\times 100)\%`$ confidence-level analysis to be viable. This can be determined if we replace $`\lambda `$ in (51) by $`\lambda +\mathrm{ln}\pi _m(ϵ)`$ and $`0.95`$ in (54) by $`p`$. The latter is equivalent to replacing $`1.65`$ in (55) by $`N^1(p)`$, where $`N^1(x)`$ is the inverse of the normal distribution function (52). The result gives us

$`\sqrt{t}>{\displaystyle \frac{2N^1(p)+\sqrt{(2N^1(p))^2+8(\lambda +\mathrm{ln}\pi _m(ϵ))}}{2\sigma |\omega _{mj}|}},`$ (60)
and we maximise the right-hand side of (60) over all $`mj`$, when $`j=1`$. The maximum is obtained by setting $`m=2`$, which leads us to the timescale for relaxation into ground state. This is given by

$`\tau _R{\displaystyle \frac{1}{\sigma ^2\omega _{21}^2}}\left(N^1(p)+\sqrt{2\lambda +4\mathrm{ln}(4ϵ/3)+\left(N^1(p)\right)^2}\right)^2.`$ (61)
In particular, for a fixed $`ϵ`$, either $`\lambda `$ or $`p`$ must be sufficient large so that the right-hand side of (61) is real. Conversely, for fixed $`\lambda `$ and $`p`$ the confidence-level analysis is viable only when $`ϵ`$ is large enough to ensure the reality of the right-hand side of (61).

## IX Towards the quantum adiabatic theorem

The analysis of the relaxation timescale shows that for an infinitesimal expansion of potential well the initial eigenstate $`\varphi _n(x)`$ will almost immediately relax into the corresponding eigenstate $`\chi _n(x)`$. This result suggests that when the potential well is expanded sufficiently slowly, then the dynamics of relaxation will force the system to remain in the $`n`$-th eigenstate. In other words, the stochastic evolutionary law appears to give rise to an analogue of quantum adiabatic theorem. In what follows we shall explore this idea in greater depth.

For this purpose we need to consider now the dynamics of a quantum system in the presence of a time-dependent Hamiltonian. Let us denote by $`\widehat{H}(t)`$ a generic time-dependent Hamiltonian, and for each fixed time $`t`$ we write $`\chi _n(t,x)`$ $`(n=1,2,\mathrm{})`$ for the $`n`$-th eigenstate of the operator $`\widehat{H}(t)`$ with eigenvalue $`E_n(t)`$. Now, for an adiabatic approximation, we shall assume that $`\widehat{H}(t)`$, $`\chi _n(t,x)`$, and $`E_n(t)`$ are continuous in $`t`$, and vary sufficiently slowly so that we can write

$`{\displaystyle \frac{\chi _n(t,x)}{t}}\mathrm{i}E_n(t)\chi _n(t,x).`$ (62)
Then for a general state $`\psi _t(x)`$ the Schrödinger evolution can be written as

$`{\displaystyle \frac{\psi _t(x)}{t}}=\mathrm{i}\widehat{H}(t)\psi _t(x)=\mathrm{i}\widehat{H}(t){\displaystyle \underset{n}{}}a_n(t)\chi _n(t,x).`$ (63)
Therefore, we find that

$`{\displaystyle \underset{n}{}}\dot{a}_n(t)\chi _n(t,x)=0`$ (64)
in the adiabatic approximation, from which it follows at once $`\dot{a}_k(t)=0`$. Thus the solution to the deterministic Schrödinger equation can be written as

$`\psi _t(x)={\displaystyle \underset{n}{}}a_n\chi _n(t,x).`$ (65)
These relations are the consequences of the adiabatic approximation (62) in the deterministic unitary theory. What we would like to consider here is the implication of the assumption (62) in the case of the stochastic evolutionary law (9), which in the present context is given by

$`\mathrm{d}\psi _t(x)`$ $`=`$ $`\mathrm{i}\widehat{H}(t)\psi _t(x)\mathrm{d}t\frac{1}{8}\sigma ^2(\widehat{H}(t)H_t)^2\psi _t(x)\mathrm{d}t`$ (67)
$`+\frac{1}{2}\sigma (\widehat{H}(t)H_t)\psi _t(x)\mathrm{d}W_t,`$
where

$`H_t={\displaystyle \frac{\psi _t^{}(x)\widehat{H}(t)\psi _t(x)dx}{\psi _t^{}(x)\psi _t(x)dx}}.`$ (68)
We note that (67) preserves the norm of $`\psi _t(x)`$. However, for the energy process $`H_t`$ we have

$`\mathrm{d}H_t=\dot{H}_t\mathrm{d}t+\sigma V_t\mathrm{d}W_t,`$ (69)
instead of (12), where

$`\dot{H}_t={\displaystyle \psi _t^{}(x)(_t\widehat{H}(t))\psi _t(x)dx}.`$ (70)
It is natural that the process corresponding to the expectation value of the Hamiltonian is no longer a martingale in the time-dependent case, but rather exhibits a drift, the sign of which depends on the expectation value of the time derivative of the Hamiltonian. Similarly for the variance process we obtain

$`\mathrm{d}V_t`$ $`=`$ $`\sigma ^2V_t^2\mathrm{d}t+\sigma \beta _t\mathrm{d}W_t`$ (72)
$`+2\left({\displaystyle \psi _t^{}(x)(\widehat{H}(t)H_t)(_t\widehat{H}(t)\dot{H}_t)\psi _t(x)dx}\right)\mathrm{d}t.`$
Now, for state reduction, a necessarily condition is that the variance process $`V_t`$ is a supermartingale, i.e. on average a decreasing process. We observe that the last term in (72) is given by the covariance of the two operators $`\widehat{H}(t)`$ and $`_t\widehat{H}(t)`$, which can be positive or negative. If it is negative, then the variance process $`V_t`$ is a supermartingale, whereas if it is positive, $`V_t`$ can still be a supermartingale, provided the covariance is not too large. In particular, if we write

$`\mathrm{\Delta }H_t=\sqrt{V_t}`$ (73)
and

$`\mathrm{\Delta }\dot{H}_t=\sqrt{\mathrm{Var}[_t\widehat{H}(t)]}`$ (74)
respectively for the standard deviations of $`\widehat{H}(t)`$ and $`_t\widehat{H}(t)`$, then for the supermartingale condition we require

$`2\rho _t\mathrm{\Delta }\dot{H}_t\mathrm{\Delta }H_t<\sigma ^2(\mathrm{\Delta }H_t)^4,`$ (75)
where $`\rho _t`$ is the correlation between $`\widehat{H}(t)`$ and $`_t\widehat{H}(t)`$. If we notice the fact that $`1\rho _t1`$, we find, to ensure that $`V_t`$ is a supermartingale, it suffices that the following relation should hold:

$`{\displaystyle \frac{\mathrm{\Delta }\dot{H}_t}{\mathrm{\Delta }H_t}}<\frac{1}{2}\sigma ^2(\mathrm{\Delta }H_t)^2.`$ (76)
In other words, we require the uncertainty in the change of $`\widehat{H}`$ to be small compared with the uncertainty in $`\widehat{H}`$ itself. Intuitively, if the change of the Hamiltonian is sufficiently slow, then $`_t\widehat{H}(t)`$ will be small, and therefore we would expect $`\mathrm{\Delta }\dot{H}_t\mathrm{\Delta }H_t`$ be valid in the adiabatic regime. In particular, relation (76) can be viewed as the consequence of adiabatic motion, which ensures that the variance $`V_t`$ is a supermartingale.

