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# Electromagnetic vacuum fluctuations, Casimir and Van der Waals forces

## I Introduction

An important prediction of quantum theory is the existence of irreducible fluctuations of electromagnetic fields even in vacuum, that is in the thermodynamical equilibrium state with a zero temperature. These fluctuations have a number of observable consequences in microscopic physics for example in atomic physics the Van der Waals force between atoms in vacuum.

Vacuum fluctuations also have observable mechanical effects in macroscopic physics and the archetype of these effects is the Casimir force between two mirrors at rest in vacuum. This force was predicted by H. Casimir in 1948 Casimir48  and soon observed in different experiments which confirmed its existence Sparnaay89 ; Milonni94 ; Mostepanenko97 ; LamoreauxResource99 . Recent experiments have reached a good precision, in the % range, which makes possible an accurate comparison between theoretical predictions and experimental observations Bordag01 ; Lambrecht02 .

Such a comparison is important for at least two reasons. On one hand, the Casimir force is a mechanical consequence of vacuum fluctuations which raise a serious challenge at the frontier of quantum theory with the physics of gravitation; it is therefore important to test this prediction with the greatest care and accuracy. On the other hand, several experiments are searching for hypothetical new forces predicted by the models of unification of fundamental forces and the main target of these experiments is now the distance range between the nanometer and millimeter; in this distance range, the Casimir force is the dominant interaction between neutral objects so that these experiments are essentially limited by the accuracy in the knowledge of the Casimir force. References on these topics as well as further discussions of the motivations for studying the Casimir force may be found in Reynaud01 ; Genet03 .

Casimir considered an ideal configuration with two perfectly reflecting mirrors in vacuum. But the experiments are performed with real reflectors, for example metallic mirrors which show perfect reflection only at frequencies below the plasma frequency characterizing the metal. Accounting for imperfect reflection and its frequency dependence is thus essential for obtaining a reliable theoretical expectation of the Casimir force in a real situation. This is also true for other corrections to the ideal Casimir formula associated with the experimental configuration: experiments are performed at room temperature, with the effect of thermal fluctuations superimposed to that of vacuum fluctuations; in most experiments, the force is measured between a plane and a sphere, and not between two parallel planes; also, the surface state of the plates, in particular their roughness, should affect the force. Here, we will focus our attention on the evaluation of the Casimir force between two plane mirrors with arbitrary frequency dependent reflection amplitudes and ignore the other corrections associated with the effect of a non zero temperature or a non plane geometry.

The consideration of real mirrors is important not only for the analysis of experiments but also from a conceptual point of view. Real mirrors are certainly transparent at the limit of high frequencies and this allows one to dispose of the divergences associated with the infiniteness of vacuum energy. This point was already alluded to in Casimir’s papers and an important step in this direction was the Lifshitz theory of the Casimir force between two dielectric bulks Lifshitz56 ; Schwinger78 . Here we will use the general expression of the Casimir force obtained for two plane mirrors characterized by arbitrary frequency dependent reflection amplitudes Jaekel91 . This expression is directly associated with an interpretation of the force as resulting from the radiation pressure exerted by vacuum fluctuations upon the two mirrors which form a Fabry-Perot cavity. The balance between repulsive and attractive contributions associated with resonant and antiresonant frequencies gives the net Casimir force. This method always leads to a finite result as a consequence of the causality properties and high-frequency transparency obeyed by any real mirror. In other words, the properties of real mirrors are sufficient to obtain a regular expression of the Casimir force, in spite of the infiniteness of vacuum energy.

In the next section, we will first recall this general expression of the Casimir force between real mirrors and briefly discuss its application to theory-experiment comparison. We will then focus our attention on the simplest model of metallic mirrors, namely bulk mirrors with the optical response of metals described by the plasma model. This model is not sufficient for an accurate evaluation of the Casimir force but its simplicity allows one to discuss qualitatively a lot of interesting physical features. In particular, we will discuss the analogies and differences between the results obtained with this model for the Casimir force between macroscopic mirrors and for the Casimir-Polder force between two atoms in vacuum. In both cases, simple power laws are obtained at the limits of long and short distances. The indices of these power laws are different in the two cases but the crossovers between short and long-distance laws present profound analogies. Let us briefly mention the convention we usually use to name the different interaction ranges (there is no overall accepted denomination yet). While we name the long range interaction between atoms usually Casimir-Polder force, as Casimir and Polder were the first to derive the correct expression in the retarded intercation limit, we call the short distance limit of the interaction between atomic bodies the van der Waals or London interaction, after the two physicists the first of whom predicted phenomenologically while the second derived quantum mechanically the correct interaction law.

Furthermore, we will show that the Casimir force at short distances can be understood as the London interaction between the elementary excitations of both scatterers, that is the surface plasmons of the two bulk mirrors. These surface plasmons are oscillating electromagnetic fields, strongly localized at the surface of a metal (evanescent waves) and associated with the collective motion of electrons.

Before entering this discussion, we may emphasize that the existence of vacuum fluctuations alters the physical conception of empty space : in contrast to classical physics, quantum theory forces us to consider vacuum as permanently filled by field fluctuations having observable effects. Van der Waals and Casimir forces are nothing but the effects of vacuum radiation pressure on microscopic or macroscopic objects at rest. Vacuum radiation pressure also induces dynamical effects for objects moving in vacuum and these effects are directly connected to the problem of relativity of motion. Discussions of these dynamical effects and references may be found in Lambrecht03 .

## II Casimir force between real mirrors

We now come to a more precise discussion of the Casimir force. Casimir calculated this force in a geometrical configuration where two plane mirrors are placed a distance $`L`$ apart from each other, parallel to each other, the area $`A`$ of the mirrors being much larger than the squared distance $`\left(AL^2\right)`$. Considering the ideal case of perfectly reflecting mirrors Casimir obtained the following expression for the force

$$F_{\mathrm{Cas}}=\frac{\mathrm{}c\pi ^2A}{240L^4}$$
(1)
We have chosen the sign convention found in most papers on Casimir force with a positive value of $`F_{\mathrm{Cas}}`$ corresponding to an attraction, that is also a negative pressure.

This ideal Casimir formula only depends on geometrical quantities $`A`$ and $`L`$ and on two fundamental constants, the speed of light $`c`$ and Planck constant $`\mathrm{}`$. This remarkable universal feature corresponds to the fact that the optical response of perfect mirrors is saturated : mirrors cannot reflect more than 100 % of the incoming light, whatever their atomic constitution may be. This makes an important difference between ideal Casimir forces and the Van der Waals forces, discussed below, which depend on atomic polarizabilities. Now experiments are performed with metallic mirrors which do not reflect all field frequencies perfectly. This has certainly to be taken into account in the comparison between theoretical estimations and experimental measurements. This also entails that the Casimir force between real mirrors depends on the atomic structure constants which determine the optical properties of the latter.

Imperfectly reflecting mirrors will be described by scattering amplitudes which depend on the frequency, wavevector and polarization while obeying general properties of stability, high-frequency transparency and causality. The two mirrors form a Fabry-Perot cavity with the consequences well-known in classical or quantum optics : the energy density of the intracavity field is increased for the resonant frequency components whereas it is decreased for the non resonant ones. The Casimir force is but the result of the balance between the radiation pressure of the resonant and non resonant modes which push the mirrors respectively towards the outer and inner sides of the cavity Jaekel91 . This balance includes not only the contributions of ordinary waves propagating freely outside the cavity but also that of evanescent waves. These two sectors of ordinary and evanescent waves are directly connected by analyticity properties of the scattering amplitudes (see a more precise discussion below).

The Casimir force may then be written as an integral over frequencies $`\omega `$, transverse wavevectors $`𝐤`$ and a sum over polarizations $`p`$ of the vacuum field modes. Due to the analycity properties, the integral may be written also over imaginary frequencies $`\omega =i\xi `$ (with $`\xi `$ real)

$`F=\mathrm{}A{\displaystyle \underset{p}{}}{\displaystyle \frac{\mathrm{d}^2𝐤}{4\pi ^2}_0^{\mathrm{}}\frac{\mathrm{d}\xi }{2\pi }2\kappa \frac{\rho _𝐤^p\left[i\xi \right]}{1\rho _𝐤^p\left[i\xi \right]}}`$ (2)
$`\rho _𝐤^p\left[i\xi \right]`$ $`=`$ $`r_{𝐤,1}^p\left[i\xi \right]r_{𝐤,2}^p\left[i\xi \right]e^{2\kappa L},\kappa =\sqrt{𝐤^2+{\displaystyle \frac{\xi ^2}{c^2}}}`$
In this expression, $`\rho `$ represents the multiplication factor for the field after a round trip in the cavity : it is the product of the reflection amplitudes $`r_1`$ and $`r_2`$ of the two mirrors and of an exponential phase factor. The fraction $`\frac{\rho }{1\rho }`$ is the sum of similar factors over the number of round trips inside the Fabry-Perot cavity

$`{\displaystyle \frac{\rho }{1\rho }}`$ $`=`$ $`\rho +\rho ^2+\rho ^3+\mathrm{}`$ (3)
In other words, $`\rho `$ is the ‘open loop function’ associated with the cavity while $`\frac{\rho }{1\rho }`$ is the ‘closed loop function’ taking into account the feedback; all these quantities are evaluated at imaginary frequencies through an analytical prolongation from their values at real frequencies.

Expression (2) holds for dissipative mirrors as well as for non dissipative ones Genet02 . It is regular for any frequency dependence of the reflection amplitudes obeying natural physical conditions : causality of the amplitudes and high-frequency transparency for each mirror, stability of the closed loop function associated with the Fabry-Perot cavity. Expression (2) tends towards the ideal Casimir formula (1) as soon as the mirrors are nearly perfect for the modes contributing to the integral. Incidentally, these results show that the Casimir force between two plane mirrors can be evaluated without any renormalization technique : as guessed by Casimir in his original paper, the properties of real mirrors themselves are sufficient to enforce regularity of the Casimir force.

