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# Quenched Spin Tunneling and Diabolical Points in Magnetic Molecules: I. Symmetric Configurations

## I Introduction

In several previous papers , we have discussed the tunneling of a spin described by the model Hamiltonian

$$=k_2J_z^2+(k_1k_2)J_x^2g\mu _B𝐉𝐇,$$
(1)
where $`𝐉`$ is dimensionless spin operator with components $`J_x`$, $`J_y`$, and $`J_z`$, $`𝐇`$ is an external magnetic field, and $`k_1>k_2>0`$. Since most of the earlier work has been for the special case where $`𝐇\widehat{𝐱}`$, let us first limit ourselves to that. Viewed as a function of a classical angular momentum vector $`𝐉`$ of fixed length $`J`$, this Hamiltonian has two degenerate minima for $`H_x<H_c=2k_1J/g\mu _B`$. On general grounds we expect quantum mechanical tunneling to lift the degeneracy, and split the energies. The surprise is that the ground state tunnel splitting, $`\mathrm{\Delta }_0`$, is an oscillatory function of $`H_x`$, vanishing exactly whenever

$$\frac{H_x}{H_c}=\frac{\sqrt{1\lambda }}{J}\left[Jn\frac{1}{2}\right],$$
(2)
where $`\lambda =k_2/k_1`$, and $`n=0,1,\mathrm{},2J1`$.

The quenching of $`\mathrm{\Delta }_0`$ was first studied purely as a theoretical curiosity, and explained in terms of instantons (a). Since then, this effect has been observed  in the magnetic molecule \[(tacn)6Fe8O2(OH)12\]8+ (or just Fe8 for short), which is approximately described by the Hamiltonian (1), with $`J=10`$, and $`k_10.33`$ K, and $`k_20.22`$ K . Motivated by a desire to use only elementary methods of analysis, the problem was restudied (d) using the discrete phase integral (DPI) method (also known as the discrete Wentzel-Kramers-Brillouin method). An approximate version of this method was developed and applied to Fe8 independently by Villain and Fort . The results of these later studies confirm Eq. (2) for the ground pair quenching points, and also find additional quenching points, as we discuss next.

To help grasp the full richness of the spectrum of the Hamiltonian (1), we show in Fig. 1 the results of numerical calculation of the energies as a function of $`H_x`$, for $`J=3`$, for three different values of $`H_z`$. In all three cases, $`H_y=0`$. In part (a), $`H_z=0`$, and we have the symmetric situation mentioned above. Note that (i) the lowest two energy level curves cross six times (including negative values of $`H_x`$), and (ii) the crossing points are perfectly periodically spaced, in complete accord with Eq. (2). Wernsdorfer and Sessoli  have shown the existence of analogous crossings for Fe8. To quantitatively account for the observed period, one must include higher order anisotropies in the Hamiltonian. This does not change the basic physics. In addition, Fig. 1(a) also shows a number of crossings of higher energy levels, of which the analog in Fe8 has not been seen yet.

In Fig. 1(b), $`H_z`$ has a specific non-zero value. The problem is no longer symmetric, and one of the classical minima is lower than the other. Correspondingly, we see that the lowest quantum mechanical state is always non degenerate. However, ignoring tunneling for the moment, the first excited state in the deeper well can have an energy equal to that of the lowest state in the shallower well if $`H_z`$ is correctly chosen. And indeed, we see from the figure that the second and third energy levels do cross a number of times. These crossings, when $`𝐇`$ has an easy component, were not anticipated in Ref. (a), and were discovered by Wernsdorfer and Sessoli experimentally. As seen in the experiments, the crossings in Fig. 1(b) are shifted by half a period from those in Fig. 1(a). Note that as in part (a), Fig. 1(b) displays crossings between yet higher energy levels (the fourth and fifth, e.g.), which have also not been seen experimentally yet.

This pattern continues as $`H_z`$ is increased still further \[Fig. 1(c)\]. Now the lowest two levels in the deeper well are nondegenerate, and the lowest crossings are between levels 3 and 4. Comapred to Fig. 1(b), these crossings are shifted by yet another half-period, just as seen experimentally. Again, there are crossings between higher pairs of levels, and again only those between levels 3 and 4 have been seen in Fe8.

It is clearly interesting to understand the structure in the energy spectrum analytically, and numerical diagonalization alone cannot provide this. When $`J`$ is of order 10, as it is for Fe8, a semiclassical analysis is natural, and it is profitable to think of the energy differences amongst low lying levels in terms of tunneling. Such an analysis was done in Ref. (a–d). In this paper, we shall elaborate on our earlier DPI analysis (d), and provide several results that are more generally applicable to Hamiltonians other than Eq. (1). We shall limit ourselves, however, to problems which are analogous to symmetric double-well potentials in the continuum WKB case. In the context of Eq. (1), this means that $`𝐇\widehat{𝐱}`$. The cases where $`H_y`$ or $`H_z`$ are also nonzero correspond to an asymmetric potential, and will be considered in a second paper.

Before describing the results of our analysis, however, let us digress to make two points. The first is the issue of degeneracy and its connection with symmetry in light of the von Neumann-Wigner theorem. When $`𝐇\widehat{𝐱}`$, or $`𝐇\widehat{𝐳}`$, $``$ is invariant under a $`180^{}`$ rotation about $`\widehat{𝐱}`$ or $`\widehat{𝐳}`$, so energies of levels that are odd and even under this operation can intersect. The quenchings for $`𝐇\widehat{𝐱}`$ \[Fig. 1(a)\] can be understood as instances of this phenomenon (b). When $`𝐇`$ has both $`\widehat{𝐱}`$ and $`\widehat{𝐳}`$ components, however, $``$ has no symmetry, and the level crossings \[Fig. 1(b), (c)\] are nontrivial instances of conical intersections or diabolical points . Viewed in the larger $`H_x`$$`H_z`$ plane, or the full three-dimensional space of magnetic fields $`𝐇`$, however, all points of degeneracy are diabolical.

The second point is that there are several other special features in the spectrum, which are evident from numerical analysis for several different $`J`$, and can also be seen in Fig. 1. First, the successive half-period shifts in the crossing fields as we go from (a) to (b) to (c) in Fig. 1 mean that the diabolical points form part of a centered rectangular lattice in the $`H_x`$$`H_z`$ plane. The length of the rectangular unit cell along $`H_x`$ can be read off Eq. (2), while that along $`H_z`$ is given by

$$\mathrm{\Delta }H_z=\frac{\lambda ^{1/2}}{J}H_c,$$
(3)
where $`\lambda =k_2/k_1`$. Second, at a diabolical point, we often find simultaneous degeneracy of more than one pair of levels to very high accuracy if not exactly. All these facts are captured by the DPI analysis. In fact, in the case $`𝐇\widehat{𝐱}`$, all the available evidence to date — exact diagonalization for small $`J`$, perturbation theory in $`\lambda k_2/k_1`$, numerics — indicates that the simultaneity of the degeneracy of many pairs of levels, as well as the values of the degeneracy fields, are exactly given by the leading semiclassical analysis, i.e., Eq. (2) (e). These facts point to the existence of a higher dynamical symmetry, but that is not yet established. Further, when higher order anisotropy terms are included in the Hamiltonian to obtain quantitative agreement with experimentally observed period , the numerical evidence indicates that although the simultaneous degeneracy of several pairs of levels and the perfect lattice of diabolical points are no longer exact properties, they continue to hold to rather good approximation .

The plan of the paper is as follows. In Sec. II we outline the DPI approach. The basic idea is that in the $`J_z`$ basis, Schrödinger’s equation for Eq. (1) has the form of a recursion relation or difference equation, as opposed to a differential equation for a massive particle in a one dimensional potential $`V(x)`$. This difference equation can be solved in close analogy with the continuum WKB approximation. We will see that compared to previous DPI studies  new types of turning points arise in the study of Eq. (1), because the recursion relation has five terms as opposed to three in the earlier studies. These turning points have no continuum analogue. Our present discussion will rely on physical arguments and correspondence with the continuum case. A more formal discussion is given in Ref. .

In Sec. III we develop an analogue of Herring’s formula  for problems leading to five term recursion relations. In the continuum case, for a symmetric double well potential \[$`V(x)=V(x)`$\], this formula expresses the splitting for the $`n`$th pair of levels in terms of the $`x=0`$ values of the wavefunction $`\psi _n(x)`$ and its derivative $`\psi _n^{}(x)`$ for the $`n`$th state localized in one of the wells. In Sec. IV we will use the DPI method to find the analogous discrete wavefunction near the center of the potential, and use our Herring formula to obtain a completely general formula \[See Eq. (67)\] that applies to any eigenvalue problem in the form of a recursion relation. This latter formula is written in terms of an action integral that runs between turning points, in close analogy with the continuum case. This formula is inconvenient for practical applications, however, and so in subsection E of Sec. IV, we will transform it into another result \[Eq. (68)\] that only requires the evaluation of a small number of much simpler integrals. The second formula is also completely general, and has the advantage of making the $`J\mathrm{}`$ asymptotic structure of the splittings transparent. In Sec. V, we will apply this lattermost formula to the Fe8 problem, and obtain the splitting for all pairs of levels. We will discuss the quenching points and several other aspects of our results, including comparison with numerics, work by other authors , and the features that appear to be exact.

## II Summary of the DPI Method

The starting point is to write Schrödinger’s equation in the $`J_z`$ basis. Suppose $`|\psi `$ is an eigenstate of $``$ with energy $`E`$. Then with $`J_z|m=m|m`$, $`m|\psi =C_m`$, $`m||m=w_m`$, and $`m||m^{}=t_{m,m^{}}`$ ($`mm^{}`$), we have

$$\stackrel{}{}_{n=m2}^{m+2}t_{m,n}C_n+w_mC_m=EC_m,$$
(4)
where the prime on the sum indicates that the term $`n=m`$ is to be omitted. The diagonal terms ($`w_m`$) arise from the $`J_z^2`$ part of $``$, the $`t_{m,m\pm 1}`$ terms from the $`J_xH_x`$ part, and the $`t_{m,m\pm 2}`$ terms from the $`J_x^2`$ part.

We can think of Eq. (4) as a tight binding model for an electron in a one-dimensional lattice with sites labelled by $`m`$, and slowly varying on-site energies ($`w_m`$), nearest-neighbor ($`t_{m,m\pm 1}`$), and next-nearest-neighbor ($`t_{m,m\pm 2}`$) hopping terms. Since we can think of dynamics in this model in terms of wavepackets, it is clear that there is a generalization of the usual continuum quasiclassical or phase integral method to the lattice case. This is the DPI method.

Previous work with the DPI method  has been limited to the case where the recursion relation has only three terms. New features arise when five or more terms are considered. In particular, we encounter nonclassical turning points, i.e., turning points at $`m`$ values other than those at the limits of the classically allowed motion. It is these turning points that give rise to oscillatory tunnel splittings, so that this effect is absent in systems described by three-term recursion relations.

The general formalism of this method  and the extension to five terms is discussed at length elsewhere , so here we will only give a brief summary. The fundamental requirement for a quasiclassical approach to work is that $`w_m`$ and $`t_{m,m\pm \alpha }`$ ($`\alpha =1,2`$) vary slowly enough with $`m`$ that we can find smooth continuum approximants $`w(m)`$ and $`t_\alpha (m)`$, such that whenever $`m`$ is an eigenvalue of $`J_z`$, we have

$`w(m)`$ $`=`$ $`w_m,`$ (5)
$`t_\alpha (m)`$ $`=`$ $`(t_{m,m+\alpha }+t_{m,m\alpha })/2,\alpha =1,2.`$ (6)
We further demand that

$$\frac{dw}{dm}=O\left(\frac{w(m)}{J}\right),\frac{dt_\alpha }{dm}=O\left(\frac{t_\alpha (m)}{J}\right),$$
(7)
with $`m/J`$ being treated as quantity of order 1. We will see that for Eq. (1), these conditions will hold in the semiclassical limit $`J1`$.

Given these conditions, the basic approximation, which readers will recognize from the continuum case, is to write the wavefunction as a linear combination of the quasiclassical forms

$$C_m\frac{1}{\sqrt{v(m)}}\mathrm{exp}\left(i^mq(m^{})𝑑m^{}\right),$$
(8)
where $`q(m)`$ and $`v(m)`$ obey the equations

$`E`$ $`=`$ $`w(m)+2t_1(m)\mathrm{cos}q+2t_2(m)\mathrm{cos}(2q)_{\mathrm{sc}}(q,m),`$ (9)
$`v(m)`$ $`=`$ $`_{\mathrm{sc}}/q=2\mathrm{sin}q(m)\left(t_1(m)+4t_2(m)\mathrm{cos}q(m)\right).`$ (10)
Equations (9) and (10) are the lattice analogs of the eikonal and transport equations. Equation (8) represents the first two terms in an expansion of $`\mathrm{log}C_m`$ in powers of $`1/J`$.

As in the continuum case, the approximate DPI wavefunction is invalid at turning points. These points arise whenever the velocity $`v(m)`$ vanishes for given energy $`E`$, for then the approximation (8) diverges. We see from Eq. (10) that $`v(m)`$ can vanish either because $`\mathrm{sin}q=0`$, i.e., $`q=0`$ or $`q=\pi `$, or because $`q=q_{}\mathrm{cos}^1(t_1/4t_2)`$. Substituting these values of $`q`$ in the eikonal equation, we see that a turning point is obtained whenever

$$E=U_0(m),U_\pi (m),\mathrm{or}U_{}(m),$$
(11)
where

$`U_0(m)`$ $`=`$ $`_{\mathrm{sc}}(0,m)=w(m)+2t_1(m)+2t_2(m),`$ (12)
$`U_\pi (m)`$ $`=`$ $`_{\mathrm{sc}}(\pi ,m)=w(m)2t_1(m)+2t_2(m),`$ (13)
$`U_{}(m)`$ $`=`$ $`_{\mathrm{sc}}(q_{},m)=w(m)2t_2(m){\displaystyle \frac{t_1^2(m)}{4t_2(m)}}.`$ (14)
Note that at a turning point, both $`m`$ and $`q`$ are determined. If we denote the values of these quantities generically by $`m_c`$ and $`q_c`$, $`m_c`$ may be regarded as being fixed by Eq. (11), and $`q_c`$ by the corresponding condition $`q_c=0`$, $`q_c=\pi `$, or $`q_c=q_{}(m_c)`$.