Now we turn to the the consideration of the stochastic equation (67). To begin with, let us define the process $`\mathrm{\Pi }_t^k`$ by

$`\mathrm{\Pi }_t^k=\mathrm{\Pi }_0^k\mathrm{exp}\left(\sigma {\displaystyle _0^t}(E_k(s)H_s)dW_s\frac{1}{2}\sigma ^2{\displaystyle _0^t}(E_k(s)H_s)^2ds\right).`$ (77)
Then it is a straightforward exercise in Ito calculus to deduce that

$`\mathrm{d}\mathrm{\Pi }_t^k=\sigma (E_k(t)H_t)\mathrm{\Pi }_t^k\mathrm{d}W_t,`$ (78)
from which it follows that the dynamics of the process

$`a_{kt}=(\mathrm{\Pi }_t^k)^{1/2}`$ (79)
is given by

$`\mathrm{d}a_{kt}=\frac{1}{8}\sigma ^2(E_k(t)H_t)^2a_{kt}\mathrm{d}t+\frac{1}{2}(E_k(t)H_t)a_{kt}\mathrm{d}W_t,`$ (80)
Therefore, if we define

$`\psi _t(x)={\displaystyle \underset{j}{}}a_{kt}\chi _j(t,x),`$ (81)
where the functions $`\chi _j(t,x)`$ are eigenfunctions of $`\widehat{H}(t)`$, then we obtain

$`\mathrm{d}\psi _t(x)`$ $`=`$ $`{\displaystyle \underset{k}{}}\left(\mathrm{d}a_{kt}\right)\chi _k(t,x)+{\displaystyle \underset{k}{}}a_{kt}\left(_t\chi _k(t,x)\right),`$ (82)
and thus

$`\mathrm{d}\psi _t(x)`$ $`=`$ $`\mathrm{i}\widehat{H}(t)\psi _t(x)\mathrm{d}t\frac{1}{8}\sigma ^2(\widehat{H}(t)H_t)^2\psi _t(x)\mathrm{d}t`$ (85)
$`+\frac{1}{2}\sigma (\widehat{H}(t)H_t)\psi _t(x)\mathrm{d}W_t`$
$`+\left({\displaystyle \underset{k}{}}a_{kt}\left(_t\chi _k(t,x)\widehat{H}(t)\chi _k(t,x)\right)\right)\mathrm{d}t.`$
Thus far our analysis is exact. Now, in the adiabatic regime, we have the relation (62), which implies that

$`(_t\chi _k(t,x)\widehat{H}(t)\chi _k(t,x).`$ (86)
Therefore, substituting this relation into equation (85), we see that in the adiabatic approximation, the process $`\psi _t(x)`$ defined by (81) is the solution to the stochastic dynamics (67).

We observe that in the adiabatic approximation the process $`\mathrm{\Pi }_t^k`$ has the interpretation that it represents the probability that $`\psi _t(x)`$ is in the eigenstate $`\chi _k(t,x)`$. On the other hand, $`\mathrm{\Pi }_t^k`$ is also a martingale, satisfying (78). Thus the expected probability that $`\psi _t(x)`$ is in the state $`\chi _k(t,x)`$, given information up to time $`s`$, is precisely the probability that $`\psi _s(x)`$ is in the state $`\chi _k(s,x)`$. It follows, therefore, that if $`\psi _t(x)`$ is in the state $`\chi _k(0,x)`$ at time $`0`$, it will be in the state $`\chi _k(t,x)`$ at time $`t`$ with probability one.

## X Discussion

Although in the present paper we have primarily examined the square-well potential, many of the results obtained, namely, the wave function (31), the conditional Hamiltonian process (36), the probability distribution of the particle (38), and the bound on relaxation time (56), are independent of the specific model being considered. As long as the eigenvalues $`E_m`$ and the eigenfunctions $`\chi _m(x)`$ of the Hamiltonian are known, either analytically or numerically, these results can be applied to study the details of the dynamics. In other words, the general approach outlined here, based on the nonlinear filtering methodology introduced in Brody $`\&`$ Hughston (2002), can be applied to study a wide range of problems in perturbation theory, including of course a more generic time-dependent Hamiltonian. We hope to take up this line of investigation in greater detail elsewhere.

The point of view we have put forward in this paper is that the dynamical law (9) offers a simple but plausible characterisation of the subsequent evolution of a quantum system after the Hamiltonian has been perturbed. If a measurement of the system energy is carried out after a passage of time greater than the relaxation timescale, then according to the stochastic postulate, when the system is initially in the eigenstate $`\varphi _n(x)`$, the eigenvalue $`E_m`$ will be observed with probability $`\pi _{nm}`$. This is because the system is already in the eigenstate $`\chi _m(x)`$ with that probability. On the other hand, according to the unitarity postulate associated with the Schrödinger equation, the system is in a superposition of a myriad of eigenstates. Nevertheless, the outcome of the energy measurement will give $`E_m`$ with probability $`\pi _{nm}`$. The question thus arising is whether one can distinguish the two theories by means of a suitable experiment. To this end, we note that, for time $`t\tau _R`$, the state of the system, according to the stochastic law, is given by a mixed-state density matrix, whose diagonal elements, in the energy basis, are given by $`\pi _m=\pi _{nm}`$; whereas according to unitary law, the system is in a pure state, given by the superposition of the energy eigenstates, whose coefficients are given by $`\sqrt{\pi _m}`$. Therefore, if these pure and mixed states can be distinguished statistically in some way by means of experiments, then in principle one can rule out at least one of the two postulates indicated here. At present, the possibility of distinguishing the two remains an open problem.

The authors are grateful to S. L. Adler, J. Anandan, A. Bassi, T. A. Brun, I. Buckley, and B. K. Meister for stimulating discussions. DCB acknowledges support from The Royal Society. LPH acknowledges the support and hospitality of the Institute for Advanced Study, where part of this work was carried out.


text:
# Cooperative three- and four- player quantum gamesTo appear in Phys. Lett. A, Correspondence to: gllong@tsinghua.edu.cn

## I Introduction

Quantum game theory has become a new area of application of quantum theory. It has attracted much attention. Among them, two-player quantum game , multi-player non-cooperative quantum game  and the cooperative three player quantum game  have been reported recently. The prisoner’s dilemma game has been demonstrated recently in NMR experiment. In classical game theory, the cooperation of the players means that they can exchange completely information with one another, and they take the strategy to the most behoof of themselves. In this way, co-operators can be seen as one player. It is very important in cooperative game that each party in a cooperation must take coordinated strategies. For this purpose, in game theory, Nash equilibrium(NE) is an important concept. In an Nash equilibrium, each player obtains his/her optimal payoff, and if he/she tries to change his/her strategy from the NE strategy, his/her payoff will become less. In cooperative quantum game, the situation is similar.

In this paper, we study a game played by 3 and 4 players. The rules for the cooperative 3 player game were given in Ref.. Suppose that there are three players denoted as $`N=\{A,B,C\}`$, where $`A`$ and $`B`$ are cooperators are $`C`$ is solitary. Each player has a strategy set $`S_i(i=A,B,C)`$. The payoff set for the corresponding strategies is $`P_i(i=A,B,C)`$. It is a function of the strategy $`S_A\times S_B\times S_C`$. Each player can choose one of the two strategies denoted as $`0`$ and $`1`$. In each play, if there is a player uses the minority strategy, then this player is a looser and he/she has to give one penny to each of the other two players. In the 4 player cooperative game, the model and the rules are similar. But in this case, there is a possibility that every two players choose the same strategy, then there is no gain or loss for anyone.

In the quantum version of this game, an multi-qubit initial quantum state is prepared by an arbiter and the qubits are sent to all players at random, one qubit for each player. It is assumed that each player possesses local unitary operators $`i.e.`$ $`I`$ and $`\sigma _x`$ on their own qubit at their proposal, and then sends the qubit back to the arbiter. Upon receiving all the qubits, the arbiter will measure them to get the results and distribute the payoff to each player. In this work, we studied two different ways each player performs his/her strategies. In the classical probability operator(CPO) way, each player is allowed to perform $`I`$ and $`\sigma _x`$ with probability $`p`$ and $`1p`$ respectively. In CPO, the players work exactly the way as in a classical game. The only difference is that they lay their bet on a quantum state. In Ref., the strategy is performed in this way. In a quantum superposed operator(QSO) way, each player is allowed to perform an unitary operation that is a linear combination of $`I`$ and $`\sigma _x`$: $`\sqrt{p}I+\sqrt{1p}\sigma _x`$. This corresponds to a physical implementation that each player is allowed to use linear superposition of the identity operator and the $`\sigma _x`$. Acting upon state $`|0`$, it produces $`\sqrt{p}|0+\sqrt{1p}|1`$. If one makes measurement on this state, he/she will have $`p`$ probability to obtain 0, and $`1p`$ probability to obtain 1. This is closely related to CPO and classical game with $`p`$ probability to choose 0 and $`1p`$ probability to choose 1. The cooperative quantum game between 3 players using CPO has been studied in Ref.. In our work, we study the 3 and 4 player quantum minority game using QSO and the 4 player game using CPO. We found that qualitatively, QSO and CPO produce the same outcome, but they differ in details in quantity. It is found that in a cooperative quantum game, the initial state plays a crucial role. For some initial state, cooperation is very important. For some other initial state, cooperation becomes useless. This is quite different from what we know in a classical game theory.

