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# Singular and regular solutions of a non-linear parabolic system

## 1 Introduction

In this paper we study solutions of the following model equation for the time-dependent vector field $`u(x,t)=(u_1(x,t),\mathrm{},u_n(x,t))`$ on $`^n\times (0,T)`$

$$\frac{u}{t}+auu+\frac{1}{2}(1a)|u|^2+\frac{1}{2}(\mathrm{div}u)u=\mathrm{\Delta }u+\varkappa \mathrm{div}u,$$
(1.1)
where $`a(0,1)`$ and $`\varkappa 0`$ are given parameters. The equation (1.1) is of interest for various reasons. For example, it has the same scaling properties and the same energy estimate as the Navier-Stokes equation (NSE): If $`u(x,t)`$ is a solution of (1.1) then also $`\lambda u(\lambda x,\lambda ^2t)`$ is a solution for $`\lambda >0`$ and, for sufficiently regular solutions with a suitable decay at infinity, we have

$`{\displaystyle _^n}{\displaystyle \frac{1}{2}}|u(x,t)|^2x=`$ $`{\displaystyle _^n}|u(x,t^{})|^2x`$
$`+{\displaystyle _t^t^{}}{\displaystyle _^n}\left[|u(x,s)|^2+\varkappa (\mathrm{div}u(x,s))^2\right]xs.`$
Heuristically, solutions of (1.1) should converge to the solutions of the NSE as $`\varkappa \mathrm{}`$. Similar penalization schemes have been used in numerical algorithms for solution of NSE, see, e.g., .

In dimension $`n=2`$ equation (1.1) is “critical” (i.e. the controlled quantities are invariant under the scaling symmetries of the equation) and hence it is natural to expect that the full regularity of solutions with finite energy can be proved by standard methods.

In this paper we shall concentrate on the super-critical case $`n3`$. It is natural to expect that the theory of Leray’s weak solutions applies in this case. Moreover, it is likely that for $`n=3`$ the partial regularity results in the spirit of Scheffer  and Caffarelli-Kohn-Nirenberg  can be proved here as well. We note that for $`a=1/2`$ the non-linear part in (1.1) can be written in the divergence form and consequently one can directly apply the known regularity theory for the NSE in that case. However, most questions regarding full regularity of solutions to (1.1) in the case $`n3`$ appear to be open.

Our aim here is to investigate the problem of finite-time blow-up for a special class of solutions to (1.1). We study solutions given by

$$u(x,t)=v(r,t)x,$$
(1.3)
where $`r=|x|`$, and $`v(r,t)`$ is a scalar function. Such vector fields, usually called radial vector fields, are not divergence free unless $`v0`$ and hence the relevance of such solutions for the theory of the NSE may be limited. Nevertheless, the behaviour of these solutions provides an interesting insight into various scenarios of singularity formation.

Using the radial vector field ansatz and substituting in the equation (1.1) we obtain

$$v_t=(1+\varkappa )\left(v_{rr}+\frac{n+1}{r}v_r\right)+3rvv_r+(n+2)v^2,$$
(1.4)
where subscripts denote corresponding partial derivatives. Replacing $`v(r,t)`$ by $`(1+\varkappa )v(r,(1+\varkappa )t)`$ we see that, when studying the radial solutions, one can assume $`\varkappa =0`$ without loss of generality.

Our first result is that in dimension $`n4`$ the solutions to (1.4) do not exhibit blow-up if there exists $`C>0`$ such that the initial condition $`v(r,0)=v_0(r)`$ satisfies

$`Cv_0(r)`$ $``$ $`C(1+r)^{(n+2)/3}\text{when }n<4\text{, and}`$ (1.5)
$`Cv_0(r)`$ $``$ $`{\displaystyle \frac{1}{r^2}}\left({\displaystyle \frac{4}{3}}\mathrm{log}r+C\right)\text{when }n=4.`$ (1.6)
On the other hand, when $`v(r,0)=v_0(r)=c>0`$ (where $`c`$ is a constant), then $`v(r,t)=v(t)`$ solves

$$\frac{dv}{dt}=(n+2)v^2,v(0)=c,$$

and the solution blows up at time $`t=1/(c(n+2))`$. Therefore some control of $`v_0(r)`$ at infinity is necessary to prevent formation of singularities.

The proof, that conditions (1.5)-(1.6) are sufficient for preventing blow-up, is based on an analysis of steady-state solutions to the equation (1.4). The steady states can be analyzed more or less completely since the equation

$$v^{\prime \prime }+\frac{n+1}{r}v^{}+3rvv^{}+(n+2)v^2=0,$$
(1.7)
can be transformed to an autonomous two-dimensional dynamical system. We briefly outline the behaviour of the steady-state solutions: Equation (1.7) has a solution $`V:[0,\mathrm{})(0,\mathrm{})`$ with $`V(0)=1`$, $`V^{}(0)=0`$ and the following asymptotics at infinity

$`V(r)`$ $``$ $`r^{(n+2)/3},\text{when }1<n<4`$
$`V(r)`$ $``$ $`r^2\left({\displaystyle \frac{4}{3}}\mathrm{log}r+C\right),\text{when }n=4`$
$`V(r)`$ $``$ $`r^2,\text{when }n>4.`$
Using the scaling symmetry we obtain a one-parameter family of solutions

$$v_\lambda (r)=\lambda ^2V(\lambda r).$$

There are also other interesting steady-state solutions. It turns out that even for radial solutions, weak solutions of (1.1) can exhibit the following non-trivial behaviour:

formation of singularities with a different rate of blow-up than suggested by scaling,

violation of local energy inequality,

significant non-uniqueness.

We present more specific discussion of these phenomena in Section 2.

The second group of the results, we shall discuss, concerns the blow-up behaviour of solutions to the equation (1.4) in dimensions $`n>4`$. In this case our results are based on combination of analytical arguments and numerical calculations. We will present strong evidence that for $`n>4`$ and suitable compactly supported initial data there exist solutions of (1.4) that form a singularity in finite time.

A natural class of singularities for the equation (1.4) are self-similar singularities of the type

$$v(r,t)=\frac{1}{2\kappa (Tt)}w\left(\frac{r}{\sqrt{2\kappa (Tt)}}\right),$$

where $`\kappa >0`$, $`T>0`$ are parameters and $`w`$ is a function defined on $`[0,\mathrm{})`$. The equation for $`w`$ is

$$w^{\prime \prime }+\frac{n+1}{r}w^{}\kappa rw^{}+3rww^{}+(n+2)w^2\kappa w=0,$$
(1.8)
together with the natural boundary conditions

$`w(0)`$ $`=`$ $`\alpha >0,w^{}(0)=0,`$ (1.9)
$`w(r)`$ $``$ $`r^2,\text{as }r\mathrm{}\text{.}`$ (1.10)
The scaling symmetry $`(w,\kappa )(\lambda ^2w(\lambda r),\lambda ^2\kappa )`$ allows us to fix $`\kappa `$ and vary only $`\alpha `$. There are no non-trivial solutions of (1.8)-(1.10) for $`n4`$. We conjecture that for $`n>4`$ and a fixed $`\kappa `$, the number of non-trivial solutions is determined by the number of roots of the solution to a linearization of (1.8) around its trivial equilibrium

$$\overline{w}=\frac{2\kappa }{n+2}.$$

The relevant linear problem is

$`z^{\prime \prime }+\left({\displaystyle \frac{n+1}{r}}\kappa r{\displaystyle \frac{n4}{n+2}}\right)z^{}+2\kappa z=0`$ (1.11)
$`z(0)=1,z^{}(0)=0.`$
The solution of this problem can be written explicitly in terms of a confluent hyper-geometric function:

$$z(r)=M(\frac{n+2}{n4},\frac{n+2}{2},\kappa \frac{r^2}{2}).$$

We refer the reader to  for basic properties of hypergeometric functions. It turns out that $`z(r)`$ is a polynomial whenever $`(n+2)/(n4)`$ is an integer. The number of zeros $`m=m(n)`$ of $`z(r)`$ in $`(0,\mathrm{})`$ is the smallest integer greater or equal to $`(n+2)/(n4)`$. We recall that we assume $`n>4`$ at this point. We conjecture that, for a fixed $`\kappa `$ and $`n>4`$, the number of solutions of (1.8)-(1.10) is $`m(n)2`$.

There are certain similarities between the behaviour of solutions of (1.4) and solutions of a system arising in mathematical biology studied in .

In the last section we study some related problems concerning a widely studied semi-linear heat equation. There appear to be striking similarities between the formation of singularities in the equation (1.4) for $`n>4`$ and similar behaviour of non-negative radial solutions of

$$\frac{v}{t}=\mathrm{\Delta }v+v^{2\sigma +1},\text{in }^n\times (0,t)$$
(1.12)
for $`n>10`$ and $`\sigma >\sigma _c(n)=2/(n42\sqrt{n1})`$. For the significance of the critical exponent $`\sigma _c(n)`$ see, for example, .

Self-similar singular solutions of (1.12) are given by

$$v(x,t)=\left(2\kappa (Tt)\right)^{1/\sigma }w\left(\frac{|x|}{\sqrt{2\kappa (Tt)}}\right),$$

where $`\kappa ,T>0`$ are parameters and $`w`$ is a function on $`[0,\mathrm{})`$. The function $`w`$ is a solution of the boundary value problem

$`w^{\prime \prime }+{\displaystyle \frac{n1}{r}}w^{}\kappa \left({\displaystyle \frac{w}{\sigma }}+rw^{}\right)+w^{2\sigma +1}=0`$ (1.13)
$`w(0)=\alpha ,w^{}(0)=0,\text{and }w(r)r^{1/\sigma }\text{ as }r\mathrm{}`$ (1.14)
The existence of non-trivial solutions to (1.13)-(1.14) depends on $`n`$ and $`\sigma `$ in the following way. If

$`\sigma {\displaystyle \frac{2}{n2}},\text{there are no non-trivial solutions, see }\text{[4]}\text{,}`$
$`{\displaystyle \frac{2}{n2}}<\sigma <{\displaystyle \frac{2}{n42\sqrt{n1}}},\text{there are infinitely many solutions, see }\text{[12]}\text{,}`$
$`{\displaystyle \frac{2}{n2}}<\sigma <{\displaystyle \frac{3}{n10}},\text{there exists at least one non-trivial solution, see }\text{[9]}\text{.}`$
One of the open problems for (1.13)-(1.14) is to determine the exact range of parameters for which the boundary-value problem has a non-trivial solution. In Section 3 we present strong evidence that the sufficient condition of Lepin () $`\sigma <3/(n10)`$ is also necessary for the existence of non-trivial positive solutions of (1.13)-(1.14).

