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# 1 Introduction

## 1 Introduction

The computation of the eigenvalues of the conserved charges - in particular the local ones - is a very important issue in the study of $`1+1`$ dimensional integrable models. For instance, the local integrals of motion have recently revealed to enter the form of off-critical null-vectors . Among the various methods of computing, a possible one uses a discretisation of the space and the diagonalisation of the discrete transfer matrix by means of a Bethe Ansatz technique. The problem of recovering the continuous limit of such eigenvalues can be tackled using nonlinear integral equations, method previously applied to genuine lattice models like the XXZ chain and the inhomogeneous six-vertex model .

In a previous paper  we coupled on the lattice the Lax operators of two - left and right - quantum (m)KdV equations, proposing two slightly different monodromy matrices as possible descriptions of perturbed minimal conformal field theories. The Bethe Ansatz diagonalization of the discrete transfer matrices was completely achieved, showing that the problem is somehow equivalent to a twisted spin $`1/2`$ XXZ chain with alternating dishomogeneities. The twist was called dynamical, because it is automatically generated by the theory (and depends on the number of Bethe roots), not introduced as an external ad hoc parameter. We concluded that this lattice model describes, in some sense, a dynamically twisted version of the lattice sine-Gordon theory  and, in this respect, we conjectured and partially argued that in the continuous limit it gives a description of perturbed minimal conformal models.

In this letter we address the problem of performing the continuous limit of the eigenvalues of the aforementioned transfer matrices , by finding the nonlinear integral equation obeyed by the counting function. In particular, exact expressions of all the local integrals of motion are given as nonlinear functionals of the counting function. This problem is different from that solved in , since these papers used a lattice approach to the twisted sine-Gordon model based on an inhomogeneous spin $`+1/2`$ chain (with a suitably added twist). However, this lattice discretisation does not furnish a transfer matrix for the sine-Gordon model, whereas our construction is endowed with an off-critical transfer matrix, which generates all the integrals of motion, in particular the local ones. On the other hand, our lattice model satisfies a braided version of the Yang-Baxter algebra .

## 2 The nonlinear integral equation for the vacuum sector

In this paper we continue the work done in , extending it to the massive case in an unifying view of conformal and off-critical theory. In fact, we start by recalling the introduction of the mass , realised through coupling two KdV theories via dishomogeneities. More precisely, we considered on a lattice of length $`R`$, spacing $`\mathrm{\Delta }`$ and number of sites $`N=R/\mathrm{\Delta }`$, $`N4`$, the following monodromy matrices

$`𝐌(\alpha )`$ $``$ $`e^{\frac{i\pi \beta ^2}{2}}{\displaystyle \underset{i=1}{\overset{\stackrel{N/4}{}}{}}}\overline{L}_{4i}(\alpha +\mathrm{\Theta })\overline{L}_{4i1}(\alpha +\mathrm{\Theta })L_{4i2}(\alpha \mathrm{\Theta })L_{4i3}(\alpha \mathrm{\Theta }),`$ (2.1)
$`𝐌^{}(\alpha )`$ $``$ $`e^{\frac{i\pi \beta ^2}{2}}{\displaystyle \underset{i=1}{\overset{\stackrel{N/4}{}}{}}}L_{4i}(\alpha \mathrm{\Theta })L_{4i1}(\alpha \mathrm{\Theta })\overline{L}_{4i2}(\alpha +\mathrm{\Theta })\overline{L}_{4i3}(\alpha +\mathrm{\Theta }),`$ (2.2)
with coupling constant $`0\beta ^21`$ and dishomogeneity $`\mathrm{\Theta }`$ real. In these formulæ left Lax operators $`L_m(\alpha )`$ and right Lax operators $`\overline{L}_m(\alpha )`$ are given by

$$L_m(\alpha )\left(\begin{array}{cc}e^{iV_m^{}}& e^\alpha e^{iV_m^+}\\ e^\alpha e^{iV_m^+}& e^{iV_m^{}}\end{array}\right),\overline{L}_m(\alpha )\left(\begin{array}{cc}e^{iV_m^+}& e^\alpha e^{iV_m^{}}\\ e^\alpha e^{iV_m^{}}& e^{iV_m^+}\end{array}\right),$$
(2.3)
where $`V_m^\pm `$ are the discretised quantum counterparts of the mKdV variables $`v`$ (left case) and $`\overline{v}`$ (right case) and satisfy the nonultralocal commutation relations

$`[V_m^\pm ,V_n^\pm ]=\pm {\displaystyle \frac{i\pi \beta ^2}{2}}(\delta _{m1,n}\delta _{m,n1}),`$ (2.4)
$`[V_m^+,V_n^{}]={\displaystyle \frac{i\pi \beta ^2}{2}}(\delta _{m1,n}2\delta _{m,n}+\delta _{m,n1}),`$ (2.5)
and the periodicity conditions $`V_{m+N}^\pm =V_m^\pm `$. In fact, we have proved in  that, as a consequence of (2.4, 2.5), monodromy matrices (2.1) and (2.2) satisfy braided Yang-Baxter equations . Moreover, the diagonalisation of the corresponding transfer matrices  is based on the Bethe equations

$$e^{\epsilon 2i\pi \beta ^2l}\underset{\stackrel{r=1}{rs}}{\overset{l}{}}\frac{\mathrm{sinh}(\alpha _s\alpha _r+i\pi \beta ^2)}{\mathrm{sinh}(\alpha _s\alpha _ri\pi \beta ^2)}=\left[\frac{\mathrm{sinh}\left(\alpha _s+\mathrm{\Theta }\frac{i\pi \beta ^2}{2}\right)\mathrm{sinh}\left(\alpha _s\mathrm{\Theta }\frac{i\pi \beta ^2}{2}\right)}{\mathrm{sinh}\left(\alpha _s+\mathrm{\Theta }+\frac{i\pi \beta ^2}{2}\right)\mathrm{sinh}\left(\alpha _s\mathrm{\Theta }+\frac{i\pi \beta ^2}{2}\right)}\right]^{N/4},$$
(2.6)
in which $`l`$ is the number of Bethe roots and $`\epsilon `$ is equal to $`+1`$ for (2.1) and to $`1`$ for (2.2). Correspondingly, the eigenvalues on Bethe states of the transfer matrices are

$$𝚲_N(\alpha )=𝚲_N^+(\alpha )+𝚲_N^{}(\alpha ),$$
(2.7)
where

$$𝚲_N^\pm (\alpha )=e^{\epsilon i\pi \beta ^2l}\underset{r=1}{\overset{l}{}}\frac{\mathrm{sinh}(\alpha \alpha _r\pm i\pi \beta ^2)}{\mathrm{sinh}(\alpha \alpha _r)}\rho _N^\pm (\alpha )$$
(2.8)
and

$$\rho _N^\pm (\alpha )=e^{\frac{\mathrm{\Theta }N}{2}}\left[4\mathrm{sinh}\left(\mathrm{\Theta }\alpha \frac{i\pi \beta ^2}{2}\right)\mathrm{sinh}\left(\mathrm{\Theta }+\alpha \pm \frac{i\pi \beta ^2}{2}\right)\right]^{N/4}.$$
(2.9)
Comparison with equation (2.18) of  shows that, after the identifications $`2\mathrm{cosh}2\mathrm{\Theta }=1/S`$, $`\alpha _s=\lambda _si\pi /2`$ and the substitution $`\beta ^2\beta ^2/8\pi `$, Bethe equations (2.6) coincide with the Bethe equations for the lattice sine-Gordon model  twisted by the dynamical factor $`e^{\epsilon 2i\pi \beta ^2l}`$.

Now we want to summarise all the Bethe equations (2.6) into a single nonlinear integral equation. As a preliminary, we define the function, analytic in the strip $`|\text{Im}x|<\text{min}\{\zeta ,\pi \zeta \},\mathrm{\hspace{0.17em}\hspace{0.17em}0}\zeta <\pi `$,

$$\varphi (x,\zeta )i\mathrm{ln}\frac{\text{sinh}(i\zeta +x)}{\text{sinh}(i\zeta x)},$$
(2.10)
which allows us to define the counting function

$$Z_N(x)\frac{N}{4}\left[\varphi (x+\mathrm{\Theta },\frac{\pi \beta ^2}{2})+\varphi (x\mathrm{\Theta },\frac{\pi \beta ^2}{2})\right]+\underset{r=1}{\overset{l}{}}\varphi (x\alpha _r,\pi \beta ^2)+2\pi \beta ^2\epsilon l.$$
(2.11)
In terms of the counting function the equations (2.6) assume the form

$$Z_N(\alpha _s)=\pi (2I_sl1),I_s.$$
(2.12)
Between the various solutions to the Bethe equations we single out the vacuum, i.e. the eigenstate with the minimum energy, for which $`\alpha _s`$ are real and $`Z_N(\alpha _s)`$ are equal to all the numbers of the form (2.12) between $`Z_N(\mathrm{})`$ and $`Z_N(+\mathrm{})`$. From (2.11) it follows that these two extremes are

$$Z_N(\pm \mathrm{})=\pm \frac{N}{4}(2\pi 2\pi \beta ^2)\pm l(\pi 2\pi \beta ^2)+2\pi \beta ^2\epsilon l.$$
(2.13)
The vacuum minimises the energy - which we will define in next section - when

$$1/3<\beta ^2<2/3,$$
(2.14)
and the “twist” $`2\pi \beta ^2\epsilon l`$ is small enough mod. $`2\pi `$. Considering $`\beta ^2`$ in the region (2.14), we now want to write an equation for the counting function associated to the vacuum in the continuous limit: $`N+\mathrm{}`$, $`R`$ fixed. We firstly remark that (2.13) imply that in the continuous limit also $`l+\mathrm{}`$ and therefore, even if we define

$$\beta ^2=p/p^{},p<p^{}\text{coprimes},$$
(2.15)
the last term in (2.11) is divergent. Therefore, we stick to the different subsequences

$$l=np^{}+\kappa ,0\kappa p^{}1,$$
(2.16)
where $`n+\mathrm{}`$ with $`\kappa `$ fixed. Discarding in the definition of $`Z_N(x)`$ multiples of $`2\pi `$ we get:

$$Z_N(x)=\frac{N}{4}\left[\varphi (x+\mathrm{\Theta },\frac{\pi }{2}\beta ^2)+\varphi (x\mathrm{\Theta },\frac{\pi }{2}\beta ^2)\right]+\underset{r=1}{\overset{l}{}}\varphi (x\alpha _r,\pi \beta ^2)+2\pi \epsilon \omega ,$$
(2.17)
where $`\omega `$ is finite in the continuous limit (the double braces denote the fractional part):

$$\omega =\left\{\left\{\frac{p\kappa }{p^{}}\right\}\right\}.$$
(2.18)
Now, using standard techniques (see ), one can rewrite a sum over the vacuum Bethe roots of a function $`f_N`$ with no poles on a strip around the real axis as follows: 111We are fixing $`l`$ to be even in the following (i.e. $`e^{iZ_N(\alpha _s)}=1`$), as the case $`l`$ odd can be treated along the same lines and in the end does not add new information.

$$\underset{r=1}{\overset{l}{}}f_N(\alpha _r)=_{\mathrm{}}^+\mathrm{}\frac{dx}{2\pi }f_N^{}(x)Z_N(x)+2_{\mathrm{}}^+\mathrm{}\frac{dx}{2\pi }f_N^{}(x)\text{Im}\mathrm{ln}\left[1+e^{iZ_N(x+i0)}\right].$$
(2.19)
Applying (2.19) to the sum contained in (2.17) we get

$`Z_N(x)={\displaystyle \frac{N}{4}}\left[\varphi (x+\mathrm{\Theta },{\displaystyle \frac{\pi }{2}}\beta ^2)+\varphi (x\mathrm{\Theta },{\displaystyle \frac{\pi }{2}}\beta ^2)\right]+2\pi \epsilon \omega +`$
$`+`$ $`{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle \frac{dy}{2\pi }}\varphi ^{}(xy,\pi \beta ^2)Z_N(y)2{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle \frac{dy}{2\pi }}\varphi ^{}(xy,\pi \beta ^2)\text{Im}\mathrm{ln}\left[1+e^{iZ_N(y+i0)}\right].`$
Let us define for sake of conciseness

$`K(x){\displaystyle \frac{1}{2\pi }}\varphi ^{}(x,\pi \beta ^2),\mathrm{\Phi }(x)\varphi (x+\mathrm{\Theta },{\displaystyle \frac{\pi }{2}}\beta ^2)+\varphi (x\mathrm{\Theta },{\displaystyle \frac{\pi }{2}}\beta ^2),`$
$`L_N(x)\text{Im}\mathrm{ln}\left[1+e^{iZ_N(x+i0)}\right].`$ (2.21)
In these notations the Fourier transform of relation (2) is

$$\widehat{Z}_N(k)=\frac{N}{4}\frac{\widehat{\mathrm{\Phi }}(k)}{1\widehat{K}(k)}2\frac{\widehat{K}(k)}{1\widehat{K}(k)}\widehat{L}_N(k)+4\pi ^2\epsilon \omega \frac{\delta (k)}{1\widehat{K}(k)},$$
(2.22)
where we have adopted the convention $`\widehat{f}(k)_{\mathrm{}}^+\mathrm{}𝑑xe^{ikx}f(x)`$ about the Fourier transform. Explicitly, the Fourier transforms of the first two functions in (2.21) are respectively

$$\widehat{K}(k)=\frac{\mathrm{sinh}k\left(\frac{\pi }{2}\pi \beta ^2\right)}{\mathrm{sinh}\frac{\pi }{2}k},\widehat{\mathrm{\Phi }}(k)=\frac{4\pi }{ik}\frac{\mathrm{sinh}k\left(\frac{\pi }{2}\frac{\pi }{2}\beta ^2\right)}{\mathrm{sinh}\frac{\pi }{2}k}\mathrm{cos}k\mathrm{\Theta }.$$
(2.23)
Reparametrising the coupling constant $`\beta ^2`$, introducing the kernel $`G(\theta )`$ and the renormalised twist $`\stackrel{~}{\omega }`$,

$$\gamma \pi (1\beta ^2),\widehat{G}(k)\frac{\widehat{K}(k)}{1\widehat{K}(k)}=\frac{\mathrm{sinh}k\left(\frac{\pi }{2}\gamma \right)}{2\mathrm{cosh}k\frac{\gamma }{2}\mathrm{sinh}k\left(\frac{\pi }{2}\frac{\gamma }{2}\right)},\stackrel{~}{\omega }\frac{\pi }{\beta ^2}\omega ,$$
(2.24)
equation (2.22) takes the compact form

$$\widehat{Z}_N(k)=\frac{N}{4}\frac{\widehat{\mathrm{\Phi }}(k)}{1\widehat{K}(k)}+2\widehat{G}(k)\widehat{L}_N(k)+2\pi \epsilon \stackrel{~}{\omega }\delta (k).$$
(2.25)
Now we want to Fourier anti-transform and then to perform the continuous limit: therefore, it is necessary to work out in such a limit the behaviour of the anti-transform of the first term in the r.h.s.