## II Three-player cooperative game in QSO

Now we come to the three cooperative quantum game (TCQG). The players implement their strategies by applying the identity operator $`I`$ and the $`Pauli`$-spin flip $`\sigma _x.`$ The three player cooperative game with CPO has been studied in Ref. . Here we will discuss this game with QSO. We assume that the cooperators take the correlated operations to the their qubits. Now suppose the initial state is $`|\psi _0`$=$`c_1|000`$+$`c_2|111`$, where $`c_1^2+c_2^2=1`$, $`c_10`$, $`c_20`$. Because $`A`$ and $`B`$ are cooperators, in term of the rules, they take the same strategies, so they do the same operations on their respective qubits: $`\sqrt{p}II+\sqrt{1p}\sigma _x\sigma _x`$. $`C`$takes operation $`\sqrt{q}I+\sqrt{1q}\sigma _x`$. After the operations have been performed, the state of the system becomes

$`\psi _{out}`$ $`=`$ $`(c_1\sqrt{pq}+c_2\sqrt{(1p)(1q)})|000`$ (4)
$`+(c_1\sqrt{p(1q)}+c_2\sqrt{(1p)q})|001`$
$`+(c_1\sqrt{(1p)q}+c_2\sqrt{p(1q)})|110`$
$`+(c_1\sqrt{(1p)(1q)}+c_2\sqrt{pq})|111.`$
The payoff of player A is the sum of squares of the coefficients of $`|001`$ and $`|110`$:

$$P_A=p+q2pq+4c_1c_2\sqrt{p(1p)q(1q)}=p+q2pq+4a\sqrt{p(1p)q(1q)},$$
(5)
where $`a=c_1c_2`$. We have plotted the payoff of A with respect to $`p`$ and $`q`$ in Fig.1. “$`a`$” is a measure of entanglement of the initial state. When “$`a`$”=0, the initial state is a product state and there is no entanglement in it. We see from Fig.1a that there is clearly a saddle point in the 3-dimensional figure. As “$`a`$” increases to $`1/3`$, the saddle point becomes shallower(Fig.1b). When “$`a`$”=1, the system has maximum entanglement, and the saddle becomes flat(Fig.1c). This clearly shows that the initial state is very important in the cooperative game. The 3D-figure displays a shape of saddle, and the saddle-point is just the NE point. To gain the optimal payoff, we let

$`{\displaystyle \frac{P_A}{p}}`$ $`=`$ $`12q+2a\sqrt{{\displaystyle \frac{q(1q)}{p(1p)}}}(12p)=0,`$ (6)
$`{\displaystyle \frac{P_A}{q}}`$ $`=`$ $`12p+2a\sqrt{{\displaystyle \frac{p(1p)}{q(1q)}}}(12q)=0.`$ (7)
Combining Eqs.(6, 7), we can get $`p=q=1/2`$. Substituting into Eq.(5), then the payoff $`A`$ can get is

$$P_{A,max}=1/2+a.$$
(8)
The relation between $`P_{A,max}`$ and $`a`$ is shown in Fig. 2. Similarly, the payoff of $`B`$ and $`C`$ are:

$`P_B`$ $`=`$ $`P_A=1/2+a,`$ (9)
$`P_C`$ $`=`$ $`2P_A=12a.`$ (10)
For players $`A`$ and $`B`$, the larger the numerical value of $`a`$, the more their payoff. The payoff of player $`A`$ varies continuously with the change in the value of $`a`$. When $`a=0`$, in other words, the initial state is $`|000`$ or $`|111`$, the payoff is the same as that in a classical game, $`viz`$ the payoff is 0.5. When the initial state has maximum entanglement, his payoff achieves the maximum, 1. Thus, cooperation must have more advantage for $`A`$ and $`B`$, and their cooperation will be all to nothing going on. Certainly, $`P_A+P_B+P_C=0`$, that is, our scheme is still a zero-sum game but that in Ref.  is not.

In fact, when the initial state is $`c_1|001`$+$`c_2|110`$, we can use the same method to find out the equilibrium point. Similarly, the players can take the strategies described above. Then,

$`\psi _{out}`$ $`=`$ $`(c_1\sqrt{p(1q)}+c_2\sqrt{(1p)q})|000`$ (13)
$`+(c_1\sqrt{(1p)(1q)}+c_2\sqrt{pq})|110`$
$`+(c_1\sqrt{(1p)q}+c_2\sqrt{p(1q)})|111.`$
In term of this equation, we can write the payoff of $`A`$:

$$P_A=1pq+2pq+4a\sqrt{p(1p)q(1q)}.$$
(14)
The relation between $`P_A`$ and these parameters can be seen from Fig. 3. The saddle-point still exists. We can find out the maximum payoff by solving the following equations:

$`{\displaystyle \frac{P_A}{p}}`$ $`=`$ $`1+2q+2a{\displaystyle \frac{q(1q)(12p)}{\sqrt{p(1p)q(1q)}}},`$ (15)
$`{\displaystyle \frac{P_A}{q}}`$ $`=`$ $`1+2p+2a{\displaystyle \frac{p(1p)(12q)}{\sqrt{p(1p)q(1q)}}}.`$ (16)
We get the saddle-point at $`p=1/2`$ and $`q=1/2`$, and then $`P_A=1/2+a`$, $`P_B=1/2+a`$, $`P_C=12a`$. The result is the same as that discussed just above. In the classical game, the NE strategy is a point, and so is their corresponding payoff. But in the quantum game, their NE strategies depend on the initial entangle state. Furthermore, in this situation, the cooperation must be of advantage for players $`A`$ and $`B`$, and this is the very reason for their continuance of cooperation.

## III Four-player cooperative quantum game in CPO

Up to now, no one has studied the four cooperative quantum game (FCQG). In this section we will investigate FCQG in CPO. Here what the players do is similar to that metioned above. The initial state $`|\psi _{in}=_{i,j,k,l=0}^1C_{ijkl}|ijkl`$, where $`_{i,j,k,l=0}^1\left|C_{ijkl}\right|^2=1`$. Each player takes operation $`I`$ with classical probabilities $`p`$,$`q`$, $`r`$, $`l`$, respectively, but the $`Pauli`$-spin-flip operator $`\sigma _x`$ with probabilities $`1p`$, $`1q`$, $`1r`$, $`1l,`$ respectively. After the performance of the strategies, the state of the system changes from $`|\psi _{in}`$ to an mixed state represented by a density operator, $`\rho =_{i,j,k,l=0}^1|P_{ijkl}|^2|ijklijkl|`$. In fact, the state becomes an mixed state when player take strategy in CPO manner. For convenience, the following notations are introduced: $`P_0=|P_{0000}|^2`$, $`P_1=|P_{0001}|^2`$, $`\mathrm{}`$, $`P_{15}=|P_{1111}|^2`$, which are the probabilities of the system ending up at state $`[0000]`$, $`[0001]`$, $`\mathrm{}`$, $`[1111]`$ respectively. $`x_0=|C_{0000}|^2`$, $`x_1=|C_{0001}|^2`$, $`\mathrm{}`$, $`x_{15}=|C_{1111}|^2`$ are the probabilities of the system being in state $`|0000`$, $`|0001`$, $`\mathrm{}`$, $`|1111`$ respectively. The relation between these quantities is