## 2 Solutions of the model equation

### 2.1 Phase portrait

In this section we analyze the steady-state solutions of the equation

$$v^{\prime \prime }+\frac{n1}{r}v^{}+3rvv^{}+(n+2)v^2=0.$$
(2.1)
The invariance of solutions to (2.1) under the scaling $`v(r)\lambda ^2v(\lambda r)`$ suggests the change of variables:

$$v=r^2w,r=e^s,$$

which transforms (2.1) into an autonomous equation

$$w^{\prime \prime }+3ww^{}(4n)w^2+2(n2)w(4n)w^{}=0.$$
(2.2)
With a slight abuse of notation the prime  now denotes differentiation with respect to the new independent variable $`s`$.

We are interested in the phase portrait of the vector field in $`^2`$ defined by (2.2). Global properties are best studied in a suitable compactification of $`^2`$. It turns out that the transformation of variables

$$w(s)=\mathrm{tan}(\varphi (s)),w^{}(s)=\frac{\mathrm{tan}\psi (s)}{\mathrm{cos}^2\varphi (s)},$$

leads to a compactification which works well in the case at hand. In the new variables the equation (2.2) becomes

$`{\displaystyle \frac{d\varphi }{ds}}`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{cos}\varphi \mathrm{cos}\psi }}P(\varphi ,\psi ),`$ (2.3)
$`{\displaystyle \frac{d\psi }{ds}}`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{cos}\varphi \mathrm{cos}\psi }}Q(\varphi ,\psi ),`$
where

$`P(\varphi ,\psi )=\mathrm{cos}\varphi \mathrm{sin}\psi ,`$
$`Q(\varphi ,\psi )=\mathrm{sin}\psi \mathrm{cos}\psi \mathrm{sin}\varphi (2\mathrm{sin}\psi +3\mathrm{cos}\psi )+2(n2)\mathrm{sin}\varphi \mathrm{cos}^2\varphi \mathrm{cos}^3\varphi `$
$`+(4n)\mathrm{cos}^2\psi \mathrm{cos}\varphi (\mathrm{sin}^2\varphi \mathrm{cos}\psi +\mathrm{sin}\psi ).`$
Hence the integral curves of the vector field (2.3) on the torus $`𝕋^2=^2/_{2\pi ^2}`$ are defined by

$$\frac{d\varphi }{ds}=P(\varphi ,\psi ),\frac{d\psi }{ds}=Q(\varphi ,\psi ).$$
(2.4)
Due to the periodicity we have

$`P(\varphi +\pi ,\psi )=P(\varphi ,\psi +\pi )=P(\varphi ,\psi )`$
$`Q(\varphi +\pi ,\psi )=Q(\varphi ,\psi +\pi )=Q(\varphi ,\psi ).`$
Therefore it is sufficient to analyze the flow in the region $`|\varphi |\pi /2`$, $`|\psi |\pi /2`$. We proceed with a description of equilibria and important heteroclinic orbits in the region $`(\pi /2,\pi /2]\times (\pi /2,\pi /2]`$. Both, the orbits and the equilibria are computed in a fully rigorous way by standard methods. All the other equilibria are obtained by shifts along the coordinate axes by $`k\pi `$. From the information about the equilibria and the heteroclinic orbits we determine the full phase portrait of the system (2.4). The phase portraits differ for different values of the dimension and we sketch the three different cases $`n<4`$, $`n=4`$ and $`n>4`$.

Important heteroclinic connections in a typical phase portrait when $`n>4`$ are depicted in Figure 1(a), where $`n=5`$ was used in numerical computations. Similarly Figure 1(b) depicts the phase portrait for $`n=4`$ and Figure 1(c) for $`n<4`$ (computed for $`n=3`$). The curves denoted by $`a`$, $`b`$, $`c`$, $`d`$, $`f`$ are important in our considerations and their meaning is explained below.

### 2.2 Specific solutions

Analysis in the previous section enables us to show existence of some important solutions of (2.1).

Orbit (a) The heteroclinic orbit (a) in Figure 1(a) gives immediately the solution $`v:[0,\mathrm{})`$, $`v>0`$,

$`v(0)=1,v^{}(0)=0,`$
$`v(r)r^2,\text{as }r\mathrm{}.`$
Orbit (b) The orbit (b) in the phase portrait for $`n>4`$ (Figure 1(a)) corresponds to the solution $`v:[0,\mathrm{})`$, $`v>0`$,

$`v(r)r^{\frac{n+2}{3}},\text{as }r0_+,`$
$`v(r)r^2,\text{as }r\mathrm{}.`$
The behaviour as $`r0_+`$ is determined from the slope of the center manifold at the equilibrium point $`e_3`$. If $`(\varphi ,\psi )`$ approaches $`e_3`$ along (b) we have the following asymptotic expansion

$$\psi =\frac{n4}{3}(\varphi \frac{\pi }{2})+a_2(\varphi \frac{\pi }{2})^2+\mathrm{}+a_k(\varphi \frac{\pi }{2})^k\mathrm{}$$
(2.5)
The series is not convergent as is typical for similar situations involving center manifolds. The coefficients $`a_k`$ can be calculated but we will not need their exact values for the subsequent analysis. The expansion (2.5) gives $`w(s)\mathrm{}`$ as $`s\mathrm{}`$ and

$$w^{}(s)=\frac{n4}{3}w(s)+b_0+b_1w^1(s)+\mathrm{}+b_kw^k(s)\mathrm{},$$
(2.6)
which again is an asymptotic expansion, not necessarily convergent. From (2.6) we can see the described behaviour of $`v(r)`$.

Orbit (c) A similar analysis of the orbit (c) in Figure 1(a) gives the solution $`v:[0,\mathrm{})`$

$`v(r)r^{\frac{n+2}{3}},\text{as }r0_+,`$
$`v(r)r^2,\text{as }r\mathrm{}.`$
Orbit (d) Exploiting again the known slope of the center manifold at $`e_3`$ one easily sees that the heteroclinic orbit (d) in the phase portrait for $`n<4`$ corresponds to the solution $`v:[0,\mathrm{})`$

$`v(0)=1,v^{}(0)=0,`$
$`v(r)r^{\frac{n+2}{3}},\text{as }r\mathrm{}.`$
Orbit (f) In the case $`n=4`$ we have an explicit equation for the solution corresponding to the orbit (f)

$$\frac{1}{3}w^{}+\frac{4}{9}\mathrm{log}\frac{1}{13w^{}/4}=\frac{w^2}{2},$$

which leads to the solution $`v:[0,\mathrm{})`$

$`v(0)=1,v^{}(0)=0,`$
$`v(r)r^2\left({\displaystyle \frac{4}{3}}\mathrm{log}r+C\right),\text{as }r\mathrm{}.`$
The existence of solutions (d) and (f) implies the following result:

###### Theorem 2.1

Assume that $`u_0(x)=v_0(|x|)x/|x|`$ is a smooth radial vector field on $`^n`$ and assume that one of the following conditions is satisfied
(i) $`n=2,3`$ and

$$Cv_0(|x|)C(1+|x|)^{(n1)/3},\text{for some }C>0\text{,}$$

(ii) $`n=4`$ and

$$Cv_0(|x|)\frac{4/3\mathrm{log}(1+|x|)+C}{1+|x|},\text{for some }C>0\text{,}$$

(iii) $`n5`$ and

$$Cv_0(|x|)\gamma \frac{(n2)}{(n4)}\frac{2}{|x|},\text{for some }\gamma <1\text{ and }C>0\text{.}$$

Then the equation (1.1) with $`\varkappa =0`$ has a global bounded solution with the initial condition $`u_0`$.

Proof: The proof of the above theorem follows from the analysis of the two-dimensional system discussed above. We use the solutions constructed in this analysis as barriers in the equation (1.4).

###### Remark 2.1

As we have noted in the introduction, when studying radial solutions to the equation (1.4), one can consider $`\varkappa =0`$ without loss of generality.

### 2.3 Singular steady states for $`n5`$

We consider the following boundary-value problem for radial vector fields $`u:^n^n`$:

$`\mathrm{\Delta }u+{\displaystyle \frac{1}{2}}uu+{\displaystyle \frac{1}{2}}{\displaystyle \frac{|u|^2}{2}}+{\displaystyle \frac{1}{2}}u\mathrm{div}u=0,\text{in }B_1`$ (2.7)
$`u(x)=bx,\text{on }B_1,`$ (2.8)
where $`B_1=\{x^n||x|1\}`$ denotes the unit ball and $`b`$.

###### Definition 2.1

We say that $`u`$ is a weak solution of (2.7) if it belongs to $`W^{1,2}(B_1)`$, satisfies the equation in the sense of distributions, and the boundary condition is satisfied in the sense of traces.

Furthermore, we say that $`u`$ is a suitable weak solution of (2.7) if it is a weak solution and satisfies a local version of the energy inequality

$$_{B_1}\left[|u|^2\varphi \frac{1}{2}|u|^2\mathrm{\Delta }\varphi \frac{1}{2}(u\varphi )|u|^2\right]0,$$
(2.9)
for each smooth $`\varphi 0`$ compactly supported in $`B_1`$.

It is easy to see that radial weak solutions are smooth away from the origin. For solving (2.7)-(2.8) we can use orbits (a) and (c) discussed in the previous section. The orbit (a) gives a smooth solution when $`0b<2(n2)/(n4)`$. When $`b2(n2)/(n4)`$, problem (2.7)-(2.8) does not have a smooth radial solution. In that case a suitable weak solution as defined above can be obtained from the orbit (c). It is interesting to note that this solution has a singularity at the origin which is not asymptotically self-similar. The self-similar rate of blow-up would be $`|x|^1`$, whereas the actual rate is $`|x|^{(n1)/3}`$. Moreover, we note that the solution satisfies the inequality (2.9), but it does not satisfy the local energy identity, i.e., (2.9) with equality.