$`F_N(x)`$ $``$ $`{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle \frac{dk}{2\pi }}e^{ikx}\left({\displaystyle \frac{N}{4}}{\displaystyle \frac{\widehat{\mathrm{\Phi }}(k)}{1\widehat{K}(k)}}\right)=`$ (2.26)
$`=`$ $`{\displaystyle \frac{\pi N}{4i}}{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle \frac{dk}{2\pi k}}\left[e^{ik(x+\mathrm{\Theta })}+e^{ik(x\mathrm{\Theta })}\right]{\displaystyle \frac{\mathrm{sinh}k\left(\frac{\pi }{2}\frac{\pi }{2}\beta ^2\right)}{\mathrm{sinh}k\frac{\pi }{2}\beta ^2\mathrm{cosh}k\left(\frac{\pi }{2}\frac{\pi }{2}\beta ^2\right)}}.`$
This driving term may be evaluated through the residue theorem and it diverges in the continuous limit, unless $`\mathrm{\Theta }`$ depends on $`N`$ in a peculiar way. We sketch here the evaluation, since it differs from the previous ones  (even from the conformal case ). All the poles of the integrand lie on the imaginary axis and, when $`1/3<\beta ^2<2/3`$, the poles with smallest modulus are $`k=0,\pm i\frac{\pi }{\gamma }`$. If in the continuous limit $`\mathrm{\Theta }+\mathrm{}`$, we evaluate for fixed $`x`$ the integral in (2.26) containing $`e^{ik(x+\mathrm{\Theta })}`$ by choosing a semi-circle contour in the upper $`k`$-complex half-plane with a small semicircle avoiding the pole at $`k=0`$. Since the contributions from the other poles are damped by an exponential of $`\mathrm{\Theta }`$, the leading term is given by the residue at the pole with the smallest nonzero modulus, i.e. $`k=i\pi /\gamma `$, minus the contribution of the semicircle around $`k=0`$, whose value is linear in $`N`$: $`\frac{\pi N(1\beta ^2)}{8\beta ^2}`$. Analogously, in the evaluation of the integral containing $`e^{ik(x\mathrm{\Theta })}`$ we close the contour - containing a semicircle avoiding $`k=0`$ \- in the lower $`k`$-complex half-plane. Now, the leading contribution is given by the pole at $`k=i\pi /\gamma `$, minus the contribution of the semicircle around $`k=0`$, whose value $`\left(\frac{\pi N(1\beta ^2)}{8\beta ^2}\right)`$ cancels the previous one. Adding the two residue contributions we obtain (up to terms $`o(N^0)0`$ when $`N+\mathrm{}`$):

$$N+\mathrm{},F_N(x)=Ne^{\frac{\pi }{\gamma }\mathrm{\Theta }}\frac{\mathrm{sinh}\frac{\pi }{\gamma }x}{\mathrm{sin}\frac{\pi \beta ^2}{2(1\beta ^2)}}+o(N^0)=mR\mathrm{sinh}\frac{\pi }{\gamma }x+o(N^0),$$
(2.27)
where we have supposed a logarithmic divergence of $`\mathrm{\Theta }`$, via a constant mass parameter $`m`$ (in such a way that $`mR`$ is dimensionless):

$$\mathrm{\Theta }=\frac{\gamma }{\pi }\mathrm{ln}\left[\frac{mR}{N}\mathrm{sin}\frac{\pi \beta ^2}{2(1\beta ^2)}\right].$$
(2.28)
With this result in mind it is easy to write an equation satisfied by the counting function in the continuous limit, $`Z(x)`$, from relation (2.25):

$$Z(x)=mR\mathrm{sinh}\frac{\pi }{\gamma }x+2_{\mathrm{}}^+\mathrm{}𝑑yG(xy)\text{Im}\mathrm{ln}\left[1+e^{iZ(y+i0)}\right]+\epsilon \stackrel{~}{\omega }.$$
(2.29)
This nonlinear integral equation describes the $`\stackrel{~}{\omega }`$-vacuum of the theory at the different values of $`\stackrel{~}{\omega }`$.

Remark 1 Equation (2.29) has been found for $`1/3<\beta ^2<2/3`$ and small $`\stackrel{~}{\omega }`$. However, it can be considered without problems in the whole region $`0<\beta ^2<1`$ and $`\stackrel{~}{\omega }0`$, defining by analytical continuation a state of the continuous theory which minimises energy.

Remark 2 Equation (2.29) with $`\stackrel{~}{\omega }=0`$ would also describe the vacuum of the continuous theory from the lattice sine-Gordon model , with lagrangian

$$=\frac{1}{2}(\phi )^2+\frac{m_0^2}{8\pi \beta ^2}\mathrm{cos}\sqrt{8\pi }\beta \phi ,$$
(2.30)
where $`m_0=2\sqrt{2}\left(\frac{R}{N}\right)^1(\mathrm{cosh}2\mathrm{\Theta })^{1/2}`$ is a bare mass222From (2.28) we have the renormalised mass parameter $`m=\left[\frac{m_0}{4}\left(\frac{R}{N}\right)^{\beta ^2}\right]^{\frac{\pi }{\gamma }}/\mathrm{sin}\frac{\pi \beta ^2}{2(1\beta ^2)}`$ in the continuous limit.. Hence, there is a sort of interchange, given by the first of (2.24), between the coupling constant $`\beta `$ in the lagrangian and $`\gamma `$ in the equation (2.29).

## 3 Local charges and transfer matrix

The continuous limit of a sum like (2.19) can be expressed, once (2.29) has been put in, in terms of only the counting function $`Z(x)`$ (and the continuous limit of $`f_N(x),f(x)`$):

$$\underset{\stackrel{N+\mathrm{}}{N\mathrm{\Delta }=R}}{lim}\underset{r=1}{\overset{l}{}}f_N(\alpha _r)=f_b+_{\mathrm{}}^+\mathrm{}\frac{dx}{\pi }J_f(x)\text{Im}\mathrm{ln}\left[1+e^{iZ(x+i0)}\right].$$
(3.1)
We have rearranged the r.h.s. in order to separate the bulk contribution

$$f_b=\underset{N+\mathrm{}}{lim}\left[_{\mathrm{}}^+\mathrm{}\frac{dx}{2\pi }f_N^{}(x)\left(mR\mathrm{sinh}\frac{\pi }{\gamma }x+\epsilon \stackrel{~}{\omega }\right)\right],$$
(3.2)
from the finite size corrections depending on the linear functional

$$J_f(x)=\underset{N+\mathrm{}}{lim}_{\mathrm{}}^+\mathrm{}\frac{dk}{2\pi }e^{ikx}ik\widehat{f}_N(k)\widehat{J}(k),\widehat{J}(k)=\frac{\mathrm{sinh}k\frac{\pi }{2}}{2\mathrm{cosh}k\frac{\gamma }{2}\mathrm{sinh}k\left(\frac{\pi }{2}\frac{\gamma }{2}\right)}.$$
(3.3)
Formula (3.1) allows to calculate exactly state depending quantities of a Quantum Field Theory on cylinder. In particular this formula applies effectively to the calculation of the energy of the $`\stackrel{~}{\omega }`$-vacuum. We build up the hamiltonian operator in tight analogy with the same construction in lattice sine-Gordon model

$`H`$ $``$ $`{\displaystyle \frac{1}{4\mathrm{\Delta }\mathrm{sin}\pi \beta ^2\mathrm{cosh}2\mathrm{\Theta }}}\left[e^{2\alpha }{\displaystyle \frac{}{\alpha }}G_N^{}(\alpha )\right|{}_{\alpha =\mathrm{\Theta }\frac{i\pi \beta ^2}{2}}{}^{}+e^{2\alpha }{\displaystyle \frac{}{\alpha }}G_N^+(\alpha )|_{\alpha =\mathrm{\Theta }+\frac{i\pi \beta ^2}{2}}`$ (3.4)
$``$ $`e^{2\alpha }{\displaystyle \frac{}{\alpha }}G_N^{}(\alpha )\left|{}_{\alpha =\mathrm{\Theta }\frac{i\pi \beta ^2}{2}}{}^{}e^{2\alpha }{\displaystyle \frac{}{\alpha }}G_N^+(\alpha )\right|{}_{\alpha =\mathrm{\Theta }+\frac{i\pi \beta ^2}{2}}{}^{}],`$
where we have defined $`G_N^\pm (\alpha )\mathrm{ln}\left[\rho _N^\pm (\alpha )^1𝚲_N(\alpha )\right]`$. Using (2.7-2.9, 3.4), the eigenvalues of $`H`$ for a general Bethe state read as a sum on Bethe roots, $`\underset{r=1}{\overset{l}{}}h(\alpha _r,N,R)`$, where

$`h(x,N,R)={\displaystyle \frac{1}{4\mathrm{\Delta }\mathrm{sin}\pi \beta ^2\mathrm{cosh}2\mathrm{\Theta }}}[{\displaystyle \frac{e^{\mathrm{\Theta }x\frac{i\pi \beta ^2}{2}}}{\mathrm{sinh}\left(x+\mathrm{\Theta }+\frac{3i\pi \beta ^2}{2}\right)}}+{\displaystyle \frac{e^{\mathrm{\Theta }x+\frac{i\pi \beta ^2}{2}}}{\mathrm{sinh}\left(x+\mathrm{\Theta }+\frac{i\pi \beta ^2}{2}\right)}}`$
$`+{\displaystyle \frac{e^{3\mathrm{\Theta }x\frac{5i\pi \beta ^2}{2}}}{\mathrm{sinh}\left(x\mathrm{\Theta }+\frac{3i\pi \beta ^2}{2}\right)}}{\displaystyle \frac{e^{3\mathrm{\Theta }x\frac{3i\pi \beta ^2}{2}}}{\mathrm{sinh}\left(x\mathrm{\Theta }+\frac{i\pi \beta ^2}{2}\right)}}{\displaystyle \frac{e^{\mathrm{\Theta }x+\frac{i\pi \beta ^2}{2}}}{\mathrm{sinh}\left(x+\mathrm{\Theta }\frac{3i\pi \beta ^2}{2}\right)}}`$ (3.5)
$`+{\displaystyle \frac{e^{\mathrm{\Theta }x\frac{i\pi \beta ^2}{2}}}{\mathrm{sinh}\left(x+\mathrm{\Theta }\frac{i\pi \beta ^2}{2}\right)}}+{\displaystyle \frac{e^{3\mathrm{\Theta }x+\frac{5i\pi \beta ^2}{2}}}{\mathrm{sinh}\left(x\mathrm{\Theta }\frac{3i\pi \beta ^2}{2}\right)}}{\displaystyle \frac{e^{3\mathrm{\Theta }x+\frac{3i\pi \beta ^2}{2}}}{\mathrm{sinh}\left(x\mathrm{\Theta }\frac{i\pi \beta ^2}{2}\right)}}].`$
When $`1/3<\beta ^2<2/3`$, extending the results of  to $`\stackrel{~}{\omega }0`$, we are able to show that the $`\stackrel{~}{\omega }`$-vacuum is indeed the eigenstate with the lowest eigenvalue. Moreover, when the twist $`\stackrel{~}{\omega }=0`$ this is the energy of the lattice sine-Gordon model .

