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# Dimension and Entropy Computations for 𝐿(𝐹_𝑟)

## 1. Review and Notation

In this brief section we recall the results of Radulescu and Dykema concerning the interpolated free group factors and make assumptions to be held for the remainder of this paper.

$`M_k()`$ denotes the set of $`k\times k`$ matrices over $`,`$ $`M_k^{sa}()`$ denotes the set of $`k\times k`$ self-adjoint matrices over $``$ and $`tr_k`$ is the tracial state on $`M_k().`$ $`U_k`$ is the group of $`k\times k`$ unitaries. For $`p`$ $`(M_k())^p`$ and$`(M_k^{sa}())^p`$ are the spaces of $`p`$-tuples of elements of $`M_k()`$ or $`M_k^{sa}(),`$ respectively. For any subset $`X`$ of $`(M_k())^p`$ or $`(M_k^{sa}())^p`$ and $`uU_k`$ write $`uXu^{}`$ for the subset obtained by conjugating each entry of an element of $`X`$ by $`u.`$ For any $`p`$ $`||_2`$ is the norm on $`(M_k())^p`$ given by $`|(x_1,\mathrm{},x_p)|_2=\left(_{i=1}^ptr_k(x_i^{}x_i)\right)^{\frac{1}{2}}`$ and $`(x_1,\mathrm{},x_p)_2=\sqrt{k}|(x_1,\mathrm{},x_p)|_2.`$ $`||_{\mathrm{}}`$ will denote the operator norm. We maintain the notation for $`\mathrm{\Gamma }(:),P_ϵ,K_ϵ,\delta _0,^r,^r`$ and all other quantities introduced in , , and  until otherwise stated (see the remark on $`M_k()`$ and $`M_k^{sa}()`$ microstates below).

$`\{s\}<s_i>_{i=1}^n,`$ $`n\{\mathrm{}\}`$ is a family of free semicircular elements in a von Neumann algebra $`M`$ with normal, tracial state $`\phi `$ and identity $`I.`$ Suppose $`<e_i,f_i>_{i=1}^n,`$ is a family of nonzero orthogonal projections in $`\{s\}^{\prime \prime }`$ such that for any $`i`$ either $`e_i=f_i`$ or $`e_if_i=0.`$ Set $`r=1+_{i=1}^nm_i\alpha _i\beta _i`$ where $`\alpha _i=\phi (e_i),\beta _i=\phi (f_i),`$ $`m_i=2`$ if $`e_i`$ and $`f_i`$ are orthogonal, and $`m_i=1`$ if $`e_i=f_i.`$ If the von Neumann subalgebra of $`M`$ generated by $`s`$ and $`<e_is_if_i>_{i=1}^n`$ is a factor, then Radulescu called this the interpolated free group factor, $`L(F_r).`$ He showed that this definition made sense, i.e., it depends not upon the choices of the projections but only upon the value $`r`$ defined in terms of the traces of the projections.

Dykema approached $`L(F_r)`$ in a slightly different manner. Suppose $``$ is a copy of the hyperfinite $`II_1`$-factor free with respect to $`<s_i>_{i=1}^n.`$ Given any family of projections $`<e_i>_{i=1}^n`$ in $``$ Dykema defined $`L(F_r)`$ for $`r>1`$ to be the von Neumann algebra generated by $``$ and $`<e_is_ie_i>_{i=1}^n`$ where $`r=1+_{i=1}^n\phi (e_i)^2.`$ It is a consequence of his work in  that this definition also makes sense and that any such sets along with $``$ generate a factor.

