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# Maximum likelihood analysis of the first KamLAND results

## 1 Introduction

The purpose of this paper is to perform a likelihood analysis of the first KamLAND results . KamLAND is a reactor-based neutrino oscillation experiment with a baseline (source-detector distance) larger than 100 km . This allows KamLAND to explore with a terrestrial anti-neutrino beam part of the oscillation parameters space which is of interest for solar neutrinos. In particular, KamLAND can test the Large Mixing Angle (LMA) solution for the solar neutrinos puzzle .

Experimental measurements  of the solar neutrinos flux on Earth seems to show that these particles undergo matter-enhanced flavor transformations (MSW effect) . However, a global analysis which takes into account only the solar neutrinos measurements cannot identify a unique solution for the parameters which drive the oscillations . Including the new results from KamLAND the scenario changes and only one possibility, namely the mentioned LMA solution, survives .

In the following we present a new analysis of the KamLAND data. This analysis, although performed with the first results shows few features such as the importance of the systematic uncertainties which may affect future data treatments.

In Fig. 1 we show the kamLAND results as from . It can be noticed that the statistics is rather poor at the moment and 5 bins have zero entries. Therefore, a least square analysis of the data could be not appropriate. In this case, as for low counting experiments, the method of analysis commonly used is that of the Maximum Likelihood (ML). So, in this paper we attempt to perform a ML analysis. In order to define our likelihood function we introduce some definitions. We call, for the experimental KamLAND results, $`N_{tot}^{obs}`$ and $`N_i^{obs}`$ the total number of observations and the number of entries in the bin ith, respectively. Moreover, we assume that $`N_{tot}^{obs}`$ is a Poisson random variable. Hence, the joint p.d.f. for the set of data shown in Fig. 1 is the product of Poisson distributions .

$$L(𝐯)=\underset{i=1}{\overset{N}{}}\frac{(N_i^{th}(𝐯))^{N_i^{obs}}}{N_i^{obs}!}Exp(N_i^{th}(𝐯))$$
(1)
where $`N_i^{th}`$ is the expected number of entries in the bin ith and $`𝐯`$ is the vector of unkown parameters we wish to estimate through the ML method. According to the ML prescription in order to estimate the unknown parameters we should maximize the likelihood function. This is usually done through the log-likelihood function which in the large-N limit111Here, we call $`N`$ the data sample size. (i.e. with high statistics) is parabolic. For the log-likelihood we write

$$lnL(𝐯)=_a^bf(x;𝐯)𝑑x+\underset{i=1}{\overset{N}{}}N_i^{obs}ln(_{x_i}^{x_{i+1}}f(x;𝐯)𝑑x)$$
(2)
with $`f(x;𝐯)`$ being the function which describes the physical process under investigation 222Here, $`N_i^{th}=_{x_i}^{x_{i+1}}f(x;𝐯)𝑑x`$. and, $`a`$ and $`b`$ define the region of interest for the random variable $`x`$, which is measured.

Once the parameters have been estimated using the log-likelihood the difficult task is to determine the confidence intervals for the same parameters. In the large-N limit this is done through the covariance matrix using the second derivatives of the log-likelihood function or through the relation

$$lnL(𝐯)=lnL_{max}\frac{Q}{2}$$
(3)
where $`Q`$ defines the condifence region as a function of the number of parameters. Values of $`Q`$ are tabulated in  as an example. Eq. (3) can also be used when the likelihood function is not Gaussian, i.e. in the small-N limit. In this case, however, the classical definition of confidence region is only approximated by eq. (3). Depending on how accurately the uncertainties should be reported one could try to estimate the level of the approximation by a Monte Carlo . For a multidimensional likelihood an alternative approach for confidence regions estimation is to maximize the log-likelihood function with respect to all parameters but one. The profile of $`lnL_{max}`$ against this latter can be used as a one dimensional problem and, as an example, Q=1 in eq. (3) will corresponds to a 68.3% confidence interval.

Finally, once the parameters and their uncertainties have been estimated, a goodness-of-fit calculation can be carried out through the classical Pearson’s $`\chi _{Per}^2`$ test, where

$$\chi _{Per}^2=\underset{i=1}{\overset{N}{}}\frac{(N_i^{obs}N_i^{th})^2}{N_i^{th}}.$$
(4)
Eq. (4) follows a $`\chi ^2`$ distribution only in the large-N limit and the rule of thumb is that the number of entries in the experimental histogram should be such that $`N_i^{obs}>5`$ . When the large-N limit is not reached a Monte Carlo study to determine the statistics of $`\chi _{Per}^2`$ should be performed. Only in this way a correct P-value can be calculated.

## 2 Analysis of the first KamLAND results

Recently, KamLAND results have been analized  and used to estimate the solar neutrino oscillation parameters performing a global analysis including solar neutrinos and short-baseline experiments. In particular, in  KamLAND results have been analized cosidering the statistics: $`\chi _P^2=2log\lambda _P`$333The implementation of this $`\chi ^2`$ is suggested by the Review of Particle Properties ., where $`\lambda _P`$ is a normalized likelihood function given by the product of Poisson distributions . So, $`\lambda _P`$ and the likelihood used in this paper only differ by a factor and should have the same best-fit parameters. Yet, the confidence region estimation requires a Monte Carlo calculation when the statistics is poor because only in the large-N limit $`\chi _P^2`$ follows a $`\chi ^2`$ distribution with $`Np`$ d.o.f., being $`p`$ the number of estimated parameters . In  a different approach for the statistical analysis has been used. Here, a multidimensional $`\chi ^2`$-function is used with the covariance matrix calculated from the experimental errors shown in Fig. 1 and the systematic uncertainty from . Of course, the use of a $`\chi ^2`$-function implies the assumption of Gaussian errors. As pointed out in Sec. 1 this could be not appropriate for the data set of KamLAND.

In the following we have used the above considerations and the ML method to analize the KamLAND results and compare the findings with the other methods already implemented.

For KamLAND and in a 2$`\nu `$ scenario we write

$$N_i^{th}(\alpha ,\delta m^2,\mathrm{sin}\theta _{12})=\alpha A_{E_i}^{E_{i+1}}𝑑E𝑑E^{}R(E,E^{})\sigma (E_{\overline{\nu }_e})\varphi (E_{\overline{\nu }_e})\left(\underset{i}{}\frac{P_i}{d_i^2}P_i^{ee}\right)$$

$$=_{E_i}^{E_{i+1}}𝑑EN^{th}(E,\alpha ,\delta m^2,\mathrm{sin}\theta _{12})$$
(5)
where $`E`$ and $`E^{}`$ are the measured and real visible energy, respectively, and $`E_{\overline{\nu }_e}=E^{}+0.8`$ MeV the energy of the incoming $`\overline{\nu }_e`$. Moreover, A is a normalization factor which accounts for the number of target protons, the detection efficiency, the data taking time and conversion of units, $`\sigma (E^{})`$ is the cross-section for the inverse $`\beta `$-decay , $`P_i`$ is the thermal power (in units of GW) of the ith reactor and $`d_i`$ its distance from the KamLAND detector , $`\varphi (E^{})`$ 444This flux takes into account the differential spectrum of the $`\overline{\nu }_e`$’s, the average energy and the intensity fraction of each fuel component. is the $`\overline{\nu }_e`$’s flux at the detector, weighed over the different fuel components  in U and Pu as from  and calculated using the differential spectrum from . In eq. (5), $`R(E,E^{})`$ is a Gaussian energy resolution function with $`\sigma =0.075\sqrt{E^{}(MeV)}`$ .

In order to determine the constant A, we have normalized eq. (5) by using the information and the average expected number of events (86.8) from . Yet, we introduce a correction factor, $`\alpha `$, which accounts for the systematic uncertainties. The $`\overline{\nu }_e`$’s survival probability, $`P_i^{ee}`$, is written

$$P_i^{ee}=1\mathrm{sin}^22\theta _{12}\mathrm{sin}^2\left(1.27\frac{\delta m^2(eV^2)d_i(m)}{E_{\overline{\nu }_e}(MeV)}\right)$$
(6)
In particular, to take into account the sistematic uncertainties we have multiplied the likelihood function in eq. (1) by a Gaussian given as a function of $`\alpha `$ with mean value equal to one and $`\sigma _{sys}=0.064`$, the total systematic uncertainty quoted in . So, the log-likelihood function to maximize looks like

$$lnL(\alpha ,\delta m^2,\mathrm{sin}\theta _{12})=_{2.6MeV}^{8.125MeV}𝑑EN^{th}(E,\alpha ,\delta m^2,\mathrm{sin}\theta _{12})+$$

$$+\underset{i=1}{\overset{13}{}}N_i^{obs}ln_{E_i}^{E_{i+1}}𝑑EN^{th}(E,\alpha ,\delta m^2,\mathrm{sin}\theta _{12})\frac{1}{2}\left(\frac{\alpha 1}{\sigma _{sys}}\right)^2$$
(7)
with $`N^{th}`$ from eq. (5).