The condition under which the ideal Casimir result is approached will be specified below for bulk mirrors described by the plasma model. More generally, the reduction of the Casimir force (2) with respect to the ideal formula (1) due to the imperfect reflection of mirrors is described by a factor

$$\eta _\mathrm{F}=\frac{F}{F_{\mathrm{Cas}}}$$
(4)
We may proceed analogously for discussing the Casimir energy between real mirrors, evaluated by integrating the force

$$E=_L^{\mathrm{}}F\left(L^{}\right)dL^{}$$
(5)
For the energy, we use the standard convention of thermodynamics, with a negative value corresponding to a binding energy 111 This convention is opposite to that used in our papers quoted in the list of references but it is better adapted to the forthcoming discussions.. The force (1) between perfect mirrors is thus translated to

$$E_{\mathrm{Cas}}=\frac{\mathrm{}c\pi ^2A}{720L^3}$$
(6)
Meanwhile, the force (2) between real mirrors corresponds to the energy

$$E=A\underset{p}{}\frac{\mathrm{d}^2𝐤}{4\pi ^2}_0^{\mathrm{}}\frac{\mathrm{d}\xi }{2\pi }\mathrm{}\mathrm{log}\left(1\rho _𝐤^p\left[i\xi \right]\right)$$
(7)
This energy has its absolute value reduced by the effect of imperfect reflection and the reduction is conveniently described by a factor

$$\eta _\mathrm{E}=\frac{E}{E_{\mathrm{Cas}}}$$
(8)
This factor plays an important role in the discussion of the most precise recent experiments.

In these experiments, the force has been measured between a sphere and a plane and not between two plane parallel mirrors. The Casimir force in this geometry is estimated from the proximity force approximation Deriagin68  which amounts to integrate the contributions of the various inter-plate distances as if they were independent. Although the accuracy of this approximation remains to be mastered, it is usually thought to give a reliable approximation. The force in the sphere-plane geometry is then given by the radius $`R`$ of the sphere and by the Casimir energy as evaluated in the plane-plane configuration for the distance $`L`$ of closest approach

$`F_{\mathrm{sphere}\mathrm{plane}}`$ $`=`$ $`{\displaystyle \frac{2\pi R}{A}}\left|E_{\mathrm{plane}\mathrm{plane}}\right|`$ (9)
Using the results (6-8) obtained in the plane-plane geometry, one finally obtains the Casimir force in the sphere-plane geometry

$`F_{\mathrm{sphere}\mathrm{plane}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}c\pi ^3R}{360L^3}}\eta _\mathrm{E}`$ (10)
This theoretical expression is used for comparison with recent precise measurements of the force Bordag01 . It accounts for the effects of imperfect reflection and plane-sphere geometry which have a significant impact on the value of the Casimir force. This is not the case for the effects of thermal fluctuations and surface roughness which only have a marginal influence ($`<1\%`$) in the same experiments. As a consequence, the good agreement ($`1\%`$) obtained in the theory-experiment comparison can be considered as a confirmation of the existence and properties of the Casimir force as well as a test of the corrections associated with imperfect reflection and plane-sphere geometry.

We want to emphasize that a precise description of the optical response of the mirrors is necessary to reach an accurate evaluation of the effect of imperfect reflection. If an accuracy of the order of 1% is aimed at, this description should take into account the knowledge of optical data of the metals on a wide frequency range Lambrecht00 . In particular, the plasma model is not sufficient for such an accurate evaluation. As announced in the Introduction however, we will use this simple model in the following to get interesting results about the comparison of Casimir and Casimir-Polder forces.

## III Reflection on bulk mirrors described by the plasma model

For bulk mirrors, the reflection amplitudes are simply given by the Fresnel laws corresponding to the vacuum/metal interface with different expressions for the two polarizations TE and TM

$`r^{\mathrm{TE}}={\displaystyle \frac{\kappa \kappa _\mathrm{m}}{\kappa +\kappa _\mathrm{m}}},r^{\mathrm{TM}}={\displaystyle \frac{\kappa _\mathrm{m}\epsilon _\mathrm{m}\kappa }{\kappa _\mathrm{m}+\epsilon _\mathrm{m}\kappa }}`$
$`\kappa _\mathrm{m}=\sqrt{𝐤^2+\epsilon _\mathrm{m}{\displaystyle \frac{\xi ^2}{c^2}}},\kappa =\sqrt{𝐤^2+{\displaystyle \frac{\xi ^2}{c^2}}}`$ (11)
$`\epsilon _\mathrm{m}`$ is the dielectric function of the metal given by the plasma model

$$\epsilon _\mathrm{m}\left[i\xi \right]=1+\frac{\omega _\mathrm{P}^2}{\xi ^2},\lambda _\mathrm{P}=\frac{2\pi c}{\omega _\mathrm{P}}$$
(12)
with $`\omega _\mathrm{P}`$ the plasma frequency and $`\lambda _\mathrm{P}`$ the plasma wavelength; $`\kappa `$ is the quantity already defined in (2); $`\kappa _\mathrm{m}`$ is the expression defined analogously in the metal with the dielectric function $`\epsilon _\mathrm{m}`$.

These expressions are well known but their analyticity properties deserve a special attention in the context of the present discussion. Causality entails that the reflection amplitudes are analytical functions of the frequency in the ‘physical domain’ defined in the complex plane by a positive real part for $`\xi `$ Landau

$$\omega i\xi ,\mathrm{}\xi >0$$
(13)
Analyticity has to be understood with $`𝐤`$ and $`p`$ fixed, the branch of the square roots being taken so that

$$\mathrm{}\kappa _\mathrm{m}>0,\mathrm{}\kappa >0$$
(14)
The sectors of ordinary and evanescent waves lie on the boundary of this domain : they indeed correspond to real frequencies $`\omega `$, that is also to purely imaginary values for $`\xi `$. They are distinguished by the values of $`\kappa `$ which are purely imaginary for ordinary waves ($`\omega c\left|𝐤\right|`$), but real for evanescent waves ($`\omega <c\left|𝐤\right|`$). In the latter case, $`\kappa `$ is just the inverse of the penetration length in vacuum of waves coming from the refracting medium.

As already alluded to, analyticity also connects these two sectors to the sector of imaginary frequencies ($`\xi `$ real). Precisely, expressions of the reflection amplitudes or of the loop functions in this sector are obtained from similar expressions written for real frequencies through an analytical continuation. This property was in fact used to write the force (2) and energy (7) as integrals over imaginary frequencies Genet02 . Note in particular that the exponential factor $`\mathrm{exp}\left(2\kappa L\right)`$ appearing in the loop function $`\rho `$ describes the frustration of total reflection on each vacuum/metal interface due to the evanescent propagation of the field through the length $`L`$ of the cavity. This explains why the radiation pressure of vacuum modes is not identical on the internal and external sides of each mirror and, therefore, why the Casimir force has finally a non null value.

It is also worth discussing in more details the modulus of the reflection amplitude which is expected to be smaller than unity as a consequence of unitarity of the scattering on a mirror

$$\left|r\right|1$$
(15)
This property is certainly true in the sector of ordinary waves where it is effectively a direct consequence of unitarity, for lossy as well as lossless mirrors Genet02 . It is easily seen (11) that it is also true in the sector of imaginary frequencies where $`\kappa `$, $`\kappa _\mathrm{m}`$ and $`\epsilon _\mathrm{m}`$ are real and positive. But the case of evanescent waves requires a closer examination and the result of this examination depends on the polarization.

For TE waves, it follows from (14) that (15) holds also in the evanescent sector. It is then a consequence of the Phragmén-Lindelöf theorem Phragmen  that (15) is true on the whole physical domain (13). Then the open loop function $`\rho `$ also has its modulus smaller than unity in this domain which ensures stability of the closed loop gain $`\frac{\rho }{1\rho }`$. This stability means that neither the mirrors forming the cavity nor the vacuum fields enclosed in this cavity have the ability to sustain the oscillation which would be associated with a pole of $`\frac{\rho }{1\rho }`$ in the physical domain Lambrecht97 . For TM waves, this stability property is also true and no self-sustained oscillation of the Fabry-Perot cavity occurs. However, (15) does not hold in the evanescent sector since the reflection amplitudes reach large values corresponding to the existence of surface plasmon resonances (see a more precise discussion below). This means that the closed loop amplitude is still stable although the open loop amplitude has a modulus larger than unity. In more mathematical terms, the oscillation condition $`\rho =1`$, which corresponds to a pole of the closed loop function $`\frac{\rho }{1\rho }`$, is never met in the physical domain (13) although $`\left|\rho \right|`$ may exceed unity in this domain.

This discussion can be made more precise for bulk mirrors described by the plasma model. To this aim, we first consider reflection of TM waves on one such mirror. The corresponding reflection amplitude $`r^{\mathrm{TM}}`$ given by (11) is seen to diverge when $`\kappa _\mathrm{m}+\epsilon _\mathrm{m}\kappa =0`$, which defines the surface plasmon resonance condition Barton79 . With the plasma model, this condition can be solved as an expression for the frequency in terms of the transverse wavevector 222 Note that the condition $`\kappa _\mathrm{m}\epsilon _\mathrm{m}\kappa =0`$, differing by a mere sign, corresponds to a vanishing reflection amplitude and defines the Brewster frequency with the following expression $`\omega _{\mathrm{Brewster}}^2=\frac{\omega _\mathrm{P}^2+2c^2𝐤^2+\sqrt{\omega _\mathrm{P}^4+4c^4𝐤^4}}{2}`$.

$$\omega _{\mathrm{plasmon}}^2=\frac{\omega _\mathrm{P}^2+2c^2𝐤^2\sqrt{\omega _\mathrm{P}^4+4c^4𝐤^4}}{2}$$
(16)
The surface plasmon frequency $`\omega _{\mathrm{plasmon}}`$ is real and lies on the boundary $`\mathrm{}\xi =0`$ of the physical domain (13). When dissipation is taken into account, for example by considering the Drude model instead of the plasma model, the pole of the closed loop amplitude is pushed from this boundary $`\mathrm{}\xi =0`$ into the unphysical domain $`\mathrm{}\xi <0`$. It follows that the divergence encountered with the plasma model is transformed into a resonance. In the vicinity of this resonance, the modulus $`\left|r^{\mathrm{TM}}\right|`$ of the reflection amplitude exceeds unity but the closed loop function remains stable since its pole lies outside the physical domain.

When two mirrors are considered, their surface plasmons are coupled by evanescent propagation through the cavity so that their frequencies are displaced. Their displacement can be seen as responsible for the interaction between the two mirrors VanKampen68 ; Schram73 . This approach will be discussed in more detail below since it leads to an interesting interpretation of the Casimir force at short distances.

## IV Power laws in the limits of long and short distances

Using the simple mirror model of the preceding section, we now discuss the relation between the effect of imperfect reflection and the explored distance range. The evaluation of the reduction factor (4) for bulk mirrors described by the plasma model has been presented in Lambrecht00 ; Genet00 . In this simple case, the reduced force $`\eta _\mathrm{F}`$ is a function of a single parameter, namely the reduced distance $`\frac{L}{\lambda _\mathrm{P}}`$. We draw this function on Figure 1.