$$Q=\mathrm{\Lambda }\mathrm{\Pi }^T,$$
(17)
where

$$Q=[P_0,P_1,\mathrm{},P_{15}]^T$$
(18)
and

$`\mathrm{\Pi }`$ $`=`$ $`[pqrl,pqr\overline{l},pq\overline{r}l,pq\overline{r}\overline{l},p\overline{q}rl,p\overline{q}r\overline{l},p\overline{q}\overline{r}l,p\overline{q}\overline{r}\overline{l},\overline{p}qrl,\overline{p}qr\overline{l},\overline{p}q\overline{r}l,\overline{p}q\overline{r}\overline{l},\overline{p}\overline{q}rl,\overline{p}\overline{q}r\overline{l},\overline{p}\overline{q}\overline{r}l,\overline{p}\overline{q}\overline{r}\overline{l}],`$ (19)
where a bar over a character means 1 minus this quantity, e.g. $`\overline{p}=1p`$. The matrix $`\mathrm{\Lambda }`$ is calculated as follows

$$\mathrm{\Lambda }=\left[\begin{array}{cccccccccccccccc}x_0& x_1& x_2& x_3& x_4& x_5& x_6& x_7& x_8& x_9& x_{10}& x_{11}& x_{12}& x_{13}& x_{14}& x_{15}\\ x_1& x_0& x_3& x_2& x_5& x_4& x_7& x_6& x_9& x_8& x_{11}& x_{10}& x_{13}& x_{12}& x_{15}& x_{14}\\ x_2& x_3& x_0& x_1& x_6& x_7& x_4& x_5& x_{10}& x_{11}& x_8& x_9& x_{14}& x_{15}& x_{12}& x_{13}\\ x_3& x_2& x_1& x_0& x_7& x_6& x_5& x_4& x_{11}& x_{10}& x_9& x_8& x_{15}& x_{14}& x_{13}& x_{12}\\ x_4& x_5& x_6& x_7& x_0& x_1& x_2& x_3& x_{12}& x_{13}& x_{14}& x_{15}& x_8& x_9& x_{10}& x_{11}\\ x_5& x_4& x_7& x_6& x_1& x_0& x_3& x_2& x_{13}& x_{12}& x_{15}& x_{14}& x_9& x_8& x_{11}& x_{10}\\ x_6& x_7& x_4& x_5& x_2& x_3& x_0& x_1& x_{14}& x_{15}& x_{12}& x_{13}& x_{10}& x_{11}& x_8& x_9\\ x_7& x_6& x_5& x_4& x_3& x_2& x_1& x_0& x_{15}& x_{14}& x_{13}& x_{12}& x_{11}& x_{10}& x_9& x_8\\ x_8& x_9& x_{10}& x_{11}& x_{12}& x_{13}& x_{14}& x_{15}& x_0& x_1& x_2& x_3& x_4& x_5& x_6& x_7\\ x_9& x_8& x_{11}& x_{10}& x_{13}& x_{12}& x_{15}& x_{14}& x_1& x_0& x_3& x_2& x_5& x_4& x_7& x_6\\ x_{10}& x_{11}& x_8& x_9& x_{14}& x_{15}& x_{12}& x_{13}& x_2& x_3& x_0& x_1& x_6& x_7& x_4& x_5\\ x_{11}& x_{10}& x_9& x_8& x_{15}& x_{14}& x_{13}& x_{12}& x_3& x_2& x_1& x_0& x_7& x_6& x_5& x_4\\ x_{12}& x_{13}& x_{14}& x_{15}& x_8& x_9& x_{10}& x_{11}& x_4& x_5& x_6& x_7& x_0& x_1& x_2& x_3\\ x_{13}& x_{12}& x_{15}& x_{14}& x_9& x_8& x_{11}& x_{10}& x_5& x_4& x_7& x_6& x_1& x_0& x_3& x_2\\ x_{14}& x_{15}& x_{12}& x_{13}& x_{10}& x_{11}& x_8& x_9& x_6& x_7& x_4& x_5& x_2& x_3& x_0& x_1\\ x_{15}& x_{14}& x_{13}& x_{12}& x_{11}& x_{10}& x_9& x_8& x_7& x_6& x_5& x_4& x_3& x_2& x_1& x_0\end{array}\right].$$
(20)
The matrix is symmetric. The payoff of the players $`A`$, $`B`$, $`C`$, $`D`$ in each basis state $`|i`$ are denoted as $`\alpha _i`$, $`\beta _i`$, $`\gamma _i`$, $`\theta _i`$, where range of $`i`$ is from $`0`$ through $`15`$. For instance for player $`A`$, the payoff in the basis states are

$`\alpha _0=\alpha _3=\alpha _5=\alpha _6=\alpha _9=\alpha _{10}=\alpha _{12}=\alpha _5=0,`$ (21)
$`\alpha _1=\alpha _2=\alpha _4=\alpha _{11}=\alpha _{13}=\alpha _{14}=1,\alpha _7=\alpha _8=3.`$ (22)
In the end of the game, the payoff function of player $`A`$ is

$`P_A`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{15}{}}}P_i\alpha _i`$ (23)
$`=`$ $`(x_0+x_{15})(2pr+2pl+2qp2ql2rl2qr+l+r+q3p)`$ (31)
$`+(x_1+x_{14})(2pq+2pr+2ql2pl2qr+2rlpqlr+1)`$
$`+(x_2+x_{13})(2pq+2qr+2pl+2rl2pr2qlpqlr+1)`$
$`+(x_3+x_{12})(2qr+2ql+2pq2pr2pl2rl3q+r+p+l)`$
$`+(x_4+x_{11})(2pr+2pl+2qr+2ql2qp2rlpqrl+1)`$
$`+(x_5+x_{10})(2pr+2qr+2rl2qp2ql2pl+l+p+q3r)`$
$`+(x_6+x_9)(2pl+2ql+2rl2qp2qr2pr+q+r+p3l)`$
$`+(x_7+x_8)(2pq2ql2rl2pr2pl2qr+3p+3q+3r+3l3).`$
For cooperative game, we let

$`x_4=x_{11}=x_5=x_{10}=x_6=x_9=x_7=x_8=0.`$ (32)
Then the corresponding payoff for player A will be simplified from eq.(31) with those terms deleted. Under this condition, the payoff for player $`C`$ is

$`P_{C,co}=(x_0+x_{15})(2pr+2qr+2rl2qp2pl2ql+p+q+l3r)`$ (33)
$`+(x_1+x_{14})(2pr+2pl+2qr+2ql2qp2rlpqrl+1)`$ (34)
$`+(x_2+x_{13})(2qp2pr2qr2pl2ql2rl+3r+3p+3q+3l3)`$ (35)
$`+(x_3+x_{12})(2pl+2ql+2rl2qp2pr2qr+p+q+r3l).`$ (36)
Initial state in quantum game is important in deciding the fairness of the game. Next we discuss some special initial states. First if the initial state has the form where $`x_0=x_1=x_2=x_3=x_{12}=x_{13}=x_{14}=x_{15}=1/8`$, then we know $`P_A=P_B`$ and $`P_C=P_D`$, and

$`P_A=P_B={\displaystyle \frac{1}{4}}(8qp4p4q+2),`$ (37)
$`P_C=P_D={\displaystyle \frac{1}{4}}(8qp+4p+4q2),`$ (38)
$`P_A+P_B+P_C+P_D=0.`$ (39)
In general, quantum game in CPO is not zero-sum. This is a zero-sum game is obtained. For this initial state, players $`A`$ and $`B`$ will choose $`p=q=0`$ or $`p=q=1`$ to gain the maximum payoff. They get $`P_{Amax}=P_{Bmax}=1/2`$. Although players $`A`$ and $`B`$ are dominate, their maximum payoff is not better than that of classical counterpart.

In another example with $`x_0=1`$, no entanglement exists in the initial state, we have

$`P_A`$ $`=`$ $`2pr+2pl+2qp2ql2rl2qr+l+r+q3p,`$ (40)
$`P_C`$ $`=`$ $`2pr+2qr+2rl2qp2pl2ql+p+q+l3r.`$ (41)
When $`p=q`$, both the payoff of $`A`$ and $`B`$ are $`2q^22rl2q+r+l`$. Equilibrium point is obtained at $`p=q=1`$ or $`p=q=0`$ together with $`r=l=1/2`$. The payoffs for players A, B, C and D are $`1/2`$, $`1/2`$, $`1/2`$, $`1/2`$ respectively. The sum of the payoff of four players $`P_A+P_B+P_C+P_D=0`$ is also zero-sum.

