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# Inequalities for trace norms of 2×2 block matrices

## 1 Introduction and statement of results

Quantum information theory has raised some interesting mathematical questions about completely positive trace preserving maps. Such maps describe the evolution of open quantum systems, or quantum systems in the presence of noise . Many of these questions are related to the quantum entropy of states, and the associated notion of the trace norm, or $`p`$-norm, of a state. In one case  the investigation of the additivity question for product channels (which will be explained in Section 5) led to an inequality for $`p`$-norms of positive $`2\times 2`$ block matrices for integer values of $`p`$. The present paper is devoted to showing that this inequality extends to non-integer values of $`p`$. Some implications of this result for the additivity question are presented, as well as a somewhat weaker inequality which applies to all $`2\times 2`$ block matrices.

The inequality for positive matrices turns out to be closely related to Hanner’s inequality , which itself relates to the uniform convexity of the matrix spaces $`C_p`$ (these matrix spaces are the non-commutative versions of the function spaces $`L_p`$). The precise relation between these results will be described after the statements of Theorem 1 and Theorem 2 below. Hanner’s inequality and uniform convexity for $`C_p`$ were first established by Tomczak-Jaegermann  for special values of $`p`$, and later proved for all $`p1`$ by Ball, Carlen and Lieb . Many of the ideas and methods used in the proofs of Theorems 1 and 2 in this paper are taken from the paper by Ball, Carlen and Lieb. The heart of the proof of Theorem 1 is the convexity result presented below in Lemma 4, which extends a result used by Hanner  in his original paper.

Let $`M`$ be a $`2n\times 2n`$ positive semi-definite matrix. It can be written in the block form

$`M=\left(\begin{array}{cc}X& Y\\ Y^{}& Z\end{array}\right)`$ (1)
where $`X,Y,Z`$ are $`n\times n`$ matrices. The condition $`M0`$ requires that $`X0`$ and $`Z0`$, and also that $`Y=X^{1/2}RZ^{1/2}`$ where $`R`$ is a contraction.

Recall that the $`p`$-norm of a matrix $`A`$ is defined as

$`A_p=\left(\mathrm{Tr}(A^{}A)^{p/2}\right)^{1/p}`$ (2)
Define the $`2\times 2`$ matrix

$`m=\left(\begin{array}{cc}X_p& Y_p\\ Y_p& Z_p\end{array}\right)`$ (3)
From Hölder’s inequality it follows that

$`Y_p=X^{1/2}RZ^{1/2}_pX_p^{1/2}Z_p^{1/2}`$ (4)
which implies that $`m0`$ also.

###### Theorem 1

Let $`M`$ and $`m`$ be defined as in (1) and (3). The following inequalities hold:

a) for $`1p2`$,

$`M_pm_p`$ (5)
b) for $`2p\mathrm{}`$,

$`M_pm_p`$ (6)
Theorem 1 is easily proved for integer values of $`p`$ using Hölder’s inequality (see  for details). In the case where $`X=Z`$ and $`Y=Y^{}`$, the norms of $`M`$ and $`m`$ simplify in the following way:

$`M_p^p`$ $`=`$ $`X+Y_p^p+XY_p^p`$ (7)
$`m_p^p`$ $`=`$ $`\left(X_p+Y_p\right)^p+\left|X_pY_p\right|^p`$ (8)
With these substitutions, the inequalities (5) and (6) are seen to be special cases of Hanner’s inequality  for the matrix spaces $`C_p`$. As mentioned above, Hanner’s inequality for $`C_p`$ was proved by Tomczak-Jaegermann  for special values of $`p`$, and later proved for all $`p1`$ by Ball, Carlen and Lieb .

The next Theorem presents a weaker pair of inequalities which hold for all $`2\times 2`$ block matrices.

###### Theorem 2

Let $`X`$, $`Y`$, $`Z`$, $`W`$ be complex $`n\times n`$ matrices. Define the $`2\times 2`$ symmetric matrix

$`\alpha =\left(\begin{array}{cc}X_p& \left(\frac{1}{2}Y_p^p+\frac{1}{2}W_p^p\right)^{1/p}\\ \left(\frac{1}{2}Y_p^p+\frac{1}{2}W_p^p\right)^{1/p}& Z_p\end{array}\right)`$ (9)
The following inequalities hold:

a) for $`1p2`$,

$`\left(\begin{array}{cc}X& Y\\ W& Z\end{array}\right)_p2^{1/p}\left[{\displaystyle \frac{p1}{2}}\mathrm{Tr}(\alpha ^2)+{\displaystyle \frac{2p}{4}}(\mathrm{Tr}\alpha )^2\right]^{1/2}`$ (10)
b) for $`2p\mathrm{}`$,

$`\left(\begin{array}{cc}X& Y\\ W& Z\end{array}\right)_p2^{1/p}\left[{\displaystyle \frac{p1}{2}}\mathrm{Tr}(\alpha ^2)+{\displaystyle \frac{2p}{4}}(\mathrm{Tr}\alpha )^2\right]^{1/2}`$ (11)
Again considering the special case where $`X=X^{}=Z`$ and $`Y=Y^{}=W`$, the right side of (10) and (11) becomes

$`2^{1/p}\left[X_p^2+(p1)Y_p^2\right]^{1/2}`$ (12)
The inequalities in this case were derived in , and used to establish the 2-uniform convexity (with best constant) of the space $`C_p`$. When the block matrix $`M`$ on the left side of (10) is positive and defined as in (1), the inequality can be easily derived from Theorem 1, as follows. Observe that in this case

$`m_p=\left((u+v)^p+(uv)^p\right)^{1/p}`$ (13)
where

$`u`$ $`=`$ $`{\displaystyle \frac{X_p+Z_p}{2}}`$ (14)
$`v`$ $`=`$ $`\left[\left({\displaystyle \frac{X_pZ_p}{2}}\right)^2+Y_p^2\right]^{1/2}`$ (15)
Gross’s two-point inequality  states that for all real numbers $`a`$ and $`b`$, and all $`1p2`$,

$`\left(|a+b|^p+|ab|^p\right)^{1/p}2^{1/p}\left(a^2+(p1)b^2\right)^{1/2}`$ (16)
Applying Gross’s inequality to the right side of (13) and using (5) immediately gives (10). In section 3 we prove Theorem 2 in the general case (where positivity is not assumed) by using some very non-trivial results from the paper .

Most of the new work in this paper goes into the proof of Theorem 1, part (a). The proof has three main ingredients: for convenience we state them as separate lemmas here. The first ingredient is a slight modification of a convexity result from .

###### Lemma 3

Let $`M=\left(\begin{array}{cc}X& Y\\ Y^{}& Z\end{array}\right)0`$ where $`X,Y,Z`$ are $`n\times n`$ matrices. For fixed $`Y`$, and for $`1p2`$, the function

$`(X,Z)\mathrm{Tr}M^p\mathrm{Tr}X^p\mathrm{Tr}Z^p`$ (17)
is jointly convex in $`X`$ and $`Z`$.

The second ingredient extends a convexity result of Hanner  to the case of positive $`2\times 2`$ matrices with positive coefficients.

###### Lemma 4

Let $`A=\left(\begin{array}{cc}a& c\\ c& b\end{array}\right)>0`$ where $`a,b,c0`$. For $`1p2`$, the function

$`g(A)=\mathrm{Tr}\left(\begin{array}{cc}a^{1/p}& c^{1/p}\\ c^{1/p}& b^{1/p}\end{array}\right)^p`$ (18)
is convex in $`A`$.

The third ingredient is a monotonicity result for positive $`2\times 2`$ matrices.

###### Lemma 5

Let $`A=\left(\begin{array}{cc}a& c\\ c& b\end{array}\right)>0`$ where $`a,b,c0`$. For fixed $`c`$, and for $`1p2`$, the function

$`(a,b)\mathrm{Tr}A^pa^pb^p`$ (19)
is decreasing in $`a`$ and $`b`$.

The paper is organised as follows. In Section 2 we present the proof of Theorem 1 using Lemmas 3, 4 and 5. Section 3 contains the proof of Theorem 2, which is mostly a straightforward adaptation of the proof of the uniform convexity result in . Lemmas 3, 4 and 5 are proved in Section 4, and Section 5 describes an application of Theorem 1 in Quantum Information Theory.

## 2 Proof of Theorem 1

Many of the ideas in this proof are taken from the proof of Hanner’s inequality in . First, we borrow the duality argument from Section IV of that paper to show that part (b) follows from part (a). For $`p2`$ define $`q2`$ to be its conjugate index. Then there is a $`2n\times 2n`$ matrix $`K`$ satisfying $`K_q=1`$ such that

$`M_p=\underset{L:L_q=1}{sup}|\mathrm{Tr}(LM)|=\mathrm{Tr}(KM)`$ (20)
The positivity of $`M`$ means that $`K`$ can be assumed to be positive. Let

$`K=\left(\begin{array}{cc}A& C\\ C^{}& B\end{array}\right)0`$ (21)
then

$`\mathrm{Tr}(KM)`$ $`=`$ $`\mathrm{Tr}(AX)+\mathrm{Tr}(CY^{})+\mathrm{Tr}(C^{}Y)+\mathrm{Tr}(BZ)`$
$``$ $`A_qX_p+2C_qY_p+B_qZ_p`$
$`=`$ $`\mathrm{Tr}\left(\begin{array}{cc}A_q& C_q\\ C_q& B_q\end{array}\right)m`$
$``$ $`\left(\begin{array}{cc}A_q& C_q\\ C_q& B_q\end{array}\right)_qm_p`$
$``$ $`K_qm_p`$
$`=`$ $`m_p`$
The first and second inequalities are applications of Hölder’s inequality, the last inequality uses part (a) of Theorem 1.

Next we turn to the proof of part (a) of Theorem 1. The inequality becomes an equality at the values $`p=1,2`$, so we will assume henceforth that $`1<p<2`$. Using the singular value decomposition we can write

$`Y=UDV^{}`$ (23)
where $`U,V`$ are unitary matrices and $`D0`$ is diagonal. Unitary invariance of the $`p`$ norm implies that

$`M_p=\left(\begin{array}{cc}U^{}XU& D\\ D& V^{}ZV\end{array}\right)_p`$ (24)
and also that $`X_p=U^{}XU_p`$, $`Z_p=V^{}ZV_p`$ and $`Y_p=D_p`$. So without loss of generality we will assume henceforth that $`Y`$ is diagonal and non-negative.

Next we use a diagonalization argument from Section III of . Let $`U_1,\mathrm{},U_{2^n}`$ denote the $`2^n`$ diagonal $`n\times n`$ matrices with diagonal entries $`\pm 1`$. Then for any $`n\times n`$ matrix $`A`$ we have

$`A_d={\displaystyle \underset{i=1}{\overset{2^n}{}}}2^nU_iAU_i^{}`$ (25)
where $`A_d`$ is the diagonal part of $`A`$. Since $`Y`$ is diagonal this implies that

$`{\displaystyle \underset{i=1}{\overset{2^n}{}}}2^n\left(\begin{array}{cc}U_i& 0\\ 0& U_i\end{array}\right)\left(\begin{array}{cc}X& Y\\ Y& Z\end{array}\right)\left(\begin{array}{cc}U_i^{}& 0\\ 0& U_i^{}\end{array}\right)=\left(\begin{array}{cc}X_d& Y\\ Y& Z_d\end{array}\right)`$ (26)
and by the same reasoning

$`{\displaystyle \underset{i=1}{\overset{2^n}{}}}2^n\left(\begin{array}{cc}U_i& 0\\ 0& U_i\end{array}\right)\left(\begin{array}{cc}X& 0\\ 0& Z\end{array}\right)\left(\begin{array}{cc}U_i^{}& 0\\ 0& U_i^{}\end{array}\right)=\left(\begin{array}{cc}X_d& 0\\ 0& Z_d\end{array}\right)`$ (27)
Now we combine (26) and (27) with the convexity result Lemma 3, which gives

