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# SPECTRAL PROPERTIES OF NON-SELF-ADJOINT OPERATORS IN THE SEMI-CLASSICAL REGIME

## 1 Introduction

This work was motivated by the paper of Shkalikov  concerning the analysis of the semi-classical Airy operator, together with our computer simulations of the associated discrete problem using the numerical package Matlab. Specifically, we examined the operator $`H_{\delta ,h}`$ given formally by

$$H_{\delta ,h}:=h^2\frac{\mathrm{d}^2}{\mathrm{d}x^2}+V_\delta \text{ on }L^2(1,1)$$
(1)
where

$$V_\delta (x):=\{\begin{array}{cc}i(x+\delta )\hfill & \text{ for }x>0\text{ }\hfill \\ i(x\delta )\hfill & \text{ for }x<0\text{ }\hfill \end{array}$$

and both $`\delta >0`$, $`h>0`$ are small. In  it is shown rigorously that as $`h0`$ the spectrum of $`H_{0,h}`$ becomes dense inside an arbitrarily small neighbourhood of the Y-shaped subset of $`𝐂`$ defined by

$$[i,1/\sqrt{3}],[i,1/\sqrt{3}]\text{ and }[1/\sqrt{3},\mathrm{}),$$

where we use $`[\alpha ,\beta ]`$ to denote the line segment joining $`\alpha ,\beta 𝐂`$ (see figure 2).

This paper confirms our surprising numerical results, which suggested that when an arbitrarily small jump discontinuity is inserted into the otherwise linear (purely imaginary) potential, and then the semi-classical parameter $`h`$ allowed to go to $`0`$, the asymptotic spectrum of $`H_{\delta ,h}`$ turns out to be completely different from that of $`H_{0,h}`$ (see figure 1 and Corollary 4).

Several papers  have been written about the operator $`H_{0,h}`$ \- a major motivation being that it is a model operator for the ‘Orr-Sommerfeld’ problem . The operator also defines the ‘Squire model for the Couette flow’ in hydrodynamics; and in its own right, defines the semigroup which is the solution of the so-called ‘Torrey equation’ , related to the diffusion of magnetic fields. Thus, although the spectrum of this non-self-adjoint operator displays sometimes strange and singular behaviour, it must not be dismissed as a ‘pathological’ example from pure mathematics since it has important applications - for example, in magnetic resonance imaging devices.

It is well known that a basis for solutions of the so-called ‘Airy equation’

$$f^{\prime \prime }(z)+zf(z)=0$$

is given by any two of the Airy functions $`Ai(z)`$, $`Ai(\mathrm{e}^{2\pi i/3}z)`$ and $`Ai(\mathrm{e}^{2\pi i/3}z)`$ (see ). Thus, the analytic investigation of the eigenvalues will involve examining the asymptotic behaviour of certain Airy functions, where the expressions we use are WKB-type approximations. We will show that the eigenvalues lie inside a certain subset of the complex plane, which is intimately related to the $`Stokes^{}`$ $`lines`$ (or $`principal`$ $`curves`$) of the problem (see ). The proof will depend upon showing that for all $`\lambda `$ outside this subset, the eigenvalue problem

$$H_hf(x)=\lambda f(x)$$

has a well-defined Green’s function. As in , our analysis uses the concept of the $`characteristic`$ $`determinant`$ which we will describe in Section 2.

In Section 4 we analyse the spectral behaviour in the semi-classical limit $`h0`$ for a general complex-valued, piecewise linear potential. The surprising result is that each linear segment of the potential gives rise to a characteristic ‘Y-shaped’ set of eigenvalues; and the spectrum of the operator is contained within the superposition of these ‘Y-shaped’ sets. From the point of view of applications, this means that whilst the asymptotic spectrum is theoretically computable for an idealised linear potential; in practice, any $`arbitrarily`$ small deviation from the ideal can $`completely`$ change the spectrum. One way of expressing this for an operator $`H`$ is in terms of the $`pseudospectral`$ $`sets`$:

$$\mathrm{Spec}_ϵ(H):=\mathrm{Spec}(H)\{z𝐂:(Hz)^1ϵ^1\},$$

i.e. the contour sets of the resolvent norm, with the convention that $`z\mathrm{Spec}(H)`$ implies

$$(Hz)^1:=\mathrm{}.$$

For many non-self-adjoint operators it has been demonstrated  that the pseudospectral sets become very large as some parameter varies, even though $`z`$ may be far from the spectrum of the operator. This is equivalent to saying that the spectrum is computationally unstable. Our aim in this paper is to demonstrate for a relatively transparent case, the mechanism behind this phenomenon; we believe the results to be capable of extension to a more general class of piecewise analytic potentials.

In Section 5 we provide an analysis of the simultaneous limit as $`h0`$ and $`\delta 0`$ together.

## 2 The Characteristic Determinant

In this section we describe the characteristic determinant of the operator $`H_h`$ defined by

$$H_hf(x):=h^2\frac{\mathrm{d}^2f(x)}{\mathrm{d}x^2}+V(x)f(x)$$

acting on $`L^2(1,1)`$ with Dirichlet boundary conditions, $`h>0`$ small, and $`V(x)`$ the complex valued, $`n`$-times piecewise linear function

$$V(x):=\{\begin{array}{cc}m_1x+l_1\hfill & x_0x<x_1\hfill \\ m_2x+l_2\hfill & x_1<x<x_2\hfill \\ \mathrm{}\hfill & \mathrm{}\hfill \\ m_nx+l_n\hfill & x_{n1}<xx_n\hfill \end{array}$$

with $`1=x_0<x_1<\mathrm{}<x_n=1`$, and the $`m_i`$, $`l_i`$ $`i=1,\mathrm{},n`$ complex constants. The domain of the operator is given precisely by

$$\mathrm{Dom}(H_h)=\{fC[1,1]:f(1)=f(1)=0,f^{}C[1,1]\text{ and }f^{\prime \prime }L^2(1,1)\}$$
(2)
where the primes  denote differentiation with respect to $`x`$, and $`f^{\prime \prime }`$ is initially to be interpreted in the distributional sense. A direct substitution shows that a basis of solutions for the differential equation

$$h^2f^{\prime \prime }(x)+(V(x)\lambda )f(x)=0$$

where $`V(x):=mx+l`$; and $`l`$, $`m`$ are complex constants, is given by any two of the Airy functions $`Ai(w)`$ and $`Ai(\mathrm{e}^{\pm 2\pi i/3}w)`$, where

$$w:=h^{2/3}m^{2/3}(V(x)\lambda ).$$

It follows that, in order to construct an eigenfunction of the operator $`H_h`$, we seek constants $`\alpha _{i1},\alpha _{i2}`$ $`i=1,\mathrm{},n`$ such that the function

$$f(x):=\{\begin{array}{cc}\alpha _{11}u_{11}(x)+\alpha _{12}u_{12}(x)\hfill & x_0x<x_1\hfill \\ \alpha _{21}u_{21}(x)+\alpha _{22}u_{22}(x)\hfill & x_1<x<x_2\hfill \\ \mathrm{}\hfill & \mathrm{}\hfill \\ \alpha _{n1}u_{n1}(x)+\alpha _{n2}u_{n2}(x)\hfill & x_{n1}<xx_n\hfill \end{array}$$

satisfies all of the domain conditions (2), where

$$u_{i1}(x):=Ai(\mathrm{e}^{2k\pi i/3}h^{2/3}m_i^{2/3}((m_ix+l_i)\lambda ))$$
(3)
with $`k\{1,0,1\}`$. For each $`i=1,\mathrm{},n`$, the functions $`u_{i2}`$ are defined similarly, except that a different choice of $`k`$ is to be taken from $`\{1,0,1\}`$.

In addition to satisfying the boundary conditions $`f(1)=f(1)=0`$, $`f`$ must also be continuously differentiable, even at the points $`x_i`$. From the power series definition \[2, p.54\], it is clear that the Airy functions $`Ai`$ are analytic on the whole of $`𝐂`$, and so the requirement that $`f`$ be continuously differentiable reduces to the $`2(n1)`$ simultaneous ‘matching’ conditions

$$\alpha _{i1}u_{i1}(x_i)+\alpha _{i2}u_{i2}(x_i)\alpha _{(i+1)1}u_{(i+1)1}(x_i+)\alpha _{(i+1)2}u_{(i+1)2}(x_i+)=0$$

and

$$\alpha _{i1}u_{i1}^{}(x_i)+\alpha _{i2}u_{i2}^{}(x_i)\alpha _{(i+1)1}u_{(i+1)1}^{}(x_i+)\alpha _{(i+1)2}u_{(i+1)2}^{}(x_i+)=0.$$

The boundary conditions $`f(1)=f(1)=0`$ demand that

$$\alpha _{11}u_{11}(1)+\alpha _{12}u_{12}(1)=0$$

and

$$\alpha _{n1}u_{n1}(1)+\alpha _{n2}u_{n2}(1)=0.$$

Thus finding a solution of the differential equation

$$h^2f^{\prime \prime }(x)+V(x)f(x)=\lambda f(x)$$

which satisfies all of the domain conditions (2), involves solving the matrix equation

$$\left(\begin{array}{ccccccc}u_{11}(1)& u_{12}(1)& 0& 0& 0& \mathrm{}& 0\\ u_{11}(x_1)& u_{12}(x_1)& u_{21}(x_1)& u_{22}(x_1)& 0& \mathrm{}& 0\\ u_{11}^{}(x_1)& u_{12}^{}(x_1)& u_{21}^{}(x_1)& u_{22}^{}(x_1)& 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& \mathrm{}& 0& u_{(n1)1}(x_{n1})& u_{(n1)2}(x_{n1})& u_{n1}(x_{n1})& u_{n2}(x_{n1})\\ 0& \mathrm{}& 0& u_{(n1)1}^{}(x_{n1})& u_{(n1)2}^{}(x_{n1})& u_{n1}^{}(x_{n1})& u_{n2}^{}(x_{n1})\\ 0& \mathrm{}& 0& 0& 0& u_{n1}(1)& u_{n2}(1)\end{array}\right)$$

$$\times \left(\begin{array}{c}\alpha _{11}\\ \alpha _{12}\\ \alpha _{21}\\ \alpha _{22}\\ \mathrm{}\\ \alpha _{n1}\\ \alpha _{n2}\end{array}\right)=\left(\begin{array}{c}0\\ 0\\ 0\\ 0\\ \mathrm{}\\ 0\\ 0\end{array}\right)$$
(4)
for the constants $`\alpha _{i1},\alpha _{i2}.`$ Note that we are taking the left- and right-hand limits at the points $`x_i`$, although here and subsequently we will abuse the notation in order to add clarity, and simply write $`u_{i1}(x_i)`$ etc. It is the determinant of the matrix on the left-hand side of (4) that we shall call the characteristic determinant of the eigenvalue problem defined by $`H_h`$.

## 3 Airy functions and Stokes’ lines

For our proofs in the next section, we will need some notation and basic properties of the Airy functions. In all that follows we let the argument function $`\mathrm{Arg}`$ take principal values i.e.

$$\mathrm{Arg}:𝐂(\pi ,\pi ].$$

If $`\mathrm{Arg}(\beta \alpha ):=\theta `$, the subsets $`Y(\alpha ,\beta )`$ of $`𝐂`$ are to be constructed as follows: take the lines

$$\alpha +r\mathrm{e}^{2\theta i/3}\text{ and }\{\begin{array}{cc}\beta +r\mathrm{e}^{2\theta i/3+2\pi i/3}\hfill & \text{ for }\theta <0\hfill \\ \beta +r\mathrm{e}^{2\theta i/32\pi i/3}\hfill & \text{ for }\theta 0\hfill \end{array}$$

as $`r`$ ranges in $`[0,\mathrm{})`$, to their point of intersection, $`\mathrm{\Gamma }`$ say. Then, from $`\mathrm{\Gamma }`$ extend the infinite line defined by the set of $`\lambda 𝐂`$ such that

$$\mathrm{Re}\{(\mathrm{e}^{2\theta i/3}(\alpha \lambda ))^{3/2}\}=\mathrm{Re}\{(\mathrm{e}^{2\theta i/3}(\beta \lambda ))^{3/2}\}.$$
(5)
The motivation for this set will become clear during our proofs; in fact, it will be seen to comprise a curve asymptotic to the line

$$\{z𝐂:\mathrm{Im}(z)=\frac{\mathrm{Im}(\alpha )+\mathrm{Im}(\beta )}{2}\}.$$

Note for now, however, that (5) is $`h`$-independent. The $`\epsilon `$-neighbourhood of any subset $`T`$ of $`𝐂`$ will be defined by

$$\mathrm{Nhd}(T;\epsilon ):=\{t+z:tT\text{ and }\left|z\right|<\epsilon \}.$$

We will use the well-known  asymptotic expansion of the Airy function $`Ai`$, giving the WKB-type approximation:

$$Ai(z)=\frac{z^{1/4}}{2\sqrt{\pi }}\mathrm{exp}\left(\frac{2}{3}z^{3/2}\right)(1+O(z^{3/2}))$$
(6)
as $`\left|z\right|\mathrm{}`$, valid for $`\left|\mathrm{Arg}(z)\right|<\pi `$; and where the principal value of $`z^{3/2}`$ is taken. Following the notation of Olver (see \[2, p.413\]), we define

$$S_0:=\{z:\left|\mathrm{Arg}(z)\right|<\pi /3\}$$

$$S_1:=\{z:\pi /3<\mathrm{Arg}(z)<\pi \}$$

$$S_1:=\{z:\pi /3>\mathrm{Arg}(z)>\pi \}$$

(suffixes enumerated modulo 3). One can check that for all complex $`z`$ (and taking principal values), we have

$$\mathrm{Re}\{(\mathrm{e}^{2\pi i/3}z)^{3/2}\}=\{\begin{array}{cc}\mathrm{Re}\{(\mathrm{e}^{2\pi i/3}z)^{3/2}\}\hfill & \text{ for }zS_1S_1\hfill \\ \mathrm{Re}\{(\mathrm{e}^{2\pi i/3}z)^{3/2}\}\hfill & \text{ for }zS_0\hfill \end{array}$$
(7)
$$\mathrm{Re}\{(\mathrm{e}^{2\pi i/3}z)^{3/2}\}=\{\begin{array}{cc}\mathrm{Re}\{(z)^{3/2}\}\hfill & \text{ for }zS_1S_0\hfill \\ \mathrm{Re}\{(z)^{3/2}\}\hfill & \text{ for }zS_1\hfill \end{array}$$
(8)
and

$$\mathrm{Re}\{(\mathrm{e}^{2\pi i/3}z)^{3/2}\}=\{\begin{array}{cc}\mathrm{Re}\{(z)^{3/2}\}\hfill & \text{ for }zS_0S_1\hfill \\ \mathrm{Re}\{(z)^{3/2}\}\hfill & \text{ for }zS_1.\hfill \end{array}$$
(9)
Then, putting

$$Ai_k(z):=Ai(\mathrm{e}^{2k\pi i/3}z)$$
(10)
the asymptotics (6) show that as $`\left|z\right|\mathrm{}`$, $`\left|Ai_k(z)\right|`$ decreases exponentially for $`zS_k`$, and increases exponentially for $`zS_{k1}S_{k+1}`$. The boundaries of the sectors $`S_k`$ i.e. the rays $`t\mathrm{e}^{\pm \pi i/3}`$ and $`t\mathrm{e}^{\pi i}`$ for $`t[0,\mathrm{})`$, are known as the Stokes’ lines (or principal curves) of the problem \[2, p.503\]. Indeed, for the Airy equation

$$f^{\prime \prime }(z)+zf(z)=0$$

the Stokes’ lines are defined to be the values of $`z`$ such that

$$\mathrm{Re}_0^z\sqrt{t}dt=\mathrm{Re}\left\{\frac{2}{3}z^{3/2}\right\}=0,$$

and denote the boundaries of the $`principal`$ $`subdomains`$ $`S_1`$ etc., inside of which the asymptotic expression (6) is valid for each $`k`$.