Apart from the suitable weak solution described above there exist many other weak solutions to (2.7) when $`b>2(n2)/(n4)`$. These solutions are constructed using heteroclinic orbits such as the orbit (c) in the phase portrait for $`n>4`$. However, these solutions do not satisfy (2.9).

The above discussion does not cover the case $`b<0`$, which is left to the reader as an exercise.

### 2.4 Self-similar singular solutions

In this section we study radial self-similar solutions of (1.1), i.e. solutions of the form

$$u(x,t)=\frac{1}{2\kappa (Tt)}w\left(\frac{|x|}{\sqrt{2\kappa (Tt)}}\right)x,$$
(2.10)
where $`T`$ and $`\kappa >0`$. Assuming (without loss of generality) that $`\varkappa =0`$ in the equation (1.1), we obtain the equation

$$w^{\prime \prime }+\frac{n+1}{r}w^{}\kappa rw^{}+3rww^{}+(n+2)w^2\kappa w=0.$$
(2.11)
As is usual in similar situations, it is useful to interpret the equation (2.11) as an equation of motion for a particle with the unit mass which is moving in a potential field, given by the potential $`V(w)=(n+2)/3w^3\kappa w^2/2`$, in the presence of damping $`\mu (r,w)w^{}`$ where $`\mu (r,w)=(n+1)/r+3rw\kappa r`$. Using this notation we can write

$$w^{\prime \prime }+\mu (r,w)w^{}=\frac{}{w}V(w).$$

As in the case of steady-state solutions it is useful to introduce new variables by the transformation $`w(r)=r^2u(r)`$ and $`r=e^s`$. In the new variables we have the equation

$$u^{\prime \prime }+(n4)u^{}+(n4)u^22(n2)u+3uu^{}=\kappa e^{2s}u^{},$$
(2.12)
or

$$u^{\prime \prime }+\stackrel{~}{\mu }(s,u)u^{}=\frac{}{u}\stackrel{~}{V}(u),$$
(2.13)
where

$$\stackrel{~}{\mu }(s,u)=n4+3u+\kappa e^{2s},\stackrel{~}{V}(u)=\frac{n4}{3}u^3(n2)u^2.$$

Natural boundary conditions for (2.11) in the context of self-similar singularities are

$`w(0)`$ $`=`$ $`\alpha ,w^{}(0)=0\text{and}`$ (2.14)
$`w(r)`$ $``$ $`r^2,\text{as }r\mathrm{}.`$ (2.15)
The condition at infinity together with (2.10) leads to the blow-up profile

$$u(x,T)=c\frac{x}{|x|^2},\text{for some }c.$$

One can easily see that $`c>0`$ in this case.

The boundary-value problem (2.11), (2.14)-(2.15) is studied as a non-linear eigenvalue problem with parameters $`\alpha `$ and $`\kappa `$ considered as unknowns. Due to the scaling symmetry $`(\alpha ,\kappa ,w)(\lambda ^2\alpha ,\lambda ^2\kappa ,\lambda ^2w(\lambda r))`$ we can assume that $`\kappa =1`$ without loss of generality.

Our analysis and numerical computations support the following conjecture

###### Conjecture 2.1

Suppose we define

$$\nu (n)=\mathrm{min}\left\{k|k\frac{n+2}{n4}\right\},$$

then for a fixed $`\kappa >0`$ and $`n>4`$ the boundary-value problem (2.11), (2.14)-(2.15) has $`\nu (n)2`$ non-trivial solutions.

###### Remark 2.2

Results of Section 2.2 imply that (2.11), (2.14)-(2.15) has no non-trivial solution for $`n4`$.

Since we impose the boundary conditions (2.14) and (2.15) the solutions $`\overline{w}=\frac{2\kappa }{n+2}`$ and $`w(r)=2\frac{(n2)}{(n4)}r^2`$ are excluded from the count.

The solutions for $`n=5`$ are depicted in Figure 2

The following simple observation is useful.

###### Lemma 2.1

Every solution of the initial value problem (2.11) and (2.14) defined on $`(0,\mathrm{})`$ is positive on $`(0,\mathrm{})`$.

Proof: The lemma follows easily from the interpretation of the problem using the equation (2.13).

We let $`w_\alpha `$ be the solution of the initial-value problem (2.11) with the initial conditions (2.14) and $`\kappa =1`$. Furthermore we define

$$R_\alpha =sup\{R(0,\mathrm{})|w_\alpha 0,\text{ on}(0,R)\}.$$

By Lemma 2.1 a necessary condition that $`w_\alpha `$ is a solution to the boundary-value problem (2.11), (2.14)-(2.15) is that $`R_\alpha =+\mathrm{}`$. Moreover, it is likely that, except for perhaps some special values of $`n`$, this condition is also sufficient. The reason will become apparent later. For $`n>4`$ we let $`\overline{\alpha }_n=2/(n+2)`$ and $`\beta _n=2(n2)/(n4)`$ and we define $`w_{\mathrm{}}=\beta _n/r^2`$. Note that this function satisfies (2.11) and also $`w_{\overline{\alpha }_n}=\overline{\alpha }_n`$.

The following formal calculation suggests that $`w_\alpha w_{\mathrm{}}`$ as $`\alpha 0`$. It is convenient to work with the equation (2.12). In the coordinates $`(s,u)`$ the condition (2.14) becomes

$$\underset{s\mathrm{}}{lim}e^{2s}u(s)=\alpha ,\text{and}\underset{s\mathrm{}}{lim}e^{3s}(u^{}(s)2u(s))=0.$$
(2.16)
We denote by $`U(\alpha ,\kappa ,s)`$ the solution of (2.12) and (2.16) and by $`(0,s_{\alpha ,\kappa })`$ the maximal interval where $`sU(\alpha ,\kappa ,s)`$ is defined. We note that $`U(e^{2s^{}}\alpha ,\kappa ,s)=U(\alpha ,e^{2s^{}}\kappa ,s+s^{})`$ and will investigate the behaviour of $`U(\alpha ,e^{2s^{}}\kappa ,s+s^{})`$ as $`s^{}\mathrm{}`$. The linearization of (2.12) at the equilibrium $`u(s)=\beta _n`$, corresponding to $`\overline{w}_n`$ in the coordinates $`(r,u)`$, is defined by the equation

$$z^{\prime \prime }+\left(n4+\frac{3}{\beta _n}\right)z^{}+2(n2)z=\kappa e^{2s}z^{}.$$
(2.17)
It is easy to see that the general solution of (2.17) is given in terms of confluent hypergeometric functions by

$$z(s)=C_1e^{\lambda _1s}M(a_1,b_1,\kappa \frac{1}{2}e^{2s})+C_2e^{\lambda _2s}M(a_2,b_2,\kappa \frac{1}{2}e^{2s}),$$
(2.18)
where $`a_j=\lambda _j/2`$, $`b_j=1+\lambda _j+n4+3\beta _n`$ and the constants $`\lambda _2<1<\lambda _1<0`$ are roots of the characteristic polynomial for the linear second-order differential operator that defines the left hand side of (2.17). The function $`M`$ is one of the standard confluent hyper-geometric functions, see, e.g., . For small $`\kappa >0`$ and large $`s`$ such that $`\kappa e^s`$ is controlled, the formula (2.18) leads to

$$U(\alpha ,\kappa ,s)=\beta _n\gamma e^{\lambda _1s}M(a_1,b_1,\frac{1}{2}\kappa e^{2s})+\text{higher order terms}.$$
(2.19)
We use the approximation (2.19) to study asymptotic behaviour of $`U(\alpha ,e^{2s^{}}\kappa ,s+s^{})`$ for a fixed $`s`$ and $`s^{}\mathrm{}`$. This is possible since the second term of (2.19) becomes $`\gamma e^{\lambda _1(s+s^{})}M(a_1,b_1,\frac{1}{2}\kappa e^{2s})`$ which is small for large $`s^{}`$ and fixed $`s`$, since $`\lambda _1<0`$. Hence we conclude that

$$U(\alpha e^{2s^{}},\kappa ,s)=U(\alpha ,e^{2s^{}}\kappa ,s+s^{})=\beta _ne^{\lambda _1s^{}}\gamma e^{\lambda _1s}M(a_1,b_1,\frac{1}{2}\kappa e^{2s})+\text{h.o.t}.$$
(2.20)
This calculation formally shows that $`w_\alpha w_{\mathrm{}}`$ with the rate of convergence $`\mathrm{O}(\alpha ^{\lambda _1/2})`$ as $`\alpha \mathrm{}`$. This argument can be made rigorous although the details become non-trivial.

For $`\alpha \overline{\alpha }_n`$, $`\alpha >0`$, we define an index

$$i(\alpha )=\mathrm{\#}\left\{r(0,\mathrm{})\right|w_{\mathrm{}}(r)=\overline{\alpha }_n\}.$$

The behaviour of $`i(\alpha )`$ in a neighbourhood of $`\overline{\alpha }_n`$ is controlled by the linearization of the equation (2.11) at $`w_{\overline{\alpha }_n}`$. Denoting $`Z=\frac{w_\alpha }{\alpha }|_{\alpha =\overline{\alpha }_n}`$ we have

$$Z^{\prime \prime }+\left[\frac{n+1}{r}+(3\overline{\alpha }_n1)r\right]Z^{}+2Z=0,$$
(2.21)
with the initial conditions

$$Z(0)=1,Z^{}(0)=0.$$
(2.22)
The substitution $`x=(13\overline{\alpha }_n)r^2/2`$ transforms (2.21) into the standard form of the confluent hyper-geometric equation

$$x\frac{d^2Z}{dx^2}+\left(\frac{n+2}{2}x\right)Z+\frac{n+2}{n4}Z=0.$$
(2.23)
Hence the solution of (2.21) with the initial conditions (2.22) is found explicitly in the form

$$Z(r)=M(\frac{n+2}{n4},\frac{n+2}{2},\frac{n4}{n+2}\frac{r^2}{2}),$$

where the function $`M`$ is one of the fundamental solutions of (2.23) (see, for example, ). Using properties of the function $`M`$ and recalling that $`\nu (n)=\mathrm{min}\{k|(n+2)/(n4)k\}`$ we see that the solution $`Z`$ has $`\nu (n)`$ zeros in $`(0,\mathrm{})`$. Before stating the following lemma we recall, that $`R_\alpha `$ denotes the first zero of the solution $`w_\alpha `$, and that for $`\alpha \overline{\alpha }_n`$, $`\alpha >0`$ $`i(\alpha )=\mathrm{\#}\{r,w_\alpha (r)=\overline{\alpha }_n\}`$.