After Fourier transforming

$`ik\widehat{h}(k,N,R)`$ $`=`$ $`{\displaystyle \frac{ie^{2\mathrm{\Theta }}}{\mathrm{\Delta }\mathrm{cosh}2\mathrm{\Theta }\mathrm{sin}\pi \beta ^2}}{\displaystyle \frac{\pi k\mathrm{sinh}k\frac{\pi }{2}\beta ^2}{\mathrm{sinh}k\frac{\pi }{2}}}[\mathrm{sin}(k\mathrm{\Theta }\pi \beta ^2)e^{k\frac{\pi }{2}+k\pi \beta ^2}`$ (3.6)
$``$ $`\mathrm{sin}(k\mathrm{\Theta }+\pi \beta ^2)e^{k\frac{\pi }{2}k\pi \beta ^2}],`$
we are left with the evaluation of $`J_h(x)`$ (3.3) in the continuous limit

$`J_h(x)`$ $`=`$ $`\underset{N\mathrm{}}{lim}\{{\displaystyle \frac{Nie^{2\mathrm{\Theta }}}{2R\mathrm{cosh}2\mathrm{\Theta }\mathrm{sin}\pi \beta ^2}}{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle \frac{dk}{2\pi }}e^{ikx}{\displaystyle \frac{\pi k}{\mathrm{cosh}k\frac{\gamma }{2}}}[\mathrm{sin}(k\mathrm{\Theta }\pi \beta ^2)e^{k\frac{\pi }{2}+k\pi \beta ^2}`$ (3.7)
$``$ $`\mathrm{sin}(k\mathrm{\Theta }+\pi \beta ^2)e^{k\frac{\pi }{2}k\pi \beta ^2}]\}.`$
Again, because of relation (2.28) we can calculate exactly this limit by using the residue method (closing the contour of integration in the upper or in the lower $`k`$-complex half-plane). Collecting the finite contributions we obtain a simple behaviour

$$J_h(x)=4m\frac{\mathrm{sin}\left[\frac{\pi }{2}\frac{12\beta ^4}{1\beta ^2}\right]\mathrm{sin}\frac{\pi \beta ^2}{2(1\beta ^2)}}{(1\beta ^2)^2\mathrm{sin}\pi \beta ^2}\mathrm{sinh}\frac{\pi }{\gamma }x.$$
(3.8)
Hence, the finite size correction $`EE_b`$ to the energy of the $`\stackrel{~}{\omega }`$-vacuum is

$$EE_b=4m\frac{\mathrm{sin}\left[\frac{\pi }{2}\frac{12\beta ^4}{1\beta ^2}\right]\mathrm{sin}\frac{\pi \beta ^2}{2(1\beta ^2)}}{(1\beta ^2)^2\mathrm{sin}\pi \beta ^2}_{\mathrm{}}^+\mathrm{}\frac{dx}{\pi }\mathrm{sinh}\frac{\pi }{\gamma }x\text{Im}\mathrm{ln}\left[1+e^{iZ(x+i0)}\right].$$
(3.9)
As far as the $`\stackrel{~}{\omega }`$-vacuum state is concerned, this formula has been derived within a twisted lattice sine-Gordon model and hence proves the quantum equivalence with the approaches to the sine-Gordon model based on spin $`+1/2`$ XXZ chain . However, a different renormalisation of the mass occurs in (3.9).

We now want to compute the continuous limit of the eigenvalues of the transfer matrix (2.7) proposed in  as description of perturbed conformal field theories. To make formula (3.1) useful, we shall define $`𝐅_N^\pm (\alpha )\mathrm{ln}𝚲_N^\pm (\alpha )`$. Let us firstly concentrate on $`𝐅_N^+(\alpha )`$:

$`𝐅_N^+(\alpha )={\displaystyle \underset{r=1}{\overset{l}{}}}\left[\mathrm{ln}{\displaystyle \frac{\mathrm{sinh}(\alpha \alpha _r+i\pi \beta ^2)}{\mathrm{sinh}(\alpha \alpha _r)}}i\pi \epsilon \beta ^2\right]+`$ (3.10)
$`+`$ $`{\displaystyle \frac{N}{4}}\left[\mathrm{ln}2\mathrm{sinh}\left(\mathrm{\Theta }\alpha {\displaystyle \frac{i\pi \beta ^2}{2}}\right)+\mathrm{ln}2\mathrm{sinh}\left(\mathrm{\Theta }+\alpha +{\displaystyle \frac{i\pi \beta ^2}{2}}\right)2\mathrm{\Theta }\right].`$
Now we restrict ourselves to the $`\stackrel{~}{\omega }`$-vacua, although generalisations to excited states can be worked out along the developments of . The last addendum in (3.10) gives a contribution whose continuous limit is zero if $`0<\beta ^2<1/2`$ and infinity if $`1/2<\beta ^2<1`$. Therefore, we shall regularise $`𝐅^+(\alpha )`$ for $`1/2<\beta ^2<1`$ defining it as the analytic continuation of $`𝐅^+(\alpha )`$ with $`0<\beta ^2<1/2`$. With this regularisation in mind we obtain from (3.1)

$$𝐅^+(\alpha )=𝐅_b^+(\alpha )+_{\mathrm{}}^+\mathrm{}\frac{dx}{\pi }\left[_{\mathrm{}}^+\mathrm{}\frac{dk}{2\pi }e^{ikx}ik\widehat{f}^+(k,\alpha )\widehat{J}(k)\right]\text{Im}\mathrm{ln}\left[1+e^{iZ(x+i0)}\right]\epsilon i\pi \omega ,$$
(3.11)
where $`𝐅_b^+(\alpha )`$ is the bulk contribution, $`\widehat{J}(k)`$ is given by (3.3) and

$$f^+(x,\alpha )=\mathrm{ln}\frac{\mathrm{sinh}\left(\alpha x+i\pi \beta ^2\right)}{\mathrm{sinh}(\alpha x)}.$$
(3.12)
The twist $`\omega `$ comes out as in . Since $`𝐅^+(\alpha )`$ (3.10) has the periodicity property $`𝐅^+(\alpha +i\pi )=𝐅^+(\alpha )`$, it is sufficient to study $`𝐅^+(\alpha )`$ in the strip $`\gamma \pi <\text{Im}\alpha <\gamma `$. Comparing (3.11) with relation (5.6) of , we remark that the second term in the r.h.s. is formally the same. Therefore, we can use the results of that paper: from formulæ (5.16, 5.24) of  we obtain that, if $`0<\text{Im}\alpha <\gamma `$,

$$𝐅^+(\alpha )=𝐅_b^+(\alpha )_{\mathrm{}}^+\mathrm{}\frac{dx}{\gamma }\frac{1}{\mathrm{sinh}\frac{\pi }{\gamma }(x\alpha )}\text{Im}\mathrm{ln}\left[1+e^{iZ(x+i0)}\right]\epsilon i\pi \omega ,$$
(3.13)
and that, if $`\gamma \pi <\text{Im}\alpha <0`$,

$`𝐅^+(\alpha )=𝐅_b^+(\alpha )\epsilon i\pi \omega +`$
$`+`$ $`{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle \frac{dx}{\pi }}\left\{{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑ke^{ik\left(x\alpha \frac{i\pi \beta ^2}{2}\right)}{\displaystyle \frac{i\mathrm{sinh}k\frac{\gamma }{2}}{2\mathrm{cosh}k\frac{\gamma }{2}\mathrm{sinh}k\left(\frac{\pi }{2}\frac{\gamma }{2}\right)}}\right\}\text{Im}\mathrm{ln}\left[1+e^{iZ(x+i0)}\right].`$
On the other hand, from definitions (3.2) and (3.12) it follows that

$$𝐅_b^+(\alpha )=_{\mathrm{}}^+\mathrm{}\frac{dx}{2\pi }\frac{\mathrm{sinh}i\pi \beta ^2}{\mathrm{cosh}\left(\alpha x\frac{i\pi }{2}\right)\mathrm{cosh}\left(\alpha x\frac{i\pi }{2}+i\pi \beta ^2\right)}\left[mR\mathrm{sinh}\frac{\pi }{\gamma }x+\epsilon \stackrel{~}{\omega }\right].$$
(3.15)
This integral is finite only for $`0<\beta ^2<1/2`$. If $`0<\text{Im}\alpha <\gamma `$ its value is

$$𝐅_b^+(\alpha )=mR\text{ctg}\frac{\pi ^2}{2\gamma }\mathrm{cosh}\frac{\pi }{\gamma }\alpha +i\epsilon \pi \omega ,$$
(3.16)
whereas, if $`\gamma \pi <\text{Im}\alpha <0`$ it equals

$$𝐅_b^+(\alpha )=mR\frac{1}{\mathrm{sin}\frac{\pi ^2}{2\gamma }}\mathrm{cosh}\left[\frac{\pi }{\gamma }\left(\alpha +i\frac{\pi }{2}\right)\right]+i\epsilon \pi \omega i\epsilon \stackrel{~}{\omega }.$$
(3.17)
Let us now consider $`𝐅^{}(\alpha )`$ which reads from (2.7-2.9)

$`𝐅_N^{}(\alpha )={\displaystyle \underset{r=1}{\overset{l}{}}}\left[\mathrm{ln}{\displaystyle \frac{\mathrm{sinh}(\alpha \alpha _ri\pi \beta ^2)}{\mathrm{sinh}(\alpha \alpha _r)}}+i\pi \epsilon \beta ^2\right]+`$ (3.18)
$`+`$ $`{\displaystyle \frac{N}{4}}\left[\mathrm{ln}2\mathrm{sinh}\left(\mathrm{\Theta }\alpha +{\displaystyle \frac{i\pi \beta ^2}{2}}\right)+\mathrm{ln}2\mathrm{sinh}\left(\mathrm{\Theta }+\alpha {\displaystyle \frac{i\pi \beta ^2}{2}}\right)2\mathrm{\Theta }\right].`$
Again, in the continuous limit the last term is zero in the interval $`0<\beta ^2<1/2`$ and we use our regularisation procedure. According to the latter we obtain a relation

$$𝐅^{}(\alpha )=𝐅^+\left(\alpha i\pi \beta ^2\right),$$
(3.19)
which gives $`𝐅^{}(\alpha )`$ for any complex $`\alpha `$. From the knowledge of $`𝐅^\pm (\alpha )`$ it is simple to reconstruct $`𝚲(\alpha )=\text{exp}[𝐅^+(\alpha )]+\text{exp}[𝐅^{}(\alpha )]`$ in all the $`\alpha `$-complex plane.

From the classical results  we can argue that the coefficients of the asymptotic expansion of $`\mathrm{ln}𝚲(\alpha )`$ are proportional to the local integrals of motion in involution $`𝐈_{2n+1}^{}`$ of perturbed conformal field theories. Therefore, using the same techniques as in , we expand $`\mathrm{ln}𝚲(\alpha )`$ for $`\text{Re}\alpha \pm \mathrm{}`$ in the strip $`\text{max}\{\frac{\pi }{2},\gamma \}<\text{Im}\alpha <\text{min}\{\frac{\pi }{2},\gamma \}`$ (which is only a technical assumption):

$`\mathrm{ln}𝚲(\alpha )\stackrel{}{=}mR\text{ctg}{\displaystyle \frac{\pi ^2}{2\gamma }}\mathrm{cosh}{\displaystyle \frac{\pi }{\gamma }}\alpha \pm `$ (3.20)
$`\pm `$ $`{\displaystyle \frac{2}{\gamma }}{\displaystyle \underset{n=0}{\overset{+\mathrm{}}{}}}e^{\frac{\pi }{\gamma }\alpha (2n+1)}{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑xe^{\pm \frac{\pi }{\gamma }x(2n+1)}\text{Im}\mathrm{ln}\left[1+e^{iZ(x+i0)}\right].`$
Now, we need to compare this expression with the conformal analogous (5.48) of  and to consider the conformal normalisation coefficients $`c_n`$ ((5.50) of ), to write down

$$\mathrm{ln}𝚲(\alpha )\stackrel{}{=}mR\text{ctg}\frac{\pi ^2}{2\gamma }\mathrm{cosh}\frac{\pi }{\gamma }\alpha \pm \frac{2}{\pi }\underset{n=0}{\overset{+\mathrm{}}{}}e^{\frac{\pi }{\gamma }\alpha (2n+1)}c_{n+1}𝐈_{2n+1}^{},$$
(3.21)
where the local integrals of motion have the exact expressions ($`\chi =1`$):

$$𝐈_{2n+1}^\chi =\frac{1}{c_{n+1}}\frac{\pi }{\gamma }_{\mathrm{}}^+\mathrm{}𝑑xe^{\chi \frac{\pi }{\gamma }x(2n+1)}\text{Im}\mathrm{ln}\left[1+e^{iZ(x+i0)}\right].$$
(3.22)
Indeed, we have renormalised them with respect to the conformal counterparts $`I_{2n+1}`$ (see (5.51) of ) so that in the conformal limit

$$\underset{r0}{lim}\left(\frac{r}{2A}\right)^{2n+1}𝐈_{2n+1}^{\chi =\epsilon }=I_{2n+1},$$
(3.23)
where $`r=mR`$ is a dimensionless parameter. Moreover, we have been able to build up a lattice field theory for which conjecture (3.31) of  \- suggested by pure analogy with the conformal case  \- holds. Nevertheless, the naïve scaling limit of our monodromy matrix is absolutely different from the proposed (but not actually used) prescription given in . On the other hand, we are in agreement with the finding of  derived using a brilliant development of the Thermodynamic Bethe Ansatz (TBA) technique in the case of Lee-Yang model .