To understand the nature of these turning points, let us assume that $`t_1<0`$, and $`t_2>0`$. \[This is the case for the Hamiltonian (1). We can always arrange for $`t_1`$ to be negative by means of the gauge transformation $`C_m(1)^mC_m`$. Thus there is only one other case to be considered, namely, $`t_1<0`$, $`t_2<0`$. This is discussed in Ref. .\] It then follows that $`U_\pi >U_0`$, and that

$$U_0(m)U_{}(m)=\frac{1}{4t_2(m)}\left(t_1(m)+4t_2(m)\right)^20.$$
(15)
Secondly, let us think of $`(q,m)`$ for fixed $`m`$ as an energy band curve. Then $`U_\pi `$ is always the upper band edge, while the lower band edge is either $`U_0`$ or $`U_{}`$ according as whether $`t_1/4t_2`$ is greater than or lesser than 1. To deal with this possibility, it pays to introduce a dual labelling scheme for all three curves $`U_0`$, $`U_\pi `$, and $`U_{}`$. We write $`U_\pi (m)U_+(m)`$, and

$`U_0(m)=U_i(m),U_{}(m)=U_{}(m),\mathrm{if}q_{}(0,\pi ),`$ (16)
$`U_0(m)=U_{}(m),U_{}(m)=U_f(m),\mathrm{if}q_{}(0,\pi ).`$ (17)
The subscripts $`+`$ and $``$ denote upper and lower band edges, while the subscripts i and f denote internal and forbidden respectively, since in the first case above, $`U_0`$ lies inside the energy band, while in the second case, $`U_{}`$ lies outside. As examples of these curves for a symmetric recursion relation, we show those for Fe8 in Fig. 2. A magnified view of the lower left hand portion of this diagram is given in Fig. 3.

Turning points where $`E=U_+`$, or $`E=U_{}`$ when $`U_{}=U_0`$, are analogous to those encountered in the continuum quasiclassical method, since the energy lies at a limit of the classically allowed range for the value of $`m`$ in question. Points where $`E=U_{}`$ when $`U_{}=U_{}`$ are physically analogous, but mathematically different since the value of $`q_c`$ is neither $`0`$ nor $`\pi `$. Points where $`E=U_i`$ (see the energy $`E_1`$ in Fig. 2, e.g.) are novel in that the energy is inside the classically allowed range for $`m_c`$, but the mathematical form of the connection formulas is identical to the case $`E=U_{}=U_0`$ since $`q_c=0`$. Most interesting are the turning points with $`E=U_f`$ (the point $`m=m_1`$ in Fig. 3, for instance), since now the energy is outside the allowed range for $`m=m_c`$, and the value of $`q_c`$ is therefore necessarily complex. These points lie “under the barrier” and turn out to be the ones of importance for understanding oscillatory tunnel splittings.

The above discussion shows that the curves $`U_0`$, $`U_\pi `$, and $`U_{}`$ collectively play the same role as the potential energy in the continuum quasiclassical method. We refer to them as critical curves. We have already noted that $`U_\pi >U_0U_{}`$. Let us suppose that the case of equality in Eq. (15) occurs at $`m=m^{}`$. Clearly $`t_1(m^{})/4t_2(m^{})=1`$, which is precisely the condition found above for the lower band edge to change from $`q=0`$ to $`q=q_{}`$. Secondly, expanding $`t_1`$ and $`t_2`$ about $`m`$, we see that $`U_0`$ and $`U_{}`$ have a common tangent when they meet.

## III Herring’s formula for five-term recursion relations

The problem of computing tunnel splittings in a symmetric double well potential in the continuum case is greatly simplified by use of Herring’s formula . An entirely analogous formula can be derived in the discrete case (c) following the simplified treatment of Landau and Lifshitz .

We have already noted the importance of the critical curves. For low lying energy levels, in particular, the curve $`U_{}`$ is very much like the potential energy in the continuum case, and it is clear that we will have an entire series of approximate energy eigenstates with wavefunctions localized in any one of the two wells, in the vicinity of $`\pm m_0`$, the minima of $`U_{}(m)`$. (See Fig. 2.) Let $`C_m`$ be the $`n`$th such wavefunction localized in the right hand well, normalized to unit total probability, and let it satisfy Schrödinger’s equation (4) with an energy $`E_0`$ for all values of $`m`$ well to the right of the left well, including in particular the region around $`m=0`$. More precisely, we take $`C_m`$ to decay away from the right well in both directions. Such a function could be obtained, e.g., as the energy eigenfunction of a modified problem in which the on-site energy is increased by a large positive amount for all $`m<m_a`$, where $`m_0m_a0`$, it being understood that $`m_a`$ is far away from all turning points for the energy concerned. However, this problem need not be solved explicitly, as the exact behavior of $`C_m`$ near $`m=m_0`$ is never needed, and therefore need not be examined too closely.

Given such a function, Herring shows that the true symmetric and antisymmetric eigenfunctions, $`s_j`$ and $`a_j`$, with energies $`E_1`$ and $`E_2`$ respectively, are given very accurately by

$$\begin{array}{ccc}\hfill a_m& =& \frac{1}{\sqrt{2}}(C_mC_m),\hfill \\ \multicolumn{3}{c}{}\\ \hfill s_m& =& \frac{1}{\sqrt{2}}(C_m+C_m).\hfill \end{array}$$
(18)
The product $`C_mC_m`$ is exponentially small everywhere, these functions are normalized to unit total probaility to exponentially high accuracy.

The Schrödinger equations obeyed by $`C_m`$ and $`a_m`$ are

$`(w_mE_0)C_m+{\displaystyle \stackrel{}{}_{n=m2}^{m+2}}t_{m,n}C_n`$ $`=`$ $`0,`$ (19)
$`(w_mE_1)a_m+{\displaystyle \stackrel{}{}_{n=m2}^{m+2}}t_{m,n}a_n`$ $`=`$ $`0.`$ (20)
Let us now define $`m_r`$ to be $`1`$ if $`J`$ is integral, and $`1/2`$ when $`J`$ is half-integral. Multiplying Eq. (19) by $`a_m`$, Eq. (20) by $`C_m`$, and summing over $`m`$ from $`m_r`$ to $`J`$, we get

$$(E_1E_0)\underset{m=m_r}{}C_ma_m+\mathrm{\Sigma }_1\mathrm{\Sigma }_2=0,$$
(21)
where

$`\mathrm{\Sigma }_1`$ $`=`$ $`{\displaystyle \underset{m=m_r}{\overset{J}{}}}{\displaystyle \stackrel{}{}_{n=m2}^{m+2}}a_mt_{m,n}C_n,`$ (22)
$`\mathrm{\Sigma }_2`$ $`=`$ $`{\displaystyle \underset{m=m_r}{\overset{J}{}}}{\displaystyle \stackrel{}{}_{n=m2}^{m+2}}C_mt_{m,n}a_n.`$ (23)
To simplify Eq. (21), we first note that by Eq. (18)

$$\underset{m=m_r}{}C_ma_m\frac{1}{\sqrt{2}}\underset{m=m_r}{}C_m^2\frac{1}{\sqrt{2}},$$
(24)
since the product $`C_mC_m`$ is everywhere exponentially small, and since $`C_m^2`$ is concentrated almost completely in the right well. Secondly, most of the terms in the sums $`\mathrm{\Sigma }_1`$ and $`\mathrm{\Sigma }_2`$ can be seen to be identical by shifting the summation indices in various terms suitably, and making use of the symmetry $`t_{m,n}=t_{n,m}`$. For example, the difference between the terms in $`\mathrm{\Sigma }_1`$ with $`n=m+2`$, and those in $`\mathrm{\Sigma }_2`$ with $`n=m2`$ equals

$`{\displaystyle \underset{m=m_r}{\overset{J}{}}}\left(a_mt_{m,m+2}C_{m+2}C_mt_{m,m2}a_{m2}\right)`$ $`=`$ $`{\displaystyle \underset{m=m_r}{\overset{J}{}}}a_mt_{m,m+2}C_{m+2}{\displaystyle \underset{m=m_r2}{\overset{J2}{}}}C_{m+2}t_{m+2,m}a_m`$ (25)
$`=`$ $`a_{m_r1}t_{m_r1,m_r+1}C_{m_r+1}a_{m_r2}t_{m_r2,m_r}C_{m_r},`$ (26)
where we have made use of the obvious facts that $`t_{J,J+2}`$ and $`t_{J1,J+1}`$ are identically zero. The differences between the other terms in $`\mathrm{\Sigma }_1`$ and $`\mathrm{\Sigma }_2`$ can be similarly evaluated, and reduce to a small number of terms involving the product of an $`a`$ with a $`C`$, which can then be written entirely in terms of $`C`$’s using Eq. (18). Finally, we can see that $`E_1E_0`$ = $`E_0E_2`$ = $`\pm \mathrm{\Delta }/2`$, and the net result is that upto an irrelevant over all sign,

$$\mathrm{\Delta }=\{\begin{array}{cc}2\left[t_{0,1}C_0(C_1C_1)+t_{0,2}C_0(C_2C_2)+t_{1,1}(C_1^2C_1^2)\right],\hfill & \\ integer\text{J},\hfill & \\ 2t_{\frac{1}{2},\frac{1}{2}}\left(C_{\frac{1}{2}}^2C_{\frac{1}{2}}^2\right)+4t_{\frac{3}{2},\frac{1}{2}}\left(C_{\frac{1}{2}}C_{\frac{3}{2}}C_{\frac{1}{2}}C_{\frac{3}{2}}\right),\hfill & \text{half-integer }J\text{.}\hfill \end{array}$$
(27)
Herring gives a more careful justification of his formula by employing the Temple-Kato error bound on energy eigenvalues . His argument can be adapted word for word to the present problem, and shows that the error in the splitting as calculated via Eq. (27) is exponentially smaller than the splitting itself, by a factor such as $`e^{cJ}`$ where $`c>0`$. As $`J\mathrm{}`$, therefore, Eq. (27) is asymptotically correct.

We remind readers that Eq. (27) is not limited to the ground state splitting.

## IV General Formula for Tunnel Splitting in terms of action integrals

To apply Herring’s formula (27) to the Hamiltonian (1), we will use the DPI approximation for the wavefunction. Actually, we will take $`C_m`$ in Eq. (27) to be localized in the left well. This can only change the answer by a sign, which is not of interest to us anyway.

### A DPI form near potential well minimum

Let us first take up the problem of finding the DPI approximation to $`C_m`$ in somewhat general terms. Step 1 is to find $`C_m`$ in the classically allowed region near $`m_0`$, the minimum of $`U_{}(m)`$. (See Fig. 3.) We assume, as will be seen to be true for Eq. (1), that in this region $`U_{}=U_0`$. For energies close to $`U_{}(m_0)`$, and $`m`$ close to $`m_0`$, the eikonal equation can only be satisfied if $`q`$ is close to zero. We can therefore expand $`_{\mathrm{sc}}`$ in powers of $`m+m_0`$ and $`q`$:

$$_{\mathrm{sc}}(q,m)U_{}(m_0)+\frac{1}{2M}q^2+\frac{1}{2}M\omega _0^2(m+m_0)^2+\mathrm{}$$
(28)
where

$`M`$ $`=`$ $`\left[2t_1(m_0)+8t_2(m_0)\right]^1>0,`$ (29)
$`\omega _0^2`$ $`=`$ $`2(t_1+4t_2){\displaystyle \frac{^2U_{}}{m^2}}|_{m=m_0}.`$ (30)
Note that by virtue of Eq. (7), and its natural extension to second derivatives, $`\omega _0`$ is of order $`1/J`$ relative to $`t_1`$ and $`t_2`$.

The allowed eigenvalues and eigenfunctions can now be written down very simply by noting that the eikonal equation is also the Hamilton-Jacobi equation with $`q=\mathrm{\Phi }/m`$, $`\mathrm{\Phi }`$ being the action. Thus the problem is identical to that of a harmonic oscillator. (Alternatively, we could arrive at the same result by approximating the original recurrence relation by a differential equation in the vicinity of $`m_0`$.) For the $`n`$th state, therefore,

$$E_0=U_{}(m_0)+\left(n+\frac{1}{2}\right)\omega _0,$$
(31)
and

$$C_m=\left(2^{2n}(n!)^2\pi \xi ^2\right)^{1/4}e^{x^2/2\xi ^2}H_n(x/\xi ),$$
(32)
where $`x=m+m_0`$, $`H_n`$ is the $`n`$th Hermite polynomial, and $`\xi =(M\omega _0)^{1/2}`$. The wavefunction is already normalized, and the additional tails from the forbidden region only modify the normalization by an exponentially small amount.

It is apparent that the expansion (28) is invalid unless the point $`m_0`$ is sufficiently far from the edge $`m=J`$. Since the width of the wavefunction (32) is $`\sqrt{n}\xi `$, a necessary condition for the validity of our procedure is

$$Jm_0\sqrt{n}\xi .$$
(33)
If this condition does not hold, then the recursion relation must be solved near the edge by a different method, which is tantamount to using the Holstein-Primakoff or Bogoliubov transformation. An example of the latter approach is given in Sec. IV of Ref. .

From the viewpoint of the DPI method, we have two turning points very close to $`m_0`$, one to the left, and one to the right, since the condition $`E=U_{}(m)`$ is then satisfied. The one to the left has been discussed above. Let us now consider the one to the right, and denote it by $`m_t`$. We have

$$m_t+m_0=\left[\frac{2n+1}{M\omega _0}\right]^{1/2}(nJ)^{1/2}.$$
(34)
The neglected terms in Eq. (28), on the other hand, are of relative orders $`q^4`$, $`(m+m_0)^3/J^3`$, and $`(m+m_0)q^2/J`$, and thus smaller than $`n\omega _0`$ for $`x(nJ^2)^{1/3}`$. Thus, provided $`nJ`$, the solution (32) holds well past $`m_t`$, and can be matched directly onto the DPI solution under the barrier, without any need of connection formulas at $`m=m_t`$ . This argument is given at greater length in Sec. V of Ref. .

### B DPI form in ordinary forbidden region

Step 2 is to consider the DPI solution for $`m>m_t`$. Since we want this solution to decay as $`m`$ increases, we take it as

$$C_m=\frac{B}{\sqrt{|v(m)|}}\mathrm{exp}\left(_{m_t}^m\kappa (m^{})𝑑m^{}\right),$$
(35)
where $`\kappa (m)=\mathrm{Im}q(m)>0`$. This solution must be matched on to (32) to determine $`B`$. We can continue to use the harmonic oscillator approximation (28) to $`_{\mathrm{sc}}`$ for this purpose, and a simple calculation , which may in fact be traced back to Furry , leads to

$`B`$ $`=`$ $`\left({\displaystyle \frac{\omega _0g_n}{2\pi }}\right)^{1/2};`$ (36)
$`g_n`$ $`=`$ $`{\displaystyle \frac{\sqrt{2\pi }}{n!}}\left(n+\frac{1}{2}\right)^{n+\frac{1}{2}}e^{(n+\frac{1}{2})}.`$ (37)
The quantity $`g_n`$ is defined so that $`g_n1`$ as $`n\mathrm{}`$; $`g_0=(\pi /e)^{1/2}1.075`$, $`g_11.028`$, $`g_21.017`$, $`\mathrm{}`$.

