text:
# Variational principles in the analysis of traffic flows. (Why it is worth to go against the flow.)

## 1 Introduction

During the last decade problems related to transport in complex systems attracted a huge amount of interest in particular due to their evident practical importance. In this paper we deal with theoretical aspects of phenomena arising in the modeling of highway traffic flow. Previously much of the effort in the construction and analysis of such models was concentrated on discrete (on time and on space) stochastic models introduced in  and later studied by many authors (see  for review and further references). All these models were based on the idea to describe the dynamics in terms of cellular automata and to a large extent were studied by means of numerical simulation (especially because of low computational cost of the numerical realization of cellular automata rules, which made it possible to realize large-scale real-time simulations of urban traffic ).

My own interest to this type of problems is mainly due to the following practical observation. Going by foot in a slowly moving crowd it is faster to go against the “flow” than in the same direction as other people go. This effect is especially pronounced if one is moving near a boundary between two “flows” of people going in opposite directions. A standard probabilistic model of a diffusion of a particle against/along the flow clearly contradicts to this observation, which very likely indicates a very special (nonrandom) intrinsic structure of the flow in this case. The main aim of the present paper is to study how this structure emerges from arbitrary (random) initial configurations in some simple models of the traffic flow.

The main quantity of interest in traffic models is the average velocity of cars $`\mathrm{V}`$ and its dependence on the density of cars $`\rho `$ (called a fundamental diagram) is typically studied in the steady state. Various approaches starting from the mean-field approximation  to combinatorial techniques and statistical mechanics methods  were used in the analysis of this type of models. In what follows we shall restrict the consideration to deterministic discrete time and space traffic models. The simplest model (among that we consider) describes the dynamics of cars moving along a one-row motor road and is defined as follows.

The road is associated to a one-dimensional ordered lattice of size $`N`$ with periodic boundary conditions and each position on the lattice is either occupied by a particle, or empty. Denote the number of particles in the configuration by $`m`$. Then the density of particles $`\rho `$ is equal to $`\frac{m}{N}`$. On the next time step each particle remains on its place if the next position is occupied, and moves forward by one place otherwise. We shall call this model the traffic model with slow particles to distinguish it from other ones.

Quite recently in  this model (and some its generalizations) was studied by means of cellular automata techniques. One of the most intriguing phenomenon related to this model is a drastic change of the shape of the curve describing the dependence $`\mathrm{V}(\rho )`$ of the average velocity of particles on their density in the steady state when the density passes the $`1/2`$ value (see Fig. 1). It was found numerically and confirmed analytically in the limit of large $`N`$ (and for a typical initial configuration)  that $`\mathrm{V}(\rho )`$ is equal to $`1`$ while $`\rho <1/2`$ and then goes down to zero as $`\frac{1}{\rho }1`$ for $`\rho 1/2`$.

Despite an apparent simplicity of the model with slow particles its dynamics (especially during the transient period and/or in the high density case) is rather nontrivial. The description of the dynamics in terms of cellular automata makes it possible (using a rather complicated combinatorial techniques) to derive an asymptotic description in the limit of large $`N`$ . Another approach based on the ultradiscrete limit of the Burgers equation was proposed in , where the dependence $`\mathrm{V}(\rho )`$ was proven for a lattice of size $`N`$ but with the estimate of the transient period $`N/2`$, which rules out the generalization for the case of the infinite lattice and nonperiodic initial configurations. In this paper we consider this model from a bit more general point of view as a discrete time dynamical system (map $`T`$) acting in the space of all possible configurations $`𝐗`$ – collections of zeros and ones (describing the positions of particles). We derive the variational approach based on the observation that the average velocity of any configuration does not decrease in time (Proposition 2.4). Simultaneously to the dynamics of particles one can study the dynamics of empty places. Observe that each of these dynamics determines the other one in the unique way. To make use of this observation we introduce a dual map $`T^{}`$ corresponding to the dynamics of empty places. By means of these two basic ideas (variational approach and dual maps techniques) we first prove the formula for the dependence of the average velocity on the density for any (may be small) finite lattice lengths $`N`$ and any (not necessary typical) initial configurations. We find also that steady state configurations demonstrate certain periodic in time patterns, whose features are described in Theorem 2.1 as well as the convergence to the steady state and the duration of the transient period. Qualitatively our main result about this model is that the following alternative takes place: either the flow consists of only free particles (i.e. there are no clusters of particles), or there are no clusters of empty places.

The paper is organized as follows. In Section 2 we study in detail the above formulated simplest model, which we call 1D periodic model with slow particles. In Section 3 we consider the same model but on the unbounded lattice, which significantly changes the dynamics and cannot be obtained in the limit of large $`N`$ from the previous one. To demonstrate the power of our dual maps techniques we introduce in Section 4 the model of the one-row motor road with speedy cars. The latter means that instead of the moving by at most 1 position, a particle moves forward until the next occupied position. We study both periodic and unbounded 1D cases. From the mathematical point of view the main difference of this model from the previous one is that the dynamics is not local, which makes it impossible to describe this model in terms of cellular automata. In Section 5 we generalize the traffic models with slow particles for a more practically interesting case of a multi-row motor road and study its properties. Finally in Section 6 we discuss a model of a passive tracer in the flow generated by the traffic model with slow particles confirming our practical observation above.

It is worth mention that to the best of our knowledge only the simplest 1D periodic traffic model with slow particles (among the models considered in the paper) was discussed in the literature previously. For some missing definitions related to dynamical systems theory (especially for systems acting on discrete phase spaces) we refer the reader to books on ergodic theory of dynamical systems (see, for example, ).

## 2 1D traffic model with slow particles on the finite lattice

Let $`𝐗=\{0,1\}^N`$ be the set of all possible configurations – collections $`X`$ of $`N`$ elements from the alphabet of 2 letters $`0`$ and $`1`$. We consider a map $`T:𝐗𝐗`$ defined as follows:

$$TX(x):=\{\begin{array}{cc}1\hfill & \text{if }X(x)=0\text{ and }X(x1)=1\hfill \\ 1\hfill & \text{if }X(x)=1\text{ and }X(x+1)=1\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}$$
(2.1)
We assume here periodic boundary conditions, i.e. $`N+11`$ and $`0N`$. Observe that this map is not one-to-one and thus the backward (in time) dynamics cannot be defined in a unique way. See examples of the dynamics under the action of the map $`T`$ on Fig. 2.

We shall say that there is a particle at a position $`x`$ on the lattice if $`X(x)=1`$ and that this position is empty otherwise. A particle at a position $`x`$ is called free if $`X(x+1)=0`$. A group (more than 1) of consecutive particles (empty places) we call a cluster of particles (empty places). Observe that the number of particles is preserved under dynamics. Under the action of the map $`T`$ on the next time step each particle will either go forward by 1 place if this place is empty (occupied by 0) or will remain on the same place otherwise. Introducing the notion of a local velocity:

$$v(X,x):=\{\begin{array}{cc}1\hfill & \text{if }X(x)=1\text{ and }X(x+1)=0\hfill \\ 0\hfill & \text{otherwise},\hfill \end{array}$$

we define the average (in space) velocity of (particles in) the configuration $`X`$ as

$$\mathrm{V}(X):=\frac{1}{m(X)}\underset{x}{}v(X,x),$$

where $`m(X)_xX(x)`$ is the total number of particles in the configuration. Observe that $`\mathrm{V}(X)`$ is equal to the number of free particles divided by the total number of particles in the configuration.

###### Theorem 2.1

For any $`N`$ and any initial configuration with $`mN`$ particles after at most $`\mathrm{min}(m,Nm)`$ iterations the configuration will become periodic (in time) with the period $`N`$ and the average velocity $`\mathrm{V}=\mathrm{min}(1,\frac{N}{m}1)`$.

###### Remark 2.1

The smallest period (in time) of the periodic configuration above might be smaller than $`N`$, indeed, for $`N=2m`$ the smallest period is equal to $`2`$, i.e. there exists $`X𝐗`$ such that $`T^2X=X`$.

The proof of the theorem consists of the following lemmas.

###### Lemma 2.2

The length of any cluster of particles cannot increase, and the number of free particles cannot decrease.

Proof. Fix a cluster of particles. On the next time step its first particle (with the largest $`x`$-coordinate) goes out of the cluster and at most one particle can join the cluster from behind. If the number of particles is 2 and no particle will join the cluster from behind on the next time step, only one particle will remain in it, and according to our definition the cluster disappears.

Consider now the number of free particles. On the next time step each cluster of particles loses the first its particle which becomes a free one and at most the same number of free particles can join clusters coming from behind. Therefore the number of free particles cannot decrease.

###### Corollary 2.3

Traffic jams cannot appear from nothing.

On the other hand, since the average velocity of a configuration is equal to the number of free particles in it and by Lemma 2.2 this number grows in time we come the the following variational principle.

###### Proposition 2.4

(Variational principle) The functional $`\mathrm{V}(X)`$ (average velocity) increases under the dynamics up to the moment when it takes its maximal possible value.

###### Lemma 2.5

Any configuration after a finite number of time steps gets into a periodic one.

Proof. The phase space $`𝐗`$ of the considered dynamical system $`(𝐗,T)`$ is finite and therefore any its trajectory $`T^tX`$ will begin repeating after a finite number of iterations. Thus any limit set of the map $`T`$ consists of periodic configurations.

The map $`T`$ describes the dynamics of particles. It turns out that often it is simpler to study the dynamics of empty places instead. To make use of this observation for a configuration $`X`$ we introduce a dual one $`X^{}(x):=1X(x)`$ for all $`x`$ and define a dual map $`T^{}`$ acting on the same space $`𝐗`$:

$$T^{}X(x):=\{\begin{array}{cc}0\hfill & \text{if }X(x)=1\text{ and }X(x+1)=0\hfill \\ 0\hfill & \text{if }X(x)=0\text{ and }X(x1)=1\hfill \\ 1\hfill & \text{otherwise},\hfill \end{array}$$
(2.2)
assuming again periodic boundary conditions. One can easily see that the map $`T^{}`$ describes the motion of empty places under the action of the map $`T`$, which in this case satisfies the same rules as the the motion of particles except it goes in the backward direction in space. A direct computation gives the following representation, which can be considered as a definition of the dual map in the general case (not only for this specific model).

###### Lemma 2.6

$`TX=(T^{}X^{})^{}`$.

###### Corollary 2.7

All results for the map $`T`$ hold true also for the dual map and vice versa.

Proof of Theorem 2.1. Assume first that the density of particles $`\rho (X):=\frac{m}{N}`$ in the initial configuration $`X`$ is less or equal to $`1/2`$. If all the particles in this configuration are free then each particle moves with the velocity $`1`$ and the trajectory starting from this configuration is periodic (in time) with (may be not minimal) period $`N`$. Indeed, after $`N`$ iterations each particle will return to its initial position.

If there are clusters of particles in $`X`$ we need to show that after at most $`m`$ iterations all particles will become free. Indeed, by Lemma 2.2 the number of free particles does not decrease. Denote by $`\stackrel{~}{m}`$ the length of the largest cluster of empty places. Let us prove by induction on $`m`$ that for any pair of positive integers $`m,n`$ such that $`mn/2`$ and for any initial configuration after at most $`t_c:=\mathrm{min}(m,\stackrel{~}{m})`$ iterations all particles will become free. This statement is trivial for $`m=1`$ and $`n2`$. Assuming that it holds for some $`m`$ let us prove it for $`m+1`$. Let $`X`$ be a configuration with $`m+1`$ particle on the lattice of size $`n2(m+1)`$ and let $`x_0`$ be the position of the first particle after (one of) the largest clusters of empty spaces of length $`\stackrel{~}{m}`$. Fix this particle and consider the dynamics of others. By the induction hypothesis during the first $`\mathrm{min}(m,\stackrel{~}{m})`$ iterations other particles do not collide with the chosen one. Therefore their dynamics is the same as if there are only $`m`$ particles. Again by the induction hypothesis all these particles will become free after $`\mathrm{min}(m,\stackrel{~}{m})`$ iterations and at that moment either the chosen particle is free also, or it forms a cluster of size 2. Therefore after the next iterations it becomes free as well.