###### Lemma 2.2

Assume $`\overline{\alpha }_1<\alpha _1<\alpha _2`$ or $`0<\alpha _1<\alpha _2<\overline{\alpha }_n`$, $`R_{\alpha _1}`$, $`R_{\alpha _2}<\mathrm{}`$, and $`i(\alpha _1)i(\alpha _2)`$. Then there exists $`\alpha (\alpha _1,\alpha _2)`$ such that $`R_\alpha =\mathrm{}`$ and $`w_\alpha `$ satisfies (2.11), (2.14)-(2.15).

Proof: To prove the lemma we use standard arguments based on the continuity of $`i(\alpha )`$ at points where $`R_\alpha `$ is finite. Some work is required to demonstrate that the condition (2.15) is satisfied, but the arguments are straightforward.

From the behaviour of the linearized solution at $`w_{\overline{\alpha }_n}`$ one expects that $`R_\alpha `$ is finite near $`\overline{\alpha }_n`$, $`\alpha \overline{\alpha }_n`$ and

$`\underset{\alpha \overline{\alpha }_n^+}{lim}=\{\begin{array}{cc}\nu (n)\hfill & \text{if }\nu (n)\text{ is odd}\hfill \\ \nu (n)+1\hfill & \text{if }\nu (n)\text{ is even}\hfill \end{array}`$ (2.26)
and (2.27)
$`\underset{\alpha \overline{\alpha }_n^{}}{lim}=\{\begin{array}{cc}\nu (n)+1\hfill & \text{if }\nu (n)\text{ is odd}\hfill \\ \nu (n)\hfill & \text{if }\nu (n)\text{ is even}\hfill \end{array}`$ (2.30)
The behaviour of $`i(\alpha )`$ for large $`\alpha `$ can be estimated from (2.20). The function $`M(a_1,b_1,x)`$ for $`a_1=\lambda _1/2`$, $`b_1=1+(\lambda _1+n4+3\beta _n)/2`$ has exactly one root in $`(0,\mathrm{})`$ and decays exponentially to negative infinity as $`x\mathrm{}`$. This behaviour suggests, that the solution $`w_\alpha `$, for large $`\alpha `$, will be “lagging behind” $`w_{\mathrm{}}`$, and will fall back to $`\overline{\alpha }_n`$ for a finite, but large value of $`r`$. After that the term $`rw^{}`$ will be large and cause the solution to reach $`0`$ in finite time. This reasoning leads us to expect

$$\underset{\alpha \mathrm{}}{lim}i(\alpha )=3.$$
(2.31)
Similar considerations suggest that

$$\underset{\alpha 0^+}{lim}i(\alpha )=2.$$
(2.32)
In this case we use similar heuristic arguments: if $`\alpha `$ is very close to zero, the solution will reach the equilibrium $`\overline{\alpha }_n`$ at a large “time” $`r`$. The term $`rw^{}(r)`$ is then already significant. After passing through $`\overline{\alpha }_n`$, the increase of $`w`$ will eventually be stopped by the non-linear terms and the solution will start returning to $`\overline{\alpha }`$. After it passes through $`\overline{\alpha }_n`$ again, it will reach zero due to the large term $`rw^{}(r)`$. Assuming (2.26)-(2.32) we see, that for $`\nu (n)`$ odd, $`i(\alpha )`$ will change from $`\nu (n)`$ to $`3`$ as $`\alpha `$ moves from a small right neighbourhood of $`\overline{\alpha }_n`$ to infinity and from $`\nu (n)+1`$ to 2 as $`\alpha `$ moves from a small left neighbourhood of $`\overline{\alpha }_n`$ to zero.

Assuming that $`i(\alpha )`$ changes by $`2`$ we obtain $`\nu (n)2`$ solutions. Repeating the same argument for $`\nu (n)`$ even yields again $`\nu (n)2`$ of solutions.

The above described behaviour and the conjectured number of solutions are fully confirmed by numerical computations. In Table 2 we list the solutions for integral values of $`n`$.

## 3 Semi-linear heat equation

As we remarked in the introduction, there are striking similarities between the singular behaviour of solutions to (1.4) when $`n>4`$ and the behaviour of singular solutions of

$$v_t=\mathrm{\Delta }v+v^{2\sigma +1},\text{in }^n\times (t_1,t_2)\text{,}$$
(3.1)
for $`n>10`$ and $`\sigma >\sigma _c(n)2/(n42\sqrt{n1})`$. For example, blow-up solutions of (3.1) with the blow-up rate $`(Tt)^{1/\sigma \delta }`$ (with some $`\delta >0`$ for $`n>10`$ and $`\sigma >\sigma _c(n)`$) were constructed in . Such rate of blow-up can be viewed as “slower” than the self-similar rate $`(Tt)^{1/\sigma }`$. Some authors call this rate “faster” but it seems that the term “slower” is more widely used in the present context. It reflects the fact that $`(Tt)^{1/\sigma \delta }`$ becomes infinite “more gradually”. We conjecture that the analysis of  can be used for proving existence of slow blow-up solutions for $`n>4`$. In fact, if one allows slow decay of initial data at infinity, one can probably construct slow blow-up solutions also for $`n4`$.

In this section we look at radial self-similar singular solutions of (3.1), i.e., the solutions of a special form

$$v(x,t)=\frac{1}{(2\kappa (Tt))^{1/\sigma }}w\left(\frac{|x|}{\sqrt{2\kappa (Tt)}}\right),$$
(3.2)
where $`\kappa >0`$, $`T`$ are parameters. The notation of this section is not necessarily connected to the notation in the previous sections where we analyzed the equation (1.1). Substituting (3.2) into (3.1) we obtain the equation for self-similar profile

$$w^{\prime \prime }+\frac{n1}{r}w^{}\kappa rw^{}+w^{2\sigma +1}\frac{\kappa }{\sigma }w=0,\text{in }(0,\mathrm{})\text{.}$$
(3.3)
Natural boundary conditions are

$`w(0)=\alpha ,w^{}(0)=0,\text{and}`$ (3.4)
$`w(r)r^{1/\sigma }\text{as }r\mathrm{}\text{.}`$ (3.5)
The equation (3.3) has been studied by many authors and we recommend the reader to consult . Our aim in this section is to explain what happens to the solutions constructed in  and  as we approach the critical exponent $`\sigma _l(n)3/(n10)`$ due to Lepin.

We use a similar approach as we applied to (1.1) in the previous sections. We shall denote $`w_\alpha `$ the solution of the initial-value problem (3.3), (3.4) for $`\kappa =1`$. We also define $`R_\alpha =sup\{0<r<\mathrm{}|w_\alpha (r)>0,0<r<\mathrm{}\}`$. Furthermore, we introduce the following parameters

$$\overline{\alpha }_\sigma =\left(\frac{1}{\sigma }\right)^{\frac{1}{2\sigma }},\text{and}\beta _{n,\sigma }=\frac{1}{\sigma }\left(n2\frac{1}{\sigma }\right).$$

As in the previous section it is convenient to use new variables $`(s,u)`$ which are defined by the transformation

$$w(r)=r^{1/\sigma }u(r),r=e^s.$$

In these variables we obtain

$$u^{\prime \prime }+\left(n2\frac{2}{\sigma }\right)u^{}\frac{1}{\sigma }\left(n2\frac{1}{\sigma }\right)u+u^{2\sigma +1}=\kappa e^{2s}u^{}.$$
(3.6)
The linearization of (3.6) at the trivial equilibrium $`u=\beta _{n,\sigma }`$ is

$$z^{\prime \prime }+\left(n2\frac{2}{\sigma }\right)z^{}+2\left(n2\frac{1}{\sigma }\right)z=\kappa e^{2s}z^{}.$$

For the sake of brevity we denote $`A=n22/\sigma `$ and $`B=2(n21/\sigma )`$. We denote $`\lambda _1`$, $`\lambda _2`$ the roots of the characteristic polynomial for the linear second-order differential operator on the left-hand side. We note that the condition $`A0`$ is equivalent to $`\sigma \sigma _s(n)2/(n2)`$. It is known (see ) that (3.3), (3.4)-(3.5) has no bounded solutions on $`(0,\mathrm{})`$ in this case. We shall therefore assume $`A<0`$ (and hence $`\mathrm{Re}\lambda _j<0`$) in what follows. We also note that $`\sigma \sigma _c(n)`$ corresponds to the requirement that $`\lambda _j`$ be real.

We define $`U(\alpha ,\kappa ,s)`$ as the solution of the boundary-value problem given by (3.6) and (3.4)-(3.5) rewritten in the variables $`(s,u)`$. A formal calculation, similar to the one leading to (2.20) in the previous section, now gives

$$U(e^{2s^{}}\alpha ,\kappa ,s)=\beta _n\mathrm{Re}\left(\gamma e^{\lambda _1s^{}}e^{\lambda _1s}M(\frac{\lambda _1}{2},1+\lambda _1+\frac{A}{2},\frac{1}{2}\kappa e^{2s})\right)+\mathrm{},$$
(3.7)
as $`s^{}\mathrm{}`$ for a suitable $`\gamma `$, which is real if $`\lambda _1`$ is real. We emphasize that we always assume $`\mathrm{Re}\lambda _1<0`$.

The linearization $`Z`$ at $`w_{\overline{\alpha }_\sigma }`$ solves the boundary-value problem

$`Z^{\prime \prime }+{\displaystyle \frac{n1}{r}}Z^{}rZ^{}+2Z=0`$
$`Z(0)=1,Z^{}(0)=0.`$
This equation has the solution $`Z(r)=M(1,n/2,r^2/2)1r^2/n`$.