We first note that the factor $`\eta _\mathrm{F}`$ gets close to unity at large distances

$`L\lambda _\mathrm{P},\eta _\mathrm{F}1`$
$`F{\displaystyle \frac{\mathrm{}cA\pi ^2}{240L^4}}`$ (17)
This corresponds to a well known interpretation : large distances $`L\lambda _\mathrm{P}`$ correspond to low frequencies $`\omega \omega _\mathrm{P}`$ for which metallic mirrors described by the plasma model are nearly perfect reflectors; this is why the ideal Casimir formula (1) is a very good approximation of the real force (2) in this limit.

Otherwise, the factor $`\eta _\mathrm{F}`$ is smaller than unity and describes the reduction of the force due to the imperfect reflection of the metallic mirror at high frequencies. In the limiting case of distances small with respect to the plasma wavelength, the reduction becomes quite significant since the factor $`\eta _\mathrm{F}`$ varies linearly with the small factor $`\frac{L}{\lambda _\mathrm{P}}`$

$`L\lambda _\mathrm{P},\eta _\mathrm{F}\alpha {\displaystyle \frac{L}{\lambda _\mathrm{P}}}`$
$`F\alpha {\displaystyle \frac{\mathrm{}cA\pi ^2}{240\lambda _\mathrm{P}L^3}}`$ (18)
The dimensionless constant $`\alpha `$ was evaluated numerically in Lambrecht00 ; Genet00  and it will be given a more detailed interpretation in the following.

At this point, it is worth comparing the variation with distance of the Casimir force with that of the Van der Waals force between two atoms in vacuum. Casimir and Polder CasimirP48  indeed showed that the latter force obeys power laws in the two limits of short and long distances, with the exponent being changed by one unit when going from one limit to the other and the crossover taking place when the interatomic distance $`L`$ crosses the typical atomic wavelength $`\lambda _\mathrm{A}`$. The same behaviours are also observed for the Casimir force between two metallic mirrors with the plasma wavelength $`\lambda _\mathrm{P}`$ playing the role of $`\lambda _\mathrm{A}`$.

Since this comparison allows one to get interesting insight on the Casimir force, we briefly recall the results known for the Casimir-Polder force in the next section and then discuss the analogies and differences between both cases.

## V Reminders : the Casimir-Polder force between two atoms

In the present section we remind a few interesting results about the Van der Waals force between two atoms. We first rewrite the general expression obtained by Casimir and Polder CasimirP48  as an interaction energy PowerT93

$`E_{\mathrm{CP}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}c}{\pi L^2}}{\displaystyle _0^{\mathrm{}}}d\kappa \alpha _\mathrm{A}^2\left[ic\kappa \right]`$ (19)
$`\times `$ $`\left(\kappa ^4+{\displaystyle \frac{2\kappa ^3}{L}}+{\displaystyle \frac{5\kappa ^2}{L^2}}+{\displaystyle \frac{6\kappa }{L^3}}+{\displaystyle \frac{3}{L^4}}\right)e^{2\kappa L}`$
$`\alpha _\mathrm{A}\left[ic\kappa \right]={\displaystyle \underset{n>0}{}}{\displaystyle \frac{E_nA_n}{E_n^2+\mathrm{}^2c^2\kappa ^2}}`$
The interaction energy is an integral over imaginary frequencies $`\omega =ic\kappa `$, $`L`$ is the distance between the two atoms and $`\alpha _\mathrm{A}`$ represents the frequency dependent polarizability of the atoms 333 Expression (19) is written for two identical atoms; otherwise, $`\alpha _\mathrm{A}^2`$ should be replaced by the product of the polarizabilities of the two atoms.. The polarizability is written here in the dissipation free approximation and it depends on the energy $`E_n`$ of the $`n`$th atomic state measured with respect to the ground state and on a coefficient $`A_n`$ proportional to the square modulus of the dipole matrix element associated with the transition. In the sequel of the paper, we discuss the profound analogies as well as a few significant differences appearing in the comparison of expression (19) and (7).

We want first to stress a fundamental analogy related to the very significance of long-range interactions such as Casimir-Polder or Casimir effects. Feinberg and Sucher FeinbergS70  have written a still more general expression of the Casimir-Polder energy with magnetic polarizabilities taken into account besides the electric polarizabilities which appear in (19). Since magnetic terms are smaller than electric ones, we ignore them here but however refer to their paper for a very general discussion of long-range interactions which decrease as power laws of the distance. This makes an important difference with molecular interactions which decrease as exponential laws and, for this reason, dominate at typical atomic distances. An interesting fact is that long range interactions, in contrast to molecular interactions, may be deduced from the scattering amplitudes evaluated for the two scatterers separately. In more formal words, the two-centers scattering amplitudes may be written in terms of the one-center scattering amplitudes evaluated on shell for the photons and of free field propagation factors. For example, the Casimir-Polder energy (19) between atoms is written in terms of the polarizabilities $`\alpha _\mathrm{A}`$ while the Casimir energy (7) between mirrors is written in terms of the reflection amplitudes $`r`$. In both cases, free field propagation between the two centers is described by the exponential factor $`\mathrm{exp}\left(2\kappa L\right)`$ where $`2\kappa `$ is the momentum transfered on each scattering. In both cases too, the interaction energy can be written equivalently as an integral over real or imaginary frequencies, the equivalence being a consequence of causality properties.

These fundamental analogies should be appreciated in contrast with some significant differences. In particular, the atoms are point-like scatterers well coupled to the spherical waves centered on them whereas mirrors are plane scatterers which fit the definition of plane waves. Hence, the expression (7) of the Casimir force shows explicitly the summation over transverse wavevectors $`𝐤`$ and polarizations $`p`$ while the field propagation directions and polarizations have been traced over in expression (19) of the Casimir-Polder energy. It also follows from the point-like character of atoms that their mutual coupling through the field is less efficient than for mirrors. In other words, the two atoms form a poor-finesse cavity so that the higher order interferences terms, which play an important role in the Fabry-Perot cavity, can be disregarded in the two-atoms problem. This difference is made explicit by expanding the logarithm in (7) as

$`\mathrm{log}\left(1\rho \right)`$ $`=`$ $`\left(\rho +{\displaystyle \frac{\rho ^2}{2}}+{\displaystyle \frac{\rho ^3}{3}}+\mathrm{}\right)`$ (20)
The lowest-order term in this expansion varies as $`e^{2\kappa L}`$ with distance and thus corresponds to the term present in (19). In contrast, the higher-order terms appearing in (20) and, therefore, in (7) are not accounted for in the perturbative expression (19).

We now go one step further in the discussion of (19) by considering the large and short distance limits. In the large distance limit where $`L`$ is greater than the wavelengths of the various atomic transitions, retardation effect plays a dominant role. This means that the exponential factor $`e^{2\kappa L}`$ restricts significant contributions to the integral (19) to low values of $`\kappa `$ for which the polarizability remains nearly equal to its static value $`\alpha _\mathrm{A}\left[0\right]`$. Hence, the interaction energy is obtained by evaluating a universal integral

$`E_{\mathrm{CP}}={\displaystyle \frac{23}{4}}{\displaystyle \frac{\mathrm{}c}{\pi L^7}}\alpha _\mathrm{A}^2\left[0\right],L\lambda _\mathrm{A}`$ (21)
$`{\displaystyle \frac{23}{4}}{\displaystyle _0^{\mathrm{}}}du\left(u^4+2u^3+5u^2+6u+3\right)e^{2u}`$
This result bears some similarity with the Casimir energy evaluated at large distances which depends only on the static value $`r\left[0\right]`$ of reflection amplitudes. In the Casimir case, this value goes to unity and then completely disappears from the ideal Casimir formula (6). In the Casimir-Polder case in contrast, $`\alpha _\mathrm{A}\left[0\right]`$ determines the global magnitude of the interaction energy. The difference between the two power laws can be attributed to dimensional arguments with $`\alpha _\mathrm{A}`$ having the dimension of a volume.

We then consider the short distance limit $`L\lambda _\mathrm{A}`$ where the retardation effect is negligible. This means that the exponential factor may be discarded and also entails that the last term in the parenthesis appearing in (19) dominates the other ones. The interaction energy then scales as $`\frac{1}{L^6}`$, a result well known for the Van der Waals interaction calculated by London with retardation effects ignored London30

$$E_{\mathrm{CP}}=\frac{3\mathrm{}c}{\pi L^6}_0^{\mathrm{}}\mathrm{d}\kappa \alpha _\mathrm{A}^2\left[ic\kappa \right],L\lambda _\mathrm{A}$$
(22)
Using the expression of the frequency-dependent polarizability (see 19) and the integral

$`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{a}{a^2+x^2}}{\displaystyle \frac{b}{b^2+x^2}}dx={\displaystyle \frac{\pi }{2}}{\displaystyle \frac{1}{a+b}}`$
$`a,b>0`$ (23)
one rewrites the London expression as

$$E_{\mathrm{CP}}=\frac{3}{2L^6}\underset{n,n^{}>0}{}\frac{A_nA_n^{}}{E_n+E_n^{}},L\lambda _\mathrm{A}$$
(24)
At this point we may stress that the change of exponent in the power laws is effectively similar in the Casimir and Casimir-Polder cases : the Casimir energy scales as $`\frac{1}{L^3}`$ at large distances and $`\frac{1}{L^2\lambda _\mathrm{P}}`$ at short distances while the Casimir-Polder energy scales as $`\frac{1}{L^7}`$ at large distances and $`\frac{1}{L^6\lambda _\mathrm{A}}`$ at short distances. Keeping in mind that the global change of exponents is explained by dimensional arguments, the change of exponent at the crossover is effectively the same. In order to stress this point, we could introduce a $`\eta `$ factor in the Casimir-Polder case as the ratio of the general expression (19) to the long-distance expression (21)

$`\eta _\mathrm{E}^{\mathrm{CP}}`$ $`=`$ $`{\displaystyle \frac{4}{23}}{\displaystyle _0^{\mathrm{}}}dK{\displaystyle \frac{\alpha _\mathrm{A}^2\left[ic\kappa \right]}{\alpha _\mathrm{A}^2\left[0\right]}}`$
$`\times `$ $`\left(K^4+2K^3+5K^2+6K+3\right)e^{2K}`$
$`K`$ $``$ $`\kappa L`$ (25)
This factor goes to unity at large distances and varies linearly with $`L\lambda _\mathrm{A}`$ at short distances; it thus varies roughly as the $`\eta `$ factor defined above for the Casimir problem.