$`\mathrm{Tr}\left(\begin{array}{cc}X& Y\\ Y& Z\end{array}\right)^p\mathrm{Tr}\left(\begin{array}{cc}X& 0\\ 0& Z\end{array}\right)^p\mathrm{Tr}\left(\begin{array}{cc}X_d& Y\\ Y& Z_d\end{array}\right)^p\mathrm{Tr}\left(\begin{array}{cc}X_d& 0\\ 0& Z_d\end{array}\right)^p`$ (28)
The matrices $`X_d,Y,Z_d`$ are all diagonal with non-negative entries. Denote these entries by $`(x_1,\mathrm{},x_n)`$, $`(y_1,\mathrm{},y_n)`$ and $`(z_1,\mathrm{},z_n)`$ respectively. Then

$`\mathrm{Tr}\left(\begin{array}{cc}X_d& Y\\ Y& Z_d\end{array}\right)^p={\displaystyle \underset{i=1}{\overset{n}{}}}\mathrm{Tr}\left(\begin{array}{cc}x_i& y_i\\ y_i& z_i\end{array}\right)^p`$ (29)
Now for $`i=1,\mathrm{},n`$ define

$`a_i=x_i^p,b_i=z_i^p,c_i=y_i^p`$ (30)
and introduce the $`2\times 2`$ matrices

$`A_i=\left(\begin{array}{cc}a_i& c_i\\ c_i& b_i\end{array}\right)`$ (31)
It follows that

$`X_d_p`$ $`=`$ $`(a_1+\mathrm{}+a_n)^{1/p}`$ (32)
$`Y_p`$ $`=`$ $`(c_1+\mathrm{}+c_n)^{1/p}`$
$`Z_d_p`$ $`=`$ $`(b_1+\mathrm{}+b_n)^{1/p}`$
and the definition (18) implies that

$`\mathrm{Tr}\left(\begin{array}{cc}X_d_p& Y_p\\ Y_p& Z_d_p\end{array}\right)^p=g(A_1+\mathrm{}+A_n)`$ (33)
Furthermore (29) implies that

$`\mathrm{Tr}\left(\begin{array}{cc}X_d& Y\\ Y& Z_d\end{array}\right)^p=g(A_1)+\mathrm{}+g(A_n)`$ (34)
Also, for any positive number $`k`$ we have $`g(kA)=kg(A)`$. Combining this with the convexity result Lemma 4 gives

$`g(A_1+\mathrm{}+A_n)g(A_1)+\mathrm{}+g(A_n),`$ (35)
which from (34) and (33) implies that

$`\mathrm{Tr}\left(\begin{array}{cc}X_d& Y\\ Y& Z_d\end{array}\right)^p\mathrm{Tr}\left(\begin{array}{cc}X_d_p& Y_p\\ Y_p& Z_d_p\end{array}\right)^p`$ (36)
Combining (28) with (36) gives

$`\mathrm{Tr}`$ $`\left(\begin{array}{cc}X& Y\\ Y& Z\end{array}\right)^p\mathrm{Tr}\left(\begin{array}{cc}X& 0\\ 0& Z\end{array}\right)^p`$ (37)
$``$ $`\mathrm{Tr}`$ $`\left(\begin{array}{cc}X_d_p& Y_p\\ Y_p& Z_d_p\end{array}\right)^p\mathrm{Tr}\left(\begin{array}{cc}X_d_p& 0\\ 0& Z_d_p\end{array}\right)^p`$
Furthermore

$`X_d_pX_p,Z_d_pZ_p`$ (38)
Applying Lemma 5 to the right side of (37) shows that

$`\mathrm{Tr}`$ $`\left(\begin{array}{cc}X_d_p& Y_p\\ Y_p& Z_d_p\end{array}\right)^p\mathrm{Tr}\left(\begin{array}{cc}X_d_p& 0\\ 0& Z_d_p\end{array}\right)^p`$ (39)
$``$ $`\mathrm{Tr}`$ $`\left(\begin{array}{cc}X_p& Y_p\\ Y_p& Z_p\end{array}\right)^p\mathrm{Tr}\left(\begin{array}{cc}X_p& 0\\ 0& Z_p\end{array}\right)^p`$
Furthermore

$`\mathrm{Tr}\left(\begin{array}{cc}X& 0\\ 0& Z\end{array}\right)^p=\mathrm{Tr}\left(\begin{array}{cc}X_p& 0\\ 0& Z_p\end{array}\right)^p`$ (40)
and therefore (37) and (39) imply the result Theorem 1.

## 3 Proof of Theorem 2

This proof follows very closely the methods in Section III of . First we use a duality argument to deduce (11) from (10). Let $`p2`$ and let $`q`$ be the index conjugate to $`p`$. Then it follows as in (2) that there is a matrix $`K=\left(\begin{array}{cc}A& C\\ D& B\end{array}\right)`$ such that $`K_q=1`$ and

$`\left(\begin{array}{cc}X& Y\\ W& Z\end{array}\right)_p`$ $`=`$ $`\mathrm{Tr}K\left(\begin{array}{cc}X& Y\\ W& Z\end{array}\right)`$
$`=`$ $`\mathrm{Tr}\left(AX+CW+DY+BZ\right)`$
Define

$`a=A_q,b=B_q,c=\left({\displaystyle \frac{1}{2}}C_q^q+{\displaystyle \frac{1}{2}}D_q^q\right)^{1/q}`$ (42)
and similarly

$`x=X_p,z=Z_p,y=\left({\displaystyle \frac{1}{2}}Y_p^p+{\displaystyle \frac{1}{2}}W_p^p\right)^{1/p}`$ (43)
Then applying Hölder’s inequality to (3) gives

$`\left(\begin{array}{cc}X& Y\\ W& Z\end{array}\right)_pax+bz+2cy`$ (44)
This is rewritten as

$`ax+bz+2cy`$ $`=`$ $`2\left({\displaystyle \frac{a+b}{2}}\right)\left({\displaystyle \frac{x+z}{2}}\right)+2\left({\displaystyle \frac{ab}{2}}\right)\left({\displaystyle \frac{xz}{2}}\right)+2cy`$
$`=`$ $`2\left({\displaystyle \frac{a+b}{2}}\right)\left({\displaystyle \frac{x+z}{2}}\right)`$
$`+`$ $`2\left(q1\right)^{1/2}\left({\displaystyle \frac{ab}{2}}\right)\left({\displaystyle \frac{1}{q1}}\right)^{1/2}\left({\displaystyle \frac{xz}{2}}\right)`$
$`+`$ $`2\left(q1\right)^{1/2}c\left({\displaystyle \frac{1}{q1}}\right)^{1/2}y`$
Now we apply the Cauchy-Schwarz inequality to the right side of (3); the result is

$`ax+bz+2cy`$ $``$ $`2\left[\left({\displaystyle \frac{a+b}{2}}\right)^2+(q1)\left({\displaystyle \frac{ab}{2}}\right)^2+(q1)c^2\right]^{1/2}`$ (46)
$`\times `$ $`\left[\left({\displaystyle \frac{x+z}{2}}\right)^2+{\displaystyle \frac{1}{q1}}\left({\displaystyle \frac{xz}{2}}\right)^2+{\displaystyle \frac{1}{q1}}y^2\right]^{1/2}`$
Furthermore,

$`\left({\displaystyle \frac{a+b}{2}}\right)^2+(q1)\left({\displaystyle \frac{ab}{2}}\right)^2+(q1)c^2={\displaystyle \frac{q1}{2}}\mathrm{Tr}(k^2)+{\displaystyle \frac{2q}{4}}(\mathrm{Tr}k)^2`$ (47)
where $`k`$ is the $`2\times 2`$ matrix

$`k=\left(\begin{array}{cc}a& c\\ c& b\end{array}\right)`$ (48)
Since $`q2`$, (10) implies that

$`\left[{\displaystyle \frac{q1}{2}}\mathrm{Tr}(k^2)+{\displaystyle \frac{2q}{4}}(\mathrm{Tr}k)^2\right]^{1/2}`$ $``$ $`2^{1/q}\left(\begin{array}{cc}A& C\\ D& B\end{array}\right)_q`$ (49)
$`=`$ $`2^{1/q}K_q`$
$`=`$ $`2^{1/q}`$
Combining (44), (46) and (49) gives

$`\left(\begin{array}{cc}X& Y\\ W& Z\end{array}\right)_p`$ $``$ $`2^{11/q}\left[\left({\displaystyle \frac{x+z}{2}}\right)^2+{\displaystyle \frac{1}{q1}}\left({\displaystyle \frac{xz}{2}}\right)^2+{\displaystyle \frac{1}{q1}}y^2\right]^{1/2}`$ (50)
$`=`$ $`2^{1/p}\left[\left({\displaystyle \frac{x+z}{2}}\right)^2+(p1)\left({\displaystyle \frac{xz}{2}}\right)^2+(p1)y^2\right]^{1/2}`$
$`=`$ $`2^{1/p}\left[{\displaystyle \frac{p1}{2}}\mathrm{Tr}(\alpha ^2)+{\displaystyle \frac{2p}{4}}(\mathrm{Tr}\alpha )^2\right]^{1/2}`$
where $`\alpha `$ was defined in (9), and this proves (11).

Suppose now that $`1p2`$. The first step in the proof of (10) is to reduce the result to the case where the matrix is self-adjoint. This is done by modifying an argument from section III of . Given $`X`$, $`Y`$, $`W`$ and $`Z`$ define the matrices

$`J=\left(\begin{array}{cc}X& Y\\ W& Z\end{array}\right)`$ (51)
and

$`L=\left(\begin{array}{cccc}0& X& 0& Y\\ X^{}& 0& W^{}& 0\\ 0& W& 0& Z\\ Y^{}& 0& Z^{}& 0\end{array}\right)`$ (52)
Then $`L=L^{}`$ and furthermore

$`\mathrm{Tr}|L|^p=\mathrm{Tr}(L^{}L)^{p/2}=\mathrm{Tr}(J^{}J)^{p/2}+\mathrm{Tr}(JJ^{})^{p/2}=2\mathrm{Tr}|J|^p`$ (53)
Assuming that (10) holds for self-adjoint matrices, it implies that

$`L_p2^{1/p}\left[{\displaystyle \frac{p1}{2}}\mathrm{Tr}(\beta ^2)+{\displaystyle \frac{2p}{4}}(\mathrm{Tr}\beta )^2\right]^{1/2}`$ (54)
where $`\beta `$ is given by

$`\beta =\left(\begin{array}{cc}2^{1/p}X_p& \left(Y_p^p+W_p^p\right)^{1/p}\\ \left(Y_p^p+W_p^p\right)^{1/p}& 2^{1/p}Z_p\end{array}\right)`$ (55)
Comparing with (9) shows that $`\beta =2^{1/p}\alpha `$, and hence (53) and (54) imply (10).

The self-adjoint case will be handled by modifying slightly a very non-trivial proof in section III of the paper . For convenience we state the hard part of the proof in  as a separate lemma here, and refer the reader to the original source for its proof.

###### Lemma 6

\[Ball, Carlen and Lieb\] Let $`A`$ and $`B`$ be self-adjoint $`n\times n`$ matrices, with $`A`$ non-singular, and suppose that $`1p2`$. Then

$`{\displaystyle \frac{d^2}{dr^2}}\left(\mathrm{Tr}|A+rB|^p\right)^{2/p}|_{r=0}2(p1)\left(\mathrm{Tr}|B|^p\right)^{2/p}`$ (56)
Now suppose that $`X`$, $`Y`$ and $`Z`$ are $`n\times n`$ complex matrices with $`X`$ and $`Z`$ self-adjoint. Define

$`F=\left(\begin{array}{cc}X& 0\\ 0& Z\end{array}\right),G=\left(\begin{array}{cc}0& Y\\ Y^{}& 0\end{array}\right)`$ (57)
Using the notation introduced in (43), the goal is to show that

$`\left(\mathrm{Tr}|F+rG|^p\right)^{2/p}2^{2/p}\left[\left({\displaystyle \frac{x+z}{2}}\right)^2+(p1)\left({\displaystyle \frac{xz}{2}}\right)^2+(p1)r^2y^2\right]`$ (58)
at the value $`r=1`$, where now $`y=Y_p`$. First, it is easy to show that (58) holds at $`r=0`$: in this case the left side is $`(x^p+z^p)^{2/p}`$, and Gross’s two-point inequality (16) implies that

$`(x^p+z^p)^{2/p}2^{2/p}\left[\left({\displaystyle \frac{x+z}{2}}\right)^2+(p1)\left({\displaystyle \frac{xz}{2}}\right)^2\right]`$ (59)
Second, both sides of (58) are even functions of $`r`$ (the left side because the matrices $`F+rG`$ and $`FrG`$ have the same spectrum), hence the derivatives of both sides vanish at $`r=0`$. Therefore it is sufficient to prove that

$`{\displaystyle \frac{d^2}{dr^2}}\left(\mathrm{Tr}|F+rG|^p\right)^{2/p}2^{2/p}\mathrm{\hspace{0.17em}2}(p1)y^2=2(p1)\left(\mathrm{Tr}|G|^p\right)^{2/p}`$ (60)
for all $`0r1`$. The inequality (60) is established by the following argument (again borrowed from ). By continuity, it can be assumed that the ranges of $`F`$ and $`G`$ span all of $`𝐂^{2n}`$ (recall that $`X`$, $`Y`$, $`Z`$ are $`n\times n`$ matrices) and therefore that $`F+rG`$ is non-singular at all but possibly $`2n`$ values of $`r`$ in the interval $`0r1`$. By continuity again it is sufficient to establish (60) at these non-singular values. Let $`r_0`$ be such a non-singular value, and let $`A=F+r_0G`$ and $`B=G`$. Then at $`r=r_0`$, (60) becomes

$`{\displaystyle \frac{d^2}{dr^2}}\left(\mathrm{Tr}|A+rB|^p\right)^{2/p}|_{r=0}2(p1)\left(\mathrm{Tr}|B|^p\right)^{2/p}`$ (61)
But this is exactly the statement of Lemma 6, hence (10) is proved.