We can introduce again the index $`i(\alpha )`$

$$i(\alpha )=\mathrm{\#}\left\{r(0,\mathrm{})\right|w_\alpha (r)=\overline{\alpha }_\sigma \},$$

and jumps of $`i(\alpha )`$ can be used to locate the desired solutions numerically. Numerical computations show that $`i(\alpha )`$ jumps between $`1`$ and $`3`$. Another natural index in this case (used in ) is

$$j(\alpha )=\mathrm{\#}\left\{r(0,\mathrm{})\right|w_\alpha (r)=\frac{\beta _{n,\beta }}{r^{1/\sigma }}\}=\mathrm{\#}\left\{s\right|U(\alpha ,1,s)=\beta _{n,\sigma }\}.$$

One has $`j(\alpha )=2`$ for $`\alpha `$ close to $`\alpha _\sigma `$. The approximation (2.20) together with some heuristic arguments similar to those used for justification of (2.31) suggest that

$$\underset{\alpha \mathrm{}}{lim}j(\alpha )=\{\begin{array}{cc}+\mathrm{}\hfill & \text{when }\sigma _s(n)<\sigma <\sigma _c(n)\text{,}\hfill \\ \nu (n,\sigma )\hfill & \text{when }\sigma \sigma _c(n)\text{ and }\nu (n,\sigma )\text{ is even,}\hfill \\ \nu (n,\sigma )+1\hfill & \text{when }\sigma \sigma _c(n)\text{ and }\nu (n,\sigma )\text{ is odd,}\hfill \end{array}$$

where $`\nu (n,\sigma )`$ is defined as

$$\nu (n,\sigma )=\mathrm{min}\left\{k|\frac{\lambda _1}{2}k\right\}.$$

This asymptotic behaviour of $`j(\alpha )`$ leads to infinitely many solutions for $`\sigma _s(n)<\sigma <\sigma _c(n)`$ (see ). When $`R_\alpha <\mathrm{}`$, $`j(\alpha )`$ must be even, hence typically we see $`j(\alpha )`$ jump by $`2`$. The solutions associated with these jumps have even index $`j(\alpha )`$.

However, the work of Lepin () shows that there are also solutions with odd index $`j(\alpha )`$. Our numerical calculations suggest that such solutions can be detected by jumps in the index $`i(\alpha )`$. The index $`i(\alpha )`$ takes on values $`1`$ or $`3`$. The jump $`13`$ of the index $`i(\alpha )`$ when $`\alpha `$ increases corresponds to the solutions with an even index $`j(\alpha )`$. On the other hand, the jump $`31`$ of $`i(\alpha )`$ indicates a solution with an odd index $`j(\alpha )`$. These solutions cannot be numerically detected from the behaviour of $`j(\alpha )`$ only.

Lepin showed that solutions with the index $`j(\alpha )=2`$ exist in the region $`\sigma >\sigma _s(n)`$, $`\nu (n,\sigma )3`$. He also studied solutions with higher indices, for which he established existence in smaller regions of the parameter space $`(n,\sigma )`$. He conjectured that there are no solutions to (3.3), (3.4)-(3.5) when $`\nu (n,\sigma )2`$, which corresponds to $`n>10+3/\sigma `$.

Our numerical computations strongly support this conjecture, at least in the sense that no solutions from the region $`n<10+3/\sigma `$ can be continued outside the region. We looked at the solution with $`j(\alpha )=2`$ which appears to be the solution of (3.3), (3.4)-(3.5) with the smallest possible $`\alpha `$. Numerically, it also is the most robust solution. Assume $`(\alpha _t,n_t,\sigma _t)`$, $`t[0,1)`$ is a smooth path in the parameter space such that $`w_{\alpha _t}`$ solves (3.3), (3.4)-(3.5) for $`n=n_t`$, $`\sigma =\sigma _t`$ and $`\kappa =1`$. We consider the case $`j(\alpha _t)=2`$. and follow the path of solutions with $`n_t103/\sigma _t<0`$ such that $`n_t103/\sigma _t0`$, $`n_tn_1`$, $`\sigma _t\sigma _1`$ as $`t1`$. Numerically, we observe that $`\alpha _t+\mathrm{}`$. Moreover, for $`n103/\sigma 0`$ one expects from (3.7) that $`R_\alpha <+\mathrm{}`$ for large $`\alpha `$, and we have not detected any solutions for numerically accessible $`\alpha `$’s. Therefore our conclusion is that the numerical computations provide strong evidence in favour of Lepin’s conjecture.

The research was supported in part by grants DMS–9877055, and DMS–0200326 from the National Science Foundation. P.P. acknowledges hospitality of the School of Mathematics at the University of Minnesota.

## References


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# Determination of the chiral coupling constants 𝑐₃ and 𝑐₄ in new 𝑝𝑝 and 𝑛𝑝 partial-wave analyses

## Introduction

It is beyond doubt that the longest-range strong two-nucleon ($`NN`$) interaction is the one-pion exchange (OPE) force. Despite more than 50 years of research, the nature of the medium-range $`NN`$ interaction is not so well understood. What seems clear is that it contains: ($`i`$) A strongly attractive central force, ($`ii`$) an isospin-dependent tensor force opposite in sign to OPE, and ($`iii`$) a rather strongly attractive spin-orbit force. It was discovered in the early sixties that all these features follow naturally from the exchange of scalar and vector mesons, which led to the development of the one-boson exchange (OBE) model of the $`NN`$ interaction. The role of the two-pion exchange (TPE) interaction and its interplay with the exchange of heavy mesons that decay into two pions has for a long time remained elusive.

In recent years, however, the situation has improved. The derivation of at least the long- and medium-range nuclear forces can be formulated in a model-independent manner by a systematic expansion of the chiral Lagrangian of QCD Wei90 ; Ord92 ; Fri94 ; Kai97 ; Kap98 ; Epe98 ; Ren99 . In particular, the long-range TPE interaction can be derived unambiguously, where the effects of the exchange of broad heavy mesons are incorporated in effective low-energy chiral coupling constants. Most importantly, chiral symmetry and its breaking are correctly implemented in this approach.

In Ref. Ren99  we studied this long-range chiral two-pion exchange ($`\chi `$TPE) interaction in an energy-dependent partial-wave analysis (PWA) of the proton-proton ($`pp`$) scattering data below 350 MeV. The presence of $`\chi `$TPE in the long-range $`pp`$ force was demonstrated, and the chiral coupling constants $`c_3`$ and $`c_4`$ were determined from the $`pp`$ data. In this paper we address the question whether the same $`\chi `$TPE force allows also a good description of the neutron-proton ($`np`$) scattering data below 500 MeV. Moreover, we present new, precise determinations of the chiral coupling constants $`c_3`$ and $`c_4`$ from the $`pp`$ and $`np`$ data separately. Accurate values of these chiral coupling constants are an important input in calculations of, for instance, the two-pion exchange three-nucleon force Fri98 .

## Partial-wave analysis

Because of the high quality of the $`pp`$ data base all the $`pp`$ phase shifts with orbital angular momentum $`\mathrm{}4`$ can be determined accurately in an energy-dependent PWA of the $`pp`$ data below 350 MeV. An analysis of the $`np`$ data, however, is much more difficult, because not only the $`I=1`$ phase shifts but also the $`I=0`$ phase shifts contribute. Moreover, the $`np`$ data base, while extensive, is by far not as accurate and varied as the $`pp`$ data base NNOnL . In a PWA of only the $`np`$ data below 350 MeV it has always been impossible to determine all the important $`np`$ phase shifts. Therefore, the standard practice has been to take the $`I=1`$ phase shifts, with the exception of the $`{}_{}{}^{1}S_{0}^{}`$ phase shift, from the $`pp`$ PWA, with or without corrections for the Coulomb interaction and/or the $`\pi ^+`$-$`\pi ^0`$ mass difference in OPE. Since it has long been known that there is a sizable charge-independence breaking (CIB) in the $`{}_{}{}^{1}S_{0}^{}`$ phase shifts, the $`{}_{}{}^{1}S_{0}^{}`$ $`np`$ phase shift is always fitted independently of the $`{}_{}{}^{1}S_{0}^{}`$ $`pp`$ phase shift.

This approach to $`np`$ PWA was also followed in the past by the Nijmegen group. In 1993 the results of the first Nijmegen $`pp`$ and $`np`$ PWA’s below 350 MeV were published in Ref. Sto93 . An attempt at that time to extract all the important $`np`$ phase shifts, both $`I=0`$ and $`I=1`$, from the $`np`$ data base below 350 MeV failed, although it was possible to determine the $`{}_{}{}^{3}P`$ $`np`$ phase shifts when the $`I=1`$ waves for $`\mathrm{}>1`$ were taken over from the $`pp`$ PWA93 Klo93 .

It has been customary to perform $`NN`$ PWA’s without inelasticities up to 350 MeV, although pion production starts already at 280 MeV. It can be shown that the inclusion of inelasticities in the $`pp`$ PWA below 350 MeV improves the $`\chi _{min}^2`$ slightly. Already some time ago Kok93  the Nijmegen $`pp`$ PWA was extended to energies far above the pion-production thresholds, with the inclusion of inelasticities. When, in 1994, the $`np`$ PWA was extended to 500 MeV, it turned out to be possible, for the first time, to determine uniquely all the important $`np`$ phase shifts, both $`I=0`$ and $`I=1`$, from the $`np`$ data alone Klo94 . Such a separate PWA of the $`np`$ data, without input from the $`pp`$ PWA for the $`I=1`$ waves, is in principle more model independent. A comparison between the phase shifts from such an independent $`np`$ PWA and the corresponding phase shifts from the $`pp`$ PWA provides information about possible CIB in the $`I=1`$ waves.

The Nijmegen energy-dependent PWA’s can be used as a tool to study the long-range $`NN`$ interaction Ren99 . The long-range forces are included exactly, in order to ensure that the partial-wave amplitudes acquire the proper fast energy dependence from the nearby left-hand singularies due to these long-range forces, while the short-range interactions (more remote left-hand singularities), responsible for a much slower energy dependence, are parametrized. This strategy is implemented by solving the Schrödinger equation with an energy-dependent boundary condition (BC) at some $`r=b`$ and for $`r>b`$ the long-range $`NN`$ interaction. This long-range force contains the electromagnetic interaction (i.e., in the $`pp`$ case the improved Coulomb Aus83 , the magnetic-moment Sto90 , and the vacuum-polarization Dur57  interactions, and in the $`np`$ case the magnetic-moment interaction Sto90 ), the OPE interaction, in the $`np`$ case also the pion-photon ($`\pi `$-$`\gamma `$) exchange interaction Kol98 , and the long-range part of the $`\chi `$TPE interaction Ren99 . The BC is parametrized as an analytic function of energy, and the parameters, representing “short-range physics,” are determined from a fit to the data. The option also exists to fit simultaneously some of the parameters in the long-range interactions, viz. the pion-nucleon coupling constants Ber87 ; Tim93 ; Swa97  and/or the chiral coupling constants $`c_i`$ ($`i=1,3,4`$) in $`\chi `$TPE Ren99 .