For $`\beta ^2=1/2`$ the local integrals of motion (3.22) are explicitly given by

$$𝐈_{2n+1}^\chi =2^{1n}\pi ^{2n}(n+1)(2n+1)\text{Im}_{\mathrm{}}^+\mathrm{}𝑑xe^{\chi 2(x+i\eta )(2n+1)}\mathrm{ln}\left\{1+e^{i[mR\mathrm{sinh}2(x+i\eta )+2\pi \epsilon \omega ]}\right\},$$
(3.24)
where $`0<\eta <\pi /2`$. The choice $`\eta =\pi /4`$ gives

$$𝐈_{2n+1}^\chi =\chi (1)^n2^{1n}\pi ^{2n}(n+1)(2n+1)r^{2n1}\text{Re}P_{2n+1}(a,r),$$
(3.25)
where $`a=2\pi \epsilon (\omega +1/2)`$ and we have introduced the rescaled charges

$$P_{2n+1}(a,r)=r^{2n+1}_0^+\mathrm{}𝑑\theta \mathrm{cosh}\theta (2n+1)\mathrm{ln}\left[1e^{r\mathrm{cosh}\theta ia}\right],$$
(3.26)
which have a finite conformal limit ($`r0`$). Their derivative with respect to $`r`$ is written, after an integration by parts, in terms of modified Bessel functions,

$$\frac{dP_{2n+1}}{dr}(a,r)=r^{2n+1}\underset{k=1}{\overset{+\mathrm{}}{}}e^{iak}K_{2n}(kr).$$
(3.27)
After integrating this formula and considering that the integration constant is fixed by the known  conformal limit (3.23), we would obtain an expression of $`𝐈_{2n+1}^\chi `$ as series of modified Bessel functions. Nevertheless, we prefere to differentiate (3.27) and write down a relation involving $`K_0`$ only :

$$\left(\frac{1}{r}\frac{d}{dr}\right)^{2n+1}\text{Re}P_{2n+1}(a,r)=\underset{k=1}{\overset{+\mathrm{}}{}}\mathrm{cos}akk^{2n}K_0(kr)=(1)^n\frac{d^{2n}}{da^{2n}}\underset{k=1}{\overset{+\mathrm{}}{}}\mathrm{cos}akK_0(kr).$$
(3.28)
This expression allows us to simplify the form of the off-critical charges via a Schlömilch formula  ($`𝐂`$ is the Euler-Mascheroni constant):

$`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}K_0(kr)\mathrm{cos}ka={\displaystyle \frac{1}{2}}\left(𝐂+\mathrm{ln}{\displaystyle \frac{r}{4\pi }}\right)+{\displaystyle \frac{\pi }{2\sqrt{r^2+a^2}}}+`$ (3.29)
$`+`$ $`{\displaystyle \frac{\pi }{2}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}\left[{\displaystyle \frac{1}{\sqrt{r^2+(2l\pi a)^2}}}+{\displaystyle \frac{1}{\sqrt{r^2+(2l\pi +a)^2}}}{\displaystyle \frac{1}{\pi l}}\right].`$
Term by term derivatives can be performed using the formula

$$\frac{d^{2n}}{da^{2n}}\frac{1}{\sqrt{x^2+a^2}}=\frac{\underset{\stackrel{h=0}{h2}}{\overset{2n}{}}b_h^{(2n)}a^hx^{2nh}}{(x^2+a^2)^{2n+\frac{1}{2}}},b_h^{(2n)}=\frac{(1)^{n+\frac{h}{2}}\left[(2n1)!!\right]^2}{h!}\underset{\stackrel{k=0}{k2}}{\overset{h2}{}}(2nk)^2.$$
(3.30)
We give the explicit result for the case $`n=0`$,

$`\text{Re}P_1(a,r)={\displaystyle \frac{r^2}{8}}[2𝐂2\mathrm{ln}4\pi +\mathrm{ln}r^21]+{\displaystyle \frac{\pi }{2}}\sqrt{r^2+a^2}{\displaystyle \frac{\pi }{2}}|a|+`$
$`+`$ $`{\displaystyle \frac{\pi }{2}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}\left[\sqrt{r^2+(2l\pi a)^2}+\sqrt{r^2+(2l\pi +a)^2}{\displaystyle \frac{r^2}{2\pi l}}4\pi l\right]\pi ^2B_2\left({\displaystyle \frac{a}{2\pi }}\right),`$
because in the cases $`\omega =0,\pm 1/2`$ it reproduces known TBA results .

So far, we have studied the monodromies of $`𝐈_{2n+1}^\chi `$ on $`r=mR`$. Actually, it is also important to see how the charges depend on the twist $`\omega `$. Let us extend (3.24) to semi-integers $`n0`$. Introducing the index $`k`$, $`k1`$, we find that the following differential equation holds:

$$\left(\frac{r\chi }{2\pi \epsilon }\right)\frac{1}{2^{1/2}\pi (k+3)}\frac{d𝐈_{k+2}^\chi }{d\omega }+\left(\frac{r\chi }{2\pi \epsilon }\right)\frac{\pi (k+2)}{2^{3/2}k(k+1)}\frac{d𝐈_k^\chi }{d\omega }𝐈_{k+1}^\chi =0.$$
(3.32)
In the conformal limit $`r0`$, taking into account (3.23), we get the solution $`I_{k+1}=\epsilon 2^{1k/2}B_{k+2}(\omega +1/2)`$.

## 4 Summary and outlook

Starting from the lattice theory of two coupled (m)KdV equations, we have found in the whole interval $`0<\beta ^2<1`$ the nonlinear integral equation which describes the vacuum sector and we are in the position to work out all features of excited states after . The existence in our approach of a transfer matrix (which generates the local integrals of motion in involution) has allowed us to give expressions for its eigenvalues on the twisted vacua in terms of the solutions of the nonlinear integral equation and makes possible, in the next future, to find a deep link with the Thermodynamic Bethe Ansatz technique of . We have found strong evidence that local charge eigenvalues coincide with the primary state eigenvalues of the local integrals of motion of $`\mathrm{\Phi }_{1,3}`$ perturbed minimal conformal models, the primary weight being linked to the twist. The expressions become explicit for $`\beta ^2=1/2`$. Eventually, we want to emphasise that the wide generality of our construction  makes possible its application in the domain of two-dimensional supersymmetric field theories.

Acknowledgements \- Discussions with R. Tateo and P. Dorey are kindly acknowledged. D.F. thanks EPRSC (grant GR/M66370) and Leverhulme Trust (grant F/00224/G). M.R. thanks EPRSC for the grant GR/M97497 and the Department of Mathematical Sciences of Durham for warm hospitality. This work has also been supported by EC FP5 Network, contract number HPRN-CT-2002-00325.


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# Nonequilibrium spintronic transport through an artificial Kondo impurity: Conductance, magnetoresistance and shot noise

## Abstract

We investigate the nonequilibrum transport properties of a quantum dot when spin flip processes compete with the formation of a Kondo resonance in the presence of ferromagnetic leads. Based upon the Anderson Hamiltonian in the strongly interacting limit, we predict a splitting of the differential conductance when the spin flip scattering amplitude is of the order of the Kondo temperature. We discuss how the relative orientation of the lead magnetizations strongly influences the electronic current and the shot noise in a nontrivial way. Furthermore, we find that the zero-bias tunneling magnetoresistance becomes negative with increasing spin flip scattering amplitude.

*Introduction*.—The Kondo effect in quantum dots (QD’s) occurs because of a strong antiferromagnetic coupling between the conduction band electrons in the electrodes and the localized spin in the QD through higher-order tunneling processes. The resulting correlated motion gives rise to a Kondo singularity in the quasiparticle density of states at the Fermi level $`E_F`$ ng88 . As a consequence, the conductance is enhanced below the Kondo temperature $`T_K`$ gol98 . The fact that the parameters that define $`T_K`$ are fully controllable and the ability to apply external fields in QD’s have spurred a good deal of works addressing nonequilibrium situations noneq . At the same time, recent advances in the control and manipulation of the spin degree of freedom in magnetic environments wol01  has paved the way for startling potentialities in spintronic devices fie99  and quantum computation los98 . A single spin-1/2 confined in a discrete level reaches the ultimate degree of miniaturization in semiconductor physics. Thus, it is crucial to understand the properties of spintronic transport in QD’s. The main focus has so far been to investigate magnetic effects in QD’s in the Coulomb blockade regime rud01 ; sou02 . In comparison, the issue of spin-dependent physical effects in the Kondo resonance, which seems to be much richer, has been relatively unexplored. In particular, one might ask to what extent the Kondo cloud is sensitive to the lead magnetization. Or, is the many-body Kondo state robust against spin flip processes? Answering these questions is not only interesting for QD’s but also for similar coherent phenomena in molecular transistors par02 .

Consider first a noninteracting QD with a single energy level $`\epsilon _0`$ attached to two ferromagnetic contacts. Intradot spin flip processes lift the level degeneracy, yielding $`\epsilon _0\pm R`$, where $`R`$ is a phenomenological spin flip scattering amplitude. When $`R`$ is greater than the tunneling induced broadening $`\mathrm{\Gamma }`$, the linear conductance will show a splitting sensitive to the lead polarization alignment. Similarly, in the strongly interacting case we expect the Kondo induced spin fluctuations to become affected by the combined influence of ferromagnetic leads and spin flip processes. Our main findings reflect this physics, summarized in Figs. 1 and 2(a): (i) Let $`T_K`$ denote the Kondo temperature of a QD for a given magnetic configuration ($`R0`$ and lead magnetization $`\eta 0`$). For $`R/T_K<1`$ the differential conductance $`𝒢dI/dV_{\mathrm{dc}}`$ ($`V_{\mathrm{dc}}`$ is the bias voltage) shows the distinctive zero bias anomaly (ZBA) of Kondo physics gol98  whereas for $`R/T_K>1`$ the ZBA smoothly splits at finite $`V_{\mathrm{dc}}`$ into two peaks separated by a distance $`\delta `$. With decreasing $`T_K`$ (e.g., by lowering $`\epsilon _0`$ with a gate voltage), the spin flip scattering is shown to suppress the Kondo state. (ii) We find that the exact form of $`𝒢`$ depends on whether the relative orientation of the lead magnetizations is parallel (P) or antiparallel (AP). In addition, in the P case the ZBA splitting develops at different $`R`$ with regard to the AP case. We find that in the AP configuration the variation of the Kondo temperature with $`R`$ is *independent* of $`\eta `$. Strong effects of $`R`$ and $`\eta `$ in the measurement of the magnetoresistance and the current fluctuations at $`T=0`$ (shot noise) are predicted as well.

*Model*.—There exist in the literature very scarce theoretical investigations that deal with Kondo transport in QD’s in the presence of ferromagnetic leads ser02 ; mar02 ; bul03 . To the best of our knowledge, no complete picture of the Fermi-liquid behaviour (i.e., at temperatures $`TT_K`$) of the Kondo effect in ultrasmall magnetic tunnel junctions has been yet put forward. We consider a QD (region 0) with large on-site Coulomb interaction $`U`$ coupled via $`V_{k\alpha }`$ to two Fermi-liquid reservoirs labeled with $`\alpha =\{L,R\}`$ with chemical potentials $`\mu _L`$ and $`\mu _R`$. We describe the system with a $`N=2`$ fold degenerated Anderson Hamiltonian allowing for intradot spin flips. In the limit $`U\mathrm{}`$, QD double occupancy is forbidden and the slave-boson representation col84  may be used to write the Hamiltonian as follows:

$`={\displaystyle \underset{k\alpha \sigma }{}}\epsilon _{k\alpha \sigma }c_{k\alpha \sigma }^{}c_{k\alpha \sigma }+{\displaystyle \underset{\sigma }{}}\epsilon _0f_\sigma ^{}f_\sigma +(Rf_{}^{}f_{}+\mathrm{H}.\mathrm{c}.)`$
$`+{\displaystyle \frac{1}{\sqrt{N}}}{\displaystyle \underset{k\alpha \sigma }{}}(V_{k\alpha }c_{k\alpha \sigma }^{}b^{}f_\sigma +\mathrm{H}.\mathrm{c}.)+\lambda (b^{}b+{\displaystyle \underset{\sigma }{}}f_\sigma ^{}f_\sigma 1),`$ (1)
where $`c_{k\alpha \sigma }^{}`$ ($`c_{k\alpha \sigma }`$) is the creation (annihilation) operator for an electron in the state $`k`$ with spin $`\sigma =\{,\}`$ in the lead $`\alpha `$. Ferromagnetism in the leads arises through spin-dependent densities of states $`\nu _\sigma `$. We have assumed implicitly that both ferromagnetic leads possess the same ($`z`$) easy axis. The generalization to noncollinear magnetic moments is straightforward ser02 . In Eq. (1), the spin flip term is assumed to be coherent in the sense that $`R`$ does not involve spin relaxation since each flip-flop process can be reversible but83 . Only when $`\eta =0`$ (no magnetization) do we include in the QD a vanishingly small Zeeman splitting to intentionally break the SU(2) spin symmetry ($`\epsilon _0\epsilon _0=\mathrm{\Delta }_Z0^+`$). Finally, $`f_\sigma ^{}`$ ($`f_\sigma `$) is a pseudofermion operator that creates (annihilates) a singly occupied state and the auxiliary boson operator $`b^{}`$ ($`b`$) creates (annihilates) an empty state in the QD. The last term is a constraint enforced by the replacement of the QD second-quantization operators by the $`f`$’s and $`b`$’s when $`U\mathrm{}`$ with an associated Lagrange multiplier $`\lambda `$ hew93 .