## 4 Proofs of Lemmas

### 4.1 Proof of Lemma 3

This result is a slight modification of a convexity result proved in Section IV of . For a positive matrix $`M=\left(\begin{array}{cc}X& Y\\ Y^{}& Z\end{array}\right)0`$, define $`M_d=\left(\begin{array}{cc}X& 0\\ 0& Z\end{array}\right)0`$ and $`F=MM_d`$. Let

$`D=\left(\begin{array}{cc}D_1& 0\\ 0& D_2\end{array}\right)=D^{}`$ (62)
be a block diagonal self-adjoint matrix, and define

$`\varphi (s)`$ $`=`$ $`\mathrm{Tr}(M+sD)^p\mathrm{Tr}(M_d+sD)^p`$
$`=`$ $`\mathrm{Tr}(M_d+F+sD)^p\mathrm{Tr}(M_d+sD)^p`$
Then for $`1p2`$ the second derivative of $`\varphi `$ has the following integral representation (see  for details):

$`\varphi ^{\prime \prime }(0)`$ $`=`$ $`p\gamma _p{\displaystyle _0^{\mathrm{}}}t^{p1}\mathrm{Tr}\left({\displaystyle \frac{1}{t+M_d+F}}D{\displaystyle \frac{1}{t+M_d+F}}D{\displaystyle \frac{1}{t+M_d}}D{\displaystyle \frac{1}{t+M_d}}D\right)𝑑t`$
for some constant $`\gamma _p`$. Furthermore, the matrices $`M_d+F+sD`$ and $`M_dF+sD`$ have the same spectrum, hence (4.1) can be written

$`\varphi ^{\prime \prime }(0)={\displaystyle \frac{p}{2}}\gamma _p{\displaystyle _0^{\mathrm{}}}t^{p1}\mathrm{Tr}({\displaystyle \frac{1}{t+M_d+F}}`$ $`D`$ $`{\displaystyle \frac{1}{t+M_d+F}}D`$ (64)
$`+{\displaystyle \frac{1}{t+M_dF}}`$ $`D`$ $`{\displaystyle \frac{1}{t+M_dF}}D`$
$`2{\displaystyle \frac{1}{t+M_d}}`$ $`D`$ $`{\displaystyle \frac{1}{t+M_d}}D)dt`$
Ball, Carlen and Lieb  proved that for $`t0`$, and for any self-adjoint matrix $`A`$, the map

$`X\mathrm{Tr}{\displaystyle \frac{1}{t+X}}A{\displaystyle \frac{1}{t+X}}A`$ (65)
is convex on the set of positive matrices. Applying this to (64) with $`X=M_d`$ and $`A=D`$ shows that $`\varphi ^{\prime \prime }(0)0`$, which is the convexity result in Lemma 3.

### 4.2 Proof of Lemma 4

Since $`g`$ is homogeneous it is sufficient to prove that

$`g(A+B)g(A)+g(B)`$ (66)
for any $`A,B`$ of the specified form. To prove this, it is sufficient to show that

$`{\displaystyle \frac{d}{dt}}g(A+tB)|_{t=0}g(B)`$ (67)
for any $`A,B`$. Let

$`A=\left(\begin{array}{cc}a& c\\ c& b\end{array}\right),B=\left(\begin{array}{cc}x& y\\ y& z\end{array}\right)`$ (68)
Define

$`M=\left(\begin{array}{cc}a^{1/p}& c^{1/p}\\ c^{1/p}& b^{1/p}\end{array}\right),L=\left(\begin{array}{cc}a^{(1p)/p}x& c^{(1p)/p}y\\ c^{(1p)/p}y& b^{(p1)/p}z\end{array}\right)`$ (69)
Then

$`{\displaystyle \frac{d}{dt}}g(A+tB)|_{t=0}=\mathrm{Tr}M^{p1}L`$ (70)
The idea of the proof is to maximise the right side of (70) as a function of $`M`$, and show that the maximum is achieved when $`A`$ and $`B`$ are proportional, in which case the bound is an equality. This will be done by explicitly finding the critical points of $`\mathrm{Tr}M^{p1}L`$.

To this end write the spectral decomposition of $`M`$ in the form

$`M=\left(\begin{array}{cc}a^{1/p}& c^{1/p}\\ c^{1/p}& b^{1/p}\end{array}\right)=\lambda P_1+\mu P_2`$ (71)
where $`P_i`$ are projectors onto the normalised eigenvectors of $`M`$, and $`\lambda ,\mu `$ are the eigenvalues (notice that the positivity of $`A`$ and $`B`$ implies that both $`M`$ and $`L`$ are also positive). If we assume that $`\lambda \mu `$ then for some $`0t1`$ we have

$`a^{1/p}`$ $`=`$ $`\lambda t+\mu (1t)`$ (72)
$`c^{1/p}`$ $`=`$ $`\sqrt{t(1t)}(\lambda \mu )`$ (73)
$`b^{1/p}`$ $`=`$ $`\lambda (1t)+\mu t`$ (74)
Furthermore it also follows that

$`M^{p1}=\left(\begin{array}{cc}k_{11}& k_{12}\\ k_{12}& k_{22}\end{array}\right)=\lambda ^{p1}P_1+\mu ^{p1}P_2`$ (75)
where

$`k_{11}`$ $`=`$ $`\lambda ^{p1}t+\mu ^{p1}(1t)`$ (76)
$`k_{12}`$ $`=`$ $`\sqrt{t(1t)}(\lambda ^{p1}\mu ^{p1})`$ (77)
$`k_{22}`$ $`=`$ $`\lambda ^{p1}(1t)+\mu ^{p1}t`$ (78)
Substituting into (70) gives

$`\mathrm{Tr}M^{p1}L=k_{11}a^{(1p)/p}x+2k_{12}c^{(1p)/p}y+k_{22}b^{(p1)/p}z`$ (79)
Equation (79) is invariant under a rescaling of $`M`$. Define

$`h={\displaystyle \frac{\mu }{\lambda }},0h1`$ (80)
then (79) is a function of $`t`$ and $`h`$, and can be written as

$`\mathrm{Tr}M^{p1}L=F(t,h)=F_1(t,h)x+F_2(t,h)y+F_3(t,h)z`$ (81)
where

$`F_1(t,h)`$ $`=`$ $`{\displaystyle \frac{t+(1t)h^{p1}}{(t+(1t)h)^{p1}}}`$ (82)
$`F_2(t,h)`$ $`=`$ $`2\left(t(1t)\right)^{1p/2}{\displaystyle \frac{1h^{p1}}{(1h)^{p1}}}`$ (83)
$`F_3(t,h)`$ $`=`$ $`F_1(1t,h)`$ (84)
The goal is to maximise $`F(t,h)`$ over $`t`$ and $`h`$. Define

$`G`$ $`=`$ $`\left(t+(1t)h\right)\left(1h^{p1}\right)(p1)(1h)\left(t+(1t)h^{p1}\right)`$ (85)
$`H`$ $`=`$ $`\left((1t)+th\right)\left(1h^{p1}\right)(p1)(1h)\left((1t)+th^{p1}\right)`$ (86)
and also let

$`\xi `$ $`=`$ $`x\left(t+(1t)h\right)^p`$ (87)
$`\eta `$ $`=`$ $`y(1h)^p\left(t(1t)\right)^{p/2}`$ (88)
$`\zeta `$ $`=`$ $`z\left(1t+th\right)^p`$ (89)
Then explicit calculation shows that

$`{\displaystyle \frac{F}{t}}=G\xi (GH)\eta H\zeta `$ (90)
and

$`{\displaystyle \frac{F}{h}}=t(1t)(p1)(1h^{p2})(\xi 2\eta +\zeta )`$ (91)
The critical equations are

$`{\displaystyle \frac{F}{t}}={\displaystyle \frac{F}{h}}=0`$ (92)
One obvious set of solutions is obtained when $`t=0`$ or $`t=1`$, or $`h=1`$. In all of these cases, the matrix $`M`$ must be diagonal, in which case (70) implies

$`\mathrm{Tr}M^{p1}L=\mathrm{Tr}B=\mathrm{Tr}\left(\begin{array}{cc}x^{1/p}& 0\\ 0& z^{1/p}\end{array}\right)^pg(B)`$ (93)
and this establishes the result. If $`0<t<1`$ and $`h<1`$, the critical equations can be written

$`G(\xi \eta )`$ $`=`$ $`H(\zeta \eta )`$
$`\xi \eta `$ $`=`$ $`(\zeta \eta )`$ (94)
It is easy to show that $`h<1`$ implies that $`G>0`$ and $`H>0`$, hence the solution of (4.2) satisfies $`\xi =\eta =\zeta `$. In this case $`M`$ must be proportional to the matrix

$`\left(\begin{array}{cc}x^{1/p}& y^{1/p}\\ y^{1/p}& z^{1/p}\end{array}\right)`$ (95)
and substituting into (70) then gives

$`\mathrm{Tr}M^{p1}L=g(B)`$ (96)
which proves the result.

### 4.3 Proof of Lemma 5

By the convexity result Lemma 4, it is sufficient to prove that the function $`(a,b)\mathrm{Tr}A^pa^pb^p`$ is decreasing as $`a,b\mathrm{}`$. For $`a>>1`$, and for $`1<p<2`$, easy estimates show that

$`\mathrm{Tr}A^pa^pb^ppc^2a^{p2}`$ (97)
which is indeed decreasing. Similarly for $`b`$.

## 5 Application to qubit maps

Quantum information theory has generated an interesting conjecture concerning completely positive maps on matrix algebras. Let $`\mathrm{\Phi }`$ be a completely positive trace-preserving (CPTP) map on the algebra of $`n\times n`$ matrices. The minimal entropy of $`\mathrm{\Phi }`$ is defined by

$`S_{\mathrm{min}}(\mathrm{\Phi })=\underset{\rho }{inf}S(\mathrm{\Phi }(\rho ))`$ (98)
where $`S`$ is the von Neumann entropy and the $`inf`$ runs over $`n\times n`$ density matrices (satisfying $`\rho 0`$ and $`\mathrm{Tr}\rho =1`$). Minimal entropy is conjectured to be additive for product maps, that is, it is conjectured that

$`S_{\mathrm{min}}(\mathrm{\Phi }_1\mathrm{\Phi }_2)=S_{\mathrm{min}}(\mathrm{\Phi }_1)+S_{\mathrm{min}}(\mathrm{\Phi }_2)`$ (99)
for any pair of CPTP maps $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$. The conjecture (99) has been established in some special cases ,  but a general proof remains elusive.