### C DPI form in central region

Step 3 is to find the wavefunction in the central region near $`m=0`$. This is already done if there are no turning points between $`m_t`$ and $`m=0`$. For the Hamiltonian (1), it turns out that we encounter another turning point where $`E=U_f(m)`$ (the only possibility) at an intermediate point $`m=m_1`$ (see Fig. 3). The solutions for $`m<m_1`$ and $`m>m_1`$ must therefore be related by a connection formula. To understand this turning point, we note that the eikonal equation (9) may be solved for $`\mathrm{cos}q`$ as

$$\mathrm{cos}q(m)=\frac{t_1(m)\pm [t_1^2(m)4t_2(m)f(m)]^{1/2}}{4t_2(m)},$$
(38)
where $`f(m)=w(m)2t_2(m)E`$. Since $`\mathrm{cos}q=t_1/4t_2`$ at $`m=m_1`$, the discriminant in Eq. (38) must vanish, and we conclude that as we cross $`m_1`$, $`\mathrm{cos}q`$ changes from real to complex, and $`q`$ changes from imaginary to complex. \[Incidentally, it may be verified that the condition for vanishing discriminant, i.e.,

$$t_1^2(m)=4t_2(m)\left(w(m)2t_2(m)E\right),$$
(39)
is identical to $`E=U_{}(m)`$.\] Since the recursion relation is real, the solution $`C_m`$ must also be real for all $`m`$. A single DPI solution for $`m>m_1`$ cannot meet this demand, and so we must take a linear combination of two DPI forms with complex conjugate $`q`$’s. If we write these as

$$q_{1,2}(m)=i\kappa (m)\pm \chi (m),$$
(40)
with $`\kappa `$ and $`\chi `$ both real, then we must still have $`\kappa >0`$ in order that $`C_m`$ continue decaying, and we may also take $`\chi >0`$. Let us further write the solution (35) for $`m<m_1`$ as

$`C_m`$ $`=`$ $`{\displaystyle \frac{A}{2\sqrt{|v(m)|}}}\mathrm{exp}\left({\displaystyle _{m_1}^m}\kappa (m^{})𝑑m^{}\right),`$ (41)
$`A`$ $`=`$ $`2B\mathrm{exp}\left({\displaystyle _{m_t}^{m_1}}\kappa (m^{})𝑑m^{}\right).`$ (42)
Then, as shown in Ref. , the DPI solution for $`m>m_1`$ is given by

$$C_m=\mathrm{Re}\frac{A}{\sqrt{s_1(m)}}\mathrm{exp}\left(i_{m_1}^mq_1(m^{})𝑑m^{}\right),$$
(43)
where $`s_1(m)=iv\left(q_1(m)\right)`$ .

### D Herring’s formula with DPI approximation

The solution (43) is ripe for substitution into the Herring formula (27). To do this, we first note that

$`\mathrm{cosh}\kappa \mathrm{cos}\chi `$ $`=`$ $`t_1/4t_2,`$ (44)
$`\mathrm{sinh}\kappa \mathrm{sin}\chi `$ $`=`$ $`\left(4t_2ft_1^2\right)^{1/2}/4t_2.`$ (45)
It then follows that

$$s_1=8t_2(m)\mathrm{sinh}\kappa (m)\mathrm{sin}\chi (m)\mathrm{sin}q_1(m).$$
(46)
We now substitute Eqs. (43)–(46) into Herring’s formula, Eq. (27). In doing this, we may neglect the variation of quantities $`t_\alpha (m)`$, $`q(m)`$, and $`v(m)`$ among the sites near the center of the lattice, since the number of sites involved is of order $`1`$, and so the variation leads to higher order corrections in powers of $`1/J`$. To save writing, we denote quantities evaluated at $`m=0`$ by a bar: $`q_1(0)\overline{q}_1`$, $`\kappa (0)\overline{\kappa }`$, etc. We thus get

$$C_m=\mathrm{Re}A_2\frac{e^{i(\mathrm{\Omega }+m\overline{q}_1)}}{\sqrt{\mathrm{sin}\overline{q}_1}},$$
(47)
where,

$`\mathrm{\Omega }`$ $`=`$ $`{\displaystyle _{m_1}^0}q_1(m^{})𝑑m^{},`$ (48)
$`A_2`$ $`=`$ $`(8\overline{t}_2\mathrm{sinh}\overline{\kappa }\mathrm{sin}\overline{\chi })^{1/2}A.`$ (49)
The cases of integer and half-integer $`J`$ are best tackled separately. Doing the former first, we have

$`C_1C_1`$ $`=`$ $`iA_2[e^{i\mathrm{\Omega }}\sqrt{\mathrm{sin}\overline{q}_1}\mathrm{c}.\mathrm{c}.],`$ (50)
$`C_1+C_1`$ $`=`$ $`A_2[e^{i\mathrm{\Omega }}\sqrt{{\displaystyle \frac{\mathrm{cos}^2\overline{q}_1}{\mathrm{sin}\overline{q}_1}}}+\mathrm{c}.\mathrm{c}.],`$ (51)
$`C_0(C_1C_1)`$ $`=`$ $`i{\displaystyle \frac{A_2^2}{2}}[(e^{2i\mathrm{\Omega }}e^{2\mathrm{I}\mathrm{m}\mathrm{\Omega }}\sqrt{{\displaystyle \frac{\mathrm{sin}\overline{q}_1^{}}{\mathrm{sin}\overline{q}_1}}})\mathrm{c}.\mathrm{c}.],`$ (52)
$`C_2C_2`$ $`=`$ $`2iA_2[e^{i\mathrm{\Omega }}\mathrm{cos}\overline{q}_1\sqrt{\mathrm{sin}\overline{q}_1}\mathrm{c}.\mathrm{c}.],`$ (53)
$`C_0(C_2C_2)`$ $`=`$ $`iA_2^2[(e^{2i\mathrm{\Omega }}\mathrm{cos}\overline{q}_1e^{2\mathrm{I}\mathrm{m}\mathrm{\Omega }}\mathrm{cos}\overline{q}_1^{}\sqrt{{\displaystyle \frac{\mathrm{sin}\overline{q}_1^{}}{\mathrm{sin}\overline{q}_1}}})\mathrm{c}.\mathrm{c}.],`$ (54)
$`C_1^2C_1^2`$ $`=`$ $`iA_2^2[\mathrm{cos}\overline{q}_1(e^{2i\mathrm{\Omega }}\mathrm{cos}\overline{q}_1e^{2\mathrm{I}\mathrm{m}\mathrm{\Omega }}\sqrt{{\displaystyle \frac{\mathrm{sin}\overline{q}_1^{}}{\mathrm{sin}\overline{q}_1}}})\mathrm{c}.\mathrm{c}.].`$ (55)
Substituting these and the formula $`\overline{t}_1=4\overline{t}_2\mathrm{cosh}\overline{\kappa }\mathrm{cos}\overline{\chi }`$ into Eq. (27), we get

$`\mathrm{\Delta }`$ $`=`$ $`8A_2^2\overline{t}_2\mathrm{Im}\left(e^{2i\mathrm{\Omega }}\mathrm{\Theta }e^{2\mathrm{I}\mathrm{m}\mathrm{\Omega }}\sqrt{{\displaystyle \frac{\mathrm{sin}\overline{q}_1^{}}{\mathrm{sin}\overline{q}_1}}}\mathrm{Re}\mathrm{\Theta }\right);`$ (56)
$`\mathrm{\Theta }`$ $`=`$ $`\mathrm{cos}\overline{q}_1\mathrm{cosh}\overline{\kappa }\mathrm{cos}\overline{\chi }.`$ (57)
But, it follows from Eq. (40) that

$$\mathrm{cos}\overline{q}_1=\mathrm{cosh}\overline{\kappa }\mathrm{cos}\overline{\chi }i\mathrm{sinh}\overline{\kappa }\mathrm{sin}\overline{\chi },$$
(58)
so the second term in Eq. (56) vanishes altogether, and

$`\mathrm{\Delta }`$ $`=`$ $`4A_2^2\overline{t}_2\mathrm{sinh}\overline{\kappa }\mathrm{sin}\overline{\chi }(e^{2i\mathrm{\Omega }}+e^{2i\mathrm{\Omega }^{}})`$ (59)
$`=`$ $`\frac{1}{2}A^2(e^{2i\mathrm{\Omega }}+e^{2i\mathrm{\Omega }^{}}),`$ (60)
where we have used Eq. (49) in the last step.

For half-integer $`J`$, we get

$`C_{\pm 1/2}^2`$ $`=`$ $`{\displaystyle \frac{A_2^2}{4}}[({\displaystyle \frac{e^{2i\mathrm{\Omega }}}{\mathrm{sin}\overline{q}_1}}e^{\pm i\overline{q}_1}+{\displaystyle \frac{e^{2\mathrm{I}\mathrm{m}\mathrm{\Omega }}}{|\mathrm{sin}\overline{q}_1|}})+\mathrm{c}.\mathrm{c}.],`$ (61)
$`C_{\pm 1/2}C_{\pm 3/2}`$ $`=`$ $`{\displaystyle \frac{A_2^2}{4}}[({\displaystyle \frac{e^{2i\mathrm{\Omega }}}{\mathrm{sin}\overline{q}_1}}e^{\pm 2i\overline{q}_1}+{\displaystyle \frac{e^{2\mathrm{I}\mathrm{m}\mathrm{\Omega }}}{|\mathrm{sin}\overline{q}_1|}}e^{i\overline{q}_1})+\mathrm{c}.\mathrm{c}.].`$ (62)
Thus,

$`C_{1/2}^2C_{1/2}^2`$ $`=`$ $`{\displaystyle \frac{i}{2}}A_2^2(e^{2i\mathrm{\Omega }}\mathrm{c}.\mathrm{c}.),`$ (63)
$`C_{1/2}C_{3/2}C_{1/2}C_{3/2}`$ $`=`$ $`iA_2^2(\mathrm{cos}\overline{q}_1e^{2i\mathrm{\Omega }}\mathrm{c}.\mathrm{c}.),`$ (64)
and

$`\mathrm{\Delta }`$ $`=`$ $`iA_2^2[(\overline{t}_1+4\overline{t}_2)e^{2i\mathrm{\Omega }}\mathrm{c}.\mathrm{c}.]`$ (65)
$`=`$ $`4A_2^2\overline{t}_2\mathrm{sinh}\overline{\kappa }\mathrm{sin}\overline{\chi }(e^{2i\mathrm{\Omega }}+e^{2i\mathrm{\Omega }^{}}),`$ (66)
which leads, once again, to Eq. (60).

Collecting Eqs. (36), (42), (48) and (60), and making use of the symmetry of the problem, we may write the tunnel splitting for both integer and half-integer $`J`$ as

$$\mathrm{\Delta }=\frac{\omega _0g_n}{2\pi }[\mathrm{exp}\left(i_{m_t}^{m_t}q(m^{})dm^{}\right)+\mathrm{c}.\mathrm{c}.].$$
(67)
Here $`q(m^{})`$ is chosen to have a positive real part $`\chi `$ in the first term. We note once again that this result applies to higher pairs of excited states, and not just the ground pair. The essential dependence on $`n`$, the excitation number, enters through the $`n`$ dependence of $`m_t`$, the turning point.

The similarity of Eq. (67) to the final result in Ref.  is striking , and one can ask whether one should not have anticipated it right away. For the ground state pair, the instanton approach (a) makes it very easy to understand the presence of two complex conjugate tunneling actions, and the fact that they should be superposed, but does not give the prefactor. The action integrals in the instanton approach, however, run not from turning point to turning point but from one minimum of the energy to the other. Further, properly justifiying the prefactor using instantons has proven very difficult . Purely as a recipe for calculations, however, a hybrid approach, in which one adds the tunneling actions from all equivalent instantons, and uses the DPI approach to determine the form of the prefactor, would appear to be valid for all problems. Thus, we strongly suspect that Eq. (67) is correct even when the recursion relation has seven or more terms.

### E Extraction of singular parts of action integrals

While the formula (67) is very general, it has the disadvantage that the action integral runs between turning points. The integrand is therefore close to a singularity, and for low lying states, this gives rise to terms in the action that depend on $`\mathrm{ln}J`$. Hence the formula does not reveal the asymptotic behavior as a function of $`J`$ in a transparent way.

In this subsection, we will show that we can write the splitting very simply in a way that does not suffer from the above drawback. The final result is

$$\mathrm{\Delta }_n=\frac{1}{n!}\sqrt{\frac{8}{\pi }}\omega _0F^{n+\frac{1}{2}}e^{\mathrm{\Gamma }_0}\mathrm{cos}\mathrm{\Lambda }_n,$$
(68)
where,

$`\mathrm{\Gamma }_0`$ $`=`$ $`2{\displaystyle _{m_0}^0}\kappa _0(m)𝑑m,`$ (69)
$`\mathrm{\Lambda }_n`$ $`=`$ $`2{\displaystyle _{m_1}^0}\left(\chi _0+(n+\frac{1}{2})\omega _0\chi _0^{}\right)𝑑m,`$ (70)
$`F`$ $`=`$ $`2M\omega _0(mm_1)^2\mathrm{exp}\left(2\left(Q_1+\omega _0{\displaystyle _{m_1}^0}\kappa _0^{}𝑑m\right)\right),`$ (71)
$`Q_1`$ $`=`$ $`{\displaystyle _{m_0}^{m_1}}\left({\displaystyle \frac{\omega _0B_0^{}}{\sqrt{B_0^21}}}+{\displaystyle \frac{1}{m+m_0}}\right)𝑑m.`$ (72)
In Eqs. (6972), the irregular turning points $`\pm m_1`$ may be evaluated by setting $`E=U_{}(\pm m_0)`$, and it should be recalled that $`\pm m_0`$ are the minima of $`U_{}(m)`$. Further,

$`\kappa _0`$ $`=`$ $`\kappa (m,ϵ=0);\kappa _0^{}=.{\displaystyle \frac{\kappa (m,ϵ)}{ϵ}}|_{ϵ=0},`$ (73)
$`\chi _0`$ $`=`$ $`\chi (m,ϵ=0);\chi _0^{}=.{\displaystyle \frac{\chi (m,ϵ)}{ϵ}}|_{ϵ=0},`$ (74)
$`B_0`$ $`=`$ $`\mathrm{cos}q(m,ϵ=0);B_0^{}=.{\displaystyle \frac{\mathrm{cos}q(m,ϵ)}{ϵ}}|_{ϵ=0},`$ (75)
with

$$ϵEU_{}(m_0).$$
(76)
The problem of finding the low level splittings is thus reduced to the evaluation of a handful of integrals. The proliferation of notation masks the actual simplicty of these formulas.