The solution of the Hamiltonian (1) can be found in the mean field approach, which is the leading order in a $`1/N`$ expansion, extended to deal with nonequilibrium situations agu00 . This way one sets $`b(t)/\sqrt{N}`$ to a $`c`$-number corresponding to its expectation value $`\stackrel{~}{b}b(t)/\sqrt{N}`$, thereby neglecting charge fluctuations. This is correct as long as we are interested only in spin fluctuations. Now, by calculating the equation of motion for $`b`$ and taking into account the QD constraint we arrive at:

$`{\displaystyle \underset{k\alpha \sigma }{}}\stackrel{~}{V}_{k\alpha }G_{\alpha \sigma ,0\sigma }^<(t,t)=iN\lambda |\stackrel{~}{b}|^2,`$ (2a)
$`{\displaystyle \underset{\sigma }{}}G_{0\sigma ,0\sigma }^<(t,t)=i(1N|\stackrel{~}{b}|^2),`$ (2b)
which self-consistently determine the unknowns $`|\stackrel{~}{b}|^2`$ and $`\lambda `$. We have defined $`\stackrel{~}{V}_{k\alpha }=|\stackrel{~}{b}|^2V_{k\alpha }`$. The nondiagonal (in the layer indices) Green function $`G_{\alpha \sigma ,0\sigma }^<(t,t)=ic_{k\alpha \sigma }^{}(t)f_\sigma (t)`$ can be cast in terms of $`G_{0\sigma ,0\sigma }^<(t,t)=if_\sigma ^{}(t)f_\sigma (t)`$, with the help of the equation of motion of the operators and then applying the analytical continuation rules in a complex time contour lan76 . After lengthy algebra, the Fourier transform of $`G_{0\sigma ,0\sigma }^<`$ becomes $`G_{0\sigma ,0\sigma }^<(\epsilon )=2i_\alpha f_\alpha (\epsilon )(|M_{\overline{\sigma }}^r|^2\stackrel{~}{\mathrm{\Gamma }}_\alpha ^\sigma +R^2\stackrel{~}{\mathrm{\Gamma }}_\alpha ^{\overline{\sigma }})/|M_\sigma ^aM_{\overline{\sigma }}^aR^2|^2`$, where $`f_\alpha (\epsilon )`$ is the Fermi function of lead $`\alpha `$ and $`M_{\overline{\sigma }}^{r,a}=\epsilon \stackrel{~}{\epsilon }_{0\sigma }\pm i_\alpha \stackrel{~}{\mathrm{\Gamma }}_\alpha ^\sigma `$. Notice that by virtue of Kondo correlations, the original energy level $`\epsilon _{0\sigma }`$ is transformed into $`\stackrel{~}{\epsilon }_{0\sigma }=\epsilon _{0\sigma }+\lambda `$. Likewise, the linewidths $`\stackrel{~}{\mathrm{\Gamma }}_\alpha ^\sigma =|\stackrel{~}{b}|^2\mathrm{\Gamma }_\alpha ^\sigma `$ renormalize the bare couplings $`\mathrm{\Gamma }_\alpha ^\sigma (\epsilon )=(\pi i/2)_{k\alpha }|V_{k\alpha }|^2\delta (\epsilon \epsilon _{k\alpha \sigma })`$. In what follows, $`\mathrm{\Gamma }_\alpha ^\sigma `$ is taken as $`\mathrm{\Gamma }_\alpha ^\sigma =\mathrm{\Gamma }_\alpha ^\sigma (E_F)`$ for $`D\epsilon D`$ ($`D`$ is the energy cutoff). Within the slave-boson mean-field theory, Kondo physics arises when the auxiliary boson field $`b`$ is condensed. At that point, $`\stackrel{~}{\mathrm{\Gamma }}_\alpha ^\sigma `$ gives roughly $`T_K`$ and $`\lambda `$ shifts the resonant level up to $`E_F`$.

The magnetization at reservoir $`\alpha `$ is $`\eta _\alpha =(\nu _\alpha ^{}\nu _\alpha ^{})/(\nu _\alpha ^{}+\nu _\alpha ^{})`$. As $`1\eta 1`$, the linewidths $`\stackrel{~}{\mathrm{\Gamma }}_\alpha ^\sigma `$ will be generally spin dependent: $`\mathrm{\Gamma }_\alpha ^,=(1\pm \eta _\alpha )\mathrm{\Gamma }_\alpha /2`$. Hereafter we shall deal with symmetric leads so that $`\mathrm{\Gamma }_L=\mathrm{\Gamma }_R=\mathrm{\Gamma }/2`$. Notice that spin flip effects are fully included due to the presence of $`R`$ in the denominator of $`G_{0\sigma ,0\sigma }^<(\epsilon )`$. Hence, the closed form of $`G_{0\sigma ,0\sigma }^<(\epsilon )`$ given above represents the distribution function of a QD in the presence of spin flips, ferromagnetic leads and Zeeman splitting note . For $`R=0`$ and $`\eta _\alpha =0`$ we get at equilibrium the position of the Kondo resonance of the impurity at $`\stackrel{~}{\epsilon }_0=\stackrel{~}{\epsilon }_0=\stackrel{~}{\epsilon }_0`$ with width $`\stackrel{~}{\mathrm{\Gamma }}_\alpha =\stackrel{~}{\mathrm{\Gamma }}_\alpha ^{}+\stackrel{~}{\mathrm{\Gamma }}_\alpha ^{}`$ and Kondo temperature $`T_K^0=(\stackrel{~}{\epsilon }_0^2+\stackrel{~}{\mathrm{\Gamma }}^2)^{1/2}=D\mathrm{exp}(\pi |\epsilon _0|/\mathrm{\Gamma })`$. From the solution of Eq. (2), we can obtain the current traversing the dot: $`I=(e/\pi \mathrm{})\mathrm{Im}_\sigma \stackrel{~}{\mathrm{\Gamma }}_L^\sigma [2G_{0\sigma ,0\sigma }^r(\epsilon )f_L(\epsilon )+G_{0\sigma ,0\sigma }^<(\epsilon )]𝑑\epsilon `$, $`f(E)`$ being the Fermi function. In the following, we shall present mainly *nonequilibrium* results for $`\mu _L=\mu _R=eV_{\mathrm{dc}}/2`$, $`\epsilon _0=3.5\mathrm{\Gamma }`$ and $`D=60\mathrm{\Gamma }`$ ($`T_K^010^3\mathrm{\Gamma }`$). The reference energy is set at $`E_F=0`$.

*Results*.— Let us first focus on the case of polarized reservoirs with parallel (P) alignment ($`\eta _L=\eta _R=\eta `$). Figure 1(a) shows $`𝒢`$ for partial lead magnetization ($`\eta =0.5`$) and different values of $`R`$. As seen, $`𝒢`$ is a *direct* measure of how the spin flip mechanisms weaken the Kondo effect. For relatively small values of $`R`$ ($`R<T_K`$) the height of the ZBA decreases but $`𝒢`$ does not split. The appearance of a splitting $`\delta 0`$ occurs at $`RT_K`$. Importantly, due to that coexistence of the Kondo state and the intradot spin flips, the positions of the peaks in $`𝒢`$ are renormalized by Kondo correlations, i.e., these peak positions are *not* trivially related with their single-particle counterparts (which should be centered around $`V_{dc}=\pm 2R`$). For $`R>T_K^0`$, the mean field approach predicts a complete quenching of the ZBA ($`T_K=0`$) because the solution of Eq. (2) is the trivial one ($`\stackrel{~}{b}=0`$), which is unphysical. A more detailed theory including charge fluctuations (noncrossing approximation) would correct this. They price that one has to pay, however, is the appearance of spurious peaks in the conductance. Only for illustrative purposes have we also plotted in Fig. 1(a) the case with $`R=1.25T_K^0`$ note\_r . Here, $`𝒢`$ is maximal at $`V_{dc}\pm 2R`$. Notice that for $`R>T_K^0`$ our model overestimates the height of the peaks as they should quickly tend to zero in the Coulomb blockade valley.

In Fig. 1(b) we plot the dependence of $`𝒢`$ on the lead polarization (for P alignment) at a fixed value of $`R`$. The overall effect of $`\eta `$ is to diminish $`𝒢`$. In particular, the ZBA quenching can be ascribed to a weaker Kondo state because of a smaller $`T_K`$. The Kondo temperature can be easily obtained from Eq. (2col84  but for $`R0`$ and $`\eta 0`$ we find an implicit equation that can be worked out numerically (in contrast to the AP case, see below). We depict the results in the inset of Fig. 1(b). The splitting $`\delta 0`$ takes place at a lower $`R`$ upon increasing $`\eta `$, in agreement with Fig. 1(b). We have checked that our numerical results fulfill two requirements, namely: (i) they are independent of the sign of $`\eta `$, for $`T_K`$ must be invariant after flipping simultaneously all the electron spins in both reservoirs, and (ii) with increasing $`\eta `$, $`T_K`$ decreases \[see inset in Fig. 1(b) along the vertical axis $`R=0`$\] and eventually vanishes for full lead polarization ($`\eta 1`$), i.e., no Kondo effect may arise in the case of half-metallic leads.

Unlike the P case, for the AP alignment ($`\eta _L=\eta _R=\eta `$) the ZBA splitting is generated at larger values of $`R`$ \[see Fig. 3(a) for $`\eta =0.5`$\]. Nevertheless, we observe that the ZBA height is reduced even for $`R=0`$. The reason is that $`𝒢`$ decreases roughly by a factor $`1\eta ^2`$ when the magnetic moments point along the opposite directions. More interesting is the fact that the ZBA width is given by a $`|\eta |`$-independent Kondo temperature. We find $`T_K=\sqrt{(T_K^0)^2R^2}`$, i.e., $`T_K`$ does not depend on $`|\eta |`$ \[see inset of Fig. 2(a)\]. The underlying physics for this is that both spin channels are coupled to the QD in the same way (i.e., $`\mathrm{\Gamma }_L^{}+\mathrm{\Gamma }_R^{}=\mathrm{\Gamma }_L^{}+\mathrm{\Gamma }_L^{}=\mathrm{\Gamma }`$) so that $`T_K`$ persists unaltered *regardless of the value of $`\eta `$*. As a result, the splitting in $`𝒢(V_{\mathrm{dc}})`$ takes place always at the same point independently on the degree of lead magnetization.

We have found as well interesting features in the tunneling magnetoresistance $`M(𝒢^\mathrm{P}𝒢^{\mathrm{AP}})/𝒢^{\mathrm{AP}}`$ \[see Fig. 3(b)\]. For definiteness, let us focus on the $`V_{\mathrm{dc}}=0`$ case. In conventional magnetic tunnel junctions, it is usual that the P current is larger than the AP current, thereby resulting in an increase of the impedance of the system when the configuration is switched from the P to the AP alignment pri98 . This is really the case for the Kondo ZBA in the absence of spin flips \[see Fig. 2(b) for $`R=0`$\]. However, increasing $`R`$ does not lead only to a reduction of $`M`$ but also to a *reversal* of the sign of $`M`$. This arises from the fact that the Kondo effect is more robust against spin flips in the AP configuration than in the P alignment, as stated above.

*Shot noise*.— As known, current fluctuations due to charge granularity (shot noise) can provide information additional to the averaged current bla02 . The shot noise is given by the current-current correlation function $`S(tt^{})=\delta \widehat{I}(t)\delta \widehat{I}(t^{})`$, where $`\delta \widehat{I}=\widehat{I}\widehat{I}`$ measures the current fluctuations. (Because we consider a two-terminal system, we have dropped the lead indices.) An important figure of merit is the Fano factor: $`\gamma =P(0)/2eI`$, where $`P(0)`$ is the noise power spectrum at zero-frequency \[i.e., the Fourier transform of $`S(tt^{})`$\]. The Fano factor determines the deviations of the shot noise away from the Poissonian value of a classical conductor due to, e.g., strong electron-electron interactions as those giving rise to the Kondo effect. Figure 3 shows the influence of spin flips (a) and lead magnetization (b) in $`\gamma `$. At low bias, $`\gamma `$ behaves as $`1𝒯(E_F)`$ bla02 , where $`𝒯`$ is the transmission probability. As shown in Fig. 3(a) for $`R=0`$, the Kondo unitary limit is reached for a partial lead magnetization in the parallel case. Because of the correlated motion of the electrons which lead to the singlet formation there is a suppression of $`\gamma `$ at zero bias. As $`R`$ is turned on, the transmission departs from its unitary limit \[see inset of Fig. 3(b)\] because the Kondo effect is quenched and $`\gamma `$ takes on a nonzero value. Finally, for the largest $`R`$ the Fano factor tends to its Poissonian limit as spin flip processes reduce the Kondo resonance and a two-peak structure arise in the transmission probability. Thus, while the splitting of $`𝒢`$ requires large applied voltages to be observable, the shot noise shows the same effect already in the *zero* voltage limit. On the other hand, the behavior of $`\gamma `$ at larger $`V_{\mathrm{dc}}`$ depends on the specific transport mechanism. At $`R=0`$, correlations between the band electrons and the localized electron dominate so that $`\gamma `$ increases with $`V_{\mathrm{dc}}`$ don02 . For $`R/T_K^01`$, the Kondo resonance is split \[see inset in Fig. 3(b)\] and transport is maximized as $`V_{\mathrm{dc}}`$ sweeps across the new resonances. For comparison between normal metals and ferromagnetic electrodes, we observe from Fig. 3(b) ($`R=0`$) that (i) $`\gamma `$ increases more rapidly for the P than for the unpolarized case due to the $`\eta `$ dependence of $`T_K`$, and (ii) for AP alignment the ZBA diminishes by a factor $`1\eta ^2`$ and therefore we find $`\gamma \eta ^2`$ at low bias.