For related reasons, Amosov, Holevo and Werner  defined the maximal $`p`$-norm for a CPTP map to be

$`\nu _p(\mathrm{\Phi })=\underset{\rho }{sup}\mathrm{\Phi }(\rho )_p`$ (100)
where the $`sup`$ runs again over density matrices. They conjectured that this quantity is multiplicative for product maps, that is

$`\nu _p(\mathrm{\Phi }_1\mathrm{\Phi }_2)=\nu _p(\mathrm{\Phi }_1)\nu _p(\mathrm{\Phi }_2)`$ (101)
Holevo and Werner later discovered a family of counterexamples to this conjecture for $`p4.79`$, using maps which act on $`3\times 3`$ or higher dimensional matrices . The conjecture remains open if at least one of the pair is a qubit map (which acts on $`2\times 2`$ matrices) or if $`p4`$.

As an application of Theorem 1, we now show that it implies the result (101) in one special case, namely when $`\mathrm{\Phi }_1`$ is the qubit depolarizing channel and $`p2`$. This result was derived previously using a lengthier argument , and the purpose of this presentation is to explore an alternative method which may allow new approaches to the additivity problem. Indeed, the method shown below can be easily extended to cover all unital qubit channels and even some non-unital qubit maps, thus extending the results in  which were derived for integer values of $`p`$. Unfortunately, the restriction to $`p2`$ does not allow any conclusions to be drawn about additivity of minimal entropy.

The depolarizing channel $`\mathrm{\Delta }`$ acts on a state $`\rho =\left(\begin{array}{cc}a& c\\ \overline{c}& b\end{array}\right)`$ by

$`\mathrm{\Delta }(\rho )=\lambda \rho +{\displaystyle \frac{1\lambda }{2}}I=\left(\begin{array}{cc}\lambda _+a+\lambda _{}b& \lambda c\\ \lambda \overline{c}& \lambda _{}a+\lambda _+b\end{array}\right)`$ (102)
where $`\lambda `$ is a real parameter and $`\lambda _\pm =(1\pm \lambda )/2`$. We will suppose here that $`0\lambda 1`$. The maximal $`p`$-norm of $`\mathrm{\Delta }`$ is easily computed to be

$`\nu _p(\mathrm{\Delta })=\left(\left({\displaystyle \frac{1+\lambda }{2}}\right)^p+\left({\displaystyle \frac{1\lambda }{2}}\right)^p\right)^{1/p}`$ (103)
Now consider a positive $`2n\times 2n`$ matrix $`M`$:

$`M=\left(\begin{array}{cc}A& C\\ C^{}& B\end{array}\right)`$ (104)
The map $`\mathrm{\Delta }I`$ acts on $`M`$ via

$`(\mathrm{\Delta }I)(M)=\left(\begin{array}{cc}\lambda _+A+\lambda _{}B& \lambda C\\ \lambda C^{}& \lambda _{}A+\lambda _+B\end{array}\right)`$ (105)
Let $`p2`$, and let $`q2`$ be the index conjugate to $`p`$. Then as explained at the start of section 2, there is a positive $`2n\times 2n`$ matrix $`K`$ satisfying $`K_q=1`$ such that

$`(\mathrm{\Delta }I)(M)_p=\mathrm{Tr}\left(K(\mathrm{\Delta }I)(M)\right)`$ (106)
Following the methods used in (2), this leads to

$`\mathrm{Tr}\left(K(\mathrm{\Delta }I)(M)\right)`$ $``$ $`\left(\begin{array}{cc}\lambda _+A_p+\lambda _{}B_p& \lambda C_p\\ \lambda C_p& \lambda _{}A_p+\lambda _+B_p\end{array}\right)_p`$ (107)
$`=`$ $`\mathrm{\Delta }(m)_p`$
where $`m`$ is the $`2\times 2`$ matrix

$`m=\left(\begin{array}{cc}A_p& C_p\\ C_p& B_p\end{array}\right)`$ (108)
By definition of the $`p`$-norm this implies

$`(\mathrm{\Delta }I)(M)_p\nu _p(\mathrm{\Delta })\left(A_p+B_p\right)`$ (109)
Now let $`\rho `$ be a $`2n\times 2n`$ density matrix,

$`\rho =\left(\begin{array}{cc}\rho _{11}& \rho _{12}\\ \rho _{21}& \rho _{22}\end{array}\right)`$ (110)
and consider the case where $`M=(I\mathrm{\Phi })(\rho )`$ and $`\mathrm{\Phi }`$ is some other channel, so that $`(\mathrm{\Delta }I)(M)=(\mathrm{\Delta }\mathrm{\Phi })(\rho )`$. Then

$`A=\mathrm{\Phi }(\rho _{11}),B=\mathrm{\Phi }(\rho _{22})`$ (111)
and hence

$`A_p+B_p\nu _p(\mathrm{\Phi })\mathrm{Tr}(\rho _{11}+\rho _{22})=\nu _p(\mathrm{\Phi })`$ (112)
Therefore (109) implies that

$`(\mathrm{\Delta }\mathrm{\Phi })(\rho )_p\nu _p(\mathrm{\Delta })\nu _p(\mathrm{\Phi })`$ (113)
Since (113) is valid for all $`\rho `$, we get

$`\nu _p(\mathrm{\Delta }\mathrm{\Phi })\nu _p(\mathrm{\Delta })\nu _p(\mathrm{\Phi })`$ (114)
and this establishes the result (101), since the inequality in the other direction follows by restricting to product states.

Acknowledgements This work was supported in part by National Science Foundation Grant DMS–0101205.


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# Neither a type-I nor a type-II superconductivity in a two-gap system

## Abstract

We show that in two-gap Ginzburg-Landau model there is a wide range of parameters where behaviour of a superconductor in external field can not be classified nor as type-I nor as type-II. In this regime a superconductor features a nonmonotonic interaction between vortices (which is attractive at a certain large length scale and repulsive at a shorter length scale). This results in a first order transition into an inhomogeneous state of a mixture of vortex clusters where one of the order parameters is suppressed and domains of two-gap Meissner state.

Interaction of vortices is an interesting question even in the simplest one-component Ginzburg-Landau (GL) Model aaa . Its character in this model depends on the GL parameter $`\kappa =\lambda /\xi `$. In the type-II case (when $`\kappa >1/\sqrt{2}`$) the vortices repel each other. Another feature of the regime with $`\kappa >1/\sqrt{2}`$ is that a multiquanta vortex is unstable against decay into one-flux quanta vortices. An invasion of vortices in a type-II superconductor manifests itself as a second order transition at a critical value of applied field $`H_{c1}`$. In contrast, in the type-I case ($`\kappa <1/\sqrt{2}`$) vortices attract each other. A system of two of these vortices is unstable against a collapse into a single two-quanta vortex. In the type-I regime a vortex can not form in an applied external field since it would require external field which exceeds thermodynamic critical magnetic field. However an isolated type-I vortex is stable. The type-I vortices were considered (along with type-II vortices) in cosmology Hindmarsh:1994re , where they play important role and should be produced during a symmetry breaking phase transition in early universe Kibble:1976sj . The special case $`\kappa =1/\sqrt{2}`$ is also very interesting, in particular it was shown exactly that the vortices at this value of $`\kappa `$ do not interact Bogomolny:1975de .

A general formula for interaction of two parallel vortices with a separation $`r`$ is Kr

$$U(r)=c_1^2(\lambda ,\xi )K_0\left(\frac{r}{\lambda }\right)c_2^2(\lambda ,\xi )K_0\left(\frac{r}{\sqrt{2}\xi }\right)$$
(1)
where $`K_0(r)`$ is the Bessel function, $`c_{1,2}(\lambda ,\xi )`$ are slow functions of the GL parameter, and $`c_1(\kappa =1/\sqrt{2})=c_2(\kappa =1/\sqrt{2})`$. The first term in (1) is interaction due to particle currents. Indeed this interaction has the range of the London penetration $`\lambda `$. The second term is the attractive interaction due to overlap of cores.

However experiments hubener  show that in certain materials with $`\kappa 1/\sqrt{2}`$ vortices attract each other at a large scale and repel each other at a shorter distance. The nonmonotic interaction of vortices was reproduced in a modified one-gap GL functional with additional terms in the regime $`\kappa 1/\sqrt{2}`$ teor ; teor2 . Besides that we should mention a nonmonotonic interaction which takes place in layered systems: there a van der Waals - type of attraction can be produced by thermal fluctions or disorder attr2 .

Below we consider a simplest two-gap model, without addition of the extra terms of the type discussed in context of single-gap model in teor ; teor2 , and without restricting discussion to the case $`\kappa 1/\sqrt{2}`$. We show that two-gap GL model allows a novel type of vortices (the “double-core” vortices) which have nonmonotonic interaction in a wide range of parameters as their intrinsic feature. The effective attraction of these vortices has a principally different nature comparing to the effects considered in teor ; teor2 ; attr2 . Moreover, we show that two-gap superconductors under certain conditions display even more exotic magnetic properties which have no counterparts in single-gap systems.

The two-gap superconductor mult ; legg  (known in particle physics as a two-Higgs doublet model tdlee ) in the simplest case can be described by the following GL functional:

$`F={\displaystyle \frac{\mathrm{}^2}{4m_1}}\left|\left(+i{\displaystyle \frac{2e}{\mathrm{}c}}𝐀\right)\mathrm{\Psi }_1\right|^2+{\displaystyle \frac{\mathrm{}^2}{4m_2}}\left|\left(+i{\displaystyle \frac{2e}{\mathrm{}c}}𝐀\right)\mathrm{\Psi }_2\right|^2`$
$`+V(|\mathrm{\Psi }_{1,2}|^2)+\eta [\mathrm{\Psi }_1^{}\mathrm{\Psi }_2+\mathrm{\Psi }_2^{}\mathrm{\Psi }_1]+{\displaystyle \frac{𝐇^2}{8\pi }}`$ (2)
where $`\mathrm{\Psi }_\alpha =|\mathrm{\Psi }_\alpha |e^{i\varphi _\alpha }`$ and $`V(|\mathrm{\Psi }_{1,2}|^2)=_{\alpha =1,2}b_\alpha |\mathrm{\Psi }_\alpha |^2+\frac{c_\alpha }{2}|\mathrm{\Psi }_\alpha |^4`$ and $`\eta `$ is a characteristic of the interband Josephson coupling strength legg .

Recently two-gap superconductivity was observed in in $`MgB_2`$ mgb  and in $`NbSe_2`$ 2h . Two-gap models appear also in the theoretical studies of liquid metallic hydrogen, which should allow superconductivity of both electronic and protonic Cooper pairs ashc2 , while in liquid metallic deuterium a deuteron superfluidity may coexist with electronic superconductivity ashc2 . Besides that in superconductors there could coexist two types of pairing (e.g. $`s`$\- and $`p`$-wave condensates).

One can rearrange variables in (2) as follows we ; frac ; kt :

$`F`$ $`={\displaystyle \frac{\mathrm{}^2}{4}}{\displaystyle \frac{\frac{|\mathrm{\Psi }_1|^2}{m_1}\frac{|\mathrm{\Psi }_2|^2}{m_2}}{\frac{|\mathrm{\Psi }_1|^2}{m_1}+\frac{|\mathrm{\Psi }_2|^2}{m_2}}}((\varphi _1\varphi _2))^2+{\displaystyle \frac{4\mathrm{}^2}{\frac{|\mathrm{\Psi }_1|^2}{m_1}+\frac{|\mathrm{\Psi }_2|^2}{m_2}}}\times `$ (3)
$`\{{\displaystyle \frac{|\mathrm{\Psi }_1|^2}{4m_1}}\varphi _1+{\displaystyle \frac{|\mathrm{\Psi }_2|^2}{4m_2}}\varphi _2{\displaystyle \frac{2e}{c}}𝐀\}^2`$
$`+{\displaystyle \frac{𝐇^2}{8\pi }}+2\eta |\mathrm{\Psi }_1\mathrm{\Psi }_2|\mathrm{cos}(\varphi _1\varphi _2)+V(|\mathrm{\Psi }_{1,2}|^2)`$
Let us consider first the case $`\eta =0`$. The first term features a gauge invariant phase difference $`\gamma _n=\varphi _1\varphi _2`$. Since no coupling to gauge field enters this term, then any vortex with nontrivial winding number of $`\gamma _n`$ has divergent energy per unit length frac . In this paper we consider only vortices with finite energy per unit length. These are the vortices with phase windings satisfying the condition $`\mathrm{\Delta }\gamma _n\mathrm{\Delta }(\varphi _1\varphi _2)=0`$ where $`\mathrm{\Delta }\gamma _n`$ denotes the gain in the phase $`\gamma _n`$ when we go around a vortex core. In the case of nonzero $`\eta `$, one can observe that, when $`\eta >0`$ the free energy (3) is minimized by $`\varphi _1\varphi _2=\pi `$, while when $`\eta <0`$ we have $`\varphi _1\varphi _2=0`$. Thus when one considers topological defects with $`\mathrm{\Delta }\gamma _n=0`$ the fourth term in (3) is phase-independent and can be absorbed in the potential term. In this paper we want to discuss magnetic properties of two gap system in the simplest and most transparent case and for this reason we put $`\eta =0`$. As discussed above the low-temperature magnetic properties of the cases of zero and nonzero $`\eta `$ are essentially the same since in both cases only the vortices characterized by $`\mathrm{\Delta }\gamma _n=0`$ have finite energy. An extension to a nonzero $`\eta `$ as well as to an addition of terms proportional to $`|\mathrm{\Psi }_1|^2|\mathrm{\Psi }_2|^2`$ is trivial. So for the case when $`\mathrm{\Delta }\gamma _n=0`$, the remaining nontrivial terms in GL functional are:

$`F^{\gamma _n=const}={\displaystyle \frac{4\mathrm{}^2}{\frac{|\mathrm{\Psi }_1|^2}{m_1}+\frac{|\mathrm{\Psi }_2|^2}{m_2}}}\{({\displaystyle \frac{|\mathrm{\Psi }_1|^2}{4m_1}}+{\displaystyle \frac{|\mathrm{\Psi }_2|^2}{4m_2}})\gamma _c`$
$`{\displaystyle \frac{2e}{c}}𝐀\}^2+{\displaystyle \frac{𝐇^2}{8\pi }}b_1|\mathrm{\Psi }_1|^2+{\displaystyle \frac{c_1}{2}}|\mathrm{\Psi }_1|^4b_2|\mathrm{\Psi }_2|^2+{\displaystyle \frac{c_2}{2}}|\mathrm{\Psi }_2|^4,`$ (4)
where $`\gamma _c=(\varphi _1+\varphi _2)`$ The equation for supercurrent for (4) is (see e.g. we ; frac ; kt )

$`𝐉`$ $`=`$ $`{\displaystyle \frac{i\mathrm{}e}{2m_1}}\{\mathrm{\Psi }_1^{}\mathrm{\Psi }_1\mathrm{\Psi }_1\mathrm{\Psi }_1^{}\}+{\displaystyle \frac{i\mathrm{}e}{2m_2}}\{\mathrm{\Psi }_2^{}\mathrm{\Psi }_2`$ (5)
$`\mathrm{\Psi }_2\mathrm{\Psi }_2^{}\}{\displaystyle \frac{2e^2}{c}}({\displaystyle \frac{|\mathrm{\Psi }_1|^2}{m_1}}+{\displaystyle \frac{|\mathrm{\Psi }_2|^2}{m_2}})𝐀.`$
As it was shown in frac , in this model, the vortices characterized by the following phase gains: $`\mathrm{\Delta }\gamma _n=0;\mathrm{\Delta }\gamma _c=4\pi k`$ carry $`k`$-quanta of magnetic flux.

The model (4) possesses three characteristic length scales: two coherence lengths $`\xi _\alpha =\mathrm{}/\sqrt{4m_\alpha b_\alpha }`$ determined by the effective potential and the magnetic field penetration length:

$$\lambda =\frac{c}{\sqrt{8\pi }e}\left[\frac{|\mathrm{\Psi }_1|^2}{m_1}+\frac{|\mathrm{\Psi }_2|^2}{m_2}\right]^{1/2}.$$
(6)
Let also introduce a notation $`\lambda _\alpha =c\sqrt{m_\alpha }/(\sqrt{8\pi }e|\mathrm{\Psi }_\alpha |)`$ Below we also use notations for thermonynamic critical magnetic fields for individual condensates $`H_{ct(\alpha )}=\mathrm{\Phi }_0/(2\sqrt{2}\pi \xi _\alpha \lambda _\alpha )`$. In discussion when the individual condensate $`\mathrm{\Psi }_1`$ is of type-II we denote the first and the second critical magnetic of isolated $`\mathrm{\Psi }_1`$ as follows: $`H_{c1(1)}=\mathrm{\Phi }_0/(4\pi \lambda _1^2)[\mathrm{log}(\lambda _1/\xi _1)+0.08]`$ and $`H_{c2(1)}=\mathrm{\Phi }_0/(2\pi \xi _1^2)`$.

Apparently in the cases when $`\xi _1\xi _2>>\lambda `$ and when $`\xi _1\xi _2<<\lambda `$, magnetic properties of the two-gap superconductor parallel those of single-gap type-I and type-II superconductors correspondingly. However in a general case, when one of the condensates is of type I and another is of type II, a two-gap system in exernal field has much richer phase diagram and allows many types of different transitions in external field.

In the case when $`\xi _1<<\lambda _1`$ and $`\xi _2>>\lambda _2`$, and when thermodynamic critical magnetic field $`H_{ct(2)}`$ for the type-I condensate $`\mathrm{\Psi }_2`$ is much higher than $`H_{c2(1)}`$ for the type-II condensate $`\mathrm{\Psi }_1`$, the system undergoes a first order transition from a normal state immediately into a two-gap superconducting state. This is because, in this case, at fields higher than $`H_{ct(2)}`$ the system does not allow nontrivial solution of the linearized GL equation for $`\mathrm{\Psi }_1`$, while, when the field is lowered below $`H_{ct(2)}`$, there appears a transition immediately into two-gap superconducting state. In this state the magnetic field is screened in bulk of a sample largely due to surface current $`\mathrm{\Psi }_2`$ and nothing can preclude the appearance of the second condensate $`\mathrm{\Psi }_1`$ in the bulk of the sample even if the applied field is much larger than $`H_{c2(1)}`$.

Consider now the case when $`\lambda _1/\xi _1>1/\sqrt{2};\lambda _2/\xi _2>1/\sqrt{2};\xi _1<<\xi _2;\lambda =(1/\lambda _1^2+1/\lambda _2^2)^{1/2}<\xi _2/\sqrt{2}`$. In this case we have a two-gap system made up of two type-II condensates, however, somewhat counterintutively, the magnetic properties of this system are principally different from a type-II superconductor. One can observe that the resulting penetration length in this system can be smaller than one of the coherence lengths $`\lambda <\xi _2/\sqrt{2}`$, since both condensates contribute to $`\lambda `$, so a vortex in this system will consist of an inner core of characteristic size $`\xi _1`$, a flux tube of size $`\lambda `$, and an extended “outer” core of a characteristic size of $`\xi _2`$ larger than $`\lambda `$ comment . It means that, albeit at length scales smaller than $`\lambda `$ the interaction of two vortices is repulsive, at the same time the extended core gives to such a vortex an effective attraction $`UK_0(r/\sqrt{2}\xi _2)`$ for $`r>\lambda `$ in a range of $`\sqrt{2}\xi `$. Thus in contrast to an ordinary type-II superconductor, there exists a range of parameters where the phase transition at $`H_{c1}`$ in this system is of the first order. This is because due to attractive interaction the energy of a lattice made up of $`n`$ vortices (with the lattice spacing determined by the minimum of the nonmonotonic interaction potential) has lower energy than $`n`$ isolated vortices. Correspondingly the magnetization of such a superconductor should change abruptly by a formation of a vortex lattice, instead of a gradual invasion of isolated vortices. Also for the same reason in a decreasing applied field the vortex lattice should survive even in fields lower than the critical field where a formation of an isolated vortex becomes energetically favored. Another consequence of the effective attraction between vortices is that at a given low vortex density, when average distance between the vortices is larger than the distance determined by the minimum of the effective potential, the vortices will spontaneously form lattice clusters in between areas of vortex-free Meissner state.

Let us now turn to the case when $`\lambda _1/\xi _1>1/\sqrt{2};\lambda _2/\xi _2<1/\sqrt{2};\xi _2>\lambda `$. Let us consider a vortex in this case. For a two-gap superconductor, vortex energy consists of energies of cores, kinetic energy of Meissner current and magnetic field energy. The magnetic field energy and the kinetic energy of the screening current is given by the standard expression: $`F_m=(1/8\pi )d^3x𝐇^2+(1/8\pi )d^3x\lambda _{eff}^2(\mathrm{curl}𝐇)^2`$. Here we note that in the present case $`|\mathrm{\Psi }_2(𝐱)|^2`$ varies slowly over the London penetration length $`\lambda `$. Magnetic field is screened at a distance from the core which is smaller than $`\xi _2`$. That means that only depleted density of Cooper pairs of condensate $`\mathrm{\Psi }_2`$ participates in the screening of magnetic field. Thus one can not use the London penetration length $`\lambda `$ but should introduce an effective penetration length $`\lambda _{eff}=[1/\lambda _1^2+1/\stackrel{~}{\lambda }_2^2(𝐱)]^{1/2}`$ where $`\stackrel{~}{\lambda }_2(𝐱)=c\sqrt{m_2}/(\sqrt{8\pi }e|\mathrm{\Psi }_2(𝐱)|)>\lambda _2=c\sqrt{m_2}/(\sqrt{8\pi }e|\overline{\mathrm{\Psi }}_2|)`$, where $`|\overline{\mathrm{\Psi }}_2|`$ is the average value of the order parameter modulus. In the case when $`\lambda _1<<\xi _2`$, we have $`\lambda _{eff}\lambda _1`$ which corresponds to the situation when magnetic field is screened mostly by condensate $`\mathrm{\Psi }_1`$. On the other hand in the case when $`\xi _2>>\lambda _1>>\lambda _2>>\xi _1`$ the magnetic field is screened at a chracteristic length scale of Pippard penetration length $`\lambda =\lambda _2^P(\lambda _2^2\xi _2)^{1/3}`$ of the condensate $`\mathrm{\Psi }_2`$.This expression is valid when $`\lambda _2^P<\lambda _1`$. In the above expression for $`F_m`$ we cut off integrals at the distance $`\xi _1`$ from the center of the core in order to obtain an estimate of the vortex energy which has a logarithmic accuracy. With it the energy per unit length of a one-flux-quanta vortex is

$$\left(\frac{\mathrm{\Phi }_0}{4\pi \lambda _{eff}}\right)^2\mathrm{log}\frac{\lambda _{eff}}{\xi _1}+𝒱_{c1}+𝒱_{c2}$$
(7)
Where $`𝒱_{c\alpha }`$ are the energies of the cores per unit length which are of order of magnitude of $`[coresize]\times [condensationenergy]`$. The estimate of the core energy can also be expressed as:

$$𝒱_{c\alpha }\frac{\pi \xi _\alpha ^2H_{ct(\alpha )}^2}{8\pi }=\frac{\mathrm{\Phi }_0^2}{8\pi }\frac{e^2|\mathrm{\Psi }_\alpha |^2}{c^2m_\alpha }=\frac{1}{4}\left(\frac{\mathrm{\Phi }_0}{4\pi }\right)^2\frac{1}{\lambda _\alpha ^2}$$
(8)
Apparently $`𝒱_{c1}+𝒱_{c2}(\mathrm{\Phi }_0/8\pi \lambda )^2`$.

A straightforward calculation of the field $`H_{c1}^0`$ characterizing when it is becoming energetically preferred to let into a superconductor a single vortex gives:

$$H_{c1}^0\frac{\mathrm{\Phi }_0}{4\pi }\left[\frac{1}{\lambda _{eff}^2}\mathrm{log}\frac{\lambda _{eff}}{\xi _1}\right]+\frac{\mathrm{\Phi }_0}{16\pi }\left[\frac{1}{\lambda _1^2}+\frac{1}{\lambda _2^2}\right]$$
(9)
The transition into mixed state should be of the first order since the extended core at length scale $`\xi _2>\lambda _{eff}`$ gives rise to attractive interaction of vortices so, a lattice of vortices with a spacing determined by the minimum of the interaction potential is preferred over a system of widely separated vortices. That is, the energy of a system of $`n`$ vortices is minimized when vortices spontaneously form a lattice cluster with overlapping outer cores. We should observe that $`H_{c1}^0`$ in the present situation is larger than thermodynamic critical magnetic field of the type-I condensate which is $`H_{ct(2)}=\mathrm{\Phi }_0/(2\sqrt{2}\pi \xi _2\lambda _2)`$. We stress that this however does not mean that at the field (9) the condensate $`\mathrm{\Psi }_2`$ is completely depleted due to overlapping of outer cores. It is because when the applied field is close to $`H_{c1}^0`$, then the field is mostly screened by a supercurrent of the condensate $`\mathrm{\Psi }_1`$, which circulates along sample’s edge. Thus the vortex system is dilute, or more precisely the intervortex distance is only determined by the effective attraction. So in contrast to original type-I and type-II behavior, the two-gap superconductor in this regime displays a first order transition into an inhomogeneous state consisting of clusters of vortices, where the order parameter $`\mathrm{\Psi }_2`$ is depleted due to overlaps of outer cores. So the superconductivity in these vortex lattice “droplets” is dominated by the order parameter $`\mathrm{\Psi }_1`$ and is essentially a one-gap superconductivity. Since the vortex density depends on applied field while the intervortex distance is determined by the nonmonotonic interaction potential, so, besides these clusters of vortices, there should be present domains of two-gap superconductivity in the vortexless Meissner state.