It remains to analyze initial configurations with the density of particles greater than $`1/2`$. This situation is much more complex, because any configuration of this type contains clusters, which are interchanging particles between themselves and never disappear completely. To overcome this difficulty we consider a dual map $`T^{}`$. The density of empty places is equal to $`\frac{Nm}{N}<1/2`$. Therefore by Corollary 2.7 and the first part of the proof under the action of the map $`T^{}`$ a dual configuration $`X^{}`$ after at most $`t_0=Nm`$ iterations will get into a periodic configuration $`(T^{})^{t_0}X^{}`$ consisting of $`Nm`$ free particles with the period (in time) $`N`$ for the map $`T^{}`$. Clearly for the dual to it configuration we have the following identity $`((T^{})^{t_0}X^{})^{}=T^{t_0}X`$ and the latter configuration is $`T`$-periodic with the same period. To finish the proof we calculate the average velocity:

$$\mathrm{V}(T^{t_0}X)=\frac{Nm}{m}=\frac{N}{m}1.$$

It is worth notice that our estimate of the duration of the transient period $`\mathrm{min}(m,Nm)`$ is exact: if $`m<Nm`$ and the initial configuration consists of only one cluster of length $`m`$ the duration of the transient period is equal to $`m`$.

###### Corollary 2.8

Qualitatively our main result about this model is that the following alternative takes place: either the flow consists of only free particles (i.e. there are no clusters of particles), or there are no clusters of empty places.

On the other hand, there is no a priori information about the distribution of lengths of clusters of particles because this distribution depends on the initial configuration and can differ between various periodic limiting configurations.

## 3 1D traffic model with slow particles on the unbounded lattice

Consider now the unbounded one-dimensional case, i.e. $`𝐗:=\{0,1\}^{\text{ZZ}^1}`$ and the map $`T`$ is defined by the formula (2.1) in the same way as in the previous section, except for the periodic boundary conditions. For a configuration $`X𝐗`$ we define the notion of a subconfiguration $`X_k^n:=\{X(k),X(k+1),\mathrm{},X(n)\}`$, i.e a collection of entries of $`X`$ between the pair of given indices $`k<n`$, and introduce the corresponding density and the average velocity:

$$\rho (X_k^n):=\frac{m(X_k^n)}{nk+1},\mathrm{V}(X_k^n):=\frac{1}{m(X_k^{n1})}\underset{x=k}{\overset{n1}{}}v(X,x),$$

where $`m(X_k^n)`$ stays for the number of particles in the subconfiguration $`X_k^n`$.

By the density and the average velocity (of particles) of a entire configuration $`X𝐗`$ we mean the following limits (if they are well defined):

$$\rho (X):=\underset{n\mathrm{}}{lim}\rho (X_n^n),\mathrm{V}(X):=\underset{n\mathrm{}}{lim}\mathrm{V}(X_n^n),$$

otherwise one can consider the corresponding upper and lower limits, which we denote by $`\rho _\pm (X)`$ and $`\mathrm{V}_\pm (X)`$.

Notice that in distinction to the finite case these quantities make sense not for all possible configurations. We shall say that a configuration $`X`$ satisfies the regularity assumption (or simply regular) if there exists a number $`\rho `$ and a monotonous one-to-one function $`\phi (n)0`$ as $`n\mathrm{}`$, such that for any $`n\text{ZZ}^1`$, $`N\text{ZZ}_+^1`$ and any subconfiguration $`X_{n+1}^{n+N}`$ of length $`N`$ the number of particles in this subconfiguration $`m(X_{n+1}^{n+N})`$ satisfies the inequality

$$\left|\frac{m(X_{n+1}^{n+N})}{N}\rho \right|\phi (N).$$
(3.1)
It is clear that at least for a configuration $`X`$ satisfying the regularity assumption the density $`\rho (X)`$ is well defined and is equal to the value $`\rho `$ in the formulation of the assumption.

###### Theorem 3.1

Let the initial configuration $`X`$ satisfies the regularity assumption with $`\rho 1/2`$. Then after a finite number of iterations the average velocity of particles becomes equal to $`\mathrm{min}(1,\frac{1}{\rho }1)`$.

Proof. Notice that Lemma 2.2 holds true in this case also. Moreover it can be applied for the dual map as well and thus the length of any cluster of empty places cannot decrease. This shows that the variational principle (Proposition 2.4) holds in this case also. Moreover it can be reformulated to take care about configurations for which neither the density, nor the average velocity are well defined.

###### Proposition 3.1

(Variational principle) For any configuration $`X`$ any pair of its particle denote by $`x^{}(t)<x^{\prime \prime }(t)`$ their positions at the moment $`t`$. Then the average velocity $`\mathrm{V}(X_{x^{}(t)}^{x^{\prime \prime }(t)})`$ of the subconfiguration $`X_{x^{}(t)}^{x^{\prime \prime }(t)}`$ increases monotonically with $`t`$ up to the moment (may be infinite) when it takes its maximal possible value.

The basic technical step of the proof of Theorem 3.1 is given by the following statement.

###### Lemma 3.2

If $`X`$ satisfies the regularity assumption, then the same holds true for $`T^tX`$ for any $`t>0`$.

Proof. Clearly it is enough to prove this statement for $`t=1`$. Assume that this is not true and for some $`N>\phi ^1(\rho )`$ there is a subconfiguration $`(TX)_{n+1}^{n+N}`$ of length $`N`$ in the configuration $`TX`$ such that

$$m((TX)_{n+1}^{n+N})<(\rho \phi (N))N.$$

This can happen only if the following equalities are satisfied simultaneously

$$m(X_{n+1}^{n+N})=(\rho \phi (N))N,X(n)+X(n+N+1)=0,X(n+N)=1,$$

i.e. on the next time step no particle from behind will come to this interval and there is a free particle in the last position of the considered interval, which leaves it. On the other hand, from these equalities we immediately deduce that

$$m(X_n^{n+N1})=(\rho \phi (N))N1,$$

which contradicts the regularity assumption. In the same way one can prove that the inequality

$$m(X_n^{n+N1})(\rho +\phi (N))N$$

cannot break as well.

Now we can return to the proof of Theorem 3.1. Assume first that $`\rho <1/2`$. Denoting by $`[]`$ the integer part of a number, we get that for any $`NN_c:=[\phi ^1(\frac{1}{2}\rho )]`$ the number of particles in any subconfiguration $`(T^tX)_{n+1}^{n+N}`$ can be estimated as

$$m((T^tX)_{n+1}^{n+N})(\rho +\phi (N))N(\rho +\phi (N_c))NN/2.$$

Applying the same machinery as in the previous section one can show that after at most

$$t_c:=(\rho +\phi (N_c))N_c\frac{N_c}{2}\frac{1}{2}\phi ^1(\frac{1}{2}\rho )$$

iterations all particles will become free ones, which implies the unit average velocity.

In the remaining case $`\rho >1/2`$ we follow the same idea as in the proof of Theorem 2.1 and pass to the dual map and the dual configuration. Observe that if a configuration $`X`$ satisfies the regular assumption with the density $`\rho `$ and the rate function $`\phi `$, then the dual configuration $`X^{}`$ also satisfies it with the density $`1\rho `$ and the same rate function $`\phi `$. Indeed $`m((X^{})_{n+1}^{n+N})=Nm(X_{n+1}^{n+N})`$ for any $`n,N`$ and thus

$$|\frac{m((X^{})_{n+1}^{n+N})}{N}(1\rho )|=|\frac{m(X_{n+1}^{n+N})}{N}\rho )|\phi (N).$$

On the other hand, the density of the dual configuration $`1\rho 1/2`$ which, having in mind that the only difference between the maps $`T`$ and $`T^{}`$ is the direction of motion, gives us the possibility to apply the first part of the proof.

Observe that in the proof of Theorem 3.1 we actually derived an estimate of the length of the transient period as $`t_c:=(\rho +\phi (N_c))N_c`$ which goes to infinity as $`\rho 1/2`$. This is the reason why Theorem 3.1 does not cover the boundary case $`\rho =1/2`$, which we discuss below.

###### Theorem 3.2

Let the initial configuration $`X`$ satisfies the regularity assumption with $`\rho =1/2`$ and let $`x^{}(t)<x^{\prime \prime }(t)`$ be positions of two fixed particles at the arbitrary moment $`t`$. Then the average velocity of the subconfiguration $`X_{x^{}(t)}^{x^{\prime \prime }(t)}`$ converges to $`1`$ as $`t\mathrm{}`$.

Proof. Choose an integer $`\widehat{N}`$ and consider a configuration $`\widehat{X}`$ obtained from the configuration $`X`$ by the following operation: for each $`k`$ we remove from the configuration $`X`$ the closest from behind particle to the position $`k\widehat{N}`$.

$$\left|\frac{m(\widehat{X}_{n+1}^{n+N})}{N}(\rho \frac{1}{\widehat{N}})\right|\left|\frac{m(X_{n+1}^{n+N})}{N}\rho \right|+\left|\frac{m(\widehat{X}_{n+1}^{n+N})}{N}\frac{m(X_{n+1}^{n+N})}{N}+\frac{1}{\widehat{N}}\right|\phi (N)+\frac{1}{\widehat{N}}.$$

Thus the configuration $`\widehat{X}`$ is also regular but with the density $`\frac{1}{2}\frac{1}{\widehat{N}}<\frac{1}{2}`$. Thus according to Theorem 3.1 after a finite number of iterations $`t_c`$ the average velocity of the configuration $`T^{t_c}\widehat{X}`$ becomes equal to $`1`$.

Making an opposite operation, namely inserting a particle to the configuration $`X`$ to the closest from behind to $`k\widehat{N}`$ empty position for each $`k`$, we obtain a regular configuration with the density $`\frac{1}{2}+\frac{1}{\widehat{N}}>1/2`$. Again by Theorem 3.1 after a finite number of iterations the average velocity of this configuration becomes equal to

$$\frac{1}{\frac{1}{2}\frac{1}{\widehat{N}}}1=1+\frac{4}{\widehat{N}2}1\mathrm{as}\widehat{N}\mathrm{}.$$

Thus both (arbitrary close as $`\widehat{N}\mathrm{}`$) approximations to the configuration $`X`$ have after a finite number of iterations (depending on $`\widehat{N}`$) the average velocity deviating from $`1`$ by $`O(\widehat{N})`$. It remains to show that the average velocity of a subconfiguration of the configuration $`X`$ can be estimated from above and from below by those from above approximations. Let $`X`$ and $`Y`$ are two configurations such that $`X(x)Y(x)`$ for all $`x`$ and let $`x^{}(t)<x^{\prime \prime }(t)`$ be positions of two fixed particles in the configuration $`X`$ at the arbitrary moment $`t`$. Denote by $`y^{}(t)<y^{\prime \prime }(t)`$ positions of the same particles in the configuration $`Y`$. Then

$$\mathrm{V}(X_{x^{}(t)}^{x^{\prime \prime }(t)})\mathrm{V}(X_{x^{}(t)}^{x^{\prime \prime }(t)})$$

for any moment of time $`t`$. Indeed, additional particles in the configuration $`Y`$ present only obstacles to the motion of other particles, thus making the average velocity slower (or at least not faster).

