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# Exact Insulating and Conducting Ground States of a Periodic Anderson Model in Three Dimensions

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## Abstract

We present a class of exact ground states of a three-dimensional periodic Anderson model at 3/4 filling. Hopping and hybridization of $`d`$ and $`f`$ electrons extend over the unit cell of a general Bravais lattice. Employing novel composite operators combined with 55 matching conditions the Hamiltonian is cast into positive semidefinite form. A product wave function in position space allows one to identify stability regions of an insulating and a conducting ground state. The metallic phase is a non-Fermi liquid with one dispersing and one flat band.

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The periodic Anderson model (PAM) is the basic microscopic model for the investigation of heavy fermion and intermediate valence systems, e.g., compounds containing elements with incompletely filled $`f`$ shells such as Cerium or Uranium. In its simplest form the PAM describes strongly correlated, dispersionless $`f`$ electrons which couple, via a local hybridization, to non-interacting conduction ($`d`$) electrons hopping between nearest neighbor sites. For real systems this is certainly an oversimplification since there is experimental evidence for (i) a weak, but finite, dispersion of the $`f`$ electrons (especially in Uranium compounds) , (ii) non-local contributions to the hybridization, and (iii) hopping of the $`d`$ electrons beyond nearest neighbors.

Recently, investigations into the origin of the dramatic volume collapse at the $`\alpha \gamma `$ transition in Cerium have drawn attention to the possibility of a Mott metal-insulator transition in the PAM. Although such a transition is usually associated with the half-filled Hubbard model with nearest neighbor hopping, there exist remarkable similarities between the two models , especially if both the $`d`$ electron hopping and $`df`$ hybridization in the PAM connect nearest neighbor sites. These results show that the spatial range of the hopping and hybridization in the PAM are very important, even on a qualitative level.

In this situation exact results on the existence of insulating and metallic phases in the PAM and their dependence on a general set of hopping, hybridization and interaction parameters are particularly desirable. Exact results for the PAM are very rare since, in contrast to the Hubbard model, there does not even exist an exact solution of the PAM in dimension $`D=1`$. On the other hand it has been possible to construct exact ground states of the PAM in certain regions of parameter space, namely for infinite repulsion of the $`f`$ electrons, and for finite repulsion in low dimensions ($`D=1,2`$).

In this Letter we show that it is possible to construct exact ground state wave functions describing metallic and insulating phases of the PAM at non-integer electron filling  even in dimension $`D=3`$. In particular, we explicitly demonstrate (i) the insulating and conducting nature of the solutions, (ii) the presence of strong variations in the compressibility of the system when leaving the insulating phase, and (iii) the non-Fermi liquid nature of the metallic phase.

We consider a general Bravais lattice in $`D=3`$ with a unit cell $`I`$ defined by the primitive vectors $`\{𝐱_\tau \}`$, $`\tau =1,2,3`$. The Hamiltonian of the PAM has the form $`\widehat{H}=\widehat{H}_0+U\widehat{D}^f`$ where $`\widehat{D}^f=_𝐢\widehat{n}_𝐢^f\widehat{n}_𝐢^f`$ describes the local Coulomb repulsion between the $`f`$ electrons ($`U>0)`$. The one-particle part may, in general, be written as

$`\widehat{H}_0={\displaystyle \underset{𝐢,\sigma }{}}\{{\displaystyle \underset{𝐫}{}}[t_𝐫^d\widehat{d}_{𝐢\sigma }^{}\widehat{d}_{𝐢+𝐫,\sigma }+t_𝐫^f\widehat{f}_{𝐢\sigma }^{}\widehat{f}_{𝐢+𝐫,\sigma }+V_𝐫(\widehat{d}_{𝐢\sigma }^{}\widehat{f}_{𝐢+𝐫,\sigma }`$ (1)
$`+\widehat{f}_{𝐢\sigma }^{}\widehat{d}_{𝐢+𝐫,\sigma })+H.c.]+V_0(\widehat{d}_{𝐢\sigma }^{}\widehat{f}_{𝐢\sigma }+H.c.)+E_f\widehat{n}_{𝐢\sigma }^f\},`$ (2)
where the terms with $`t_𝐫^{d,f}`$ represent the kinetic energy of $`d`$ and $`f`$ electrons due to hopping between two sites $`𝐢`$ and $`𝐢+𝐫`$, $`V_𝐫`$ is the hybridization of $`d`$ and $`f`$ electrons at sites $`𝐢`$ and $`𝐢+𝐫`$, $`V_0`$ is the local hybridization, and $`E_f`$ is the local $`f`$ electron energy; here $`𝐫0`$. The amplitudes $`t_𝐫^{d,f}`$ are real, but $`V_𝐫`$, $`V_0`$ can, in principle, be complex. In our investigation the hopping and hybridization of the $`d`$ and $`f`$ electrons extend over the unit cell of a general Bravais lattice (Fig. 1). To avoid multiple counting of contributions to (1) by the $`H.c.`$ term, the vector $`𝐫`$ must be properly defined. To this end the sites within $`I_𝐢`$, the unit cell defined at site $`𝐢`$, are denoted by $`𝐫_{I_𝐢}=𝐢+𝐫_{\alpha \beta \gamma }`$, with $`𝐫_{\alpha \beta \gamma }=\alpha 𝐱_1+\beta 𝐱_2+\gamma 𝐱_3`$; $`\alpha ,\beta ,\gamma =0,1`$. As shown in Fig. 1 the eight sites $`𝐫_{I_𝐢}`$ can be numbered by the indices $`n(\alpha ,\beta ,\gamma )=1+\alpha +3\beta +4\gamma 2\alpha \beta `$ without reference to $`I_𝐢`$. In the following we use orthogonal $`𝐱_\tau `$ vectors for simplicity. Then $`𝐫=𝐫_{\alpha ^{}\beta ^{}\gamma ^{}}𝐫_{\alpha \beta \gamma }`$, with $`n(\alpha ,\beta ,\gamma )>n(\alpha ,\beta ,\gamma )`$, connects any two sites within a unit cell .

We now introduce a superposition of operators creating $`b`$ (= $`d`$ or $`f`$) electrons inside every unit cell $`I_𝐢`$ as

$`\widehat{A}_{I_𝐢\sigma }^{}={\displaystyle \underset{b=d,f}{}}{\displaystyle \underset{\alpha ,\beta ,\gamma =0}{\overset{1}{}}}a_{n(\alpha ,\beta ,\gamma ),b}^{}\widehat{b}_{𝐢+𝐫_{\alpha \beta \gamma },\sigma }^{}=`$ (3)
$`{\displaystyle \underset{b=d,f}{}}(a_{1,b}^{}\widehat{b}_{𝐢\sigma }^{}+a_{2,b}^{}\widehat{b}_{𝐢+𝐱_1,\sigma }^{}+\mathrm{}+a_{8,b}^{}\widehat{b}_{𝐢+𝐱_2+𝐱_3,\sigma }^{}),`$ (4)
with $`a_{n,b}^{}0`$ for all $`n`$. Although $`\{\widehat{A}_{I\sigma }^{},\widehat{A}_{I^{}\sigma ^{}}^{}\}=\{\widehat{A}_{I\sigma },\widehat{A}_{I^{}\sigma ^{}}\}=0`$ and $`\{\widehat{A}_{I\sigma },\widehat{A}_{I\sigma }^{}\}`$=$`K_d+K_f`$, where $`K_b=_{n=1}^8|a_{n,b}|^2`$ and $`nn(\alpha ,\beta ,\gamma )`$, the composite operator $`\widehat{A}_{I\sigma }^{}`$ does not obey canonical anti-commutation rules since $`\{\widehat{A}_{I\sigma },\widehat{A}_{I^{}\sigma ^{}}^{}\}0`$ for $`II^{}`$. Due to the translational symmetry of the lattice the prefactors $`a_{n,b}^{}`$ are the same in every unit cell. Making use of this fact, $`\widehat{H}`$ can be cast into the form