One of the possible direction where this work can be extended is the interesting question for a numerical study if there is a range of parameters when a triangular lattice is not the most energetically preferred. Indeed, for a given density of vortices, at a certain applied field, spacing of a square lattice may be closer to length scale given by minimum of vortex interaction potential, than spacing of a triangular lattice. However, in a triangular lattice, albeit the intervortex distance is larger, there are six instead of four nearest neighbors. Apparently in sufficiently strong magnetic fields the effective attraction at large length scale is irrelevant and vortices form a standard triangular lattice. So this system may allow transitions between lattices with different symmetries, when applyed magnetic field is varied.

We also would like to note that in the recent experiment on $`MgB_2`$ eskildsen  (which is the strictly type-II two-gap superconductor) indicates a large disparity in coherence lengths. The coherence length in $`\pi `$-band was found being $``$50nm which is much larger than an estimate which one would obtain from a standard GL formula for a one-gap superconductor using the $`H_{c2}`$ value of $`MgB_2`$. Such a behavior is completely in agreement with the model for the composite two-gap vortex frac .

In conclusion we discussed magnetic properties of a simplest form of a two-gap GL model. We have shown that the model exhibits behavior which has no counterpart in a standard one-gap superconductors. The discussed features do not allow to classify the two-band superconductor in the considered regimes as type-II and indeed nor as type-I but it should legitimately be distinguished in a separate class.

Note added A more detailed and quantitative study of the question which we discuss in this article can be found in E. Babaev, J.M. Speight cond-mat/0411681


text:
# Field-induced structural evolution in the spin-Peierls compound CuGeO3: high-field ESR study.

## Abstract

The dimerized-incommensurate phase transition in the spin-Peierls compound CuGeO3 is probed using frequency-tunable high-resolution electron spin resonance (ESR) technique, in magnetic fields up to 17 T. A field-induced development of the soliton-like incommensurate superstructure is clearly indicated as a pronounced increase of the magnon spin resonance linewidth $`\mathrm{\Delta }B`$, with a $`\mathrm{\Delta }B_{max}`$ at $`B_c`$ 13.8 T. The anomaly is explained in terms of the magnon-soliton scattering, and suggests that the soliton-like phase exists close to the boundary of the dimerized-incommensurate phase transition. In addition, magnetic excitation spectra in 0.8% Si-doped CuGeO3 are studied. Suppression of the $`\mathrm{\Delta }B`$ anomaly observed in the doped samples suggests a collapse of the long-range-ordered soliton states upon doping, that is consistent with high-field neutron experiments.

The discovery of a spin-Peierls transition in an inorganic compound CuGeO3Hase  has stimulated significant interest in experimental and theoretical studies of low-dimensional materials. A lattice dimerization, which is one of the most characteristic features in the spin-Peierls transition, was found to take place below T$`{}_{SP}{}^{}`$ 14 K. In the dimerized phase the ground state is a spin singlet, separated from the first excited triplet by an energy gap. Application of external magnetic field tends to suppress quantum fluctuations, and eventually collapses the energy gap. By increasing the magnetic field above the threshold field, $`B_{DI}`$ 12.5 T, CuGeO3 undergoes a transition from the dimerized spin-liquid commensurate to the incommensurate phase, where the periodicity of the spin-polarization and lattice deformation is incommensurate with crystallographic lattice parameters. The low-field incommensurate region can be described by a formation of a regular array of domain walls (solitons). If the concentration of solitons is high enough, interactions between them result in a long-range ordered soliton lattice, observed experimentallyKiryukhin . A further increase in field induces a plane-wave modulated (harmonic) incommensurate stateLorenz ; Horvatic , where the modulation phase is a linear function of the space coordinate in the direction of the modulation.

The rich magnetic phase diagram of CuGeO3 has been a subject of many intensive high-field investigations. The high-frequency/field electron spin resonance (ESR) technique was employed for studying magnetic excitation spectra in CuGeO3 Brill ; Nojiri2 ; Nojiri3 ; Yamamoto ; Wpalme . These investigations provide valuable information on the size of the energy gaps in CuGeO3 in the dimerized phase, on the $`g`$-factors, and on the exchange coupling. Like nuclear magnetic resonance methods, high-resolution ESR is a very powerful tool to study local spin environments in solids. It was successfully used for investigating structural incommensurability in various materialsBlink . Since the dimerized-incommensurate phase transition in CuGeO3 has a magnetic origin, probing magnetic excitations in a broad range of magnetic fields (and frequencies) can provide important information on field-induced structural evolution of CuGeO3. The main motivation of this investigation was to study peculiarities of the dimerized-incommensurate phase transition in CuGeO3, using multifrequency high-field high-resolution ESR.

In this work, we present a systematic study of the ESR linewidth (spin triplet excitations) obtained in pure and 0.8%Si-doped CuGeO3 single crystals, in the quasi-continuously covered frequency range of 175-510 GHz and magnetic fields up to 17 T. To the best of our knowledge, this is the first high-resolution ESR investigation of the commensurate-incommensurate phase transition in CuGeO3, which is not driven by temperature, but by the magnetic field.

Experiments were performed using the high-field millimeter and submillimeter wave spectroscopy facility at the National High Magnetic Fields Laboratory, Tallahassee, FL. A key feature of the facility is a set of easily-tunable millimeter and sub-millimeter wave radiation sources, Backward Wave Oscillators (BWOs), operating in the frequency range of 140-700 GHz ($``$4.6 - 23.3 cm-1). BWOs are classic vacuum-tube microwave devices, which (unlike other sources of millimeter and submillimeter wave radiation) possess an important distinguishing characteristic: they are tunable over a very wide frequency range - up to 30% from their central frequency. Due to this important property, high-field BWO ESR spectroscopy provides a remarkable possibility to probe magnetic excitations in a broad, quasi-continuously-covered range of frequencies and magnetic fieldsNaumenko ; Zvyagin3  (unlike conventional ESR methods, which employ one constant frequency, or a set of frequencies). The BWOs, in combination with highly-homogeneous (12 ppm/cm DSV) magnetic field provided by a 25 T hysteresis-free resistive magnet, make the facility a very powerful tool for systematic high-resolution ESR investigations of field-induced phenomena in CuGeO3 and other magnetic materials.

The spectrometer works in transmission mode and employs oversized cylindrical waveguides. An extremely low-noise, wide frequency range, InSb hot electron bolometer, operated at liquid-He temperature, serves as a detector. The spectrometer allows for experiments to be carried out over a range of temperatures from 1.5 to 300 K. The spectra are recorded while sweeping the magnetic field. Two kinds of signal modulation are possible. While modulation of the magnetic field gives a better signal-to-noise ratio for narrower lines, modulation of the radiation power using a chopper (optical modulation) allows a direct detection of the absorption/transmission and provides better sensitivity for broader resonance lines. The spectrometer operates in the Faraday or Voigt geometry (propagation vector of the radiation parallel or perpendicular to the external magnetic field, respectively).

In order to detect the real shape of the absorption with a minimum of experimental error, optical modulation of the radiation power was used in our experiments. Pure and 0.8% Si-doped CuGeO3 single crystals with a typical thickness of 0.2 mm were used. The experiment was performed in the Faraday geometry with magnetic field applied in the direction of the $`a`$-axis. In this work we focused on studying the dimerized-incommensurate phase transition, and thus only results obtained in fields up to 17 T are presented. ESR investigation of the magnetic excitations in CuGeO3 at higher fields (in the plane-wave modulated phase) is beyond the current consideration and will be reported elsewhereZvyagin2 .

Before going ahead with experimental data, let us briefly characterize low-energy spin excitations in CuGeO3. Above $`T_{SP}`$, CuGeO3 is in the commensurate phase, and can be regarded as an $`S`$=1/2 uniform Heisenberg antiferromagnet, with a gapless spin singlet ground state. Triplet excitations in this phase can be described as massless domain wall-like $`S`$=1/2 fermion-type excitations, spinons. Below $`T_{SP}`$, CuGeO3 is in the dimerized phase; the ESR spectrum is basically formed by transitions between the excited Zeeman split triplet states; these massive boson-type excitations can be defined as magnons, and the corresponding resonance - as a magnon spin resonanceBoucher . With dimerization the spinons are confined into magnon excitations; as a result, the two-spinon continuum in the dimerized phase is significantly modified. Transitions from the ground states are normally forbidden in low dimensional gapped spin systems. However, breaking translational symmetry (due to the Dzyaloshinskii-Moriya interactions, or staggered field effects, for instance) can allow ground state excitations. These transitions occur at the center of the Brillouin zone; the observation of these transitions using ESR provides direct and accurate information on energy gaps in CuGeO3Brill ; Nojiri3 . In the soliton-like incommensurate phase there are two types of competing excitations. Magnetic excitations within the spin-dimerized domains can be ascribed to the magnon subsystem (magnons), while soliton-type excitations originate from transitions within the soliton subsystems. The soliton subsystem appears to strongly contribute to the bulk magnetization and the excitation spectrum of the CuGeO3 in the soliton-like phaseEnderle . Magnetic bound states, which are a general feature of many low-dimensional spin systems (see for instanceDate ; Zvyagin ), manifest themselves in CuGeO3 in the far-infrared regionEls , and can be an interesting subject for high-frequency/field ESR studies.

The first ESR investigation of the high-field, incommensurate phase in CuGeO3 was performed by Palme $`et.al.`$Palme , who observed magnetic field hysteresis effects in the incommensurate phase. Drastic changes were noted on both the ESR linewidth and field, depending on the magnetic field sweep direction. Generally speaking, a hysteresis phenomenon is a quite common feature of incommensurate structuresBlink , which can be explained in terms of pinning of the microscopical incommensurate superstructure on the discreteness of the crystal lattice and/or defects. If the incommensurability originates from an interplay of spin and lattice degrees of freedom (i.e. a magnetic structure is incommensurate with the crystallographic structure), the discreteness of the magnetic lattice and/or magnetic defects can strongly affect incommensurate superstructureKiryukhin3 .

A typical ESR spectrum at the frequency of 431.8 GHz ($`T`$=4.2 K) is shown in Fig. 1. We confirm a hysteresis behavior of the absorption in CuGeO3 in the incommensurate phase ($`B>B_{DI}`$). One can see that the ESR line is much narrower in the descending fields. Qualitatively, such a behavior can be explained as follows. The soliton-like phase consists of nearly commensurate regions separated by domain walls (solitons) where the phase of the order parameter changes rapidly. Because of that, a local field on Cu2+ sites in CuGeO3 is microscopically modulated, that removes the equivalence of the ESR active sites and causes spreading of the ESR absorption into a quasi-continuous distribution of local resonance lines. Magnetic field tends to polarize spins, making effective fields on the Cu2+ sites more homogenous. This results in the ESR line-narrowing, as seen in descending fields.

In Fig. 2 we show a frequency and a linewidth vs magnetic field diagrams of the ESR in CuGeO3 in ascending magnetic fields up to 17 T, and in a frequency range of 175-510 GHz. The Lorentzian fit of absorptions was used to calculate the ESR linwidth at half-height. The $`g`$-factor of excitations remains almost constant in the entire frequency-field range, $`g`$ 2.15, which is consistent with pulsed-field ESR data Nojiri2 . However, a drastic change in the ESR linewidth $`\mathrm{\Delta }B`$ is observed at the transition from the dimerized to incommensurate phase. A maximum in the linewidth is found at $`B_c`$ 13.8 T.