We will show some of these generators along with their associated projections have free Hausdorff dimension $`r`$ and in the case where the join of the $`e_i`$ and $`f_i`$ is strictly dominated by the identity, we will show that these generating sets will have finite free Hausdorff $`r`$-entropy. For this we make a few remarks. We only consider free dimensions and entropies for finite sets of elements. For the remainder of this paper we assume $`n`$ and $`<e_i,f_i>_{i=1}^n`$ are projections in $`\{s\}^{\prime \prime }`$ such that for any $`i`$ either $`e_i=f_i`$ or $`e_if_i=0.`$ $`r=1+_{i=1}^nm_i\alpha _i\beta _i`$ as discussed above in the paragraph on Radulescu’s generators. $``$ is a copy of the hyperfinite $`II_1`$-factor free with respect to $`<s_i>_{i=1}^N`$ and $`s.`$ Also, if for some $`i`$ $`e_i`$ and $`f_i`$ are orthogonal, then $`\{s,e_1s_1f_1,\mathrm{},e_ns_nf_n\}`$ consists of non self-adjoint elements. Thus, we must appropriately modify our definition of $``$ and $`^r.`$ This is easily done. We simply take Definition 3.2 of  and replace the $`M_k^{sa}()`$ microstates of a self-adjoint $`n`$-tuple with the $`M_k()`$ microstates for an (not necessarily self-adjoint) $`n`$-tuple (here the $`M_k()`$ microstates approximate the $`n`$-tuple in $``$-moments). For the remainder of the paper microstate spaces and quantities will be taken with respect to $`M_k()`$ approximants and if the quantities are taken with respect to self-adjoint microstates, then we distinguish them from the non-self-adjoint quantities with sa (e.g. $`\mathrm{\Gamma }_R^{sa},\chi ^{sa},^{r,sa},`$ $`^{\alpha ,sa},`$ etc.).

Given finite ordered sets $`X_1=\{x_{11},\mathrm{},x_{1n_1}\},\mathrm{},X_p=\{x_{p1},\mathrm{},x_{pn_p}\}`$ of elements in $`M`$ we write $`\mathrm{\Gamma }_R(X_1,\mathrm{},X_p;m,k,\gamma )`$ for

$$\mathrm{\Gamma }_R(x_{11},\mathrm{},x_{1n_1},\mathrm{},x_{p1},\mathrm{},x_{pn_p};m,k,\gamma )$$

Similarly we will abbreviate all associated entropies and dimensions. Set $`E=\{e_1,\mathrm{},e_n\},F=\{f_1,\mathrm{},f_n\},`$ and $`G=\{e_1s_1f_1,\mathrm{},e_ns_nf_n\}.`$ $`B`$ will denote any $`l`$-tuple ($`l`$) of strictly contractive self-adjoint elements in $`.`$ We do not exclude the situation where $`B=\mathrm{}.`$ We assume that for some $`i`$ both $`e_i`$ and $`f_i`$ are nonzero.

Finally, our goal is to show that $`(s,B,E,F,G)=r.`$ Moreoever, we show that if $`_{i=1}^n(e_if_i)<I,`$ then $`\mathrm{}<^r(s,B,E,F,G)<\mathrm{}.`$ If $`B=\mathrm{},`$ then we have generators for $`L(F_r)`$ of Radulescu’s type and if $`B`$ is chosen so that $`s`$ and $`B`$ generate $``$ and $`e_i=f_i`$ for each $`i,`$ then we have generators that fall into Dykema’s picture of $`L(F_r).`$ We point out that Dykema’s generators are self-adjoint and can be considered with self-adjoint quantities. The arguments of Section 2 and 3 work equally well in the self-adjoint context to show the corresponding statements for the self-adjoint entropies and dimensions.