In the next section, we show that this analogy may be pushed one step further, allowing one to give an interesting interpretation of the Casimir force at short distances as resulting from the London (non retarded) interaction between the elementary excitations in the two scatterers, that is the surface plasmons which live at the interface between each bulk mirror and vacuum Barton02 .

## VI London interaction between surface plasmons

In this last section, we study the Casimir energy between metallic plates described by the plasma model at the limit of short distances $`L\lambda _\mathrm{P}`$.

To this aim, we first show that its expression (7) can be greatly simplified at this limit. Indeed, values of $`\kappa `$ contributing significantly to the integral correspond to $`\kappa L`$ of the order of unity : large values have their contribution suppressed by the exponential factor $`\mathrm{exp}\left(2\kappa L\right)`$ while small values correspond to a small measure in the integration over transverse wavevector. Since $`L\lambda _\mathrm{P}`$, this condition also means that $`\kappa \lambda _\mathrm{P}1`$. Meanwhile, a non vanishing value of $`r`$ implies $`\xi \omega _\mathrm{P}`$, that is also $`\frac{\xi }{c}\lambda _\mathrm{P}1`$. In these conditions, $`\kappa `$ and $`\kappa _\mathrm{m}`$ are both approximately equal to $`\left|𝐤\right|`$, the TE reflection amplitude is negligible whereas the TM reflection amplitude takes a simple Lorentzian form

$$r^{\mathrm{TM}}\frac{\omega _\mathrm{S}^2}{\omega ^2\omega _\mathrm{S}^2},\omega _\mathrm{S}^2\frac{\omega _\mathrm{P}^2}{2}$$
(26)
The frequency $`\omega _\mathrm{S}`$ is the constant value of the surface plasmon frequency $`\omega _{\mathrm{plasmon}}`$ obtained by putting the condition $`\left|𝐤\right|\lambda _\mathrm{P}1`$ in (16).

For a cavity made with two identical mirrors, the open loop function then takes the simple form

$$\rho ^{\mathrm{TM}}=\left(\frac{\omega _\mathrm{S}^2}{\omega ^2\omega _\mathrm{S}^2}\right)^2e^{2\left|𝐤\right|L}$$
(27)
The poles of the closed loop function, given by the condition $`\rho ^{\mathrm{TM}}=1`$, therefore correspond to the frequencies

$$\omega _{\mathrm{S}\pm }=\omega _\mathrm{S}\sqrt{1\pm e^{\left|𝐤\right|L}}$$
(28)
This expression shows how the surface plasmons corresponding to the two mirrors are displaced from their original frequencies $`\omega _\mathrm{S}`$ due to their coupling through the cavity. It also provides an interesting interpretation of the Casimir interaction energy which can be written from (27) as

$`E`$ $`=`$ $`A{\displaystyle \frac{\mathrm{d}^2𝐤}{4\pi ^2}\left(\frac{\mathrm{}\omega _{\mathrm{S}+}}{2}+\frac{\mathrm{}\omega _\mathrm{S}}{2}2\frac{\mathrm{}\omega _\mathrm{S}}{2}\right)}`$ (29)
The Casimir energy is nothing but the result of the shift of zero-point energies of the surface plasmons due to their coupling through the cavity field Barton02 . This result has been obtained with retardation effects neglected : this follows from the assumptions used in the derivation and is also apparent in the fact that the exponential factors depend on the transverse wavevectors but not on the frequencies of the field.

We now conclude by giving an analytical form of this London-like expression of the Casimir energy at short distances. We come back to equation (7) that we expand with the help of (20). We ignore the vanishing TE contribution and obtain

$`E=\mathrm{}A{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{d}^2𝐤}{4\pi ^2}\frac{e^{2n\left|𝐤\right|L}}{n}I_n}`$
$`I_n={\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\xi }{2\pi }}\left(r^{\mathrm{TM}}\left[i\xi \right]\right)^{2n}={\displaystyle \frac{\omega _\mathrm{S}}{4}}{\displaystyle \frac{\left(4n3\right)!!}{\left(4n2\right)!!}}`$
$`{\displaystyle \frac{\left(4n3\right)!!}{\left(4n2\right)!!}}{\displaystyle \frac{\mathrm{1.3.5}\mathrm{}\left(4n3\right)}{\mathrm{2.4.6}\mathrm{}\left(4n2\right)}}`$ (30)
Collecting these results finally leads to the Casimir energy at short distances

$$E\frac{\mathrm{}cA}{16\sqrt{2}L^2\lambda _\mathrm{P}}\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n^3}\frac{\left(4n3\right)!!}{\left(4n2\right)!!}$$
(31)
This result may be equivalently expressed in terms of the Casimir force or of the force reduction factor (18) with now a formal expression for the numerical coefficient $`\alpha `$

$`\alpha `$ $`=`$ $`{\displaystyle \frac{30}{\sqrt{2}\pi ^2}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n^3}}{\displaystyle \frac{\left(4n3\right)!!}{\left(4n2\right)!!}}`$ (32)
$`=`$ $`{\displaystyle \frac{15}{\sqrt{2}\pi ^2}}\left(1+{\displaystyle \frac{5}{64}}+{\displaystyle \frac{7}{384}}+\mathrm{}\right)1.193`$
This reproduces the result of Lambrecht00 ; Genet00 . Note that the integral $`I_1`$ corresponding to the lowest order term $`n=1`$ has the same form as the integral (23) used in the calculation of the London expression (22), with the surface plasmon frequency playing the role of an atomic resonance frequency. The other contributions $`n>1`$ represent the effect of higher-order interferences in the Fabry-Perot cavity. It is worth emphasizing that they have the same scaling law versus distance as the lowest order term $`n=1`$ and contribute significantly ($`10\%`$) to the final result.

Acknowledgements : We thank G. Barton and M.-T. Jaekel for stimulating discussions.


text:
# On the Entropy and Letter Frequencies of Ternary Square-Free Words

## 1 Introduction

The interest in the combinatorics of pattern-avoiding , in particular of power-free words, goes back to work of Axel Thue in the early 20th century . The celebrated Prouhet-Thue-Morse sequence, defined by a substitution rule $`aab`$ and $`bba`$ on a two-letter alphabet $`\{a,b\}`$, proves the existence of infinite cube-free words in two letters $`a`$ and $`b`$.

Here, a word of length $`n`$ is a string of $`n`$ letters from a certain alphabet $`\mathrm{\Sigma }`$, an element of the language $`(n)=\mathrm{\Sigma }^n`$ of $`n`$-letter words in $`\mathrm{\Sigma }`$. The union

$$=\underset{n0}{}(n)=\mathrm{\Sigma }^_0$$
(1)
is the language of all words in the alphabet $`\mathrm{\Sigma }`$. It is a monoid, with concatenation of words as operation, and with the empty word $`\lambda `$ of zero length as neutral element . A word $`w`$ is called square-free if $`w=xyyz`$, with words $`x`$, $`y`$ and $`z`$, implies that $`y=\lambda `$ is the empty word, and cube-free words are defined analogously. So square-free words are characterised by the property that they do not contain an adjacent repetition of any subword.

It is easy to see that there are only a few square-free words in two letters, these are the empty word $`\lambda `$, the two letters $`a`$ and $`b`$, the two-letter words $`ab`$ and $`ba`$, and, finally, the three-letter words $`aba`$ and $`bab`$. Appending any letter to those two words inevitably results in a square, either of a single letter, or of one of the square-free two-letter words.

However, there do exist infinite ternary square-free words, i.e., square-free words on a three-letter alphabet. In fact, the number $`s_n`$ of ternary square-free words of length $`n`$ grows exponentially with $`n`$. Denoting set sets of ternary square-free words of length $`n`$ by $`𝒜_n`$, we have

$`𝒜_0`$ $`=`$ $`\{\lambda \},`$
$`𝒜_1`$ $`=`$ $`\{a,b,c\},`$
$`𝒜_2`$ $`=`$ $`\{ab,ac,ba,bc,ca,cb\},`$
$`𝒜_3`$ $`=`$ $`\{aba,abc,aca,acb,bab,bac,bca,bcb,cab,cac,cba,cbc\},`$ (2)
and so on. So $`s_0=1`$, $`s_1=3`$, $`s_2=6`$, $`s_3=12`$, and so on, see  and  where the values of $`s_n`$ for $`n90`$ and $`91n110`$ are tabulated, respectively. In , the sequence $`s_n`$ is listed as A006156 (formerly M2550).

In this article, we consider ternary square-free words . We are interested in the asymptotic growth of the sequence $`s_n`$. We use a series of generating functions for a truncated square-freeness condition and conjecture the presence of a natural boundary at the radius of convergence. We also consider the frequencies of letters in ternary square-free words and derive upper and lower bounds. We prove exponential growth for certain ensembles of ternary square-free words with fixed letter frequencies. We use methods of statistical mechanics  to prove that, subject to a plausible regularity assumption on the free energy of ternary square-free words, the maximal exponential growth occurs for words with equal mean letter frequencies, where we average over all square-free words. Some of our results are based on extensive exact enumerations of square-free ternary words of length $`n110`$  and on constructions of generalised Brinkhuis triples .

## 2 Ternary square-free words

Denote the number of ternary square-free words by $`s_n`$ and the corresponding generating function by $`S(x)`$,

$$S(x)=\underset{n=0}{\overset{\mathrm{}}{}}s_nx^n.$$
(3)
Since the language of ternary square-free words is subword-closed, we conclude that the sequence $`s_n`$ is submultiplicative,

$$s_{n+m}s_ns_m.$$
(4)
A standard argument, compare \[1, Lemma 1\] and \[17, Lemma A.1\], shows that this guarantees that the limit $`𝒮:=lim_n\mathrm{}\frac{1}{n}\mathrm{log}s_n`$, also called the entropy, exists. Bounds for the limit have been obtained in a number of investigations , which give

$$1.1184\mathrm{\hspace{0.33em}110}^{1/42}\mathrm{exp}(𝒮)<\mathrm{\hspace{0.33em}1.30201064},$$
(5)
but the exact value is unknown. The lower bound implies an exponential growth of $`s_n`$ with $`n`$. The behaviour of the subleading corrections to the exponential growth is not understood.