In order to explore the nature of the ESR linewidth anomaly and the possible role of the soliton subsystem in it, ESR on CuGeO3 +0.8%Si (where a long-range-ordered incommensurate state appears to be completely suppressed by doping) was performed.

It was shown that doping can significantly affect low-temperature magnetic properties of CuGeO3, creating defects and enhancing three-dimensional antiferromagnetic correlations in the dimerized phaseRegnault . It was found also that even a very small doping had a drastic effect on the shape of the lattice modulationChristianson . The effect is especially strong in the case of Si-doping, when Si4+ substitutes Ge4+. It distorts the lattice and the configuration of oxygens around the copper sites, and may results in reversing coupling from antiferromagnetic to ferromagneticGeertsma . If the doping exceeds some critical concentration a long-range order in the soliton lattice can be completely suppressedKiryukhin . High-field neutron scattering experimentsGrenier  revealed only a short-range ordering of solitons in 0.7% Si-doped samples (while a long-range-ordered soliton structure still persists in 0.3%Si-doped crystals), that suggests a threshold concentration of about 0.5-0.6%.

The doped CuGeO3 samples were initially characterized by measuring magnetic susceptibility at temperatures down to 1.8 K, using SQUID magnetometer. The susceptibility of doped crystals exhibits a minimum at $`T`$ 7.7 K (an evidence of the coexisting dimer liquid state and enhanced three-dimensional short-range-order antiferromagnetic correlations), and a pronounced peak, corresponding to an antiferromagnetic ordering with $`T_N`$ 3.7 K. The data are consistent with results obtained by Grenier $`et.al.`$Grenier2  on 0.8%Si-doped CuGeO3.

In Fig. 3 we show a frequency and a linewidth vs field diagrams of the magnetic excitations in the 0.8%Si-doped CuGeO3 samples. Similar to the pure CuGeO3, no drastic changes are found in the $`g`$-factor behavior. Instead, two distinguishing features in the ESR spectra are found. First, no hysteresis effects are observed in fields up to 17 T, which appears to be an evidence of the collapsing long-range ordered soliton-like lattice. Second, the $`\mathrm{\Delta }B`$ anomaly found in the pure CuGeO3 at $`B_c`$ 13.8 T, is completely suppressed in doped CuGeO3.

Our observations clearly indicate the essential role of the long-range-order soliton correlations in the ESR linewidth anomaly in CuGeO3. Like any structural imperfection in spin systems with a collective type of elementary excitations (note for instance that the ESR linewidth in the dimerized phase in pure CuGeO3 is about six times smaller than that in the doped samples, Fig. 2 and Fig. 3), the soliton lattice in CuGeO3 introduces additional scattering for magnons. As a result, an intensive magnon-soliton scattering manifests itself in the ESR line-broadening. A maximum of the linewidth is observed at $`B_c`$ 13.8 T, that clearly indicates a pronounced development of the incommensurate soliton-like superstructure (and a corresponding enhancement of the scattering processes) close to the boundary of the dimerized-incommensurate phase transition, $`B_{DI}`$. This observation is consistent with high-field magnetostriction and thermal expansion experimentsLorenz .

In conclusion, the field-induced structural evolution in the spin-Peierls compound CuGeO3 is probed using frequency-tunable high-resolution ESR, in fields up to 17 T. Our studies reveal several important peculiarities of its high-field properties. The ESR linewidth anomaly strongly suggests the essential role of magnon-soliton scattering processes in the soliton-like phase, and confirms that the soliton-like regime exists close to the boundary of the dimerized-incommensurate phase transition. Our data are consistent with high-field inelastic neutron scattering experiments, suggesting that doping significantly affects the solitonlike structure in CuGeO3, suppressing long-range-order soliton correlations and corresponding magnon-soliton scattering. The use of the high-field frequency-tunable ESR approach (applied for an analysis of the ESR linewidth in a broad frequency-field range) can provide important information on field-induced structural evolutions in other spin-Peierls materialsBray .

Acknowledgement. The authors would like to thank S. McCall and Z. Zhou for performing magnetic susceptibility measurements. The 25 T resistive magnet was built with financial support of the W.M. Keck Foundation of Los Angeles, CA.


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# Ultrahigh energy cosmic rays: clustering, GUT scale and neutrino masses

## 1 Introduction

The interaction of protons with the microwave background predicts a drop in the cosmic ray flux above the GZK  cutoff $``$5$``$1019 eV. Observations do not confirm this GZK scenario. Instead, about 20 events above $`10^{20}`$ eV were observed by a number of experiments. Since above the GZK energy the attenuation length of particles is a few tens of megaparsecs if an ultrahigh energy cosmic ray (UHECR) is observed on earth it was most probably produced in our vicinity.

Any UHECR scenario needs the knowledge of the propagation of the particles through the cosmic microwave background (CMB). Section 2 reports on a study  about propagation and determines the probability $`P(r,E,E_c)`$ that protons created at distance $`r`$ with energy $`E`$ reach earth above a threshold $`E_c`$. Using this $`P`$ one can give the observed spectrum by one numerical integration for any injection spectrum.

It is an interesting phenomenon that the UHECR events are clustered. Usually it is assumed that at these high energies the galactic and extragalactic magnetic fields do not affect the orbit of the cosmic rays, thus they should point back to their origin within a few degrees. In contrast to the low energy cosmic rays one can use UHECRs for point-source search astronomy. Recently, a statistical analysis  based on the multiplicities of the clustered events estimated the source density. In Section 3 we we review our extention  on the above analysis. Our analytical approach gives the event clustering probabilities for any space, intensity and energy distribution of the sources by using a single additional propagation function $`P(r,E;E_c)`$.

In Section 4 we review our work  on the scenario that the UHECRs are coming from decaying superheavy particles (SP) and on the determination of their masses $`m_X`$ by an analysis of the observed UHECR spectrum. Interestingly enough $`m_X`$ is compatible with the GUT scale.

The existence of a background gas of free relic neutrinos is predicted by cosmology. Ultrahigh energy neutrinos (UHE$`\nu `$) scatter on relic neutrinos (R$`\nu `$) producing Z bosons, which can decay hadronically (Z-burst) . In Section 5 we summarize our comparison of the predicted proton spectrum with observations and review the determination of the mass of the heaviest R$`\nu `$ via a maximum likelihood analysis.

The details of the presented results and a more complete reference list can be found in .

## 2 Propagation of UHECR protons

Using pion production as the dominant effect of energy loss for protons at energies $`>`$1019 eV, ref.  calculated $`P(r,E,E_c)`$ for three threshold energies. We extended  the results of . The inelasticity of Bethe-Heitler pair production is small ($`10^3`$), thus we used a continuous energy loss approximation for this process. The inelasticity of pion-photoproduction is larger ($`0.20.5`$) in the energy range of interest, thus there are only a few tens of such interactions during the propagation. Due to the Poisson statistics and the spread of the inelasticity, we will see a spread in the energy spectrum even if the injected spectrum is mono-energetic.

In our simulation protons are propagated in small steps ($`10`$ kpc), and after each step the energy losses due to pair production, pion production and the adiabatic expansion are calculated. During the simulation we keep track of the current energy of the proton and its total displacement. We used the following type of parametrization $`P(r,E,E_c)=\mathrm{exp}\left[a(r/1\mathrm{Mpc})^b\right]`$. Fig. 1 shows $`a(E/E_c)`$ and $`b(E/E_c)`$ for a range of three orders of magnitude and for five different $`E_c`$. Just using the functions of $`a(E/E_c)`$ and $`b(E/E_c)`$, thus a parametrization of $`P(r,E,E_c)`$, one can obtain the observed energy spectrum for any injection spectrum without additional Monte-Carlo simulation.

Since $`P(r,E_p;E)`$ is of universal usage, we have decided to make the latest numerical data for the probability distribution $`()P(r,E_p;E)/E`$ available for the public via the World-Wide-Web URL

http://www.desy.de/~uhecr .

The propagation function can be similarly determined for photons , though the necessary CPU power is approximately 300 times more than for protons. Therefore, we used the stochastic method to test a few cases. Usually the continuous energy loss approximation was used. In this approximation, the energy (and number) of the detected photons is a unique function of the initial energy and distance, and statistical fluctuations are neglected. The processes that are taken into account are pair production on the diffuse extragalactic photon background, double pair production and inverse Compton scattering of the produced pairs. The energy attenuation length of the photons due to these processes is strongly influenced by the poorely known universal radio and infrared backgrounds. These uncertainties influences some of our results.

A full simulation of the photon propagation function with all the statistical fluctuations will be the subject of a later work.

## 3 Density of sources

The arrival directions of the UHECRs measured by experiments show some peculiar clustering: some events are grouped within $`3^o`$, the typical angular resolution of an experiment. Above $`410^{19}`$ eV 92 cosmic ray events were detected, including 7 doublets and 2 triplets. Above $`10^{20}`$ eV, one doublet out of 14 events were found . The chance probability of such a clustering from uniform distribution is rather small .

The clustered features of the events initiated an interesting statistical analysis assuming compact UHECR sources . The authors found a large number, $`400`$ for the number of sources within the GZK sphere. We generalize their analysis . The most probable value for the source density is really large; however, the statistical significance of this result is rather weak.

The number of UHECRs emitted by a source of luminosity $`\lambda `$ during a period $`T`$ follows the Poisson distribution. However, not all emitted UHECRs will be detected. They might loose their energy during propagation or can simply go to the wrong direction. For UHECRs the energy loss is dominated by the pion production in interaction with the cosmic microwave background radiation. It can be taken into account with the help of the above mentioned probability function $`P(r,E,E_c)`$.

The features of the Poisson distribution enforce us to take into account the fact that the sky is not isotropically observed.

The probability of detecting $`k`$ events from a source at distance $`r`$ with energy $`E`$ can be obtained by simply including the factor $`P(r,E,E_c)A\eta /(4\pi r^2)`$ in the Poisson distribution:

$`p_k(𝐱,E,j)={\displaystyle \frac{\mathrm{exp}\left[P(r,E,E_c)\eta j/r^2\right]}{k!}}\times `$
$`\left[P(r,E,E_c)\eta j/r^2\right]^k,`$ (1)
where we introduced $`j=\lambda TA/(4\pi )`$ and $`A\eta /(4\pi r^2)`$, which is the probability that an emitted UHECR points to a detector of area $`A`$. The factor $`\eta `$ represents the visibility of the source, which was determined by spherical astronomy. We denote the space, energy and luminosity distributions of the sources by $`\rho (𝐱)`$, $`c(E)`$ and $`h(j)`$, respectively. The probability of detecting $`k`$ events above the threshold $`E_c`$ from a single source randomly positioned within a sphere of radius $`R`$ is

$`P_k={\displaystyle _{S_R}}dV\rho (𝐱){\displaystyle _{E_c}^{\mathrm{}}}dEc(E){\displaystyle _0^{\mathrm{}}}djh(j)\times `$
$`{\displaystyle \frac{\mathrm{exp}\left[P(r,E,E_c)\eta j/r^2\right]}{k!}}\left[P(r,E,E_c)\eta j/r^2\right]^k.`$ (2)
Denote the total number of sources within the sphere of sufficiently large radius (e.g. several times the GZK radius) by $`N`$ and the number of sources that gave $`k`$ detected events by $`N_k`$. Clearly, $`N=_0^{\mathrm{}}N_i`$ and the total number of detected events is $`N_e=_0^{\mathrm{}}iN_i`$. The probability that for $`N`$ sources the number of different detected multiplets are $`N_k`$ is:

$$P(N,\{N_k\})=N!\underset{k=0}{\overset{\mathrm{}}{}}\frac{1}{N_k!}P_k^{N_k}.$$
(3)
For a given set of unclustered and clustered events ($`N_1`$ and $`N_2,N_3`$,…) inverting the $`P(N,\{N_k\})`$ distribution function gives the most probable value for the number

Note, that $`P_k`$ and then $`P(N,\{N_k\})`$ are easily determined by a well behaved four-dimensional numerical integration for any $`c(E)`$, $`h(j)`$ and $`\rho (r)`$ distribution functions. In order to illustrate the uncertainties and sensitivities of the results we used a few different choices for these distribution functions.