To derive these results, we follow a procedure similar to that used for the continuum case in Ref. . We begin by defining

$$\mathrm{\Phi }(ϵ)=i_{m_t(ϵ)}^0q(m,ϵ)𝑑m,$$
(77)
where the energy dependence is made explicit. The splitting for the $`n`$th pair of states is then given by

$$\mathrm{\Delta }_n=\frac{\omega _0g_n}{2\pi }(e^{2\mathrm{\Phi }(ϵ_n)}+\mathrm{c}.\mathrm{c}.),$$
(78)
with $`ϵ_n=(n+\frac{1}{2})\omega _0`$. Writing $`x=m+m_0`$ as in Eq. (32), the integrand in $`\mathrm{\Phi }`$ behaves as $`(x^2x_t^2)^{1/2}`$ near the lower limit, with $`x_t=m_t+m_0ϵ^{1/2}`$. Thus there is a singular part in $`\mathrm{\Phi }`$ of the form $`ϵ\mathrm{ln}ϵ`$, which it is our goal to extract. To this end, we differentiate Eq. (77) to get

$$\mathrm{\Phi }^{}(ϵ)=\frac{d\mathrm{\Phi }}{dϵ}=i_{m_t(ϵ)}^0\frac{q}{ϵ}𝑑m.$$
(79)
Note that the term arising from differentiating the lower limit vanishes, nor is there any explicit contribution from the singular behavior $`q(m+m_c)^{1/2}`$ for $`m`$ near $`m_c`$.

Next, let us divide $`\mathrm{\Phi }^{}(ϵ)`$ into two integrals, $`\mathrm{\Phi }_1^{}`$, in which the limits of integration are $`m_t`$ and $`m_1`$, and $`\mathrm{\Phi }_2^{}`$, which runs from $`m_1`$ to $`0`$. Defining

$$B_ϵ(m)=\mathrm{cos}\left(q(m,ϵ)\right),$$
(80)
we have

$$\mathrm{\Phi }_1^{}(ϵ)=_{m_t(ϵ)}^0\frac{B_ϵ^{}}{\sqrt{B_ϵ^2(m)1}}𝑑m,$$
(81)
where $`B_ϵ^{}=B_ϵ/ϵ`$. It follows from Eq. (28) that near $`m=m_t`$,

$$B_ϵ1+\left(\frac{1}{2}M\omega ^2x^2ϵ\right)M+\mathrm{},$$
(82)
so the integrand in Eq. (81) behaves as $`1/\omega _0(x^2x_t^2)^{1/2}`$. If we add and subtract the integral of this expression, we obtain

$$\mathrm{\Phi }_1^{}(ϵ)=\frac{1}{\omega _0}_{x_t}^{x_1}\frac{dx}{\sqrt{x^2x_t^2}}+_{x_t}^{x_1}\left[\frac{B_ϵ^{}}{\sqrt{B_ϵ^2(m)1}}+\frac{1}{\omega _0\sqrt{x^2x_t^2}}\right]𝑑x,$$
(83)
where $`x_1=m_0m_1`$. The first integral can be evaluated exactly. In the second integral we can put $`ϵ=0`$ both in the limits and in the integrand, since we are not interested in terms of $`O(ϵ)`$. Ignoring terms of this order throughout, and making use of the relation

$$x_t^2=2ϵ/M\omega _0^2,$$
(84)
we obtain

$$\mathrm{\Phi }_1^{}(ϵ)=\frac{1}{2\omega _0}\left[\mathrm{ln}\frac{ϵ}{2M\omega _0(m_0m_1)^2}+2Q_1\right],$$
(85)
where $`Q_1`$ is given by Eq. (72). Also, we can evaluate $`m_1`$ at $`ϵ=0`$.

The remaining contribution to $`\mathrm{\Phi }^{}(ϵ)`$, $`\mathrm{\Phi }_2^{}(ϵ)`$, can be evaluated simply by putting $`ϵ=0`$, since the neglected part is $`O(ϵ)`$. Recalling the definitions (73) and (74), we have

$$\mathrm{\Phi }_2^{}(ϵ)_{m_1}^0(\kappa _0^{}i\chi _0^{})𝑑m.$$
(86)
We now integrate the expression for $`\mathrm{\Phi }^{}(ϵ)`$ and obtain $`\mathrm{\Phi }`$. It is useful to separate the real and imaginary parts of the answer at this stage. For the real part, we get

$$\mathrm{\Gamma }=2\mathrm{Re}\mathrm{\Phi }=\mathrm{\Gamma }_0+\frac{ϵ}{\omega _0}\left[2Q_11+\mathrm{ln}\frac{ϵ}{2M\omega _0(m_0m_1)^2}+2\omega _0_{m_1}^0\kappa _0^{}𝑑m\right],$$
(87)
with $`\mathrm{\Gamma }_0`$ given by Eq. (69), while for the imaginary part, $`\mathrm{\Lambda }_n2\mathrm{Im}\mathrm{\Phi }`$, we get Eq. (70).

Substituting Eqs. (87)–(70), and the definition (37) of $`g_n`$ in the formula (78) for $`\mathrm{\Delta }_n`$, and recalling that $`ϵ_n=(n+\frac{1}{2})\omega _0`$, we finally obtain the answer quoted at the start, Eq. (68).

## V Application to the Fe8 problem

We now apply our general formulas to the specific problem of Fe8, as described by the Hamiltonian (1). The various matrix elements of this Hamiltonian are given by

$`w_m`$ $`=`$ $`{\displaystyle \frac{1}{2}}(k_1+k_2)[J(J+1)m^2],`$ (88)
$`t_{m,m+1}`$ $`=`$ $`{\displaystyle \frac{1}{2}}g\mu _BH_x[J(J+1)m(m+1)]^{1/2},`$ (89)
$`t_{m,m+2}`$ $`=`$ $`{\displaystyle \frac{1}{4}}(k_1k_2)\left[[J(J+1)m(m+1)][J(J+1)(m+1)(m+2)]\right]^{1/2}.`$ (90)
We must now replace these by continuous functions $`w(m)`$, $`t_1(m)`$, and $`t_2(m)`$. Since our formalism requires knowing the first two terms in the action in an expansion in powers of $`1/J`$, it follows that we need only determine the functions $`w(m)`$ etc. to the same order. Furthermore, this determination need not be made in the form of a power series, and any functional representation that gives the first two terms correctly will be adequate. The most convenient way to do this is to replace the combination $`J(J+1)`$ in the above expressions by $`\overline{J}^2`$, where

$$\overline{J}=J+\frac{1}{2}.$$
(91)
The evaluation of the integrals (79)–(72) is then lengthy, but straightforward. We will present and discuss the final results first, and give the details of the analysis later.

### A Tunnel splittings for Fe8

The final result for the splitting of the $`n`$th pair of levels is

$$\mathrm{\Delta }_n=\frac{1}{n!}\sqrt{\frac{8}{\pi }}\omega _0F^{n+\frac{1}{2}}e^{\mathrm{\Gamma }_0}\mathrm{cos}\mathrm{\Lambda }_n,$$
(92)
where,

$`\omega _0`$ $`=`$ $`2J[k_1k_2(1h_{x0}^2)]^{1/2},`$ (93)
$`F`$ $`=`$ $`8J{\displaystyle \frac{\lambda ^{1/2}(1h_x^2)^{3/2}}{1\lambda h_x^2}},`$ (94)
$`\mathrm{\Gamma }_0`$ $`=`$ $`\overline{J}\left[\mathrm{ln}\left({\displaystyle \frac{\sqrt{1h_x^2}+\sqrt{\lambda }}{\sqrt{1h_x^2}\sqrt{\lambda }}}\right){\displaystyle \frac{h_x}{\sqrt{1\lambda }}}\mathrm{ln}\left({\displaystyle \frac{\sqrt{(1h_x^2)(1\lambda )}+h_x\sqrt{\lambda }}{\sqrt{(1h_x^2)(1\lambda )}h_x\sqrt{\lambda }}}\right)\right],`$ (95)
$`\mathrm{\Lambda }_n`$ $`=`$ $`\mathrm{max}\{0,\pi J\left(1{\displaystyle \frac{H_x}{\sqrt{1\lambda }H_c}}\right)n\pi \}.`$ (96)
In Eqs. (9396), $`\lambda =k_2/k_1`$, and

$$h_x=\frac{JH_x}{\overline{J}H_c},h_{x0}=\frac{H_x}{H_c}.$$
(97)
Recall that $`H_c=2k_1J/g\mu _B`$.

Let us now turn to the discussion of these results. The first point concerns the fields where the $`n`$th tunnel splitting vanishes. Taking account of the fact that $`\mathrm{\Lambda }_n`$ is necessarily positive as indicated by Eq. (96), we see that this happens whenever (d,e)

$$\frac{H_x}{H_c}=\frac{\sqrt{1\lambda }}{J}\left[J\mathrm{}\frac{1}{2}\right],$$
(98)
with $`\mathrm{}=n`$, $`n+1`$, $`\mathrm{}`$, $`2Jn1`$, yielding $`2(Jn)`$ quenching points in all for $`\mathrm{\Delta }_n`$. When $`n=0`$, these are the results quoted in Sec. I.

In Fig. 4 we compare Eq. (92) with the numerically evaluated splittings for the first three pairs of levels. Within our numerical precision, we always find the zeros of $`\mathrm{\Delta }_n`$ to agree with Eq. (98). Note, however, that for other values of $`H_c`$, the discrepancy between the numerics and Eq. (92) is well outside our numerical error, so that Eq. (92) is not exact, even though as an asymtotic estimate of the splitting it is rather good. This means that the leading semiclassical approximation does not give the eigenvalues themselves exactly, and only the quenching points appear to be so reproduced. The second point to note is that for $`n=1`$ (the pair of first excited states in each well), the highest field quenching point is lost, for $`n=2`$, the highest two points are lost, and so on, exactly as indicated by Eq. (98).

Next, let us compare our answers with previous work. Let us consider the Gamow factor $`\mathrm{\Gamma }_0`$ first. Except for the replacement of $`J`$ by $`\overline{J}`$ and $`h_{x0}`$ by $`h_x`$, this is precisely the action in Eq. (3.10) of Ref. (c). This agreement is unsurprising, because if we write $`\mathrm{\Delta }_n`$ in the form of a prefactor $`c_1`$ times a Gamow factor $`\mathrm{exp}(Jc_2)`$ where $`c_2=O(1)`$, then the $`J\overline{J}`$, and $`h_{x0}h_x`$ corrections in Eq. (95) represent terms that should be included in the prefactor $`c_1`$, which we did not seek to find in Ref. (c). The detailed form of the prefactor is perhaps more interesting. Up to multiplicative terms of order $`J^0`$, our answer for $`\mathrm{\Delta }_n`$ agrees precisely with that in Ref. . We do not understand, however, how these papers have succeeded in sidestepping the difficulties in the path integral treatment that were noted by Enz and Schilling , and by Belinicher, Providencia, and da Providencia . In Ref. , for instance, the problem is treated by writing the spin coherent state expectation value of the Hamiltonian (1) in spherical polar coordinates, and integrating out $`\mathrm{cos}\theta `$ (the $`J_z`$ projection) exactly, and then addressing the resulting effective Lagrangian for the $`\varphi `$ coordinate exactly as for a massive particle in one dimension. In performing the integration over $`\theta `$, however, it is not clear to us why $`S^2`$ is replaced by $`S(S+1)`$ in the scalar potential $`V(\varphi )`$ \[see Eq. (12) there\], but not in the vector potential $`\mathrm{\Theta }(\varphi )`$.

A related point, which is relatively minor, but has scope for creating confusion, is that if the Gamow factor is written as $`\mathrm{exp}(Jc_2)`$ with $`c_2=O(1)`$, then it is safest to write the $`J`$ dependence of the prefactor as $`\omega _0J^{n+1/2}`$, since $`\omega _0`$ depends on parameters such as $`k_1`$ and $`k_2`$, whose scaling with $`J`$ is a matter of choice, at least as far as model Hamiltonians are concerned.

One further check is obtained by considering the limiting case $`H_x=0`$, answers for which are known. \[See, e.g., Eq. (16) of , Eq. (48) of , or .\] Transcribing Eqs. (4.30) and (4.31) from  in terms of the present parameters, we get

$`\mathrm{\Delta }_n`$ $`=`$ $`{\displaystyle \frac{1}{n!}}F_0^n\mathrm{\Delta }_0;`$ (99)
$`F_0`$ $`=`$ $`8J{\displaystyle \frac{\sqrt{\lambda }}{1\lambda }},`$ (100)
$`\mathrm{\Delta }_0`$ $`=`$ $`8\omega _{00}\left({\displaystyle \frac{J}{\pi }}\right)^{1/2}{\displaystyle \frac{\lambda ^{1/4}}{1+\sqrt{\lambda }}}\left({\displaystyle \frac{1\sqrt{\lambda }}{1+\sqrt{\lambda }}}\right)^J,`$ (101)
with $`\omega _{00}=2J(k_1k_2)^{1/2}`$. It follows from Eqs. (9396) that as $`H_x0`$, $`\omega _0\omega _{00}`$, $`FF_0`$ \[see Eq. (94)\], $`\mathrm{cos}\mathrm{\Lambda }_n\pm 1`$, and

$$\mathrm{\Gamma }_0\left(J+\frac{1}{2}\right)\mathrm{ln}\frac{1+\sqrt{\lambda }}{1\sqrt{\lambda }}.$$
(102)
It is then easy to see that our present answers for $`\mathrm{\Delta }_n`$ go over precisely into Eqs. (99)–(101).