*Conclusion*.—Using a slave-boson mean-field theory, we have shown that the combined influence of ferromagnetic electrodes and spin flip transitions in the Kondo physics of a QD manifests itself in the nonequilibrium transport properties of the system. The Kondo temperature (which can be regarded as the coupling strength of the singlet formation) is shown to be suppressed with increasing lead magnetization in the parallel alignment but the Kondo state is remarkably stable in the antiparallel case. This may lead to negative tunneling magnetoresistance at zero-bias when the spin flip scattering amplitude is enhanced. The overall behavior is confirmed with shot noise calculations. Experimentally, we believe that the effects addressed in this paper should be visible within the scope of present techniques as our energies are within the Kondo scale.

We gratefully acknowledge R. Aguado, M. Büttiker, G. Platero and E.V. Sukhorukov for helpful discussions. Work supported by the EU RTN under contract HPRN-CT-2000-00144, Nanoscale Dynamics.


text:
# Interacting Geodesics: Binary Systems around a Black Hole.

## Abstract

We present a novel method to study interacting orbits in a fixed mean gravitational field associated with a solution of the Einstein field equations. The idea is to consider the Newton gravity among the orbiting particles in a geometry given by the main source. We apply the technique in the of study two and three self-gravitating particles moving around a black hole, i.e., in a Schwarzschild geometry. We also compare with the equivalent Newtonian problem and noted differences in the structural stability, e.g., binary systems were found only in the general relativistic approach.

General relativistic effects are usually neglected in astrophysical systems in which many gravitational sources are considered. In most of the known examples these effects are insignificant. Also the n-body problem is intractable in Einstein theory without large approximations. Nevertheless the difference between the Newtonian and the General Relativistic approaches becomes important close to compact objects and around very massive structures. When non interacting particles are been considered, the problem can be solved computing time-like geodesics. When more than one source is considered (in the non-stationary case) numerical techniques might be used to solve the Einstein field equations. However finding numerical solution to the simple two body problem is already a non trivial problem, see for instance marronetti . In some cases, analytical and numerical solutions to the n-body problem in GR are found as sequences of post-Newtonian approximations spyrou . Following the post-Newtonian idea, there are some predictions of relativistic effects using a relativistic celestial mechanic mashhoon . Other approximation techniques are also available, the simplest consists in solving a typical Newtonian problem using pseudo-potentials that simulates the GR aspects relevant in the studied situation pw ; sk .

We suggest in this article a novel technique that makes possible the study of small massive objects orbiting around a fixed structure with a large mass. The idea is to consider the Newtonian gravity among particles evolving in a geometry associated with a solution to the Einstein field equations.

We construct within the Newtonian gravity a quadri-force. Then this force is used to modify the geodesic equation to allow a “Newtonian” interaction among them. In this scenario the damping due to the emission of gravitational radiation is not considered.

In the context of Schwarzschild geometry, we study planar interacting orbits and compare the results with the equivalent situation in the usual Newtonian theory. We see a great difference in the structure stability of the studied systems. The most relevant result is that in our approach the generation of binary systems is favoured if compared with the equivalent pure Newtonian situation. In n-body simulations the production of binary systems is a key issue in the formation of astrophysical structures as galaxies and star clusters spur .

In our proposition the interacting particles do not change the mean gravitational field. In the general relativistic context this field is represented by a solution to the Einstein equations. Non-interacting particles move following geodesics, i.e., their world lines obey the geodesic equations,

$$\dot{x}^\lambda _\lambda \dot{x}^\mu \ddot{x}^\mu +\mathrm{\Gamma }_{\alpha \beta }^\mu \dot{x}^\alpha \dot{x}^\beta =0,$$
(1)
where $`\mathrm{\Gamma }_{\alpha \beta }^\mu =g^{\mu \gamma }(g_{\alpha \gamma ,\beta }+g_{\beta \gamma ,\alpha }g_{\alpha \beta ,\gamma }),`$ and $`g_{\alpha \beta }`$ is the metric tensor for the known solution. The dots represent ordinary derivation with respect to the proper time $`\tau `$ and commas denote the usual partial derivation with respect to the coordinate.

The next step is to use Newton gravity to compute the interaction among orbiting particles. The Newtonian gravitational potential generated by a set of $`N`$ massive particles is

$$\mathrm{\Phi }=\underset{a=1}{\overset{N}{}}\frac{Gm_a}{|𝐫𝐫_a|}.$$
(2)
In the rest of the article we shall use geometrical units: the Newton constant $`G=1`$, the light speed $`c=1`$, we also assume that the black hole mass is unit ($`M=1`$).

Therefore the force $`𝐟`$ that acts on the particle $`b`$ due to the other orbiting particles is

$$𝐟_{(b)}=m_b\mathbf{}_b\mathrm{\Phi }(𝐫_a𝐫_b).$$
(3)
Now we look for a quadri-force that represents in some way the Newtonian interaction among the particles in a fixed pseudo-Riemannian geometry. The spatial components of the quadri-force $`F^\mu `$ is obtained from $`𝐟`$ given in (3). From $`𝐟=d𝐩/dt`$ and $`F^i=dp^i/d\tau `$ we get $`F^i=u_0f^i`$, where $`u^\mu =dx^\mu /d\tau `$. We want a quadri-force $`F^\mu `$ orthogonal to the quadri-velocity $`u^\mu `$. Hence, we use $`u_\mu F^\mu =u_0F^0+u_0u_if^i=0`$ to obtain $`F^0=u_if^i`$. We can write $`F^\mu `$ in a more adequate form as

$`F^i=mu^0g^{ij}{\displaystyle \frac{\mathrm{\Phi }}{x^j}},`$ $`F^0=mg^{00}u^i{\displaystyle \frac{\mathrm{\Phi }}{x^i}}.`$ (4)
The signature of $`g_{\mu \nu }`$ is taken as $`2`$.

Finally, we introduce $`F^\mu `$ in the right side of the geodesic equations representing an external force to define the motion equations for a particle of mass $`m_a`$,

$$m_a\dot{x}_{(a)}^\lambda _\lambda \dot{x}_{(a)}^\mu =F_{(a)}^\mu .$$
(5)
From now on we consider that all the particles moving around the center of attraction have the same mass $`m`$.

First we consider the limits of (5) for large and small masses. When the mass of the interacting particles $`m`$ is much smaller than the fixed source mass $`M`$, we have nothing but the geodesic equations for a set of test-particles. For $`mM`$ we get the special relativistic analogous to the Newton second law. And for small speeds, i.e., $`u_01`$ and $`u_i0`$, the Newtonian motion equations for a system of $`N`$ gravitating particles are recovered.

The method is “self-inconsistent” since some of the mathematical principles of a general relativistic framework are not satisfied. For instance, we are using an instantaneous interaction among the particles. The distance between two particles calculated in the Black Hole framework was used to compute the force of attraction without correction related to the different speed of the particles. The force is not covariant.

We must have these imperfections in mind to determine the limitation of the method and to check numerical results. Since the geometry will be kept fixed the mass of the orbiting particles must be much smaller than the main source. We have to systematically control variations of the total angular momentum and energy of the orbiting particles, they should be constant.

We use the above described approach to study particles moving around a spherical symmetric source, i.e, we numerically solved (5) when the field $`g_{\mu \nu }`$ is the Schwarzschild metric. The initial conditions are chosen to have for each particle a timelike worldline and that the spatial projection of these worldlines represent a bounded system of particles moving on the plane $`\vartheta =\pi /2`$.

In the first examples, three particles moving close to the black hole are studied. For this purpose we take : $`L_1=6.752,E_1=0.988;L_2=6.937,E_2=0.989`$ and $`L_3=5.895,E_3=0.984`$. \[In the Schwarzchild metric: $`L=r^2\dot{\phi }\mathrm{sin}^2\vartheta `$ and $`E=\dot{t}/(12M/r)`$\]. Their initial distances from the center of attraction are, respectivily, $`r_1=42.5,r_2=45.0`$ and $`r_3=31.5`$ in geometric units.

When we compute the orbits for three particles interacting only with a center of attraction ($`F_{(1)}^\mu =F_{(2)}^\mu =F_{(3)}^\mu =0`$) this is equivalent to chose $`m=0`$, as above mentioned we take the black hole mass as one ($`M=1`$). For the already presented values of $`L`$ and $`E`$ we have bounded geodesic motion around the black hole Fig.1. In Fig.2 we present three particles with equal masses $`m=5\times 10^4`$. The trajectories are quite different from the geodesics but the particles still have bounded motion. In Fig.3 we present the motion for a larger value of the masses, $`m=3\times 10^3`$. In this case, one particle escapes (the dashed orbit) while the other couple form a binary system that falls into the black hole.

Now we consider only two particles farther from the black hole than the preceding ones. For this purpose, we consider $`L_1=28.10,E_1=0.99937`$ and $`L_2=28.16,E_2=0.99937`$. As in the previous examples, the non interacting orbiting particles follow bounded geodesic motions, Fig.4. In Fig.5 we present the trajectories for the pair of orbiting particles with $`m=10^5`$. In this case, we can clearly dintinguish the motion of each particles. In the second case is considered $`m=10^4`$, now the particles move in the same region of the space in such way that their orbits fill a thick ring, Fig.6. Finally, in Fig.7, the particles mass are $`m=5\times 10^4`$ and we have the formation of a stable binary system that remains in a confined motion around the black hole.

It is instructive to compare our results with the equivalent pure Newtonian three-body problem. The gravitational potential field of the system in this case is

$$\mathrm{\Phi }_{Newt}(𝐫)=\frac{GM}{r}\underset{a=1}{\overset{2}{}}\frac{Gm_a}{|𝐫𝐫_a|}.$$
(6)
With $`m_1=m_2=m`$ the motion equations of the particles are,

$$\frac{d^2𝐱_a}{dt^2}=_a\mathrm{\Phi }_{Newt}.$$
(7)
These equations are numerically solved by using parameters that confine the particles in a motion around the central mass. The Newtonian energy per unit of mass, $`E_{Newt}`$, is related to the relativistic specific energy by $`E=\sqrt{12E_{Newt}}`$. The specific angular momentum $`L`$ and energy $`E`$ used in the simulations are $`L_1=6.55,E_1=0.988;L_2=6.75,E_2=0.989,`$ and $`L_3=5.68,E_3=0.984`$. These values are equivalent to the ones used in the first general relativistic simulations (Figs.1, 2 and 3).

We start with the simulation of three test-particles (no interaction among them) moving around an attraction center in elliptical orbits, Fig.8. We present in Fig.9 interacting particles with $`m=5\times 10^4`$. We see that one of them quickly unbound and the remaining couple stay in a bounded motion for some time. With a stronger interaction, $`m=3\times 10^3`$ presented in Fig.10, two particles quickly move far from the center of attaction while the remaining one stabilizes in a bounded elliptical motion closer to the black hole.

Now we present results of two particles moving farther from the center of attraction in a situation similar to the analogous relativistic presented in Fig.4, 5, 6 and 7. For this aim, we use $`L_1=28.10,E_1=0.99937`$ and $`L_2=28.12,E_2=0.99937`$. The motion of test particles is presented in Fig. 11. In Fig.12 we have $`m=10^4`$ the particles stabilize in quasi-elliptical orbits. One closer and other more distant to the center of mass if we compare with the non-interacting situation. For a stronger interaction, $`m=3\times 10^3`$, we have a interesting situation as shown in Fig.13. The particles alternate quasi-elliptical motions closer an farther to the center of attraction, i.e., while one of them are orbtitating in a large ellipse the other is in a small one. We make some simulations considering that the central mass is not fixed and has the unit mass ($`M=1`$). No significative difference was noticed.

Before analysing the results, it is important to explain some numerical cautions necessary in these general relativistic simulations. In the first examples (Fig.2 and Fig.3) the particles were very close to the black hole (remember that if the BH have $`10M`$ the distance of $`50`$ in geometric units will be about $`50km`$) therefore the system is more unstable, see for instance gueron ; letelier , and the error due to the inexact approach is larger since the general relativistic effects are very important. We use, to control such problems, the numerical values of the total angular momentum and energy of the orbiting particles (that should be constant) and their physical time - if they were very different we would have problems in the syncronization of the Newtonian interaction. The numerical variation of the total energy was always smaller than $`1\%`$, the total angular momentum varied at most $`10\%`$ and the time less than $`5\%`$. We consider that it is the worst situation that we still can apply this technique, in the other examples with the general relativistic approach, Fig.5 and Fig. 6 the deviations of the total angular momentum, total energy and time were very small - always less than $`1\%`$.