We have searched for maxima of $`lnL`$ from eq. (7) using two hypotheses. The first assumes no-oscillation and the only non-zero parameter is $`\alpha `$. In this case the best-fit is for $`\alpha =0.892`$. We point out that without the systematic uncertainty the ML method gives $`\alpha 0.6`$, which corresponds to the ratio between the measured and expected number of events . The number of events in the absence of oscillations is $`77.4_{2.5}^{+4.4}`$ with 1$`\sigma `$ confidence interval according to eq. (3). This integrated rate is in agreement within 1$`\sigma `$ with the number used for the absolute normalization: 86.8$`\pm `$5.6 expected events as from . The second hypothesis assumes oscillations according to eq. (6). In this case we have found several local maxima and two global ones symmetric with respect to $`\mathrm{sin}^2\theta _{12}=0.5`$. The best-fit points are: ($`\alpha `$, $`\mathrm{sin}^2\theta _{12}`$, $`\delta m^2`$) = (0.997, $`{}_{0.424}{}^{}{}_{}{}^{0.576}`$,7.11), where $`\delta m^2`$ is given in units of 10-5 eV2. To determine the confidence regions for the parameters we have studied the profile of $`lnL`$ against one parameter while maximizing with respect to the others. The result of this study around the global maxima is shown in Fig. 2. It can be noticed, in particular looking at the profiles of $`\alpha `$, that the log-likelihood is not parabolic. So, though small there is a deviation from the large-N behavior of the data under investigation. The 68.3% confidence intervals, from eq. (3), are reported in Tab. 1.

In order to study the goodness-of-fit for the two hypotheses under consideration we have calculated the distribution of $`\chi _{Per}^2`$ by generating Poisson values for N$`{}_{i}{}^{}{}_{}{}^{obs}`$ based on the mean value for N$`{}_{i}{}^{}{}_{}{}^{th}`$ according to the fit performed with the ML method. For the no-oscillation hypothesis we show in Fig. 3 the KamLAND data against the ML fit. On the up-right corner we also show the distribution of $`\chi _{Per}^2`$ together with that of a $`\chi ^2`$ p.d.f. with 12 d.o.f. The darkened area show the fraction of the distribution above the measured value for $`\chi _{Per}^2`$. In this case the P-value is 53% ($``$48% using the $`\chi ^2`$ distribution). Following the same reasoning in Fig. 4 we show the ML fit assuming oscillations. Again in the up-right corner we report the $`\chi _{Per}^2`$ statistics. The g.o.f is 93% ($``$90% using the $`\chi ^2`$ distribution). For completeness in Fig. 1 we show the best-fit curve assuming oscillations together with the distribution of the expected events in the standard scenario (with $`\alpha =0`$). Finally, in order to compare our analysis with the others on the KamLAND results, in Fig. 5 we show the 90%, 95% and 99% confidence regions for the oscillation parameters (from eq. (2)) together with the the profile of $`lnL(log(\delta m^2),\mathrm{sin}^2\theta _{12})`$. This latter has been determined by maximizing with respect to $`\alpha `$.

## 3 Conclusions

In conclusion we have analized the first results of KamLAND through the ML method for a no-oscillation hypothesis and an oscillation one. The former gives a P-value of about 93% and the latter of about 53%. By chance we get a result in perfect agreement with what reported in  about how the positron spectrum is consistent with a neutrino oscillations assumption although we have a slightly different oscillation parameters. Furthermore, we also are in perfect agreement with the conclusion in  about a no-oscillation assumption for the spectrum analysis. However, in the paper this finding is clearly due to the present statistics and the systematic uncertainty. On the contrary, the method of analysis in  is not well explained. We should also remind that the strongest evidence in favour of neutrino oscillations comes from the ratio between the measured and expected number of events . In this paper we have used the information from the positron spectrum and in order to properly make a comparison between the two hypotheses discussed (oscillation and no-oscillation) we have worked out the ratio $`\lambda =L_{max}^{noosc}/L_{max}^{osc}`$ (likelihood ratio) which turns out to be $`8.45\times 10^4`$. This small value gives an indication that the observed positron spectrum in KamLAND rules out the no disappearance scenario with the present statistics. Computing -2$`ln\lambda `$, which follows a $`\chi ^2`$ distribution with 2 d.o.f. in this case, it turns out that the assumption which restrict the number of parameters, i.e. the no disappearence hypothesis, is rejected at the level of about 99.9%.

For the sake of completeness we have reduced the systematic uncertainty at 2% to study the trend of the fit. As shown in Fig. 3 the fit gets worse for the no-oscillation hypothesis and the new P-value is equal to about 30%.

We have also shown that a $`\chi ^2`$ test, in this we could call quasi low-count rate experimental scenario, gives within few %’s a result in agreement with that reported using a Monte Carlo calculation for $`\chi _{Per}^2`$.

A limiting point of the analysis presented and common with others on the same argument is the treatment of the systematic uncertainty which are combined in two main sources in  and in one correction factor to the overall normalization in  and here. Moreover, no matter effects are taken into account here. Yet, this correction gives only a small contribution .

## Aknowledgments

A.I. is greatful to C. Giunti, E. Lisi and D. Montanino for discussions during the preparation of this paper.


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# Phonon effects in molecular transistors

## Abstract

A rate equation formalism is used to determine the effect of electron-phonon coupling on the conductance of a molecule. Interplay between the phonon-induced renormalization of the density of states on the quantum dot and the phonon-induced renormalization of the dot-lead coupling is found to be important. Whether or not the phonons are able to equilibrate in a time rapid compared to the transit time of an electron through the dot is found to affect the conductance. Observable signatures of phonon equilibration are presented.

In recent years it has become possible to fabricate devices in which the active element is a very small organic molecule Organicdevice . Such a device may be thought of as a ’quantum dot’: a structure weakly coupled to the macroscopic charge reservoirs (’leads’) and small enough that the quantization of the energly levels on the dot is important. Quantum dots fabricated using conventional semiconductor technology have been extensively studied experimentally Quantumdotrefs  and theoretically Quantumdottheory . However, the use of small molecules may lead to new physics. In particular, as electrons are added or removed from a small molecule the shape of the molecule is altered. The energies associated with this shape change are not small, and the time scales may be comparable to those related to the flow of electrons into and out of the molecule. Interesting recent data indicate that these effects may lead to interesting structures in the conductance spectra of the dot Ralph02 ; Zhitenev02 ; Park00 .

The shape change may be thought of as a coupling of electrons on the molecule to phonon modes of the molecule. The subject of electron-phonon coupling in quantum dots has received some theoretical attention Glazman87 ; Wingreen89 ; Li95 ; Gogolin02 ; Alexandrov02 ; Balatsky02 , however the existing literature appears contradictory, and many papers omit important physics or make apparently incorrect statements. For example, the phonon-induced renormalization of the coupling between the molecule and the leads is often neglected Balatsky02 ; Gogolin02 ; Alexandrov02 . Further, some papers assert (incorrectly, we believe) that phonon sidebands may be observed even in the linear-response conductance Wingreen89 ; Balatsky02 . There is apparently no comprehensive discussion of the relation between model parameters and the phonon-induced features of the conductance. Further, a coupling of the dot to leads implies a mechanical coupling between the dot and the external world which may allow the phonons on the dot to relax to an equilibrium determined by the leads, instead of following the electrons. The effect of this physics on the conductance has apparently not been examined.

In this paper we present a theoretical treatment of a simple model of electron-phonon effects in a molecular quantum dot which addresses these issues. Our treatment is valid in the limit (likely of greatest immediate experimental relevance) in which the temperature is higher than the level broadening induced by coupling the molecule to the leads, and is based on a rate equation approach with coefficients derived via a golden-rule analysis. We present results for average current as functions of gate and source-drain voltage for two limiting cases: phonons uncoupled from the external world and responding only to on-dot electrons (phonon equilibration slow compared to dwell time of electron on dot), and phonons equilibrated to the external world independent of the electron occupation (phonon equilibration fast compared to dwell time of electron on molecule). Subsequent papers Mitra03b  will analyze the low-$`T`$ limit and the equilibrium/nonequilibrium crossover.

For simplicity we consider here the case of a molecule with a single relevant level, coupled to a single (Einstein) phonon mode and to two leads, which we label as ’left’ and ’right’, described by the Hamiltonian

$$H=H_{dot}+H_{phonon}+H_{mix}$$
(1)
with

$`H_{dot}`$ $`=\epsilon n_d+Un_d\left(n_d1\right)+\lambda \omega _{ph}\left(b^{}+b\right)n_d`$ (2)
$`H_{phonon}`$ $`=\omega _{ph}b^{}b`$ (3)
$`H_{mix,el}`$ $`={\displaystyle \underset{a=L,R}{}}V_a{\displaystyle \underset{p\sigma }{}}(c_{ap\sigma }^{}d_\sigma +H.c.)`$ (4)
Here the number of electrons on the molecule, $`n_d`$, is given by

$$n_d=\underset{\sigma }{}d_\sigma ^{}d_\sigma ,$$
(5)
the parameter $`U`$ is the charging energy of the molecule, the parameter $`\epsilon `$ gives the energy of putting one electron into the dot, the $`V`$ represent the hybridization of the molecule and the leads, while the left and right leads are characterized by chemical potentials $`\mu _L`$ and $`\mu _R`$ and densities of states $`N_{L,R}`$. We have defined the zero-phonon state to be the ground state when $`n_d=0`$, and we neglect anharmonicity in the lattice part of the Hamiltonian (such anharmonicity is of course induced by the electron-phonon coupling and an intrinsic anharmonicity could easily be added).