## 4 1D traffic model with speedy particles

The dual map $`T^{}`$ that we made use of in the previous sections was mirror symmetric with respect to the map $`T`$. In the model considered in this section we show that the dual map might have a different structure as well.

Let us start with the one-dimensional finite periodic case, but with speedy particles instead of particles moving with the velocity $`1`$ as above. This means that if in front of a particle there are exactly $`n`$ empty places it moves by $`n`$ places forward and remains in the same place if the next place is occupied. By the average velocity of (particles in) the configuration $`X`$ we mean the total distance covered by the particles from $`X`$ during the next time step divided by the number of particles. The corresponding map of the space $`𝐗=\{0,1\}^N`$ into itself we again denote by $`T`$. See examples of the dynamics under the action of the map $`T`$ on Fig. 3.

###### Theorem 4.1

The dual map in this case satisfies the relation $`T^{}X^{}=TX^{}`$, and for any nontrivial (having both zeros and ones) initial configuration $`X𝐗`$ the average velocity does not depend on time and is equal to $`\frac{N}{m(X)}1`$, where $`m(X)`$ is the number of particles in the configuration $`X`$.

Proof. We consider this result as an illustration of the dual maps techniques and and a base for the introduction of the passive tracer model considered in Section 6. Therefore we do not give explicit representations for the maps $`T,T^{}`$ and present only a sketch of the proof in this case.

The relation between the map $`T`$ and the dual one $`T^{}`$ can be checked by a direct computation (which we leave for the reader). Notice that unlike the dual map in Section 2 the dynamics of empty places is exactly the same as the dynamics of particles and occurs in the same direction in space.

According to the definition each particle on the next time step moves forward by the number of empty places in front of it. Therefore the total number of places to which the particles in the configuration $`X`$ move forward is equal to the number of empty places. Thus the average velocity is equal to $`\mathrm{V}(X)=\frac{Nm(X)}{m(X)}=\frac{N}{m(X)}1`$.

Using the same argument as in the proof of Theorem 2.1 we deduce that any trajectory of the map $`T`$ gets periodic after a finite number of iterations and a trivial observation that the number of empty places is invariant under dynamics finishes the proof.

Consider now the model of speedy particles on the unbounded 1D lattice $`\text{ZZ}^1`$ in analogy to the model in Section 3. The map $`T`$ is defined as above and acts in the space $`𝐗=\{0,1\}^{\text{ZZ}^1}`$. We shall say that a configuration $`X𝐗`$ satisfies the Law of Large Numbers if for any integer $`n`$ the limit

$$\underset{N\mathrm{}}{lim}\frac{m(X_{n+1}^{n+N})}{N}$$

is well defined and does not depend on $`n`$. Clearly the above limit (if it exists) coincides with the density of particles $`\rho (X)`$ in the configuration $`X`$.

The dual map in the considered case satisfies the same relation $`T^{}X^{}=TX^{}`$ as in Theorem 4.1 and the dynamics is described by the following statement.

###### Theorem 4.2

Let an initial configuration $`X𝐗`$ satisfy the Law of Large Numbers and let $`\rho (X)(1\rho (X))0`$. Then the average velocity does not depend on time and is equal to $`\frac{1}{\rho (X)}1`$.

Proof. Let $`x^{}<x^{\prime \prime }`$ be positions of two particles in the configuration $`X`$. Then the average velocity of the subconfiguration $`X_x^{}^{x^{\prime \prime }}`$ is equal to the number of empty places in this subconfiguration, divided by the number of particles in it, i.e.

$$\mathrm{V}(X_x^{}^{x^{\prime \prime }})=\frac{x^{\prime \prime }x^{}m(X_x^{}^{x^{\prime \prime }})}{m(X_x^{}^{x^{\prime \prime }})}=\frac{x^{\prime \prime }x^{}}{m(X_x^{}^{x^{\prime \prime }})}.$$

Now taking into account that this relation holds for arbitrary positions of particles, we immediately get the desired statement.

###### Remark 4.1

It is of interest that the average velocity in both discussed speedy particles models coincides with the average velocity in the models with slow particles in the case of high density (i.e. when $`\rho (X)>1/2`$). The explanation is that in the models with slow particles with the density $`\rho (X)>1/2`$ the typical distance between particles (in the steady state) is $`0`$ or $`1`$, which makes no difference between the dynamics of speedy and slow particles.

Observe that in the models with speedy particles the dynamics is richer than in the models with slow particles, for example the statement of Lemma 2.2 does not hold, i.e. clusters of particles can grow and traffic jams become typical even for the case of low density of particles.

## 5 2D traffic model

From the point of view of real traffic problems a clear shortage of all models considered above is the absence of the possibility to go around particles staying in a traffic jam. Indeed in a one-row motor road (which was the main considered example) this is not possible. To overcome this restriction we consider a model describing the motion of slow particles on a multi-row motor road.

A lattice in our model is a $`N\times K`$-strip, describing a one-way cyclic road of length $`N`$ consisting of $`K`$ parallel rows. We denote the first coordinate corresponding to the spread of the road by $`x\{1,\mathrm{},N\}`$, and the second one (the row number) by $`y\{1,\mathrm{},K\}`$, and assume periodic boundary conditions on $`x`$. In terms of particles the dynamics is defined as follows. If there is a particle at a position $`(x,y)`$ (i.e. $`X(x,y)=1`$) then this particle moves forward by one place to the position $`(x+1,y)`$ if this place is not occupied, else moves to the left to the position $`(x,y+1)`$ if this place and the place before it are empty, else moves to the right to the position $`(x,y1)`$ if this place and the place before and the next place to the right are not occupied, and remains on its place otherwise. To be consistent we assume that the $`0`$-th, $`(K+1)`$-th and $`(K+2)`$-th (virtual) rows are completely occupied. Recall that the space is $`N`$-periodic on the $`x`$-coordinate.

Observe that this model is nothing more than the simplest formulation of the standard traffic rules.

The space of all possible configurations of this model is $`𝐗=\{0,1\}^{NK}`$ and the corresponding map describing the dynamics of the configurations in this space can be written as follows:

$$TX(x,y):=\{\begin{array}{cc}1\hfill & \text{if }X(x,y)=0\text{ and }X(x1,y)=1\hfill \\ 1\hfill & \text{if }X(x,y)=1\text{ and }X(x+1,y)=1\hfill \\ 1\hfill & \text{if }X(x,y)+X(x1,y)=0\hfill \\ & \text{ and }X(x,y+1)X(x+1,y+1)=1\hfill \\ 1\hfill & \text{if }X(x,y)+X(x1,y)+X(x,y+1)=0\hfill \\ & \text{ and }X(x,y1)X(x+1,y+1)=1\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}$$
(5.1)
The dual map for this model can be easily defined and is described by the following statement. Again to be consistent we need to add an additional $`(1)`$-th completely occupied virtual row to the lattice.

###### Lemma 5.1

The dual map $`T^{}`$ satisfies the general statement of Lemma 2.6 and the explicite formula for $`T^{}X(x,y)`$ can be obtained from the relation (5.1) by changing everywhere $`x+1`$ by $`x1`$, $`x1`$ by $`x+1`$, and $`y+1`$ by $`y1`$.

This statement can be checked by a direct computation.

###### Corollary 5.2

The dynamics of empty places under this model is the same as the dynamics of particles except it occurs in the opposite direction in space along the $`x`$-coordinate, i.e. the correspondence between the dynamics is the mirror symmetry.

We are interested in the average velocity along the $`x`$-coordinate, which we define in the same way as in the previous sections. From the first sight it seems that the presence of additional possibilities to go to the right or to the left (if the way forward is blocked) should improve the traffic. The following statement shows that this is not the case and moreover in the 2D case the average velocity might be much slower than the velocity predicted by the 1D model with slow particles.

###### Theorem 5.1

For any initial configuration $`X`$ in the case of the periodic bounded lattice and any regular initial configuration $`X`$ with $`\rho 1/2`$ in the case of the unbounded (on the $`x`$-coordinate) lattice after a sufficiently large number of iterations the upper limit for the average velocity satisfies the inequality

$$\mathrm{V}_+(T^tX)\mathrm{min}(1,\frac{1}{\rho (X)}1),$$

while the lower limit can be arbitrary close to $`0`$ even in the case of low density of particles ($`\rho <1/2`$).

Notice that in the bounded case exactly as in the 1D model on the bounded lattice any initial configuration becomes periodic after a finite number of iterations. Moreover in this case both limits $`\mathrm{V}_\pm `$ coincide.

Proof. We start with the case $`\rho 1/2`$ and the periodic (on the $`x`$-coordinate) bounded lattice of size $`NK`$. Our first aim is to show that for any number $`\rho [0,1/KN,\mathrm{},1]`$ a configuration of the density $`\rho `$ cannot have the average velocity larger than the one predicted by the $`1D`$ model with slow particles. If $`\rho N[N/2]`$, then one can construct a configuration $`X_+`$ consisting of exactly $`\rho N`$ free particles on each of $`K`$ rows. Clearly the configuration $`X_+`$ is $`N`$-periodic and has the maximal possible average velocity $`1`$. Otherwise at least in one of the rows there is a cluster of particles and hence the average velocity is strictly smaller than $`1`$.

To get the lower bound we construct the following example. Assuming that $`N`$ is even, we choose a number $`k\{K/3,\mathrm{},K/2\}`$. Consider the configuration $`X`$ such that $`X(x,l)=1`$ for all $`x`$ and $`l=\{1,\mathrm{},k\}`$, while in the $`(k+1)`$-th row we assume that $`X(l,k+1)=0`$ for odd $`l`$ and is equal to $`1`$ otherwise. Then independently on the positions of other particles, neither particle from the first $`k`$ rows can move to the rows with numbers larger than $`k`$, no particles from other rows can get into the first $`k`$ rows. On the other hand, this configuration $`X_k`$ is time periodic with the period 2 and its average velocity is equal to

$$\mathrm{V}(X_k)=\frac{N/2}{kN+N/2}=\frac{1}{2k+1}\frac{1}{2K/3+1}.$$

Therefore $`\mathrm{V}(X_k)0`$ as $`K\mathrm{}`$.

Moreover choosing $`k=1`$ in the above example we get the average velocity $`\frac{N/2}{N+N/2}=1/3`$ for the configuration of density $`\rho =\frac{N+N/2}{NK}=\frac{3}{2K}0`$ as $`K\mathrm{}`$. Thus for an arbitrary low density we may have the average velocity less than $`1`$.

If the density $`\rho >1/2`$ we use the same trick as usual and pass to the dual map and dual configuration, which permits to use the first part of the proof to get the needed estimates.

The proof in the unbounded case is basically the same and we leave it to the reader.

There are other possible ways to model multi-row traffic flows, for example one might consider different rules for the row changing, the presence of high velocity particles, periodic boundary conditions between the boundary rows, etc. However if the model respects the law that on the next step a particle can follow its way along the same row (assuming that the next place is not occupied) independently on particles on neighboring rows, the example in the above proof demonstrating the phenomenon of the low average velocity under a low density of particles remains generic.