By comparing the orbits obtained in our GR framework with the equivalent situation in Newtonian gravity we conclude that the strutuctual stability of the same system changes substancially with different approaches. The most interesting difference is the formation of binary systems noticed in the Fig.3 (a binary system that is captured by the black hole) and in the Fig.7 (the binary bounded motion stabilizes around the black hole). An analogous situation is very hard to be obtained in the Newtonian approach so close to the center of attraction. When the orbiting particles are very far from the main gravitational source, the Newtonian and the relativistic approach lead to similar results. In these cases, the gravitational force exerced by the central mass varies much more slowly than the interaction between the two orbiting particles.

###### Acknowledgements.

We thank to FAPESP for the financial support. E.G. also thanks Prof. Samuel Oliveira for discussions about numerical problems and P.S.L. also thanks CNPq.


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# Entropy bounds for charged and rotating systems

## I Introduction

According to classical general relativity, the second law of thermodynamics is violated when a system crosses the event horizon of a black hole. This had led Bekenstein  to conjecture that the area of a black hole (in suitable units) may be regarded as the black hole entropy. In addition, Bekenstein proposed to replace the ordinary second law of thermodynamics by the Generalized Second Law (GSL): The generalized entropy, $`S_gS+S_{BH}`$, of a system consisting of a black hole (with entropy $`S_{BH}`$) and ordinary matter (with entropy $`S`$) never decreases with time (for an excellent review on the thermodynamics of black holes and the validity of the GSL, see Wald ).

It is not very clear, however, if the validity of the GSL depends on the existence of a universal upper bound to the entropy of a bounded system: Consider a gedanken-experiment such that one lowers adiabatically a spherical box of radius $`R`$ toward a black hole (Geroch process). The box is lowered from infinity where the total energy of the box plus matter contents is $`E`$. It was shown  that the entropy $`S`$ of the box must obey (throughout the paper $`k_B=1`$)

$$S\frac{2\pi RE}{\mathrm{}c},$$
(1)
in order to preserve the GSL. Recently, universal entropy bounds for charged and rotating systems have been proposed by several authors .

However, the naive derivation of Eq. (1) in  was criticized by Unruh and Wald  who have argued that, since the process of lowering the box is a quasi-static one (and therefore can be considered as a sequence of static-accelerating boxes), the box should experience a buoyant force due to the Unruh radiation . Describing the acceleration radiation as a fluid, they have shown that this buoyant force alters the work done by the box such that no entropy bound in the form of Eq. (1) is necessary for the validity of the GSL. A few years ago, Pelath and Wald  gave further arguments in favor of this result.

Bekenstein , on the other hand, argued that, only for very flat systems, the Unruh-Wald effect may be important. Later on, he has shown  that, if the box is not almost at the horizon, the typical wavelengths in the radiation are larger than the size of the box and, as a result, the derivation of the buoyant force from a fluid picture is incorrect. The question of whether the Bekenstein bound follows from the GSL via the Geroch process remains controversial (see ). However, as it was shown by Bousso  (see the following paragraphs), there is another link connecting the GSL with the Bekenstein bound.

Susskind  has shown, by considering the conversion of a system to a black hole, that the GSL implies a spherical entropy bound (SEB)

$$S\frac{1}{4l_p^2}A,$$
(2)
where $`S`$ is the entropy of a system that can be enclosed by a sphere with area $`A`$. A few years later, Bousso  had found an elegant way to generalize Eq. (2) and write it in a covariant form. He proposed the covariant entropy bound: “the entropy on any light-sheet $`L(B)`$ of a surface $`B`$ will not exceed the area of $`B`$”. That is,

$$S[L(B)]\frac{A(B)}{4l_p^2},$$
(3)
where the light-sheet $`L[B]`$ is constructed by the light rays that emanate from the surface $`B`$ and are not expanding (for an excellent review see Bousso ).

Recently, Flanagan, Marolf and Wald  have generalized Eq. (3) into the following form:

$$S[L(B,B^{})]\frac{A(B)A(B^{})}{4l_p^2},$$
(4)
where $`L(B,B^{})`$ is a light-sheet which starts at the cross-section $`B`$ and cuts off at the cross-section $`B^{}`$ before it reaches a caustic. They where motivated by the argument that when a matter system with initial entropy $`S`$ falls into a black hole, the horizon surface area increases at least by $`4l_p^2S`$ due to the GSL.

Unlike the controversial issues regarding the relationship between the GSL and Eq. (1), the entropy bounds in Eqs. (2,3,4) are closely related to the GSL. However, very recently, Bousso  has shown that the BEB follows from Eq. (4) for any isolated, weakly gravitating system. Hence, even though it is not clear whether quantum effects should be taken into consideration in the derivation of Eq. (1) (via the Geroch process), there is a strong link between the GSL and the Bekenstein bound.

In a previous work , it was shown that there is another link connecting the bound (1) with the entropy of thermal radiation and the Stephan-Boltzmann law. In our derivation, we have considered systems in which the entropy is an extensive function of the energy. We have also showed that for such systems, the SEB (2) yields the causal entropy bound (CEB) proposed by Brustein and Veneziano  and by Sasakura . In the present paper, we generalize our results for charged rotating systems. The importance for such generalizations stems from the following.

The entropies of closed systems in flat spacetime are usually much smaller than the entropy bound (1) or its generalizations for charged and rotating systems  (see also section III and IV). Furthermore, since these bounds are not extensive functions of the energy, one can expect that there are much tighter bounds that are applicable only for extensive systems. As we shall see in this paper (see also our previous work ), such extensive bounds follow from the BEB and also from the SEB. Thus, in order to test the Bekenstein, as well as the spherical, entropy bounds, it is enough to test whether their predictions on extensive systems are valid.

For example, in our previous work, it was shown that the BEB (1) implies that the entropy of extensive spherical systems can not exceed $`(ER/\mathrm{}c)^{3/4}`$ (up to numerical factor). Since the entropy of thermal radiation saturates this extensive bound, it is a good guess that no other system has more entropy ***The rest mass of ordinary particles only enhances gravitational instability without contributing to the entropy. However, if one can find an extensive system which exceeds this bound, it will be a counter example to the BEB. As we shall see here, the extensive entropy bound of charged rotating systems is tighter than $`(ER/\mathrm{}c)^{3/4}`$ and therefore it provides a new challenge on the non-extensive entropy bounds.

This paper is organized as follows: In section II we discuss the validity of the BEB and we propose to include a logarithmic correction term. In sections III and IV, we derive new entropy bounds for extensive charged and rotating systems (i.e. systems with relatively small charge and small angular momentum). This bounds turn out to be much smaller than the non-extensive ones. In section V, the SEB is applied to extensive charged-rotating systems and new extensive bounds are proposed. In section VI we summarize our results and consider non-extensive systems. We propose improved entropy bounds for charged and rotating systems that generalize both the BEB and the CEB in a natural way. We also obtain a correction term to the CEB.

## II The validity of the BEB

Beside the question whether the bound (1) is needed for the the validity of the GSL, one may ask under what conditions it does hold. For composites of non-relativistic particles the bound is trivially satisfied since the entropy is of the same order as the number of particles involved. As we shall see now, there is one exception to this argument, but also then the bound is satisfied due to some other physical arguments. First, we would like to confirm that a system of $`N`$ non-relativistic particles, each with mass $`m`$, cannot have entropy greater than the BEB.

Let us denote the kinetic energy of the system by $`E_k`$. Since the system is composed of non-relativistic particles we assume that the entropy of the system is a function of $`\mathrm{}`$, $`m`$, $`E_k`$, $`R`$ and $`N`$. Since the entropy can be written as a function of dimensionless quantities, we infer that it is a function of only two independent parameters: $`N`$ and $`wmER^2/\mathrm{}^2`$. Next, we assume that the chemical potential of the system vanishes. In that case the entropy is a function of $`w`$ only, and since it is also an extensive function of $`E`$ and $`V=\frac{4\pi }{3}R^3`$ it must be proportional to $`w^{3/5}`$. That is, the entropy is proportional to $`E_k^{3/5}R^{6/5}`$.

The kinetic energy, $`E_k`$, is smaller than the total energy, $`E`$, that appears in the BEB; approximately, $`E_k=ENm`$. However, at first sight, it looks that by taking $`R`$ to be large enough such that $`R^{6/5}R`$ (ignoring the dimensions), one would be able to exceed the BEB.

The system described above might represent, for example, a degenerate Bose gas. Below the critical temperature $`T_0(N/V)^{2/3}`$ the entropy is indeed proportional to $`E_k^{3/5}R^{6/5}`$. However, this is true only below the critical temperature. Thus, for $`T_0>T`$, $`R`$ is bounded from aboveHere we assume that $`T`$ remains constant. Otherwise, by increasing $`R`$ and decreasing $`T`$ (such that $`T<T_0`$), the kinetic energy is decreased as well. Thus, it can be shown that the decrease in $`E_k`$ is enough to protect the BEB. and the entropy of the system can not exceed the BEB. This example illustrates that without the considerations of the actual physical system that exist in nature, mathematically, it is very easy to find counter examples for the BEB.

For free massless quantum fields enclosed in volumes of various shapes the bound’s validity has been checked directly (see review by Bekenstein and Schiffer ). Nevertheless, in , it was shown that the bound impose a restriction on the number, $`n_s`$ of massless fields to be no more then $`10^4`$.The limitation on the number of massless species in nature is a consequence of any sort of entropy bound.

In the derivation of the bound by Bousso , three assumptions have been made: weak gravity, the system is enclosed in a spatially compact region and the null energy condition. It is the second assumption that we would like to emphasize here. This assumption implies that $`E`$ includes the entire system. As shown by Page , if this requirement is not satisfied one can find counter examples to the BEB.

According to quantum mechanics, the Compton wave length of the system is given by $`\lambda =\mathrm{}c/E`$. Thus, the system will satisfy Bousso’s second assumption if $`ER\mathrm{}c`$. Let us define the validity domain of the BEB as follows:

$$\frac{ER}{\mathrm{}c}\gamma ,$$
(5)
where $`\gamma `$ is a dimensionless constant of order unity. In order to determine $`\gamma `$ one has to know how much energy is allowed to leak out of the box. Furthermore, $`\gamma `$ determines the minimum possible value of the BEB. That is, the BEB implies that $`S2\pi \gamma `$ for systems with radius $`R=\gamma \mathrm{}c/E`$. Hence, a system that saturates the bound at this limit will provide information on $`\gamma `$ (and vice versa).

In curved (non-spherical) spacetime it is not very clear how to define “E” and “R”. However, for spherical self-gravitating systems, Sorkin, Wald and Jiu  provided an indication that probably some version of the BEB may hold. If that is correct, one would expect logarithmic corrections to the BEB.

The leading order corrections to the Bekenstein-Hawking entropy are presumably logarithmic (see  and references therein). That is,

$$S_{BH}=\frac{A}{4l_p^2}k\mathrm{log}\left(\frac{A}{l_p^2}\right)+\mathrm{}$$
(6)
where there are few indications that $`k=3/2`$. Therefore, the SEB may have the same corrections. As a result, the BEB (1) will exceed $`A/4l_p^2k\mathrm{log}(A/4l_p^2)`$ in the limit when $`Ec^2R/2G`$. This motivates us to introduce a logarithmic correction to the BEB:

$$S\frac{2\pi ER}{\mathrm{}c}k\mathrm{log}\left(\frac{ER}{\mathrm{}c}\right).$$
(7)
Since $`ER/\mathrm{}c`$ is usually much smaller than $`A/l_p^2`$, the corrections to the Bekenstein bound are relatively more important than the corrections to the entropy of a black hole.

## III An extensive entropy bound for charged systems

About ten years ago Zaslavskii  has suggested how to tighten Bekenstein’s bound on entropy when the object is electrically charged. Recently, Bekenstein and Mayo  have derived the bound by considering the accretion of an ordinary charged object by a black hole. They have found that the upper bound to the entropy $`S`$ of an arbitrary system of proper energy $`E`$, proper radius $`R`$, and charge $`Q`$:

$$S\frac{2\pi ER}{\mathrm{}c}\frac{\pi Q^2}{\mathrm{}c}.$$
(8)
The entropy bound (8) is understandable from a dimensional point of view. That is, an entropy $`S`$ is a dimensionless function. For (charged) systems in flat space time, $`S`$ does not depend (explicitly) on the gravitational constant $`G`$. Furthermore, if the entropy bound does not depend on the mass of some particular species, it can be written in the form $`S=f(x,y)`$ where $`x2\pi ER/\mathrm{}c`$, $`y\pi Q^2/\mathrm{}c`$, and $`f`$ is some arbitrary function of $`x`$ and $`y`$ (any other dimensionless quantity of $`E,R,Q,\mathrm{},c`$ must be a function of $`x`$ and $`y`$). Now, the spherical entropy bound implies that

$$f(x,y)\frac{\pi }{l_p^2}R^2z,$$
(9)
where $`x,y`$ and $`z`$ are all independent dimensionless parameters. Therefore, one can fix $`x`$ and $`y`$ and take $`z`$ to its minimal value. The minimal value of $`z=z_{min}(x,y)`$ is obtained when the system becomes a charged black hole with definite $`x`$ and $`y`$. Therefore, the expression for the radius of a Reissner-Nordstrom black hole implies that $`zz_{min}=xy`$. By substituting the minimum value of $`z`$ in Eq. (9), one obtains the bound (8).