The sensitive dependence of the results on initial state is best explained by the following example where we allow the initial state to have some components of non-cooperation, such as components with nonzero $`x_5`$, $`x_{10}`$, $`x_6`$ and $`X_9`$. Assuming an initial state with

$`x_1=x_{14}=0,x_2=x_{13}=0,x_4=x_{11}=0,x_7=x_8=0,`$ (42)
the payoffs of player A is then

$`P_A=(x_0+x_{15})(2pr+2qp+2pl2ql2rl2qr+l+r+q3p)`$ (43)
$`+(x_3+x_{12})(2qr+2ql+2qp2pr2pl2rl3q+r+p+l)`$ (44)
$`+(x_5+x_{10})(2pr+2qr+2rl2qp2ql2pl+l+p+q3r)`$ (45)
$`+(x_6+x_9)(2pl+2ql+2rl2qp2qr2pr+q+r+p3l).`$ (46)
Expression for $`P_B`$ is obtained by exchanging $`p`$ and $`q`$ in Eq.(46). The payoff for player C is

$`P_C=(x_0+x_{15})(2pr+2qr+2rl2qp2pl2ql+p+q+l3r)`$ (47)
$`+(x_3+x_{12})(2pl+2ql+2rl2qp2pr2qr+p+q+r3l)`$ (48)
$`+(x_5+x_{10})(2pr+2pl+2qp2qr2rl2ql+r+q+l3p)`$ (49)
$`+(x_6+x_9)(2qr+2ql+2qp2pr2pl2rl+p+r+l3q).`$ (50)
By exchanging $`r`$ with $`l`$ in Eq.(50), expression for $`P_D`$ can be obtained. If the coefficients is chosen as $`x_0=x_3=x_5=x_6=x_9=x_{10}=x_{12}=x_{15}=1/8`$, then we will arrive at an equilibrium. All the payoffs become zero. Under this circumstance, whatever strategies the players take, their payoff are all zero. It is the same as a complete non-cooperative quantum game, and the advantages of the cooperators in a classical game are completely eliminated.

## IV Quantum 4 player cooperative game in QSO

Suppose the initial state is $`|\psi _0=c_1|0000+c_2|1111`$. Players $`A`$ and $`B`$ take their correlated operation $`\sqrt{p}II+\sqrt{1p}\sigma _x\sigma _x`$, player $`C`$ and $`D`$ take strategy $`\sqrt{q}I+\sqrt{1q}\sigma _x`$ and $`\sqrt{l}I+\sqrt{1l}\sigma _x`$ respectively. After the operations of their strategies, the state of the system becomes

$`\psi _{out}`$ $`=`$ $`(c_1\sqrt{pql}+c_2\sqrt{(1p)(1q)(1l)})|0000`$ (58)
$`+(c_1\sqrt{pq(1l)}+c_2\sqrt{(1p)(1q)l})|0001`$
$`+(c_1\sqrt{p(1q)l}+c_2\sqrt{(1p)q(1l)})|0010`$
$`+(c_1\sqrt{p(1q)(1l)}+c_2\sqrt{(1p)ql})|0011`$
$`+(c_1\sqrt{(1p)ql}+c_2\sqrt{p(1q)(1l)})|1100`$
$`+(c_1\sqrt{(1p)q(1l)}+c_2\sqrt{p(1q)l})|1101`$
$`+(c_1\sqrt{pq(1l)}+c_2\sqrt{(1p)(1q)l})|1110`$
$`+(c_1\sqrt{(1p)(1q)(1l)}+c_2\sqrt{pql})|1111.`$
By summing up of square of the related coefficients, $`P_A`$ is obtained as follows

$$P_A=q+l+8a\sqrt{p(1p)q(1q)l(1l)}2lq,$$
(59)
where $`a=c_1c_2`$. The equilibrium can be obtained by solving the following equations

$`{\displaystyle \frac{P_A}{p}}=4a{\displaystyle \frac{(1p)q(1q)l(1l)pq(1q)l(1l)}{\sqrt{p(1p)q(1q)l(1l)}}}=0,`$ (60)
$`{\displaystyle \frac{P_A}{q}}=1+4a{\displaystyle \frac{p(1p)(1q)l(1l)pq(1p)l(1l)}{\sqrt{p(1p)q(1q)l(1l)}}}2l=0,`$ (61)
$`{\displaystyle \frac{P_A}{l}}=1+4a{\displaystyle \frac{p(1p)q(1q)(1l)pq(1p)(1q)l}{\sqrt{p(1p)q(1q)l(1l)}}}2q=0.`$ (62)
The solution is $`p=1/2`$, $`q=1/2`$, $`l=1/2`$. This result doesn’t depend on the initial state parameters $`c_1`$ and $`c_2`$. Substituting this to Eq. (59), the payoff is $`P_A=1/2+a`$. the payoff depends on the initial state entanglement parameter $`a`$. The dependence is exactly the same as that shown in Fig.2. Compared with the classical result, there is additional parameter $`a`$ and it plays a key role in determining the value of payoff. Furthermore, once $`a=0`$, the payoff $`P_A=1/2`$ and the quantum properties of the game disappeared, namely, the game degenerated to a classical one. Meanwhile, the payoffs of $`B`$, $`C`$ and $`D`$ are:

$`P_B`$ $`=`$ $`P_A,`$ (63)
$`P_c`$ $`=`$ $`8c\sqrt{p(1p)q(1q)l(1l)}+4pq4lp+2lq3q+l,`$ (64)
$`P_D`$ $`=`$ $`8c\sqrt{p(1p)q(1q)l(1l)}4pq+4lp+2lqq3l.`$ (65)
We can verify easily that $`P_A+P_B+P_C+P_D=0`$, it is a zero-sum game. For the maximum entanglement state, the corresponding payoff of $`A`$ takes its maximum $`1`$. It is twice as much as that in a classical game.

Next we consider another initial state, $`c_1|0001+c_2|1101`$. After the completion of strategy operations, the state of the system becomes:

$`\psi _{out}`$ $`=`$ $`(c_1\sqrt{pq(1l)}+c_2\sqrt{(1p)q(1l)})|0000`$ (73)
$`+(c_1\sqrt{pql}+c_2\sqrt{(1p)ql})|0001`$
$`+(c_1\sqrt{p(1q)(1l)}+c_2\sqrt{(1p)(1q)(1l)})|0010`$
$`+(c_1\sqrt{p(1q)l}+c_2\sqrt{(1p)(1q)l})|0011`$
$`+(c_1\sqrt{(1p)q(1l)}+c_2\sqrt{pq(1l)})|1100`$
$`+(c_1\sqrt{(1p)ql}+c_2\sqrt{pql})|1101`$
$`+(c_1\sqrt{(1p)(1q)(1l)}+c_2\sqrt{p(1q)(1l)})|1110`$
$`+(c_1\sqrt{(1p)(1q)l}+c_2\sqrt{p(1q)l})|1111.`$
We find that the payoff of player $`A`$ is $`(1qr+2qr)(1+4a\sqrt{p(1p)}`$, and $`p=1/2`$, $`q=1/2`$, $`l=1/2`$ is the NE point where $`P_A=a+1/2`$. This result is the same as that mentioned above.

## V Conclusion

We have studied the three- and four- player cooperative quantum games. The expressions for the functions of payoff of the players are given. It is found that in a cooperative quantum game, the initial state is important for all players. For some special initial states, the cooperation will become important. When the initial state is direct-product state, cooperative game becomes classical game. The GSO strategy is introduced which has a close correspondence with classical game. In particular, it preserves the zero-sum property in classical game. Our results also show that entanglement in the initial state can increase the payoff of players compared with classical game.

This work is supported in part by China National Science Foundation, the Fok Ying Tung education foundation, the National Fundamental Research Program, Contract No. 001CB309308 and the HangTian Science foundation.


text:
# Macroscopic open strings and gravitational confinement

## 1 Introduction

The interplay between macroscopic soliton solutions in field theory, and microscopic quantum physics has always been a fruitful and fascinating one. Solitons, while generally ‘heavy’ and ‘classical’ in nature, nonetheless are an important and indeed integral part of the particle spectrum of the theory. The effort to fully integrate these objects into quantum theory has led to a deeper understanding of existing theories. In particular the study of the ‘solitonic’ D-branes  has revolutionized the study of string theory.