One of the authors computed the numbers $`s_n`$ for $`n110`$ . Assuming an asymptotic growth of the numbers $`s_n`$ of the form

$$s_nAx_c^nn^{\gamma 1}(n\mathrm{}),$$
(6)
we used differential approximants  of first order to get estimates of the critical point $`x_c=\mathrm{exp}(𝒮)`$, the critical exponent $`\gamma `$ and the critical amplitude $`A`$. We obtain

$$A=\mathrm{\hspace{0.33em}12.72}(1),x_c=\mathrm{\hspace{0.33em}0.768189}(1),\gamma =\mathrm{\hspace{0.33em}1.0000}(1),$$
(7)
where the number in the bracket denotes the (estimated) uncertainty in the last digit. The value of $`\gamma `$, also found in , suggests a simple pole as dominant singularity of the generating function at $`x=x_c`$. Numerical analysis indicates the presence of a natural boundary, a topic which we considered further by computing approximating generating functions $`S^{(\mathrm{})}(x)`$, which count the number of words which contain no squares of words of length $`\mathrm{}`$.

## 3 Generating functions

We call a word $`w`$ length-$`\mathrm{}`$ square-free if $`w=xyyz`$, with $`x,z`$ and $`y_{n=0}^{\mathrm{}}(n)`$, implies that $`y`$ is the empty word $`\lambda `$. In other words, $`w`$ does not contain the square of a word of length $`\mathrm{}`$.

Denote the number of ternary length-$`\mathrm{}`$ square-free words of length $`n`$ by $`s_n^{(\mathrm{})}`$. Clearly, $`\mathrm{}^{}>\mathrm{}`$ implies $`s_n^{(\mathrm{}^{})}s_n^{(\mathrm{})}`$, because at least the same number of words are excluded. On the other hand, we have $`s_n^{(\mathrm{}^{})}=s_n^{(\mathrm{})}=s_n`$ for $`n<2\mathrm{}`$. Thus, by considering larger and larger squares $`\mathrm{}`$, we approach the case of square-free words.

We define corresponding generating functions

$$S^{(\mathrm{})}(x)=\underset{n=0}{\overset{\mathrm{}}{}}s_n^{(\mathrm{})}x^n$$
(8)
for the number of ternary length-$`\mathrm{}`$ square-free words. These generating functions are rational functions of the variable $`x`$ which can be calculated explicitly, at least for small values of $`\mathrm{}`$, see  where the computation is explained in detail. The first few generating functions are

$`S^{(0)}(x)`$ $`=`$ $`{\displaystyle \frac{1}{13x}},`$
$`S^{(1)}(x)`$ $`=`$ $`{\displaystyle \frac{1+x}{12x}},`$
$`S^{(2)}(x)`$ $`=`$ $`{\displaystyle \frac{1+2x+2x^2+3x^3}{1xx^2}},`$
$`S^{(3)}(x)`$ $`=`$ $`{\displaystyle \frac{1+3x+6x^2+11x^3+14x^4+20x^5+20x^6+21x^7+12x^8+6x^9(1xx^2x^3x^4)}{1x^3x^4x^5x^6}}.`$
We computed the generating functions $`S^{(\mathrm{})}(x)`$ explicitly for $`\mathrm{}24`$. The functions are available as Mathematica code  at . Note that some generating functions agree; for instance, $`S^{(4)}(x)=S^{(5)}(x)`$. The reason is that, going from $`\mathrm{}=4`$ to $`\mathrm{}=5`$, no “new” squares arise; in other words, all squares of square-free words of length $`5`$ already contain a square of a word of smaller length.

The radius of convergence $`x_c^{(\mathrm{})}x_c`$ of the series defining the generating function $`S^{(\mathrm{})}(x)`$ is determined by a pole in the complex plane located closest to the origin, thus by a zero of the denominator polynomial of smallest modulus. Due to Pringsheim’s theorem \[30, Sec. 7.21\], a real and positive such zero exists. Note that the zeros of the numerator and denominator are mutually exclusive, because the do not contain common polynomial factors.

The values $`x_c^{(\mathrm{})}`$ are given in Table 1, together with the degrees $`d_{\mathrm{num}}`$ and $`d_{\mathrm{den}}`$ of the polynomials in the numerator and in the denominator which both grow with $`\mathrm{}`$. Thus, with growing length $`\mathrm{}`$, the generating functions $`S^{(\mathrm{})}(x)`$ have an increasing number of zeros and poles. The patterns of zeros and poles appear to accumulate in the complex plane close to the unit circle around the origin; and comparing the patterns for increasing $`\mathrm{}`$ one might be tempted to the plausible conjecture that the poles approach the unit circle in the limit as $`\mathrm{}\mathrm{}`$. However, there appear to be some oscillations in the patterns close to the real line, and at present we dot not have any argument why the poles should accumulate on the unit circle.

The values $`x_c^{(\mathrm{})}`$ in Table 1 approach $`x_c`$ from below, so they yield upper bounds on the exponential growth constant $`𝒮=\mathrm{log}(x_c)`$. The upper bound quoted in equation (5) above was given in  on the basis of an estimate for $`x_c^{(23)}`$ obtained via the series expansion of $`S^{(23)}(x)`$. Our value for $`x_c^{(23)}`$, based on the complete evaluation of the generating function $`S^{(23)}(x)`$, is contained in Table 1; it confirms the bound of Noonan and Zeilberger . The value for $`\mathrm{}=24`$ slightly improves the upper bound.

###### Theorem 1.

The entropy $`𝒮`$ of ternary square-free words is bounded as $`𝒮\mathrm{log}(x_c^{(24)})`$, which gives $`\mathrm{exp}(𝒮)<1.30193812<1/x_c^{(24)}`$. ∎

The complete set of poles of the generating function $`S^{(24)}(x)`$ is shown in Fig. 1. The pattern looks very similar for other values of $`\mathrm{}`$. This suggests that, in the limit as $`\mathrm{}`$ becomes infinite, which corresponds to the generating function $`S(x)`$ of ternary square-free words, the poles accumulate close to the unit circle. This corroborates the conjecture that $`S(x)`$ has a natural boundary.

## 4 Square-free words with fixed letter frequencies

We now consider the letter statistics of ternary square-free words. Denote the number of occurrences of the letter $`a`$ in a ternary square-free word $`w_n`$ of finite length $`n`$ by $`a(w_n)`$. Clearly, the frequency of the letter $`a`$ in $`w_n`$ is $`0a(w_n)/n1`$. For an infinite ternary square-free word $`w`$, letter frequencies do not generally exist. Consider sequences $`\{w_n\}`$ of $`n`$-letter subwords containing arbitrarily long words. We define upper and lower frequencies $`f_a^+f_a^{}`$ by $`f_a^+:=sup_{\{w_n\}}lim\; sup_n\mathrm{}a(w_n)/n`$ and $`f_a^{}:=inf_{\{w_n\}}lim\; inf_n\mathrm{}a(w_n)/n`$, where we take the supremum and infimum over all sequences $`\{w_n\}`$. We can also compute these from $`a_n^+=\mathrm{max}_{w_nw}a(w_n)`$ and $`a_n^{}=\mathrm{min}_{w_nw}a(w_n)`$ by $`f_a^\pm =lim_n\mathrm{}a_n^\pm /n`$, as these limits exist. This follows, for instance, from the subadditivity of the sequences $`\{a_n^+\}`$ and $`\{1a_n^{}\}`$. If the infinite word $`w`$ is such that $`f_a^+=f_a^{}=:f_a`$, we call $`f_a`$ the frequency of the letter $`a`$ in $`w`$. In general, $`f_a^+>f_a^{}`$, and letter frequencies do not exist, see also the discussion below.

However, we can derive bounds on the upper and lower letter frequencies $`f_a^+`$ and $`f_a^{}`$. Denote the number of ternary square-free words of length $`n`$ which contain the letter $`a`$ exactly $`k`$ times by $`s_{n,k}`$. Since there are no square-free words of length greater than three in two letters, a ternary square-free word contains no gaps between letters $`a`$ of length greater than three. This implies $`s_{n,k}=0`$ for $`k<n/4`$ or $`k>n/2`$, since the minimal number of letters $`b`$ and $`c`$ is, by the same argument, equal to $`k=n/2`$. By counting the number $`s_{n,k}`$ of ternary square-free words with a given number $`k`$ of letters $`a`$, we can sharpen these bounds. Clearly, for fixed $`k`$, there are numbers $`n_{\mathrm{min}}(k)`$ and $`n_{\mathrm{max}}(k)`$ such that $`s_{n,k}=0`$ for $`n<n_{\mathrm{min}}(k)`$ and $`n>n_{\mathrm{max}}(k)`$. This means that any ternary square-free word of length $`(m+1)n_{\mathrm{max}}(k)n>mn_{\mathrm{max}}(k)`$, for any integer $`m`$, contains at least $`mk+1`$ letters $`a`$, so the frequency of the letter $`a`$ is bounded from below by $`(mk+1)/(mn_{\mathrm{max}}(k)+1)`$, which becomes $`k/n_{\mathrm{max}}(k)`$ as $`m`$ tends to infinity. Similarly, any word of length $`mn_{\mathrm{min}}(k)>n(m1)n_{\mathrm{min}}(k)`$ contains at most $`mk1`$ letters $`a`$. Thus we obtain an upper limit of $`(mk1)/(mn_{\mathrm{min}}(k)1)`$, which becomes $`k/n_{\mathrm{min}}(k)`$ as $`m`$ tends to infinity. We computed $`n_{\mathrm{max}}(k)`$ for $`k31`$ and $`n_{\mathrm{min}}(k)`$ for $`k40`$; the strongest bounds are derived from $`n_{\mathrm{max}}(31)=117`$ and $`n_{\mathrm{min}}(39)=97`$, which yield lower and upper bounds $`31/1170.265`$ and $`39/970.402`$, respectively, for the frequency of a single letter in an infinite ternary square-free word. This gives

###### Theorem 2.

The upper and lower frequencies $`f^\pm `$ of a given letter in an infinite ternary square-free word are bounded by $`0.26531/117f^{}f^+39/970.402`$. ∎

Remark. In fact, there is a recent, stronger result for the lower frequency . The minimum frequency $`f_{\mathrm{min}}^{}`$ is bounded from below and above by

$$0.2746491780/6481f_{\mathrm{min}}^{}64/2330.274678,$$

compare also similar treatments for binary power-free words . The upper bound can be sharpened to $`f^+469/12010.390508`$ .

It is easy to see that the mean letter frequency of any given letter in the set of ternary square-free words is $`1/3`$. This is a consequence of symmetry under permutation of letters. Indeed, the symmetric group $`S_3`$ acts on any square-free word $`w`$ by permutation of the three letters, and the set of square-free words of a given length is a disjoint union of orbits under this action. Each orbit consists of a square-free word and its images under permutation of letters, and each letter has the same mean frequency on this orbit. So, for each orbit, the mean frequency of any given letter is $`1/3`$, thus also for the set of all ternary square free words of any given length, or indeed for the set of all ternary square free words.