Next, we would like to consider applications of this bound to extensive systems (i.e. systems in which the energy and charge are distributed uniformly). Since the energy for highly charged systems can not be distributed uniformly, we assume that the Coulomb energy, $`E_c`$, is much smaller than the total energy, $`E`$. When the charge is uniformly spread on a ball of radius $`R`$, $`E_c=3Q^2/5R`$. Thus, in this section $`EQ^2/R`$.

The entropy is a function of the internal energy $`E_{in}=E3Q^2/5R`$. Therefore, the bound (8) implies

$$S(E_{in})\frac{2\pi RE_{in}}{\mathrm{}c}+\frac{\pi Q^2}{5\mathrm{}c}$$
(10)
where we have substituted $`E=E_{in}+3Q^2/5R`$. However, since the entropy does not depend explicitly on $`Q`$, we infer that

$$S(E_{in})\frac{2\pi RE_{in}}{\mathrm{}c}.$$
(11)
Now, for systems in which the entropy is an extensive function of $`E_{in}`$, one can write

$$S(E_{in},\mathrm{})=Vs(\epsilon _{in},\mathrm{}),$$
(12)
where $`\epsilon _{in}E_{in}/V`$ is the internal energy density and $`s`$ is the entropy density (the dots in Eq. (12) indicate that the entropy might depend on other extensive parameters such as the number of particles etc). The entropy bound in the right hand side of Eq. (8) does not satisfy the above condition. Hence, we are motivated to seek a tighter bound for extensive systems (i.e. systems in which the entropy is an extensive function of energy, charge etc). Indeed, as we shall see now, such a bound exist and has some interesting features.

Applying the entropy bound (11) on extensive systems leads to the following bound on the entropy density of the system:

$$s(\epsilon _{in},\mathrm{})\frac{2\pi \epsilon _{in}}{\mathrm{}c}R.$$
(13)
Since $`\epsilon _{in}`$ and $`R`$ can be considered to be independent, one can fix $`\epsilon _{in}`$ and change $`R`$. However, there are limitations on the range allowed to $`R`$. First, as we have mentioned earlier, the Coulomb energy $`Q^2/2R`$ is much smaller then the total energy $`E`$. By imposing the condition $`EQ^2/2R`$ we find that the radius of the ball must be much smaller than $`\epsilon ^{1/2}/\rho `$, where $`\rho `$ is the charge density. Second, the size of the system can not be smaller then its one Compton wavelength (see Eq. (5)). Thus, $`R`$ is confined to the interval

$$\gamma \frac{\mathrm{}c}{E}R\frac{\epsilon ^{1/2}}{\rho }.$$

In order to minimize the right hand side of Eq. (13) we replace $`R`$ by its minimal value $`R_{min}=\gamma \mathrm{}/E=(3\gamma \mathrm{}c/4\pi \epsilon )^{1/4}`$. This implies a new bound on the entropy density:

$$s(\epsilon _{in},\mathrm{})a\left(\frac{\epsilon _{in}}{\mathrm{}c}\right)^{3/4},$$
(14)
where $`a=(12\gamma \pi ^3)^{1/4}`$ is a dimensionless constant. Multiplying both sides by the volume of the system we obtain a new extensive entropy bound for charged systems:

$$S\frac{2\pi \gamma ^{1/4}}{(\mathrm{}c)^{3/4}}\left((ER)^{3/4}\frac{9}{20}\frac{Q^2}{(ER)^{1/4}}\right)+O(Q^4).$$
(15)
Note that in the limit $`ER\gamma \mathrm{}c`$, our extensive bound is a bit more liberal than the original bound (8). Of course, for $`ER\gamma \mathrm{}c`$ the bound (15) is much tighter.

## IV An extensive entropy bound for rotating systems

Using arguments similar to those that motivated Bekenstein to propose the universal upper entropy bound (1), Hod  was able to infer a tighter entropy bound for rotating systems:

$$S\frac{2\pi ER}{\mathrm{}c}\left(1\frac{J^2}{E^2R^2}\right)^{1/2},$$
(16)
where $`J`$ is the total angular momentum (spin) of the system. Similarly to the arguments following Eq. (8), one can derive this bound from dimensional considerations assuming the spherical entropy bound (2). Let us now consider the applications of this bound to extensive systems.

It is well known that in a state of thermal equilibrium, only a uniform rotation of a body as a whole is possible . The total energy of a rotating (in our case spherical) body may be written as the sum of its internal energy, $`E_{in}`$, and its kinetic energy of rotation: $`E=E_{in}+J^2/2I`$, where $`I`$ is the moment of inertia of a spherical ball. In general, rotation changes the distribution of mass in the system, and therefore both $`I`$ and $`E_{in}`$ are functions of $`J`$. However, in this section, we will consider only a sufficiently slow rotation ($`EJ^2/2I`$), so that $`I`$ and $`E_{in}`$ may be regarded as constants independent of $`J`$. In this case, Eq. (16) implies (see )

$$S\frac{2\pi R}{\mathrm{}c}\left(E\frac{J^2}{2\mu R^2}\right)+O(J^4),$$
(17)
where $`E`$ has been replaced with the rest mass, $`\mu `$, in the denominator.

Now, since the entropy is not a function of the total energy $`E`$, but a function of the internal energy, $`E_{in}`$, both the Bekenstein bound (1), as well as Eq. (17), imply Eq. (11), where in this section $`E_{in}`$ is the internal energy of a (spherical) rotating body. Thus, the bound given in Eq. (14) is valid also for rotating systems, assuming the entropy is an extensive function of $`E_{in}`$.

For a spherical ball with rest mass, $`\mu `$, the moment of inertia has the value, $`\frac{2}{5}\mu R^2`$, so that the internal energy for given $`E`$ and $`R`$ is: $`E_{in}=E2J^2/5\mu R^2`$. Substituting the value of the internal energy density $`\epsilon _{in}=E_{in}/V`$ in Eq. (14), and then multiplying both sides by the volume, $`V`$, we obtain a new extensive bound for rotating systems:

$$S\frac{2\pi \gamma ^{1/4}}{(\mathrm{}c)^{3/4}}\left[(ER)^{3/4}\frac{3}{10}\frac{J^2}{(ER)^{5/4}}\right]+O(J^4),$$
(18)
where we have replaced $`\mu E`$ in the denominator. Again, in the limit $`ER\gamma \mathrm{}c`$, the extensive bound is a bit more liberal than the original bound (17).

## V Applications of the SEB on extensive charged-rotating systems

Another interesting question that we would like to address here concerns the application of the SEB on extensive systems (not necessarily in flat spacetime). In our previous work it was shown that the Holographic principle predicts the CEB for extensive systems. However, in our derivation we did not include the net charge (or angular momentum) of the system. As it will be shown in this section (without pretending to any rigor), for charged rotating systems the causal bound takes a different form.

Applying the SEB (2) on extensive systems leads to the following bound on the entropy density of the system:

$$s(\epsilon _{in},\mathrm{})\frac{1}{R},$$
(19)
where in this section we set $`c=G=\mathrm{}=1`$ and we will stress only functional dependence, while ignoring numerical factors. Now, since $`\epsilon _{in}`$ and $`R`$ can be considered to be independent, one can fix $`\epsilon _{in}`$ and increase $`R`$. However, by increasing $`R`$ and at the same time keeping $`\epsilon _{in}`$ constant, one reduces the ratio $`R/E`$. Therefore, the maximum possible value of $`R`$ occurs when the system becomes a (charged-rotating) black hole.

For the Kerr-Newman black hole, the horizon is located at

$$r_+=E+(E^2Q^2J^2/E^2)^{1/2},$$
(20)
where here $`E`$ represents the black hole’s mass. The horizon area of such a black hole is: $`A=4\pi (r_+^2+J^2/E^2)`$. Thus, we conclude that $`R\sqrt{A/4\pi }`$. In terms of $`\epsilon _{in}`$ this condition can be written in the form

$$R<\frac{1}{\epsilon _{in}^{1/2}}+O(Q^2,J^2).$$
(21)
Next, substituting the maximum value of $`R`$ in Eq. (19) we infer the entropy density bound

$$s(\epsilon _{in},\mathrm{})\sqrt{\epsilon _{in}}+O(Q^2,J^2).$$
(22)
Now, since $`s`$ depends on $`Q`$ and $`J`$ only through $`\epsilon _{in}`$, we infer

$$s(\epsilon _{in},\mathrm{})\sqrt{\epsilon _{in}}.$$
(23)
Finally, multiply both sides of the equation above by the volume of the system, we find that for extensive, charged and rotating systems, the SEB implies:

$$S(E,V,Q,J,\mathrm{})<\sqrt{EV}\left[1\frac{3Q^2}{10ER}\frac{J^2}{5E^2R^2}\right].$$
(24)
where we have substitute $`E_{in}=E2J^2/5\mu R^23Q^2/5R`$. This result will be generalized in the next section for the case of non-extensive systems.

## VI Discussion: generalization of the Bekenstein and causal entropy bounds for non-extensive charged and rotating systems

In this paper we have proposed two new entropy bounds for an isolated extensive, charged and rotating system. It was assumed that the entropy of the system is an extensive function of the internal energy. Furthermore, our results applicable only for $`EQ^2/R`$ and $`EJ^2/\mu R^2`$; otherwise the particles will be concentrated on the edge of the system, and thus the entropy will not be an extensive function of $`E_{in}`$. However, if the gravitational force is taken into account, it is possible to imagine extensive systems with relatively high charge and angular momentum. For such systems our bounds in the previous sections can be applied.

Although we have used Eqs. (8,16) to derive the bounds given in Eqs. (15,18), it was not really mandatory. We could obtain the same extensive bounds assuming only the BEB (1). This is a consequence of the following “generalization” of the Bekenstein bound.

The entropy of charged rotating systems depends on the internal energy, $`E_{in}`$ . Thus, the entropy can be written as a function $`S(E_{in},V,\mathrm{})`$. The dots indicates possible dependence on other parameters such as the number of particles, but not on the charge or the angular momentum of the system, because their dependence is included in $`E_{in}`$. Now, the total energy of the system, can be written in the form: $`E=E_{in}+\mathrm{\Delta }(Q,J,V)`$, where $`\mathrm{\Delta }`$ is the sum of the Coulomb and rotational energies. Hence, the BEB can be written in the form:

$$S(E_{in},V,\mathrm{})\frac{2\pi E_{in}R}{\mathrm{}c}+\frac{2\pi R}{\mathrm{}c}\mathrm{\Delta }(Q,J,V).$$
(25)
However, the right hand side depends explicitly on $`R`$, $`E_{in}`$,$`Q`$ and $`J`$, whereas the left hand side depends only on $`E_{in}`$ and $`R`$ (and maybe on some other parameters that are not relevant for our argument). Thus, we infer that

$$S\frac{2\pi RE_{in}}{\mathrm{}c}.$$
(26)
This is a generalized version of the BEB (1).

The bound (26) for lots of systems is tighter than Eq. (8) or Eq. (16). For charged non-rotating spherical systems it coincides with Eq. (8), when the charge is uniformly spread on the edge of the system (a spherical shell). Although the bound (26) is (usually) smaller, the bounds in Eq. (8) and Eq. (16) have the advantage that one does not have to know $`E_{in}`$, but only the total energy, charge and angular momentum.

The exact same arguments that motivated us to propose Eq. (26), lead us to generalize the CEB in the following form (we set $`k_B=c=G=1`$ and ignore numerical factors):

$$S<\sqrt{E_{in}V}.$$
(27)
This is reduced to Eq. (24) when the charge and angular momentum are relatively small. However, Eq. (27) can be applied also for highly charged-rotating systems.

In our previous work, we have obtained the CEB for extensive systems assuming the the SEB (2). However, if one includes the logarithmic correction to the SEB (see Eq. (6)), than the same arguments that led to Eq. (23), implies the following correction term (for simplicity we assume $`J=Q=0`$ so that $`\epsilon _{in}=\epsilon `$):

$$s(\epsilon ,\mathrm{})\sqrt{\epsilon }+k\epsilon ^{3/2}\mathrm{ln}\epsilon .$$
(28)
Thus, Eq. (27) is replaced by

$$S<\sqrt{EV}+k\frac{E^{3/2}}{V^{1/2}}\mathrm{ln}\left(\frac{E}{V}\right).$$
(29)
The above correction term may be compared with first order correction to the original definition of the CEB . We leave this comparison for a future work.

In conclusion, if the entropy of a black hole includes a logarithmic correction term (see Eq. (6)), then both the causal and the Bekenstein entropy bound have to be modified as given in Eq. (29) and Eq. (7), respectively. Furthermore, it has been shown that one can replace $`EE_{in}`$ in the formulas of these bounds in order to obtain tighter bounds for charged and rotating systems.

## VII Acknowledgments

I would like to thank J. Bekenstein for his influence and inspiration. I would also like to thank D. Page for fruitful discussions and to V. Frolov for helpful comments. The author is also grateful to the Killam Trust for its financial support.