Fig. 1 shows the energy level diagram corresponding to the problem we consider. We choose as zero of energy the value $`ϵ^{}`$ corresponding to the ground state of one electron on an isolated dot, and we consider the behaviour as the chemical potentials of the left and right leads are varied. We specialize here to the large U limit most likely to be relevant for small molecules, so restrict the dot occupancy to zero or 1. In conventional language the source-drain voltage $`V_{sd}=\frac{\mu _L\mu _R}{e}`$, while the gate voltage $`V_g=\frac{\mu _L+\mu _R}{2e}`$. One should include in the model a coupling between the phonons on the molecule and phonons in the leads or elsewhere in the device. Such coupling would provide a mechanism for the molecular phonons to equilibrate to the leads, and should be included in a fully general treatment. Here we study only the limit of uncoupled phonons (described by $`H`$ above) and the limit of fully equilibrated phonons, which we obtain as described below.

We shall be interested in the current $`I`$ flowing between the leads,

$`I`$ $`={\displaystyle \frac{d}{dt}}{\displaystyle \underset{p\sigma }{}}c_{Lp\sigma }^{}c_{Lp\sigma }c_{Rp\sigma }^{}c_{Rp\sigma }`$ (6)
as a function of the two chemical potentials.

The term $`H_{mix}`$ leads to broadening of the electron levels. The resulting widths due to coupling to the left and right leads are $`\mathrm{\Gamma }_{L,R}=N_{L,R}V_{L,R}^2.`$ We specialize here to the case in which temperature is large compared to the level broadening: $`\mathrm{\Gamma }_{L,R}<<T.`$ In this case, the behavior may be described by rate equations describing transitions between different states of the system Rate\_Eqn . A state of the system is specified by a number of electrons on the dot, and a number of excited phonons, and transitions involve changing the number of electrons or phonons or both. Before writing the rate equations, it is convenient to perform a standard Mahanch4  canonical transformation to eliminate the explicit electron-phonon coupling in Eq. 1. Defining $`S=\lambda \left(_\sigma d_\sigma ^{}d_\sigma \right)\left(b^{}b\right)`$ and transforming all operators $`O`$ via $`e^SOe^S`$ leads to a transformed Hamiltonian $`H^{}=H_{dot}^{}+H_{mix}^{}`$ with

$`H_{dot}^{}`$ $`=\epsilon ^{}n_d+\omega _{ph}a^{}a+\stackrel{~}{U}n_d\left(n_d1\right)`$ (7)
$`H_{mix}^{}`$ $`={\displaystyle \underset{a=L,R}{}}V_a{\displaystyle \underset{p\sigma }{}}(\widehat{X}c_{ap\sigma }^{}d_\sigma +H.c.)`$ (8)
where the transformed phonon operator $`a=b\lambda _\sigma d_\sigma ^{}d`$ σ, so the phonon ground state depends on the dot occupancy. $`\epsilon ^{}=\epsilon \frac{g^2}{\omega _{ph}}`$ is the ’polaron shift’ in the energy for adding one electron to the molecule and the interaction parameter $`U`$ is also renormalized, but as we shall focus here on $`U\mathrm{}`$ we do not write the renormalization explicitly here. The crucial phonon renormalization of the electron-lead coupling is given by

$$\widehat{X}=\mathrm{exp}\left[\lambda \left(a^{}a\right)\right]$$
(9)
After the transformation the state of the system is specified by the dot occupancy $`n`$ and the number of phonons $`q`$ excited above the ground state corresponding to the given occupancy $`n`$ and we shall be concerned with the probability $`P_q^n`$ that the system has $`n`$ electrons and $`q`$ excited phonons. Transitions between states are determined by applying the golden rule to $`H_{mix}^{}`$. The resulting transition rate depends on the change in phonon occupation number (it also depends on the electron distribution in the leads but we write this dependence separately).

The transition rate involving hopping an electron from the dot to lead $`a`$ and changing the phonon occupancy from $`q`$ (measured relative to the ground state of $`H_{dot}^{}`$ with occupancy $`n`$) to $`q^{}`$ (measured relative to the ground state of $`H_{dot}^{}`$ with occupancy $`n1`$) is equal to the transition rate involving hopping an electron from the lead $`a`$ to the dot and changing the phonon occupancy from $`q`$ (measured relative to the ground state of $`H_{dot}^{}`$ with occupancy $`n1`$) to $`q^{}`$ (measured relative to the ground state of $`H_{dot}^{}`$ with occupancy $`n`$) and is Mahanch4

$$\mathrm{\Gamma }_{q^{},q}^a=\mathrm{\Gamma }_a\left|<q^{}|X|q>\right|^2$$
(10)
The matrix element can be computed by standard methods Mahanch4 ; its absolute value $`|<q|X|q^{}>|^2X_{qq^{}}^2`$ is symmetric under interchange of $`q`$ and $`q^{}`$ and is

$$X_{q<q^{}}^2=\left|\underset{k=0,q}{}\frac{\left(\lambda ^2\right)^k\left(q!q^{}!\right)^{1/2}\lambda ^{|qq^{}|}e^{\lambda ^2/2}}{\left(k\right)!((qk)!(k+|q^{}q\left|\right)!}\right|^2$$
(11)
As interesting special cases, let us write the several lowest operators:

$`X_{0n}`$ $`=e^{\lambda ^2/2}{\displaystyle \frac{\lambda ^n}{\sqrt{n!}}}`$ (12)
$`X_{11}`$ $`=\left(1\lambda ^2\right)e^{\lambda ^2/2}`$ (13)
$`X_{21}`$ $`=\sqrt{2}\lambda \left(1{\displaystyle \frac{\lambda ^2}{2}}\right)e^{\lambda ^2/2}`$ (14)
$`X_{22}`$ $`=\left(12\lambda ^2+{\displaystyle \frac{\lambda ^4}{2}}\right)e^{\lambda ^2/2}`$ (15)
Observe that for certain values of $`\lambda `$ some of the matrix elements vanish. This unusual behavior is an interference phenomenon, which is slightly obscured by the notation. A state which has $`q`$ phonons excited above the ground state of the system with $`n=0`$ electrons is a superposition (with varying sign) of many multiphonon states, when viewed in the basis which diagonalizes the $`n=1`$ electron problem, and therefore the transition described by $`X_{qq^{}}`$ is really a superposition of many different transitions, which for some values of $`\lambda `$ may destructively interfere. The phonon renormalization of the molecule-lead coupling is apparently omitted, or treated in an average manner which neglects the $`q,q^{}`$ dependent structure, in several recent papers Balatsky02 ; Gogolin02 ; Alexandrov02 .

We are now in a position to write rate equations, following e.g. Rate\_Eqn . If the phonons are uncoupled from the leads we have ($`f_a`$ is the fermi function for lead $`a`$).

$`\dot{P}_q^n`$ $`={\displaystyle \underset{a,q^{}}{}}f_a\left(\left(qq^{}\right)\omega _{ph}+Un(n1)\right)\mathrm{\Gamma }_{q,q^{}}^aP_q^{}^{\left(n1\right)}`$
$`+\left(1f_a\left(\left(q^{}q\right)\omega _{ph}+Un(n+1)\right)\right)\mathrm{\Gamma }_{q,q^{}}^aP_q^{}^{\left(n+1\right)}`$
$`\left(1f_a\left(\left(qq^{}\right)\omega _{ph}+Un(n1)\right)\right)\mathrm{\Gamma }_{q^{},q}^aP_q^n`$
$`f_a\left(\left(q^{}q\right)\omega _{ph}+Un(n+1)\right)\mathrm{\Gamma }_{q^{},q}^aP_q^n`$
The net current flowing into the dot from lead $`a`$ is

$`I^a`$ $`={\displaystyle \underset{n,q,q^{}}{}}P_q^nf_a\left(\left(q^{}q\right)\omega _{ph}+Un(n+1)\right)\mathrm{\Gamma }_{q,q^{}}^a`$
$`P_q^{n+1}\left(1f_a\left(\left(qq^{}\right)\omega _{ph}+Un(n+1)\right)\right)\mathrm{\Gamma }_{q^{},q}^a`$
where the sum on n is from $`0`$ to $`(d_{max}1)`$, $`d_{max}`$ being the maximum occupation of the dot. Note that in steady state it follows from the rate equation that $`I^L=I^R`$ which equals the total current across the dot.