$`\widehat{H}={\displaystyle \underset{𝐢,\sigma }{}}\widehat{A}_{I_𝐢\sigma }\widehat{A}_{I_𝐢\sigma }^{}+U{\displaystyle \underset{𝐢}{}}\widehat{P}_𝐢+E_g,`$ (5)
where $`\widehat{P}_𝐢=\widehat{n}_𝐢^f\widehat{n}_𝐢^f\widehat{n}_𝐢^f\widehat{n}_𝐢^f+1`$, $`E_g=K_dN+UN_\mathrm{\Lambda }2N_\mathrm{\Lambda }(2K_dE_f)`$, and $`N`$ and $`N_\mathrm{\Lambda }`$ is the number of electrons and lattice sites, respectively. For (3) to reproduce (1) the prefactors $`a_{n,b}^{}`$ in $`\widehat{A}_{I_𝐢\sigma }^{}`$ must be expressed in terms of the microscopic parameters $`t_𝐫^d`$, $`t_𝐫^f`$, $`V_𝐫`$, $`V_𝐫^{}`$, $`V_0`$, $`V_0^{}`$, $`E_f`$, $`U`$, for all $`𝐫I_𝐢`$, taking into account periodic boundary conditions. This leads to 55 coupled, non-linear matching conditions  which can be written in compact notation, with $`b,b^{}=d,f`$, as

$`{\displaystyle \underset{\beta _1,\beta _2,\beta _3=1}{\overset{1}{}}}({\displaystyle \underset{i=1}{\overset{3}{}}}D_{\beta _i,\alpha _i})a_{n^+,b}^{}a_{n^{},b^{}}=T_{\overline{𝐫},\nu }^{b,b^{}}.`$ (6)
Apart from the constant term $`E_g`$ in (5) $`\widehat{H}`$ is positive semidefinite operator. A state $`|\mathrm{\Psi }_g`$ fulfilling the conditions $`\widehat{P}_𝐢|\mathrm{\Psi }_g=0`$ and $`\widehat{A}_{I_𝐢\sigma }^{}|\mathrm{\Psi }_g=0`$ for all $`𝐢`$ will then be an exact ground state of $`\widehat{H}`$ with energy $`E_g`$. We note that $`\widehat{P}_𝐢`$ assumes its lowest eigenvalue, $`0`$, when there is at least one $`f`$ electron on site $`𝐢`$. Therefore a state of the form $`|\mathrm{\Psi }_g_{𝐢=1}^{N_\mathrm{\Lambda }}\widehat{F}_𝐢^{}|0`$ , where the operator $`\widehat{F}_𝐢^{}=\mu _𝐢\widehat{f}_𝐢^{}+\mu _𝐢\widehat{f}_𝐢^{}`$ (with arbitrary coefficients $`\mu _{𝐢\sigma }`$) creates one $`f`$ electron on every site $`𝐢`$, fulfills the first condition. Further, a state of the form $`|\mathrm{\Psi }_g_{𝐢=1}^{N_\mathrm{\Lambda }}(\widehat{A}_{I_𝐢}^{}\widehat{A}_{I_𝐢}^{})|0`$ fulfills the second condition. Consequently, the (unnormalized) product state

$`|\mathrm{\Psi }_g={\displaystyle \underset{𝐢=1}{\overset{N_\mathrm{\Lambda }}{}}}\left[\widehat{A}_{I_𝐢}^{}\widehat{A}_{I_𝐢}^{}\widehat{F}_𝐢^{}\right]|0`$ (7)
has at least one $`f`$ electron on every site $`𝐢`$, the product $`_{𝐢=1}^{N_\mathrm{\Lambda }}\widehat{A}_{I_𝐢}^{}\widehat{A}_{I_𝐢}^{}`$ creating at most two more ($`d`$ or $`f`$ ) electrons on $`𝐢`$. Clearly, $`|\mathrm{\Psi }_g`$ has the desired property $`\widehat{H}|\mathrm{\Psi }_g=E_g|\mathrm{\Psi }_g`$ and is thus an exact ground state of $`\widehat{H}`$ with energy $`E_g`$. Since the product of the three operators in $`|\mathrm{\Psi }_g`$ creates $`N=3N_\mathrm{\Lambda }`$ electrons, the ground state is $`3/4`$ filled, i.e., there are on average three electrons per site. The arbitrariness of $`\mu _{𝐢,\sigma }`$ implies a large spin degeneracy of $`|\mathrm{\Psi }_g`$ which is globally paramagnetic. Neglecting the trivial $`2S+1`$ multiplicity of the spin orientation, the ground state is $`N_\mathrm{\Lambda }/2`$-fold degenerate; all degeneracies are still contained in (5). We note that $`|\mathrm{\Psi }_g`$ is only a ground state of the interacting system since the operator $`\widehat{F}_𝐢^{}`$ in $`|\mathrm{\Psi }_g`$ is required to enforce $`U_𝐢\widehat{P}_𝐢|\mathrm{\Psi }_g=0`$ for $`U>0`$. Hence $`|\mathrm{\Psi }_g`$ is not connected in any simple (e.g., perturbative) way to the non-interacting ($`U=0`$) ground state of the model.

The physical nature of $`|\mathrm{\Psi }_g`$ depends on the values of the coefficients $`a_{n,b}^{}`$ in (4) which are solutions of (6) for given microscopic parameters. We will now identify localized and itinerant ground states, and discuss their physical properties.