## 6 Passive tracer in the traffic flow

In the Introduction we have mentioned the practical observation that it is beneficial in some cases to go against the flow than in the same direction as it goes. To study this phenomenon we consider in this section a simple model of a passive tracer imitating the behavior of a person moving in a hurry in the traffic flow. As usual we assume that the tracer have its own (forward or backward) chosen direction of motion and does not make any impact to the flow.

Let $`X(t)`$ describes the 1D flow of particles and let at time $`t`$ the passive tracer occupies the position $`x`$. Then before the next time step of the model of the flow the tracer moves in its chosen direction to the closest (in this direction) position of a particle of the configuration $`X(t)`$. For example, if the going forward tracer occupies the position 2 and the closest particle in this direction occupies the position 5, then the tracer moves to the position 5. Then the next iteration of the flow occurs, the tracer moves to its new position, etc.

To be precise for a fixed configuration $`X𝐗`$ with $`m(X)>1`$ we introduce two maps $`\tau _X^+`$ and $`\tau _X^{}`$ of the ordered periodic lattice $`𝐋`$ into itself defined as follows:

$$\tau _X^+y:=\mathrm{min}(x𝐋:𝐲<𝐱,𝐗(𝐱)=\mathrm{𝟏}),$$

$$\tau _X^{}y:=\mathrm{max}(x𝐋:𝐲>𝐱,𝐗(𝐱)=\mathrm{𝟏})$$

for any $`y𝐋`$, where the order relation $`y<x`$ is induced by the order on the lattice $`𝐋`$. Then the simultaneous dynamics of the configuration of particles (describing the flow) and the tracer is defined by the skew product of two maps – the map $`T`$ and one of the maps $`\tau _{}^\pm `$, i.e.

$$(X,y)𝒯_\pm (X,y):=(TX,\tau _X^\pm y),$$

acting on the extended phase space $`\overline{𝐗}:=𝐗\times 𝐋`$.

Let $`S(t)`$ denotes the total distance covered by the tracer up to the moment $`t`$ with the positive sign if the tracer moves forward, and the negative sign otherwise. Then we define the average (in time) velocity of the tracer $`v(t)`$ as $`S(t)/t`$.

###### Theorem 6.1

For an arbitrary configuration $`X`$ with $`m(X)>1`$ of the 1D model with slow particles on the finite periodic lattice and for an arbitrary initial configuration $`X`$ satisfying the regularity assumption (3.1) with the density $`\rho \{0,\frac{1}{2},1\}`$ in the 1D unbounded case the average velocity of the passive tracer converges to $`1`$ if the tracer moves forward (along the flow)) and $`\rho 1/2`$, and to $`\mathrm{max}(1,\frac{1}{\rho }1)`$ if it moves backward (against the flow).

Proof. We start with the finite periodic lattice and the tracer moving in the forward direction. According to our definition after the first iteration of the map $`𝒯`$ the tracer will occupy the same position as some particle. Therefore it is enough to consider only extended configurations $`(X,y)`$, such that $`X(y)=1`$. Since $`\rho 1/2`$, then after a finite number of iterations the flow will consist of only free particles. Therefore the tracer will run down one of them and will follow it, but cannot outstrip. Indeed after each iteration of the flow this free particle occurs just one position behind the tracer.

We do not discuss the case $`\rho >1/2`$ because the average velocity of the tracer in this case sensitively depends on the choice of the initial configuration. For example in the case $`n=8`$ and $`m=6`$ (i.e. $`\rho =3/4`$) consider two initial configurations $`01011111`$ and $`01111011`$. In the first case the tracer after several iterations obtains the constant velocity $`1`$, while in the second case the velocity of the tracer is periodic with the period $`3`$ and consists of the repeating groups of $`(2+2+1)`$, i.e. the average speed is equal to $`5/3`$.

Consider now the case when the tracer is moving backward. Then each time the tracer encounters a particle, on the next time step this particle moves in the opposite direction and does not disturb the movement of the tracer until the collision with the next particle. Assume that the density of particles is less than $`1/2`$. Then by Theorem 2.1 after a finite number of iterations only free particles are present in the flow, which results in the convergence of the average velocity of the passive tracer to $`(\frac{1}{\rho }1)`$. Indeed on the spread of length $`N`$ there are $`m`$ particles, i.e. $`m`$ obstacles for the tracer, which gives the average velocity $`\frac{Nm}{m}`$. On the other hand, if the density of particles is greater or equal to $`1/2`$ again by Theorem 2.1 there are no clusters of empty places in the flow and thus after each iteration the tracer can move only by one position, which finishes the proof for the model of the flow with periodic boundary conditions.

The proof in the unbounded case is practically the same with the only difference that one should use Theorem 3.1 instead of Theorem 2.1. Notice that additionally to the regularity assumption we need to assume that $`\rho \{0,1\}`$ to be consistent with the definition of the dynamics of the passive tracer.

Observe that the motion against the flow is efficient only in the case of low density of particles. Certainly, this model is oversimplified and probably its predictions are unrealistic for the case of very high density of particles. However we believe that while the density is not low and not very high our description of the passive tracer is reasonable at least on the qualitative level.

## 7 Conclusion

This paper represents one of the first steps in the mathematical foundation of the analysis of traffic flows and we restrict ourselves here to the pure deterministic settings. The next step should describe ergodic (statistical) properties of the considered models with initial conditions chosen at random and random versions of these models as well. This circle of questions is especially interesting in the case of models on infinite lattices, where the dynamics of typical configurations cannot be obtained in the limit of infinitively large lattice sizes from our results about regular configurations even in the deterministic setting. Indeed, for a reasonable choice of the class of random initial conditions their realizations do not satisfy our regular assumption with the probability $`1`$.


format: text

text:
# Density of States of Disordered Two-Dimensional Crystals with Half-Filled Band

## Abstract

A diagrammatic method is applied to study the effects of commensurability in two-dimensional disordered crystalline metals by using the particle-hole symmetry with respect to the $`nesting`$ vector $`𝑷_0=\{\pm \frac{\pi }{a},\frac{\pi }{a}\}`$ for a half-filled electronic band. The density of electronic states (DoS) is shown to have nontrivial quantum corrections due to both $`nesting`$ and elastic impurity scattering processes, as a result the van Hove singularity is preserved in the center of the band. However, the energy dependence of the DoS is strongly changed. A small offset from the middle of the band gives rise to disappearence of quantum corrections to the DoS .

73.20.Fz; 73.50.-h; 73.20.Dx; 73.50.Bk; 73.20.Jc

Great advance has been made in the theory of disordered metals after the pioneering work of Abrahams et al.. According to this paper all electronic states in one- and two-dimensional (1d and 2d) disordered systems are localized irrespective of the degree of randomness,. Electron-electron correlations in disordered metals have been shown to result in nontrivial corrections to the density of electronic states,(DoS), and conductivity,. The corrections to the conductivity are similar to the localization corrections obtained for a noninteracting electron gas, and quantum corrections to the DoS were shown to reduce it near the Fermi level.

Disordered metals in all abovementioned papers are modeled as a free electron gas moving in the random field of rigid impurities. However, at low concentrations of impurities the crystal usually has a periodical structure and the impurity atoms in most cases substitute the host atoms of the lattice. Then, the effects of commensurability of the electron wavelength, $`\lambda `$ , and the lattice constant, $`a`$, become essential in the scattering processes. The commensurability is known to exist at all ’rational’ points of the electron band,however it appears to be important for a half-filled band.

In this Letter we present our study concerning the effects of weak disorder on the electronic DoS of a 2d crystalline metal.The Hamiltonian of the model can be written as $`\widehat{H}=\widehat{H_o}+V(𝐫)`$, where $`\widehat{H_o}`$ is the Hamiltonian of noninteracting electrons in the perfect square lattice with nearest- neighbor hopping and $`V(𝐫)=_iU(𝐫𝐑_𝐢)`$ is the impurity potential with $`𝐑_𝐢`$ being the positional vector of an impurity randomly located on the $`ith`$ lattice site.

The one-particle DoS of the regular lattice can be expressed as $`\rho _0^{(d)}=\frac{2}{(2\pi \mathrm{})^d}\frac{d𝑺}{|ϵ(𝒌)|}`$ , where $`d𝑺`$ is the element of an isoenergetical surface in d-dimensional space. It can be shown that $`\rho _0^{(d)}(ϵ)`$ has a van Hove singularity at the points where the group velocity of the electron wave packet $`𝑽_𝒌=ϵ(𝒌)`$ vanishes,. For a three-dimensional (3d) regular lattice $`\rho _0^{(3)}(ϵ)`$ has integrable singularities.

For a pure 2d lattice with nearest-neighbor hopping the van Hove singularity has logarithmic character. The simplest electron spectrum for a 2d square lattice can be written in the tight-binding approximation as

$$ϵ(𝒌)=t[2\mathrm{cos}(k_xa)\mathrm{cos}(k_ya)];$$
(1)
where,$`k_{x,y}=\frac{2\pi }{aN_{x,y}}n_{x,y}`$ with $`\frac{N_{x,y}}{2}<n_{x,y}\frac{N_{x,y}}{2}`$ and only electron tunneling between nearest-neighboring sites with the tunneling integral $`t`$ is involved. The bandwidth is $`W=4t`$; and for a half-filled band case the Fermi energy becomes $`ϵ_F=2t`$. The DoS of a 2d square lattice with nearest-neighbor hopping is expressed by the elliptic integral of the first kind, an asymptotic expression of which has a logarithmic singularity in the middle of the energy band as:

$$\rho _0^{(2)}(ϵ)=\{\begin{array}{cc}\frac{1}{(\pi a)^2\sqrt{ϵ_F^2|\stackrel{~}{ϵ}|^2}}\mathrm{ln}(\frac{4t^2|\stackrel{~}{ϵ}|^2}{|\stackrel{~}{ϵ}|^2})\hfill & |\stackrel{~}{ϵ}|2t,\hfill \\ \frac{2}{(\pi a)^2|\stackrel{~}{ϵ}|},\hfill & \stackrel{~}{ϵ}\pm 2t\hfill \end{array}$$
(2)
where $`\stackrel{~}{ϵ}`$ is an electron energy measured from the Fermi level $`\stackrel{~}{ϵ}=ϵ2t`$.(Hereafter the tilde on $`ϵ`$ will be dropped).

The DoS of a noninteracting electron gas moving in the random field of impurities has no essential singularities near the Fermi surface. Inclusion of even short-range correlations in the 2d disordered metal gives rise to a decreasing DoS near the Fermi level,. The DoS of a $`2d`$ disordered crystal with substitutional impurities turns out to have a singularity near the middle of the band even for the noninteracting electron gas.

Notice that the commensurability effect for a $`1d`$ disordered crystal near the middle of the band has been studied by many authors,. Dyson first pointed out  that the phonons’ DoS of a $`1d`$ disordered chain has a singularity as $`\rho ^{(1)}(ϵ)|ϵ|^1\mathrm{ln}^3|ϵ|`$ near the middle of the band. Later an analogous singularity has been found in the electronic DoS of many $`1d`$ models,. However, there exist a few computational studies of the DoS of a $`2d`$ disordered crystal,. By studying the averaged Green’s function for a disordered system with $`n`$ orbitals per site,the expansion coefficients in power of $`1/n`$ for $`d2`$ were shown in  to diverge for energies approaching the band center. This fact was interpreted in  as a existence of a van Hove singularity in the DoS.