### B Evaluation of Action Integrals

To carry out the evaluation of Eqs. (79)–(72), it is convenient to measure energies (including $`\omega _0`$) in units of $`k_1\overline{J}^2`$, and introduce the scaled variable $`\mu =m/\overline{J}`$. In terms of these variables, we have

$`w(m)`$ $`=`$ $`(1+\lambda )(1\mu ^2)/2,`$ (103)
$`t_1(m)`$ $`=`$ $`h_x(1\mu ^2)^{1/2},`$ (104)
$`t_2(m)`$ $`=`$ $`(1\lambda )(1\mu ^2)/4.`$ (105)
The turning points $`\mu _0=m_0/\overline{J}`$, and $`\mu _1=m_1/\overline{J}`$ (for $`ϵ=0`$) are given by

$`\mu _0`$ $`=`$ $`(1h_x^2)^{1/2},`$ (106)
$`\mu _1`$ $`=`$ $`[(1\lambda h_x^2)/(1\lambda )]^{1/2}.`$ (107)
It is most convenient to express everything in terms of $`\mu _0`$ and $`\mu _1`$, so we give inverse formulas as well:

$`h_x=(1\mu _0^2)^{1/2},`$ (108)
$`\lambda =(\mu _0^2\mu _1^2)/(1\mu _1^2).`$ (109)
The mass and the small oscillation frequency are given by

$`M={\displaystyle \frac{1}{2\lambda h_x^2}}={\displaystyle \frac{1}{2}}{\displaystyle \frac{1\mu _1^2}{(1\mu _0^2)(\mu _0^2\mu _1^2)}},`$ (110)
$`\omega _0=2[\lambda (1h_x^2)]^{1/2}/\overline{J}={\displaystyle \frac{2\mu _0}{\overline{J}}}\left({\displaystyle \frac{\mu _0^2\mu _1^2}{1\mu _1^2}}\right)^{1/2}.`$ (111)
To evaluate the integrals, we need expressions for $`\kappa _0`$, $`\chi _0`$, $`\kappa _0^{}`$, etc. in the ranges $`\mu _1<\mu <\mu _0`$, and $`0<\mu <\mu _1`$. The requisite calculations are straightforward so we give the main results only. First, in the range $`\mu _1<\mu <\mu _0`$, we get

$`B_0`$ $`=`$ $`\mathrm{cosh}\kappa _0={\displaystyle \frac{1\mu _1^2[(\mu _0^2\mu _1^2)(\mu ^2\mu _1^2)]^{1/2}}{[(1\mu _0^2)(1\mu ^2)]^{1/2}}},`$ (112)
$`\sqrt{B_0^21}`$ $`=`$ $`\mathrm{sinh}\kappa _0={\displaystyle \frac{\left(\sqrt{\mu _0^2\mu _1^2}\sqrt{\mu ^2\mu _1^2}\right)\sqrt{1\mu _1^2}}{[(1\mu _0^2)(1\mu ^2)]^{1/2}}},`$ (113)
$`B_0^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{1\mu _1^2}{[(1\mu _0^2)(1\mu ^2)(\mu _0^2\mu _1^2)(\mu ^2\mu _1^2)]^{1/2}}},`$ (114)
$`{\displaystyle \frac{\omega _0B_0^{}}{\sqrt{B_0^21}}}`$ $`=`$ $`{\displaystyle \frac{\mu _0}{\overline{J}}}{\displaystyle \frac{1}{\sqrt{\mu ^2\mu _1^2}\left(\sqrt{\mu _0^2\mu _1^2}\sqrt{\mu ^2\mu _1^2}\right)}}.`$ (115)
Next, in the range, $`0<\mu <\mu _1`$, we first put $`ϵ=0`$ in Eqs. (44) and (45), and solve, to obtain

$`\mathrm{cosh}\kappa _0=[(1\mu _1^2)/(1\mu _0^2)]^{1/2},`$ (116)
$`\mathrm{cos}\chi _0=[(1\mu _1^2)/(1\mu ^2)]^{1/2}.`$ (117)
$`\mathrm{sin}\chi _0=[(\mu _1^2\mu ^2)/(1\mu ^2)]^{1/2}`$ (118)
We then differentiate Eqs.(44) and (45), and set $`ϵ=0`$ to obtain the equations

$`\mathrm{sinh}\kappa _0\mathrm{cos}\chi _0\kappa _0^{}\mathrm{cosh}\kappa _0\mathrm{sin}\chi _0\chi _0^{}`$ $`=`$ $`0,`$ (119)
$`\mathrm{cosh}\kappa _0\mathrm{sin}\chi _0\kappa _0^{}+\mathrm{sinh}\kappa _0\mathrm{cos}\chi _0\chi _0^{}`$ $`=`$ $`1/8t_2\mathrm{sinh}\kappa _0\mathrm{sin}\chi _0.`$ (120)
Solving these, we obtain

$$\left(\begin{array}{c}\kappa _0^{}\\ \chi _0^{}\end{array}\right)=\frac{(1\mu _1^2)^{1/2}}{2(\mu _0^2\mu ^2)}\left(\begin{array}{c}(\mu _0^2\mu _1^2)^{1/2}\\ (\mu _1^2\mu ^2)^{1/2}\end{array}\right).$$
(121)
The first integral that we wish to evaluate is $`\mathrm{\Gamma }_0`$, which will give us the dominant WKB or Gamow factor in the tunnel splitting. We divide the integral into two parts by breaking the integration range at $`m_1`$. From the right-hand part, an integration by parts gives

$`\mathrm{\Gamma }_{01}`$ $`=`$ $`2\overline{J}{\displaystyle _{\mu _1}^{\mu _0}}\kappa _0𝑑\mu `$ (122)
$`=`$ $`2\overline{J}[\kappa _0(\mu )\mu |_{\mu _1}^{\mu _0}{\displaystyle _{\mu _1}^{\mu _0}}{\displaystyle \frac{\mu }{\mathrm{sinh}\kappa _0}}{\displaystyle \frac{dB_0(\mu )}{d\mu }}d\mu ],`$ (123)
while from the left-hand part we get

$$\mathrm{\Gamma }_{02}=2\overline{J}_0^{\mu _1}\kappa _0𝑑\mu =2\overline{J}\kappa _0(\mu _1)\mu _1,$$
(124)
as $`\kappa _0`$ is a constant in this range. Since $`\kappa _0(\mu _0)=0`$, $`\mathrm{\Gamma }_{02}`$ cancels the first term in Eq. (123), leaving us only with the second for $`\mathrm{\Gamma }_0`$. Using Eqs. (112) and (113), we find

$$\mathrm{\Gamma }_0=2\overline{J}(1\mu _1^2)^{1/2}_{\mu _1}^{\mu _0}\frac{d\mu }{(1\mu ^2)(\mu ^2\mu _1^2)^{1/2}}.$$
(125)
The integration is now elementary, and the result, expressed back in terms of $`\lambda `$ and $`h_x`$ is Eq. (95).

The second integral to be evaluated is $`\mathrm{\Lambda }_n`$. For the first term in Eq. (70), we integrate by parts, and use Eqs. (117) and (118):

$`2\overline{J}{\displaystyle _0^{\mu _1}}\chi _0(\mu )𝑑\mu `$ $`=`$ $`2\overline{J}{\displaystyle _0^{\mu _1}}{\displaystyle \frac{\mu }{\mathrm{sin}\chi _0}}{\displaystyle \frac{d}{d\mu }}\mathrm{cos}\chi _0d\mu `$ (126)
$`=`$ $`2\overline{J}{\displaystyle _0^{\mu _1}}{\displaystyle \frac{\mu ^2}{(1\mu ^2)(\mu _1^2\mu ^2)^{1/2}}}𝑑\mu `$ (127)
$`=`$ $`\pi \overline{J}[1(1\mu _1^2)^{1/2}].`$ (128)
For the second term in Eq. (70), we have, with $`ϵ=(n+\frac{1}{2})\omega _0`$, and Eqs. (111) and (121),

$`2ϵ\overline{J}{\displaystyle _0^{\mu _1}}\kappa _0^{}𝑑\mu `$ $`=`$ $`(2n+1)\mu _0(\mu _0^2\mu _1^2)^{1/2}{\displaystyle _0^{\mu _1}}{\displaystyle \frac{d\mu }{(\mu _0^2\mu ^2)(\mu _1^2\mu ^2)^{1/2}}}`$ (129)
$`=`$ $`\left(n+\frac{1}{2}\right)\pi .`$ (130)
Adding together the parts, and rewriting the result in terms of $`H_x`$ and $`\lambda `$, we get Eq. (96). The restriction that $`\mathrm{\Lambda }_n`$ be positive follows from the fact that we chose $`q(m)`$ to have a positive real part in Eq. (67). Thus $`\mathrm{\Lambda }`$ is necessarily positive as defined in Eq. (70). If $`H_x`$ is so large as to yield a negative value for the function of $`H_x`$ that results after doing the integral, that means that in fact there are no irregular turning points in the problem. Both terms in Eq. (67) are then equal, and the formula reduces to the expected one when there are only regular turning points.

Note that unlike Eq. (95), what appears in Eq. (96) is the ratio $`H_x/H_c`$, i.e., $`h_{x0}`$, not $`h_x`$. This fact is important for the location of the diabolical points.

The third integral we need is that of $`\kappa _0^{}`$ from $`0`$ to $`\mu _1`$. Using Eqs. (111) and (121), we get

$$2\omega _0\overline{J}_0^{\mu _1}\kappa _0^{}𝑑\mu =2\mu _0_0^{\mu _1}\frac{d\mu }{\mu _0^2\mu ^2}=\mathrm{ln}\frac{\mu _0\mu _1}{\mu _0+\mu _1}.$$
(131)
The fourth and last integral needed is $`Q_1`$. Substituting Eq. (115) in Eq. (72), we obtain

$$Q_1=_{\mu _0}^{\mu _1}\left[\frac{\mu _0}{\sqrt{\mu ^2\mu _1^2}\left(\sqrt{\mu _0^2\mu _1^2}\sqrt{\mu ^2\mu _1^2}\right)}\frac{1}{\mu _0\mu }\right]𝑑\mu .$$
(132)
The integrand is now nonsingular at $`\mu =\mu _0`$. We can make this manifest by rationalizing the difference of square roots in the first term. Some simple algebra yields

$$Q_1=_{\mu _0}^{\mu _1}\frac{1}{\sqrt{\mu ^2\mu _1^2}}\frac{\mu _0^2+\mu ^2\mu _1^2}{\mu _0\sqrt{\mu _0^2\mu _1^2}+\mu \sqrt{\mu ^2\mu _1^2}}𝑑\mu .$$
(133)
We now make the substitution $`\mu =\mu _1\mathrm{cosh}z`$, and define

$$\mathrm{cosh}z_0=\mu _0/\mu _1.$$
(134)
This yields

$`Q_1`$ $`=`$ $`{\displaystyle _0^{z_0}}{\displaystyle \frac{\mathrm{cosh}2z_0+\mathrm{cosh}2z}{\mathrm{sinh}2z_0+\mathrm{sinh}2z}}𝑑z`$ (135)
$`=`$ $`{\displaystyle _0^{z_0}}{\displaystyle \frac{\mathrm{cosh}(z+z_0)}{\mathrm{sinh}(z+z_0)}}𝑑z=\mathrm{ln}(2\mathrm{cosh}z_0)`$ (136)
$`=`$ $`\mathrm{ln}{\displaystyle \frac{2\mu _0}{\mu _1}}.`$ (137)
We now have all the ingredients needed to calculate the quantity $`F`$. Substituting Eqs. (110), (111), (131), and (137) in Eq. (71), and writing the result in terms of $`\lambda `$ and $`h_x`$, we obtain Eq. (94). Note that in writing down the final answer, we have replaced $`\overline{J}`$ by $`J`$ and $`h_x`$ by $`h_{x0}`$ in this formula. This is because $`F`$ is part of the pre-exponential factor in $`\mathrm{\Delta }_n`$, which is determined only to leading order in $`1/J`$. Keeping higher order corrections by distinguishing between $`\overline{J}`$ and $`J`$ or $`h_x`$ and $`h_{x0}`$ is not justified.

The final answer (92) for $`\mathrm{\Delta }_n`$ is obtained by substituting Eqs. (95), (96), and (94) in Eq. (68).

###### Acknowledgements.

This work is supported by the NSF via grant number DMR-9616749. I am indebted to Wolfgang Wernsdorfer and Jacques Villain for useful discussions and correspondence about Fe8.


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# The intersection of spheres in a sphere and a new geometric meaning of the Arf invariant

## 1  Introduction and Main results

Let $`S_i^3`$ be a 3-sphere embedded in the 5-sphere $`S^5`$ ($`i=1,2`$). Let $`S_1^3`$ and $`S_2^3`$ intersect transversely. Then the intersection $`C=S_1^3S_2^3`$ is a disjoint collection of circles. Then $`C`$ in $`S_i^3`$ is a 1-link ($`i=1,2`$). Note that the orientation of $`C`$ is induced by that of $`S_1^3`$ , that of $`S_2^3`$ and that of $`S^5`$. Thus we obtain a pair of 1-links, $`C`$ in $`S_i^3`$ ($`i=1,2`$), and a pair of 3-knots, $`S_i^3`$ in $`S^5`$ ($`i=1,2`$).

Conversely let $`(L_1,L_2)`$ be a pair of 1-links and $`(X_1,X_2)`$ be a pair of 3-knots. It is natural to ask whether the pair of 1-links $`(L_1,L_2)`$ is obtained as the intersection of the 3-knots $`X_1`$ and $`X_2`$ as above. We give a complete answer to this question. (Theorem 1.1.)

To state our results we need some definitions.

An (oriented) (ordered) $`m`$-component n-(dimensional) link is a smooth, oriented submanifold $`L=\{K_1,\mathrm{},K_m\}`$ of $`S^{n+2}`$, which is the ordered disjoint union of $`m`$ manifolds, each PL homeomorphic to the $`n`$-sphere. If $`m=1`$, then $`L`$ is called a knot. (See , , , . )

We say that n-links $`L_1`$ and $`L_2`$ are equivalent if there exists an orientation preserving diffeomorphism $`f:`$ $`S^{n+2}`$ $``$ $`S^{n+2}`$ such that $`f(L_1)`$=$`L_2`$ and $`f|_{L_1}:`$ $`L_1`$ $``$ $`L_2`$ is an orientation preserving diffeomorphism.

Definition  $`(L_1,L_2,X_1,X_2)`$ is called a 4-tuple of links  if the following conditions (1), (2) and (3) hold.

(1) $`L_i=(K_{i1},\mathrm{},K_{im_i})`$ is an oriented ordered $`m_i`$-component 1-dimensional link $`(i=1,2).`$

(2) $`m_1=m_2.`$

(3) $`X_i`$ is a 3-knot.

Definition  A 4-tuple of links $`(L_1,L_2,X_1,X_2)`$ is said to be realizable  if there exists a smooth transverse immersion $`f:S_1^3S_2^3S^5`$ with the following properties. We assume that the orientations of $`S_1^3,S_2^3`$ and $`S^5`$ are given.

(1) $`f|S_i^3`$ is a smooth embedding. $`f(S_i^3)`$ in $`S^5`$ is equivalent to the 3-knot $`X_i(i=1,2).`$

(2) For $`C=f(S_1^3)f(S_2^3)`$, the inverse image $`f^1(C)`$ in $`S_i^3`$ is equivalent to the 1-link $`L_i(i=1,2).`$ Here, the orientation of $`C`$ is induced naturally from the preferred orientations of $`S_1^3,S_2^3,`$ and $`S^5`$, and an arbitrary order is given to the components of $`C`$.

The following theorem characterizes the realizable 4-tuples of links.