We now want to show that there exist ternary square-free words of infinite length with well-defined letter frequencies for the case $`f_a=f_b=f_c=1/3`$ and for some cases where not all letter are equally frequent. In fact, we are going to prove not just that, but that there are exponentially many such words, so the growth rate for words of fixed frequencies, at least for the cases considered below, is positive. This can be done in a similar fashion as the proofs that the number of ternary square-free words grow exponentially . These proofs are based on Brinkhuis triple pairs  and their generalisations . We briefly sketch the argument here, see  for details.

The argument is based on square-free morphisms . Here, we immediately consider the generalised version of . Assume that we have a set of substitution rules

$$a\{\begin{array}{cc}w_a^{(1)}\hfill & \\ w_a^{(2)}\hfill & \\ \mathrm{}\hfill & \\ w_a^{(k)}\hfill & \end{array}b\{\begin{array}{cc}w_b^{(1)}\hfill & \\ w_b^{(2)}\hfill & \\ \mathrm{}\hfill & \\ w_b^{(k)}\hfill & \end{array}c\{\begin{array}{cc}w_c^{(1)}\hfill & \\ w_c^{(2)}\hfill & \\ \mathrm{}\hfill & \\ w_c^{(k)}\hfill & \end{array}$$
(9)
where $`w_a^{(j)}`$, $`w_b^{(j)}`$ and $`w_c^{(j)}`$, $`1jk`$, are ternary square-free words of equal length $`m`$. Starting from any ternary square-free word $`w`$ of length $`n`$, consider the set of all words of length $`mn`$ obtained by substituting each letter, choosing independently one of the $`k`$ words from the lists above. A generalised Brinkhuis triple is defined as a set of substitution rules (9) such that all these words of length $`mn`$ are square-free, for any choice of $`w`$. This immediately implies that the number of square-free words grows at least as $`k^{1/(m1)}`$, see \[12, Lemma 2\]. In the case $`k=1`$, this reduces to a usual substitution rule without any freedom; in this case, it only proves existence of infinite words, not exponential growth of the number of words with length.

In , a special class of generalised Brinkhuis triples was considered, and triples up to length $`m=41`$ with $`k=65`$ were obtained. This was recently improved to $`m=43`$ and $`k=110`$ in , yielding the lower bound of (5).

What about the letter frequencies? In general, the words $`w_a^{(j)}`$ that replace $`a`$ will have different letter frequencies, and in this case it is easy to see that not all the infinite words obtained by repeated substitution will have well-defined letter frequencies. However, we can say something about letter frequencies if we consider generalised Brinkhuis triples where all words $`w_a^{(j)}`$, $`1jk`$, have the same letter frequencies, and analogously for the words $`w_b^{(j)}`$, $`1jk`$, and $`w_c^{(j)}`$, $`1jk`$. In this case, regardless of our choice of words in the substitution process, we obtain words with well-defined letter frequencies, precisely as in the case of a standard substitution rule. Denoting the number of letters $`a`$, $`b`$ and $`c`$ in any of the words $`w_a^{(j)}`$ by $`n_a^a`$, $`n_a^b`$ and $`n_a^c`$, respectively, with $`n_a^a+n_a^b+n_a^c=m`$, and analogously for $`w_b^{(j)}`$ and $`w_c^{(j)}`$, we can summarise the letter-counting for the generalised Brinkhuis triple in a $`3\times 3`$ substitution matrix

$$M=\left(\begin{array}{ccc}n_a^a& n_b^a& n_c^a\\ n_a^b& n_b^b& n_c^b\\ n_a^c& n_b^c& n_c^c\end{array}\right).$$
(10)
In general, all entries of this matrix are positive integers, because there are no square-free words of length $`m>3`$ with only two letters. The (right) Perron-Frobenius eigenvector is thus positive, and its components encode the letter frequencies of the infinite words obtained by repeated application of the substitution rules. The Perron-Frobenius eigenvalue is $`m`$, because $`(1,1,1)`$ is a left eigenvector with eigenvalue $`m`$.

As mentioned previously, the generalised Brinkhuis triples considered in  do not have the property that the letter frequencies of the substitution words coincide. However, if we have a generalised Brinkhuis triple, any subset of substitutions also forms a triple, because all we do is restricting to a subset of words which still are square-free. So by looking at the triples of  and selecting suitable subsets of substitutions, we can use the same arguments to prove exponential growth of words with fixed letter frequencies.

### 4.1 Equal letter frequencies

Let us first consider the case of equal frequencies $`f_a=f_b=f_c=1/3`$. We note that the special Brinkhuis triples of  had the additional property that $`w_b^{(j)}=\sigma (w_a^{(j)})`$ and $`w_c^{(j)}=\sigma ^2(w_a^{(j)})`$, where $`\sigma `$ is the permutation of letters defined by $`\sigma (a)=b`$ and $`\sigma (b)=c`$. If we select a subset of the words replacing $`a`$ such that they have the same numbers of letters $`n_a^a`$, $`n_a^b`$ and $`n_a^c`$, the substitution matrix for the corresponding triple consisting of those words and their images under $`\sigma `$ is

$$M=\left(\begin{array}{ccc}n_a^a& n_a^c& n_a^b\\ n_a^b& n_a^a& n_a^c\\ n_a^c& n_a^b& n_a^a\end{array}\right)$$
(11)
which is symmetric. Hence the right Perron-Frobenius eigenvector is $`(1,1,1)^t`$, and the letter frequencies are given by $`f_a=f_b=f_c=1/3`$.

The simplest example is a Brinkhuis triple with $`m=18`$  (see also ) which explicitly given by

$$\begin{array}{cc}\hfill w_a^{(1)}& =abcacbacabacbcacba,\hfill \\ \hfill w_a^{(2)}& =abcacbcabacabcacba=\overline{w}_a^{(1)},\hfill \end{array}$$
(12)
where $`\overline{w}_a^{(1)}`$ denotes $`w_a^{(1)}`$ read back-to-front, which thus has the same letter numbers $`n_a^a=7`$, $`n_a^b=5`$ and $`n_a^c=6`$. So the number of ternary square-free words with letter frequencies $`f_a=f_b=f_c=1/3`$ grows at least as $`2^{1/17}`$. By looking for the largest subsets of words with equal letter frequencies in the special Brinkhuis triples of , we can improve this bound. For $`m=41`$, we find $`30`$ words $`w_a^{(j)}`$ with letter numbers $`n_a^a=14`$, $`n_a^b=13`$ and $`n_a^c=14`$, yielding a lower bound of $`30^{1/40}1.08875`$ for the exponential of the entropy. One of the two triples for $`m=43`$ of  contains $`39`$ words with $`n_a^a=14`$, $`n_a^b=14`$ and $`n_a^c=15`$. This gives the following result.

###### Lemma 1.

The entropy $`𝒮(\frac{1}{3},\frac{1}{3},\frac{1}{3})`$ of ternary square-free words with letter frequencies $`f_a=f_b=f_c=1/3`$ is bounded from below via $`\mathrm{exp}[𝒮(\frac{1}{3},\frac{1}{3},\frac{1}{3})]39^{1/42}1.09115`$. ∎

Remark. This bound can without doubt be improved, because the triples of  and  where not optimised to contain the largest number of words of equal frequency.

### 4.2 Unequal letter frequencies

What about words with non-equal letter frequencies? The following square-free substitution rule

$$\begin{array}{cc}\hfill a& cacbcabacbab\hfill \\ \hfill b& cabacbcacbab\hfill \\ \hfill c& cbacbcabcbab\hfill \end{array}$$
(13)
already shows that infinite words with unequal letter frequencies exist. In this case, the substitution matrix is

$$M=\left(\begin{array}{ccc}4& 4& 3\\ 4& 4& 5\\ 4& 4& 4\end{array}\right),$$
(14)
and the right Perron-Frobenius eigenvector with eigenvalues $`12`$ is $`(11,13,12)^t`$. Thus this substitution leads to a ternary square-free word with letter frequencies $`f_a=11/36`$, $`f_b=13/36`$ and $`f_c=1/3`$.

Can we show that, for some frequencies, there are exponentially many words? Indeed, for some examples we can find generalised Brinkhuis triples by choosing subsets of those given in . Here, we restrict ourselves to a few examples.

Consider the two generating words

$$\begin{array}{cc}\hfill w_1& =abcbacabacbcabacabcbacbcabcba\text{(}n_a=10\text{}n_b=10\text{}n_c=9\text{)},\hfill \\ \hfill w_2& =abcbacabacbcacbacabcacbcabcba\text{(}n_a=10\text{}n_b=9\text{}n_c=10\text{)},\hfill \end{array}$$
(15)
of a Brinkhuis triple with $`m=29`$ . Choosing $`w_a^{(1)}=w_1`$, $`w_a^{(2)}=\overline{w}_1`$, $`w_b^{(1)}=\sigma (w_1)`$, $`w_b^{(2)}=\sigma (\overline{w}_1)`$, $`w_c^{(1)}=\sigma ^2(w_2)`$ and $`w_c^{(2)}=\sigma ^2(\overline{w}_2)`$, where again $`\overline{w}`$ denotes the words obtained by reversing $`w`$, we obtain a Brinkhuis triple with substitution matrix

$$M=\left(\begin{array}{ccc}10& 9& 9\\ 10& 10& 10\\ 9& 10& 10\end{array}\right).$$
(16)
The corresponding frequencies are $`f=(f_a,f_b,f_c)=(\frac{9}{28},\frac{10}{29},\frac{271}{812})`$, and the growth rate for this case is at least $`2^{1/28}`$.

Consider now two generating words

$$\begin{array}{cc}\hfill w_1& =abcbacabacbabcabacabcacbcabcba\text{(}n_a=11\text{}n_b=10\text{}n_c=9\text{)},\hfill \\ \hfill w_2& =abcbacabacbcabcbacabcacbcabcba\text{(}n_a=10\text{}n_b=10\text{}n_c=10\text{)},\hfill \end{array}$$
(17)
of a Brinkhuis triple with $`m=30`$ . Choosing $`w_a^{(1)}=w_1`$, $`w_a^{(2)}=\overline{w}_1`$, $`w_b^{(1)}=\sigma (w_2)`$, $`w_b^{(2)}=\sigma (\overline{w}_2)`$, $`w_c^{(1)}=\sigma ^2(w_\alpha )`$ and $`w_c^{(2)}=\sigma ^2(\overline{w}_\alpha )`$, where $`\alpha \{1,2\}`$, we obtain two Brinkhuis triples with substitution matrices $`M_\alpha `$ given by

$$M_1=\left(\begin{array}{ccc}11& 10& 10\\ 10& 10& 9\\ 9& 10& 11\end{array}\right),M_2=\left(\begin{array}{ccc}11& 10& 10\\ 10& 10& 10\\ 9& 10& 10\end{array}\right).$$
(18)
The corresponding frequencies now are $`f_1=(\frac{10}{29},\frac{271}{841},\frac{280}{841})`$ and $`f_2=(\frac{10}{29},\frac{1}{3},\frac{28}{87})`$, and the growth rates for these examples are at least $`2^{1/29}`$.