1. Localized ground state. The coefficients $`a_{n,b}`$ may be chosen in such a way that $`|\mathrm{\Psi }_g`$ has exactly three electrons per site. To see how this can be achieved we take a look at a typical factor $`\widehat{A}_{I_𝐣}^{}\widehat{A}_{I_𝐣}^{}\widehat{A}_{I_𝐣^{}}^{}\widehat{A}_{I_𝐣^{}}^{}\widehat{F}_{𝐣^{\prime \prime }}^{}`$ entering in $`|\mathrm{\Psi }_g`$, where $`𝐣^{\prime \prime }`$ is a common site of the two unit cells $`I_𝐣`$, $`I_𝐣^{}`$. Since $`\widehat{F}_{𝐣^{\prime \prime }}^{}`$ always creates one $`f`$ electron on $`𝐣^{\prime \prime }`$, the product of the four unit cell operators should create only two more electrons (one $``$ and one $``$) on $`𝐣^{\prime \prime }`$. Therefore terms of the form $`\widehat{d}_{𝐣^{\prime \prime }}^{}\widehat{f}_{𝐣^{\prime \prime }}^{}\widehat{d}_{𝐣^{\prime \prime }}^{}\widehat{f}_{𝐣^{\prime \prime }}^{}(a_{n_1,d}^{}a_{n_2,f}^{}a_{n_1,f}^{}a_{n_2,d}^{})^2`$ which are also generated and which lead to more than two additional electrons on this site must be prohibited. This can be achieved by choosing $`a_{n,d}^{}/a_{n,f}^{}p`$ for all $`n`$. It follows from (6) that along the diagonal of a unit cell with end points $`n,n^{}`$ the relation $`a_{n,f}^{}a_{n^{},d}=a_{n,d}^{}a_{n^{},f}`$ holds, implying $`p`$ and therefore also the hybridization amplitudes to be real. A solution of (6) of this form is obtained for $`t_𝐫^b=t_\nu ^b`$, i.e., for equal hopping along $`x,y,z`$. For the coefficients chosen in this way the ground state becomes

$$|\mathrm{\Psi }_{loc}=\underset{𝐢}{}[\underset{\sigma }{}\mu _{𝐢\sigma }p(p\widehat{d}_𝐢^{}\widehat{d}_𝐢^{}\widehat{f}_{𝐢\sigma }^{}+\widehat{f}_𝐢^{}\widehat{f}_𝐢^{}\widehat{d}_{𝐢\sigma }^{})]|0.$$
(8)
Denoting ground state expectation values by $`\mathrm{}`$ the local $`f,d`$-electron occupations are found as $`\widehat{n}_𝐢^f=(1+2z)/(1+z),\widehat{n}_𝐢^d=(2+z)/(1+z)`$, where $`z=|t_1^f/t_1^d|`$ is a measure of the nearest-neighbor hopping amplitude of the $`f`$ electrons. Since the latter can be expected to be much smaller than that of the $`d`$ electrons ($`z<<1`$), the $`f`$ ($`d`$) electron occupation per site is found to be close to one (two). Hence there exist local moments on most of the $`f`$ sites. We see that $`\widehat{n}_𝐢=\widehat{n}_𝐢^f+\widehat{n}_𝐢^d=3`$ for all $`𝐢`$, i.e., the electron distribution is indeed uniform. The localization is due to a subtle quantum mechanical interference between the hopping and hybridization processes of the electrons. Therefore the nature of this localized state is quite non-trivial.

By separating the Hamiltonian $`\widehat{H}`$ into an itinerant part $`\widehat{H}_{itin}\widehat{H}_0_{𝐢,\sigma }[V_0(\widehat{d}_{𝐢\sigma }^{}\widehat{f}_{𝐢\sigma }+H.c.)+E_f\widehat{n}_{𝐢\sigma }^f]_𝐫\widehat{H}_{itin}(𝐫)`$ and a complementary localized part $`\widehat{H}_{loc}\widehat{H}\widehat{H}_{itin}`$, and using $`\widehat{b}_{𝐢\sigma }^{}\widehat{b}_{𝐣\sigma ^{}}^{}=0`$ for $`𝐢𝐣`$ and $`b,b^{}=d,f`$, one finds $`\widehat{H}_{itin}(𝐫)=0`$ and $`\widehat{H}_{loc}=E_g.`$ This clearly illustrates the localized, and thus insulating, nature of the ground state whose energy is obtained as $`E_g=N_\mathrm{\Lambda }[(12z)K_f/zU]`$ (Fig. 2). The parameter space in which the localized ground state $`|\mathrm{\Psi }_{loc}`$ is stable is represented in terms of the variables $`E_f,U,t_1^f/t_1^d,t_2^d/t_1^d`$ by the surfaces $`I_1`$, $`I_2`$ in Fig. 3. The stability region is seen to extend through the phase diagram from weak to strong interactions $`U`$.

For $`y=\left|t_2^d/t_1^d\right|>1/2`$, i.e., rather large next-nearest neighbor hopping of $`d`$ electrons, the localized state $`|\mathrm{\Psi }_{loc}`$ ceases to be the ground state. Apparently, at $`y_c=1/2`$ a different, most probably itinerant, phase becomes stable. We note that the ground state energy $`E_g(y)`$ has a finite value at $`y_c,`$ but infinite slope (see Fig.2). This exact result has a direct physical interpretation. Namely, since the size of the hopping element may be tuned by pressure, the infinite slope of $`E_g`$ at $`y=y_c`$ is expected to correspond to an anomaly in the compressibility at a critical pressure $`P_c`$. Such a feature is indeed observed in some heavy-fermion systems .

2. Itinerant ground state. The localized ground state discussed above has exactly three electrons per site. In general, the intersite hopping and hybridization will lead to a variable number of electrons per site. For such states $`\widehat{H}_{itin}0`$, implying a non-zero conductivity of the system as expressed by the sum-rule $`_0^{\mathrm{}}𝑑\omega Re\sigma _{\tau ,\tau }(\omega )=\pi e^2|𝐱_\tau |^2/(2\mathrm{}V)_{𝐫,𝐫𝐱_\tau 0}\widehat{H}_{itin}(𝐫),`$ where $`\sigma _{\tau ,\tau }(\omega )`$ is defined by the Kubo formula . An itinerant ground state is obtained, for example, by choosing $`p_n^{}=p_n,|p_n|=|p|`$, corresponding to imaginary $`p`$ and, hence, imaginary hybridization amplitudes $`V_𝐫`$. Whether $`V_𝐫`$ is real, complex or imaginary depends on the linear combination of the corresponding electronic orbitals , and hence on the lattice symmetry. For example, $`V_𝐫`$ may be tuned from real to imaginary by introducing axial distortions of $`D_{4h}`$ symmetry to an underlying $`O_h`$ lattice symmetry . Therefore such a solution requires anisotropic hopping and hybridization amplitudes. The itinerant ground state discussed here emerges if the hybridization on the same site and in the basal ($`xy`$) plane vanish. The anisotropy in the hopping starts at the level of next-nearest neighbor amplitudes.