Theorem 1.1 A 4-tuple of links $`(L_1,L_2,X_1,X_2)`$ is realizable if and only if $`(L_1,L_2,X_1,X_2)`$ satisfies one of the following conditions (1) and (2).

(1) Both $`L_1`$ and $`L_2`$ are proper links, and

$`\mathrm{Arf}(L_1)=\mathrm{Arf}(L_2).`$

(2) Neither $`L_1`$ nor $`L_2`$ is a proper link, and

$`\mathrm{lk}(K_{1j},L_1K_{1j})\mathrm{lk}(K_{2j},L_2K_{2j})\mathrm{mod2}`$ for all $`j`$.

In the case where $`L_i`$ is a 1-component link, that is, $`L_i`$ is a knot $`K_i`$, we have the following corollary.

Corollary 1.2 For 1-knots $`K_1`$ and $`K_2`$, a 4-tuple of links $`(K_1,K_2,X_1,X_2)`$ is realizable if and only if

$`\mathrm{Arf}(K_1)=\mathrm{Arf}(K_2).`$

Note. Theorem 1.1 and Corollary 1.2 give a new geometric meaning of the Arf invariant.

Note 1.2.1. The problem (26) in  says: Investigate ordinary sense slice 1-links, where ordinary sense slice 1-links are 1-links which are obtained as follows: Let $`S^2`$ be in $`R^4=R^3\times R.`$ Then $`S^2[R^3\times \{0\}]`$ in $`R^3\times \{0\}`$ is a 1-link. By using Theorem 1.1, the author gives an answer to this problem. The answer is: for every ordinary sense slice 1-link we can define the Arf invariant and it is zero (see ).

Let $`f:S^3S^5`$ be a smooth transverse immersion. Then the self-intersection $`C`$ consists of double points. Suppose that $`C`$ is a single circle in $`S^5`$. Then the $`f^1(C)`$ in $`S^3`$ is a 1-knot or a 2-component 1-link. There is a similar realization problem. We consider which 1-knots (resp. 2-component 1-links ) we obtain as above. We give complete answers.

Theorem 1.3 Let $`f:S^3S^5`$ be a smooth transverse immersion. Then the self-intersection $`C`$ consists of double points. Suppose that $`C`$ is a single circle in $`S^5`$.

(1) Any 2-component 1-link is realizable as $`f^1(C)`$ in $`S^3`$ for an immersion $`f`$.

(2) Any 1-knot is realizable as $`f^1(C)`$ in $`S^3`$ for an immersion $`f`$.

Remark.  Suppose that $`K_1`$ is the trivial 1-knot, $`K_2`$ is the trefoil 1-knot, and $`X_1`$ and $`X_2`$ are 3-knots. Suppose that $`L=(L_1,L_2)`$ is a split 1-link such that $`L_1`$ is the trivial 1-knot and $`L_2`$ is the trefoil knot. Then, by Corollary 1.2, a 4-tuple of links $`(K_1,K_2,X_1,X_2)`$ is not realizable. But, by Theorem 1.3 (1), the two component split link $`L`$ is realizable as in Theorem 1.3 (1).

In ,,, the author discussed some topics which are related to this paper. In  he discussed the intersection of three 4-spheres in a 6-sphere. In  he discussed the intersection of two $`(n+2)`$-spheres in an $`(n+4)`$-sphere. In  he discussed the following: Let $`L=(K_1,K_2)`$ be a 2-link in $`S^4=B^5`$. Take a slice disc $`D_i^3`$ in $`B^5`$ for each component $`K_i`$. He discussed the intersection of two slice discs $`D_1^3`$ and $`D_2^3`$ in the 5-ball $`B^5`$. In  he applied Theorem 1.1 to Fox’s problem as we state in Note 1.2.1.

Problem 1.4.  Suppose each of $`S_1^3,S_2^3`$, and $`S_3^3`$ is a 3-sphere embedded in $`S^5`$. Suppose $`S_i^3`$ and $`S_j^3`$ intersect transversely. Suppose each of $`S_1^3S_2^3`$, $`S_2^3S_3^3`$, and $`S_3^3S_1^3`$ is a single circle. Then we have a triple of 1-links, $`L_i`$=($`S_i^3S_j^3`$, $`S_i^3S_k^3`$) in $`S_i^3`$, where $`(i,j,k)=(1,2,3),(2,3,1),(3,1,2)`$.

Which triple of 1-links do we obtain like this?

Do we characterize such triple by the Arf invariants, the linking numbers, and the Saito-Sato-Levine invariants? (See  for the definition of the Saito-Sato-Levine invariant.)

In  the author discussed a higher dimensional version of Problem 1.4.

This paper is organized as follows. In §2 we review spin cobordism and the Arf invariant. In §3 we discuss a necessary condition for the realization of 4-tuple of links. We find the obstruction for the realization in the spin cobordism group $`\mathrm{\Omega }_{}^{\mathrm{spin}}.`$ In §4 we discuss a sufficient condition for the realization of 4-tuple of links. We carry out surgeries of submanifolds to carry out an (un)knotting operation. Theorem 1.1 is deduced from §3 and §4. In §5 we prove Theorem 1.3. In §6 we give a problem.

## 2  Spin cobordism and the Arf invariant

In this section we review some results on the Arf invariant and spin cobordism. See  and  for the Arf invariant. See  for spin structures and spin cobordism.

We suppose that, when we say $`M`$ is a spin manifold, $`M`$ is oriented.

Recall that a proper link is an $`m`$-component 1-link $`L=\{K_1,\mathrm{},K_m\}`$ such that $`\mathrm{lk}(K_j,LK_j)`$ $`=_{1im,ij}`$ $`\mathrm{lk}(K_j,K_i)`$ is an even number for each $`K_j`$.

Let $`L=(K_1,\mathrm{},K_m)`$ be an $`m`$-component 1-link. Let $`F`$ be a Seifert surface for $`L`$. We induce a spin structure $`\sigma `$ on $`F`$ from the unique one on $`S^3`$. We induce a spin structure $`\sigma _i`$ on $`K_i`$ from $`\sigma `$ on $`F`$. Then we have:

Proposition 2.1 Under the above condition, for each $`i`$,

mod 2 $`\mathrm{lk}`$ $`(K_i,LK_i)=[(K_i,\sigma _i)]\mathrm{\Omega }_1^{\mathrm{spin}}`$.

In particular, $`L`$ is a proper link if and only if each $`[(K_i,\sigma _i)]=0`$.

Suppose that $`L`$ is a proper link. Take $`(F,\sigma )`$ as above. Let $`\widehat{F}`$ be the closed surface obtained from $`F`$ by attaching disks to the boundaries. Let $`\widehat{\sigma }`$ be the unique extension of $`\sigma `$ over $`\widehat{F}`$. Then we have:

Proposition 2.2 Under the above condition, $`\mathrm{Arf}`$ $`(L)`$= $`[(\widehat{F},\widehat{\sigma })]`$ $`\mathrm{\Omega }_2^{\mathrm{spin}}`$.

Although they may be folklore, the author gives a proof of Proposition 2.1 and that of Proposition 2.2 in the appendix.

## 3  A necessary condition for the realization of 4-tuple of links

In this section we discuss a necessary condition for the realization of a 4-tuple of links. That is, we prove the following two propositions.

Proposition 3.1 If $`(L_1,L_2,X_1,X_2)`$ is realizable then

$`\mathrm{lk}(K_{1j},L_1K_{1j})\mathrm{lk}(K_{2j},L_2K_{2j})\mathrm{mod2}`$ for all $`j`$.
In particular, $`L_1`$ is a proper link if and only if $`L_2`$ is a proper link.

Proposition 3.2 Let $`L_1`$ and $`L_2`$ be proper links. If $`(L_1,L_2,X_1,X_2)`$ is realizable then

$$\mathrm{Arf}(L_1)=\mathrm{Arf}(L_2).$$

In order to prove them, we prepare a lemma.

Let $`M_1`$ and $`M_2`$ be codimension one submanifolds of an $`n`$-dimensional compact spin manifold $`N`$. Suppose that $`M_1`$ and $`M_2`$ are compact oriented manifolds. Suppose that $`M_1`$, $`M_2`$, and $`N`$ may have the boundary and the corner. Let $`M_1`$ and $`M_2`$ intersect transversely. Suppose $`M_i`$ may be embedded in the boundary (resp. the corner ) of $`N`$.

We induce a spin structure $`\sigma _i`$ on $`M_i`$ from $`N`$. We induce a spin structure $`\xi _i`$ on $`M_1M_2`$ from $`\sigma _i`$ on $`M_i`$. ($`i=1,2`$). Then it is easy to prove:

Lemma  $`\xi _1`$ and $`\xi _2`$ are same.

The spin structure $`\xi _1`$=$`\xi _2`$ on $`M_1M_2`$ is called the unique spin structure induced by $`M_1`$, $`M_2`$ and $`N`$.

Proof of Proposition 3.1. Let $`f:S_1^3S_2^3S^5`$ be an immersion to realize the 4-tuple of links $`(L_1,L_2,X_1,X_2)`$. Let $`C=C_i`$ denote $`f(S_1^3)f(S_2^3)`$.

We abbreviate $`f(S_i^3)`$ to $`S_i^3.`$ Let $`V_i`$ be a Seifert hypersurface for $`X_i`$, i.e.,

$$S_i^3=V_iV_iS^5.$$

We make $`V_1`$ and $`V_2`$ intersect transversely. We induce a spin structure $`v_i`$ on $`V_i`$ from the unique one on $`S^5`$.

Put $`W=V_1V_2`$. We have:

We give $`W`$ the unique spin structure $`w`$ induced by $`V_1`$, $`V_2`$ and $`W`$.

Here, we see that $`W=(V_1V_2)(V_1V_2).`$ Put $`F_1`$=$`V_1V_2`$. Put $`F_2`$=$`V_1V_2`$. Then $`F_1`$ ( resp. $`F_2`$ ) is a Seifert surface for $`L_1`$ ( resp. $`L_2`$ ).

We induce a spin structure on $`V_i=S_i^3`$ from $`v_i`$ on $`V_i`$. Note that it is the unique one on $`S_i^3`$.

We have:

We give $`F_1`$ the unique spin structure $`\sigma _1`$ induced by $`S_1^3`$, $`W`$ and $`V_1`$.

We have:

We give $`F_2`$ the unique spin structure $`\sigma _2`$ induced by $`S_2^3`$, $`W`$ and $`V_2`$.

We have:

We give $`C_j`$ the unique spin structure $`\tau _j`$ induced by $`F_1`$, $`F_2`$ and $`W`$.

Then mod2 lk$`(K_{1j},L_1K_{1j})`$=mod2 lk$`(K_{2j},L_2K_{2j})`$ =$`[(C_j,\tau _j)]`$ $`\mathrm{\Omega }_1^{\mathrm{spin}}`$ for all $`j`$. This completes the proof of Proposition 3.1.

We confirm that we have:

Proof of Proposition 3.2. We can make the corner of $`W`$ smooth. Note $`(W,w)`$ = $`(F_1,\sigma _1)(F_2,\sigma _2`$. Take $`\widehat{F_i}`$ and $`\widehat{\sigma _i}`$ as above. Then we have:

$`\mathrm{Arf}(L_1)+\mathrm{Arf}(L_2)=\mathrm{Arf}(L_1)+\mathrm{Arf}(L_2)=[(\widehat{F_1},\widehat{\sigma _1})]+[(\widehat{F_2},\widehat{\sigma _2})]=[(W,w)]=0\mathrm{\Omega }_2^{\mathrm{spin}}Z_2.`$

Therefore $`\mathrm{Arf}(L_1)=\mathrm{Arf}(L_2).`$

## 4  A sufficient condition for the realization of 4-tuple of links

In this section we discuss a sufficient condition for the realization of a 4-tuple of links. That is, we prove the following proposition.

Proposition 4.1 A 4-tuple of links $`(L_1,L_2,X_1,X_2)`$ is realizable if $`(L_1,L_2,X_1,X_2)`$ satisfies one of the conditions (1) and (2) of Theorem 1.1.

It is easy to prove that Proposition 4.1 is equivalent to the following Proposition 4.2.

Proposition 4.2  Let $`X_1`$ and $`X_2`$ be the trivial 3-knots. Let $`L_1`$ and $`L_2`$ be 1-links. Suppose that $`L_1`$ and $`L_2`$ satisfies one of the conditions (1) and (2) of Theorem 1.1. Then the 4-tuple of links $`(L_1,L_2,X_1,X_2)`$ is realizable.

We prove

Lemma 4.3  Let $`X_1`$ and $`X_2`$ be the trivial 3-knots. Let $`L`$ be a 1-link. Then the 4-tuple of links $`(L,L,X_1,X_2)`$ is realizable.

Proof of Lemma 4.3.  Let $`f:S_1^3S_2^3S^5`$ be an embedding such that $`f(S_1^3S_2^3)`$ in $`S^5`$ is equivalent to the trivial 3-link. We take a chart $`(U,\varphi )`$ of $`S^5`$ with the following properties (1) and (2).

(1) $`\varphi :UR^5=\{(x,y,z,u,v)|x,y,z,u,vR\}`$ =$`R^3\times R_u\times R_v`$.

(2) $`Uf(S_1^3)=\{(x,y,z,u,v)|u=0,v=0\}=R_1^3`$

$`Uf(S_2^3)=\{(x,y,z,u,v)|u=1,v=0\}=R_2^3`$

$$\mathrm{Figure1}$$

Obviously Lemma 4.3 follows from Lemma 4.4.

Lemma 4.4  There exists an immersion $`g:S_1^3S_2^3S^5`$ with the following conditions.

(1) $`g|_{S_2^3}=f|_{S_2^3}`$.

(2) $`g|_{S_1^3}`$ is isotopic to $`f|_{S_1^3}`$.

(3) $`g|_{S_1^3g^1(U)}`$ = $`f|_{S_1^3g^1(U)}`$. Hence $`g(S_1^3)g(S_2^3)`$ $`U`$.

(4) $`g(S_1^3)g(S_2^3)`$ in $`g(S_1^3)`$ and that in $`g(S_2^3)`$ are both equivalent to the 1-link $`L`$.

(5) $`g(S_1^3)\{(x,y,z,u,v)|u=0,vR\}`$= $`g(S_1^3)\{(x,y,z,u,v)|u=0,v=0\}`$.

Proof of Lemma 4.4.  We modify the embedding $`f`$ to construct an immersion $`g`$.

In $`R_1^3`$ we take the 1-link $`L`$ and a Seifert surface $`F`$ for $`L`$. Let $`N(F)`$

=$`F\times \{t|1t1\}`$ be a tubular neighborhood of $`F`$ in $`R_1^3`$.