There are two different perspectives from which one can view a D-brane; one is an inherently stringy point of view, which is that of applying Dirichlet, rather than Neumann, boundary conditions to open strings . On the other hand, a somewhat more ‘classical’ perspective views the brane as a possibly extended solution of low energy string supergravity carrying Ramond-Ramond (RR) charge . Combining these two approaches has led to many new insights, such as a better understanding of black hole entropy  and the adS/CFT correspondence .

There are also classical solutions carrying Neveu-Schwarz charge, the NS5-brane and the string. This latter solution is often viewed as a macroscopic fundamental superstring . Viewing strings and D-branes classically as black brane solutions to supergravity, one can ask a whole range of interesting gravitational questions, such as what happens when two branes meet? There are many known solutions for intersecting branes (see  and references therein), however these often ‘de-localized’ in the sense that the solution depends only on the mutually orthogonal directions. A genuinely localized intersection has proved somewhat elusive, although one can construct near-horizon solutions (e.g. ), and semi-localized solutions , indeed, in some cases localization is thought not to be possible .

If however this rather nice correspondence between supergravity solutions and the stringy picture is neat and closed, then there surely should exist solutions of fundamental strings terminating on D-branes. This statement has some secondary implications. If it is indeed possible to find a classical solution for a string terminating on a D-brane, then it should in principle be possible for a macroscopic fundamental string to split, in a manner similar to the four-dimensional cosmic string , since it can nucleate a D/anti D-brane pair along its length. This could have potential implications for the dynamics of a superstring network in the early universe, where additional interactions of string splitting and rejoining would also have to be taken into account.

To explore this question we consider a rather simpler one. Rather than examining the ten-dimensional problem, for which one might expect that fully localised intersecting brane solutions would be a necessary precursor, we look at two rather simpler toy models: a classical superstring, and its nonsingular field-theoretic cousin – the global vortex – in four-dimensional Kaluza-Klein (KK) gravity. This ‘ministring’ can be viewed either as a truncation of the IIA superstring, or the dimensional reduction of a membrane from five-dimensional gravity . These strings can split by the nucleation of the four-dimensional equivalent of D0 or D6 branes, which are now the electric and magnetic KK black holes . The D0 brane is a gravitational wave travelling around the internal circle, and is singular, however, the ‘D6’ brane is the KK monopole, and is constructed from the Taub-NUT instanton, which, at least for unit monopole charge, is completely regular from the five-dimensional point of view.

In what follows we start by taking a rather empirical approach, initially ignoring the gravitational back reaction of the string (working in the limit in which the string is arbitrarily light compared to the monopole) first exhibiting a string worldsheet which satisfies charge conservation in the sense of the NSNS and RR form fields that live in the spacetime. Similarly, for the global string, initially, we solve only the field equations on the KK monopole background, before coupling in gravity. Even this background or ‘probe’ solution already gives important clues about the gravitational backreaction.

## 2 Background solutions

In order to find a configuration corresponding to a classical superstring ending on a monopole, consider its interpretation as a double-dimensional reduction of a supermembrane. We are then looking for a configuration involving a membrane in five dimensions terminating on the core of the KK monopole which is nonsingular from the five dimensional point of view, therefore the membrane cannot have any ends. Fortunately, because of the Hopf-fibration of the KK monopole, it is easy to see how to wrap the membrane so that it has no ends, yet appears to terminate from the dimensionally reduced point of view: one wraps the membrane around the fifth dimension along the ‘south’ direction of the Taub-NUT instanton, but not along the ‘north’ direction. This is a regular configuration with no boundaries (other than that at infinity) and yet from the four dimensional point of view looks like a string with an end. This problem has in fact been well studied in the M-theory context , where there are families of static M2-branes given by holomorphic curves on the (hyper-Kähler) Taub-NUT manifold. These have the lower dimensional interpretation of D2 branes in the background of a D6 brane with fundamental string charge. The configuration we have is a five dimensional version of the limit of one of the curves presented in  in which a D2-brane is dragged past the KK-monopole leaving a fundamental string connecting the core of the monopole to infinity.

This clearly represents a geometric solution to the problem, but can it be consistently coupled in to gravity and the 3-form field that also exists in the toy 5-dimensional gravity? To answer this, consider a nonsingular field-theoretic model of the classical superstring – the global vortex – which is a topological defect solution to the U(1) theory defined by the lagrangian

$``$ $`=`$ $`|_\mu \mathrm{\Phi }|^2{\displaystyle \frac{\lambda }{4}}(|\mathrm{\Phi }|^2\eta ^2)^2`$ (1)
$`=`$ $`\eta ^2\left\{(_\mu X)^2+X^2(_\mu \chi )^2{\displaystyle \frac{\lambda \eta ^2}{4}}(X^21)^2\right\}`$
writing $`\mathrm{\Phi }=\eta Xe^{i\chi }`$. This represents a nonsingular version of the string since the scalar Goldstone boson, $`\chi `$, is canonically conjugate to the Kalb-Ramond two-form, $`B_{\mu \nu }`$, of the string (or the three-form $`C_{\mu \nu \lambda }`$ of the membrane) in four (five) dimensions. Suppose we consider this U(1) theory in five dimensions in the background of the KK monopole:

$$ds^2=dt^2\left(1+\frac{E}{r}\right)d𝐫^2\left(1+\frac{E}{r}\right)^1\left[dx^5+E(1\mathrm{cos}\theta )d\phi \right]^2$$
(2)
where $`d𝐫^2`$ represents IR3 in spherical polar coordinates $`(r,\theta ,\phi )`$. In order to obtain a vortex ending on the KK monopole, we must choose the phase, $`\chi `$, to be nonsingular along one of the polar axes. It is not difficult to see that the choice $`\chi =x^5/2E`$ satisfies this requirement. Along the North polar axis, $`\mathrm{\Phi }`$ is regular without requiring $`X=0`$, whereas along the South polar axis the metric (2) has a coordinate singularity, and we must transform to coordinates which are nonsingular in the southern hemisphere: $`\stackrel{~}{x}^5=x^5+2E\phi `$, which is the analogue of the Wu-Yang gauge patching for the Dirac monopole . Hence $`\chi =\stackrel{~}{x}^5/2E\phi `$, in the vicinity of this axis, which corresponds to a vortex with winding number $`1`$.

Having decided there is a sensible choice for the phase of the scalar field, one might reasonably ask whether this corresponds to a genuine solution for the vortex. This necessitates solving the $`X`$-equation

$`{\displaystyle \frac{\left[r^2X_{,r}\right]_{,r}}{r^2}}`$ $`+`$ $`{\displaystyle \frac{\left[\mathrm{sin}\theta X_{,\theta }\right]_{,\theta }}{r^2\mathrm{sin}\theta }}=\frac{1}{2}\left(1+{\displaystyle \frac{E}{r}}\right)X(X^21)`$ (3)
$`+`$ $`{\displaystyle \frac{X}{4}}\left[{\displaystyle \frac{1}{E^2}}\left(1+{\displaystyle \frac{E}{r}}\right)^2+{\displaystyle \frac{\mathrm{tan}^2(\frac{\theta }{2})}{r^2}}\right]=0`$
where we have chosen to set the vortex width $`1/\sqrt{\lambda }\eta =1`$. Fortunately, in the limit $`E1`$, this can be approximately solved analytically, using an analogue of the thin-string approximation used in  to obtain solutions for vortices in a black hole background, by noting that if we set $`X=X(R)=X(2\sqrt{r(r+E)}\mathrm{cos}(\frac{\theta }{2}))`$, then the $`X`$-equation reduces to

$``$ $`X^{\prime \prime }\left[1+{\displaystyle \frac{R^2(3r+2E)}{4(r+E)^3}}\right]{\displaystyle \frac{X^{}}{R}}\left[1+{\displaystyle \frac{R^2(5r+6E)}{8(r+E)^3}}\right]`$ (4)
$`+`$ $`{\displaystyle \frac{X^2}{R^2}}\left[1+{\displaystyle \frac{R^2(r+2E)}{4E^2(r+E)}}\right]+\frac{1}{2}X(X^21)=0`$
which is simply the equation for the scalar field of a global vortex in flat space with O($`E^2`$) corrections. Note however, that unlike the flat space global vortex, these corrections mean that this vortex does not tend asymptotically to the vacuum, but rather $`X1\frac{1}{E^2}`$. Obviously this is just an analytic approximation, and one can integrate the equations numerically, two illustrations of which are shown in figure 1. The plots represent the contours of the $`X`$-field, ($`X=0.1,0.2\mathrm{}.`$) and show how the vortex spreads as $`E`$ is reduced. Below $`E1.7`$ the $`X=0.9`$ contour ceases to exist, and the ripple is a manifestation of its marginal nature.