The opposite limit, of phonons equilibrated to the leads (assumed here to be at the same temperature) may be treated in steady state by forcing the probability distributions on the right hand side of Eq. Phonon effects in molecular transistors to have the phonon-equilibrium form $`P_q^n=P^ne^{q\omega _{ph}/T}(1e^{w_{ph}/T})`$. In the $`U\mathrm{}`$ limit this ansatz implies that the probabilty $`P^0`$ that the dot is empty is given by,

$$P^0=\frac{_{a,q,q^{}}\mathrm{\Gamma }_{q,q}^ae^{q\omega _{ph}/T}\overline{f}_{a,q,q^{}}}{_{a,q,q^{}}2\mathrm{\Gamma }_{q,q}^ae^{q^{}\omega _{ph}/T}f_{a,q,q^{}}+\mathrm{\Gamma }_{q,q^{}}^ae^{q\omega _{ph}/T}\overline{f}_{a,q,q^{}}}$$
(18)
where $`\overline{f}_{a,q,q^{}}=1f_a\left(\left(qq^{}\right)\omega _{ph}\right)`$, $`f_{a,q,q^{}}=1\overline{f}_{a,q,q^{}}`$ while, $`P^1=1P^0`$.

In general for both equilibrated and unequilibrated cases the steady state rate equations ($`\dot{P}_n=0`$) constitute an eigensystem which we solve numerically. From these solutions we have computed the current. Representative results are shown in Fig. 2 which plots the low-T current as a function of $`V_{sd}`$ for two gate voltages: $`V_g=0(\mu _L=\mu _R`$, upper panel) and $`V_g=\frac{V_{sd}}{2}(\mu _R=0`$, lower panel), for both equilibrated and unequilibrated phonons.

Steps (broadened by T) in the current associated with “phonon side-bands” are observed when the source-drain voltage passes through an integer multiple of the phonon frequency. However, in the opposite ’linear response’ limit $`V_{sd}0`$ (not shown), as $`V_g`$ is varied we find just one main step in the $`IV`$-curve, as $`V_g`$ passes through 0, and only very tiny structures (vanishing as $`e^{\omega _{ph}/T}`$, which is the probability of the dot being empty with one phonon excited) when $`V_g`$ is a non-zero multiple of the phonon frequency. This result appears to differ from that stated in Ref. Balatsky02  who find phonon side bands as $`V_g`$ is swept at $`V_{sd}0`$. The difference occurs because Ref Balatsky02  neglected the fact that the phonon side-bands “float” i.e., shift with the fermi level as $`V_g`$ is changed.

Fig. 2 reveals on first sight an apparently surprising result: for symmetric bias ($`V_g=0`$) and for the coupling considered, the current is larger for equilibrated phonons than for the unequilibrated case, whereas for the strongly asymmetric case ($`\mu _R=0`$), the opposite is true. This is surprising because one expects that in the unequilibrated case the phonons arrange themselves so as to maximize the current. To gain more insight into this phenomenon we have calculated the dependence of the ratio of currents for unequilibrated and equilibrated phonons on the coupling $`\lambda `$ for different degrees of bias asymmetry. We find that except for $`\mu _R=0.0`$ (the most asymmetric case) a minimum in the ratio occurs for a $`\lambda 1`$. This behaviour may be traced back to Eq. 13,15 which reveal that higher order “diagonal” (n phonon- n phonon) matrix elements vanish for a $`\lambda 1`$.

The steps in current may be conveniently parametrized by the height (or the area, as the width is simply proportional to $`T`$) of the corresponding peaks $`G_{max}`$ in the differential conductance $`G=dI/dV`$. Ratios of peak heights (or areas) provide a convenient experimental measure of whether the phonons are in equilibrium. At low T, the equilibrium phonon distribution corresponds to occupancy only of the $`n=0`$ phonon state, so the n-th side band involves a transition from the 0 phonon to the n phonon state. Therefore the ratios of the peak heights or areas are controlled by ratios of $`|X_{n0}|^2`$. In particular Eqns. 12Phonon effects in molecular transistors imply that if $`\mu _L=\mu _R`$ and $`T\omega _{ph}`$,

$$\frac{G_{max}^n}{G_{max}^0}|_{equil}=\frac{|X_{n0}|^2}{2|X_{00}|^2}=\frac{\lambda ^{2n}}{2(n!)}$$
(19)
Note that if $`\mu _L\mu _R`$, then $`\mu `$ dependent changes in the occupation probabilities lead to additional, and not simply characterized $`n`$ dependence.

Deviations from this pattern imply non-equilibrium phonons. As illustration we display in Fig. 3 $`G_{max}`$ values (normalized to the zero frequency peak) for equilibrium and non-equilibrium phonons and a weak and strong electron phonon coupling. One sees that the non-equilibrium case the peak heights display a non-systematic dependence on electron-phonon coupling and peak index, but that in general measurements of the $`n=1`$ and $`n=2`$ peaks reveal the effect clearly.

It is also of interest to consider how far out of equilibrium the phonon distribution may be driven. Fig. 4 shows the phonon occupation probabilities for weak and strong electron-phonon coupling and $`V_g=0`$. One sees immediately that the phonon distribution function is farther from equilibrium for weak couplings than for strong couplings. We associate this effect to the strong $`\lambda `$ dependence of operators $`X_{0n}`$, (Eq. 12) which allows the system at large $`\lambda `$ to “jump down” from a highly excited state to one of low phonon occupancy. The deviation from equilibrium is largest for $`V_g=0`$ for similar reasons.

In summary we have investigated a rate equation model for quantum dots with strong electron-phonon coupling. We find important effects arising from the phonon renormalization of the dot-lead matrix element and from whether or not the phonons are able to equilibrate. Future papers will address bistability Gogolin02 ; Alexandrov02  and also the low-T limit in which the rate equation approach is not valid.

Acknowledgements:  AJM thanks L. Glazman for helpful conversations. We acknowledge support from NSF-DMR-00081075 and Columbia University, and AJM thanks the ESPCI for hospitality while part of this work was completed.


text:
# Omega results for the divisor and circle problems

## 1. Introduction

Let $`d(n)`$ denote the number of divisors of $`n`$ and $`r(n)`$ the number of ways of writing $`n`$ as the sum of two integer squares. Let $`\mathrm{\Delta }(x)`$ and $`P(x)`$ denote the remainder terms in the aymptotic formulae $`_{nx}d(n)=x\mathrm{log}x+(2\gamma 1)x+\mathrm{\Delta }(x)`$ and $`_{nx}r(n)=\pi x+P(x)`$. In 1916 G.H. Hardy  showed that

$$\mathrm{\Delta }(x)=\{\begin{array}{cc}\mathrm{\Omega }_+((x\mathrm{log}x)^{\frac{1}{4}}\mathrm{log}_2x)\hfill & \\ \mathrm{\Omega }_{}(x^{\frac{1}{4}})\hfill & \end{array}$$

and that

$$P(x)=\{\begin{array}{cc}\mathrm{\Omega }_{}((x\mathrm{log}x)^{\frac{1}{4}})\hfill & \\ \mathrm{\Omega }_+(x^{\frac{1}{4}}).\hfill & \end{array}$$

Here and throughout $`\mathrm{log}_j`$ denotes the $`j`$-th iterated logarithm, so that $`\mathrm{log}_2=\mathrm{log}\mathrm{log}`$, $`\mathrm{log}_3=\mathrm{log}\mathrm{log}\mathrm{log}`$ and so on. Recall that for a real valued function $`f`$ and a positive function $`g`$ the symbol $`f=\mathrm{\Omega }(g)`$ means that $`limsup_x\mathrm{}|f(x)|/g(x)>0`$. We write $`f=\mathrm{\Omega }_+(g)`$ if $`limsup_x\mathrm{}f(x)/g(x)>0`$, and $`f=\mathrm{\Omega }_{}(g)`$ if $`liminf_x\mathrm{}f(x)/g(x)<0`$. Lastly $`f=\mathrm{\Omega }_\pm (g)`$ means that $`f=\mathrm{\Omega }_+(g)`$ and also $`f=\mathrm{\Omega }_{}(g)`$.