We define a subset $`E`$ of $`N(F)\times R_u\times R_v`$ $`=\{(p,t,u,v)|pF,1t1,uR,vR\}`$ so that

$`E=\{(p,t,u,v)|pF,`$ $`0u\frac{\pi }{2},t=k\mathrm{cos}u,v=k\mathrm{sin}u,`$ $`1k1\}`$.

Put $`P`$=$`\overline{E(Ef(S_1^3))}`$. Put $`Q`$=$`\overline{f(S_1^3)(Ef(S_1^3))}`$. Note that $`P`$=$`Q`$=$`N(F)`$. Put $`\mathrm{\Sigma }=`$$`PQ`$. Then, by the construction, $`\mathrm{\Sigma }`$ is a 3-sphere embedded in $`S^5`$ and is the trivial 3-knot.

Note. In $`U`$ the following hold.

(1) $`g(S_1^3)\{(x,y,z,u,v)|u=0,vR\}`$ $`=g(S_1^3)\{(x,y,z,u,v)|u=0,v=0\}`$ $`=\overline{g(S_1^3)N(F)}`$

(2) $`g(S_1^3)\{(x,y,z,u,v)|0<u\frac{\pi }{2},vR\}`$ is Int $`N(F)`$.

(3) Let $`0<u^{}<\frac{\pi }{2}`$.

$`g(S_1^3)\{(x,y,z,u,v)|u=u^{},v>0\}`$ is diffeomorphic to Int $`F`$.

(4) Let $`0<u^{}<\frac{\pi }{2}`$.

$`g(S_1^3)\{(x,y,z,u,v)|u=u^{},v<0\}`$ is diffeomorphic to Int $`F`$.

(5) Let $`0<u^{}<\frac{\pi }{2}`$.

$`g(S_1^3)\{(x,y,z,u,v)|u=u^{},v=0\}`$ is diffeomorphic to $`L`$.

(6) Let $`0<u^{}<\frac{\pi }{2}`$.

$`g(S_1^3)\{(x,y,z,u,v)|u=u^{},vR\}`$ is diffeomorphic to $`(N(F))`$.

Let $`F_i`$ be diffeomorphic to $`F`$ ($`i=1,2`$). Recall $`F`$ is a compact oriented surface with boundary. We identify $`F_1`$ with $`F_2`$ to obtain $`F_0=F_1F_2`$. Note $`F_0`$ is diffeomorphic to $`(N(F))`$.

(7) $`g(S_1^3)\{(x,y,z,u,v)|u=\frac{\pi }{2},vR\}`$ is diffeomorphic to $`N(F)`$.

(8) $`g(S_1^3)\{(x,y,z,u,v)|u=\frac{\pi }{2},v=0\}`$ is diffeomorphic to $`F`$.

(9) $`g(S_1^3)\{(x,y,z,u,v)|0<u\frac{\pi }{2},v=0\}`$ is diffeomorphic to Int $`F`$.

In Figure 2, 3, 4, $`\mathrm{\Sigma }U`$ and $`g(S_2^3)U`$ are drawn. There, we replace $`R^3\times R_u\times R_v`$ with $`R^2\times R_u\times R_v`$.

$$\mathrm{Figure2}$$

$$\mathrm{Figure3}$$

$$\mathrm{Figure4}$$

By the construction, $`\mathrm{\Sigma }`$ $`g(S_2^3)`$ in $`\mathrm{\Sigma }`$ and that in $`g(S_2^3)`$ are both equivalent to $`L`$. Define $`g|_{S_1^3}`$ so that $`g(S_1^3)`$=$`\mathrm{\Sigma }`$.

This completes the proof of Lemma 4.4 and therefore Lemma 4.3.

Note. Lemma 4.3 gives an alternative proof of the results of  and Lemma 1 of .

In order to prove Proposition 4.2, we review the pass-moves. See  and  for detail.

Definition  (See .) Two 1-links are pass-move equivalent if one is obtained from the other by a sequence of pass-moves. See Figure 5 for an illustrations of the pass-move.

$$\mathrm{Figure5}$$

In $`B_a^3`$ there are four arcs. Each of four arcs may belong to different components of the 1-link. We do not assume the four arcs belong to one component of the 1-link.

The following propositions are essentially proved in . A proof is written in the appendix of .

Proposition 4.5  (See .) Let $`L_1`$ and $`L_2`$ be 1-links. Then $`L_1`$ and $`L_2`$ are pass-move equivalent if and only if $`L_1`$ and $`L_2`$ satisfy one of the conditions (1) and (2) of Theorem 1.1.

Proposition 4.6  (See .) Let $`L_1`$ and $`L_2`$ be 1-links. Suppose that $`L_1`$ is pass-move equivalent to $`L_2`$. Let $`F`$ be an oriented Seifert surface for $`L_2`$ such that the genus of $`F`$ is not less than the genus of $`L_1`$. Then there exists a disjoint union of 3-balls $`B^3`$ such that $`B^3F`$ is as in Figure 6 and the pass-moves in all $`B^3`$ change $`L_2`$ to $`L_1`$

$$\mathrm{Figure6}$$

Let $`L_1`$ and $`L_2`$ be 1-links. Suppose $`L_1`$ and $`L_2`$ satisfy one of the conditions (1) and (2) of Theorem 1.1. Then by Proposition 4.5 $`L_1`$ is obtained from $`L_2`$ by a sequence of pass-moves. We choose a Seifert surface $`F`$ for $`L_2`$ and the disjoint union of 3-balls $`B^3`$ in $`S^3`$ as in Proposition 4.6.

Take a 1-link ($`Y_1`$, $`Y_2`$) in each $`B^3`$ as in Figure 7. By considering the Kirby moves of framed links (in ), it is easy to prove:

$$\mathrm{Figure7}$$

Lemma 4.7 We carry out 0-framed surgeries along all $`Y_1`$ and all $`Y_2`$. After these surgeries, we have the following. (1) $`S^3`$ becomes a 3-sphere again. (2) each $`B^3`$ becomes a 3-ball again, (3) $`L_2`$ in the old sphere $`S^3`$ changes to $`L_1`$ in the new 3-sphere.

We go back to the proof of Proposition 4.2.

As in Lemma 4.4, take an immersion $`g:S_1^3S_2^3S^5`$ to realize $`(L_2,L_2,X_1,X_2)`$, where $`X_i`$ is the trivial 3-knot.

Obviously Proposition 4.2 follows from Lemma 4.8.

Lemma 4.8  There exists an immersion $`h:S_1^3S_2^3S^5`$ with the following conditions.

(1) $`h|_{S_2^3}=g|_{S_2^3}`$.

(2) $`h(S_1^3)`$ in $`S^5`$ is equivalent to the trivial 3-knot.

(3) $`h|_{S_1^3g^1(U)}`$ = $`g|_{S_1^3g^1(U)}`$. Hence $`h(S_1^3)h(S_2^3)`$ $`U`$.

(4) $`h(S_1^3)h(S_2^3)`$ in $`h(S_1^3)`$ is equivalent to $`L_1`$. $`h(S_1^3)h(S_2^3)`$ in $`h(S_2^3)`$ is equivalent to $`L_2`$.

(5) $`g(S_1^3)\{u0,vR\}`$=$`h(S_1^3)\{u0,vR\}`$

Proof of Lemma 4.8.  We modify the immersion $`g`$ to define an immersion $`h`$ as follows.

As in the proof of Lemma 4.4, we take $`L_2`$ and a Seifert surface $`F`$ for $`L_2`$ in $`g(S_1^3)`$. Suppose $`L_2R_1^3`$ and $`FU`$. Suppose the genus of $`F`$ satisfies the condition in Proposition 4.6. Take 3-balls $`B^3`$ in $`g(S_1^3)`$ as in Proposition 4.6. Take ($`Y_1`$, $`Y_2`$) in $`B^3`$ as in Lemma 4.7. See Int $`N(F)`$ in $`g(S_1^3)`$. Int $`N(F)`$ is not in $`R_1^3`$ and is in $`\{u>0\}`$. But by Proposition 4.6, we can suppose $`Y_1`$ and $`Y_2`$ are in $`R_1^3`$.

Take an embedded 2-disc $`h_1^{}_{}{}^{}2`$ in $`\{(x,y,z,u,v)|u=0,v0\}`$ so that $`h_1^{}_{}{}^{}2`$ meets $`\{(x,y,z,u,v)|u=0,v=0\}`$ at $`Y_1`$ transversely. Suppose that $`h_1^{}_{}{}^{}2`$ is embedded trivially.

Take an embedded 2-disc $`h_2^{}_{}{}^{}2`$ in $`\{(x,y,z,u,v)|u=0,v0\}`$ so that $`h_2^{}_{}{}^{}2`$ meets $`\{(x,y,z,u,v)|u=0,v=0\}`$ at $`Y_2`$ transversely. Suppose that $`h_2^{}_{}{}^{}2`$ is embedded trivially.

See Figure 8.

$$\mathrm{Figure8}$$

Let $`h_1^2`$ be a tubular neighborhood of $`h_1^{}_{}{}^{}2`$ in $`\{(x,y,z,u,v)|u=0,v0\}`$.

Let $`h_2^2`$ be a tubular neighborhood of $`h_2^{}_{}{}^{}2`$ in $`\{(x,y,z,u,v)|u=0,v0\}`$.

Then $`h_1^2`$ and $`h_2^2`$ are diffeomorphic to the 4-ball. Furthermore we can regard $`h_i^2`$ as a 4-dimensional 2-handle attached to $`g(S_1^3)`$ along $`Y_i`$ with 0-framing.

Put $`R=g(S_1^3)`$ $`\{g(S_1^3)h_1^2\}`$ $`\{g(S_1^3)h_2^2\}`$. Put $`S_1=`$ $`h_1^2`$ $`\{g(S_1^3)h_1^2\}`$. Put $`S_2=`$ $`h_2^2`$ $`\{g(S_1^3)h_2^2\}`$. Here, we consider all $`h_i^2`$. Put $`\mathrm{\Lambda }`$=$`RS_1S_2`$.

Then we can regard $`\mathrm{\Lambda }`$ as the result of 0-framed surgeries on $`g(S_1^3)`$ along all $`Y_1`$ and $`Y_2`$. Then the pass-moves are carried out in all $`B^3`$.

Therefore $`\mathrm{\Lambda }`$ is an embedded 3-sphere in $`S^5`$. Furthermore $`\mathrm{\Lambda }g(S_2^3)`$ in $`\mathrm{\Lambda }`$ is equal to the 1-link $`L_1`$ and $`\mathrm{\Lambda }g(S_2^3)`$ in $`g(S_2^3)`$ is equal to the 1-link $`L_2`$.

Put $`h|_{S_1^3}`$ so that $`h(S_1^3)`$=$`\mathrm{\Lambda }`$. By the above construction, $`h`$ satisfies the conditions (1)(3)(4)(5) in Lemma 4.8.

We prove:

Lemma 4.9 $`h|(S_1^3)`$ is equal to the trivial 3-knot.

Proof. By the construction, $`h(S_1^3)`$ bounds a 4-manifold represented by the disjoint union of some copies of the framed link in Figure 9.

$$\mathrm{Figure9}$$

See  for dot-circles. Hence this 4-manifold is diffeomorphic to the 4-ball. Therefore $`h(S_1^3)`$ bounds a 4-ball. This completes the proof of Lemma 4.9 and therefore Lemma 4.8. This completes the proof of Proposition 4.2 and therefore Proposition 4.1.

## 5  The proof of Theorem 1.3

Lemma 5.1.1  Let $`L`$ be the trivial 2-component 1-link. There exists a self-transverse immersion $`f:S^3B^5`$ with the following properties.

(1) The singular point set (in $`B^5`$) is a single circle $`C`$.

(2) $`f^1(C)`$ in $`S^3`$ is equivalent to $`L`$.

(3) $`f(\overline{S^3N(L)})`$ $`B^5`$ and $`f(\mathrm{Int}N(L))`$ $``$ $`\mathrm{Int}B^5`$, where $`N(L)`$ is a tubular neighborhood of $`L`$ in $`S^3`$.

Lemma 5.1.2  Let $`L`$ be the Hopf link. There exists a self-transverse immersion $`f:S^3B^5`$ satisfying with the properties (1), (2) and (3) in Lemma 5.1.1.

Lemma 5.1.3  Let $`L`$ be the trivial 1-knot. There exists a self-transverse immersion $`f:S^3B^5`$ satisfying with the properties (1), (2) and (3) in Lemma 5.1.1.

Proof of Lemma 5.1.1  Take a chart of $`(U,\varphi )`$ of $`B^5`$ such that $`\varphi (U)`$= $`\{(x,y,z,v,t)|`$ $`x,y,z,vR,t0\}.`$

Put $`F`$= $`\{(x,y,z,v,t)|`$ $`x,yR,z0,v=0,t0\}.`$

Put $`A`$= $`\{(x,y,z,v,t)|`$ $`x,yR,z=0,v=0,t0\}.`$

We can regard $`U`$ as the result of rotating $`F`$ around the axis $`A`$.

Take an immersed 2-disc $`D`$ in $`F`$ as in Figure 10, 11.

$$\mathrm{Figure10}$$

$$\mathrm{Figure11}$$

Note.  In $`F`$ the following hold.

(1) $`\{(x,y,z,v,t)|`$ $`x,yR,z0,v=0,t=0\}D`$ is diffeomorphic to $`\overline{D(two2discs)}`$.

(2) $`\{(x,y,z,v,t)|`$ $`x,yR,z0,v=0,t<0\}D`$ is a union of the interior of two 2-discs, where the intersection of the two 2-discs is one point. The point is $`p=(1,0,0,0,1)`$.

(3) Let $`1<t^{}<0`$.

$`\{(x,y,z,v,t)|`$ $`x,yR,z0,v=0,t=t^{}\}D`$

is the Hopf link in

$`\{(x,y,z,v,t)|`$ $`x,yR,z0,v=0,t=t^{}\}`$.

(4) $`\{(x,y,z,v,t)|`$ $`x,yR,z0,v=0,t=1\}D`$ is a union of two circles, where the intersection of the two circles is one point. The point is $`p=(1,0,0,0,1)`$.

(5) Let $`2<t^{}<1`$.

$`\{(x,y,z,v,t)|`$ $`x,yR,z0,v=0,t=t^{}\}D`$

is the trivial link in

$`\{(x,y,z,v,t)|`$ $`x,yR,z0,v=0,t=t^{}\}`$.

(6) $`\{(x,y,z,v,t)|`$ $`x,yR,z0,v=0,t=2\}D`$

is a disjoint union of two 2-discs.

As we rotate $`F`$ as above, we rotate $`D`$ as well. We obtain an immersed 3-sphere $`X`$.

Take $`f`$ so that $`f(S^3)`$=$`X`$.

This completes the proof of Lemma 5.1.1.