Our next examples use the generating words

$$\begin{array}{cc}\hfill w_1& =abcacbacabcbabcabacbcabcbacbcacba\text{(}n_a=11\text{}n_b=11\text{}n_c=11\text{)},\hfill \\ \hfill w_2& =abcacbcabacabcacbabcbacabacbcacba\text{(}n_a=12\text{}n_b=10\text{}n_c=11\text{)},\hfill \end{array}$$
(19)
of a Brinkhuis triple with $`m=33`$ . Choosing as above $`w_a^{(1)}=w_1`$, $`w_a^{(2)}=\overline{w}_1`$, $`w_b^{(1)}=\sigma (w_2)`$, $`w_b^{(2)}=\sigma (\overline{w}_2)`$, $`w_c^{(1)}=\sigma ^2(w_\alpha )`$ and $`w_c^{(2)}=\sigma ^2(\overline{w}_\alpha )`$, where $`\alpha \{1,2\}`$, we obtain two Brinkhuis triples, this time with substitution matrices $`M_\alpha `$ given by

$$M_1=\left(\begin{array}{ccc}11& 11& 11\\ 11& 12& 11\\ 11& 10& 11\end{array}\right),M_2=\left(\begin{array}{ccc}11& 11& 10\\ 11& 12& 11\\ 11& 10& 12\end{array}\right).$$
(20)
The corresponding frequencies now are $`f_1=(\frac{1}{3},\frac{11}{32},\frac{31}{96})`$ and $`f_2=(\frac{331}{1024},\frac{11}{32},\frac{341}{1024})`$. Here, the growth rate is at least $`2^{1/32}`$.

Finally, we give one example with a rather large deviation from equidistribution of letters. This uses three generating words

$$\begin{array}{cc}\hfill w_1& =abcacbacabacbcabacabcacbcabacbcacba\text{(}n_a=13\text{}n_b=10\text{}n_c=12\text{)},\hfill \\ \hfill w_2& =abcacbcabacbabcbacabcbabcabacbcacba\text{(}n_a=12\text{}n_b=12\text{}n_c=11\text{)},\hfill \\ \hfill w_3& =abcacbacabacbcabacabcbabcabacbcacba\text{(}n_a=13\text{}n_b=11\text{}n_c=11\text{)},\hfill \end{array}$$
(21)
of a Brinkhuis triple with $`m=35`$ . Choosing $`w_a^{(1)}=w_1`$, $`w_a^{(2)}=\overline{w}_1`$, $`w_b^{(1)}=\sigma (w_2)`$, $`w_b^{(2)}=\sigma (\overline{w}_2)`$, $`w_c^{(1)}=\sigma ^2(w_3)`$ and $`w_c^{(2)}=\sigma ^2(\overline{w}_3)`$, we obtain a Brinkhuis triple with substitution matrix

$$M=\left(\begin{array}{ccc}13& 11& 11\\ 10& 12& 11\\ 12& 12& 13\end{array}\right),$$
(22)
which yields frequencies $`f=(\frac{1}{3},\frac{16}{51},\frac{6}{17})`$. The growth rate is at least $`2^{1/34}`$.

To summarise, we proved the following.

###### Lemma 2.

The entropy of ternary square-free words with fixed letter frequency $`f_a`$ is strictly positive for $`f_a\{\frac{16}{51},\frac{9}{28},\frac{28}{87},\frac{271}{841},\frac{31}{96},\frac{331}{1024},\frac{280}{841},\frac{341}{1024},\frac{1}{3},\frac{271}{812},\frac{11}{32},\frac{10}{29},\frac{6}{17}\}`$. ∎

One should expect that the entropy is strictly positive for all letter frequencies $`f_a`$ in an interval. However, it is not straightforward to show that by using substitutions of Brinkhuis triples with different letter frequencies. The reason is that, in general, the infinite words obtained by such substitutions do not have well-defined letter frequencies.

In the following sections, we are going to use methods from the theory of generating functions and convex analysis  which are often applied in the context of statistical mechanics . The free energy of square-free words, which we will define below, is related to the entropy function of square-free words with fixed letter density, as follows from Proposition 2. An immediate consequence of the concavity of the entropy function is that the entropy is strictly positive for all frequencies $`f_a(16/51,6/17)(0.3137,0.3529)`$, see below.

## 5 Free energy

Since the language of square-free words is subword closed, the numbers $`s_{n,k}`$ satisfy the submultiplicative inequality

$$s_{n+m,k}\underset{l=0}{\overset{k}{}}s_{n,l}s_{m,kl}.$$
(23)
Consider the functions $`s_n(q)`$ defined by $`s_n(q)=_{k=0}^ns_{n,k}q^k`$. These are polynomials in $`q`$ of degree not larger than $`n`$. The submultiplicative inequality (23) implies for the functions $`s_n(q)`$ that $`s_{n+m}(q)s_n(q)s_m(q)`$ for $`0<q<\mathrm{}`$. We are interested in the exponential growth rate of $`s_n(q)`$. To this end, define $`F_n(q):=\frac{1}{n}\mathrm{log}s_n(q)`$. The submultiplicative inequality yields \[17, Lemma A.1\] that the limit $`F(q):=lim_n\mathrm{}F_n(q)`$ exists, and that $`F(q)<\mathrm{}`$ for $`0<q<\mathrm{}`$. The function $`F(q)`$ is called the free energy of the model. More can be said about the properties of the free energy by using convexity arguments. These are largely independent of the underlying combinatorial model and are discussed in detail in \[17, Sec. 2.1, App. B\]. We obtain

###### Proposition 1.

The functions $`F_n(q)=\frac{1}{n}\mathrm{log}s_n(q)`$ of ternary square-free words are continuous, analytic and convex in $`\mathrm{log}q`$ in $`(0,\mathrm{})`$. The free energy $`F(q)`$ of ternary square-free words

$$F(q)=\underset{n\mathrm{}}{lim}F_n(q)$$
(24)
exists and satisfies $`F(q)<\mathrm{}`$ for $`q(0,\mathrm{})`$. Moreover, it is a convex function of $`\mathrm{log}q`$ for $`q(0,\mathrm{})`$. If $`F(q)`$ is finite, its right- and left-derivatives exist everywhere in $`(0,\mathrm{})`$, and they are non-decreasing functions of $`q`$. The function $`F(q)`$ is differentiable almost everywhere, and wherever the derivative $`dF(q)/dq`$ exists, it is given by $`lim_n\mathrm{}dF_n(q)/dq`$. ∎

In the following, we will apply the results of the preceding section in order to derive bounds on the free energy. This will show that the free energy $`F(q)`$ is finite for $`0<q<\mathrm{}`$. Using the above substitution rule (13) and the substitution rule given in , we first derive a lower bound on the free energy.

###### Lemma 3.

The free energy $`F(q)`$ is bounded from below by

$$F(q)\mathrm{max}\{\frac{64}{233}\mathrm{log}q,\frac{13}{36}\mathrm{log}q\}.$$
(25)
###### Proof.

Consider ternary square-free words $`w_n`$ of length $`n=12k`$, where $`k`$, generated by the substitution rule (13), with $`w_1=c`$. Define $`k_+(n)=13n/36+\delta _+(n)`$, which denotes the number of letters of type $`a`$ in $`w_n`$. Note that $`\delta _+(n)=o(n)`$. We have $`s_n(q)s_{n,k_+(n)}q^{k_+(n)}`$. Taking the logarithm, dividing by $`n`$ and performing the limit leads to $`F(q)\frac{13}{36}\mathrm{log}q`$. The second part of the statement follows by the same argument with the substitution rule given in . ∎

Remark. A weaker bound with $`64/233`$ replaced by $`11/36>64/233`$ may be derived using the substitution (13), where the role of $`a`$ and $`b`$ are interchanged.

We now turn to the question of an upper bound, which can be analysed using the bounds for letter frequencies obtained in  or in Theorem 2.

###### Lemma 4.

The free energy $`F(q)`$ of ternary square-free words is bounded from above by

$$F(q)\mathrm{log}x_c+\mathrm{max}\{\frac{1780}{6481}\mathrm{log}q,\frac{469}{1201}\mathrm{log}q\}$$
(26)
where $`x_c=lim_n\mathrm{}s_n^{1/n}0.768189`$ is the critical point of ternary square-free words.

###### Proof.

Assume that $`q1`$. (The case $`q=1`$ has been discussed in Section 2, where $`F(1)=\mathrm{log}x_c`$ was proven.) Assume that $`B_n`$ and $`A_n`$ are numbers such that $`s_{n,k}=0`$ for $`k>B_n`$ or $`k<A_n`$, $`s_{n,B_n}>0`$, and $`s_{n,A_n}>0`$. For $`1q(0,\mathrm{})`$ we have the estimate

$$s_n(q)s_n\underset{A_n}{\overset{B_n}{}}q^k=s_n\frac{q^{B_n+1}q^{A_n}}{q1}.$$
(27)
Assume that $`q>1`$. Taking the logarithm, dividing by $`n`$ and performing the limit $`n\mathrm{}`$, this implies $`F(q)\mathrm{log}x_c+ϵ_+\mathrm{log}q`$, where $`ϵ_+=lim\; sup_n\mathrm{}B_n/n`$. Note that $`ϵ_+469/1201`$, as follows from the bound given in . A similar argument holds for $`q<1`$, involving the lower bound $`A_n`$. From , we get the bound $`1780/6481`$. Combining the two results, we get the inequality (26). ∎

Remark. A weaker bound with $`(1780/6481,469/1201)`$ replaced by $`(31/117,39/97)`$ follows from Theorem 2.