The technical difficulties in analytical calculations of physical parameters are connected with the cosine energy spectrum and, furthermore, with an absence of perturbative parameters for half-filling. It is appropriate to notice that the recent attempt to explain both the linear resistivity and the nearly temperature independence of the thermopower in the cuprate superconductors  is based on the existence of a van Hove singularity in the DoS of these materials. To study the problem analytically, the idealized model  $`ϵ(𝒌)=k_xk_y`$ for the energy spectrum, which gives a logarithmic DoS at half-filling, was used. There exists also the $`nested`$ Fermi Liquid scattering approach  to study the susceptibility of high-$`T_c`$ superconductors.

As it is known, the Fermi surface of an infinite $`2d`$ lattice with nearest-neighbor hopping is changed with band-filling and it is flat for the half-filling. In this case there exists a $`nesting`$ vector $`𝑷_o=\{\pm \frac{\pi }{a},\frac{\pi }{a}\}`$ that maps an entire section of the Fermi surface onto another, i.e. the Fermi surface is perfectly $`nested`$ for the half-filled band case. There, the following particle-hole symmetry of the electron dispersion with respect to the vector $`𝑷_o`$ for a half-filled band holds:

$$ϵ(𝒑+𝑷_o)ϵ_F=[ϵ(𝒑)ϵ_F]$$
(3)
The one-electron DoS can be calculated according to the following expression:

$$\rho (ϵ)=\frac{2}{\pi }\mathrm{Im}\frac{d^2p}{(2\pi )^2}G_R(𝒑,ϵ)$$
(4)
where $`G_R(𝒑,ϵ)`$ is the retarded Green’s function.

The new class of diagrams which gives an essential contribution to the DoS is drawn in Fig.1. Thin solid and dashed lines in Fig.1 correspond to the ’bare’ retarded Green’s functions $`G_{R}^{}{}_{}{}^{o}(𝒑,ϵ)`$ and $`G_{R}^{}{}_{}{}^{o}(𝒑+𝑷_o,ϵ)`$ .

Averaging over impurity realization is performed according to the crossed diagram technique in the Born approximation described in , i.e. the white-noise impurity potential is used which corresponds to the off- diagonal disorder in the problem. The main diagrams are selected according to the condition of $`ϵ_F\tau 1`$ or $`k_Fl1`$ with $`l=v_F\tau `$ and $`\tau `$ being an elastic scattering time, which means $`l\lambda `$.

The scattering processes in the problem are described by two relaxation times $`\tau _o`$ and $`\tau _\pi `$, (Fig.2). $`\tau _o`$ corresponds to the normal scattering process contribution to which gives the diagram shown in Fig.2a and $`\frac{1}{\tau _o}=\frac{C_{imp}}{(2\pi )^2}\frac{d𝑺}{|𝑽_𝒌|}|U(S)|^2`$,. Here, $`C_{imp}`$ and $`U`$ are the impurity concentration and potential, respectively. The diagrams which give a contribution to Green’s functions contain new impurity vertices, shown in Figs.2b,c. These vertices characterize simultaneous reflections of electrons on the Brillouin zone boundary in the process of scattering on an impurity. The following expression represents these vertices: $`\frac{1}{\tau _\pi }=\frac{C_{imp}}{(2\pi )^2}\frac{d𝐒}{|𝐕_𝐤|}|U(P_o,S)|^2`$. It can be seen from Figs.2b,c that the total momentum, generally speaking, is not conserved for these impurity vertices. Therefore they represent an $`Umklapp`$ process.

Bare retarded and advanced Green’s functions $`G_{R,A}^o(𝒑,ϵ)=[ϵ(ϵ(𝒑)ϵ_F)+\frac{i}{2\tau }\mathrm{sign}ϵ]^1`$ contain a total relaxation time, which is equal to $`\frac{1}{\tau }=\frac{1}{\tau _o}+\frac{1}{\tau _\pi }`$.

The maximally crossed diagrams are redrawn in Fig.1a so that the self-energy part contains the particle-particle propagator $`C_\pi (𝒌,ϵ)`$which we call $`\pi `$-cooperon, (Fig.3a). In contrast to the cooperon for an isotropic system $`C_\pi (𝒌,ϵ)`$ has a diffusion pole at a small total energy and a large total momentum $`𝐏_𝐨`$. In the limit of small $`ϵ`$ and $`k`$ , satisfying the conditions $`|ϵ|\tau 1`$ and $`kl1`$, $`C_\pi (𝒌,ϵ)`$ has the following form

$$C_\pi (𝒌,ϵ)=\frac{C_{imp}|U(P_o)|^2}{14i\tau |ϵ|+(kl)^2(\tau /\tau _\pi )^2};$$
(5)
which has a diffusion pole for $`\tau _\pi \tau `$. Notice that $`ϵ`$ is an energy measured from the Fermi level.

The self-energy parts in Figs.1 $`b(b^{})`$ and $`c(c^{})`$ contain a particle- hole propagator $`D_\pi (𝒌,ϵ)`$ which can be written for $`|ϵ|\tau 1`$ and $`kl1`$ as

$$D_\pi (𝒌,ϵ)=\frac{C_{imp}|U(P_o)|^2}{14i\tau |ϵ|+(kl)^2(\tau /\tau _\pi )^2}$$
(6)
$`\pi `$\- diffuson $`D_U(𝒌,ϵ)`$ has a diffusion pole in the particle- hole channel at a small total energy and large momenta difference $`𝐏_𝐨`$ for $`\tau \tau _\pi `$.

According to the Dyson equation, the retarded Green’s function $`G_R(𝒑,ϵ)`$ is expressed in the following form:

$$G_R(𝒑,ϵ)=\frac{1}{(G_R^o(𝒑,ϵ))^1\mathrm{\Sigma }(𝒑,ϵ)}=\underset{n=0}{\overset{\mathrm{}}{}}(G_R^o(𝒑,ϵ))^{n+1}(\mathrm{\Sigma }(𝒑,ϵ))^n$$
(7)
where, $`\mathrm{\Sigma }(𝒑,ϵ)=_{i=a}^c^{}\mathrm{\Sigma }_i(𝒑,ϵ)`$, and each of $`\mathrm{\Sigma }_i(𝒑,ϵ)`$ corresponds to the one of self-energy parts $`ac^{}`$ in Fig.1, respectively. By summing all diagrams in Fig.1 the self-energy part $`\mathrm{\Sigma }(𝐩,ϵ)`$ is reduced to the form:

$$\begin{array}{cc}\hfill \mathrm{\Sigma }(𝐩,ϵ)=& \frac{d^2k}{(2\pi )^2}\{C_\pi (𝒌,ϵ)\frac{2\tau }{\tau _\pi }(1\frac{\tau }{\tau _\pi })D_\pi (𝒌,ϵ)\}\hfill \\ & G_{}^{o}{}_{R}{}^{}(𝐩+𝐤+𝐏_𝐨,ϵ);\hfill \end{array}$$
(8)
Substituting Eqs.(7) and (8) into Eq.(4) the following expression for $`\rho (ϵ)`$ can be obtained after integrating the bare Green’s functions over $`𝐩`$ and taking a sum over $`n`$ :

$$\rho (ϵ)=\rho _o^{(2)}\{1\mathrm{Re}\frac{4\tau ^2\alpha (ϵ)}{\sqrt{1+4\tau ^2\alpha (ϵ)}(1+\sqrt{1+4\tau ^2\alpha (ϵ)})}\}$$
(9)
where

$$\alpha (ϵ)=\frac{d^2k}{(2\pi )^2}\{C_\pi (𝒌,ϵ)\frac{2\tau }{\tau _\pi }(1\frac{\tau }{\tau _\pi })D_\pi (𝒌,ϵ)\};$$
(10)
The obtained expression for the DoS contains high order logarithmically divergent contributions. So, infinite order impurity blocks are summed up according to Eqs.(7)-(8).

The $`nesting`$ processes are weakened away from the middle of the band. In this case the normal scattering processes become more probable and $`\tau _o\tau _\pi `$ . As a result the diffusion poles in the propagators $`C_\pi (𝒌,ϵ)`$ and $`D_\pi (𝒌,ϵ)`$ disappear. Therefore a small offset from the middle of the band gives rise to the disappearence of the quantum corrections to the DoS and $`\rho (ϵ)=\rho _o^{(2)}`$. When filling reaches the center of the band the Fermi surface becomes flat. In this case the scattering with $`nesting`$ seems to have preference, i.e. $`\tau _\pi \tau _o`$ and $`\tau =\tau _\pi `$. The impurity blocks $`C_\pi (𝒌,ϵ)`$ and $`D_\pi (𝒌,ϵ)`$ have a diffusion pole under this condition and we get from Eq.(10):

$$\alpha (ϵ)=\frac{1}{8\pi ϵ_F\tau _{\pi }^{}{}_{}{}^{3}}\mathrm{ln}(\frac{1}{4i\tau _\pi |ϵ|})$$
(11)
Substitution this expression for $`\alpha (ϵ)`$ into Eq.(9) gives the following expression for the DoS:

$$\rho (ϵ)=\rho _o^{(2)}(ϵ)\{1\frac{\alpha _o(ϵ)}{\sqrt{1+\alpha _o(ϵ)}[1+\sqrt{1+\alpha _o(ϵ)}]}\};$$
(12)
where,$`\alpha _o(ϵ)=\frac{1}{2\pi ϵ_F\tau _\pi }\mathrm{ln}(\frac{1}{4\tau _\pi |ϵ|})`$. Near the vicinity of the Fermi level Eq.(12) is approximated as

$$\rho (ϵ)=\rho _o^{(2)}(ϵ)[\frac{1}{2\pi ϵ_F\tau _\pi }\mathrm{ln}(\frac{1}{4\tau _\pi |ϵ|})]^{1/2}$$
(13)
$`\rho _o^{(2)}(ϵ)`$ in Eqs.(12) and (13) is the DoS of a pure 2d square crystal, which has the van Hove singularity expressed by Eq.(2). Elastic scatterings in the crystal with substitutional impurities preserve the central peak of the DoS, however the energy dependence of $`\rho (ϵ)`$ is changed from logarithmic dependence to the square root of the logarithm in the close vicinity of the middle of the band:

$$\rho (ϵ)\frac{2}{(\pi a)^2ϵ_F}(2\pi ϵ_F\tau _\pi )^{1/2}\mathrm{ln}^{1/2}(\frac{1}{4\tau _\pi |ϵ|})\text{as}|ϵ|0$$
(14)
The peak also becomes narrower than that of the van Hove one due to impurity scattering.

It is worth to compare here the result presented in the Letter with that obtained for a 1d lattice with half filled energy band, containing off-diagonal disorder,. The DoS of the pure 1d lattice is a smooth function of the energy within the band and it has a singularity only at the boundary of the energy band. Therefore the Dyson peak of the DoS in the middle of the half-filled band of the 1d disordered lattice is a result of strong Bragg reflection of the electrons in the process of scattering on impurities with a consequent interference of scattered waves. The calculation of density-density and current-current correlators for 1d disordered chains shows that the localization length diverges and static conductivity saturates to a constant value at $`T=0`$ with the approaching of half filling. In contrast to the 1d case the singular enhancement of the DoS in the 2d disordered lattice is due to a van Hove singularity in the bare DoS. Effect of impurity tends to decrease the DoS. The obtained result is also confirmed by the computational study of the DoS of a 2d square lattice with off-diagonal disorder . Numerical analysis of the participation numbers in  shows that localization becoms stronger close to the band center.

Notice that a nested Fermi surface with a nesting vector $`𝐏^{}=\xi 𝐏_𝐨`$ ($`\xi <1`$)  arise for a tight-binding models which include both nearest neighbor and next nearest neighbor hopping terms and correspond to a non-half filled band. In this case the van Hove singularity in the DoS of pure system disappears and the DoS vanishes on the Fermi surface.