To describe the itinerant case a $`𝐤`$-type representation is more suitable. Denoting the Fourier transforms of $`\widehat{A}_{I_𝐢\sigma }`$ and $`\widehat{b}_{𝐢\sigma }`$ by $`\widehat{A}_{𝐤\sigma }`$ and $`\widehat{b}_{𝐤\sigma }`$, respectively, (4) takes the form $`\widehat{A}_{𝐤\sigma }^{}=_{b=d,f}a_{𝐤b}^{}\widehat{b}_{𝐤\sigma }^{}`$; the expressions for the coefficients $`a_{𝐤b}^{}`$ will not be reproduced here. We can now define new canonical Fermi operators $`\widehat{C}_{\delta ,𝐤\sigma }`$, $`\delta =1,2`$, where $`\widehat{C}_{1,𝐤\sigma }=R_𝐤^{1/2}\widehat{A}_{𝐤\sigma }`$, with $`R_𝐤^1=_b|a_{𝐤b}|^2`$, and $`\widehat{C}_{2,𝐤\sigma }`$ is determined by the anti-commutation rules between $`\widehat{C}_{1,𝐤\sigma }`$ and $`\widehat{C}_{2,𝐤\sigma }^{}`$. It follows that $`_{𝐢,\sigma }\widehat{A}_{I_𝐢\sigma }^{}\widehat{A}_{I_𝐢\sigma }+K_d\widehat{N}=_{𝐤,\sigma }\left[(K_dR_𝐤^1)\widehat{C}_{1,𝐤\sigma }^{}\widehat{C}_{1,𝐤\sigma }+K_d\widehat{C}_{2,𝐤\sigma }^{}\widehat{C}_{2,𝐤\sigma }\right]\widehat{H}_g`$ , such that (5) can be written as $`\widehat{H}=\widehat{H}_g+U\widehat{P}+N_\mathrm{\Lambda }[U2(K_dE_f)]`$. In the ground state, using $`\widehat{P}|\mathrm{\Psi }_g=0`$, the Hamiltonian $`\widehat{H}`$ therefore reduces to $`\widehat{H}_g`$. Thus we succeeded in diagonalizing $`\widehat{H}`$ for the ground state. There are two bands, the lower one having a dispersion $`K_dR_𝐤^1`$, while the upper one is dispersionless (”flat”); the Fermi energy is $`E_F=K_d`$. Such a band-structure around $`E_F`$ has been observed in experiment .

The momentum distribution of the $`d,f`$ electrons becomes

$`n_𝐤^b={\displaystyle \underset{\sigma }{}}\widehat{b}_{𝐤\sigma }^{}\widehat{b}_{𝐤\sigma }=(2|a_{𝐤b}|^2+|a_{𝐤,b^{}b}|^2)R_𝐤,`$ (9)
with $`n_𝐤=_{b=d,f}n_𝐤^b=3`$. Since the coefficients $`a_{𝐤b}`$ are regular functions of $`𝐤`$ this also holds for $`n_𝐤^d`$, $`n_𝐤^f`$, and $`n_𝐤`$. Consequently, the momentum distributions of the electrons in the interacting ground state has no discontinuities. Since the ground state is paramagnetic and metallic, the system is a non-Fermi liquid. This is a consequence of the degeneracy of electrons in the upper band. In terms of the $`\widehat{C}_{\delta ,𝐤\sigma }`$ fermions one finds $`\widehat{C}_{1,𝐤\sigma }^{}\widehat{C}_{1,𝐤\sigma }=1`$ and $`\widehat{C}_{2,𝐤\sigma }^{}\widehat{C}_{2,𝐤\sigma }=1/2`$ (upper band half filled).

The itinerant solution can be generalized to fillings beyond $`3/4`$ by inserting the operator $`\widehat{V}_M^{}=_{j=1}^M[_{i=1}^{N_\mathrm{\Lambda }}a_{ji}(_{b=d,f;\sigma }ϵ_{b\sigma }\widehat{b}_{i\sigma }^{})]`$ into (7) next to $`|0`$; here $`a_{ji}`$, $`ϵ_{b\sigma }`$ are numerical coefficients. This operator introduces $`M<N_\mathrm{\Lambda }`$ additional particles into the ground state. It allows one to calculated the energy $`E_g`$ for different particle numbers. In particular, one finds $`\mu ^+E_g(N+2)E_g(N+1)=K_d`$, $`\mu ^{}E_g(N+1)E_g(N)=K_d`$, i.e., $`\mu ^+\mu ^{}=0`$. Therefore the system is a conductor.  The stability region of the conducting state corresponds to the surface $`C`$ in Fig. 3.

In summary, we derived the first exact ground state solution of a three-dimensional periodic Anderson model with finite hopping and hybridization of $`d`$ and $`f`$ electrons in the unit cell. This was achieved by (i) casting the Hamiltonian into a positive semidefinite form using composite operators in combination with 55 coupled, non-linear matching conditions, and (ii) constructing a product wave function of these composite operators in position space. For real hybridization amplitudes we obtained an insulating ground state whose compressibility diverges at the boundary of the stability region. By contrast, for imaginary hybridization amplitudes we identified a conducting non-Fermi liquid state consisting of one dispersing band and one (upper) flat band. The stability regions of the two ground states extend through an unexpectedly large region of parameter space, e.g., from weak to strong interactions $`U`$.

By modifying the structure of the composite operators it is possible to vary the stability regions of these ground states, and also to describe magnetically ordered phases.

The authors thank R. Bulla, F. Gebhard, P. Gurin, K. Held, A. Kampf, S. Kehrein, M. Kollar, Th. Pruschke, and M. Vojta for valuable discussions. One of us (ZG) acknowledges support by the Alexander von Humboldt foundation. This work was supported in part by the Hungarian Scientific Research Fund (contract OTKA-T037212) and the Deutsche Forschungsgemeinschaft through SFB 484.


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# On the non-vanishing of the first Betti number of hyperbolic three manifolds

## 1. Introduction

Let $`D`$ be a quaternion division algebra over a number field $`E`$. Let $`G`$ denote the connected, semisimple algebraic group $`SL_1(D)`$ over $`E`$. Denote by $`G_{\mathrm{}}(E)`$ the real Lie group $`G(E)`$ and fix a maximal compact subgroup $`K_{\mathrm{}}`$ of $`G_{\mathrm{}}`$. Let $`s_1`$ (resp. $`2r_2`$) be the number of real (resp. complex) places of $`E`$ at which $`D`$ splits, and let $`s=s_1+r_2`$. The quotient space $`M:=G_{\mathrm{}}/K_{\mathrm{}}`$ with the natural $`G_{\mathrm{}}(E)`$-invariant metric, is a symmetric space isomorphic to $`_2^{s_1}\times _3^{r_2}`$, where for a natural number $`n`$, $`_n`$ denotes the simply connected hyperbolic space of dimension $`n`$.

Let $`𝔸`$ (resp. $`𝔸_f`$) denote the ring of adeles (resp. finite adeles) of $``$. Let $`K`$ be a compact, open subgroup of $`G(𝔸_fE)`$, and denote by $`\mathrm{\Gamma }_K`$ the corresponding congruence arithmetic lattice in $`G_{\mathrm{}}(E)`$ defined by the projection to $`G_{\mathrm{}}(E)`$ of the group $`G(E)G_{\mathrm{}}(E)K`$. For sufficiently small congruence subgroups $`K`$, $`\mathrm{\Gamma }_K`$ is a torsion-free lattice and $`\mathrm{\Gamma }_K\backslash M`$ is a (compact) Riemannian manifold.

In this note, we prove

###### Theorem 1.

With the above notation, assume further that $`E`$ is a finite extension of a totally real number field $`F`$ contained inside a solvable extension $`L`$ of $`F`$. For sufficiently small congruence subgroups $`\mathrm{\Gamma }G_{\mathrm{}}(E)`$, the cohomology groups

$$H^s(\mathrm{\Gamma }\backslash M,)$$

are non-zero.