We will call the suffix $`k`$ ‘allowable’ for any given $`z𝐂`$, if

$$\left|\mathrm{Arg}(\mathrm{e}^{2k\pi i/3}z)\right|<\pi .$$
(11)
## 4 The Semi-Classical Limit

The following is a generalisation of the argument used in  for the potential $`V(x)=ix`$, and will form a lemma for our main theorem.

###### Proposition 1

Let $`V`$ be the complex valued linear potential given by

$$V(x)=mx+lx[1,1]$$

where $`m`$ and $`l`$ are complex constants; $`u_{11}(x)`$, $`u_{12}(x)`$ are as defined in (3), and $`a,b[1,1]`$, $`a<b`$.

Let $`\epsilon >0`$ be given and $`\lambda 𝐂`$. If

$$\lambda \mathrm{Nhd}(Y(V(a),V(b));\epsilon ),$$

then

$$u_{11}(b)u_{12}(a)=o(u_{11}(a)u_{12}(b))$$
(12)
as $`h0`$.

Proof A simple scaling and translation of the operator $`H_h`$ allows us, without loss of generality, to assume that $`a:=1`$, $`b:=1`$ and $`l=0`$. That is, we assume

$$V(x):=x\mathrm{e}^{i\theta },\text{ where }\theta :=\mathrm{Arg}(m).$$

By elementary trigonometry, one can check that we then have

$$\mathrm{\Gamma }=\mathrm{e}^{i\theta }+\frac{4}{\sqrt{3}}\mathrm{sin}\left(\frac{\left|\theta \right|}{3}\right)\mathrm{e}^{2(\theta \pi )i/3}$$

or

$$\mathrm{\Gamma }=\mathrm{e}^{i\theta }+\frac{4}{\sqrt{3}}\mathrm{sin}\left(\frac{2\pi }{3}+\frac{\left|\theta \right|}{3}\right)\mathrm{e}^{2\theta i/3}.$$

Recalling our definition of the Airy functions $`u_{11}(x)`$ and $`u_{12}(x)`$ (3), we put

$$z(h,\lambda ,x):=h^{2/3}\mathrm{e}^{2\theta i/3}(x\mathrm{e}^{\theta i}\lambda ),$$

and can rewrite (6) explicitly in terms of $`h`$. Then, taking the modulus we obtain

$$\left|Ai(z(h,\lambda ,x))\right|$$

$$=h^{1/6}\frac{\left|x\mathrm{e}^{\theta i}\lambda \right|}{2\sqrt{\pi }}^{1/4}\mathrm{exp}\left(\frac{2}{3h}\mathrm{Re}(\mathrm{e}^{2\theta i/3}(x\mathrm{e}^{\theta i}\lambda ))^{3/2}\right)(1+O(h))$$
(13)
as $`h0`$, valid for $`\left|\mathrm{Arg}(z(h,\lambda ,x))\right|<\pi `$. Therefore, in order to estimate the moduli of the Airy functions $`Ai_k(z(h,\lambda ,x))`$ in the limit $`h0`$, it is sufficient to examine the behaviour of the functions

$$x\mathrm{Re}\{(\mathrm{e}^{2k\pi i/3}z(h,\lambda ,x))^{3/2}\},x𝐑$$

for $`k=1,0,1.`$

The basic idea of our proof is to show that for $`\lambda `$ outside an arbitrarily small $`\epsilon `$-neighbourhood of $`Y(V(1),V(1))`$, one can assign allowable values of $`j`$ and $`k`$ from $`\{1,0,1\}`$ (in the sense of (11)) such that the inequalities

$$\mathrm{Re}\{(\mathrm{e}^{2j\pi i/3}z(h,\lambda ,1)^{3/2}\}<\mathrm{Re}\{(\mathrm{e}^{2j\pi i/3}z(h,\lambda ,1)^{3/2}\}$$
(14)
and

$$\mathrm{Re}\{(\mathrm{e}^{2k\pi i/3}z(h,\lambda ,1)^{3/2}\}<\mathrm{Re}\{(\mathrm{e}^{2k\pi i/3}z(h,\lambda ,1)^{3/2}\}$$
(15)
hold in the limit $`h0`$. This will then be enough, by (13), to ensure that $`u_{11}(1)u_{12}(1)`$ and $`u_{11}(1)u_{12}(1)`$ are of different orders of magnitude as $`h0`$, thus implying (12).

Using the statements of the previous section; for all values of $`\lambda `$ such that

$$z(h,\lambda ,\pm 1):=h^{2/3}\mathrm{e}^{2\theta i/3}(\pm \mathrm{e}^{\theta i}\lambda )$$

does not lie within an $`\epsilon `$-neighbourhood of any of the Stokes’ lines, and $`z(h,\lambda ,1)`$, $`z(h,\lambda ,1)`$ lie in different principal domains, one can always obtain (14) and (15), and the asymptotics (13) will be valid. However, for $`\lambda `$ lying in the sector having its apex at $`\mathrm{\Gamma }`$, and bounded by the rays

$$\mathrm{\Gamma }+r\mathrm{e}^{2\theta i/3}\text{ and }\{\begin{array}{cc}\mathrm{\Gamma }+r\mathrm{e}^{2\theta i/3+2\pi i/3}\hfill & \text{ for }\theta <0\hfill \\ \mathrm{\Gamma }+r\mathrm{e}^{2\theta i/32\pi i/3}\hfill & \text{ for }\theta 0\hfill \end{array}$$

$`r[0,\mathrm{})`$, it is easy to check that $`\mathrm{e}^{2k\pi i/3}z(h,\lambda ,\pm 1)`$ both lie in the same principal domain, for each $`k\{1,0,1\}`$. Then it is also straightforward to check that as $`x`$ ranges from $`1`$ to $`1`$, the function

$$x\mathrm{Re}\{(\mathrm{e}^{2k\pi i/3}z(\epsilon ,\lambda ,x))^{3/2}$$

which has been at the heart of our analysis, has a single maximum/minimum. Together with the identities (7), (8) and (9), this means that there $`will`$ be values of $`\lambda `$ such that equality holds in both (14) and (15) - no matter what choices of $`j`$ and $`k`$ are made. Thus, (and without loss of generality assuming $`j=k=0`$,) the set of $`\lambda `$ satisfying

$$\mathrm{Re}\{(\mathrm{e}^{2\theta i/3}(\mathrm{e}^{\theta i}\lambda ))^{3/2}\}=\mathrm{Re}\{(\mathrm{e}^{2\theta i/3}(\mathrm{e}^{\theta i}\lambda ))^{3/2}\}$$
(16)
lies in $`Y(V(1),V(1))`$. We now examine this set in more detail. Expanding the Taylor series, we have

$$(\mathrm{e}^{2\theta i/3}(\mathrm{e}^{\theta i}\lambda ))^{3/2}=i\lambda ^{3/2}\mathrm{e}^{\theta i}+\frac{3}{2}i\lambda ^{1/2}\frac{3}{8}i\lambda ^{1/2}\mathrm{e}^{\theta i}\frac{1}{16}i\lambda ^{3/2}\mathrm{e}^{2\theta i}+O(\lambda ^{5/2})$$

and

$$(\mathrm{e}^{2\theta i/3}(\mathrm{e}^{\theta i}\lambda ))^{3/2}=i\lambda ^{3/2}\mathrm{e}^{\theta i}\frac{3}{2}i\lambda ^{1/2}\frac{3}{8}i\lambda ^{1/2}\mathrm{e}^{\theta i}+\frac{1}{16}i\lambda ^{3/2}\mathrm{e}^{2\theta i}+O(\lambda ^{5/2})$$

as $`\left|\lambda \right|\mathrm{}`$. Dividing through by $`i`$, this means that (16) will hold if and only if

$$\mathrm{Im}\left\{\frac{3}{2}\lambda ^{1/2}\frac{\lambda ^{3/2}\mathrm{e}^{2\theta i}}{16}\right\}=O(\lambda ^{5/2})$$

as $`\left|\lambda \right|\mathrm{}`$. Putting $`\lambda :=\rho \mathrm{e}^{\varphi i}`$, this is equivalent to the requirement

$$\mathrm{sin}\left(\frac{\varphi }{2}\right)\frac{1}{24\rho ^2}\mathrm{sin}\left(2\theta \frac{3\varphi }{2}\right)=O(\rho ^6)$$

as $`\rho \mathrm{}`$. But then

$`\mathrm{Im}(\lambda )`$ $`=\rho \mathrm{sin}(\varphi )`$
$`=2\rho \mathrm{sin}\left({\displaystyle \frac{\varphi }{2}}\right)\mathrm{cos}\left({\displaystyle \frac{\varphi }{2}}\right)`$
$`=2\rho \mathrm{cos}\left({\displaystyle \frac{\varphi }{2}}\right)\left\{{\displaystyle \frac{1}{24\rho ^2}}\mathrm{sin}\left(2\theta {\displaystyle \frac{3\theta }{2}}\right)+O(\rho ^6)\right\}`$
$`=O(\rho ^1)`$
as $`\rho \mathrm{}`$. By our definition of $`\mathrm{\Gamma }`$, $`z(h,\mathrm{\Gamma },\pm 1)`$ lies at the intersection of two Stokes’ lines, and so

$$\mathrm{Re}\{(z(h,\mathrm{\Gamma },\pm 1))^{3/2}\}=0$$

showing that $`\mathrm{\Gamma }`$ certainly lies in the set of $`\lambda `$ satisfying (16). Therefore, we deduce that $`Y(V(1),V(1))`$ contains a curve from $`\mathrm{\Gamma }`$ asymptotic to the positive real-axis.

Finally, we must examine what happens when $`z`$ does lie on one of the Stokes’ lines.

Firstly, suppose $`\mathrm{Arg}(z(h,\lambda ,1))=\pi /3`$, corresponding to $`\lambda `$ lying on the ray centred at $`\mathrm{e}^{\theta i}`$ and passing through $`\mathrm{\Gamma }`$. Then $`k=0,1`$ are allowable, and one checks that if $`\lambda `$ lies on the segment $`[\mathrm{e}^{\theta i},\mathrm{\Gamma })`$, we have $`z(h,\lambda ,1)S_1`$. It follows by (8) that

$$\mathrm{Re}\{(\mathrm{e}^{2\pi i/3}z(h,\lambda ,1))^{3/2}\}=\mathrm{Re}\{(z(h,\lambda ,1))^{3/2}\},$$

and so (14) and (15) cannot hold. However, if $`\lambda `$ lies on that part of the ray which extends past $`\mathrm{\Gamma }`$ (but not $`\lambda =\mathrm{\Gamma }`$ itself,) then $`z(h,\lambda ,1)S_1`$, and

$$\mathrm{Re}\{(\mathrm{e}^{2\pi i/3}z(h,\lambda ,1))^{3/2}\}=\mathrm{Re}\{(z(h,\lambda ,1))^{3/2}\}$$

causing (14) and (15) to hold for $`j=0`$, $`k=1`$.

An entirely similar argument holds when $`\mathrm{Arg}(z(h,\lambda ,1))=\pi `$, corresponding to $`\lambda `$ lying on the ray centred at $`\mathrm{e}^{\theta i}`$ and passing through $`\mathrm{\Gamma }`$ using (7), with $`j=1`$ and $`k=1`$.

Finally, the case where $`\mathrm{Arg}(z(h,\lambda ,\pm 1))=\pi /3`$ is taken care of using (9), which shows that we may use allowable values $`1`$ and $`0`$ to obtain (14) and (15).

This completes the proof.

In the case $`\theta =\pi /2`$; $`\mathrm{\Gamma }=1/\sqrt{3}`$ lies on the real-axis, and the figure $`Y(i,i)`$ has three $`linear`$ ‘arms’. When $`\theta =0`$, the symmetric case, $`Y(1,1)`$ is the semi-infinite interval $`[1,\mathrm{})`$, as is well-known from the theory of self-adjoint operators.

We now give our main result.

###### Theorem 2

Let

$$H_hf(x):=h^2\frac{\mathrm{d}^2f(x)}{\mathrm{d}x^2}+V(x)f(x)$$

act on $`L^2(1,1)`$ with Dirichlet boundary conditions, where $`h>0`$ is small, and $`V(x)`$ is the complex valued n-times piecewise linear function

$$V(x):=\{\begin{array}{cc}m_1x+l_1\hfill & x_0x<x_1\hfill \\ m_2x+l_2\hfill & x_1<x<x_2\hfill \\ \mathrm{}\hfill & \mathrm{}\hfill \\ m_nx+l_n\hfill & x_{n1}<xx_n\hfill \end{array}$$

with $`1=x_0<x_1<\mathrm{}<x_n=1`$ and the $`m_i`$, $`l_i`$, $`i=1,\mathrm{},n`$ complex constants. We assume for each $`i`$ that if $`m_ix_i+l_i=m_{i+1}x_i+l_{i+1}`$, then $`m_im_{i+1}`$. Put $`\theta _i:=\mathrm{Arg}(m_i)`$, and, using our earlier notation

$$T:=\underset{i=1}{\overset{n}{}}Y(V(x_i),V(x_{i+1})).$$

Let $`\epsilon >0`$ and $`N𝐙^+`$ be given. Then

$$\mathrm{Spec}(H_h)\{z:\left|z\right|N\}\mathrm{Nhd}(T;\epsilon )$$

for all small enough $`h>0`$.