Since Hardy, gradual progress had been made on the $`\mathrm{\Omega }_{}`$ result for $`\mathrm{\Delta }`$ and the $`\mathrm{\Omega }_+`$ result for $`P`$ culminating in the work of K. Corrádi and I. Kátai  who showed that for a positive constant $`c`$

$$\mathrm{\Delta }(x)=\mathrm{\Omega }_{}\left(x^{\frac{1}{4}}\mathrm{exp}(c(\mathrm{log}_2x)^{\frac{1}{4}}(\mathrm{log}_3x)^{\frac{3}{4}})\right)$$

and a similar $`\mathrm{\Omega }_+`$ result for $`P(x)`$. In 1981 J.L. Hafner  obtained the first improvements on the $`\mathrm{\Omega }_+`$ result for $`\mathrm{\Delta }`$ and the $`\mathrm{\Omega }_{}`$ result for $`P`$. He showed that for some positive constants $`A`$ and $`B`$, $`\mathrm{\Delta }(x)=\mathrm{\Omega }_+((x\mathrm{log}x)^{\frac{1}{4}}(\mathrm{log}_2x)^{(3+2\mathrm{log}2)/4}\mathrm{exp}(A\sqrt{\mathrm{log}_3x}))`$ and $`P(x)=\mathrm{\Omega }_{}((x\mathrm{log}x)^{\frac{1}{4}}(\mathrm{log}_2x)^{(\mathrm{log}2)/4}\mathrm{exp}(B\sqrt{\mathrm{log}_3x}))`$. Hafner observed that these results represented the limit of his method and that A. Selberg (unpublished) had obtained similar bounds. In this note we refine Hafner’s results and show that the magnitudes of $`\mathrm{\Delta }(x)`$ and $`P(x)`$ can be larger than the values given above. However, unlike Hafner’s result, we cannot determine the sign of the large values we exhibit.

###### Theorem 1

We have

$$\mathrm{\Delta }(x)=\mathrm{\Omega }\left((x\mathrm{log}x)^{\frac{1}{4}}(\mathrm{log}_2x)^{\frac{3}{4}(2^{4/3}1)}(\mathrm{log}_3x)^{\frac{5}{8}}\right),$$

and

$$P(x)=\mathrm{\Omega }\left((x\mathrm{log}x)^{\frac{1}{4}}(\mathrm{log}_2x)^{\frac{3}{4}(2^{1/3}1)}(\mathrm{log}_3x)^{\frac{5}{8}}\right).$$

Note that $`\frac{3}{4}(2^{4/3}1)=1.1398\mathrm{}`$ while $`(3+2\mathrm{log}2)/4=1.0965\mathrm{}`$; also $`\frac{3}{4}(2^{1/3}1)=0.1949\mathrm{}`$ while $`(\mathrm{log}2)/4=0.1732\mathrm{}`$.

Our method also applies to the remainder term in the $`k`$-divisor problem (also called the Piltz divisor problem). Let $`k2`$ be an integer and let $`d_k(n)`$ denote the number of ways of expressing $`n`$ as a product of $`k`$ factors. Let $`\mathrm{\Delta }_k(x)`$ denote the remainder term in the asymptotic formula for $`_{nx}d_k(n)`$; that is,

$$\underset{nx}{}d_k(n)=\underset{s=1}{\text{Res}}\zeta (s)^k\frac{x^s}{s}+\mathrm{\Delta }_k(x).$$

G. Szegö and A. Walfisz  showed that $`\mathrm{\Delta }_k(x)=\mathrm{\Omega }^{}((x\mathrm{log}x)^{(k1)/(2k)}(\mathrm{log}_2x)^{k1})`$ where $`\mathrm{\Omega }^{}=\mathrm{\Omega }_+`$ if $`k=2`$, $`3`$ and $`\mathrm{\Omega }^{}=\mathrm{\Omega }_\pm `$ if $`k4`$. Hafner  improved this to

$$\mathrm{\Delta }_k(x)=\mathrm{\Omega }^{}\left((x\mathrm{log}x)^{\frac{k1}{2k}}(\mathrm{log}_2x)^{\frac{(k1)}{2k}(k\mathrm{log}kk+1)+k1}\mathrm{exp}(A_k\sqrt{\mathrm{log}_3x})\right)$$

for some positive constant $`A_k`$. We exhibit larger values of $`|\mathrm{\Delta }_k(x)|`$ but as in Theorem 1 we cannot control the sign of these values (except when $`k3(mod4)`$).

###### Theorem 2

With notations as above

$$\mathrm{\Delta }_k(x)=\mathrm{\Omega }\left((x\mathrm{log}x)^{\frac{k1}{2k}}(\mathrm{log}_2x)^{\frac{k+1}{2k}(k^{2k/(k+1)}1)}(\mathrm{log}_3x)^{\frac{1}{2}\frac{k1}{4k}}\right).$$

The above estimate holds with $`\mathrm{\Omega }_+`$ in place of $`\mathrm{\Omega }`$ if $`k3(mod8)`$, and with $`\mathrm{\Omega }_{}`$ in place of $`\mathrm{\Omega }`$ if $`k7(mod8)`$.

For large $`k`$ the exponent of $`\mathrm{log}_2x`$ in our result is $`k^2/2`$ while that in Hafner’s is $`(k\mathrm{log}k)/2`$.

We now describe our method, using $`\mathrm{\Delta }(x)`$ for illustration. One knows that $`\mathrm{\Delta }(x^2)`$ is given by the conditionally convergent series

$$\frac{x^{\frac{1}{2}}}{\pi \sqrt{2}}\underset{n=1}{\overset{\mathrm{}}{}}\frac{d(n)}{n^{\frac{3}{4}}}\mathrm{cos}(4\pi \sqrt{n}x\pi /4).$$

By smoothing a little, one may restrict the sum above to the terms $`nN`$ weighted appropriately, and it suffices (roughly speaking) to give omega results for the truncated series $`_{nN}d(n)n^{\frac{3}{4}}\mathrm{cos}(4\pi \sqrt{n}x\pi /4)`$. Let $``$ denote a set of $`M`$ positive integers. By Dirichlet’s Theorem on diophantine approximation we may find $`x[X,6^MX]`$ such that $`2\sqrt{m}x1/6`$ for each $`m`$. 111Here $``$ denotes the distance from the nearest integer. If we select $``$ to be the first $`M`$ integers, and take $`M=[\mathrm{log}X]=N`$ then we obtain Hardy’s omega result. Hafner exploits the uneven distribution of $`d(n)`$ by selecting $``$ such that $`d(m)`$ is large for $`m`$. To ensure that the terms $`nN`$, $`n`$ do not cancel the contribution of the terms $`mN`$, $`m`$, Hafner imposes the restriction $`\frac{}{nN,nd(n)n^{\frac{3}{4}}=o(N^{\frac{1}{4}}\mathrm{log}N)}`$. Optimizing this argument leads to his $`\mathrm{\Omega }_+`$ result. We argue instead as follows: For an integer parameter $`L`$, we first find $`x[X,(6L)^MX]`$ such that $`2\sqrt{m}x1/(6L)`$ for each $`m`$. Then for each of the $`L`$ points $`\mathrm{}x`$ ($`1\mathrm{}L`$) we see that the terms $`mM`$, $`m`$ pull in the same direction. We then show that for one of these points the contribution of the terms $`nN`$, $`n`$ is not too destructive. The effect is essentially to eliminate Hafner’s restriction, and this accounts for our improvement. Our argument really works for $`_{nN}d(n)n^{\frac{3}{4}}\mathrm{cos}(4\pi \sqrt{n}x)`$, so that it is first necessary to remove the phase $`\pi /4`$. It is in this step that we lose knowledge of the sign of the large values we exhibit.

From our remarks above the ideal omega result for $`\mathrm{\Delta }(x)`$ seems the following. Arrange the sequence $`d(n)n^{\frac{3}{4}}`$ in descending order, and let $`S(M)`$ denote the sum of the first $`M`$ largest values. Then $`\mathrm{\Delta }(x)=\mathrm{\Omega }(x^{\frac{1}{4}}S(\mathrm{log}x))`$. One can show that $`S(M)=M^{\frac{1}{4}}(\mathrm{log}M)^{\frac{3}{4}(2^{4/3}1)+o(1)}`$; thus Theorem 1 essentially obtains this ideal omega result.

We may model 222This is not entirely accurate since the terms at $`n`$ and $`nm^2`$ are obviously correlated. With this caveat the model is plausible, see D.R. Heath-Brown . $`\pi \sqrt{2}\mathrm{\Delta }(x)x^{\frac{1}{4}}`$ by a random trigonometric series $`_{n=1}^{\mathrm{}}d(n)n^{\frac{3}{4}}\mathrm{cos}(X_n)`$ where the $`X_n`$ are independent random variables uniformly distributed on $`[0,2\pi )`$. The work of H.L. Montgomery and A.M. Odlyzko  provides estimates for the probability of large values attained by this trigonometric series. This suggests that the omega result obtained in Theorem 1 represents the true maximal order of $`\mathrm{\Delta }(x)`$ up to $`(\mathrm{log}_2x)^{o(1)}`$.

## 2. The key Lemma

Let $`f(1)`$, $`f(2)`$, $`\mathrm{}`$ be a sequence of non-negative real numbers and $`0\lambda _1\lambda _2\mathrm{}`$ be a non-decreasing sequence of non-negative real numbers. We suppose that $`_{n=1}^{\mathrm{}}f(n)<\mathrm{}`$ and consider the trigonometric series

$$F(x):=\underset{n=1}{\overset{\mathrm{}}{}}f(n)\mathrm{cos}(2\pi \lambda _nx+\beta )$$

where $`\beta `$.