The theorem was proved by Labesse and Schwermer \[LS, Corollary 6.3\], in the case when there exists a tower of field extensions

$$E=F_lF_{l1}\mathrm{}F_0=F,$$

such that $`F_{i+1}/F_i`$ is either a cyclic extension of prime degree or a non-normal cubic extension. The proof rests on the following two observations: one, that the base change (constructed by Langlands \[L\]) of the discrete series representations from $`SL(2,)`$ to $`SL(2,)`$ are cohomologically non-trivial representations of $`SL(2,)`$, and thus the base change of cohomologically non-trivial cusp forms (for $`SL(2)`$) are cohomologically non-trivial. Secondly, when working with the group $`SL_2`$ over a totally real field, the required cohomologically non-trivial automorphic representations have discrete series as their archimedean components, and an argument using pseudo-coefficients shows the existence of such cusp forms.

The new ingredient that goes into extending the theorem of Labesse and Schwermer to all relatively solvable extensions of a totally real field, is the criterion of base change descent for an invariant cuspidal automorphic representation with respect to a solvable group of automorphisms of the field proved by the author in \[R\].

If either $`D`$ is unramified at all finite places of $`E`$ or if $`F`$ is taken to be the field of rationals and the Galois closure $`L`$ of $`E`$ over $``$ is of odd order over $``$, then Theorem 1 was proved by Clozel \[C\]. Clozel’s proof uses the construction of algebraic Hecke characters due to Weil, and the automorphic induction of suitable such characters produces the desired cusp forms with non-zero cohomology. Clozel’s method proves the non-vanishing of the cuspidal cohomology of the split groups $`SL_2`$ over any number field $`E`$. But in order to produce cohomological forms on inner forms of $`SL_2`$ using the Jacquet-Langlands theorem, it is required that the constructed cusp form on $`SL_2(𝔸E)`$ have discrete series components at the places of $`E`$ where $`D`$ ramifies, and thus the choice of $`D`$ has to be suitably restricted.

A particular case of interest is the following:

###### Corollary 1.

With notation as in Theorem 1, assume further that $`E`$ has exactly one pair of conjugate complex places, and the quaternion division algebra $`D`$ is ramified at all the real places of $`E`$. For sufficiently small congruence subgroups $`\mathrm{\Gamma }G_{\mathrm{}}(E)`$, the first betti number of the compact, hyperbolic three manifold $`\mathrm{\Gamma }\backslash M`$ is non-zero.

A folklore conjecture (attributed to Thurston) is that the first betti number of a compact, hyperbolic three manifold becomes positive upon going to some finite cover. The first examples of compact, hyperbolic arithmetic three manifolds $`M_\mathrm{\Gamma }`$ with non-vanishing rational first homology group are due to Millson \[M\]. Using geometric arguments, Millson showed the non-vanishing of the first betti number for sufficiently small congruence subgroups, where the arithmetic structure arises from rank $`4`$ quadratic forms over a totally real number field $`F`$, and of signature $`(3,1)`$ at one archimedean place and anisotropic at all other real places. As mentioned above, other non-vanishing results confirming Thurston’s conjecture have been proved by Labesse-Schwermer \[LS\] and Clozel \[C\].

###### Example.

Let $`L`$ be a non-real Galois extension of $``$ with Galois group isomorphic to $`S_4`$. Consider a subgroup $`H`$ isomorphic to $`S_3`$ and containing a complex conjugation $`\sigma `$ corresponding to some archimedean place. Then the invariant field $`E=L^H`$ is a degree $`4`$ extension of $``$ having the following properties:

* $`E`$ does not contain any quadratic extension of $``$.
* $`E`$ has at least one real place.
* The subgroup containing the conjugates of $`\sigma `$ with respect to $`S_4`$ will not be equal to $`S_3`$. Hence, $`E`$ is not totally real.

This gives us an example of a field $`E`$ satisfying the hypothesis of the corollary. The non-vanishing result for the corresponding hyperbolic three manifolds given by Corollary 1 are not in general covered by the non-vanishing results proved in \[C\], \[LS\] or in \[M\].

## 2. General coefficients

Theorem 1 can be generalized for suitable non-trivial coefficient systems also. Let $`F`$ and $`E`$ be as in the hypothesis of the theorem. Given a finite dimensional complex representation $`V`$ of $`SL_2(F)`$, we now define the base change representation $`\mathrm{\Psi }(V)`$ of the group $`G_{\mathrm{}}(E)`$ \[LS\]. We define it first when $`V`$ is irreducible and extend it additively. If $`V`$ is irreducible, then $`V`$ can be written as,

$$V_{vP_{\mathrm{}}(F)}V_v,$$

where $`P_{\mathrm{}}(F)`$ is the collection of the archimedean places of $`F`$, and the component $`V_v`$ of $`V`$ at the place $`v`$ is an irreducible representation of $`SL_2(F_v)SL_2()`$, say of dimension $`k(v)`$.

Let $`V_k`$ (resp. $`\overline{V}_k`$) denote the irreducible, holomorphic (resp. anti-holomorphic) representation of $`SL_2()`$ of dimension $`k`$. Restricted to $`SU(2)`$ they give raise to isomorphic representations, which we continue to denote by $`V_k`$. Define the representation $`W_k`$ of $`SL_2()`$ by $`W_k=V_k\overline{V}_k`$.

Suppose $`D`$ is a quaternion algebra over $`E`$. We define the base change coefficients $`\mathrm{\Psi }(V)`$ of $`G_{\mathrm{}}(E)`$, as a tensor product of the representations $`\mathrm{\Psi }(V)_w`$ of the component groups $`G(E_w)`$, as $`w`$ runs over the collection of archimedean places of $`E`$. Suppose $`w`$ lies over a place $`v`$ of $`F`$. Define,

$$\mathrm{\Psi }(V)_w\{\begin{array}{cc}V_{k(v)}\hfill & \text{if }w\text{ is real},\hfill \\ W_{k(v)}\hfill & \text{if }v\text{ is complex}.\hfill \end{array}$$

Restricting the representation $`\mathrm{\Psi }(V)`$ to a torsion-free lattice $`\mathrm{\Gamma }`$ gives raise to a well defined local system $`_{\mathrm{\Psi }(V)}`$ on the manifold $`\mathrm{\Gamma }\backslash M`$. The extension of Theorem 1 to non-trivial coefficients is the following:

###### Theorem 2.

Let $`F`$ be a totally real number field, and $`L`$ be a solvable finite extension of $`F`$. Let $`E`$ be a finite extension of $`F`$ contained in $`L`$, and $`D`$ be a quaternion division algebra over $`E`$. Let $`V`$ be a finite dimensional complex representation of $`SL_2(F)`$. Then,

$$H^s(\mathrm{\Gamma }\backslash M,_{\mathrm{\Psi }(V)})0.$$

## 3. Proof

In order to prove Theorem 2, it is more convenient to work with the cohomology groups $`H^{}(G,E;V)`$, defined as a direct limit indexed by the compact open subgroups $`KG(𝔸_fE)`$:

$$H^{}(G,E;V)=\underset{K}{\underset{}{\mathrm{lim}}}H^{}(\mathrm{\Gamma }_K,\mathrm{\Psi }(V))\underset{K}{\underset{}{\mathrm{lim}}}H^{}(\mathrm{\Gamma }_K\backslash M,_V).$$