Proof Our proof involves an analysis of the behaviour of the characteristic-determinant, i.e. the left-hand side of (4), as $`h0`$. We give a proof for the case $`n=3`$; the general case follows by a similar argument. For $`n=3`$, the characteristic-determinant is given by

$$\left|\begin{array}{cccccc}u_{11}(1)& u_{12}(1)& 0& 0& 0& 0\\ u_{11}(x_1)& u_{12}(x_1)& u_{21}(x_1)& u_{22}(x_1)& 0& 0\\ u_{11}^{}(x_1)& u_{12}^{}(x_1)& u_{21}^{}(x_1)& u_{22}^{}(x_1)& 0& 0\\ 0& 0& u_{21}(x_2)& u_{22}(x_2)& u_{31}(x_2)& u_{32}(x_2)\\ 0& 0& u_{21}^{}(x_2)& u_{22}^{}(x_2)& u_{31}^{}(x_2)& u_{32}^{}(x_2)\\ 0& 0& 0& 0& u_{31}(1)& u_{32}(1)\end{array}\right|$$
(17)
and we must prove that for certain values of $`\lambda 𝐂`$, this determinant does not vanish as $`h0`$. Expanding (17), one obtains

$$\{(u_{11}(1)u_{12}(x_1)u_{12}(1)u_{11}(x_1))(u_{22}^{}(x_1)u_{21}(x_2)u_{21}^{}(x_1)u_{22}(x_2))\times $$

$$\times (u_{31}(1)u_{32}^{}(x_2)u_{31}^{}(x_2)u_{32}(1))\}$$

$$\{(u_{11}(1)u_{12}(x_1)u_{12}(1)u_{11}(x_1))(u_{22}^{}(x_1)u_{21}^{}(x_2)u_{21}^{}(x_1)u_{22}^{}(x_2))\times $$

$$\times (u_{31}(1)u_{32}(x_2)u_{31}(x_2)u_{32}(1))\}+$$

$$+\{(u_{11}(1)u_{12}^{}(x_1)u_{12}(1)u_{11}^{}(x_1))(u_{22}(x_1)u_{21}^{}(x_2)u_{21}(x_1)u_{22}^{}(x_2))\times $$

$$\times (u_{31}(1)u_{32}(x_2)u_{31}(x_2)u_{32}(1))\}$$

$$\{(u_{11}(1)u_{12}^{}(x_1)u_{12}(1)u_{11}^{}(x_1))(u_{22}(x_1)u_{21}(x_2)u_{21}(x_1)u_{22}(x_2))\times $$

$$\times (u_{31}(1)u_{32}^{}(x_2)u_{31}^{}(x_2)u_{32}(1))\}$$
(18)
where so far, no asymptotics are involved.

Now, let $`\epsilon >0`$ and $`N𝐙^+`$ be as given in the statement of the theorem. Taking any

$$\lambda \{z:\left|z\right|N\}\backslash \mathrm{Nhd}(T;\epsilon ),$$

we can use the results of Proposition 1 to show that (17) is non-zero in the limit as $`h0`$. Indeed, by the proof of Proposition 1, we can ensure that the asymptotic estimates

$$u_{12}(1)u_{11}(x_1)=o(u_{11}(1)u_{12}(x_1)),$$

$$u_{21}(x_1)u_{22}(x_2)=o(u_{22}(x_1)u_{21}(x_2))$$

and

$$u_{31}(x_2)u_{32}(1)=o(u_{32}(x_2)u_{31}(1))$$

hold, as $`h0`$. Then, using the standard asymptotic expansions of the Airy functions , which give

$$Ai(z)=\frac{z^{1/4}}{2\sqrt{\pi }}\mathrm{exp}\left(\frac{2}{3}z^{3/2}\right)(1+O(z^{3/2}))$$
(19)
and

$$Ai^{}(z)=\frac{z^{1/4}}{2\sqrt{\pi }}\mathrm{exp}\left(\frac{2}{3}z^{3/2}\right)(1+O(z^{3/2}))$$
(20)
as $`\left|z\right|\mathrm{}`$, valid for all $`z`$ such that $`\left|\mathrm{Arg}(z)\right|<\pi `$; we see that, if

$$z(h,\lambda ,x_i):=h^{2/3}m_i^{2/3}((m_ix_i+l_i)\lambda ),$$

then

$`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}Ai(z)`$ $`={\displaystyle \frac{\mathrm{d}z}{\mathrm{d}x}}Ai^{}(z)`$
$`={\displaystyle \frac{\mathrm{d}z}{\mathrm{d}x}}{\displaystyle \frac{z^{1/4}}{2\sqrt{\pi }}}\mathrm{exp}\left({\displaystyle \frac{2}{3}}z^{3/2}\right)(1+O(z^{3/2}))`$
$`={\displaystyle \frac{\mathrm{d}z}{\mathrm{d}x}}z^{1/2}{\displaystyle \frac{z^{1/4}}{2\sqrt{\pi }}}\mathrm{exp}\left({\displaystyle \frac{2}{3}}z^{3/2}\right)(1+O(z^{3/2}))`$
as $`\left|z\right|\mathrm{}`$. Comparing this last expression with (19), and using $`fg`$ to mean that

$$\frac{f(h)}{g(h)}1\text{ as }h0,$$

we obtain

$$\frac{\mathrm{d}}{\mathrm{d}x}Ai(z(h,\lambda ,x_i))h^1((m_ix_i+l_i)\lambda )^{1/2}Ai(z(h,\lambda ,x_i))\text{ as }h0.$$

Moreover, similar calculations show that

$$\frac{\mathrm{d}}{\mathrm{d}x}Ai(\mathrm{e}^{\pm 2\pi i/3}z(h,\lambda ,x_i))h^1((m_ix_i+l_i)\lambda ))^{1/2}Ai(z(h,\lambda ,x_i))\text{ as }h0.$$

Reverting to our notation of (3), we will write

$$u_{i1}^{}(x_i)h^1c_{i1}(x_i)u_{i1}(x_i)\text{ etc.}$$
(21)
as $`h0`$, where it is important to note that the $`c_{ij}(x_i)`$, $`i=1,\mathrm{},(n1)`$, $`j=1,2`$ are independent of $`h`$. Then, since the constant terms $`c_{ij}(x_i)`$ are negligible in magnitude compared with the exponential terms $`u_{ij}(x_i)`$ as $`h0`$, the relations (21) imply that we also have the estimates

$$u_{12}(1)u_{11}^{}(x_1)=o(u_{11}(1)u_{12}^{}(x_1)),$$

$$u_{21}^{}(x_1)u_{22}(x_2)=o(u_{22}^{}(x_1)u_{21}(x_2))$$

$$u_{31}^{}(x_2)u_{32}(1)=o(u_{32}^{}(x_2)u_{31}(1))$$

$$u_{21}^{}(x_1)u_{22}^{}(x_2)=o(u_{22}^{}(x_1)u_{21}^{}(x_2))$$

and

$$u_{21}(x_1)u_{22}^{}(x_2)=o(u_{22}(x_1)u_{21}^{}(x_2))$$

as $`h0`$. Returning to (18), we first use the above estimates (since we may ignore the sub-dominant term in each round-bracketed expression), and then the relations (21) again, to obtain the asymptotic estimate on the first of the curly-bracketed terms:

$$\{(u_{11}(1)u_{12}(x_1)u_{12}(1)u_{11}(x_1))(u_{22}^{}(x_1)u_{21}(x_2)u_{21}^{}(x_1)u_{22}(x_2))\times $$

$$\times (u_{31}(1)u_{32}^{}(x_2)u_{31}^{}(x_2)u_{32}(1))\}$$

$`u_{11}(1)u_{12}(x_1)u_{22}^{}(x_1)u_{21}(x_2)u_{31}(1)u_{32}^{}(x_2)`$
$`u_{11}(1)u_{12}(x_1)\epsilon ^{1/2}c_{22}(x_1)u_{22}(x_1)u_{21}(x_2)u_{31}(1)\epsilon ^{1/2}c_{32}(x_2)u_{32}(x_2)`$
$`=h^2[c_{22}(x_1)c_{32}(x_2)](u_{11}(1)u_{12}(x_1)u_{22}(x_1)u_{21}(x_2)u_{31}(1)u_{32}(x_2))`$
as $`h0`$. Similar estimates apply to each of the remaining three terms in (18) i.e.

$$\{(u_{11}(1)u_{12}(x_1)u_{12}(1)u_{11}(x_1))(u_{22}^{}(x_1)u_{21}^{}(x_2)u_{21}^{}(x_1)u_{22}^{}(x_2))\times $$

$$\times (u_{31}(1)u_{32}(x_2)u_{31}(x_2)u_{32}(1))\}$$

$$h^2[c_{22}(x_1)c_{21}(x_2)](u_{11}(1)u_{12}(x_1)u_{22}(x_1)u_{21}(x_2)u_{31}(1)u_{32}(x_2)),$$

$$\{(u_{11}(1)u_{12}^{}(x_1)u_{12}(1)u_{11}^{}(x_1))(u_{22}(x_1)u_{21}^{}(x_2)u_{21}(x_1)u_{22}^{}(x_2))\times $$

$$\times (u_{31}(1)u_{32}(x_2)u_{31}(x_2)u_{32}(1))\}$$

$$h^2[c_{12}(x_1)c_{21}(x_2)](u_{11}(1)u_{12}(x_1)u_{22}(x_1)u_{21}(x_2)u_{31}(1)u_{32}(x_2))$$

and

$$\{(u_{11}(1)u_{12}^{}(x_1)u_{12}(1)u_{11}^{}(x_1))(u_{22}(x_1)u_{21}(x_2)u_{21}(x_1)u_{22}(x_2))\times $$

$$\times (u_{31}(1)u_{32}^{}(x_2)u_{31}^{}(x_2)u_{32}(1))\}$$

$$h^2[c_{12}(x_1)c_{32}(x_2)](u_{11}(1)u_{12}(x_1)u_{22}(x_1)u_{21}(x_2)u_{31}(1)u_{32}(x_2))$$

as $`h0`$. Collecting these estimates together, we see that the characteristic determinant (17) tends asymptotically towards

$$h^2\{(c_{22}(x_1)c_{12}(x_1))(c_{32}(x_2)c_{21}(x_2))\}(u_{11}(1)u_{12}(x_1)u_{22}(x_1)u_{21}(x_2)u_{31}(1)u_{32}(x_2))$$

as $`h0`$. The Airy functions $`Ai(z)`$ have countably many negative real zeros, ; and so by our choice of $`\lambda `$ outside $`\mathrm{Nhd}(T;\epsilon )`$ together with the proof of Proposition 1, we are assured that none of the Airy functions $`u_{ij}(x_i)`$ vanishes. Therefore, the determinant (17) does not vanish in the limit as $`h0`$, provided the ‘constant’ terms

$$c_{22}(x_1)c_{12}(x_1)\text{ and }c_{32}(x_2)c_{21}(x_2).$$
(22)
Our choice of $`\lambda `$ ensures that each of the individual constant terms $`c_{ij}(x_i)`$ is non-zero. Moreover, reviewing the proof of Proposition 1 and the identities (7)-(9), we see that the choices for $`j`$ and $`k`$ are not uniquely determined. Therefore, it is always possible to ensure that (22) holds, even when $`V`$ is continuous at some or all of the $`x_is`$. For example, if it happens that $`V(x_1)=V(x_1+)`$, then we choose $`j`$ and $`k`$ so that the constants $`c_{12}(x_1)`$ and $`c_{22}(x_1)`$ take different signs (by the calculations immediately above (21)). Thus, we deduce that such $`\lambda `$ cannot be an eigenvalue.

It now just requires the following compactness argument to complete the proof. Let $`B(z;\epsilon )`$ denote the open ball centred at $`z`$, with radius $`\epsilon `$. Our argument so far shows that for any

$$\lambda \{z𝐂:\left|z\right|N\}$$

such that

$$B(\lambda ;\epsilon )T=\mathrm{}$$

we have

$$B(\lambda ;\epsilon )\mathrm{Spec}(H_h)=\mathrm{}$$

for all $`0<h<E_\lambda `$, where $`E_\lambda `$ is some positive constant dependent upon $`\lambda `$. Let

$$M:=\{z𝐂:\left|z\right|N,\text{ and }\mathrm{dist}(z,T)2\epsilon \},$$

so that $`M`$ is compact. Then for all $`\lambda M`$

$$B(\lambda ;\epsilon )\mathrm{Nhd}(T;\epsilon )=\mathrm{}$$

and so

$$M\underset{\lambda M}{}B(\lambda ;\epsilon ).$$

But by compactness this means that there exists a finite sub-covering

$$M\underset{r=1}{\overset{n}{}}B(\lambda _r;\epsilon _{\lambda _r}).$$

Taking $`E`$ to be $`\mathrm{min}(E_{\lambda _1},\mathrm{},E_{\lambda _n})>0`$, we deduce that for all $`0<h<E`$ we have

$$\mathrm{Spec}(H_h)M=\mathrm{}$$

and this is equivalent to the statement of the theorem.

###### Remark 3

An important but subtle point, to note is that the zeros of

$$(u_{11}(1)u_{12}(x_1)u_{22}(x_1)u_{21}(x_2)u_{31}(1)u_{32}(x_2))$$
(23)
as a function of $`\lambda `$, are $`not`$ the same as the zeros of (17). However, by a similar argument to that of Shkalikov  (i.e. using (19)), one can readily show that along each of the bounded arms of the Y-shaped figures making up $`T`$, the zeros (eigenvalues) do converge as $`h0`$ to form a dense set. Finding an asymptotic expression for the density of spectral points along the infinite lines (in the direction of the positive real-axis) appears to be a much more difficult problem; and we have no results yet in that direction.

To illustrate Theorem 2, in figure 3 we show a Matlab plot of the discretised version of the problem where the potential

$$V(x):=\{\begin{array}{cc}2ix+i\hfill & \text{ for }1x<0\text{ }\hfill \\ (i+1)x\hfill & \text{ for }0<x1\hfill \end{array}$$

We now return to the operator $`H_{\delta ,h}`$ defined in the first section.

###### Corollary 4

Let $`H_{\delta ,h}`$ be the non-self-adjoint operator defined by

$$H_{\delta ,h}:=h^2\frac{\mathrm{d}^2}{\mathrm{d}x^2}+V_\delta (x)$$

acting on $`L^2(1,1)`$ with Dirichlet boundary conditions, $`h>0`$ , and

$$V_\delta (x):=\{\begin{array}{cc}i(x\delta )\hfill & \text{ for }x<0\text{ }\hfill \\ i(x+\delta )\hfill & \text{ for }x>0\hfill \end{array}$$

with $`\delta >0`$. Define $`S𝐂`$ to be the double Y-shaped figure given by the line segments

$$[i\delta ,1/2\sqrt{3}+i(1+2\delta )/2]$$

$$[i(1+\delta ),1/2\sqrt{3}+i(1+2\delta )/2]$$

together with

$$[1/2\sqrt{3}+i(1+2\delta )/2,+\mathrm{}),$$

and

$$[i\delta ,1/2\sqrt{3}i(1+2\delta )/2]$$

$$[i(1+\delta ),1/2\sqrt{3}i(1+2\delta )/2]$$

together with

$$[1/2\sqrt{3}i(1+2\delta )/2,+\mathrm{}).$$

Then, given any $`\epsilon >0`$ and $`N𝐙^+`$, we have

$$\mathrm{Spec}(H_{\delta ,h})\{z:\left|z\right|n\}\mathrm{Nhd}(S;\epsilon )$$

for small enough $`h>0`$ (see figure 1).