Define the two-variable generating function $`S(x,q)`$

$$S(x,q)=\underset{n=0}{\overset{\mathrm{}}{}}\underset{k=0}{\overset{n}{}}s_{n,k}x^nq^k=\underset{n=0}{\overset{\mathrm{}}{}}s_n(q)x^n.$$
(28)
Denote the radius of convergence of $`S(x,q)`$ by $`x_c(q)`$. The curve $`x_c(q)`$ is called critical curve, and the plot of $`x_c(q)`$ in the $`xq`$-plane is called the phase diagram of the model. The free energy is related to the critical curve by

$$x_c(q)^1=\underset{n\mathrm{}}{lim}s_n(q)^{1/n}=e^{F(q)}.$$
(29)
We set $`x_c=x_c(1)`$ for the critical point of ternary square-free words. Bounds on the curve $`x_c(q)`$ can be derived from bounds on the free energy $`F(q)`$ as given above. This yields

$$x_c\mathrm{min}\{q^{1780/6481},q^{469/1201}\}x_c(q)\mathrm{min}\{q^{64/233},q^{13/36}\}.$$
(30)
The phase diagram is shown in Fig. 2.

Using the series data from exact enumeration for length $`n100`$, we extrapolated the values of $`x_c(q)`$ for different values of $`q`$, using first order differential approximants . The critical curve $`x_c(q)`$ is, within the analysed range of $`q`$, very close to the curve $`x_cq^{1/3}`$, reflecting the fact that the values $`k=k(n)`$ where $`s_{n,k}0`$ are sharply concentrated around $`k=n/3`$. For large values of $`q`$, such a form is, however, not compatible with the derived bounds on $`x_c(q)`$. Numerical analysis suggests that the leading divergence of $`S(x,q)`$ is a simple pole, which is approached uniformly in $`x`$ and $`q`$. Thus, there is no indication that the nature of the singularity changes, in contrast to other examples from statistical mechanics, where such a change indicates a phase transition .

## 6 Entropy and symmetry

We now address the question of the number of ternary square-free words, where we fix the frequency of letters of type $`a`$. We consider the number of square-free words $`s_{n,ϵn}`$ in $`n`$ letters with $`ϵn`$ occurrences of the letter $`a`$. The number $`ϵ`$ may thus be regarded as the frequency of the letter $`a`$. We are interested in the exponential growth rate of $`s_{n,ϵn}`$. This leads to the question whether sequences of the form $`\frac{1}{n}\mathrm{log}s_{n,ϵn}`$ have a limit as $`n\mathrm{}`$, which we then call entropy function $`P(ϵ)`$. It is related to the free energy $`F(q)`$ by a Legendre-Fenchel transform, as we will now show.

Note that there is a constant $`K>0`$ such that $`0s_{n,k}K^n`$ for each value of $`n`$ and $`k`$. This follows from the existence of the entropy $`s`$ of ternary square-free words. Note also that there exists a finite constant $`C>0`$, and numbers $`A_n`$ and $`B_n`$ such that $`s_{n,A_n}>0`$ and $`s_{n,B_n}>0`$, and $`s_{n,k}0`$, when $`0A_n<k<B_nCn`$. This follows from the substitution rule (13). Take $`A_n`$ and $`B_n`$ such that $`s_{n,k}=0`$ if $`k<A_n`$ or $`k>B_n`$. Define the numbers

$$ϵ_+=\underset{n\mathrm{}}{lim\; sup}\frac{B_n}{n},ϵ_{}=\underset{n\mathrm{}}{lim\; inf}\frac{A_n}{n}.$$
(31)
From  and the substitution rule (13), we have $`0.36113/36ϵ_+469/12010.391`$ and $`0.2746491780/6481ϵ_{}64/2330.274678`$. Thus, the assumptions in \[17, Thm. 3.19\] are satisfied, and we obtain

###### Proposition 2.

The entropy function $`P(ϵ)`$ of ternary square-free words exists in $`(ϵ_{},ϵ_+)`$ and is defined by

$$P(ϵ)=\underset{0<q<\mathrm{}}{inf}\{F(q)ϵ\mathrm{log}q\}.$$
(32)
Moreover, there is a sequence of integers $`\{\sigma _n\}_{n=0}^{\mathrm{}}`$ such that $`\sigma _n=o(n)`$ and the limit

$$P(ϵ)=\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}s_{n,ϵn+\sigma _n}$$
(33)
exists and is finite and concave in $`(ϵ_{},ϵ_+)`$. Lastly, note also that $`\delta _n=ϵn+\sigma _n`$ is the least value of $`k`$ that maximises $`s_{n,k}\stackrel{~}{q}^k`$, where $`\stackrel{~}{q}`$ is that value of $`q`$ where the infimum is taken in $`(\text{32})`$. ∎

Remark. Together with Lemma 2, an immediate consequence of the concavity of the entropy function is that the entropy is strictly positive for all frequencies $`ϵ(16/51,6/17)(0.3137,0.3529)`$.

We consider now the question where the entropy function takes its maximum. To this end, we assume a special regularity condition on the free energy, whose validity is supported by the numerical analysis of the preceding section, see also the discussion in the conclusion.

###### Lemma 5.

Let $`ϵ(ϵ_{},ϵ_+)`$. If $`F(q)C^2(0,\mathrm{})`$, and if $`F(q)`$ is strictly convex in $`\mathrm{log}q`$, we have $`P(ϵ)C^2(ϵ_{},ϵ_+)`$ for the entropy function, and it is given by

$$P(ϵ)=F\left(q(ϵ)\right)ϵ\mathrm{log}q(ϵ),$$
(34)
where $`q(ϵ)`$ is the unique positive solution of

$$ϵ=q\frac{d}{dq}F(q).$$
(35)
The entropy function $`P(ϵ)`$ attains its global maximum at $`q=1`$.

###### Proof.

Since $`F(q)`$ is convex in $`\mathrm{log}q`$ and continuous, and $`F(q)\mathrm{max}\{ϵ_{}\mathrm{log}q,ϵ_+\mathrm{log}q\}`$, the infimum in (32) occurs at a unique value $`q=q(ϵ)(0,\mathrm{})`$. Since $`F(q)C^1(0,\mathrm{})`$, we obtain $`ϵ=qF^{}(q)=\frac{d}{d(\mathrm{log}q)}F(q)`$ as an implicit equation for $`q(ϵ)`$. This uniquely defines a positive function $`q=q(ϵ)C^1(ϵ_{},ϵ_+)`$, since strict convexity of $`F(q)`$ and $`F(q)C^2(0,\mathrm{})`$ implies $`\frac{d^2}{d(\mathrm{log}q)^2}F(q)0`$. We have explicitly $`P^{}(ϵ)=\mathrm{log}q(ϵ)`$, which shows that $`P(ϵ)C^2(ϵ_{},ϵ_+)`$, and $`\mathrm{}<P^{\prime \prime }(ϵ)=(\frac{d^2}{d(\mathrm{log}q)^2}F(q))^1<0`$. This implies that $`q=1`$ is a local maximum of $`P(ϵ)`$. Due to the concavity of $`P(ϵ)`$, it is the global maximum. ∎

We note that at $`q=1`$, the letter density $`ϵ=F^{}(1)`$ is the mean letter density, which was determined above to be $`ϵ=1/3`$ by a symmetry argument. Thus, under the above regularity assumption, maximum entropy occurs at equal (mean) letter density $`ϵ_a=ϵ_b=ϵ_c=1/3`$. This is an example of the more general result that maximum entropy in occurs at points of maximum symmetry, see  for the concept of symmetry and its implications for the free energy and entropy of the combinatorial problem of random tilings, which is applicable in this case.

## 7 Conclusions

In this article, we considered the growth rate, or the entropy, of the set of ternary square-free words. By computing generating functions $`S^{(\mathrm{})}(x)`$ for length-$`\mathrm{}`$ square-free words, where the condition of square-freeness is truncated at length $`\mathrm{}`$, we verified an upper bound proposed in  and slightly improved it. The pattern of poles of these generating functions, and their behaviour as $`\mathrm{}`$ increases, points towards a natural boundary for the generating function $`S(x)`$.

The presence of a natural boundary in a model indicates that it cannot be solved exactly in terms of standard functions of mathematical physics, which obey linear differential equations with polynomial coefficients . This would exclude, for ternary square-free words, an exact value for the entropy and the functional form of the free energy. It may even be difficult to prove the existence of a critical exponent, compare the related self-avoiding walk problem .

In the ternary alphabet, no letter is preferred by the condition of square-freeness. Thus, averaging over the entire sets of ternary square-free words, all letters appear equally often. However, in a single infinite word this need not be the case, indeed, the letter frequency may not be well-defined. However, one can derive limits on the minimum or maximum frequency of a given letter in an infinite ternary square-free words, and by explicitly constructing infinite words with given well-defined frequencies by means of substitution rules the minimum and maximum frequency can be bounded from above and below. We obtained limits from counting square-free words up to a certain length, sharper limits were given recently in . The bounds for the maximum frequency can certainly be further improved employing the approach of .

Lower bounds on the entropy are based on Brinkhuis triples and their generalisations. We used these to prove that, for a list of rational values, the entropy of the set of square-free words with a fixed letter frequency is strictly positive. Together with the concavity of the entropy function, obtained by methods of convex analysis and statistical mechanics, this led to the result that the entropy is strictly positive on an entire interval.

Concerning the entropy function, it would be interesting to extend the interval of strict positivity by providing sharper bounds from suitable substitution rules. This might be achievable by following and suitably modifying the approach taken in . It is conceivable, albeit not necessary, that there exists a region of frequencies for which infinite square-free words exist, but the entropy vanishes, because the number of square-free words with that given letter frequency grows sub-exponentially. Such behaviour has been reported for $`k`$th-power-free binary square-free words with rational powers in the range $`2<k`$7/3 .

Further, it is necessary to prove the validity of the regularity assumption on the free energy in Theorem 5. In contrast to other problems in statistical mechanics , there is no indication of a phase transition in the model of ternary square-free words, wherefore an analytic free energy is expected.

It would also be interesting to analyse the letter distribution using probabilistic methods. Similar examples lead, in an appropriate scaling limit, to Gaussian distribution functions .

## 8 Acknowledgements

We thank the Erwin Schrödinger International Institute for Mathematical Physics in Vienna for support during a stay in winter 2002/2003, where part of this work was done. CR would like to acknowledge financial support by the German Research Council (DFG). We are grateful to Jeffrey O. Shallit and to Bernd Sing for making us aware of references  and , respectively. Furthermore, we thank R. Kolpakov and Y. Tarannikov for providing us with their recent (partly unpublished) results. UG also wishes to acknowledge useful discussions with X. Y. Sun and D. Zeilberger.