These cohomology groups can be reinterpreted in terms of the automorphic spectrum of $`G(𝔸E)`$. Let $`\rho `$ denote the representation of $`G(𝔸E)`$ acting by right translations on the space $`L^2(G(E)\backslash G(𝔸E))`$ consisting of square integrable functions on $`G(E)\backslash G(𝔸E)`$. This decomposes as a direct sum of irreducible admissible representations $`\pi `$ of $`G(𝔸F)`$ with finite multiplicity $`m(\pi )`$:

$$\rho =_\pi m(\pi )\pi ,$$

With respect to the decomposition $`G(𝔸E)=G_{\mathrm{}}(E)G(𝔸_fE)`$, write $`\pi =\pi _{\mathrm{}}\pi _f`$, where $`\pi _{\mathrm{}}`$ (resp. $`\pi _f`$) is a representation of $`G_{\mathrm{}}(E)`$ (resp. $`G(𝔸_fE)`$). The cohomology groups $`H^{}(G,E;V)`$ can also be expressed in terms of the relative Lie algebra cohomology (see \[BW\]) of the automorphic spectrum as,

(1)
$$H^{}(G,E;V)_\pi m(\pi )H^{}(𝔤,K_{\mathrm{}},\pi _{\mathrm{}}V)\pi _f,$$

where $`𝔤`$ is the Lie algebra of $`G_{\mathrm{}}(E)`$. Hence in order to prove the theorem, it is enough to construct an irreducible representation $`\pi `$ of $`G(𝔸_E)`$ with $`m(\pi )`$ positive and such that $`H^s(𝔤,K_{\mathrm{}},\pi _{\mathrm{}}V)`$ is non-zero.

We can assume that $`V`$ is irreducible of the form $`V_{vP_{\mathrm{}}(F)}V_{k(v)}`$. Let $`D_k^+`$ (resp. $`D_k^{}`$) be the holomorphic (resp. antiholomorphic) discrete series of $`SL_2()`$ of weight $`k+1`$. We have,

(2)
$$H^q(𝔰𝔩_2(),SO(2),D_k^\pm V_k)=\{\begin{array}{cc}\hfill & \text{if }q=1,\hfill \\ 0\hfill & \text{otherwise},\hfill \end{array}$$

where $`𝔰𝔩_2()`$ and $`𝔰𝔩_2()`$ denotes respectively the Lie algebras of $`SL_2()`$ and $`SL_2()`$.

Let $`S`$ be a finite set of finite places of $`F`$, containing all the finite places $`v`$ of $`F`$ dividing a finite place of $`E`$ at which $`D`$ ramifies. By \[LS, Proposition 2.5\], there exists an irreducible, admissible representation of $`SL_2(𝔸F)`$ satisfying the following properties:

* The multiplicity $`m_0(\pi )`$ of $`\pi `$ occuring in the cuspidal spectrum $`L_0^2(SL_2(F)\backslash SL_2(𝔸F))`$ consisting of square integrable cuspidal functions on $`SL_2(F)\backslash SL_2(𝔸F)`$ is nonzero. Further $`\pi `$ is stable in the sense of \[LL\].
* The local component $`\pi _v`$ of $`\pi `$ at an archimedean place $`v`$ of $`F`$ is a discrete series representation, with $`\pi _v\{D_{k(v)}^+,D_{k(v)}^{}\}`$.
* For any $`vS`$, the local component $`\pi _v`$ of $`\pi `$ is isomorphic to the Steinberg representation of $`SL_2(F_v)`$.

Let $`\mathrm{\Pi }`$ be a cuspidal, automorphic representation of $`GL_2(𝔸F)`$, such that $`\pi `$ occurs in the restriction of $`\mathrm{\Pi }`$ to $`SL_2(𝔸F)`$. Let $`\mathrm{\Pi }_L`$ be the base change of $`\mathrm{\Pi }`$ to $`GL_2(𝔸L)`$ defined by Langlands in \[L\]. Since $`\pi `$ is stable, i.e., $`\mathrm{\Pi }`$ is not automorphically induced from a character of a quadratic extension of $`F`$, $`\mathrm{\Pi }_L`$ is a cuspidal automorphic representation of $`GL_2(𝔸L)`$.

Let $`H`$ be the Galois group of $`L`$ over $`E`$. Since $`\mathrm{\Pi }_L`$ is $`H`$-invariant, by the descent criterion proved in \[R\], there exists an idele class character $`\chi `$ of $`L`$, such that the representation $`\mathrm{\Pi }_L\chi `$ is the base change from $`E`$ to $`L`$ of a cuspidal representation $`\mathrm{\Pi }_E`$ of $`GL_2(𝔸E)`$. Let $`\pi _E`$ be a constituent of the restriction of $`\mathrm{\Pi }_E`$ to $`SL_2(𝔸E)`$, and occuring in the automorphic spectrum $`G(𝔸_E)`$ with non-zero multiplicity $`m(\pi _E)`$.

Base change makes sense at the level of $`L`$-packets (see \[LS\]), and let $`\pi _{k,}`$ denote the representation of $`SL_2()`$ obtained as base change of the $`L`$-packet $`\{D_k^+,D_k^{}\}`$ ($`L`$-packets for complex groups consist of only one element). It is known that (see \[LS\]),

(3)
$$H^1(𝔰𝔩_2(),SU(2),\pi _{k,}W_k)0.$$

Let $`w`$ be an archimedean place of $`E`$ lying over a real place $`v`$ of $`F`$. Now twisting by a character does not alter the restriction of an automorphic representation of $`GL_2`$ to $`SL_2`$. Hence if $`w`$ is a real place of $`E`$, then the local component $`\pi _{E,w}`$ of $`\pi _E`$ at $`w`$ belongs to $`\{D_{k(v)}^+,D_{k(v)}^{}\}`$, and if $`w`$ is a complex place of $`E`$, then $`\pi _{E,w}`$ is isomorphic to $`\pi _{k(v),}`$.

The local components of the base change to $`E`$ of $`\pi `$ continues to be the Steinberg representation of $`SL_2(E_w)`$, at the places of $`E`$ where $`D`$ ramifies. By the theorem of Jacquet-Langlands (\[JL\], \[LS\]) applied to $`L`$-packets of $`SL_2`$ and it’s inner forms, we get an automorphic representation $`JL(\pi _E)`$ of $`G`$ over $`E`$. At a place $`w`$ where $`D`$ is ramified, the local component $`JL(\pi _E)_w`$ is isomorphic to the restriction of the representation $`V_{k(v)}`$ to $`SU(2)`$, where $`v`$ is a place of $`F`$ dividing $`w`$. In particular, the zeroth relative Lie cohomology group

(4)
$$H^0(𝔰𝔲_2,SU_2,V_kV_k)=(V_kV_k)^{SU(2)}0.$$

At a place $`w`$ of $`E`$ where $`D`$ splits, $`JL(\pi _E)_w\pi _{E,w}`$, and hence the first relative Lie algebra cohomology with coefficients in the component of $`\mathrm{\Psi }(V)`$ at $`w`$ is non-zero. It follows from equations (2), (3), (4) and by the Kunneth formula for the relative Lie algebra cohomology that

$$H^s(𝔤,K_{\mathrm{}},JL(\pi _E)_{\mathrm{}}\mathrm{\Psi }(V))0.$$

By Equation (1), this proves Theorem 2.


text:
# Recursiveness, Switching, and Fluctuations in a Replicating Catalytic Network

## Abstract

A protocell model consisting of mutually catalyzing molecules is studied in order to investigate how chemical compositions are transferred recursively through cell divisions under replication errors. Depending on the path rate, the numbers of molecules and species, three phases are found: fast switching state without recursive production, recursive production, and itinerancy between the above two states. The number distributions of the molecules in the recursive states are shown to be log-normal except for those species that form a core hypercycle, and are explained with the help of a heuristic argument.