By analyticity, however, for fixed $`h>0`$ we have

$$\underset{\delta 0}{lim}\mathrm{Spec}(H_{\delta ,h})=\mathrm{Spec}(H_{0,h}).$$

Hence, $`lim_{h0}lim_{\delta 0}\mathrm{Spec}(H_{\delta ,h})`$ is contained within an arbitrarily small neighbourhood of the line segments

$$[i,1/\sqrt{3}],[i,1/\sqrt{3}]\text{ and }[1/\sqrt{3},\mathrm{})$$

(see figure 2). Thus, the operations of taking limits do not commute, in the sense that as sets

$$\underset{h0}{lim}\underset{\delta 0}{lim}\mathrm{Spec}(H_{\delta ,h})\underset{\delta 0}{lim}\underset{h0}{lim}\mathrm{Spec}(H_{\delta ,h}).$$

## 5 Simultaneous limits for $`H_{\delta ,h}`$

In response to questions which we have been asked, we give an analysis for the situation in which $`\delta `$ and $`h`$ of Corollary 4 are not independent of each other.

###### Proposition 5

Defining the operator $`H_{\delta ,h}`$ as above, and putting

$$\delta :=h^{1/p}$$

we have

$$\underset{h0}{lim}\mathrm{Spec}(H_{h^{1/p},h})=\underset{h0}{lim}\mathrm{Spec}(H_{0,h})\text{ if }0<p<1$$

and

$$\underset{h0}{lim}\mathrm{Spec}(H_{h^{1/p},h})=\underset{\delta 0}{lim}\underset{h0}{lim}\mathrm{Spec}(H_{\delta ,h})\text{ if }p1.$$

Proof Referring to (4) and expanding, we see that the characteristic determinant of $`H_{\delta ,h}`$ is given by

$$\left\{(u_{11}(1)u_{12}(0)u_{12}(1)u_{11}(0))(u_{22}^{}(0)u_{21}(1)u_{21}^{}(0)u_{22}(1))\right\}$$

$$\left\{(u_{11}(1)u_{12}^{}(0)u_{12}(1)u_{11}^{}(0))(u_{22}(0)u_{21}(1)u_{21}(0)u_{22}(1))\right\},$$
(24)
whereas the characteristic determinant of $`H_{0,h}`$ is given by

$$u_{21}(1)u_{12}(1)u_{22}(1)u_{11}(1).$$
(25)
Now, putting

$`u_{12}(0):=Ai_k(h^{2/3}\mathrm{e}^{\pi i/3}(i\delta \lambda ))`$ and $`u_{22}(0):=Ai_k(h^{2/3}\mathrm{e}^{\pi i/3}(i\delta \lambda ))`$

it is clear by analyticity, that

$$u_{12}(0)u_{22}(0)\text{ and }u_{11}(0)u_{21}(0)$$
(26)
as $`\delta 0`$. Moreover, the calculations preceding (21) show that

$$u_{i1}^{}(0)\delta ^p(\lambda )^{1/2}u_{i1}(0)\text{ and }u_{i2}^{}(0)\delta ^p(\lambda )^{1/2}u_{i2}(0)$$
(27)
as $`\delta 0`$, for $`i=1,2`$. Therefore, using first (27) and then (26), the characteristic determinant (24) tends asymptotically towards

$$2\delta ^p(\lambda )^{1/2}\left(u_{11}(1)u_{12}(0)u_{21}(0)u_{22}(1)u_{12}(1)u_{11}(0)u_{22}(0)u_{21}(1)\right)$$

$$2\delta ^p(\lambda )^{1/2}\left(u_{22}(1)u_{11}(1)u_{21}(1)u_{12}(1)\right)$$

as $`\delta 0`$. Then the zeros of (24) tend asymptotically toward the zeros of (25) by $`\mathrm{Rouch}\stackrel{´}{\mathrm{e}}`$’s theorem, explaining the behaviour of

$$\underset{h0}{lim}\underset{\delta 0}{lim}\mathrm{Spec}(H_{\delta ,h}).$$

Substituting $`\delta =h^{1/p}`$, the character of $`lim_{h0}\mathrm{Spec}(H_{h^{1/p},h})`$ therefore depends upon the range of $`p`$ for which

$$\frac{u_{22}(0)}{u_{12}(0)}1\text{ and }\frac{u_{21}(0)}{u_{11}(0)}1$$

as $`h0`$. Now, without loss of generality, and using our earlier notation, let

$$\frac{u_{22}(0)}{u_{12}(0)}:=\frac{Ai_1(z_1)}{Ai_1(z_2)}$$

where

$$z_1:=h^{2/3}\mathrm{e}^{\pi i/3}(ih^{1/p}\lambda )\text{ and }z_2:=h^{2/3}\mathrm{e}^{\pi i/3}(ih^{1/p}\lambda )$$

so that, using the standard asymptotics (6)

$`{\displaystyle \frac{u_{22}(0)}{u_{12}(0)}}`$ $`={\displaystyle \frac{z_1^{1/4}\mathrm{exp}\left(\frac{2}{3}z_1^{3/2}\right)(1+O(z_1^{3/2}))}{z_2^{1/4}\mathrm{exp}\left(\frac{2}{3}z_2^{3/2}\right)(1+O(z_2^{3/2}))}}`$
$`=\left({\displaystyle \frac{z_1}{z_2}}\right)^{1/4}\mathrm{exp}\left({\displaystyle \frac{2}{3}}\left[z_1^{3/2}z_2^{3/2}\right]\right)(1+O(z_1^{3/2}))`$
$`\mathrm{exp}\left({\displaystyle \frac{2}{3}}\left[z_1^{3/2}z_2^{3/2}\right]\right)`$
as $`h0`$. But

$`z_1^{3/2}z_2^{3/2}`$ $`=h^1\mathrm{e}^{\pi i/3}\left\{(ih^{1/p}\lambda )^{3/2}(ih^{1/p}\lambda )^{3/2}\right\}`$
$`=h^1\mathrm{e}^{\pi i/3}(\lambda )^{3/2}\left\{(1ih^{1/p}/\lambda )^{3/2}(1+ih^{1/p}/\lambda )^{3/2}\right\}`$
$`=h^1\mathrm{e}^{\pi i/3}(\lambda )^{3/2}\left\{(13ih^{1/p}/2\lambda +\mathrm{})(1+3ih^{1/p}/2\lambda +\mathrm{})\right\}`$
$`=h^1\mathrm{e}^{\pi i/3}(\lambda )^{3/2}(3ih^{1/p}/\lambda +\mathrm{})`$
$`0`$
as $`h0`$ if and only if $`0<p<1`$. So, provided $`0<p<1`$

$$\frac{u_{22}(0)}{u_{12}(0)}1\text{ as }h0$$

and a similar calculation shows that we then also have

$$\frac{u_{21}(0)}{u_{11}(0)}1\text{ as }h0,$$

as required.

Acknowledgements I would like to thank E. B. Davies for suggesting this problem, and his guidance in the course of solving it.

Department of Mathematics
King’s College
Strand
London WC2R 2LS
England
e-mail:Redparth@mth.kcl.ac.uk


text:
# Charge on the quantum dot in the presence of tunneling current

## Abstract

The calculation of the charge present in central region of the double barrier structure at non-equilibrium conditions is discussed. We propose here a simple method to calculate non equilibrium Green’s functions which allows consistent calculations of retarded and distribution functions. To illustrate the approach we calculate the charge on the quantum dot coupled via tunnel barriers to two external leads having different chemical potentials $`\mu _L`$ and $`\mu _R`$. The obtained results have been compared with other approaches existing in the literature. They all agree in the equilibrium situation and the departures grow with increasing the difference $`\mu _L\mu _R`$.

Keywords: A. nanostructures; D. electron - electron interactions; D. tunneling

Recent advancements of nanotechnology allow the design and study of devices in which quantum phenomena play primary role . Typical device consists of a small central region coupled via tunnel barriers to two external electrodes (leads). In such quantum-dot devices Coulomb blockade, resonant tunneling  and Kondo effects  have been observed. Theoretical description of electron transport phenomena in quantum dot often requires (self-consistent) calculations of the charge accumulated in the central region . If the system is in an equilibrium state (i.e. the chemical potentials of the left and right leads are the same $`\mu _L=\mu _R=\mu `$) the calculation of charge on the dot is easy. One finds the (local) density of states for the dot $`N_d(\epsilon )`$ and integrates it with appropriate distribution function, which in equilibrium coincides with Fermi-Dirac one; $`f(\epsilon )=(e^{\beta (\epsilon \mu )}+1)^1`$, with $`\beta =1/k_BT`$ and gets

$$n=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑\epsilon N(\epsilon )f(\epsilon ).$$
(1)
The easiest way to derive (1) is to find the (equilibrium) Green’s function  of the dot and apply spectral theorem to get $`n`$. In non equilibrium situation ($`\mu _L\mu _R`$) one can not use the equilibrium technique. Physically the problem is much more complicated as the tunneling current flows across the system and there is no a priori simple prescription as how to calculate the charge on the central region of the device (dot). Some additional complications arise if time dependent voltage or other time dependent fields are applied to the system. Here, however, we shall consider non-equilibrium but steady state. At nonequilibrium one can think about at least two ways of generalizing Eq. (1). The first is to replace the chemical potential $`\mu `$ by suitably chosen average chemical potential $`\overline{\mu }`$. The other is to replace $`f(\epsilon )`$ by the average distribution function $`\overline{f}(\epsilon )`$. The simplest two possibilities, which in fact have been used in literature  to discuss various issues connected with transport across the system at hand are the following:

$$\overline{\mu }=\frac{\mu _L+\mu _R}{2}$$
(2)
or

$$\overline{f}(\epsilon )=\frac{f_L(\epsilon )+f_R(\epsilon )}{2},$$
(3)
where $`f_{L/R}=(e^{\beta (\epsilon \mu _{L/R})}+1)^1`$, is the equilibrium distribution function for the left/right lead. The immediate objection against the above proposals is that both give slightly different results, except at equilibrium and none of them is well justified. Equal weights assigned to $`\mu _{L(R)}`$ or $`f_{L(R)}(\epsilon )`$ may possibly be also justified for symmetrically coupled systems only.

Below we shall present an approach which allows the correct calculation of the charge $`n`$ in non equilibrium systems. To make the presentation of it as simple as possible we shall resort to the specific model describing the quantum dot coupled to two external leads. We use here the Anderson-Hubbard model

$$H=\underset{\lambda k\sigma }{}(\epsilon _{\lambda k}\mu _\lambda )c_{\lambda k\sigma }^+c_{\lambda k\sigma }+E_d\underset{\sigma }{}d_\sigma ^+d_\sigma +Un_{}n_{}+\underset{\lambda k\sigma }{}(V_{\lambda k}c_{\lambda k\sigma }^+d_\sigma +\mathrm{h}.\mathrm{c}.).$$
(4)
Here $`\lambda =R,L`$ denote the right ($`R`$) or left ($`L`$) lead in the system. The parameters have the following meaning: $`c_{\lambda k\sigma }^+(c_{\lambda k\sigma })`$ denote creation (annihilation) operator for a conduction electron with wave vector $`\stackrel{}{k}`$, spin $`\sigma `$ in the lead $`\lambda `$, $`V_{\lambda k}`$ is the hybridization matrix element between conduction electron of energy $`\epsilon _{\lambda k}`$ in a lead $`\lambda `$ with chemical potential $`\mu _\lambda `$ and localized electron on the dot. $`E_d`$ is the single particle energy of electrons in the dot. $`n_{}=d_{}^+d_{}`$ is the number operator for electrons with spin up localized on the dot and $`U`$ is the (repulsive) interaction energy between two electrons on the dot.

The correct way to calculate the charge on the dot under non equilibrium conditions is to use non equilibrium Green’s function (GF) of Keldysh . In this technique the average charge on dot at time $`t`$ is given by

$$n(t)=\underset{\sigma }{}d_\sigma ^+(t)d_\sigma (t)=i\underset{\sigma }{}G_\sigma ^<(t,t).$$
(5)
where $`G_\sigma ^<(t,t)`$ is diagonal (in time indices) element of the Keldysh ”lesser” GF

$$G_\sigma ^<(t,t^{})=id_\sigma ^+(t)d_\sigma (t^{}).$$
(6)
This function is the (1, 2) matrix element of the following contour ordered Green’s function matrix

$$\widehat{G}(t,t^{})=iT_cd(\tau )d^+(\tau ^{})=\left(\begin{array}{cc}G_c,\hfill & G^<\hfill \\ G^>,\hfill & G_{\overline{c}}\hfill \end{array}\right),$$
(7)
where $`T_c`$ is a complex time contour ordering operator. The time contour starts above time axis at $`t_0=\mathrm{}`$ passes through $`t`$ and $`t^{}`$ and returns back to $`t_0=\mathrm{}`$ below time axis. $`G_c=iTd(t)d^+(t^{})`$ is the usual time ordered (causal) GF for both times on the upper branch of the contour, while $`G_{\overline{c}}(t,t^{})`$ is antitime ordered GF with both time arguments on the lower branch. Greater ($`G^>`$) and lesser ($`G^<`$) GFs are distribution functions: $`G^>(t,t^{})=id(t)d^+(t^{})`$. Not all this functions are independent.

It turns out that the calculation of the ”lesser” GF is easy for noninteracting quantum dot i.e. for $`U=0`$. It can be found directly in the following way. Because, the Keldysh contour ordered GF, possesses the same perturbation expansion as the corresponding equilibrium GF  it is possible to write down the matrix Dyson equation

$$\widehat{G}=\widehat{G}_0+\widehat{G}_0\widehat{\mathrm{\Sigma }}\widehat{G}.$$
(8)
The theorem due to Langreth  allows the transition from contour ordered to real axis functions and one gets

$$G^<=(1+G^r\mathrm{\Sigma }^r)G_0^<(1+\mathrm{\Sigma }^aG^a)+G^r\mathrm{\Sigma }^<G^a$$
(9)
where $`G^{r(a)}`$ denotes retarded (advanced) GF.