###### Lemma 3

Let $`L2`$ and $`N1`$ be integers. Let $``$ be a set of integers such that $`\lambda _m[\frac{\lambda _N}{2},\frac{3\lambda _N}{2}]`$ for each $`m`$. For any $`X2`$ there exists a point $`x[X/2,(6L)^{M+1}X]`$ such that

$$\frac{|F(x)|\frac{1}{8}\underset{m}{}f(m)\frac{1}{L1}}{n\lambda _n2\lambda _Nf(n)\frac{4}{\pi ^2X\lambda _N}_nf(n).}$$
$`1`$
If $`\beta 0(mod2\pi )`$ then there is a point $`x[X/2,(6L)^{M+1}X]`$ such that

$$\frac{F(x)\frac{1}{8}\underset{m}{}f(m)\frac{1}{L1}}{n\lambda _n2\lambda _Nf(n)\frac{2}{\pi ^2X\lambda _N}_nf(n).}$$
$`2`$
If $`\beta \pi (mod2\pi )`$ then the conclusion (2) holds with $`F(x)`$ in place of $`F(x)`$.

###### Demonstration Proof

Let $`K(u)=(\frac{\mathrm{sin}(\pi u)}{\pi u})^2`$ be Fejer’s kernel and recall that $`_{\mathrm{}}^{\mathrm{}}K(u)e(uy)du=\mathrm{max}(0,1|y|)=:k(y)`$, say. Consider

$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}`$ $`\lambda _NK(\lambda _Nu)e(\lambda _Nu)F(x+u)du`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{n}{}}f(n){\displaystyle _{\mathrm{}}^{\mathrm{}}}\lambda _NK(\lambda _Nu)e(\lambda _Nu)\left(e^{i\beta }e(\lambda _n(x+u))+e^{i\beta }e(\lambda _n(x+u))\right)𝑑u`$
$`={\displaystyle \frac{e^{i\beta }}{2}}{\displaystyle \underset{n}{}}f(n)e(\lambda _nx)k\left({\displaystyle \frac{\lambda _N\lambda _n}{\lambda _N}}\right),`$
since $`k((\lambda _N+\lambda _n)/\lambda _N)=0`$. Setting

$$F_1(x)=\frac{1}{2}\underset{n}{}f(n)\mathrm{cos}(2\pi \lambda _nx)k\left(\frac{\lambda _N\lambda _n}{\lambda _N}\right),$$

we deduce that

$`F_1(x)`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}\lambda _NK(\lambda _Nu)|F(x+u)|𝑑u`$ $`3`$
$`{\displaystyle _{X/2}^{X/2}}\lambda _NK(\lambda _Nu)|F(x+u)|𝑑u+{\displaystyle _{|u|>X/2}}{\displaystyle \frac{1}{\pi ^2\lambda _Nu^2}}{\displaystyle \underset{n}{}}f(n)du`$
$`\underset{u[X/2,X/2]}{\mathrm{max}}|F(x+u)|+{\displaystyle \frac{4}{\pi ^2X\lambda _N}}{\displaystyle \underset{n}{}}f(n).`$
By Dirichlet’s Theorem (see for example §8.2 of ), for any $`X2`$ there exists a point $`x_0`$ in $`[X,(6L)^MX]`$ such that $`\lambda _mx_01/(6L)`$ for each $`m`$. Consider

$$\underset{\mathrm{}=L}{\overset{L}{}}k\left(\frac{\mathrm{}}{L}\right)F_1(\mathrm{}x_0)=\frac{1}{2}\underset{n}{}f(n)k\left(\frac{\lambda _N\lambda _n}{\lambda _N}\right)\underset{\mathrm{}=L}{\overset{L}{}}k\left(\frac{\mathrm{}}{L}\right)\mathrm{cos}(2\pi \lambda _n\mathrm{}x_0).$$

The sum over $`\mathrm{}`$ is $`\frac{1}{L}(\frac{\mathrm{sin}(\pi L\lambda _nx_0)}{\mathrm{sin}(\pi \lambda _nx_0)})^2`$ which is always non-negative. Further if $`n`$ then each term in the sum is at least $`\mathrm{cos}(2\pi /6)=\frac{1}{2}`$ and so the sum here is at least $`L/2`$. Thus we see that

$$\underset{\mathrm{}=L}{\overset{L}{}}k\left(\frac{\mathrm{}}{L}\right)F_1(\mathrm{}x_0)\frac{L}{4}\underset{m}{}f(m)k\left(\frac{\lambda _N\lambda _m}{\lambda _N}\right)\frac{L}{8}\underset{m}{}f(m),$$

since $`\lambda _m[\lambda _N/2,3\lambda _N/2]`$ for all $`m`$. Since $`F_1(\mathrm{}x_0)=F_1(\mathrm{}x_0)`$ we deduce that for some $`1\mathrm{}_0L`$

$$\frac{F_1(\mathrm{}_0x_0)\frac{1}{8}\underset{m}{}f(m)\frac{F_1(0)}{L1}\frac{1}{8}\underset{m}{}f(m)\frac{1}{L1}}{n\lambda _n2\lambda _Nf(n).}$$

Using this in (3) we obtain the first assertion of the Lemma.

Suppose now that $`\beta 0(mod2\pi )`$. We start with

$$_{\mathrm{}}^{\mathrm{}}2\lambda _NK(2\lambda _Nu)F(x+u)𝑑u=\underset{n}{}f(n)\mathrm{cos}(2\pi \lambda _nx)k\left(\frac{\lambda _n}{2\lambda _N}\right)$$

and letting $`F_2(x)`$ denote the RHS above, we deduce that

$$F_2(x)\underset{u[X/2,X/2]}{\mathrm{max}}F(x+u)+\frac{2}{\pi ^2X\lambda _N}\underset{n}{}f(n).$$

We then argue as in the preceding paragraph and obtain the estimate (2). The case $`\beta \pi (mod2\pi )`$ follows since $`\mathrm{cos}(t+\pi )=\mathrm{cos}(t)`$.

## 3. Proof of Theorem 1

Let $`X`$ be large. Uniformly in $`XxX^3`$ we have (see (12.4.4) of )

$$\mathrm{\Delta }(x)=\frac{x^{\frac{1}{4}}}{\pi \sqrt{2}}\underset{nX^3}{}\frac{d(n)}{n^{\frac{3}{4}}}\mathrm{cos}\left(4\pi \sqrt{nx}\frac{\pi }{4}\right)+O(X^ϵ).$$

We will apply the result of §2 taking $`f(n)=d(n)n^{\frac{3}{4}}`$ if $`nX^3`$ and $`f(n)=0`$ for larger $`n`$, $`\lambda _n=2\sqrt{n}`$, and $`\beta =\frac{\pi }{4}`$. Then for $`\sqrt{X}xX^{\frac{3}{2}}`$ we have $`\mathrm{\Delta }(x^2)=\frac{\sqrt{x}}{\pi \sqrt{2}}F(x)+O(X^ϵ)`$, so that it suffices to establish an $`\mathrm{\Omega }`$ result for $`F`$.

Let $`L`$, $`M`$ and $`N`$ be parameters to be chosen shortly and suppose that $`(6L)^{M+1}\sqrt{X}`$. Let $``$ be a set of $`M`$ integers in $`[N/4,9N/4]`$. Then (1) of Lemma 3 shows that there exists a point $`x[X/2,X^{\frac{3}{2}}]`$ such that

$`|F(x)|`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{m}{}}{\displaystyle \frac{d(m)}{m^{\frac{3}{4}}}}{\displaystyle \frac{1}{L1}}{\displaystyle \underset{n4N}{}}{\displaystyle \frac{d(n)}{n^{\frac{3}{4}}}}{\displaystyle \frac{2}{\pi ^2X\sqrt{N}}}{\displaystyle \underset{nX^3}{}}{\displaystyle \frac{d(n)}{n^{\frac{3}{4}}}}`$ $`4`$
$`{\displaystyle \frac{1}{18N^{\frac{3}{4}}}}{\displaystyle \underset{m}{}}d(m)+O\left({\displaystyle \frac{N^{\frac{1}{4}}\mathrm{log}N}{L}}+{\displaystyle \frac{\mathrm{log}X}{X^{\frac{1}{4}}}}\right).`$
Choose $`L=(\mathrm{log}_2X)^{10}`$ and let $`\lambda `$ be a positive real number (we shall see that $`\lambda =2^{\frac{4}{3}}`$ optimally). We take $``$ to be the set of integers in $`[N/4,9N/4]`$ having exactly $`[\lambda \mathrm{log}_2N]`$ distinct prime factors. The cardinality of $``$ is

$$M\frac{N}{\mathrm{log}N}\frac{(\mathrm{log}_2N)^{[\lambda \mathrm{log}_2N]1}}{([\lambda \mathrm{log}_2N]1)!}\frac{N}{\sqrt{\mathrm{log}_2N}}(\mathrm{log}N)^{\lambda 1\lambda \mathrm{log}\lambda },$$

upon using Stirling’s formula and Theorem 4 of II.6.1 of G. Tenenbaum  for example. If we take $`N=c\mathrm{log}X(\mathrm{log}_2X)^{1\lambda +\lambda \mathrm{log}\lambda }(\mathrm{log}_3X)^{\frac{1}{2}}`$ for a suitably small positive constant $`c`$ then the condition $`(6L)^{M+1}\sqrt{X}`$ is satisfied. Upon noting that each $`m`$ satisfies $`d(n)2^{[\lambda \mathrm{log}_2N]}(\mathrm{log}N)^{\lambda \mathrm{log}2}`$ we deduce from (4) that for some $`x[X/2,X^{\frac{3}{2}}]`$