For $`c(E)`$ we studied three possibilities. The most straightforward choice is the extrapolation of the ‘conventional high energy component’ $`E^2`$. Another possibility is to use a stronger fall-off of the spectrum at energies just below the GZK cutoff, e.g. $`E^3`$. The third possibility is to assume that UHECRs are some decay products of metastable superheavy particles  or topological defects . The superheavy particles decay into quarks and gluons which initiate multi-hadron cascades through gluon bremstrahlung .

In the recent analysis  the authors have shown that for a fixed set of multiplets the minimal density of sources can be obtained by assuming a delta-function distribution for $`h(j)`$. We studied both this limiting luminosity, $`h(j)=\delta (jj_{})`$, and a more realistic one with Schechter’s luminosity function, which can be given as: $`h(j)dj=h(j/j_{})^{1.25}\mathrm{exp}(j/j_{})d(j/j_{})`$.

The space distribution of sources can be given based on some particular survey of the distribution of nearby galaxies or on a correlation length $`r_0`$ characterizing the clustering features of sources. For simplicity the present analysis deals with a homogeneous distribution of sources.

In order to determine the confidence level (CL) regions for the source densities we used the frequentist method . We wish to set limits on S, the source density. Using our Monte-Carlo based $`P(r,E,E_c)`$ functions and our analytical technique we determined $`p(N_1,N_2,N_3,\mathrm{};S;j_{})`$, which gives the probability of observing $`N_1`$ singlet, $`N_2`$ doublet, $`N_3`$ triplet etc. events if the true value of the density is $`S`$ and the central value of luminosity is $`j_{}`$. For a given set of $`\{N_i,i=1,2,\mathrm{}\}`$ the above probability distribution as a function of $`S`$ and $`j_{}`$ determines the 68% and 95% confidence level regions in the $`Sj_{}`$ plane.

Fig. 2 shows the confidence level regions for one of our models (with injected energy distribution $`c(E)E^3`$; and Schechter’s luminosity distribution: $`h(j)dj(j/j_{})^{1.25}\mathrm{exp}(j/j_{})d(j/j_{})`$). The regions are deformed, thin ellipse-like objects. For this model our final answer for the density is $`180_{165(174)}^{+2730(8817)}10^3`$ Mpc-3, where the first errors indicate the 68%, the second ones in the parenthesis the 95% CLs, respectively. The choice of  –h(j)$`\delta `$(j)– and, e.g. $`E^2`$ energy distribution gives much smaller value: $`2.77_{2.53(2.70)}^{+96.1(916)}10^3`$ Mpc-3, which is in a quite good agreement with the result of Ref. .

## 4 Decay of GUT scale particles

An interesting idea discussed by refs. is that SPs could be the source of UHECRs. Note, that any analysis of SP decay covers a much broader class of possible sources. Several non-conventional UHECR sources produce the same UHECR spectra as decaying SPs. We studied the scenario that the UHECRs are coming from decaying SPs and we determined the mass of this $`X`$ particle $`m_X`$ by a detailed analysis of the observed UHECR spectrum .

The hadronic decay of SPs yields protons. They are characterized by the fragmentation function (FF) $`D(x,Q^2)`$ which gives the number of produced protons with momentum fraction $`x`$ at energy scale $`Q`$. For the proton’s FF at present accelerator energies we used ref. . We evolved the FFs in ordinary and in supersymmetric QCD to the energies of the SPs. This result can be combined with the prediction of the MLLA technique, which gives the initial spectrum of UHECRs at the energy $`m_X`$ (cf. Fig.. 3). Similar results are obtained by .

Depending on the location of the source –halo or extragalactic (EG)– and the model –SM or MSSM– we studied four different scenarios. In the EG case protons loose some fraction of their energies, described by $`P(r,E,E_c)`$. We compared the predicted and the observed spectrums by a maximum likelihood analysis. This analysis gives the mass of the SP and the error on it.

Fig. 4 shows the measured UHECR spectrum and the best fit, which is obtained in the EG-MSSM scenario.

To determine the most probable value for the mass of the SP we studied 4 scenarios. Fig. 5 contains the $`\chi _{min}^2`$ values and the most probable masses with their errors for these scenarios.

The UHECR data favors the EG-MSSM scenario. The goodnesses of the fits for the halo models are far worse.

The SM and MSSM cases do not differ significantly. The most important message is that the masses of the best fits (EG cases) are compatible within the error bars with the MSSM gauge coupling unification GUT scale: $`m_X=10^b`$ GeV, where $`b=14.6_{1.7}^{+1.6}`$.

## 5 Z-burst scenario

Already in the early eighties there were some discussions about the possibility that the ultrahigh energy neutrino spectrum could have absorption dips at energies around $`E_{\nu _i}^{\mathrm{res}}=M_Z^2/(2m_{\nu _i})=4.210^{21}`$ (1 eV/$`m_{\nu _i}`$) eV due to resonant annihilation with relic neutrinos of mass $`m_{\nu _i}`$, predicted by the hot Big Bang, into Z bosons of mass $`M_Z`$ . Recently it was realized that the same annihilation mechanism gives a possible solution to the GZK problem . It was argued that the UHECRs above the GZK cutoff are from these Z-bursts. The Z-burst hypothesis for the ultrahigh energy cosmic rays was discussed in many papers .

We compared this scenario with observations .

The density distribution of R$`\nu `$s as hot dark matter follows the total mass distribution; however, it is less clustered. To take this into account, the shape of the $`n_{\nu _i}(r)`$ distribution was varied, for distances below 100 Mpc, between the standard cosmological homogeneous case and that of the total mass distribution obtained from peculiar velocity measurements. These measurements suggest relative overdensities of at most a factor $`f_\nu =2÷3`$, depending on the grid spacing. A relative overdensity $`f_\nu =10^2÷10^4`$ in our neighbourhood, as it was assumed in earlier investigations of the Z-burst hypothesis, seems unlikely in view of these data. Note, that our quantitative results turned out to be rather insensitive to the variations of the overdensities within the considered range. For scales larger than 100 Mpc the relic neutrino density was taken according to the big bang cosmology prediction, $`n_{\nu _i}=56(1+z)^3`$ cm-3.

We gave the energy distribution of the produced particles in our lab system, which is obtained by Lorentz transforming the CM collider results. We included in our analysis the protons, which are directly produced in the Z-burst and appear as decay products of the neutrons. Photons were also taken into account. They are produced in hadronic Z decays via fragmentation into neutral pions, $`Z\pi ^0+X2\gamma +X`$. Electrons (and positrons) from hadronic Z decay are also relevant for the development of electromagnetic cascades. They stem from decays of secondary charged pions, $`Z\pi ^\pm +Xe^\pm +X`$.

The UHECR flux from Z-bursts is proportional to the differential fluxes $`F_{\nu _i}`$ of ultrahigh energy cosmic neutrinos. Unfortunately, the value of these fluxes is essentially unknown. In this situation of insufficient knowledge, we took the following approach concerning the flux of ultrahigh energy cosmic neutrinos of type $`i`$, $`F_{\nu _i}(E_{\nu _i},r)`$. It was assumed to have the form

$$F_{\nu _i}(E_{\nu _i},r)=F_{\nu _i}(E_{\nu _i},0)(1+z)^\alpha ,$$
(4)
where $`z`$ is the redshift and where $`\alpha `$ characterizes the cosmological source evolution. Note, however, that, independently of the production mechanism, neutrino oscillations result in a uniform mixture for the different mass eigenstates.

The next ingredient of our analysis is the propagation of the protons and photons from cosmological distances. This propagation was described by the appropriate $`P(r,E_p,E)`$ probability functions (see Section 2).

Finally, we compared the predicted and observed spectrum and extract the mass of the relic $`\nu `$ and the necessary UHE$`\nu `$ flux by a maximum likelihood analysis. Qualitatively, our analysis can be understood as follows. In the Z-burst scenario small relic $`\nu `$ mass needs large $`E_\nu ^{\mathrm{res}}`$ to produce a Z. Large $`E_\nu ^{\mathrm{res}}`$ results in a large Lorentz boost, thus large proton energy. In this way the detected energy determines the mass of the relic $`\nu `$. The analysis is completely analogous to that of the previous section. The observed flux is a sum of two terms, namely the flux from Z-bursts and a conventional part with power-law behaviour in the energy. This power-law part might be produced in our galaxy (halo model) or it might be produced extragalactically (EG model).

The Z-burst determination of the neutrino mass seems reasonably robust. Fig. 6 shows the summary of our relic neutrino mass determination. For a wide range of cosmological source evolution ($`\alpha =3÷3`$), Hubble parameters $`h=0.61÷0.9`$, $`\mathrm{\Omega }_M`$, $`\mathrm{\Omega }_\mathrm{\Lambda }`$, $`z_{\mathrm{max}}=2÷5`$, for variations of the possible relic neutrino overdensity in our GZK zone and for different assumptions about the diffuse extragalactic photon background, the results remain within the above error bars. The main uncertainties concerning the central values originate from the different assumptions about the background of ordinary cosmic rays.

In the case that the ordinary cosmic rays above $`10^{18.5}`$ eV are protons and originate from a region within the GZK zone of about 50 Mpc (“halo”), the required mass of the heaviest neutrino seems to lie between 2.1 eV$`m_\nu `$6.7 eV at the 68 % C.L. ($`\alpha 0`$), if we take into account the variations between the minimal and moderate universal radio background cases and the strong UHE$`\gamma `$ attenuation case.

The much more plausible assumption that the ordinary cosmic rays above $`10^{18.5}`$ eV are protons of extragalactic origin leads to a required neutrino mass of 0.08 eV$`m_\nu `$1.3 eV at the 68 % C.L. ($`\alpha 0`$). In this case the predicted mass has a relatively strong dependence on the value of the universal radio background. Physically it is easy to understand the reason. The small radio background leads to a relatively large UHE$`\gamma `$ fraction in the observations. They do not loose that much energy. Thus, smaller incoming UHE$`\nu `$ energy and larger $`m_\nu `$ is needed to describe the data.

We performed a Monte Carlo analysis studying higher statistics. In the near future, the Pierre Auger Observatory will provide a ten times higher statistics, which reduces the error bars in the neutrino mass to about one third of their present values.

Let us consider in detail the $`\gamma `$ ray spectra from Z-bursts, notably in the $`100`$ GeV region. As Fig. 7 illustrates, the EGRET measurements of the diffuse $`\gamma `$ background in the energy range between 30 MeV and 100 GeV  gives a strong constraint on the evolution parameter $`\alpha `$. The high energy spectrum, and thus the neutrino mass, is independent of $`\alpha `$, at low energies only $`\alpha \text{ }<\text{ }0`$ seems to be compatible with the EGRET measurements, quite independently of different assumptions about the universal radio background (URB). These numerical findings are in fairly good agreement with other recent simulations . These photon fluxes do not contain any contribution from direct photons emitted by the UHE$`\nu `$ sources. As they are already close to the EGRET limit, one needs special sources that do not give contribution to the EGRET region.

It should be stressed that, besides the neutrino mass, the UHE$`\nu `$ flux at the resonance energy is one of the most robust predictions of the Z-burst scenario which can be verified or falsified in the near future. The required flux of ultrahigh energy cosmic neutrinos near the resonant energy should be detected in the near future by AMANDA, RICE, and the Pierre Auger Observatory, otherwise the Z-burst scenario will be ruled out (cf. Fig. 8). If such tremendous fluxes of ultrahigh energy neutrinos are indeed found, one has to deal with the challenge to explain their origin. It is fair to say, that at the moment no convincing astrophysical sources are known which meet the requirements for the Z-burst hypothesis, i.e. which have no or a negative cosmological evolution, accelerate protons at least up to $`10^{23}`$ eV, are opaque to primary nucleons and emit secondary photons only in the sub-MeV region. It is an interesting question whether such challenging conditions can be realized in BL Lac objects, a class of active galactic nuclei for which some evidence of zero or negative cosmological evolution has been found (see Ref.  and references therein) and which were recently discussed as possible sources of the highest energy cosmic rays .

Z.F thanks the organisers of the 26th Johns Hopkins Workshop on Current Problems in Particle Physics for the stimulating atmosphere. This work was partially supported by Hung. Sci. grants No. OTKA-T37615T34980/T29803/M37071M28413/OM-MU-708/OMFB-1548.