For noninteracting quantum dot ($`U=0`$) exact expression for the retarded dot GF reads

$$G_\sigma ^r(\omega )=G_{0\sigma }^r(\omega )+G_{0\sigma }^r(\omega )\mathrm{\Sigma }^r(\omega )G_\sigma ^r(\omega )$$
(10)
with

$$\mathrm{\Sigma }^r(\omega )=\underset{\lambda k}{}|V_{\lambda k}|^2G_{0\lambda k}^r(\omega ),$$
(11)
where $`G_{0\lambda k}^r(\omega )=(\omega \epsilon _{\lambda k}+i0)^1`$ is the Green’s function of the lead $`\lambda `$. From this one immediately finds

$`\mathrm{\Sigma }^<(\omega )`$ $`=`$ $`{\displaystyle \underset{\lambda k}{}}V_{\lambda k}^{}{}_{}{}^{2}G_{0\lambda k}^<(\omega )=i{\displaystyle \underset{\lambda k}{}}|V_{\lambda k}|^2\delta (\omega \epsilon _{\lambda k})f_\lambda (\omega )=`$ (12)
$`=`$ $`2\pi i{\displaystyle \underset{\lambda }{}}\mathrm{\Gamma }_\lambda (\omega )f_\lambda (\omega ),`$
where we have used symbol $`\mathrm{\Gamma }_\lambda (\omega )`$ to denote the average coupling of the dot to lead $`\lambda `$; $`\mathrm{\Gamma }_\lambda (\omega )=2\pi _k|V_{\lambda k}|^2\delta (\omega \epsilon _{\lambda k})`$. Noting that $`G^<(t,t)=\frac{d\omega }{2\pi }G^<(\omega )`$ and using formula (9) we get

$$n=\underset{\sigma }{}𝑑\omega G^r(\omega )\mathrm{\Sigma }^<(\omega )G^a(\omega ),$$
(13)
which with help of Eqs. (10) and (12) we further rewrite as

$$n=\underset{\sigma }{}𝑑\omega \frac{\underset{\lambda }{}\mathrm{\Gamma }_\lambda (\omega )f_\lambda (\omega )}{\underset{\lambda }{}\mathrm{\Gamma }_\lambda (\omega )}\left(\frac{1}{\pi }\right)\mathrm{Im}G_\sigma ^r(\omega ).$$
(14)
Note that for symmetric coupling $`\mathrm{\Gamma }_L(\omega )=\mathrm{\Gamma }_R(\omega )`$ this formula reduces to the form (1) with average distribution function $`\overline{f}(\epsilon )`$ as given by (3). Such an expression for dot occupation has been used in  for an interacting dot. We stress, however, that it is valid for noninteracting and symmetrically coupled dot only.

As one can see from the above the main difficulty in calculation of the charge on the dot is connected with calculation of the ”lesser” self energy $`\mathrm{\Sigma }^<`$. In the noninteracting case the knowledge of the exact expression for self energy (11) allowed easy calculation of exact $`\mathrm{\Sigma }^<`$ and exact expression for the charge. For interacting dot there is no way to get self energy exactly and one has to approximate it appropriately. One such approximation has been introduced by Ng  and will be discussed latter on. Here we propose to use recently derived equation of motion method  and calculate $`G^<(\omega )`$ with the desired accuracy and with approximations consistent with those made in calculation of the current or other response functions of the system.

To make the algebra easy we consider $`U=\mathrm{}`$ limit in the Hamiltonian (4) and use slave boson technique to handle it. We thus rewrite (4) with help of slave boson operators $`b,b^+`$ and use the commutation rules of LeGuillou and Ragoucy  to evaluate the necessary quantum brackets. These rules treat exactly the local constraint  which for $`U=\mathrm{}`$ prevents double occupancy of the dot. The procedure is simple. One rewrites the Hamiltonian in the form

$$H^{SB}=\underset{\lambda k\sigma }{}(\epsilon _{\lambda k}\mu _\lambda )c_{\lambda k\sigma }^+c_{\lambda k\sigma }+\epsilon _d\underset{\sigma }{}f_\sigma ^+f_\sigma +\underset{\lambda k\sigma }{}V_{\lambda k}(c_{\lambda k\sigma }^+b^+f_\sigma +f_\sigma ^+bc_{\lambda k\sigma })$$
(15)
and calculates the on-dot Green’s function $`D_\sigma ^<(\omega )=b^+f_\sigma |f_\sigma ^+b_\omega ^<`$ using equation (c.f. equation (28b) of )

$$A|B=g^<(\omega )[A,B]_\pm +g^r(\omega )[A,H_I]|B_\omega ^<+g^<(\omega )[A,H_I]|B_\omega ^a,$$
(16)
with the third term of $`H^{SB}`$ taken as a interaction part $`H_I`$ and lower case GFs being the corresponding GFs of the free Hamiltonian $`H_0`$ (consisting of first and second terms of $`H^{SB}`$). The higher order GFs appearing at this stage have been calculated in similar way. In the process we have used the same kind of factorization which one uses calculating the on-dot retarded GF necessary to get Kondo effect. Explicitly we neglected the GFs like $`<<c_{\lambda k\sigma }c_{\lambda ^{}k^{}\sigma }f_\sigma ^+b|f_\sigma ^+b>>^a`$ as they describe higher order spin correlations in the leads and performed the decoupling

$$<<c_{\lambda ^{}k^{}\sigma }^+c_{\lambda k\sigma }b^+f_\sigma |f_\sigma ^+b>>^af(\epsilon _{\lambda k})<<b^+f_\sigma |f_\sigma ^+b>>^a\delta _{kk^{}}\delta _{\lambda \lambda ^{}}.$$
(17)
The resulting ”lesser” self-energy takes on simple form

$$\mathrm{\Sigma }^<(\omega )=2\pi i\underset{\lambda }{}\mathrm{\Gamma }_\lambda (\omega )(1+f_\lambda (\omega ))f_\lambda (\omega ).$$
(18)
This is our final expression for $`\mathrm{\Sigma }^<(\omega )`$ to be used in calculations of the charge $`n`$.

Now let us rederive the expression for $`\mathrm{\Sigma }^<(\omega )`$ using the earlier mentioned approximation introduced by Ng  and often used in the literature . This author proposes to assume that $`\mathrm{\Sigma }^<(\omega )=A\mathrm{\Sigma }_0^<(\omega )`$ and $`\mathrm{\Sigma }^>(\omega )=A\mathrm{\Sigma }_0^>`$ where $`A`$ is an unknown function and $`\mathrm{\Sigma }_0^<(\omega )`$ is noninteracting (and thus known) self-energy. For the present example it is given explicitly by (12). This together with the exact relations: $`\mathrm{\Sigma }^>\mathrm{\Sigma }^<=\mathrm{\Sigma }^r\mathrm{\Sigma }^a`$ and $`\mathrm{\Sigma }_0^>\mathrm{\Sigma }_0^<=\mathrm{\Sigma }_0^r\mathrm{\Sigma }_0^a`$ leads to

$$\mathrm{\Sigma }_{\mathrm{Ng}}^<(\omega )=\frac{\mathrm{\Sigma }^r\mathrm{\Sigma }^a}{\mathrm{\Sigma }_0^r\mathrm{\Sigma }_0^a}\mathrm{\Sigma }_0^<(\omega )$$
(19)
or in explicit form

$$\mathrm{\Sigma }_{\mathrm{Ng}}^<(\omega )=2\pi i\frac{\underset{\lambda }{}\mathrm{\Gamma }_\lambda (\omega )f_\lambda (\omega )}{\underset{\lambda }{}\mathrm{\Gamma }_\lambda (\omega )}\underset{\lambda }{}\mathrm{\Gamma }_\lambda (1+f_\lambda (\omega )),$$
(20)
which again contains the characteristic average distribution function, which for the symmetric coupling reduces to $`\overline{f}(\epsilon )`$. Note that this formula agrees with (18) only in equilibrium situation $`\mu _L=\mu _R=\mu `$.

It turns out that our formula, Eq. (18) can be rederived by suitably generalizing the Ng’s ansatz. To see this note that noninteracting self energy $`\mathrm{\Sigma }_0^<(\omega )`$ above can be written as a sum of pieces, each of which is connected with one of the leads i.e. $`\mathrm{\Sigma }_0^<(\omega )=\mathrm{\Sigma }_\lambda \mathrm{\Sigma }_{0\lambda }^<(\omega )`$. One then expects that due to locality of $`U`$ term in Hamiltonian the interacting self-energy will also be a sum of contributions from different leads $`\mathrm{\Sigma }^<(\omega )=_\lambda \mathrm{\Sigma }_\lambda ^<(\omega )`$. Generalising the ansatz and writing $`\mathrm{\Sigma }_\lambda ^<(\omega )=A_\lambda \mathrm{\Sigma }_{0\lambda }^<`$ independently for each $`\lambda `$ one immediately reproduces result (18). This shows that the application of equation of motion technique  is a correct way to to derive the ”lesser” self energy. This technique, contrary to approximate schemes, allows mutually consistent calculations of both retarded and distribution GFs in Keldysh technique.

We have numerically calculated the charge $`n`$ on the interacting quantum dot (with $`U=\mathrm{}`$) coupled to leads with different chemical potentials using four formulae discussed in this paper. The results are presented in figures (1) and (2). Figure (1) shows the charge on the dot with $`E_d=1meV`$ as a function of the position of right lead chemical potential $`\mu _R`$ with $`\mu _L=0`$ and for symmetric couplings $`\mathrm{\Gamma }_L(\omega )=\mathrm{\Gamma }_R(\omega )=\mathrm{\Gamma }=17meV`$. Note tha for symmetric coupling the Ng’s approximation give the same results as average distribution function $`\overline{f}(\epsilon )`$ . In more general case of asymmetric coupling these two approaches lead to different results, but we abandoned this complication here. Solid line show results obtained with help of our formula (18), dashed one is calculated with help of (20), while dotted from (1) with $`\overline{\mu }`$ given by (2). The crossing of the lines for $`\mu _L=\mu _R=0`$ corresponds to equilibrium situation. The differences between the curves get larger for increasing voltage $`V=(\mu _L\mu _R)/e`$ applied to the system. The large (small) differences between various curves for negative (positive) values of $`\mu _R`$ is due to large (small) values of the on-dot density of states in the energy window between $`\mu _L`$ and $`\mu _R`$.

Figure (2) shows the charge on the dot calculated for constant difference $`\mu _L\mu _R=1meV`$ as a function of the parameter $`E_d`$. For $`E_d`$ much higher or much lower than both chemical potentials the differences are small as expected because the density of states around $`\mu _L`$ and $`\mu _R`$ is small. The largest differences of the calculated charge are found for such values of $`E_d`$ for which the density of states of electrons on the dot possesses the Kondo resonance.

We conclude by stressing that the calculation of charge on the dot is a necessary step towards self consistent calculations of the current flowing across quantum dot devices. In some parameter ranges all formulae give only slightly differing results. Generally, however, the differences between values of $`n`$ calculated by means of different formulae may be as large as 20-30%. The equation of motion method allows calculation of the lesser self energy consistent with retarded one. This is important as the current flowing in the system is, for proportionate couplings $`\mathrm{\Gamma }_L(\omega )=const\mathrm{\Gamma }_R(\omega )`$, expressed by the retarded Green’s function which in turn depends on the charge $`n`$ on the dot. For general couplings the consistency of approximations is even more important as the current depends on both retarded and lesser GFs and to be consistent one has to treat both self energies on equal footing.

This work has been partially supported by the Committee for Scientific Research under grant 2P03B 106 17.


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# Untitled Document

MAHLER MEASURE, LINKS AND HOMOLOGY GROWTH

Daniel S. Silver and Susan G. Williams

Both authors partially supported by NSF grant DMS-9704399.2000 Mathematics Subject Classification. Primary 57M25; secondary 37B10.

ABSTRACT. Let $`l`$ be an oriented link of $`d`$ components with nonzero Alexander polynomial $`\mathrm{\Delta }(u_1,\mathrm{},u_d)`$. Let $`\mathrm{\Lambda }`$ be a finite-index subgroup of $`H_1(S^3l)𝐙^d`$, and let $`M_\mathrm{\Lambda }`$ be the corresponding abelian cover of $`S^3`$ branched along $`l`$. The growth rate of the order of the torsion subgroup of $`H_1(M_\mathrm{\Lambda })`$, as a suitable measure of $`\mathrm{\Lambda }`$ approaches infinity, is equal to the Mahler measure of $`\mathrm{\Delta }`$.

1. Introduction. Associated to any knot $`kS^3`$ is a sequence of Alexander polynomials $`\mathrm{\Delta }_i,i1`$, in a single variable such that $`\mathrm{\Delta }_{i+1}`$ divides $`\mathrm{\Delta }_i`$. Likewise, for any oriented link of $`d`$ components there is a sequence of Alexander polynomials in $`d`$ variables. Following the usual custom, we refer to the first Alexander polynomial of a knot or a link as the Alexander polynomial, and we denote it simply by $`\mathrm{\Delta }`$.

In \[Go\] C. McA. Gordon examined the homology groups of $`r`$-fold cyclic covers $`M_r`$ of $`S^3`$ branched over a knot $`k`$. He proved that when each zero of the Alexander polynomial $`\mathrm{\Delta }`$ of $`k`$ has modulus one (and hence is a root of unity), the finite values of $`|H_1(M_r)|`$ are periodic in $`r`$. Gordon conjectured that when some zero of $`\mathrm{\Delta }`$ is not a root of unity, the finite values of $`|H_1(M_r)|`$ grow exponentially.

More than fifteen years later two independent proofs of Gordon’s conjecture, one by R. Riley \[Ri\] and another by F. Gonzaléz-Acuña and H. Short \[GoSh\], appeared. Both employed the Gel’fond-Baker theory of linear forms in the logarithms of algebraic integers \[Ba\], \[Ge\].

We extend the above results for knots, replacing the term “finite values of $`|H_1(M_r)|`$” with “order of the torsion subgroup of $`H_1(M_r)`$,” while at the same time proving a general result for links in $`S^3`$. Our proof, which is motivated by \[SiWi2\], identifies the torsion subgroup of the homology of a finite abelian branched cover with the connected components of periodic points in an associated algebraic dynamical system. Theorem 21.1 of \[Sc\], an enhanced version of a theorem of D. Lind, K. Schmidt and T. Ward \[LiScWa\], then completes our argument.

Recognizing that relatively few topologists are familiar with algebraic dynamical systems, we have endeavored to make this paper self-contained. The reader who desires to know more about such dynamical systems is encouraged to consult the extraordinary monograph \[Sc\].

We thank Jonathan Hillman, Douglas Lind and Klaus Schmidt for valuable discussions. Also, we are grateful to the University of Washington for its hospitality when part of this work was completed.

2. Statement of results. Let $`l=l_1\mathrm{}l_d`$ be an oriented link of $`d`$ components with exterior $`E=S^3\mathrm{int}N(l)`$, where $`N(l)`$ is a regular neighborhood of $`l`$. The meridianal generators of the link group $`G_l=\pi _1(S^3l)`$ represent distinguished generators $`u_1,\mathrm{},u_d`$ for the abelianization $`G_l/G_l^{}𝐙^d`$. We identify these generators with the standard basis of $`𝐙^d`$.