In conclusion, we proposed a new diagrammatic approach to study $`nesting`$ effects on the DoS of 2d disordered square lattice. Calculations were performed in the diffusion approximation. However, unlike the “conventional” localization theory, the infinite order logarithmically divergent diagrams were summed up here according to the Dyson equation. The quantum corrections tend to decrease the DoS in the whole energy interval. As a result, the van Hove singularity in the middle of the band is preserved, however, its energy dependence is changed from logarithmic to square root of logarithm in the close vicinity of the band center. The calculations are valid for a half-filled energy band. A small shift from the band center results in the vanishing of the quantum corrections to the DoS.

The authors are indebted to a referee who pointed out the difference between impurity effects in 1d and 2d systems. One of the authors (E.P.N.) thanks A.Erzan and all members of the Physical Department of Istanbul Technical University, where the part of this work was performed, for long time hospitality. E.P.N. also thanks H.Feldmann for discussion.


text:
# Conditional teleportation using optical squeezers and photon counting

## I Introduction

In quantum teleportation, an unknown state of a system is destroyed and created on another, distant system of the same type. The method was first suggested in  and realized in  for discrete variables, namely photonic (polarization) qubits. Subsequently, the concept has been extended to continuous variables , and then realized experimentally to teleport a coherent state by means of parametrically entangled (squeezed) optical beams and quadrature-component measurements . The concept of teleportation of continuous quantum variables has been further elaborated in .

The basic requirement of quantum teleportation is that the two parties share an entangled state with each other. In continuous-variable teleportation of quantum states of optical field modes, a two-mode squeezed vacuum is suited for playing the role of the entangled state. The quadrature components $`\widehat{q}_k`$ and $`\widehat{p}_k`$ ($`[\widehat{q}_k,\widehat{p}_k]`$ $`=`$ $`i`$, $`k`$ $`=`$ $`1,2`$) are correlated and anti-correlated, respectively, such that $`\mathrm{\Delta }(\widehat{q}_1`$ $``$ $`\widehat{q}_2)`$ $`<`$ $`1`$ and $`\mathrm{\Delta }(\widehat{p}_1`$ $`+`$ $`\widehat{p}_2)`$ $`<`$ $`1`$. For large squeezing, the correlations approach the original Einstein-Podolsky-Rosen (EPR) correlations  (for EPR correlations in optical fields, see, e.g., ).

The first scheme of teleportation that uses an optical two-mode squeezed vacuum is based on (single-event) quadrature-component measurements exploiting the above mentioned quadrature-component correlations . Later on, it has been realized that there are photon-number and phase correlations in a two-mode squeezed vacuum which could also be used for a potential teleportation protocol . In the scheme in  it is assumed that a measurement of the photon-number difference and the phase sum of the two modes on Alice’s side is performed. The obtained information is then sent to Bob who has to transform the quantum state of his mode by appropriate phase and photon-number shifting, thus creating the resulting teleported state. The scheme is conditional, as for some measured photon-number differences the state that is desired to be teleported cannot be re-created by Bob.

Unfortunately, the scheme in  requires phase measurements for which no methods have been known so far. Is there any hope to realize teleportation based on such a scheme or a related one? In this paper we suggest a viable modification of the scheme proposed in  which is based on (single-event) photon-number measurements on the output of a parametric amplifier (squeezer). The scheme is also conditional, and it applies to certain classes of quantum states. Even though the scheme is not universal, it can produce for some states and some measurement events higher teleportation fidelities than the scheme based on quadrature-component measurements .

The paper is organized as follows. In Sec. II we present the scheme and derive the expression for the teleported quantum state. In Sec. III we illustrate the method presenting numerical results, and we conclude in Sec. IV.

## II Theory

Let us consider the scheme sketched in Fig. 1. The entangled state is a two-mode squeezed vacuum produced by the first parametric amplifier from the vacuum state, $`\alpha `$ being the squeezing parameter. One of the two output modes of the first parametric amplifier is then used as one of the input modes of the second parametric amplifier (squeezing parameter $`\beta `$), and the mode whose quantum state $`|\psi _{\mathrm{in}}`$ is desired to be teleported is the other input mode. Alice measures the photon numbers $`n`$ and $`n`$ $`+`$ $`d`$ ($`d`$ $``$ $`n`$) at the output of the second parametric amplifier and communicates the result to Bob. Owing to Alice’s measurement, the state of the mode that was sent to Bob from the first parametric amplifier has been projected onto the state $`|\psi _{\mathrm{out}}`$. Bob now reproduces the input state by means of the transformation $`\widehat{A}|\psi _{\mathrm{out}}`$ $`=`$ $`|\psi _{\mathrm{tel}}`$, where the operator $`\widehat{A}`$ shifts the photon number according to the measured photon-number difference $`d`$.

The three modes are initially (i.e., before they enter any of the parametric amplifiers) prepared in the states $`|\psi _{\mathrm{in}}`$, $`|0`$, and $`|0`$, where the state $`|\psi _{\mathrm{in}}`$ that is desired to be teleported can be written in the Fock basis as

$$|\psi _{\mathrm{in}}=\underset{k}{}|kk|\psi _{\mathrm{in}}.$$
(1)
After passing the parametric amplifiers and detecting $`n`$ and $`n^{}`$ photons in the outgoing modes (modes $`0`$ and $`1`$) on Alice’s side, the state of Bob’s mode (mode $`2`$) is

$$|\psi _{\mathrm{out}}_2=P^{\frac{1}{2}}{}_{0}{}^{}n|{}_{1}{}^{}n^{}|\widehat{S}_{01}(\beta )\widehat{S}_{12}(\alpha )|\psi _{\mathrm{in}}_{0}^{}|0_{1}^{}|0_2,$$
(2)
where $`P`$ is the probability of that measurement event. The two-mode squeeze operator $`\widehat{S}_{kl}(\alpha )`$ is given by

$`\widehat{S}_{kl}(\alpha )=\mathrm{exp}\left(\alpha ^{}\widehat{a}_k\widehat{a}_l\alpha \widehat{a}_k^{}\widehat{a}_l^{}\right),`$ (3)
with $`\widehat{a}_k`$ ($`\widehat{a}_k^{}`$) being the photon destruction (creation) operator of the $`k`$th mode. It can be written in the Fock basis as

$`{}_{k}{}^{}m|{}_{l}{}^{}m^{}|\widehat{S}_{kl}(\alpha )|n_{k}^{}|n^{}_{l}^{}=\delta _{mm^{},nn^{}}e^{i(m^{}n^{})\phi _\alpha }`$ (6)
$`\times (1)^n^{}\sqrt{m!m^{}!n!n^{}!}{\displaystyle \frac{(\mathrm{sinh}|\alpha |)^n^{}(\mathrm{tanh}|\alpha |)^m^{}}{(\mathrm{cosh}|\alpha |)^{n+1}}}`$
$`\times {\displaystyle \underset{j=\mathrm{max}\{0,n^{}n\}}{\overset{\mathrm{min}\{m^{},n^{}\}}{}}}{\displaystyle \frac{\left(\mathrm{sinh}^2|\alpha |\right)^j}{j!(m^{}j)!(n^{}j)!(nn^{}+j)!}},`$
where $`\alpha `$ = $`|\alpha |e^{i\phi _\alpha }`$. For the following it is useful to introduce the coefficients

$`S_m^{}^m(d;\alpha )={}_{k}{}^{}m+d|{}_{l}{}^{}m|\widehat{S}_{kl}(\alpha )|m^{}+d_{k}^{}|m^{}_{l}^{}`$ (10)
$`={}_{k}{}^{}m|{}_{l}{}^{}m+d|\widehat{S}_{kl}(\alpha )|m^{}_{k}^{}|m^{}+d_{l}^{}`$
$`=e^{i(mm^{})\phi _\alpha }(1)^m^{}\sqrt{m!m^{}!(m+d)!(m^{}+d)!}`$
$`\times {\displaystyle \frac{(\mathrm{tanh}|\alpha |)^{m+m^{}}}{(\mathrm{cosh}|\alpha |)^{d+1}}}{\displaystyle \underset{j=0}{\overset{\mathrm{min}\{m,m^{}\}}{}}}{\displaystyle \frac{\left(\mathrm{sinh}^2|\alpha |\right)^j}{j!(mj)!(m^{}j)!(d+j)!}}.`$
The properties of the conditional quantum state $`|\psi _{\mathrm{out}}`$, Eq. (2), in which the mode $`2`$ is prepared after the detection of $`n`$ and $`n^{}`$ photons in the modes $`0`$ and $`1`$ respectively, are qualitatively different for different sign of the observed difference $`d`$ $`=`$ $`n^{}`$ $``$ $`n`$. In the case when $`d`$ $``$ $`0`$ is valid, then from Eq. (2) together with Eq. (10) it follows that ($`|\psi _{\mathrm{out}}_2`$ $``$ $`|\psi _{\mathrm{out}}`$)

$$m|\psi _{\mathrm{out}}=P^{\frac{1}{2}}S_m^{n+d}(d;\beta )S_0^m(0;\alpha )md|\psi _{\mathrm{in}},$$
(12)
where the detection probability $`P`$ is given by

$$P=\underset{m}{}|S_m^{n+d}(d;\beta )|^2|S_0^m(0;\alpha )|^2|md|\psi _{\mathrm{in}}|^2.$$
(13)
In the second case when $`d`$ $`>`$ $`0`$ is valid, we derive

$$m|\psi _{\mathrm{out}}=\{\begin{array}{cc}P^{\frac{1}{2}}S_{md}^n(d;\beta )S_0^m(0;\alpha )md|\psi _{\mathrm{in}},\hfill & md,\hfill \\ 0,\hfill & m<d,\hfill \end{array}$$
(14)
where

$$P=\underset{md}{}|S_{md}^n(d;\beta )|^2|S_0^m(0;\alpha )|^2|md|\psi _{\mathrm{in}}|^2.$$
(15)
From an inspection of Eqs. (12) and (14) we see that when the coefficients $`S_m^{n+d}S_0^m`$ and $`S_{md}^nS_0^m`$, respectively, change sufficiently slowly with $`m`$, then the state $`|\psi _{\mathrm{out}}`$, Eq. (2), imitates the state $`|\psi _{\mathrm{in}}`$, Eq. (1), but with a shifted Fock-state expansion, where the shift parameter is just given by the measured photon-number difference $`d`$. Obviously, if $`d`$ $`<`$ $`0`$ then the state $`|\psi _{\mathrm{out}}`$ does not contain any information about the Fock-state expansion coefficients $`m|\psi _{\mathrm{in}}`$ for $`m`$ $`<`$ $`|d|`$. With regard to teleportation, this means that the method is conditional. Successful teleportation of a quantum state whose Fock-state expansion starts with the vacuum can only be achieved if the number of photons detected in the mode $`1`$ is not smaller than the number of photons detected in the mode $`0`$. This limitation is exactly of the same kind as in the scheme in : the teleportation fidelity tends sharply to zero as the photon-number difference exceeds some (state-dependent) threshold value. Examples of the coefficients $`S_m^{n+d}S_0^m`$ are plotted in Fig. 2 for $`d`$ $`=`$ $`0`$.