In a cell, a huge number of chemicals is synthesized by mutual catalyzation leading to replication of molecules that allow a cell to grow until it is large enough to divide into two. How the underlying reaction networks give rise to the recursive production of cells is an important question, not only when considering the origin of life Eigen ; Dyson  but also when trying to understand the general features of a modern cell’s biochemical reaction dynamics.

As a simple prototype of a reproducing cell, let us consider a set of chemicals with some catalytic activities. How can such a system consisting of chemicals connected by a catalytic reaction network sustain recursive production? Are there any generic properties in the dynamics and fluctuations of such reproducing systems?

These questions were originally addressed in connection with the origin of life. Eigen and Schuster proposed the hypercycleEigen  as a mechanism to overcome an inevitable loss in the catalytic activities through mutations, while DysonDyson  argued that it is possible for a collection of chemicals to be sustained by mutual catalytic activity. Although the hypercycle itself may be susceptible to destruction by parasitic molecules, i.e., molecules which are catalyzed by the hypercycle species but themselves do not catalyze other molecules, it was later shown that compartmentalization by a cell structure or localized patterns in reaction-diffusion systems may suppress the invasion of parasitic molecules Hogeweg ; McCaskill .

Here, we study a simple model of mutually catalyzing molecules and classify the biochemical states according to their ability for recursive reproduction. Besides fixed recursive states, we find fast switching states and several quasi-recursive states that allow for both recursive reproduction and evolution. Last, we study the characteristics of the number distributions of the molecular species in these replicating cells.

We envision a (proto)cell containing $`k`$ molecular species with some of the species possibly having a zero population. A chemical species can catalyze the synthesis of some other chemical species as

$$[i]+[j][i]+2[j].$$
(1)
with $`i,j=1,\mathrm{},k`$ according to a randomly chosen reaction network (with a connection rate of the catalytic path given by $`\rho `$) which is kept fixed throughout each simulation. Furthermore, each molecular species $`i`$ has a randomly chosen catalytic ability $`c_i[0,1]`$. (I.e., the above reaction (1) occurs with the rate $`c_i`$). Assuming an environment with an ample supply of chemicals available to the cell, the molecules then replicate leading to an increase in their numbers within a cell. It is the dynamics of these molecule numbers $`N_i`$ of the species $`i`$ under replication that are our main concern here.

During the replication process, structural changes, e.g. the alternation of a sequence in a polymer, may occur that alter the catalytic activities of the molecules. The rate of such structural changes is given by the replication ’error rate’ $`\mu `$. As a simplest case, we assume that this ‘error’ leads to all other molecule species with equal probability, (i.e., with the rate $`\mu /(k1)`$). In reality of course, even after a structural change, the replicated molecule will keep some similarity with the original molecule, and this equal rate of transition to other molecule species is a drastic simplification. We therefore carried out also some simulations where the errors in replication only lead to a limited range of molecule species and found that the simplification does not affect the basic conclusions presented here.

The model is simulated as follows: At each step, a pair of molecules, say, $`i`$ and $`j`$, is chosen randomly. If there is a reaction path between species $`i`$ and $`j`$, and $`i`$ ($`j`$) catalyzes $`j`$ ($`i`$), one molecule of the species $`j`$ ($`i`$) is added with probability $`c_i`$ ($`c_j`$), respectively. The molecule is then changed to another randomly chosen species with the probability of the replication error rate $`\mu `$. When the total number of molecules exceeds a given threshold (denoted as $`N`$), the cell divides into two such that each daughter cell inherits half ($`N/2`$) of the molecules of the mother cell, chosen randomly. In order to take the importance of the discreteness in the moluclue numbers Togashi  into account, we adopted a stochastic rather than the usual differential equations approach.

The cell state at the $`n`$-th division is characterized by the molecule numbers of the chemical species $`\{N_1^n,N_2^n,\mathrm{},N_k^n\}`$ (with $`_jN_j^n=N`$), while there are four basic parameters; $`N`$, $`k`$, $`\mu `$, and $`\rho `$. By investigating the dynamics of one thousand randomly chosen networks, and changing the four parameters, we have found that the behaviors of the system can be classified into just the following three types:

(A) Fast switching states without recursiveness

(B) Fixed recursive states

(C) Itinerancy over several quasi-recursive states

In phase (A), even though each generation has some dominating species as with regards to the molecule numbers, the dominating species change every few generations and information regarding the previously dominating species is totally lost often to the point that its population drops to zero. Indeed, by autocatalytic reactions, the population of one dominant species can be amplified, but soon it is replaced by another chemical that is catalyzed by it (see Fig.1a).

In phase (B), a recursive state is established where the chemical composition is stable enough to withstand the division process. Once reached, this state lasts very long (e.g., for as long the simulation lasts, say $`10^4`$ generations) (see Fig.1b).

The recursive state (‘attractor’) here is not necessarily a fixed point (with fluctuations) since the molecule numbers may oscillate in time. Nevertheless, the overall chemical compositions remain within certain ranges: for example, the major species (i.e. those that are synthesized by themselves, not by an error in the replication process) are not altered over the generations. Generally, all the observed recursive states consist of 5-12 species, except for those species which exist only as a result of replication errors. (see also Lancet  for recursive transmission of state in a network model with some structure).

For example, in the recursive state depicted in Fig.1b, there are 11 species whose populations remain in existence throughout the simulation. As is shown in Fig.2, the replication of the molecules is sustained by the ’core hypercycle’ $`1091113109`$ where the catalytic activities of these core species satisfy $`c_{13}>c_{109}>c_{11}`$, and accordingly we have for the respective populations $`N_{11}>N_{109}>N_{13}`$. This relationship is natural, since molecules with higher catalytic activities result in the synthesis of more molecules other than themselves thus suppressing their own population fractionestimate .

Here, through mutual catalyzation, molecules with higher catalytic activities are catalyzed by molecules with lower activities but larger populations. To destroy such a network of mutual support, large fluctuations in molecule numbers are required, which are rare for large $`N`$. Hence parasitic molecule species cannot easily invade the core.