Given a finite-index subgroup $`\mathrm{\Lambda }𝐙^d`$ there exists a covering $`E_\mathrm{\Lambda }`$ of the link exterior corresponding to the epimorphism $`G_l𝐙^d/\mathrm{\Lambda }`$, the abelianization map composed with the canonical quotient map. By attaching solid tori to $`E_\mathrm{\Lambda }`$ so that meridians of the tori cover meridians of $`l`$ while the collection of cores map to the link, we obtain a cover $`M_\mathrm{\Lambda }`$ of $`S^3`$ branched over $`l`$.

Let $`_d`$ denote the ring $`𝐙[u_1^{\pm 1},\mathrm{},u_d^{\pm 1}]𝐙[𝐙^d]`$ of Laurent polynomials with integer coefficients. The Mahler measure of a nonzero polynomial $`f_d`$ is defined by

$$𝐌(f)=\mathrm{exp}(_{𝐒^d}\mathrm{log}|f(𝐬)|d𝐬),$$

where $`d𝐬`$ indicates integration with respect to normalized Haar measure, and $`𝐒^d`$ is the multiplicative subgroup of $`d`$-dimensional complex space $`𝐂^d`$ consisting of all vectors $`(s_1,\mathrm{},s_d)`$ with $`|s_1|=\mathrm{}=|s_d|=1`$. Clearly, Mahler measure is multiplicative, and the measure of any unit is $`1`$. It is known that $`M(f)=1`$ if and only if $`f`$ is equal up to a unit factor to the product of cyclotomic polynomials in a single variable evaluated at monomials (see \[Sc, Lemma 19.1\]).

The quantity $`𝐌(f)`$, which is the geometric mean of $`|f|`$ over the $`d`$-torus $`𝐒^d`$, was introduced by K. Mahler in \[Ma1\] and \[Ma2\]. It is a consequence of Jensen’s formula \[Al, p. 208\] that if $`f`$ is a nonzero polynomial $`c_nu^n+\mathrm{}+c_1u+c_0(c_n0)`$ in one variable, then

$$𝐌(f)=|c_n|\underset{j=1}{\overset{n}{}}\mathrm{max}(|r_j|,1),$$

where $`r_1,\mathrm{},r_n`$ are the zeros of $`f`$. A short proof can be found in either \[EvWa\] or \[Sc\].

For any finite-index subgroup $`\mathrm{\Lambda }`$ we let

$$\mathrm{\Lambda }=\mathrm{min}\{|v|:v\mathrm{\Lambda }0\},$$

where $`||`$ denotes the Euclidean metric.

Since $`M_\mathrm{\Lambda }`$ is a compact manifold, the homology group $`H_1(M_\mathrm{\Lambda })`$ is finitely generated. (All homology groups in this paper have integer coefficients.) We decompose $`H_1(M_\mathrm{\Lambda })`$ as the direct sum of a free abelian group of some rank $`\beta _\mathrm{\Lambda }`$ and a torsion subgroup $`TH_1(M_\mathrm{\Lambda })`$. We denote the order of $`TH_1(M_\mathrm{\Lambda })`$ by $`b_\mathrm{\Lambda }`$.

Theorem 2.1. Let $`l=l_1\mathrm{}l_d`$ be an oriented link of $`d`$ components having nonzero Alexander polynomial $`\mathrm{\Delta }=\mathrm{\Delta }(u_1,\mathrm{},u_d)`$. Then

$$\underset{\mathrm{\Lambda }\mathrm{}}{lim\; sup}\frac{1}{|𝐙^d/\mathrm{\Lambda }|}\mathrm{log}b_\mathrm{\Lambda }=\mathrm{log}𝐌(\mathrm{\Delta }).$$

When $`d=1`$ the $`lim\; sup`$ can be replaced by an ordinary limit.

As a consequence of the proof of Theorem 2.1 we obtain a new proof of a theorem of Gordon. Recall that for any knot, $`\mathrm{\Delta }_i`$ denotes the $`i`$th Alexander polynomial.

Corollary 2.2. \[Go\] Let $`k`$ be a knot in $`S^3`$. If $`\mathrm{\Delta }_1/\mathrm{\Delta }_2`$ divides $`t^N1`$ for some $`N`$, then $`H_1(M_r)H_1(M_{r+N})`$ for all $`r`$.

The Mahler measure of $`u_1^2u_1+1`$, the Alexander polynomial of the trefoil knot $`3_1`$, is $`1`$ since both zeros of the polynomial have unit modulus. On the other hand, $`u_1^23u_1+1`$, the Alexander polynomial of the figure eight knot $`4_1`$, has zeros $`(1\pm \sqrt{5})/2`$ and hence it has Mahler measure $`(1+\sqrt{5})/21.618`$.

Scanning the table of $`2`$-component links in \[Ro\] we find that $`6_2^2`$ is the first link with nonzero Alexander polynomial having Mahler measure greater than $`1`$. The polynomial is $`u_1+u_21+u_1^1+u_2^1`$, which has Mahler measure approximately equal to $`1.285`$.

The next link in the table, $`6_2^3`$, has Alexander polynomial $`2u_1u_2+2u_1u_2`$, which can be rewritten as $`(2u_1)+u_1u_2(2u_11)`$. Using Lemma 19.8 of \[Sc\] and an easy change of basis (replacing $`u_1u_2`$ with a new variable $`u_2^{}`$) we see that the Mahler measure of this Alexander polynomial is precisely $`2`$.

No polynomial with integer coefficients is known that has Mahler measure greater than 1 but less than that of $`\mathrm{\Delta }(x)=x^{10}+x^9x^7x^6x^5x^4x^3+x+1`$, which has Mahler measure approximately equal to $`1.176`$. (Only one of the nine zeros of $`\mathrm{\Delta }`$ lies outside the unit circle.) Deciding whether or not such a numerical gap truly exists is known as Lehmer’s problem, and it remains a vexing open question. (see \[Le\], \[EvWa\]). It is a provocative fact that $`\mathrm{\Delta }`$ is the Alexander polynomial of a knot. In fact, there are infinitely many, including infinitely many with complements that fiber over the circle.

For more calculations of Mahler measures of Alexander polynomials of links and further discussion of Lehmer’s question see \[SiWi4\].

3. Zd-shifts and link colorings. A $`𝐙^d`$-action by automorphisms on a topological group $`X`$ is a homomorphism $`\sigma :𝐦\sigma _𝐦`$ from $`𝐙^d`$ to $`\mathrm{Aut}(X)`$. Two $`𝐙^d`$-actions $`\sigma `$ and $`\sigma ^{}`$ on $`X`$ and $`X^{}`$, respectively, are algebraically conjugate if there exists a continuous group isomorphism $`\varphi :XX^{}`$ such that $`\varphi \sigma _𝐦=\sigma _𝐦^{}\varphi `$, for every $`𝐦𝐙^d`$.

$`_d`$-modules are an important source of $`𝐙^d`$-shifts via Pontryagin duality. Let $`𝐓`$ denote the additive circle group $`𝐑/𝐙`$. For any $`_d`$-module $`L`$, the Pontryagin dual $`L^{}=\mathrm{Hom}(L,𝐓)`$ is a group under pointwise addition. Here $`L`$ is given the discrete topology, and $`L^{}`$ is endowed with the compact-open topology; $`L^{}`$ is a compact abelian group. For $`𝐦𝐙^d`$, scalar multiplication $`a𝐦a`$ in $`L`$ induces $`\sigma _𝐦\mathrm{Aut}(L^{})`$ via its adjoint action. In this way we have a $`𝐙^d`$-action on $`L^{}`$. From a purely algebraic point of view, $`L^{}`$ is a $`_d`$-module. In the case that $`L`$ is a free $`_d`$-module of rank $`N`$, we obtain the compact group $`L^{}=(𝐓^N)^{𝐙^d}`$. The automorphism $`\sigma _𝐦`$ is the shift map given by $`\sigma _𝐦(\alpha _𝐧)=(\alpha _{𝐧+𝐦})`$ for $`\alpha =(\alpha _𝐧)(𝐓^N)^{𝐙^d}`$. The automorphisms $`\sigma _{u_1},\mathrm{},\sigma _{u_d}`$ will be denoted by $`\sigma _1,\mathrm{},\sigma _d`$ for notational ease.

Given a $`𝐙^d`$-action $`\sigma `$ on $`X`$, we say that a point $`xX`$ is periodic under $`\sigma `$ if its orbit $`\{\sigma _𝐦x|𝐦𝐙^d\}`$ is finite. We will be particularly interested in periodic point sets

$$\mathrm{Fix}_\mathrm{\Lambda }(\sigma )=\{xX|\sigma _𝐦x=x𝐦\mathrm{\Lambda }\},$$

where $`\mathrm{\Lambda }`$ is a subgroup of finite index in $`𝐙^d`$. For algebraically conjugate actions such sets clearly correspond under the isomorphism $`\varphi `$.

Definition 3.1. Assume that $`D`$ is a diagram of an oriented link $`l=l_1\mathrm{}l_d`$ of $`d`$ components. A $`𝐓^{𝐙^d}`$-coloring of $`D`$ is an assignment of elements (colors) $`\alpha ,\beta ,\mathrm{}𝐓^{𝐙^d}`$ to the arcs of $`D`$ such that the condition

$$\alpha +\sigma _t\beta =\gamma +\sigma _t^{}\alpha $$
$`(3.1)`$
is satisfied at any crossing. Here $`\alpha `$ corresponds to an overcrossing arc of the $`t`$th component of $`l`$, while $`\beta `$ and $`\gamma `$ correspond to undercrossing arcs of the $`t^{}`$th component. We encounter $`\beta `$ as we travel in the preferred direction along the arc labeled by $`\alpha `$, turning left at the crossing (see Figure 1). The terminology is motivated by the concept of Fox coloring for knots \[Fo\], which was generalized in \[SiWi1\], \[SiWi2\].

Figure 1: $`𝐓^{𝐙^d}`$-Coloring rule

If $`D`$ consists of $`N`$ arcs, then the set $`\mathrm{Col}_{𝐓,𝐙^d}(D)`$ of all $`𝐓^{𝐙^d}`$-colorings of $`D`$ is a closed subgroup of $`[𝐓^{𝐙^d}]^N[𝐓^N]^{𝐙^d}`$ that is invariant under $`\sigma _𝐦`$ for each $`𝐦𝐙^d`$. It will follow from observations in Section 4 that if $`D^{}`$ is a another diagram for $`l`$, then the $`𝐙^d`$-action on $`\mathrm{Col}_{𝐓,𝐙^d}(D)`$ is algebraically conjugate to the action on $`\mathrm{Col}_{𝐓,𝐙^d}(D^{})`$. In anticipation we make the following definition.

Definition 3.2. (Cf. \[SiWi1\]) Let $`l`$ be a $`d`$-component oriented link with diagram $`D`$. The color $`𝐙^d`$-shift $`\mathrm{Col}_{𝐓,𝐙^d}(l)`$ is the compact abelian group $`\mathrm{Col}_{𝐓,𝐙^d}(D)`$ together with the $`𝐙^d`$-action $`\sigma `$.

4. Alexander module and periodic points. This section contains the proofs of our main results. An example that illustrates the main ideas is given at the end.

A diagram $`D`$ for $`l`$ yields a finite Wirtinger presentation $`x_1,x_2\mathrm{},x_Nr_1,\mathrm{},r_N`$ for $`G_l=\pi _1(S^3l)`$. Let $`P`$ be the canonical $`2`$-complex with $`\pi _1PG_l`$, constructed with a single vertex $`v`$, directed edges labeled $`x_1,\mathrm{},x_N`$, and oriented $`2`$-cells $`c_1,\mathrm{},c_N`$ with each boundary $`c_i`$ attached to $`1`$-cells according to $`r_i`$ (see Chapter 11 of \[Li\]).

Let $`\stackrel{~}{P}`$ be the maximal abelian cover of $`P`$; that is, the cover corresponding to the abelianization map $`G_lG_l/G_l^{}𝐙^d`$. As usual each cell $`v,x_i,c_j`$ of $`P`$ lifts to a family $`𝐦\stackrel{~}{v},𝐦\stackrel{~}{x}_i,𝐦\stackrel{~}{c}_j`$ of oriented cells indexed by $`𝐙^d`$. By standard construction the chain complex $`0\stackrel{~}{C}_2\stackrel{_2}{}\stackrel{~}{C}_1\stackrel{_1}{}\stackrel{~}{C}_00`$ admits a quotient $`0\stackrel{~}{C}_2\stackrel{_2}{}\stackrel{~}{C}_10`$ that determines the relative homology group $`H_1(\stackrel{~}{P},\stackrel{~}{P}^0)`$, where $`\stackrel{~}{P}^0`$ is the $`0`$-skeleton of $`\stackrel{~}{P}`$. This $`_d`$-module is the Alexander module of the link, denoted here by $`A`$.

By the universal coefficient theorem \[Sp, p. 243\] the cohomology group $`H^1(\stackrel{~}{P},\stackrel{~}{P}^0;𝐓)`$ is naturally isomorphic to the dual group of the Alexander module. It is a closed subgroup of $`\mathrm{Hom}(\stackrel{~}{C}_1,𝐓)=[𝐓^N]^{𝐙^d}`$, the kernel of the coboundary operator

$$\mathrm{Hom}(\stackrel{~}{C}_1,𝐓)\stackrel{\mathrm{Hom}(_2,1)}{}\mathrm{Hom}(\stackrel{~}{C}_2,𝐓),$$

and hence it inherits a $`𝐙^d`$-action from $`\mathrm{Hom}(\stackrel{~}{C}_1,𝐓)`$ (see Section 3).

We observe that $`_2\stackrel{~}{c}_1,\mathrm{},_2\stackrel{~}{c}_N`$ closely resemble the relations of the coloring rule (3.1). The Wirtinger relator at the crossing in Figure 1 has the form $`x_ix_{j_1}x_i^1x_{j_2}^1`$, and the lifted loop in the cover that begins at $`\stackrel{~}{v}`$ determines the $`1`$-cycle $`\stackrel{~}{x}_i+u_t\stackrel{~}{x}_{j_1}u_t^{}\stackrel{~}{x}_i\stackrel{~}{x}_{j_2}`$, which induces the homology relation $`\stackrel{~}{x}_i+u_t\stackrel{~}{x}_{j_1}=\stackrel{~}{x}_{j_2}+u_t^{}\stackrel{~}{x}_i`$. Lifts that begin at other points of the cover are simply translates by elements of $`𝐙^d`$. We can regard the assignment of $`\alpha =(\alpha _𝐦)𝐓^{𝐙^d}`$ to an arc $`x_i`$ as an assignment of $`\alpha _𝐦𝐓`$ to the $`1`$-chain $`𝐦\stackrel{~}{x}_i`$. Then clearly $`\mathrm{Col}_{𝐓,𝐙^d}(D)`$ and $`H^1(\stackrel{~}{P},\stackrel{~}{P}^0;𝐓)`$ are described by identical subsets of $`[𝐓^N]^{𝐙^d}`$. Since the Alexander module is a link invariant, it follows that the algebraic conjugacy class of $`\mathrm{Col}_{𝐓,𝐙^d}(D)`$ is independent of the diagram for $`l`$.