$`|F(x)|`$ $`{\displaystyle \frac{M(\mathrm{log}N)^{\lambda \mathrm{log}2}}{N^{\frac{3}{4}}}}+O\left({\displaystyle \frac{N^{\frac{1}{4}}}{(\mathrm{log}_2X)^9}}+1\right)`$
$`{\displaystyle \frac{(\mathrm{log}X)^{\frac{1}{4}}}{(\mathrm{log}_3X)^{\frac{5}{8}}}}(\mathrm{log}_2X)^{\lambda \mathrm{log}2+\frac{3}{4}(\lambda 1\lambda \mathrm{log}\lambda )}+O((\mathrm{log}X)^{\frac{1}{4}}(\mathrm{log}_2X)^{(1\lambda +\lambda \mathrm{log}\lambda )/49}).`$
The optimal choice of $`\lambda `$ is $`\lambda =2^{\frac{4}{3}}`$ which gives the omega result for $`\mathrm{\Delta }(x)`$ claimed in Theorem 1.

The proof for $`P(x)`$ is similar. By modifying the argument in Titchmarsh \[10; §12.4\] we obtain that uniformly in $`XxX^3`$

$$P(x)=\frac{x^{\frac{1}{4}}}{\pi }\underset{nX^3}{}\frac{r(n)}{n^{\frac{3}{4}}}\mathrm{cos}\left(2\pi \sqrt{nx}+\frac{\pi }{4}\right)+O(X^ϵ).$$

We now apply the result of §2 taking $`f(n)=r(n)n^{\frac{3}{4}}`$ for $`nX^3`$ and $`f(n)=0`$ for larger $`n`$, $`\lambda _n=\sqrt{n}`$ and $`\beta =\frac{\pi }{4}`$. Then for $`\sqrt{X}xX^{\frac{3}{2}}`$ we have $`P(x^2)=\frac{\sqrt{x}}{\pi }F(x)+O(X^ϵ)`$ so that it suffices to establish an $`\mathrm{\Omega }`$ result for $`F`$. Let $`L`$, $`M`$ and $`N`$ be parameters to be chosen and suppose $`(6L)^{M+1}\sqrt{X}`$. Let $``$ be a set of $`M`$ integers in $`[N/4,9N/4]`$. Then (1) of Lemma 3 shows that there is a point $`x[X/2,X^{\frac{3}{2}}]`$ with

$$|F(x)|\frac{1}{18N^{\frac{3}{4}}}\underset{m}{}r(m)+O\left(\frac{N^{\frac{1}{4}}}{L}+\frac{1}{X^{\frac{1}{4}}}\right).$$
$`5`$
Choose $`L=(\mathrm{log}_2X)^{10}`$ and let $`\lambda `$ be a positive real number (we shall see that the optimal choice of $`\lambda `$ is $`2^{\frac{1}{3}}`$). We take $``$ to be the set of integers in $`[N/4,9N/4]`$ having exactly $`[\lambda \mathrm{log}_2N]`$ distinct prime factors all of which are $`1(mod4)`$. Modifying the arguments in II.6 of Tenenbaum  we see that the cardinality of $``$ is

$$M\frac{N}{\mathrm{log}N}\frac{(\frac{1}{2}\mathrm{log}_2N)^{[\lambda \mathrm{log}_2N]1}}{([\lambda \mathrm{log}_2N]1)!}\frac{N}{\sqrt{\mathrm{log}_2N}}(\mathrm{log}N)^{\lambda 1\lambda \mathrm{log}\lambda \lambda \mathrm{log}2}.$$

If we let $`N=c\mathrm{log}X(\mathrm{log}_2X)^{1\lambda +\lambda \mathrm{log}\lambda +\lambda \mathrm{log}2}(\mathrm{log}_3X)^{\frac{1}{2}}`$ for a suitably small positive constant $`c`$ then the condition $`(6L)^{M+1}\sqrt{X}`$ is met. Upon noting that $`r(m)2^{[\lambda \mathrm{log}_2N]}(\mathrm{log}_2X)^{\lambda \mathrm{log}2}`$ for all $`m`$ we obtain from (5) that for some $`x[X/2,X^{\frac{3}{2}}]`$

$$|F(x)|\frac{(\mathrm{log}X)^{\frac{1}{4}}}{(\mathrm{log}_3X)^{\frac{5}{8}}}(\mathrm{log}_2X)^{\frac{\lambda \mathrm{log}2}{4}+\frac{3}{4}(\lambda 1\lambda \mathrm{log}\lambda )}+O((\mathrm{log}X)^{\frac{1}{4}}(\mathrm{log}_2X)^{(1\lambda +\lambda \mathrm{log}(2\lambda ))/49}).$$

The optimal choice for $`\lambda `$ is $`\lambda =2^{\frac{1}{3}}`$ which establishes this case of Theorem 1.

## 4. Proof of Theorem 2

###### Proposition 4

Let $`x2`$ and $`N2`$ be real numbers. Then for a fixed integer $`k2`$

$`{\displaystyle \frac{N^{\frac{1}{k}}}{\sqrt{\pi }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}`$ $`\mathrm{\Delta }_k(x^ke^{u/x})e^{u^2N^{\frac{2}{k}}}du=O(x^{\frac{k}{2}\frac{3}{5}}N^{\frac{1}{2}+ϵ})`$
$`+{\displaystyle \frac{x^{\frac{k1}{2}}}{\pi \sqrt{k}}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d_k(n)}{n^{\frac{k+1}{2k}}}}\mathrm{exp}(\pi ^2(n/N)^{\frac{2}{k}})\mathrm{cos}\left(2\pi kn^{\frac{1}{k}}x+{\displaystyle \frac{k3}{4}}\pi \right).`$
Assuming Proposition 4 we now prove Theorem 2. We apply the result of §2 taking $`f(n)=d_k(n)n^{\frac{k+1}{2k}}\mathrm{exp}(\pi ^2(n/N)^{\frac{2}{k}})`$, $`\lambda _n=kn^{\frac{1}{k}}`$ and $`\beta =\frac{k3}{4}\pi `$. By Proposition 4 it suffices to establish $`\mathrm{\Omega }`$ results for the corresponding $`F(x)`$ where we suppose that $`X/2xX^2`$ say. (The error term in Proposition 4 is negligible for our choice of $`N`$ which will be $`O(X^ϵ)`$.)

We choose $`L=(\mathrm{log}_2X)^{k^3+20}`$ and select $``$ to be the set of integers in $`[2^kN,(3/2)^kN]`$ containing exactly $`[\lambda \mathrm{log}_2N]`$ distinct prime factors; here $`\lambda `$ is a positive real number which will be optimally chosen as $`k^{\frac{2k}{k+1}}`$. As in §3, we see that the cardinality of $``$ is $`MN(\mathrm{log}N)^{\lambda 1\lambda \mathrm{log}\lambda }(\mathrm{log}_2N)^{\frac{1}{2}}`$. If we choose $`N=c_k\mathrm{log}X(\mathrm{log}_2X)^{1+\lambda \mathrm{log}\lambda \lambda }(\mathrm{log}_3X)^{\frac{1}{2}}`$ for a suitably small positive constant $`c_k`$ then the condition $`(6L)^{M+1}X`$ is met. Since $`d_k(m)k^{[\lambda \mathrm{log}_2N]}(\mathrm{log}_2X)^{\lambda \mathrm{log}k}`$ for each $`m`$, Lemma 3 then establishes that for some $`x[X/2,X^2]`$ we have

$$|F(x)|(\mathrm{log}X)^{\frac{k1}{2k}}(\mathrm{log}_2X)^{\frac{k+1}{2k}(\lambda 1\lambda \mathrm{log}\lambda )+\lambda \mathrm{log}k}(\mathrm{log}_3X)^{\frac{1}{2}\frac{k1}{4k}}+O\left(\frac{N^{\frac{k1}{2k}}(\mathrm{log}N)^{k1}}{L}\right).$$

Choosing optimally $`\lambda =k^{\frac{2k}{k+1}}`$ we obtain the desired omega result for $`F(x)`$ and hence Theorem 2. When $`k3(mod8)`$ then $`\beta 0(mod2\pi )`$ and when $`k7(mod8)`$ then $`\beta \pi (mod2\pi )`$, and so in these cases Lemma 3 leads to the one sided omega results claimed in Theorem 2.