The new $`pp`$ and $`np`$ PWA’s that we discuss here will be referred to as $`\chi `$PWA03. They differ from the old PWA93 in several aspects: ($`i`$) The energy range is extended from 350 to 500 MeV. Instead of the 1787 $`pp`$ data and 2514 $`np`$ data in PWA93 we now have 5109 $`pp`$ data and 4786 $`np`$ data Dat01 . ($`ii`$) All the $`np`$ phase shifts can be determined from the $`np`$ data alone, instead of taking the $`I=1`$ phases from the $`pp`$ PWA and correcting them. ($`iii`$) Inelasticities are taken into account. ($`iv`$) For $`r>b`$ a different non-OPE strong interaction is taken. In PWA93 the heavy-meson exchanges of the Nijmegen soft-core OBE potential Nag78  were used. Motivated by the success of Ref. Ren99 , where an excellent description of the high-quality $`pp`$ data base below 350 MeV was obtained, we use in $`\chi `$PWA03 the $`\chi `$TPE potential. ($`v`$) A minor difference between PWA93 and $`\chi `$PWA03 is that we take here $`b=1.6`$ fm, while in PWA93 $`b=1.4`$ fm was used; in Ref. Ren99  we used both $`b=1.4`$ fm and $`b=1.8`$ fm.

Details of $`\chi `$PWA03 (data, phase shifts, etc.) will be presented elsewhere Ren03 , here we focus on testing the long-range $`\chi `$TPE interaction in the $`pp`$ and $`np`$ systems below 500 MeV.

## Chiral two-pion exchange potential

The $`\chi `$TPE potential can be derived by a systematic expansion of the effective chiral Lagrangian Wei90 ; Ord92 ; Fri94 ; Kai97 ; Kap98 ; Epe98 ; Ren99 . The form that is appropriate for use in the relativistic Schrödinger equation and that is consistent with our choice of including the minimal-relativity factor $`M/E`$ in the OPE potential is specified in Ref. Ren99  (see also Ref. Fri94 ).

The leading-order $`\chi `$TPE potential consists of the static planar- and crossed-box TPE diagrams, calculated with the derivative (pseudovector) $`NN\pi `$ Lagrangian, and the triangle and football diagrams with the nonlinear $`NN\pi \pi `$ Weinberg-Tomozawa (WT) seagull vertices. It contains isospin-independent spin-spin and tensor terms and an isospin-dependent central term.

In subleading order, next to nonstatic corrections to the planar and box diagrams, additional triangle diagrams appear which contain three new $`NN\pi \pi `$ interactions Ord92 . The corresponding chiral coupling constants are denoted by $`c_i`$ ($`i=1,3,4`$). (Unfortunately, they are not scaled to obtain dimensionless numbers and their values are conventionally given in GeV<sup>-1</sup>.) They are defined by the following terms in the chiral Lagrangian density:

$``$ $`=`$ $`\overline{N}[\mathrm{\hspace{0.25em}8}c_1D^1m_\pi ^2\stackrel{}{\pi }^2/F_\pi ^2+4c_3\stackrel{}{D}_\mu \stackrel{}{D}^\mu `$ (1)
$`+\mathrm{\hspace{0.17em}2}c_4\sigma _{\mu \nu }\stackrel{}{\tau }\stackrel{}{D}^\mu \times \stackrel{}{D}^\nu ]N,`$
where $`F_\pi 185`$ MeV is the pion decay constant, $`D=1+\stackrel{}{\pi }^2/F_\pi ^2`$, and the chiral-covariant derivative of the pion field $`\stackrel{}{\pi }`$ is $`\stackrel{}{D}^\mu =D^1^\mu \stackrel{}{\pi }/F_\pi `$. The $`c_3`$\- and $`c_4`$-terms are manifestly chiral invariant. The $`c_1`$-term, which is proportional to $`m_\pi ^2`$, violates chiral symmetry explicitly and is related to the much-discussed pion-nucleon sigma term Gas91 . Using the rationalized pseudovector pion-nucleon coupling constant $`f^2`$ the relation reads Ber92

$$c_1=\left[\frac{\sigma }{4m_\pi ^2}+\frac{9}{16}\frac{f^2}{m_s^2}m_\pi \right],$$
(2)
where $`m_\pi =138.04`$ MeV is the average pion mass, and $`m_sm_{\pi ^+}`$ is the scaling mass conventionally introduced to make $`f`$ dimensionless. Eq. (2) holds in order $`𝒪(q^3)`$ in the chiral expansion in small momenta $`q`$ and the pion mass Ber92 . An additional $`c_2`$-term is not given in Eq. (1), since it does not contribute to the $`\chi `$TPE potential to subleading order. However, it does contribute to the isoscalar $`\pi N`$ scattering amplitude at the same order as $`c_1`$ and $`c_3`$.

In subleading order the $`\chi `$TPE potential gets contributions to the central, spin-spin, tensor, and spin-orbit potentials (cf. Table 1 in Ref. Ren99 ). Important components are: ($`i`$) A strong isospin-independent central attraction due to the $`c_3`$-term, ($`ii`$) an isospin-dependent tensor force opposite in sign to OPE due to the $`c_4`$-term, and ($`iii`$) an attractive isospin-independent spin-orbit force from nonstatic terms of the planar- and crossed-box diagrams. The values of the $`c_i`$’s are not fixed by chiral symmetry and must be determined from the experimental $`\pi N`$ or $`NN`$ scattering data.

The long-range $`\chi `$TPE potential derived in the framework of the effective chiral Lagrangian is completely model independent. Any dynamical model Rij91 ; Rob01  for the TPE $`NN`$ interaction, containing e.g. the $`\epsilon `$ (or “$`\sigma `$”) and $`\varrho `$ mesons, the pomeron, and/or $`N`$\- and $`\mathrm{\Delta }`$-isobars, has to reduce to this form for large $`r`$. These models should also predict values for the $`c_i`$’s consistent with the determinations from the $`\pi N`$ and $`NN`$ scattering data.

The breaking of charge-independence due to the $`\pi ^+`$-$`\pi ^0`$ mass difference in the OPE potential is taken into account exactly, as it was already in PWA93 Sto93 . In the $`\chi `$TPE potential we include the terms linear in the $`\pi ^+`$-$`\pi ^0`$ mass difference, following Ref. Jim99 . One charge-independent pion-nucleon coupling constant Swa97  is used in both the OPE and the $`\chi `$TPE potentials. In the long-range interaction for $`r>b`$ only the chiral coupling constants $`c_i`$ ($`i=1,3,4`$) remain then to be determined.

## Results

In our previous study Ren99  of $`\chi `$TPE it turned out that $`c_1`$ could not be determined accurately from the $`pp`$ data base below 350 MeV. When we fitted $`c_1`$, $`c_3`$, and $`c_4`$ simultaneously, we found $`c_1=4.4(3.4)`$/GeV, where the error is statistical. A strong correlation was obtained between the values of $`c_1`$ and $`c_3`$. Therefore, we used Eq. (2) to fix the value of $`c_1`$. Assuming that the sigma term has the low value $`\sigma =35(5)`$ MeV Gas91 ; Tim97 , Eq. (2) gives $`c_1=0.76(7)`$/GeV, where the error is theoretical. We used the central value $`c_1=0.76`$/GeV as input in the PWA, and determined in Ref. Ren99  the values $`c_3=5.08(28)`$/GeV and $`c_4=4.70(70)`$/GeV, where the errors are statistical. One notes that from the $`pp`$ data below 350 MeV the value of $`c_3`$ could be extracted rather precisely, while $`c_4`$ was pinned down less accurately.

The value extracted for $`c_1`$ from the data below 500 MeV would also not be accurate enough to shed light on the value of the sigma term, since the statistical error for $`c_1`$ obtained in Ref. Ren99  would have to be reduced at least by a factor of about 20. We therefore decided to use also here the value $`c_1=0.76`$/GeV as input value, and to determine $`c_3`$ and $`c_4`$ from direct fits to the $`pp`$ data and independently also from fits to the $`np`$ data.

We analyzed 5109 $`pp`$ data below 500 MeV using 33 BC parameters, and we reached $`\chi _{min}^2=5184.3`$. The optimal values for $`c_3`$ and $`c_4`$ and their (1 s.d.) errors as determined from these $`pp`$ data are:

$`c_3`$ $`=`$ $`\left[4.78(11)+80(f^20.0755)\right]/\mathrm{GeV},`$
$`c_4`$ $`=`$ $`\left[3.92(52)+260(f^20.0755)\right]/\mathrm{GeV},`$ (3)
where also the dependence on the $`NN\pi `$ coupling constant $`f^2`$ is displayed. The correlation parameter is $`\varrho =0.47`$. These values for $`c_3`$ and $`c_4`$ are consistent with and more accurate than those found in Ref. Ren99  from the $`pp`$ data below 350 MeV. The errors are statistically only. Systematic errors are difficult to assess and require further study.

For $`np`$ scattering we analyzed 4786 data below 500 MeV. In this case we needed 40 BC parameters and reached $`\chi _{min}^2=4806.2`$. The chiral coupling constants, their statistical errors, and their dependence on the $`NN\pi `$ coupling constant are in this $`np`$ case:

$`c_3`$ $`=`$ $`\left[4.77(22)+100(f^20.0755)\right]/\mathrm{GeV},`$
$`c_4`$ $`=`$ $`\left[3.97(24)+40(f^20.0755)\right]/\mathrm{GeV}.`$ (4)
The correlation parameter is $`\varrho =0.22`$. In Fig. 1 we show the results for $`c_3`$ and $`c_4`$, for $`f^2=0.0755`$. Plotted are the positions of the $`\chi ^2`$-minima and the $`\chi ^2=\chi _{min}^2+1`$ ellipses in the $`(c_3,c_4)`$ plane, both for the $`pp`$ and the $`np`$ case. (These ellipses, of course, are determined with optimalization of all the BC parameters.)