Consider a finite-index subgroup $`\mathrm{\Lambda }`$ of $`𝐙^d`$. The unbranched cover $`E_\mathrm{\Lambda }`$ has the same homology as the quotient complex $`\stackrel{~}{P}/\mathrm{\Lambda }`$. A $`2`$-complex $`Q`$ with the same first homology group as the branched cover $`M_\mathrm{\Lambda }`$ is obtained from $`\stackrel{~}{P}/\mathrm{\Lambda }`$ by attaching additional $`2`$-cells as follows. Each Wirtinger generator $`x_i,1iN`$, maps to some $`u_{t(i)}`$ under abelianization. Assume that $`u_{t(i)}`$ represents an element of order $`n(i)`$ in $`𝐙^d/\mathrm{\Lambda }`$. Then $`\stackrel{~}{x}_i+u_{t(i)}\stackrel{~}{x}_i+\mathrm{}+u_{t(i)}^{n(i)1}\stackrel{~}{x}_i`$ is a $`1`$-cycle in $`\stackrel{~}{P}/\mathrm{\Lambda }`$, and we attach a $`2`$-cell along it and each of its translates. The additional cells added to the complex in this way correspond to the meridinal disks of tori that we attach to $`E_\mathrm{\Lambda }`$ when constructing $`M_\mathrm{\Lambda }`$. Consequently, $`Q`$ has the same fundamental group and hence the same first homology group as $`M_\mathrm{\Lambda }`$.

Elements of $`H^1(Q,Q^0;𝐓)`$ correspond to $`𝐙^d`$-colorings in $`\mathrm{Fix}_\mathrm{\Lambda }(\sigma )`$ such that if $`\alpha `$ is assigned to the $`i`$th arc of $`D`$, then

$$\alpha +\sigma _{t(i)}\alpha +\mathrm{}+\sigma _{t(i)}^{n(i)1}\alpha =0.$$
$`(4.1)`$
Such $`𝐙^d`$-colorings comprise a subgroup $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )\mathrm{Fix}_\mathrm{\Lambda }(\sigma )`$ of special periodic points.

The universal coefficient theorem implies that $`H^1(Q;𝐓)`$ is isomorphic to the dual group of $`H_1(Q)H_1(M_\mathrm{\Lambda })`$. By decomposing $`H_1(M_\mathrm{\Lambda })`$ as $`TH_1(M_\mathrm{\Lambda })𝐙^{\beta _\mathrm{\Lambda }}`$ (see Section 2) and recalling that $`A^{}A`$ for any finite abelian group $`A`$, we have

$$H^1(Q;𝐓)[TH_1(M_\mathrm{\Lambda })𝐙^{\beta _\mathrm{\Lambda }}]^{}TH_1(M_\mathrm{\Lambda })𝐓^{\beta _\mathrm{\Lambda }}.$$
$`(4.2)`$
Consider now the portion of the cohomology long exact sequence:

$$H^0(Q^0;𝐓)\stackrel{\delta }{}H^1(Q,Q^0;𝐓)H^1(Q;𝐓)0.$$
$`(4.3)`$
Lemma 4.1. The image of $`\delta `$ is a direct summand of $`H^1(Q,Q^0;𝐓)`$ isomorphic to $`𝐓^r`$, where $`r=|𝐙^d/\mathrm{\Lambda }|1`$.

Proof. The $`0`$-skeleton $`Q^0`$ consists of vertices indexed by elements of $`𝐙^d/\mathrm{\Lambda }`$. Elements of $`H^0(Q^0;𝐓)`$ can be regarded as functions $`f:𝐙^d/\mathrm{\Lambda }𝐓`$. The image $`\delta (f)`$ is an edge-labeling of $`Q`$, assigning $`f(𝐦^{})f(𝐦)`$ to an edge from $`𝐦\stackrel{~}{v}`$ to $`𝐦^{}\stackrel{~}{v}`$. Select a maximal tree $`T`$ in the $`1`$-skeleton of $`Q`$. It is clear that $`\delta (f)`$ is uniquely determined by its values on $`T`$, and such values can be prescribed arbitrarily. Since $`T`$ has $`r`$ edges, the image of $`\delta `$ is isomorphic to $`𝐓^r`$.

The map $`H^1(Q,Q^0;𝐓)\stackrel{ϵ}{}𝐓^r`$ given by restricting any cocycle to the edges of the maximal tree $`T`$ is an epimorphism, by what we have said above. We construct a right inverse $`\eta `$ for $`ϵ`$ as follows. Given a function $`g:T𝐓`$, choose an element $`fH^0(Q^0;𝐓)`$ such that $`\delta (f)`$ agrees with $`g`$ on $`T`$. Define $`\eta (g)=\delta (f)`$. Hence the image of $`\delta `$ is a direct summand of $`H^1(Q,Q^0;𝐓)`$.

Corollary 4.2. Let $`\mathrm{SFix}_\mathrm{\Lambda }^0(\sigma )`$ be the connected component of the identity in $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )`$. Then $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )/\mathrm{SFix}_\mathrm{\Lambda }^0(\sigma )TH_1(M_\mathrm{\Lambda })`$.

Proof. By equation (4.2) we have $`TH_1(M_\mathrm{\Lambda })𝐓^{\beta _\mathrm{\Lambda }}H^1(Q;𝐓)`$, and by the long exact sequence (4.3) the latter module is isomorphic to $`H^1(Q,Q^0;𝐓)/\mathrm{im}(\delta )`$. Recall that $`H^1(Q,Q^0;𝐓)`$ is isomorphic to $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )`$. By Lemma 4.1 the image of $`\delta `$ is connected and hence contained in $`\mathrm{SFix}_\mathrm{\Lambda }^0(\sigma )`$. Thus $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )/\mathrm{SFix}_\mathrm{\Lambda }^0(\sigma )TH_1(M_\mathrm{\Lambda })`$.

Corollary 4.3. The first Betti number $`\beta _\mathrm{\Lambda }`$ of $`M_\mathrm{\Lambda }`$ is equal to $`\mathrm{dim}\mathrm{SFix}_\mathrm{\Lambda }(\sigma )|𝐙^d/\mathrm{\Lambda }|+1.`$

Proof. By equation (4.2) the Betti number $`\beta _\mathrm{\Lambda }`$ is equal to the dimension of $`H^1(Q;𝐓)`$, and by the long exact sequence (4.3) the latter is $`\mathrm{dim}\mathrm{SFix}_\mathrm{\Lambda }(\sigma )\mathrm{dim}\mathrm{im}(\delta )`$. Lemma 4.1 completes the argument.

The quantity $`\mathrm{dim}\mathrm{SFix}_\mathrm{\Lambda }(\sigma )`$ can be generally computed as the nullity of a certain matrix. The computation is similar to that which results from the formula of M. Sakuma \[Sa, Theorem 1.1(2)\]. However, the dynamical systems perspective here is new.

Proof of Theorem 2.1. It follows from Corollary 4.2 that $`b_\mathrm{\Lambda }=|TH_1(M_\mathrm{\Lambda })|`$ is equal to the number of connected components of $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )`$. Now we apply techniques of symbolic dynamics to count the number of components and determine their exponential growth rate.

We denote the connected component of the identity in $`\mathrm{Fix}_\mathrm{\Lambda }(\tau )`$ by the symbol $`\mathrm{Fix}_\mathrm{\Lambda }^0(\tau )`$. For any $`𝐙^d`$-action $`\tau `$ associated to the dual group of a $`_d`$-module, Theorem 21.1 of \[Sc\] implies that the exponential growth rate of $`|\mathrm{Fix}_\mathrm{\Lambda }(\tau )/\mathrm{Fix}_\mathrm{\Lambda }^0(\tau )|`$ as $`\mathrm{\Lambda }`$ approaches infinity is equal to the topological entropy of $`\tau `$, provided that the topological entropy of $`\tau `$ is finite. The topological entropy of the $`𝐙^d`$-action $`\sigma `$ above is always infinite. However, we will show that there is a related $`𝐙^d`$-shift $`\sigma ^{}`$ such that (1) $`\sigma ^{}`$ has finite topological entropy equal to $`\mathrm{log}𝐌(\mathrm{\Delta })`$; and (2) $`|\mathrm{Fix}_\mathrm{\Lambda }(\sigma ^{})/\mathrm{Fix}_\mathrm{\Lambda }^0(\sigma ^{})|=|\mathrm{SFix}_\mathrm{\Lambda }(\sigma )/\mathrm{SFix}_\mathrm{\Lambda }^0(\sigma )|`$. The main conclusion of Theorem 2.1 follows from these assertions.

A $`𝐓^{𝐙^d}`$-coloring of $`D`$ that assigns $`0𝐓^{𝐙^d}`$ to some arc, say the arc corresponding to Wirtinger generator $`x_1`$, will be called a based $`𝐓^{𝐙^d}`$-coloring. The collection of based $`𝐓^{𝐙^d}`$-colorings is a closed shift-invariant subgroup of $`\mathrm{Col}_{𝐓,𝐙^d}(D)`$, independent of the choice of arc. It is the dual of $`B=A/\stackrel{~}{x}_1`$, the quotient of the Alexander module by the submodule generated by $`\stackrel{~}{x}_1`$, which one might call the based Alexander module of the link. We denote the $`𝐙^d`$-action on $`B`$ by $`\sigma ^B`$.

It is clear from the discussion above that for any knot the based Alexander module is isomorphic to the first homology group of the infinite cyclic cover of the knot exterior. Since all generators of a Wirtinger presentation for a knot group are conjugate, it follows that periodic points of $`\sigma ^B`$ are always special periodic points. (See the paragraph preceding Lemma 2.7 \[SiWi3\] for details.) Hence in this case $`\mathrm{Fix}((\sigma ^B)^r)`$ is isomorphic to the dual of $`H_1(M_r)`$, for any $`r`$.

In the general case we define special periodic points of $`\sigma ^B`$ just as we defined them for $`\sigma `$. We claim that

$$\mathrm{SFix}_\mathrm{\Lambda }(\sigma ^B)/\mathrm{SFix}_\mathrm{\Lambda }^0(\sigma ^B)\mathrm{SFix}_\mathrm{\Lambda }(\sigma )/\mathrm{SFix}_\mathrm{\Lambda }^0(\sigma ),$$

and hence the number of connected components of $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma ^B)`$ is equal to that of $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )`$. One way to see this is by constructing a maximal tree $`T`$ for the $`1`$-skeleton of $`Q`$, selecting first a maximal number of edges of the form $`𝐦\stackrel{~}{x}_1`$. Recall that $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )`$ can be identified with $`H^1(Q,Q^0;𝐓)`$, and by the proof of Lemma 4.1 this group has a direct summand $`𝐓^r`$, the image of the map $`\eta `$ defined above. We pass from $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )`$ to $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )/\mathrm{SFix}_\mathrm{\Lambda }^0(\sigma )`$ in two stages. First we crush $`\eta (𝐓^r)`$; the quotient group is isomorphic to the subgroup of $`H^1(Q,Q^0;𝐓)`$ consisting of cocyles that vanish on the edges of the maximal tree $`T`$. However, in view of equation (4.1), any cocycle that vanishes on those edges vanishes on all of the edges $`𝐦\stackrel{~}{x}_1`$. Thus $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )/\eta (T^r)\mathrm{SFix}_\mathrm{\Lambda }(\sigma ^B)`$, the subgroup of $`H^1(Q,Q^0;𝐓)`$ consisting of based $`𝐓^{𝐙^d}`$-colorings. The connected component of the identity in this group is also a torus. Crushing it we find that $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma )/\mathrm{SFix}_\mathrm{\Lambda }^0(\sigma )\mathrm{SFix}_\mathrm{\Lambda }(\sigma ^B)/\mathrm{SFix}_\mathrm{\Lambda }^0(\sigma ^B)`$.

The based Alexander module $`B`$ has an $`(N1)\times (N1)`$ presentation matrix $`R`$, which can be obtained from the matrix for the Alexander module $`A`$ by deleting the first row and column. Then $`\mathrm{\Delta }(u_1,\mathrm{},u_d)=(u_11)\mathrm{det}R`$ (see \[Li\], pp. 119 – 120). Since the Mahler measure of $`u_11`$ is equal to $`1`$, the determinant of $`R`$ has the same Mahler measure as $`\mathrm{\Delta }`$. By \[LiScWa, p. 611\] the topological entropy of $`\sigma ^B`$ is equal to the log of the Mahler measure of $`\mathrm{\Delta }`$.

The $`𝐙^d`$-action $`\sigma ^{}`$ that we need is a modification of $`\sigma ^B`$. Consider based $`𝐙^d`$-colorings of $`D`$, but replace any color $`\beta `$ by a pair $`(\beta ,\zeta )`$ of colors, and require in addition to the basic coloring rule (3.1) the condition:

$$\sigma _t\zeta =\zeta +\beta ,$$
$`(4.4)`$
where $`t`$ is the index of the component of $`l`$ containing the arc colored by $`(\beta ,\zeta )`$. Denote the associated $`𝐙^d`$-action by $`\sigma ^{}`$.

The $`𝐙^d`$-action $`\sigma ^{}`$ is on the dual group of a module $`B^{}`$ that we obtain from a presentation for $`B`$ by adding new generators $`z_2,\mathrm{},z_N`$ and relations $`u_{t(i)}z_i=z_i+x_i`$ ($`2iN`$), where $`t(i)`$ is the index of the component of $`l`$ containing the arc $`x_i`$. The determinant of the new relation matrix $`R^{}`$ is $`\mathrm{\Delta }(u_1,\mathrm{},u_d)`$ times a product of polynomials of the form $`u_t1`$. As before, since the Mahler measure of each $`u_t1`$ is equal to $`1`$, we have $`𝐌(\mathrm{det}(R^{}))=𝐌(\mathrm{\Delta })`$, and by \[LiScWa, p. 611\] the topological entropy of $`\sigma ^{}`$ is equal to this value. Hence assertion (1) above holds.