In phase (C), the system alternates between quasi-recursive states similar to phase (B) that last for many generations and fast switching states similar to phase (A). The quasi-recursive state itself can be subjected to switches between core hypercylces as can be seen in Fig.1c where a switch occurs from an initial core hypercycle ($`109`$,$`11`$,$`13`$), to the next core hypercycle $`(11,13,195,155)`$ around the 8500th generation. Subsequently, around the 12000th generation, the core network is taken over by parasites to enter the phase (A) like fast switching state which in turn gives way for a new quasi-recursive state around the 14000th generation.

When $`N`$ is not so large, the molecule number of the species with the highest catalytic activity in the core hypercycle can become small due to fluctuations, and subsequently succumb to parasitic molecules. Then, the core hypercycle loses its main catalyst resulting in its collapse giving way to a fast switching state that in turn will allow the formation of a new core hypercycle (which can but does not have to be identical to the previous one).

Which one of the phases (A), (B), (C) appears, of course, depends on the parameters and the specific structure of the network. There is however, a clear dependence of the fraction of the networks leading to each of these phases on the parameter values. The fraction of (B) increases and the fraction of (A) decreases for increasing $`N`$, or for decreasing $`k`$, $`\rho `$ or $`\mu `$. For a more systematic investigation, it is useful to classify the phases by the similarity of the chemical compositions between two cell division eventsLancet . This can be done by defining a $`k`$-dimensional vector $`\stackrel{}{V_n}`$=$`(p_n(1),..,p_n(k))`$ with $`p_n(i)=N_n(i)/N`$ and measuring the similarity between $`\mathrm{}`$ successive generations with the help of the inner product $`H_{\mathrm{}}=\stackrel{}{V_n}\stackrel{}{V_{n+\mathrm{}}}/(|V_n||V_{n+\mathrm{}}|)`$. In Fig.3, the average similarity $`\overline{H_{20}}`$ and the average division time are plotted for 50 randomly chosen reaction networks as a function of the path probability $`\rho `$. For $`\rho >0.2`$, phase (A) is observed for nearly all the networks (e.g. $`48/50`$), while for lower path rates, the fraction of (C) (with a few (B)) increases. (Roughly speaking the networks with $`\overline{H_{20}}>.9`$ belong to $`C`$, and those with $`\overline{H_{20}}<.4`$ to $`A`$).

In general, we have found a positive correlation between the growth speed of a cell, the similarity $`H`$, and the diversity of the molecules. (In Fig.3, networks with larger $`H`$ have smaller division times). The recursive states, established by a variety of species, maintain higher growth speeds since they effectively suppress parasitic molecules. In Fig. 3, for decreasing path rates, the variations in the division speeds of the networks become larger, and some networks that reach recursive states have higher division speeds than networks with larger $`\rho `$. On the other hand, when the path rate is too low, the protocells generally cannot grow since the probability to have useful connections in the network is nearly zero. Indeed an optimal path rate seems to exist (e.g., around $`.05`$ for $`k=200`$, $`N=12800`$ as in Fig.3) for which some networks have rather high growth speeds. Consequently, in an environment that necessitates competition for growth, protocells having such optimal networks will be more successful than protocells with sub-optimal networks.

Finally, we investigate the fluctuations of the molecule numbers of each of the species. Since the number of molecules is not very large, the fluctuations over the generations can possibly have a significant impact on the dynamics of the system. In order to quantify the sizes of these fluctuations, have measured the distribution $`P(N_i)`$ for each molecule species $`i`$, by sampling over division events. Our numerical results are summarized as follows:

(I) For the fast switching states, the distribution $`P(N_i)`$ satisfies the power law $`P(N_i)N_i^\alpha `$, with $`\alpha 2`$.

(II) For recursive states, the fluctuations in the core network (i.e., 13,11,109 in Fig.2) are typically small. On the other hand, species that are peripheral to but catalyzed by the core hypercycle have log-normal distributions $`P(N_i)exp(\frac{(logN_i\overline{logN_i})^2}{2\sigma })`$, as shown in Fig.4. We have also plotted the variance $`\overline{(N_i\overline{N_i})^2}`$ ($`\overline{..}`$ is the average of the distribution $`P(N_i)`$) and the deviation between the peak of $`P(N_i)`$ and $`\overline{N_i}`$, divided by the average $`\overline{N_i}`$. As can be seen, the variance and the fluctuations in the core network are small, especially for the minority species (i.e., 13). For molecule species that do not belong to the core hypercycle, the variance scaled by the average increases as the average decreases. Furthermore, there is a distinct deviation between the peak and the average (except for the core species), since the distribution has a tail for larger sizes. On the other hand, if we use the variable $`logN_i`$ when plotting the distribution, it is closer to a Gaussian, and the difference between the peak and the average is suppressed.

The origin of the log-normal distributions here can be understood by the following rough argument: for a replicating system, the growth of the molecule number $`N_m`$ of the species $`m`$ is given by $`dN_m/dt=AN_m`$ where $`A`$ is the average effect of all the molecules that catalyze $`m`$. We can then obtain the estimate $`dlogN_m/dt=\overline{a}+\eta (t).`$ by replacing $`A`$ with its temporal average $`\overline{a}`$ plus fluctuations $`\eta (t)`$ around it estim2 . If $`\eta (t)`$ is approximated by a Gaussian noise, the log-normal distribution for $`P(N_m)`$ is suggested (this argument is valid if $`\overline{a}>0`$). For the fast stitching state the growth of each molecule species is close to zero on the average and in this case, by considering the Langevin equation with boundary conditions, the power law follows as discussed in Sornette ; Mikhailov .

If several molecules mutually catalyze each other, due to the central limit theorem, one would expect their distributions to be close to Gaussian, and this is indeed the case for the three core species.

By studying a variety of networks, the observed distributions of the molecule numbers can be generally summarized as: (1)Distribution close to Gaussian form, with relatively small variances in the core (hypercycle) of the network. (2)Distribution close to log-normal, with larger fluctuations for a peripheral parts of the network. (3) Power-law distributions for parasitic molecules that appear intermittentlyrem .

To sum up, features of a protocell with catalytic reactions and divisions are classified into three phases. Recursive states (B) and switching over quasi-recursive states (C) should be noted, that maintain catalytic activities for cell reproduction. Besides the establishment of recursive growth, variability of cells in their chemical compositions is necessary, in order to ensure evolvability. Previously, we pointed out the relevance of minority molecules in mutually catalyzing systems for making recursive growth and evolution compatibleKK.MCT. Indeed, phase (C) satisfies both the features, since novel quasi-recursive states with different chemical compositions are visited successively, triggered by extinctions of minority molecules in the core hypercycle networks.

We showed suppression of the fluctuation of molecules at a core hypercycle network and ubiquity of log-normal distribution of those at a peripheral network, which can be testified for the present cell, using recent advances in quantitative measurements of the fluctuations. Indeed, it is interesting to note that the distributions of the abundances of fluorescent proteins, measured by flow-cytometry are often closer to log-normal than Gaussianyomo . Furthermore, e.g. the size of bacteriayomo  and some cells in bloodsize  (as well as human body weight) obey log-normal distributions.

I would like to thank C. Furusawa, F. Willeboordse, and T. Yomo for useful discussions. This research was supported by 11CE2006.