Having used the global vortex as an illustration, one can now read off the form of the superstring, since in five dimensions a 3-form field is dual to a scalar field, therefore we simply dualise the solution for $`\chi `$ in the global vortex to find the four form field strength appropriate to the membrane:

$`F_4=Q[E\mathrm{sin}\theta (1+{\displaystyle \frac{r}{E}})^2dtdrd\theta d\phi `$ (5)
$`+`$ $`\mathrm{tan}(\frac{\theta }{2})dtdrd\theta [dx^5+E(1\mathrm{cos}\theta )d\phi ]]`$
When reduced to four spacetime dimensions, this gives rise to the fields

$`H`$ $`=`$ $`\mathrm{tan}(\frac{\theta }{2})dtdrd\theta `$ (6)
$`\stackrel{~}{F}_4`$ $`=`$ $`E\mathrm{sin}\theta \left(1+{\displaystyle \frac{r}{E}}\right)^2dtdrd\theta d\phi `$ (7)
where $`H=dB`$ is the ‘NSNS’ two form field strength, and $`\stackrel{~}{F}_4=F_4+AH`$ is the ‘RR’ four form (with $`A`$ the RR 1-form).

Notice how $`|\stackrel{~}{F}_4^2|`$ actually tends to a constant at infinity. The reason for this is that in order for the fields to wrap around the internal dimension in such a way that they close off at the north pole in a regular fashion, yet still correspond to a string at the south pole, they must wind around the internal direction, the size of which tends to a constant at infinity, therefore the part of the field which winds around that direction will contribute a constant amount. Alternatively, from the four-dimensional point of view, the interaction of the H-field generated by the string with the A-field coming from the KK reduction via the Chern Simons term causes a long range effect if we wish the fields to conspire to make the configuration regular on the north pole, but have a source on the south pole. In other words, bulk terms matter for classical superstrings.

In each case the superstring and the global vortex can be painted on to the KK monopole background in order to give a configuration corresponding to a terminating string, however the field configuration has a nonvanishing local energy density at infinity. This will have significant implications for the gravitational back reaction of such configurations which we will now discuss.

## 3 Gravitational back reaction

Once we include the gravitational back reaction of the string, we can no longer assume that the background will be similar to the KK-monopole. Indeed, there are two very good reasons for supposing that the spacetime will be radically different from the monopole, and therefore that a conventional linearized analysis will not apply. The first is the presence of these bulk terms – the long range fields that are present in order to allow the string to end. The other reason is the asymmetry of the configuration. Usually, when one linearizes around a background configuration one assumes that when the source is switched on, the spacetime is perturbed in some localised sense. Here however, we are adding a string along one polar axis of the monopole. In the case of a standard local cosmic string ending on a black hole, the solution is altered from the static Schwarzschild solution to the C-metric , which although static, contains acceleration horizons at large radius. In both ways of thinking, the addition of the string has had a long range effect.

In order to investigate the gravitational back reaction, instead of performing a perturbation analysis, we will consider a more general metric

$$ds^2=e^{\frac{2\varphi }{\sqrt{3}}}g_{\mu \nu }dx^\mu dx^\nu e^{\frac{4\varphi }{\sqrt{3}}}[dx^5+A_\mu dx^\mu ]^2$$
(8)
Of course, this metric will not be entirely general, the four-dimensional component will be axisymmetric and static, and the electromagnetic potential will be appropriate to a magnetic solution, $`A_\mu =A_\mu \phi `$, such that $`A=0`$ along the north axis of symmetry, which will, as before, be the axis pointing away from the terminating string.

To look for a membrane solution in the five-dimensional metric which is nonsingular on this axis, we try $`F_4=2Qdx^5`$. Substituting the metric (8) in the five dimensional action and integrating out over $`x^5`$ yields the four-dimensional action

$$S=d^4x\sqrt{g}\left[R+2(\varphi )^2\frac{1}{4}e^{2\sqrt{3}\varphi }F^2+2Q^2A_\mu ^22Q^2e^{2\sqrt{3}\varphi }\right]$$
(9)
where the factors of $`e^{2\varphi /\sqrt{3}}`$ in (8) have been chosen to put the four dimensional action in the so-called Einstein frame, in which the gravitational part of the action appears in the Einstein-Hilbert form. In addition to the usual KK terms, this action also contains a mass term for the KK U(1)-field, and a ‘cosmological’ Liouville potential for the dilaton. This action (9), in the absence of the $`Q^2A_\mu ^2`$ term, has been analysed with the result that there is a “no go” theorem for spherically symmetric black holes  – there are no spherically symmetric black hole solutions which are asymptotically flat or de-Sitter. However, this action and our situation has two crucial differences, the presence of the mass term for the gauge field, and the lack of spherical symmetry – a vortex terminating on a black hole is manifestly not spherically symmetric.

An obvious candidate for a non-spherically symmetric metric is of course the dilatonic C-metric of Dowker et. al. . This consists of a black hole under uniform acceleration generated by a conical deficit extending towards infinity and is a solution for the action (9) above with $`Q^2=0`$. The key features of the geometry are this conical singularity and an acceleration horizon generated by the acceleration of the black hole. For $`RA1`$, the conical singularity has a deficit angle of order $`RA`$, and the acceleration horizon is at a radius of order $`A^1`$. Meanwhile, the effects of the Liouville potential will become relevant at a scale of order $`Q^1`$, therefore, the dilatonic C-metric can only be appropriate as an asymptotic solution if the acceleration horizon occurs well before the Liouville and electromagnetic mass terms are relevant: i.e., if $`A^1Q^1`$.

In order to explore this question in greater detail, consider the global vortex. In Einstein gravity, the global vortex spacetime is slightly subtle, since in order to have a regular spacetime one strictly needs to introduce a time dependence or negative cosmological constant . Nonetheless, in order to explore the relative importance of the various terms we will look for a global vortex solution by maintaining the form of the Goldstone field $`\chi =x^5/R`$ (where $`2\pi R`$ is the periodicity of $`x^5`$), then integrating out over $`x^5`$ gives the four-dimensional effective action

$`S_{eff}={\displaystyle }\sqrt{g}[`$ $``$ $`R+2(\varphi )^2\frac{1}{4}e^{2\sqrt{3}\varphi }F^2\eta ^2{\displaystyle \frac{X^2}{R^2}}e^{2\sqrt{3}\varphi }`$ (10)
$`+`$ $`\eta ^2((X)^2+{\displaystyle \frac{X^2}{R^2}}A_\mu ^2{\displaystyle \frac{\lambda \eta ^2}{4}}e^{2\varphi /\sqrt{3}}(X^21)^2)]`$
The first three terms are the standard KK gravity terms. The last three terms (grouped together with the factor of $`\eta ^2`$) come from the kinetic and potential terms of the $`\mathrm{\Phi }`$ field. However, the kinetic term of the Goldstone $`\chi `$-field gives two contributions (as seen in the $`Q^2`$ terms of (9)), one of which is the gauge field term and the other the Liouville term of $`X^2e^{2\sqrt{3}\varphi }`$. The reason for putting this term seperately is to emphasize the grouping of the $`\eta ^2`$-terms. These are very close to the lagrangian terms for a local U(1)-vortex, indeed, if we identify $`1/R`$ with $`e`$, then apart from the Liouville term, this is precisely the lagrangian of a dilatonic local vortex, with Bogomolnyi parameter $`\beta =1/2e^2\eta ^2=R^2/2\eta ^2`$. (Note that this is reminiscent of the KK vortices of Dvali, Kogan and Shifman , however they broke the U(1) $`_5`$ Killing symmetry with a braneworld, whereas we have not.) The gravitational interactions of such vortices were studied in , where it was shown that they could be used to smooth out conical deficits in standard ‘vacuum’ spacetimes including those with dilatonic black holes.