It remains lastly to prove Proposition 4. The proof is based on a standard procedure using Perron’s formula, shifting contours, invoking the functional equation for $`\zeta (s)`$, and then applying the method of stationary phase. One can also extract Proposition 4 from the work of Hafner  (see (3.2.8)). For the sake of completeness we supply a proof.

###### Demonstration Proof of Proposition 4

Write $`D_k(x)=_{nx}d_k(n)`$ and consider

$$\frac{N^{\frac{1}{k}}}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}D_k(x^ke^{u/x})e^{u^2N^{\frac{2}{k}}}𝑑u.$$

By Perron’s formula this is, for some $`c>1`$,

$`={\displaystyle \frac{N^{\frac{1}{k}}}{\sqrt{\pi }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{ci\mathrm{}}^{c+i\mathrm{}}}\zeta (s)^kx^{ks}\mathrm{exp}\left({\displaystyle \frac{us}{x}}u^2N^{\frac{2}{k}}\right){\displaystyle \frac{ds}{s}}𝑑u`$
$`={\displaystyle \frac{1}{2\pi i}}{\displaystyle _{ci\mathrm{}}^{c+i\mathrm{}}}\zeta (s)^kx^{ks}{\displaystyle \frac{N^{\frac{1}{k}}}{\sqrt{\pi }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\mathrm{exp}\left(\left(uN^{\frac{1}{k}}{\displaystyle \frac{s}{2N^{\frac{1}{k}}x}}\right)^2+{\displaystyle \frac{s^2}{4N^{\frac{2}{k}}x^2}}\right)𝑑u{\displaystyle \frac{ds}{s}}`$
$`={\displaystyle \frac{1}{2\pi i}}{\displaystyle _{ci\mathrm{}}^{c+i\mathrm{}}}\zeta (s)^kx^{ks}\mathrm{exp}\left({\displaystyle \frac{s^2}{4N^{\frac{2}{k}}x^2}}\right){\displaystyle \frac{ds}{s}}.`$
We move the line of integration above to the line $`ai\mathrm{}`$ to $`a+i\mathrm{}`$ where we take $`a=\frac{1}{\mathrm{log}x}`$. The pole at $`0`$ gives an amount $`O(1)`$ while the pole at $`s=1`$ contributes

$$\underset{s=1}{\text{Res}}\zeta (s)^k\frac{x^{ks}}{s}\mathrm{exp}\left(\frac{s^2}{4N^{\frac{2}{k}}x^2}\right)=\frac{N^{\frac{1}{k}}}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}e^{u^2N^{\frac{2}{k}}}\left(\underset{s=1}{\text{Res}}\zeta (s)^k\frac{(x^ke^{u/x})^s}{s}\right)𝑑u.$$

We conclude that

$$\frac{N^{\frac{1}{k}}}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}\mathrm{\Delta }_k(x^ke^{u/x})e^{u^2N^{\frac{2}{k}}}𝑑u=\frac{1}{2\pi i}_{ai\mathrm{}}^{a+i\mathrm{}}\zeta (s)^kx^{ks}\mathrm{exp}\left(\frac{s^2}{4N^{\frac{2}{k}}x^2}\right)\frac{ds}{s}+O(1).$$

We use the functional equation $`\zeta (s)=\chi (s)\zeta (1s)`$ where $`\chi (s)=2^{s1}\pi ^s\mathrm{sec}(\pi s/2)/\mathrm{\Gamma }(s)`$ and expand $`\zeta (1s)^k=_{n=1}^{\mathrm{}}d_k(n)n^{s1}`$. Then the above becomes

$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{d_k(n)}{n}\frac{1}{2\pi i}_{ai\mathrm{}}^{a+i\mathrm{}}\chi (s)^k(x^kn)^s\mathrm{exp}\left(\frac{s^2}{4N^{\frac{2}{k}}x^2}\right)\frac{ds}{s}+O(1).$$
$`6`$
Call the integral in (6) above $`I_n`$. The integral over the line segment from $`ai`$ to $`a+i`$ gives an amount $`n^a\mathrm{log}x`$ and note that the integrand at $`ait`$ is the complex conjugate of the integrand at $`a+it`$. Thus

$$I_n=\text{Re }\frac{1}{\pi i}_1^{\mathrm{}}\chi (a+it)^k(x^kn)^{a+it}\mathrm{exp}\left(\frac{a^2+2aitt^2}{4N^{\frac{2}{k}}x^2}\right)\frac{dt}{t}+O(n^a\mathrm{log}x).$$

Stirling’s formula gives that $`\chi (a+it)=(2\pi /t)^{a+it\frac{1}{2}}e^{i(t+\frac{\pi }{4})}(1+O(1/t))`$. Hence

$$I_n=\text{Re }\frac{1}{\pi i}_1^{\mathrm{}}(x^kn)^{a+it}\left(\frac{2\pi }{t}\right)^{k(a+it\frac{1}{2})}e^{ik(t+\frac{\pi }{4})}\mathrm{exp}\left(\frac{t^2}{4N^{\frac{2}{k}}x^2}\right)\frac{dt}{t}+O(n^ax^{\frac{k}{2}1+ϵ}\sqrt{N}).$$
$`7`$
We use the method of stationary phase (which occurs at $`t=2\pi n^{\frac{1}{k}}x`$) to evaluate the above integral. We split the cases when $`|t2\pi xn^{\frac{1}{k}}|(xn^{\frac{1}{k}})^{\frac{3}{5}}`$ and when $`|t2\pi xn^{\frac{1}{k}}|>(xn^{\frac{1}{k}})^{\frac{3}{5}}`$. In the first case (call $`y=t2\pi xn^{\frac{1}{k}}`$ so that $`|y|(xn^{\frac{1}{k}})^{\frac{3}{5}}`$ here) we get by a Taylor expansion

$`\text{Re }{\displaystyle \frac{(xn^{\frac{1}{k}})^{\frac{k}{2}1}}{2\pi ^2i}}{\displaystyle _{|y|(xn^{\frac{1}{k}})^{\frac{3}{5}}}}\mathrm{exp}(\pi ^2\left({\displaystyle \frac{n}{N}}\right)^{\frac{2}{k}}`$ $`+i({\displaystyle \frac{k\pi }{4}}+2\pi kn^{\frac{1}{k}}x{\displaystyle \frac{ky^2}{4\pi xn^{\frac{1}{k}}}}))`$
$`\times \left(1+O\left({\displaystyle \frac{1}{(xn^{\frac{1}{k}})^{\frac{1}{5}}}}\right)\right)dy.`$
Using $`_{|z|T}e^{iz^2}𝑑z=\sqrt{\pi }e^{i\pi /4}+O(T^1)`$ we obtain that the above is

$$\frac{(xn^{\frac{1}{k}})^{\frac{k1}{2}}}{\pi \sqrt{k}}\mathrm{exp}\left(\pi ^2\left(\frac{n}{N}\right)^{\frac{2}{k}}\right)\left(\mathrm{cos}\left(2\pi kn^{\frac{1}{k}}x+\frac{k3}{4}\pi \right)+O\left(\frac{1}{(xn^{\frac{1}{k}})^{\frac{1}{10}}}\right)\right).$$

To handle the second case we note that for any $`1y2\pi xn^{\frac{1}{k}}(xn^{\frac{1}{k}})^{\frac{3}{5}}`$ we have (see Lemma 4.2 of )

$$_1^y\mathrm{exp}\left(i\left(t\mathrm{log}(x^kn)+kt+\frac{k\pi }{4}kt\mathrm{log}\frac{t}{2\pi }\right)\right)𝑑t\frac{1}{\mathrm{log}(2\pi xn^{\frac{1}{k}}/y)}.$$

Using this and integration by parts we see that the integral in (7) over the range $`1t2\pi xn^{\frac{1}{k}}(xn^{\frac{1}{k}})^{\frac{3}{5}}`$ is

$$(xn^{\frac{1}{k}})^{\frac{k}{2}\frac{3}{5}}\mathrm{exp}((n/N)^{\frac{2}{k}})+n^ax^{\frac{k}{2}1}N^{\frac{1}{2}}.$$

The same bound applies to the integral over the range $`t2\pi xn^{\frac{1}{k}}+(xn^{\frac{1}{k}})^{\frac{3}{5}}`$. Putting these estimates together we find that

$`I_n`$ $`={\displaystyle \frac{(xn^{\frac{1}{k}})^{\frac{k1}{2}}}{\pi \sqrt{k}}}\mathrm{exp}\left(\pi ^2\left({\displaystyle \frac{n}{N}}\right)^{\frac{2}{k}}\right)\mathrm{cos}\left(2\pi kn^{\frac{1}{k}}x+{\displaystyle \frac{k3}{4}}\pi \right)`$
$`+O(n^ax^{\frac{k}{2}1+ϵ}\sqrt{N}+(xn^{\frac{1}{k}})^{\frac{k}{2}\frac{3}{5}}\mathrm{exp}((n/N)^{\frac{2}{k}})).`$
Using this in (6) we obtain the Proposition.