To complete the teleportation procedure, Bob transforms the state $`|\psi _{\mathrm{out}}`$ applying on it photon-number shifting. Thus, the teleported state is

$$|\psi _{\mathrm{tel}}=\{\begin{array}{cc}\widehat{E}^d|\psi _{\mathrm{out}}\text{if}\hfill & d<0,\hfill \\ \widehat{E}^d|\psi _{\mathrm{out}}\text{if}\hfill & d>0,\hfill \end{array}$$
(16)
where

$$\widehat{E}=\underset{n}{}|nn+1|$$
(17)
(i.e., the operator $`\widehat{A}`$ in Fig. 1 is a power of $`\widehat{E}`$ or $`\widehat{E}^{}`$). The teleportation fidelity is then given by

$$F=|\psi _{\mathrm{in}}|\psi _{\mathrm{tel}}|^2.$$
(18)
For $`d`$ $``$ $`0`$, the teleportation scheme requires a realization of the transformations $`\widehat{E}`$ and $`\widehat{E}^{}`$. Unfortunately, there has been no exact implementation of these transformations in quantum optics so far. Photon adding and subtracting are transformations that are very close to the required ones. They are based on conditional measurement and could be realized using presently available experimental techniques . Their use of course reduces the efficiency of the scheme. Thus, the scheme may be presently confined to the case where $`d`$ $`=`$ $`0`$.

## III Results

From Eqs (12) and (14) together with Eqs. (16) – (18), the main results can be summarized as follows. $`(i)`$ Fock states can perfectly be teleported, i.e., the fidelity, Eq. (18), is equal to unity, which follows from the fact that parametric amplifiers conserve the photon-number difference. Therefore, high teleportation fidelities can also be expected for states with small photon number dispersion. For such states our method may be more suitable than the method in , where teleportation via measurement of conjugate quadrature components is realized. On the other hand, high teleportation fidelities are not expected for states with large mean photon number and large photon-number dispersion. In particular, for teleportation of highly excited coherent states or phase squeezed states the method in  may be more suitable. $`(ii)`$ In comparison to the method in , our scheme does not require phase shifting of the output state $`|\psi _{\mathrm{out}}`$. The squeezing parameters $`\alpha `$ and $`\beta `$ can be chosen such that the coefficients $`S_m^{n+d}S_0^m`$ and $`S_{md}^nS_0^m`$ in Eqs. (12) and (14), respectively, are real, so that the Fock-state expansion coefficients $`m|\psi _{\mathrm{out}}`$ have the same phase as the coefficients $`md|\psi _{\mathrm{in}}`$. $`(iii)`$ A high teleportation fidelity can be expected, provided that the values of the coefficients $`S_m^{n+d}S_0^m`$ and $`S_{md}^nS_0^m`$ vary sufficiently slowly with $`m`$ in the relevant range of the Fock-state expansion of the input state $`|\psi _{\mathrm{in}}`$. On the other hand, in ranges where the coefficients change rapidly, reliable teleportation cannot be achieved. From Fig. 2 it is seen that the $`m`$-range in which $`S_{md}^nS_0^m`$ slowly varies with $`m`$ increases with the strength of squeezing, and thus the class of states that can be teleported reliably extends.

In order to illustrate the method, we have calculated the teleported state, assuming that input state is a superposition of two Fock states, $`|\psi _{\mathrm{in}}`$ $`=`$ $`2^{1/2}(|1`$ $`+`$ $`i|3)`$ and equal squeezing parameters $`\alpha `$ and $`\beta `$ are used. Figure 3 presents the dependence on the detected photon numbers $`n,n^{}`$ of the teleportation fidelity $`F`$, Eq. (18), and the success probability $`P`$, Eqs. (13) and (15). We observe that close to the diagonal (but not always directly on it) the fidelity reaches high values close to unity. For the values of $`n,n^{}`$ with $`n`$ $`=`$ $`n^{}+2`$ and $`n`$ $`=`$ $`n^{}+3`$ the fidelity is exactly $`0.5`$, which indicates that the Fock state $`|3`$ was in the input of the second squeezer and has therefore been re-created in the teleportation. For the values of $`n,n^{}`$ with $`n`$ $`>`$ $`n^{}+3`$ the fidelity drops to zero and so does the probability: such events do not occur for the input state under consideration.

To quantify the performance of the method, we have calculated the probability of events which yield teleportation fidelities larger than or equal to some upper value $`F_\mathrm{u}`$,

$$P_\mathrm{u}=\underset{\genfrac{}{}{0pt}{}{n,n^{}}{F(n,n^{})F_\mathrm{u}}}{}P(n,n^{}),$$
(19)
where $`P(n,n^{})`$ is the success probability of detecting $`n`$ and $`n^{}`$ photons \[Eqs. (13) and (15)\], and $`F(n,n^{})`$ is the corresponding teleportation fidelity. In the example, we find that $`P_\mathrm{u}`$ $``$ $`33\%`$ for $`F_\mathrm{u}`$ $`=`$ $`90\%`$. Measuring (in place of $`n`$ and $`n^{}`$ in our scheme) the quadrature components $`X_0`$ and $`P_1`$ in the scheme in  would yield (for the same input state and the same squeezing parameter of the entangled state) $`P_\mathrm{u}`$ $``$ $`23\%`$.

Let us consider the more realistic case where $`n`$ $`=`$ $`n^{}`$, so that no photon-number shifting is necessary. From Fig. 4 we see that with increasing strength of squeezing a higher fidelity can be realized. However, the corresponding success probability decreases. In the figure, the overall probability of realizing a fidelity higher than 90% is $`P`$ $``$ $`1.97\%`$ for the squeezing parameters $`\alpha `$ $`=`$ $`\beta `$ $`=`$ $`1.5`$, whereas for $`\alpha `$ $`=`$ $`\beta `$ $`=`$ $`2`$ the probability reduces to $`P`$ $``$ $`1.06\%`$.

Clearly, if the input states are completely unknown, it cannot be predicted with what fidelity a state would be teleported. The scheme applies if the input states can be confined to a certain class of states, so that from an estimated fidelity it can be decided which photodetection results would represent a successful teleportation.

## IV Summary and Conclusions

We have suggested a viable modification of the teleportation scheme proposed in . Our scheme avoids the phase sum measurement that is not realizable at present. It uses instead the property of a nondegenerate parametric amplifier that the photon-number difference of the output beams is equal to that of the input beams. However, the price of avoiding phase measurements is a relatively low success probability of teleportation.

Our method and the method in , which is based on quadrature-component measurements, may complement one another. So, our method is better suited to teleportation of states with small photon number dispersion (Fock states can be teleported with fidelity equal to unity in principle). The method in  is more suitable for teleportation of states with smooth quadrature-component distributions.

Although our method is realizable in principle, there are several non-trivial experimental challenges. First, precise photodetection is needed, i.e., detectors are required that are able to distinguish between different photon numbers. This does not only concern Alice’s measurement but also Bob’s photon-number shifting, e.g., by means of photon adding and subtracting. Second, the photodetection should be sufficiently mode-selective, i.e, one must be able to distinguish whether an incident photon comes from the mode under study or from another part of the spectrum generated by the parametric amplifiers. A central problem in any scheme that exploits quantum coherence is that of decoherence due to unavoidable losses. The effect of decoherence may be reduced, if the squeezing strengths are reduced. However, using smaller squeezing decreases the available teleportation fidelity, so that one has to find an optimum regime for the teleportation of a given class of states, the losses in the scheme, and the required fidelity.

###### Acknowledgements.

This work was supported by the Deutsche Forschungsgemeinschaft. We thank S. Braunstein and P. Kok for useful comments.


text:
# A Crossed Module giving the Godbillon-Vey Cocycle

## Introduction

There is a well known correspondence in homological algebra between (equivalence classes of) exact sequences $`\mathrm{\Lambda }`$-modules, starting in $`M`$ and ending in $`N`$ with $`n`$ modules in between, and elements of $`Ext_\mathrm{\Lambda }^n(N,M)`$. For $`\mathrm{\Lambda }=U(𝔤)`$ the universal enveloping algebra of a Lie algebra $`𝔤`$, this gives for example a correspondence between $`H^2(𝔤,V)`$ and short eaxct sequences

$$0V\widehat{g}=V\times 𝔤𝔤0$$

where $`\widehat{g}`$ is the semi-direct product of the abelian Lie algebra $`V`$ and $`𝔤`$. The Lie algebra law on $`\widehat{g}`$ is given by a 2-cocycle of $`𝔤`$ with values in $`V`$. Note that the short exact sequence in uniquely determined on the vector space level by $`V`$ and $`𝔤`$.

In the same way, there is a correspondence between $`H^3(𝔤,V)`$ and certain 4 term exact sequences called crossed modules. In these sequences, only the first and the last term are specified, leaving (du to exactness) a choice of one $`𝔤`$-module to complete the sequence.

In this article, we exhibit crossed modules corresponding to the Godbillon-Vey 3-cocycle for $`W_1`$, $`Vect(S^1)`$ and the 2-dimensional analogue of $`Vect(S^1)`$ $`Vect_{0,1}(\mathrm{\Sigma })`$ (or $`Vect_{1,0}(\mathrm{\Sigma })`$), $`\mathrm{\Sigma }`$ being a compact Riemann surface.

Acknoledgements

The author thanks J.-L. Loday for his question stimulating the present article and C. Kassel for making him aware of reference .

## 1 Crossed modules

In the same way as extensions, i.e. 3 term exact sequences, are related to Lie algebra cohomology in degree 2, crossed modules  , i.e. certain 4 term exact sequences, correspond to cohomology in degree 3.

###### Definition 1

A crossed module of a Lie algebra is a homomorphism of Lie algebras $`\mu :𝔪𝔫`$ together with a $`𝔫`$-module structure $`\eta `$ on $`𝔪`$ such that

(a) $`\mu (\eta (n)m)=[n,\mu (m)]`$ for all $`n𝔫`$ and all $`m𝔪`$,

(b) $`\eta (\mu (m))m^{}=[m,m^{}]`$ for all $`m,m^{}𝔪`$.

One shows that $`ker(\mu )=:V`$ is an abelian Lie algebra and that the action of $`𝔫`$ on $`𝔪`$ induces a structure of a $`𝔤:=coker(\mu )`$-module on $`V`$. Note that in general $`𝔪`$ and $`𝔫`$ are not $`𝔤`$-modules.

An equivalence of crossed modules is defined in a natural way such that the restrictions of the maps on the kernel and the cokernel of $`\mu `$ are identical. Let us denote by $`\mathrm{crmod}(𝔤,V)`$ the set of equivalence classes of crossed modules. We have then the fundamental correspondence  theorem A.2, p. 138,

$$\mathrm{crmod}(𝔤,V)H^3(𝔤,V).$$
(1)
Let us briefly review how to associate to a crossed module a 3 cocycle of $`𝔤`$ with values in $`V`$:

The exact sequence associated to a crossed module reads as follows:

$$0V\stackrel{i}{}𝔪\stackrel{\mu }{}𝔫\stackrel{\pi }{}𝔤0$$

The first step is to take a (continuous) section $`\sigma `$ of $`\pi `$ and to calculate the default of $`\sigma `$ to be a Lie algebra homomorphism, i.e.

$$\alpha (x_1,x_2):=\sigma ([x_1,x_2])[\sigma (x_1),\sigma (x_2)].$$

We have obviously $`\pi \alpha (x_1,x_2)=0`$, because $`\pi `$ is a Lie algebra homomorphism, so $`\alpha (x_1,x_2)im(\mu )=ker(\pi )`$. This means that there is a $`\beta (x_1,x_2)𝔪`$ such that

$$\mu (\beta (x_1,x_2))=\alpha (x_1,x_2).$$

Now, one can easily calculate that $`\mu (d\beta (x_1,x_2,x_3))=0`$ where $`d`$ is the Lie algebra cohomology boundary of cohomology of $`𝔤`$ with values in $`𝔪`$ where $`𝔤`$ acts on $`𝔪`$ by $`\eta \sigma `$.