Proof of Lemma 5.1.2  Take $`B^5,F,A,`$ and $`D`$ as above.

Put $`G`$= $`\{(x,y,z,v,t)|`$ $`x=0,y=0,z0,v=0,t0\}.`$

In Figure 10, 11 we suppose: If, in $`F`$, we rotate $`D`$ around $`G`$ by any angle, then $`DA`$ does not change.

As we rotate $`F`$ as above, we rotate $`D`$ around $`A`$ so that in $`F`$ we rotate $`D`$ around $`G`$ one time. We obtain an immersed 3-sphere $`X`$.

Take $`f`$ so that $`f(S^3)`$=$`X`$.

This completes the proof of Lemma 5.1.2.

Proof of Lemma 5.1.3  Take $`B^5,F,A,D,`$ and $`G`$ as above.

In Figure 10, 11 we suppose: If we rotate $`D`$ around $`G`$ half time, then the resultant $`D`$ coincides with the original $`D`$.

As we rotate $`F`$ as above, we rotate $`D`$ around $`A`$ so that in $`F`$ we rotate $`D`$ around $`G`$ half time. We obtain an immersed 3-sphere $`X`$.

Take $`f`$ so that $`f(S^3)`$=$`X`$.

This completes the proof of the proof of Lemma 5.1.3.

Lemma 5.2.1  Let $`L`$ be a 2-component 1-link whose linking number is even. There exists a self-transverse immersion $`g:S^3\mathrm{}^lS^2\times B^3`$, for a non-negative integer $`l`$, with the following properties.

(1) The singular point set (in $`\mathrm{}^lS^2\times B^3`$) is a single circle $`C`$.

(2) $`g^1(C)`$ in $`S^3`$ is equivalent to $`L`$.

(3) $`g(\overline{S^3N(L)})`$ $`(\mathrm{}^lS^2\times B^3)=`$ $`\mathrm{}^lS^2\times S^2`$ and $`g(\mathrm{Int}N(L))`$ $``$ $`\mathrm{Int}(\mathrm{}^lS^2\times B^3)`$, where $`N(L)`$ is a tubular neighborhood of $`L`$ in $`S^3`$.

Here, we suppose that $`\mathrm{}^0S^2\times B^3`$ means $`B^5`$.

Lemma 5.2.2  Let $`L`$ be a 2-component 1-link whose linking number is odd. There exists a self-transverse immersion $`g:S^3\mathrm{}^lS^2\times B^3`$, for a non-negative integer $`l`$, satisfying with the properties (1), (2) and (3) in Lemma 5.2.1.

Lemma 5.2.3  Let $`L`$ be a 1-knot. There exists a self-transverse immersion
$`g:S^3\mathrm{}^lS^2\times B^3`$, for a non-negative integer $`l`$, satisfying with the properties (1), (2) and (3) in Lemma 5.2.1.

We prove:

Claim 5.2.4 Lemma 5.2.1, 5.2.2, and 5.2.3 imply Theorem 1.3.

There is an embedding $`h:\mathrm{}^lS^2\times B^3S^5`$. Then $`hg`$ is an immersion in Theorem 1.3. This completes the proof.

In order to prove Lemma 5.2.1, 5.2.2, and 5.2.3, we review the $`\mathrm{}`$-moves. See  and  for detail.

Definition  () Two 1-links are $`\mathrm{}`$-move equivalent if one is obtained from the other by a sequence of $`\mathrm{}`$-moves. See Figure 12 for an illustrations of the $`\mathrm{}`$-move. The $`\mathrm{}`$-move is different from the pass-move by the orientation.

$$\mathrm{Figure12}$$

In each 3-ball in Figure 12 there are four arcs. Each of four arcs may belong to different components of the 1-link. We do not assume the four arcs belong to one component of the 1-link.

The following proposition 5.3 is proved in the appendix of .

Proposition 5.3  ()(1) Let $`L`$ be a 2-component link. Then $`L`$ is $`\mathrm{}`$-move equivalent to the trivial link if and only if the linking number is even.

(2) Let $`L`$ be a 2-component link. Then $`L`$ is $`\mathrm{}`$-move equivalent to the Hopf link if and only if the linking number is odd.

(3) Any 1-knot is $`\mathrm{}`$-move equivalent to the trivial knot.

We have:

Proposition 5.4  ()Let $`L_1`$ and $`L_2`$ be 1-links. Suppose that $`L_1`$ is $`\mathrm{}`$-move equivalent to $`L_2`$. Take $`L_1`$ in $`S^3`$. Then there exists a disjoint union of 3-balls $`B^3`$ in $`S^3`$ such that $`L_1B^3`$ is as in Figure 12 and that the $`\mathrm{}`$-moves in all $`B^3`$ change $`L_1`$ to $`L_2`$.

Let $`L_1`$ and $`L_2`$ be 1-links. Suppose $`L_1`$ is $`\mathrm{}`$-move equivalent to $`L_2`$. Take $`L_1`$ in $`S_1^3`$. Take a disjoint union of 3-balls $`B^3`$ in $`S^3`$ as in Proposition 5.3. Take a 1-link ($`Y_1`$, $`Y_2`$) in each $`B^3`$ as in Figure 13. Suppose that $`Y_i`$ bounds a 2-disc $`B_i^2`$ as in Figure 13.

$$\mathrm{Figure13}$$

By considering the Kirby moves of framed links (in ), it is easy to prove:

Lemma 5.5  We carry out 0-framed surgeries on all $`Y_1`$ and all $`Y_2`$. After these surgeries, we have the following. (1) each $`B^3`$ becomes a 3-ball again, (2) $`S^3`$ becomes a 3-sphere again. (3) $`L_1`$ in the old sphere $`S^3`$ changes to $`L_2`$ in the new 3-sphere.

We go back to the proof of Lemma 5.2.1, 5.2.2, 5.2.3.

Proof of Lemma 5.2.1 ( resp. 5.2.2, 5.2.3 )

By Proposition 5.3, a sequence of $`\mathrm{}`$-moves changes $`L`$ into the trivial 2-component 1-link ( resp. the Hopf link, the trivial 1-knot ).

As in Lemma 5.1.1 ( resp. 5.1.2, 5.1.3 ), take $`f:S^3B^5`$. See the 1-link $`f^1(C)`$ in $`S^3`$. It is equivalent to the 1-link $`L`$. As in Proposition 5.4, take 3-balls $`B^3`$. As in Lemma 5.5, take $`Y_1`$ and $`Y_2`$ in $`B^3`$. Suppose that $`f(Y_1)`$ and $`f(Y_2)`$ are in $`B^5`$.

Attach 4-dimensional 2-handles $`h^2`$ to $`f(S^3N(L))`$ in $`B^5`$ along $`f(Y_i)`$ with 0-framing. Here, 0-framing means the following. When attaching the 4-dimensional 2-handles $`h^2`$ to $`f(S^3N(L))`$, we can attach 4-dimensinal 2-handles to $`S^3`$ naturally. These attaching maps are 0-framing.

When attaching the 4-dimensional 2-handles $`h^2`$ to $`f(S^3N(L))`$, we can attach 5-dimensional 2-handles $`h^2\times [1,1]`$ to $`B^5`$ along $`f(Y_i)`$ naturally. Of course the attached parts are in $`B^5`$. We obtained a 5-manifold. Call it $`M`$.

Put $`P=`$ $`f(S^3)(f(S^3)h^2)`$. Put $`Q=`$ $`h^2(f(S^3)h^2)`$. Put $`\mathrm{\Sigma }=PQ`$. Then $`\mathrm{\Sigma }`$ is an immersed 3-sphere in $`M`$.

We prove Lemma 5.6. Before the proof of Lemma 5.6, we prove Lemma 5.7.

Lemma 5.6  Let $`M`$ be as above. $`M`$=$`\mathrm{}^lS^2\times B^3`$, for a non-negative integer $`l`$.

Lemma 5.7  Lemma 5.6 implies Lemma 5.2.1, 5.2.2 and 5.2.3.

Proof of Lemma 5.7.  Take a self-transverse immersion $`g:S^3M=\mathrm{}^lS^2\times B^3`$ so that $`g(S^3)=\mathrm{\Sigma }`$.

Proof of Lemma 5.6. Recall: $`J=`$ (one 5-dimensional 0-handle)$``$(one 5-dimensional 2-handle) is $`S^2\times B^3`$ or $`S^2\stackrel{~}{\times }B^3`$. $`J`$ is $`S^2\times B^3`$ if and only if the attaching map of the 2-handle is spin preserving diffeomorphism map.

It suffices to prove that the attaching maps of the 5-dimensional 2-handles are spin-preserving diffeomorphism maps.

We give a spin structure on $`f(S^3N(L))`$ from the unique one on $`B^5`$.

We give a spin structure on $`f(B_i^2)B^5`$ from the spin structure on $`f(S^3N(L))`$.

We give a spin structure $`\xi `$ on $`f(Y_i)`$ from the spin structure on $`f(B_i^2)B^5`$.

Put $`S_a^1S_b^1`$= $`f(B_i^2)N(L)`$. We give a spin structure $`\alpha `$ (resp. $`\beta `$) on $`S_a^1`$ (resp. $`S_b^1`$ ) from the spin structure on $`f(B_i^2)B^5`$. By the construction, $`\alpha `$ and $`\beta `$ are the $`S_{Lie}^1`$ spin structure.

Since $`(f(Y_i),\xi )`$ is spin cobordant to

$`(S_a^1,`$ the $`S_{Lie}^1`$ spin structure $`)`$ $``$ $`(S_b^1,`$ the $`S_{Lie}^1`$ spin structure $`)`$,

$`\xi `$ is the $`S_{bd}^1`$ spin structure.

See  for the $`S_{bd}^1`$ spin structure and the $`S_{Lie}^1`$ spin structure.

This completes the proof of Lemma 5.6.

This completes the proof of Lemma 5.2.1 ( resp. 5.2.2, 5.2.3 ). By Claim 5.2.4, Theorem 1.3 holds.

Appendix. The proof of Proposition 2.1 and 2.2

Firstly we prove Proposition 2.1.

Let $`L=(K_1,\mathrm{},K_m)`$ be a 1-link. Let $`F`$ be a Seifert surface. Let $`K_i\times [0,1](F)`$ be a collar neighborhood of $`K_i`$ in $`F`$. Let $`K_i\times \{0\}`$=$`K_i`$. Then lk$`(K_i,LK_i)`$=lk$`(K_i\times \{0\},K_i\times \{1\})`$.

See  for spin structures.

Let $`\epsilon ^2`$ be the trivial bundle over $`S^1`$. Let $`(e_p^1,e_p^2)`$ (for each $`pS^1`$) denote the trivialization. Let $`e_p^0`$ (for each $`pS^1`$) denote the trivialization on $`TS^1`$. Spin structures on $`S^1`$ are defined by spin structures on $`TS^1\epsilon ^2`$.  defines that the spin structure defined by $`(e_p^0,e_p^1,e_p^2)`$ is the $`S_{Lie}^1`$ spin structure. The other is the $`S_{bd}^1`$ spin structure.

Let $`(M,\sigma )`$ and $`(N,\tau )`$ be spin manifolds. Let $`f:MN`$ be an orientation preserving diffeomorphism. $`f`$ is called a spin preserving diffeomorphism if $`dfid:TM\epsilon ^pTN\epsilon ^p`$ carries $`\sigma `$ to $`\tau `$, $`id`$ carries the trivialization to the trivialization.

We give $`F`$ a spin structure $`\alpha `$ induced from the unique spin structure $`\beta `$ on $`S^3`$. We give $`K_i`$ a spin structure $`\gamma `$ induced from $`\alpha `$. Let $`K_i\times D^2`$ be the tubular neighborhood of $`K_i`$ in $`S^3`$. Regard $`K_i\times D^2`$ as the product $`D^2`$ bundle over $`K_i`$. We give $`K_i\times D^2`$ a trivialization such that $`e_p^1`$ is in $`K_i\times [0,1]`$ and that $`e_p^2`$ is perpendicular to $`K_i\times [0,1]`$ for each $`pK_i`$. Then we can regard $`\alpha `$ as a spin structure on the trivialized bundle $`TK_i(K_i\times [0,1])`$.

Let $`G`$ be any Seifert surface of $`K_i`$. Let $`g`$ be a spin structure on $`G`$ induced from the unique one $`S^3`$. Let $`\mu `$ be a spin structure on $`K_i`$ induced from $`(G,g)`$. Since $`(G,g)=(K_i,\mu )`$, $`[(K_i,\mu )]=0`$. We give $`K_i\times D^2`$ a trivialization such that $`g_p^1`$ is in $`G`$ and $`g_p^2`$ is perpendicular to $`G`$. Then the spin structure on $`K_i`$ induced by the framing $`(e_p^0,g_p^1,g_p^2)`$ is $`\mu `$.

The homotopy class of the framing $`(e_p^0,e_p^1,e_p^2)`$ coincides with the homotopy class of the framing $`(e_p^0,g_p^1,g_p^2)`$ if and only if lk$`(K_i\times \{0\},K_i\times \{1\})`$ is even.

Therefore Proposition 2.1 holds.

Next we prove Proposition 2.2.

Under the above condition, suppose $`L`$ is a proper 1-link.

Let $`\widehat{F}`$ be the closed oriented surface $`F(_{i=1}^mD^2)`$. Since $`\gamma `$ is the $`S_{Lie}^1`$ spin structure, $`\alpha `$ extends to $`\widehat{F}`$, say $`\widehat{\alpha }`$. Let $`a_1,\mathrm{},a_g,b_1,\mathrm{},b_g`$ be circles in $`F`$ representing symplectic basis of $`H_1(\widehat{F};Z)`$. Let $`a_i\times [1,1]`$, $`b_i\times [1,1]`$ be the tubular neighborhood in $`F`$. Put mod 2 lk ($`a_i\times \{1\},a_i\times \{1\}`$)=$`x_i`$ and mod 2 lk ($`b_i\times \{1\},b_i\times \{1\}`$)=$`y_i`$. Recall Arf$`L=`$$`\mathrm{\Sigma }x_iy_i`$.

We give a spin structure $`\sigma _i`$, (resp. $`\tau _i`$) on $`a_i`$ (resp. $`b_i`$). Then \[($`a_i,\sigma _i`$)\]$`\mathrm{\Omega }_1^{spin}=`$ $`x_i`$ and \[($`b_i,\tau _i`$)\]$`\mathrm{\Omega }_1^{spin}=`$ $`y_i`$. By P.36 of , \[($`\widehat{F},\widehat{\alpha }`$)\]$`\mathrm{\Omega }_2^{spin}`$ is $`\mathrm{\Sigma }x_iy_i`$ .

Hence Proposition 2.2 holds.

The shaded part is $`FB^3`$.

Figure 10

Figure 11