Briefly, in  it was shown that a dilatonic local vortex, like the standard cosmic string, has a conical deficit in the vicinity of the core, which smooths out the apex of the cone. However, the main difference between dilatonic and Einstein strings is that, depending on how the local vortex couples to the dilaton, it is now possible for spacetime to be non asymptotically locally flat far from the core, with the dilaton providing the curvature. Only those vortices which couple canonically to the dilaton (i.e., in the string frame if we have string gravity, or the KK frame for KK gravity) avoid this fate. In general in Einstein gravity, it is always possible to use a local cosmic string to smooth out the conical deficits present in a metric , for example the C-metric which represents two accelerating black holes being pulled away from each other by conical deficits extending to infinity. In dilaton gravity, it was shown in  that a dilaton vortex threading a black hole would, if noncanonically coupled, add dilaton charge to the black hole and asymptote the vortex metric. However, for the dilatonic C-metrics, the conical deficit could only be smoothed if the coupling of the vortex to the dilaton was canonical. Fortunately, the coupling in (10) is precisely canonical.

Now, the analytic analysis in  was undertaken supposing $`\beta O(1)`$, whereas we have $`\beta =R^2/2\eta ^2`$, with $`R1`$ (large KK monopole mass) and in addition $`\eta 1`$ (as $`\eta ^2`$ really stands for $`8\pi G\eta ^2`$ in vortex units, and we are expanding around the low string mass limit). Therefore, we are in a relatively little explored parameter space of the local vortex (some work was done on large $`\beta `$ vortices interacting with non-dilatonic black holes in ). However, by combining results and intuition from local vortices with black holes, as well as the global vortex itself, we can in the absence of the ‘Liouville’ term describe the spacetime.

There will be three main regions: $`rR`$, $`RrR\eta ^1`$, and $`rR\eta ^1`$, where $`r`$ is to be understood in a qualitative sense as representing the distance scale on which one is examining the spacetime. Roughly speaking these three scales represent the scale on which spacetime is inherently five-dimensional in nature; where the solution is four-dimensional in nature but the Liouville term is not yet relevant; and finally the long range effects of all the terms in the action.

The immediate effect of the vortex core is to provide a snub-nosed conical deficit. This effect is strongly localized around the core of the vortex, and therefore ought not to be particularly affected by the Hopf fibration of the magnetic black hole. There will therefore be a region around the south polar axis which is a conical deficit in the $`\phi `$ polar angle. At intermediate scales, we are well outside the vortex core, and in a four-dimensional régime, yet still well below the scale at which the Liouville and mass terms are relevant. Since the vortex couples in the KK frame, we expect from  that the dilatonic metric of  will describe the metric at this scale (with the vortex smoothing out the core of the conical deficit). Finally, at large scales the electromagnetic flux confines, and in the absence of the Liouville term we would simply have a vacuum C-metric.

Such is the spacetime in the absence of the Liouville term. Now let us consider inclusion of this term, which becomes relevant at $`O(R\eta ^1)`$. First of all, if this scale is outside the acceleration horizon of the C-metric, then it is clearly irrelevant. The acceleration horizon of the C-metric is at $`rO(A^1)`$, where $`RA\eta ^2`$ is the deficit angle of the C-metric. Thus $`A^1=O(R\eta ^2)R\eta ^1`$ for $`\eta 1`$. Therefore the Liouville scale is well within the acceleration horizon – a conclusion we expect to be true for the string/membrane as well. For the global vortex, note that it is precisely this Liouville term which is inherently a global vortex term. If we were simply looking for a five dimensional global vortex membrane, then we could always consider reducing over the angular variable which represented the winding of the Goldstone field. This would give rise to precisely that Liouville term. For a simple cylindrically symmetric vortex in the absence of the electromagnetic field, it is this term which is responsible for the singularity in the static metric for the vortex . However, to render the global vortex nonsingular, one can add a negative cosmological constant, or worldbrane curvature , the latter of which causes a compactification of spacetime which becomes a small deformation of the de Sitter hyperboloid .

Applying these results to the case at hand, one would therefore expect that the unchecked Liouville term could well render the acceleration horizon of the C-metric singular, however, one can remove this singularity by adding a small negative cosmological constant, or time-dependence to the metric. Since adding time-dependence means that the metric will now depend on three variables, a rather difficult problem, we will simply assume that a tiny negative cosmological constant has been added to cancel the Liouville term in an analogous way to the self-gravitating global vortex, and we are left with a vacuum C-metric with a minutely small acceleration.

## 4 Discussion

So, overall the geometry has three different approximate descriptions: First, the near-field, or core, which for the global string is a snub-nosed cone – for the superstring, this will simply be its local near-core metric. Second there will be a mid-field approximation in which the geometry and dilaton will have the form of the dilatonic C-metric. Finally, on the large scale, the mass term for the electromagnetic field will cause that flux to confine as well, and (with the proviso of a checking-term in either the action or the intrinsic worldbrane geometry) we will have a standard C-metric.

We can ask how these conclusions are altered if we try to explore a different range of parameter space, either by lowering the compactification radius $`R`$, or increasing the gravitational strength of the global vortex $`\eta ^2`$. The plots in figure 1 show that for the global vortex at least, we can lower $`R`$ to a similar order of magnitude as the vortex width before we run into trouble. Similarly, analytic arguments on the existence of vortex solutions in  show that we can raise $`\eta ^2`$ to $`O(1)`$ without destroying the general conclusions discussed here. We therefore expect that these qualitative results hold true even for strings ending on monopoles with a similar mass.

Clearly this is only a toy model, and cannot directly be used to draw any conclusions for the ten-dimensional problem, however, there are some interesting features which crop up here that might have some analogue in the higher dimensional case. One is the presence of the bulk terms giving the cosmological term in the action. This was a feature of the finite size of the compactification radius in five-dimensions. While we might expect this effect to be ameliorated in higher dimensions, in that it may not lead to a cosmological term, we might expect that the energy density of the various RR and NSNS fields will not fall-off as rapidly as for the superstring itself. The other curious feature we have seen is the mass term for the RR-field, which causes confinement of the magnetic flux. Again, this effect could be lessened, but it does give an interesting potential picture for the distortion of the flux around the intersection point. In fact, if one plots the magnetic flux of the near horizon solution for the string ending on the monopole one does see some evidence of this.

The other main way in which a higher dimensional problem will differ is in the number of degrees of freedom of the solution. By working in only four dimensions, the problem reduced to an effectively two-dimensional question: the distance from the monopole core, and the angle from the string. We can view any classical supergravity problem as a dimensional reduction over the ‘inessential’ coordinates (i.e., those that represent symmetries of the metric) down to the space on which the metric depends. For two variables we can always express this space as conformally flat. However, as soon as the string ends on an extended brane, there are three physical variables - the distance along the string from the endpoint, the distance along the brane from where the string touches, and finally, the mutually orthogonal distance from the system. Unfortunately, we cannot write a three-dimensional problem in a conformally flat, or even necessarily diagonal fashion. This shows up in the perturbative analysis of . Since our universe is however four dimensional up to fairly high energies, it is reasonable to make a four-dimensional approximation to the problem.

However, it is amusing that the act of ending the string on the black hole causes its flux to confine, and therefore removes all evidence of its charge from the asymptotic observer, and leaves it with only a ‘label’ attached to the end of the string. Whereas Nielsen and Olesen  originally used the U(1) abelian Higgs model to construct a physical realisation of the Nambu-Goto string; by considering a field theoretic realisation of an open superstring, a flux confinement mechanism switches on, and the string ends up as a truly confined flux tube with (abelian – as we have a unit charged monopole) ‘quarks’ at each end.

## Acknowledgements.

I would like to thank Peter Bowcock, Simon Ross and Douglas Smith for useful discussions, and particularly Filipe Bonjour for assistance with the numerical work. This work was supported by the Royal Society.