This means that $`d\beta (x_1,x_2,x_3)ker(\mu )=im(i)=V`$, i.e. there is a $`\gamma (x_1,x_2,x_3)V`$ such that $`d\beta (x_1,x_2,x_3)=i(\gamma (x_1,x_2,x_3))`$. It is fairly obvious that $`\gamma `$ is a 3-cocycle of $`𝔤`$ with values in $`V`$.

## 2 A crossed module giving $`\theta H^3(W_1)`$

In the following, we want to exhibit the 4 term exact sequence related to the Godbillon-Vey class in $`H^3(W_1,)`$.

Recall that there is a semi-direct product of $`W_1`$ by its module of $`\lambda `$-densities. It is represented by a short exact sequence

$$0F_\lambda F_\lambda \times W_1W_10,$$

where the Lie algebra structure on the product is given by

$$[(f,a),(g,b)]=([f,g],L_fbL_ga+c(f,g)).$$

Here, $`c`$ is a 2-cocycle of $`W_1`$ with values in $`F_\lambda `$, the module of $`\lambda `$-densities on the line $``$. We take $`\lambda =1`$ and

$$c(f,g)=\left|\begin{array}{cc}f^{}& g^{}\\ f^{\prime \prime }& g^{\prime \prime }\end{array}\right|.$$

Now consider the short exact sequence of $`W_1`$-modules

$$0F_0\stackrel{d}{}F_10$$

Since $`W_1`$ acts by the Lie derivative $`L_X=di_X+i_Xd`$ on the density modules, the action commutes with the exterior differential $`d`$.

We can glue these 2 sequences together to get

$$0F_0\stackrel{d}{}F_1\times W_1W_10,$$
(2)
$`d`$ is trivially a Lie algebra homomorphism from the abelian Lie algebra $`F_0`$ to the semidirect product $`F_1\times W_1`$. There is an action of $`F_1\times W_1`$ on $`F_0`$: it is given by the action of $`W_1`$ on $`F_0`$. It gives a structure of a crossed module to the sequence (2). The second compatibility condition is trivial. The first one reads

$$d((f,a)b)=[(f,a),db]$$

The left hand side is just $`d(L_fb)=di_{f\frac{d}{dt}}db`$. The right hand side gives $`(0,L_f(db))`$ and commutation of $`d`$ and $`L_f`$ shows condition $`(a)`$. In conclusion, the 4 term exact sequence gives a crossed module. We claim that the crossed module corresponds to the Godbillon-Vey class via the isomorphism (1).

In fact, this is easy: one just has to move up the arrows in the wrong direction. First, one has to choose a section of the arrow $`F_1\times W_1W_1`$. But calculating the default of this section to be a Lie algebra map just gives the cocycle of the semi-direct product. Then we have to move up the de Rham differential $`d`$, i.e. we have to choose a primitive. Afterwards, we have to take the Lie algebra coboundary. So, if we denote by a hat the primitive, we have to calculate

$$d(\widehat{c})(f,g,h)=d(\widehat{\left|\begin{array}{cc}^{}& ^{}\\ ^{\prime \prime }& ^{\prime \prime }\end{array}\right|})(f,g,h).$$

But it is obvious that the Lie algebra coboundary commutes with taking the primitive. Furthermore, it is well known that we have the following relation

$$d(\left|\begin{array}{cc}^{}& ^{}\\ ^{\prime \prime }& ^{\prime \prime }\end{array}\right|)(f,g,h)=\left(\left|\begin{array}{ccc}f& g& h\\ f^{}& g^{}& h^{}\\ f^{\prime \prime }& g^{\prime \prime }& h^{\prime \prime }\end{array}\right|\right)^{}$$

This expresses that fact that the Gelfand-Fuks cocycle is obtained from the Godbillon-Vey cocycle by “integration over the manifold” (and is easily checked directly).

Thus, we can choose the primitive such that the 3-cocycle associated to the above 4 term exact sequence is the Godbillon-Vey cocycle which is the generator of $`H^3(W_1,)`$.

Remarks:

1) This reasoning also shows that $`H^2(W_1,F_1)`$ which is known to be 1-dimensional (consequence of Goncharova’s theorem, cf  p. 120), is generated by the cocycle

$$c(f,g)=\left|\begin{array}{cc}f^{}& g^{}\\ f^{\prime \prime }& g^{\prime \prime }\end{array}\right|dx.$$

2) We owe to C. Roger the remark that the crossed module is obtained under Yoneda product $`Ext_{U(W_1)}^1(F_1,)\times Ext_{U(W_1)}^1(,F_1)Ext_{U(W_1)}^2(,)H^3(W_1,)`$. This possibility bears perhaps deep homological properties.

## 3 A crossed module giving $`\theta H^3(Vect(S^1),)`$

Now we want to generalize the preceeding situation to the circle. There is an obvious problem to do so: the sequence

$$0_0\stackrel{d}{}_10$$

where $`_0=𝒞^{\mathrm{}}(S^1)`$ and $`_1=\mathrm{\Omega }^1(S^1)`$ is not exact, but has a cokernel $`H^1(S^1,)=`$.

In order to get around this problem, let us recall some evident, but somewhat strange facts:

There is a chain of inclusions of Lie algebras

$$W_1^{pol}Vect(S^1)Vect()$$

Here, $`W_1^{pol}=_{n1}x^{n+1}\frac{d}{dx}`$ is the Lie algebra of (complexified) polynomial vector fields on the line, $`Vect(S^1)=\widehat{_ne^{int}\frac{d}{dt}}`$ is the Lie algebra of complexified vector fields on the circle (the hat meaning that $`e^{int}\frac{d}{dt}`$ for $`n`$ is a topological basis, because periodic functions can be approximated by Fourier polynomials), and $`Vect()=\{f(x)\frac{d}{dx}|f𝒞^{\mathrm{}}(,)\}`$ is the Lie algebra of complexified vector fields on the real line $``$.

The maps $`x^{n+1}\frac{d}{dx}ie^{int}\frac{d}{dt}`$ (i.e. one sets $`x=e^{it}`$) and $`f(t)\frac{d}{dt}\stackrel{~}{f}(x)\frac{d}{dx}`$ (where the field $`f(t)\frac{d}{dt}`$ is lifted to the universal covering to the unique 1-periodic field $`\stackrel{~}{f}(x)\frac{d}{dx}`$) are easily seen to be Lie algebra homomorphisms.

The strange fact is that $`W_1^{pol}`$ and $`Vect()`$ have the same continuous cohomology, but $`Vect(S^1)`$ does not. This is elucidated by the fact that the isomorphism in cohomology between $`W_1^{pol}`$ and $`Vect()`$ is not induced by the above inclusion, but by the “Taylor expansion at 0”-map $`Vect()W_1^{pol}`$ (which is a continuous surjection of Fréchet spaces by Borel’s lemma). One sees that $`W_1^{pol}`$ and $`Vect()`$ correspond to the 2 ways of associating $``$ to $`S^1`$: as its tangent space, or as its universal covering.

I recall all this just to motivate the fact that $`Vect(S^1)`$ acts on $`F_\lambda `$ (the $`\lambda `$-densities on $``$) and $`W_1^{pol}`$ acts on $`_\lambda `$ (the $`\lambda `$-densities on $`S^1`$). In the first case, we embed $`Vect(S^1)`$ into $`Vect()`$, and in the second case, we embed $`W_1^{pol}`$ into $`Vect(S^1)`$.

This gives us the possibility to consider the exact sequence

$$0F_0\stackrel{d}{}F_1\times Vect(S^1)Vect(S^1)0.$$

By the same arguments as above, this is a crossed module giving the Godbillon-Vey cocycle.

## 4 A crossed module giving $`\theta H^3(Vect_{1,0}(\mathrm{\Sigma }),)`$

Now, let us recall that $`H^3(Vect_{1,0}(\mathrm{\Sigma }),)`$, where $`Vect_{1,0}(\mathrm{\Sigma })`$ is the Lie algebra of differentiable vector fields of type $`(1,0)`$ (i.e. locally, such a field is written $`f(z,\overline{z})\frac{}{z}`$) on a compact Riemann surface $`\mathrm{\Sigma }`$, is also of dimension 1 and generated by a Godbillon-Vey type cocycle, see , . This cocycle is the integral over $`\mathrm{\Sigma }`$ over a determinant as in the usual Godbillon-Vey cocycle, all derivatives being with respect to $`z`$.

We propose a crossed module corresponding to this generator.

There are two obvious problems: first of all, there is the same problem as in the preceeding section, so we have to lift our fields to the universal covering, and second, there is the problem that the derivatives involved are only $``$, instead of being $`d=+\overline{}`$. For the second problem, we define a new action of $`Vect_{1,0}(\mathrm{\Sigma })`$ on $`_{i=0,1}\mathrm{\Omega }^{i,0}(\mathrm{\Sigma })`$ by the modified Cartan formula:

$$L_X\omega =i_X+i_X.$$

This means explicitly

$$L_X\omega =\{\begin{array}{cc}i_X((\omega ))& \mathrm{if}deg(\omega )=0\\ (i_X(\omega ))& \mathrm{if}deg(\omega )=1\end{array}$$

One calculates easily that this defines a Lie algebra action of $`Vect_{1,0}(\mathrm{\Sigma })`$ on $`_{i=0,1}\mathrm{\Omega }^{i,0}(\mathrm{\Sigma })`$ and that

$$0\mathrm{\Omega }^{0,0}(\mathrm{\Sigma })\stackrel{}{}\mathrm{\Omega }^{1,0}(\mathrm{\Sigma })$$

is an exact sequence of $`Vect_{1,0}(\mathrm{\Sigma })`$-modules, unfortunately the last map is not surjective. Now, let us lift these modules to the universal covering:

Suppose $`g>0`$ in order to have as the universal covering of $`\mathrm{\Sigma }`$ either $``$ or $``$, and let $`U`$ denote $``$ in case the genus is 1 and $``$ in case the genus is greater than 1. We have a short exact sequence of $`Vect_{1,0}(\mathrm{\Sigma })`$-modules

$$0\mathrm{\Omega }^{0,0}(U)\stackrel{}{}\mathrm{\Omega }^{1,0}(U)0$$

Now we can form the 4 term exact sequence

$$0\mathrm{\Omega }^{0,0}(U)\stackrel{}{}\mathrm{\Omega }^{1,0}(U)\times Vect_{1,0}(\mathrm{\Sigma })Vect_{1,0}(\mathrm{\Sigma })0$$

This sequence gives obviously by the same arguments as before a crossed module with corresponding 3-cohomology class represented by the Godbillon-Vey cocycle.

Note that the same construction works for the Lie algebra of holomorphic vector fields on an open Riemann surface $`Hol(\mathrm{\Sigma }_r)`$ where $`\mathrm{\Sigma }_r=\mathrm{\Sigma }\{p_1,\mathrm{},p_r\}`$ acting on the module of holomorphic $`\lambda `$-densities $`_\lambda (\mathrm{\Sigma }_r)`$ by the modified Cartan formula. This gives a crossed module describing $`H^3(Hol(\mathrm{\Sigma }_r),)`$ which is also known to be 1-dimensional .