The values of $`c_3`$ and $`c_4`$ determined from the $`pp`$ and from the $`np`$ data are in good agreement. The value for $`c_3`$ determined from the $`pp`$ data is more than twice as accurate as the value from the $`np`$ data, while for $`c_4`$ the situation is reversed: the value from the $`np`$ data is twice as accurate as the value from the $`pp`$ data.

We also determined the weighted averages with errors. We get

$`c_3`$ $`=`$ $`\left[4.78(10)+84(f^20.0755)\right]/\mathrm{GeV},`$
$`c_4`$ $`=`$ $`\left[3.96(22)+79(f^20.0755)\right]/\mathrm{GeV}.`$ (5)
These are our best values, following from all the $`pp`$ and $`np`$ scattering data below 500 MeV, which amounts to a total of almost ten thousand $`NN`$ data. In Table 1 we list our results for $`c_3`$ and $`c_4`$, for $`f^2=0.0755`$.

## Discussion and summary

We have determined accurate values for the chiral coupling constants $`c_3`$ and $`c_4`$ from the $`pp`$ and the $`np`$ scattering data below 500 MeV. The values for the $`c_i`$’s ($`i=1,2,3,4`$) can also be determined from PWA’s of the $`\pi N`$ scattering data by fitting the amplitudes predicted by (heavy-baryon) chiral perturbation theory ($`\chi `$PT) to the $`\pi N`$ scattering amplitudes obtained from these PWA’s. In the several such determinations (for a discussion of the status see Ref. Epe02 ) the value of $`c_3`$ is found to lie in the range between $`4.70`$ and $`6.19`$, and the value of $`c_4`$ in the range between $`3.25`$ and $`4.12`$. The values that are found for $`c_3`$ and $`c_4`$ depend on the order in $`\chi `$PT of the amplitudes, as well as on the specific $`\pi N`$ PWA that is used. They also depend on what value is used for the sigma term, because this value fixes the value of $`c_1`$. In $`\chi `$PT the isovector $`\pi N`$ amplitudes can be predicted more accurately than the isoscalar amplitudes, because in leading order the latter are zero. Therefore, $`c_4`$ can probably be pinned down better than $`c_3`$. The value of $`c_3`$ is moreover strongly correlated with the values of $`c_1`$ and $`c_2`$. In Table 1 we also listed the values obtained for the $`c_i`$’s in two $`\pi N`$ analyses (to order $`𝒪(q^3)`$ in $`\chi `$PT) that assume, like us, an acceptably low value for the sigma term. (From Ref. Ber97  we list only the $`c_i`$’s corresponding to one of the fits with $`f^2=0.076`$.)

A problem with these determinations of the $`c_i`$’s from the $`\pi N`$ scattering data is that they are not determined directly from the data, but from fitting to the amplitudes of existing PWA’s that have no reliable errors. For instance, in several analyses the amplitudes of the about 25-year-old Karlsruhe-Helsinki dispersion analysis were used. The amplitudes of that PWA have no associated errors and, what is worse, are in disagreement with the modern-day $`\pi N`$ data base. That analysis produced the high value $`f^2=0.079`$ for the pion-nucleon coupling constant Swa97 . The resulting errors on the $`c_i`$’s determined from the $`\pi N`$ data, therefore, do not reflect the statistics of the data base, but are essentially rather arbitrary estimates.

Our results correspond to a long-range interaction that includes the leading and subleading $`\chi `$TPE diagrams. Higher-order corrections for $`\chi `$TPE and the leading three-pion exchange diagrams have been calculated by Kaiser Kai00 , and can in principle be included as well. Work along these lines is continuing.

In summary, the long-range part of the $`\chi `$TPE potential was included in energy-dependent PWA’s of the $`pp`$ and the $`np`$ scattering data below 500 MeV. Good fits to the data were obtained. In the $`np`$ PWA all the phase-shift parameters could be determined without input from the $`pp`$ system. We conclude that OPE plus $`\chi `$TPE provides a high-quality long-range strong two-nucleon interaction. Accurate values for the chiral coupling constants $`c_3`$ and $`c_4`$ of chiral perturbation theory were obtained from the $`pp`$ and the $`np`$ data separately. The values agree very well with each other, and they are also in good agreement with the range of values obtained from pion-nucleon scattering amplitudes. We consider this agreement to be experimental evidence that the $`\chi `$TPE interaction, as predicted by chiral perturbation theory, is correct.

###### Acknowledgements.

We thank Th.A. Rijken for helpful discussions. The research of R.G.E.T. was made possible by a fellowship of the Royal Netherlands Academy of Arts and Sciences (KNAW).


text:
# Experimental observation of four-photon entanglement from down-conversion

## Abstract

We observe polarization-entanglement between four photons produced from a single down-conversion source. The non-classical correlations between the measurement results violate a generalized Bell inequality for four qubits. The characteristic properties and its easy generation with high interferometric contrast make the observed four-photon state well-suited for implementing advanced quantum communication schemes such as multi-party quantum key distribution, secret sharing and telecloning.

Entanglement between more than two particles is the key ingredient for advanced multi-party quantum communication. A number of proposals, e.g. telecloning, reduction of the communication complexity , or secret sharing utilize multi-particle entanglement for quantum communication protocols.

Only few experiments have demonstrated entanglement between more than two qubits. Whereas the strong coupling between atoms enables engineered state preparation  as required for quantum computation, entangled multi-photon states are best suited for communication purposes. Interference of independently created photon pairs was used together with conditional detection for the first observations of three- and four-photon GHZ states . Yet, those schemes required fragile interferometric setups which limit their applicability and make detailed investigations difficult. Moreover, it is important to generate also different types of entangled multi-photon states required for quantum communication.

In this letter, we show that a polarization-entangled four-photon state can be directly observed behind a single pulsed spontaneous parametric down-conversion (SPDC) source. In contrast to previous techniques, the state forms without overlapping photons at beam splitters. The observed entanglement can be used for telecloning and, as shown here, for multi-party key distribution and secret sharing.

In spontaneous parametric down-conversion, there is a reasonable probability of simultaneously producing four photons for strong pump power. However, if the type-II down-conversion  is adjusted to give polarization entanglement for a pair emitted into the two spatial modes $`a_0`$ and $`b_0`$, the state of the four photons emitted into these modes is not simply the product of two entangled pairs . Due to their bosonic nature, the emission of two otherwise indistinguishable photons with identical polarization into the same direction is twice as probable as the emission of two photons with orthogonal polarization. . Splitting each of the two modes at a non-polarizing beam splitter enables the observation of correlations due to the entanglement between four photons.

In our experiment we select events such that one photon is detected in each of the four outputs ($`a`$, $`a^{}`$, $`b`$, and $`b^{}`$) of the beam splitters (Fig. 1). These four-photon coincidences can be explained with the four-photon state

$`|\mathrm{\Psi }^{(4)}=\sqrt{{\displaystyle \frac{1}{3}}}\left(\right|HHVV+|VVHH`$ (1)
$`{\displaystyle \frac{1}{2}}\left(\right|HVHV|HVVH|VHHV+|VHVH)),`$ (2)
where the four entries in the state vectors indicate horizontal ($`H`$) or vertical ($`V`$) polarizations of the photons in arm $`a,a^{},b`$ and $`b^{}`$. This state is a superposition of a four-photon Greenberger-Horne-Zeilinger (GHZ) state and a product of two Einstein-Podolsky-Rosen (EPR) pairs,

$`|\mathrm{\Psi }^{(4)}`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{3}}}|GHZ_{aa^{}bb^{}}\sqrt{{\displaystyle \frac{1}{3}}}|EPR_{aa^{}}|EPR_{bb^{}},`$ (3)
where the GHZ state is equal to

$$\frac{1}{\sqrt{2}}(|HHVV_{aa^{}bb^{}}+|VVHH_{aa^{}bb^{}})$$

and the EPR state is the so-called Bell state

$$|\mathrm{\Psi }^{}=\frac{1}{\sqrt{2}}(|HV_{xx^{}}|VH_{xx^{}})$$

with $`x=a,b`$. Due to the linearity of the beam splitters, for this state the detection of two $`H`$-polarized photons, for example in the arms $`a`$ and $`a^{}`$, has the same probability as all possible combinations of having orthogonally polarized photons in these arms.

The generic form of state $`|\mathrm{\Psi }^{(4)}`$ (eq. 3) is invariant under identical basis changes by the four observers, i.e., $`|\mathrm{\Psi }^{(4)}`$ remains a superposition of a four-photon GHZ state and a product of two EPR pairs when all four observers use identically, but otherwise arbitrarily oriented polarization analyzers. This contrasts with the GHZ states which loose their characteristic two-component form under such a basis change. This feature is related to the fact that the four-photon state of equation (1) can be viewed as the result of cloning an EPR pair. It is known that quantum cloning cannot be perfect. Thus, a four-photon GHZ contribution is created in addition to the product of two EPR pairs . Nevertheless, the property of maintaining the characteristic form under basis transformation is carried over from the EPR singlet state to its quantum clone $`|\mathrm{\Psi }^{(4)}`$.

To observe this four-photon entangled state, it is necessary to select single spatial modes and to erase the possible frequency correlations of the original photon pairs. This can be achieved by using pulsed parametric down conversion and by detecting the photons behind narrow-bandwidth filters, resulting in a coherence time longer than the pump pulse duration. .

In our experiment we used the UV-pulses of a frequency-doubled mode-locked Ti:Sapphire laser (pulse length 180 fs) to pump SPDC in a 2 mm thick properly oriented BBO crystal at a center wavelength of 390 nm. The pump beam was focused to a waist of 100 $`\mu `$m inside the crystal, and the repetition rate was 76 MHz with an average power of 450 mW. The degenerate down-conversion emission into the two characteristic type-II crossing directions was coupled into single mode optical fibers to exactly define the spatial emission modes. Behind the fibers the down-conversion light passed interference filters ($`\mathrm{\Delta }\lambda =3`$ nm), and was split at dielectric 50%-50% beam splitters into four distinct spatial modes. Polarization analysis in each of the four outputs behind the beam splitters was performed by a combination of quarter- and half-wave plates together with polarizing beam splitters. The four photons were detected by single photon Si-avalanche diodes, and registered with an eight-channel multi-coincidence unit. This analysis system recorded every possible coincidence between the eight detectors, and thus allowed efficient registration of the 16 relevant fourfold coincidences. The eight detectors exhibit different efficiencies due to production tolerances. If not stated otherwise, the rates presented here are therefore corrected for the separately calibrated efficiencies, and the errors given are deduced from propagated Poissonian counting statistics of the raw detection events.