By a straightforward recursion argument we find that $`\mathrm{Fix}_\mathrm{\Lambda }(\sigma ^{})\mathrm{SFix}_\mathrm{\Lambda }(\sigma ^B)𝐓^s`$. Here $`s`$ is the number of second coordinates $`\zeta `$ that can be freely assigned: Assume that $`u_t`$ represents an element of order $`n`$ in $`𝐙^d/\mathrm{\Lambda }`$. Condition (4.4) implies

$$\zeta _{𝐦+u_t}=\zeta _𝐦+\beta _𝐦$$

$$\zeta _{𝐦+2u_t}=\zeta _𝐦+\beta _𝐦+\beta _{𝐦+u_t}$$

$$\zeta _{𝐦+nu_t}=\zeta _𝐦+\beta _𝐦+\beta _{𝐦+u_t}+\mathrm{}+\beta _{𝐦+(n1)u_t}.$$

Clearly, $`\zeta _{𝐦+nu_t}=\zeta _𝐦`$ if and only if $`\beta _{𝐦+u_t}+\mathrm{}+\beta _{𝐦+(n1)u_t}=0.`$ Moreover, the coordinates $`\zeta _{u_t},\mathrm{},\zeta _{(n1)u_t}`$ are uniquely determined from $`\zeta _\mathrm{𝟎}`$ and coordinates of $`\beta `$. When $`t^{}`$ is different from $`t`$, condition (4.4) imposes no new requirement; in such a case the coordinates $`\zeta _\mathrm{𝟎},\zeta _{u_i^{}},\mathrm{},\zeta _{(n^{}1)u_t^{}}`$ can be chosen arbitrarily, where $`u_t^{}`$ represents an element of order $`n^{}`$ in $`𝐙^d/\mathrm{\Lambda }`$. Assertion (2) is immediate, and the proof of the theorem is complete.

Example 4.4. We will illustrate the ideas and terminology used in the proof of Theorem 2.1 with an example.

The diagram $`D`$ for the link $`l=5_1^2`$, shown in Figure 2, yields a Wirtinger presentation for $`G_l`$:

$$x_1,x_2,x_3,x_4,x_5x_1x_3=x_5x_1,x_3x_2=x_1x_3,x_5x_4=x_3x_5,x_4x_2=x_1x_4,x_2x_4=x_5x_2.$$

Figure 2: Diagram for $`5_1^2`$

We assume that under abelianization $`x_1`$ and $`x_2`$ map to $`u_1`$ while the remaining generators are sent to $`u_2`$. A portion of the maximal abelian cover $`\stackrel{~}{P}`$ is shown in Figure 3. The $`2`$-cells are not shown.

Figure 3: Portion of $`\stackrel{~}{P}`$

We consider the subgroup $`\mathrm{\Lambda }`$ of $`𝐙^2`$ generated by $`u_1^3`$ and $`u_2^2`$. The $`1`$-skeleton of $`Q`$ (which is the same as the $`1`$-skeleton of $`\stackrel{~}{P}/\mathrm{\Lambda }`$) is shown in Figure 4. Since $`\mathrm{\Lambda }`$ has generators parallel to $`u_1,u_2`$, it is easy to visualize the additional $`2`$-cells that must be attached to $`\stackrel{~}{P}/\mathrm{\Lambda }`$ in order to build $`Q`$. In more general examples, the boundaries of the new cells might wind around the graph several times.

Figure 4: $`1`$-Skeleton of $`Q`$

An element $`x\mathrm{Fix}_\mathrm{\Lambda }(\sigma ^B)`$ can be represented by $`3\times 2`$ matrices $`\beta ,\gamma ,\delta ,ϵ`$ assigned to arcs corresponding to $`x_2,x_3,x_4,x_5`$, respectively. These matrices have entries in $`𝐓`$, and are the restrictions of the elements of $`𝐓^{𝐙^d}`$ to a fundamental region of $`𝐙^d/\mathrm{\Lambda }`$. The element $`x`$ is in $`\mathrm{SFix}_\mathrm{\Lambda }(\sigma ^B)`$ if the column sums of $`\beta `$ and the row sums of $`\gamma ,\delta ,ϵ`$ are all zero.

An element of $`\mathrm{Fix}_\mathrm{\Lambda }(\sigma ^{})`$ assigns additional $`3\times 2`$ matrices $`\zeta ^\beta ,\zeta ^\gamma ,\zeta ^d,\zeta ^ϵ`$. We can prescribe the coordinates $`\zeta _{0,0}^\beta ,\zeta _{0,1}^\beta `$ arbitrarily; the other coordinates of $`\zeta ^\beta `$ are uniquely determined by these and $`\beta `$. Similarly, the coordinates $`\zeta _{0,0}^\gamma ,\zeta _{1,0}^\gamma ,\zeta _{2,0}^\gamma ,\zeta _{0,0}^\delta ,\zeta _{1,0}^\delta ,\zeta _{2,0}^\delta ,\zeta _{0,0}^ϵ,\zeta _{1,0}^ϵ,\zeta _{2,0}^ϵ`$ are arbitrary. We have $`\mathrm{Fix}_\mathrm{\Lambda }(\sigma ^{})\mathrm{SFix}_\mathrm{\Lambda }(\sigma )𝐓^{11}`$.

We remark that for this link the Alexander polynomial is $`(1u_1)(1u_2)`$. Since the Mahler measure of the polynomial is $`1`$, the orders $`b_\mathrm{\Lambda }`$ have zero exponential growth rate.

Proof of Corollary 2.2. Since $`\mathrm{\Delta }_1/\mathrm{\Delta }_2`$ annihilates the Alexander module of any knot \[Cr1\], it follows that $`\sigma ^N=\mathrm{id}.`$ From this we have $`\mathrm{Fix}(\sigma ^{r+N})=\mathrm{Fix}(\sigma ^r)`$. Recall that for any knot, $`\mathrm{Fix}(\sigma ^r)`$ is isomorphic to the dual of $`H_1(M_r)`$. Hence $`H_1(M_{r+N})H_1(M_r)`$, for every $`r1`$.

5. Coloring with nonabelian groups. The coloring rule (3.1) generalizes in a natural way, allowing one to replace $`𝐓`$ with an arbitrary topological group $`\mathrm{\Sigma }`$.

Definition 5.1. Assume that $`D`$ is a diagram of an oriented link $`l=l_1\mathrm{}l_d`$ of $`d`$ components. A $`\mathrm{\Sigma }^{𝐙^d}`$-coloring of $`D`$ is an assignment of elements (colors) $`\alpha ,\beta ,\mathrm{}\mathrm{\Sigma }^{𝐙^d}`$ to the arcs of $`D`$ such that the condition

$$\alpha \sigma _t\beta =\gamma \sigma _t^{}\alpha $$
$`(5.1)`$
is satisfied at any crossing. The colors $`\alpha ,\beta ,\gamma `$ correspond to arcs that are described as in Definition 3.1.

As before, if $`D`$ consists of $`N`$ arcs, then the set $`\mathrm{Col}_{\mathrm{\Sigma },𝐙^d}(D)`$ of all $`\mathrm{\Sigma }^{𝐙^d}`$-colorings of $`D`$ is a closed subspace of $`[\mathrm{\Sigma }^N]^{𝐙^d}`$ that is invariant under $`\sigma _𝐦`$ for each $`𝐦𝐙^d`$. That $`\mathrm{Col}_{\mathrm{\Sigma },𝐙^d}(D)`$ does not depend on the choice of diagram for $`l`$ follows immediately from the following. Let $`\stackrel{~}{E}`$ denote the maximal abelian cover of the link exterior with projection $`p:\stackrel{~}{E}E`$, and let $``$ be a point of $`E`$. Let $`\stackrel{~}{}`$ denote a fixed lift of $``$. Any covering automorphism of $`\stackrel{~}{E}`$ induces a homeomorphism of the quotient space $`\stackrel{~}{E}/p^1()`$, and hence induces an automorphism of $`\pi _1(\stackrel{~}{E}/p^1(),\stackrel{~}{})`$. By considering the adjoint action we obtain a homeomorphism of the representation space $`\mathrm{Hom}[\pi _1(E/p^1(),\stackrel{~}{}),\mathrm{\Sigma }]`$. In this way we obtain a $`𝐙^d`$-action $`\sigma ^{}`$ on $`\mathrm{Hom}[\pi _1(E/p^1(),\stackrel{~}{}),\mathrm{\Sigma }]`$. A $`𝐙^d`$-action on a topological space is defined just as for $`𝐙^d`$-action on a topological group, eliminating the requirement of a group structure on the space; two $`𝐙^d`$-actions, $`\sigma `$ acting on $`X`$ and $`\sigma ^{}`$ acting on $`X^{}`$, are topologically conjugate if there is a homeomorphism $`\varphi :XX^{}`$ such that $`\varphi \sigma _𝐦=\sigma _𝐦^{}\varphi ,`$ for each $`𝐦𝐙^d`$.

Proposition 5.2. The $`𝐙^d`$-actions on $`\mathrm{Hom}[\pi _1(\stackrel{~}{E}/p^1(),\stackrel{~}{}),\mathrm{\Sigma }]`$ and $`\mathrm{Col}_{\mathrm{\Sigma },𝐙^d}(D)`$ are topologically conjugate.

Proof. The quotient space $`\stackrel{~}{E}/p^1()`$ has the same fundamental group as the quotient complex $`\stackrel{~}{P}/\stackrel{~}{P}^0`$, where $`\stackrel{~}{P}`$ is defined in Section 4 and $`\stackrel{~}{P}^0`$ is the $`1`$-skeleton. There is a group presentation for $`\pi _1(\stackrel{~}{P}/\stackrel{~}{P}^0)`$ in which the generators correspond to the edges of $`\stackrel{~}{P}`$; lifts in $`\stackrel{~}{P}`$ of closed paths representing Wirtinger relators are closed paths in $`\stackrel{~}{P}/\stackrel{~}{P}^0`$ representing the relators. Assignments of colors to the arcs of $`D`$, or equivalently to the edges of $`P`$, such that the condition (5.1) holds at each crossing then correspond to homomorphisms from $`\pi _1(\stackrel{~}{P}/\stackrel{~}{P}^0)`$ to $`\mathrm{\Sigma }`$. The correspondance defines a homeomorphism $`\varphi :\mathrm{Col}_{\mathrm{\Sigma },𝐙^d}(D)\mathrm{Hom}[\pi _1(\stackrel{~}{E}/p^1(),\stackrel{~}{}),\mathrm{\Sigma }]`$ such that $`\varphi \sigma _𝐦=\sigma _𝐦^{}\varphi `$, for each $`𝐦𝐙^d`$.

In view of this proposition we call $`\mathrm{Col}_{\mathrm{\Sigma },𝐙^d}(D)`$ the color $`\mathrm{\Sigma }^d`$-shift of the link $`l`$, and we denote it by $`\mathrm{Col}_{\mathrm{\Sigma },𝐙^d}(l)`$.

The abelianization of $`\pi _1(\stackrel{~}{E}/p^1())`$ is $`H_1(\stackrel{~}{P},\stackrel{~}{P}^0)`$. It is isomorphic to $`H_1(\stackrel{~}{E},p^1())`$, the Alexander module of the link. Hence we propose that $`\pi _1(\stackrel{~}{E}/p^1())`$ be called the Alexander group of the link; we denote the group by $`𝒜_l`$. (Shortly after completing the first draft of this paper, the authors discovered that the Alexander group is a special case of the derived group of a permutation representation, introduced by R. Crowell \[Cr2\].)

It is much easier to write a presentation for the Alexander group than for the commutator subgroup of $`\pi _1(S^3l)`$. One begins with families of generators $`a_𝐦,b_𝐦,c_𝐦,\mathrm{}`$ $`(𝐦𝐙^d)`$ corresponding to the arcs of the diagram. Each crossing gives rise to a family of relations: a crossing such as in Figure 1 imposes the relation $`a_𝐦b_{𝐦+u_t}=c_𝐦a_{𝐦+u_t}`$. In the case of a knot, when $`d=1`$, presentations of this sort are well known; J. C. Hausmann and M. Kervaire \[HaKe\] termed them $`𝐙`$-dynamic. A presentation for the Alexander group of a link such as the one we have described might be called $`𝐙^d`$-dynamic.

The next proposition describes the relationship between the Alexander group $`𝒜_l`$ of a link $`l`$ and the commutator subgroup $`G_l^{}`$. We use the terminology of Section 4. Recall that $`T`$ is a maximal tree in the $`1`$-skeleton of the cover $`\stackrel{~}{P}`$.

Proposition 5.3. Let $`l`$ be an oriented link of $`d`$ components. The generators of $`𝒜_l`$ corresponding to the edges of $`T`$ freely generate a subgroup $`F(E_T)`$ of $`𝒜_l`$. Moreover, $`𝒜_l`$ is isomorphic to the free product $`G_l^{}F(E_T)`$.

Proof. Let $`C\stackrel{~}{P}^0`$ denote the cone on the $`0`$-skeleton of $`\stackrel{~}{P}`$. The fundamental group of $`X=\stackrel{~}{P}_{\stackrel{~}{P}^0}C\stackrel{~}{P}^0`$ is isomorphic to $`𝒜_l`$. We can regard $`X`$ as the union of $`\stackrel{~}{P}`$ and $`T_{\stackrel{~}{P}^0}C\stackrel{~}{P}^0`$, which have contractible intersection $`T`$. An application of the Seifert van-Kampen theorem completes the argument.

Example 5.4. We examine two examples. Both are simple, but they highlight some of the advantages of working with the Alexander group rather the commutator subgroup of a link.

(i) Let $`l`$ be the trivial 2-component link. The group $`G_l`$ is free on two generators. Choosing a diagram without crossings, we find that the Alexander group $`𝒜_l`$ is free on generators $`a_{i,j},b_{i,j}`$, where $`i,j`$ range over $`𝐙`$. The commutator subgroup $`G^{}`$ is also free, but it does not admit a natural $`𝐙^2`$-action by automorphisms as does $`𝒜_l`$. (ii) Next consider the link $`l=2_1^2`$, a Hopf link. The group $`G_l`$ is free abelian of rank 2. The Alexander group $`𝒜_l`$ has presentation $`a_{i,j},b_{i,j}a_{i,j}b_{i+1,j}=b_{i,j}a_{i,j+1}`$. In this example the commutator subgroup $`G_l^{}`$ is trivial.

6. Conclusion. A possible direction for further inquiry involves links with zero Alexander polynomial.

The homology growth rate in Theorem 2.1 was computed as the topological entropy of a $`𝐙^d`$-action $`\sigma ^{}`$. When the Alexander polynomial of the link is zero, the entropy of $`\sigma ^{}`$ can be shown to be infinite; in such a case we obtained no information. However, we offer the following

Conjecture 6.1. If $`l`$ is an oriented link of $`d`$ components, then

$$\underset{\mathrm{\Lambda }\mathrm{}}{lim}\frac{1}{|𝐙^d/\mathrm{\Lambda }|}\mathrm{log}|TH_1(M_\mathrm{\Lambda }(l))|=\mathrm{log}𝐌(\mathrm{\Delta }_i),$$

where $`\mathrm{\Delta }_i`$ is the first nonzero Alexander polynomial of the link.

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Dept. of Mathematics and Statistics, Univ. of South Alabama, Mobile, AL 36688-0002 e-mail: silver@mathstat.usouthal.edu, williams@mathstat.usouthal.edu