Fig. 2a shows the 16 possible fourfold coincidence probabilities for detecting one photon in each of the four outputs of the beam splitters, with all four polarization analyzers oriented along $`H/V`$. The rates of the $`HHVV`$ and the $`VVHH`$ events are in very good agreement with the state in equation (1) and, within errors, equal to the sum of all events where the two photons detected in arms $`a`$ and $`a^{}`$, or in arms $`b`$ and $`b^{}`$, have orthogonal polarization. The four-photon state $`|\mathrm{\Psi }^{(4)}`$ exhibits the mentioned invariance under identical change of the four detection bases. Fig. 2b shows the four-photon coincidence probability when analyzed along $`+45^{}/45^{}`$ linear polarization. Again, one observes two types of coincidences, the GHZ part, and the fourfold coincidences due to the EPR pairs with average rates lower by a factor of four. Integration times were 5 h, and 17.5 h, respectively, with four-fold coincidence rates between 300 and 100 per hour, varying mainly due to drifts of the fiber coupling.

As a first step in the characterization of entangled states it is customary to analyze the correlations between measurement results. For this purpose, polarization measurements corresponding to dichotomic observables with eigenvectors $`|l_x,\varphi _x=\sqrt{1/2}(|V_x+l_xe^{i\varphi _x}|H_x)`$ and eigenvalues $`l_x=\pm 1`$ are performed by the observation stations in the four modes ($`x=a,a^{},b,b^{}`$). The theoretical prediction for the correlation function defined as the expectation value of the product of the four local results is given by

$`E_{QM}(\varphi _a,\varphi _a^{},\varphi _b,\varphi _b^{})`$ $`=`$ $`{\displaystyle \frac{2}{3}}\mathrm{cos}(\varphi _a+\varphi _a^{}\varphi _b\varphi _b^{})`$ (5)
$`+{\displaystyle \frac{1}{3}}\mathrm{cos}(\varphi _a\varphi _a^{})\mathrm{cos}(\varphi _b\varphi _b^{}).`$
The experimental value of the correlation function can be obtained from the 16 four-photon coincidence rates, as shown in Fig. 2a and b, via

$`E(\varphi _a,\varphi _a^{},\varphi _b,\varphi _b^{})`$ (6)
$`={\displaystyle \underset{\genfrac{}{}{0pt}{}{l_a,l_a^{},}{l_b,l_b^{}=\pm 1}}{}}l_al_a^{}l_bl_b^{}p_{l_a,l_a^{},l_b,l_b^{}}(\varphi _a,\varphi _a^{},\varphi _b,\varphi _b^{}).`$ (7)
Therein, the four-photon probabilities $`p_{l_a,l_a^{},l_b,l_b^{}}`$ are given by

$$p_{l_a,l_a^{},l_b,l_b^{}}(\varphi _a,\varphi _a^{},\varphi _b,\varphi _b^{})=c_{l_a,l_a^{},l_b,l_b^{}}/c,$$

where $`c_{l_a,l_a^{},l_b,l_b^{}}`$ is the number of recorded four-fold events at the detectors specified by the indices (for the specific settings), and the sum is the total number of relevant four-fold events. Fig. 2c shows the dependence of the correlation function on the angle $`\varphi _a`$, for the other analyzers fixed at angles $`\varphi _a^{}=\varphi _b=\varphi _b^{}=0`$, corresponding to $`45^{}`$ linear polarization. For its visibility, which here is equal to the maximal absolute value of the correlation function (eq. (3)), we obtain a value of $`V=79.3\%\pm 1.4\%`$. It serves as a measure for the quality of our state preparation, and largely depends on the ratio between the spectral bandwidth of the down-conversion pump light and the spectral width of the detected photons .

Note that the analysis angles giving perfect correlations of $`|\mathrm{\Psi }^{(4)}`$ are different from those for a four-photon GHZ state. Due to the EPR contributions, this state cannot be used in a GHZ-type argument refuting local hidden variable models of quantum mechanics. However, the invariance mentioned earlier enables perfect correlations for all possible sets of common analysis directions, a feature which does not hold for GHZ states, but which is of great importance for several quantum communication schemes.

The contribution of the product of the EPR states also leads to a different nature of the four-photon entanglement. The seemingly innocent question of how much entanglement is in the state $`|\mathrm{\Psi }^{(4)}`$ cannot be answered for the moment, because clear measures of multi-particle entanglement are still missing. Contrary to the case for two particles, multi-particle entanglement can be classified from numerous viewpoints under discussion . Keeping in mind possible applications for multi-party quantum cryptography and secret sharing, we analyze the entanglement of the state in terms of violation of a (non-conventional) Bell inequality.

One can write down a single Bell inequality which summarizes all possible local realistic constraints on the correlation function for the case of each local observer measuring the polarizations along two alternative directions . Let us introduce a shorthand notation, $`E(\varphi _a^k,\varphi _a^{}^l,\varphi _b^m,\varphi _b^{}^n)`$, for the correlation functions deduced from the observed count rates for the full set of 16 local directions, with $`k,l,m,n=1,2`$ denoting which of the two alternative phase settings was chosen at the local observation station measuring in arm $`x=a,a^{},b,b^{}`$. The generalized Bell inequality reads

$`S^{(4)}=`$ (8)
$`={\displaystyle \frac{1}{2^4}}{\displaystyle \underset{\genfrac{}{}{0pt}{}{s_x=\pm 1}{x=a,a^{},b,b^{}}}{}}\left|{\displaystyle \underset{\genfrac{}{}{0pt}{}{k,l,m,n}{=1,2}}{}}s_a^ks_a^{}^ls_b^ms_b^{}^nE(\varphi _a^k,\varphi _a^{}^l,\varphi _b^m,\varphi _b^{}^n)\right|1.`$ (9)
The maximal violation of this inequality for $`|\mathrm{\Psi }^{(4)}`$ is obtained when three observers (one in each mode $`x=a^{},b,b^{}`$) perform polarization analysis along $`\varphi _x^{1,2}=\pm \pi /4`$, and the observer in mode $`a`$ chooses between $`\varphi _a^1=0`$ or $`\varphi _a^2=\pi /2`$. Then the quantum prediction is as high as $`S_{QM}^{(4)}=1.886`$, and results in a violation of the above inequality whenever the correlation function implied by the studied state $`|\mathrm{\Psi }^{(4)}`$ has visibility greater 53%. In comparison, for a four-photon GHZ state one obtains $`S_{QM}^{(4)}=\sqrt{8}`$ and a critical visibility of $`1/\sqrt{8}35\%`$. The visibility requirement for an experimental violation of the inequality (8) is therefore more demanding for $`|\mathrm{\Psi }^{(4)}`$. But since it is much simpler to generate $`|\mathrm{\Psi }^{(4)}`$, an experimental violation of the local realistic condition (8) becomes feasible.

Fig. 3 shows all 256 fourfold coincidence probabilities necessary for such an analysis. They were recorded in blocks of 16 coincidence rates, each corresponding to one of the 16 phase settings appearing in the inequality (8). Integration times were ranging from 2.75 to 4.75 hours per frame. The whole measurement including regular realignment etc. took about four days. For evaluating the generalized Bell-inequality we used the raw data without any correction for background and relative collection or detection efficiency, etc. The resulting value $`S^{(4)}=1.301\pm 0.040`$ strongly violates the boundary for local realistic theories and confirms the entanglement of $`|\mathrm{\Psi }^{(4)}`$.

Perfect correlations and the violation of a Bell-inequality are the key ingredients of entanglement based quantum cryptography , which with the aid of $`|\mathrm{\Psi }^{(4)}`$ can be now expanded for multi-party quantum communication. Similar to a four-observer Bell experiment, parties A’, B, and B’ (observing photons in mode $`a^{}`$, $`b`$ and $`b^{}`$) switch between analysis angles $`\varphi _x=\pm \pi /4`$, while party A observing photons in mode $`a`$ switches $`\varphi _a`$ between $`0`$ or $`\pi /2`$, and with a certain probability to $`\pi /4`$. After a number of quartets are registered, party A announces the times when having analyzed along $`0`$ or $`\pi /2`$. For these detection quartets the other parties publicly announce their settings and results, which now can be used to evaluate $`S^{(4)}`$. The degree of violation of the Bell inequality (8) is a measure of the security of the key exchange. Any eavesdropper attack on any of the four quantum channels would reduce the entanglement and thus the violation of inequality (8). Thus, the four parties can assume that the remaining instances have been securely transmitted. Since in these cases party A measured along $`\varphi _a=\pi /4`$, perfect correlations exist between the four measurement results according to equation (5) and enable the four parties to obtain a random, secure key .

Two ways to obtain a secure key can be formulated. Firstly, and similarly to recently proposed schemes of secret sharing , the parties could cooperate such that two of the four reveal their settings and results to the other two. Relying on the perfect correlations of the state, each of the two remaining parties can infer the result of the other and thus can evaluate a secure key only known to these two parties. Secondly, the measurement results can be used to distribute a key to three of the four parties. This can be achieved if, e.g., parties A and A’ cooperate (forming now a single party A\*) and compare their measurement results. The instances where they obtain the same results, are only due to the GHZ contribution of $`|\mathrm{\Psi }^{(4)}`$. For these cases the correlations of the GHZ state allow now the three parties A\*, B, and B’ to create a common secret key .

In summary, bosonic-type interference can be utilized to produce multi-photon entanglement directly from spontaneous parametric down-conversion. Without interferometric setups we could demonstrate the correlations between measurement results of four observers and the violation of a generalized four-photon Bell inequality. The high visibility of the quantum correlations and the ease of operation of our source show its potential for multi-party quantum communication applications like quantum secret sharing, three-party key distribution or for quantum telecloning.

MZ was supported by Komitet Badań Naukowych, grant No. 5 P03B 088 20. This work was supported by the EU-Project QuComm (IST-FET-10033), and the Deutsche Forschungsgemeinschaft (We 2451/1-2).