## 2. Upper Bound

###### Lemma 2.1.

$`^r(s,B,E,F,G)^r(s,B,E,F,G)<\mathrm{}`$

###### Proof.

By  it suffices to show that $`^r(s,B,E,F,G)<\mathrm{}.`$ By  there exist $`C,ϵ_0>0`$ such that for each $`0<ϵ<ϵ_0`$ there exists an $`ϵ`$-cover $`<u_j^{(k)}>_{jJ_k}`$ of $`U_k`$ taken with respect to $`||_{\mathrm{}}`$ with $`\mathrm{\#}J_k<\left(\frac{C}{ϵ}\right)^{k^2}.`$ Suppose $`R>0`$ and $`0<ϵ<ϵ_0`$. $`\{s\}BEF`$ generate a hyperfinite von Neumann algebra and thus by Lemma 4.2 of  there exist $`m`$ and $`\gamma >0`$ such that if $`(x,T,P,Q),(x^{},T^{},P^{},Q^{})\mathrm{\Gamma }_R(s,B,E,F;m,k,\gamma ),`$ then there exists a $`uU_k`$ such that

$$|u(x,T,P,Q,)u^{}(x^{},T^{},P^{},Q^{})|_2<\frac{ϵ}{(R+1)^2}.$$

We point out that by choosing $`m`$ and $`\gamma `$ appropriately the inequality holds in our non self-adjoint context above, even though we are using $`M_k()`$ microstates. This is because all the operators in question are self-adjoint and thus the problem reduces to the self-adjoint situation.

For sufficiently large $`k`$ fix $`(x^{(k)},B^{(k)},E^{(k)},F^{(k)})\mathrm{\Gamma }_1^{sa}(s,B,E,F;m,k,\gamma ).`$ We can arrange it so that writing $`E^{(k)}=\{e_1^{(k)},\mathrm{},e_n^{(k)}\}`$ and $`F^{(k)}=\{f_1^{(k)},\mathrm{},f_n^{(k)}\}`$ for each $`i`$ $`e_i^{(k)}`$ and $`f_i^{(k)}`$ are projections and $`tr_k(e_i^{(k)})\alpha _i`$ and $`tr_k(f_i^{(k)})\beta _i.`$

If $`e_if_i=0`$ then $`\mathrm{\Omega }_i^{(k)}`$ denotes the ball of $`||_2`$ radius $`2`$ in $`M_k()`$ centered at the origin and if $`e_i=f_i`$ then $`\mathrm{\Omega }_i^{(k)}`$ denotes the ball of $`||_2`$ radius $`2`$ in $`M_k^{sa}()`$ centered at the origin. For each $`i`$ and $`k`$ $`e_i^{(k)}\mathrm{\Omega }_i^{(k)}f_i^{(k)}`$ is isometric (when endowed with the $`||_2`$ metric) to a ball of radius $`2`$ in Euclidan space of dimension no greater than $`m_i\alpha _i\beta _i.`$ For each $`i`$ and $`k`$ we can find an $`ϵ`$-cover (with respect to $`||_2`$ ) for $`e_i^{(k)}\mathrm{\Omega }_i^{(k)}f_i^{(k)}`$ with cardinality no greater than

$$\left(\frac{3}{ϵ}\right)^{m_i\alpha _i\beta _ik^2}.$$

Hence we can find an $`3ϵ\sqrt{n}`$-net $`<G_h^{(k)}>_{hH_k}`$ with respect to $`||_2`$ for $`e_1^{(k)}\mathrm{\Omega }_1^{(k)}f_1^{(k)}\times \mathrm{}\times e_n^{(k)}\mathrm{\Omega }_n^{(k)}f_n^{(k)}`$ satisfying

$$\mathrm{\#}H_k\left(\frac{3}{ϵ}\right)^{(r1)k^2}.$$

I claim that

$$<u_j^{(k)}(x^{(k)},B^{(k)},E^{(k)},F^{(k)},G_h^{(k)})u_j^{(k)}>_{(h,j)H_k\times J_k}$$

is an $`10ϵ\sqrt{6n+3l+2}`$-cover for $`\mathrm{\Gamma }_R(s,B,E,F,G;m,k,\gamma )`$ with respect to $`||_2.`$

Towards this end suppose $`(x,T,P,Q,Z)\mathrm{\Gamma }_R(s,B,E,F,G;m,k,\gamma )`$ for $`k`$ sufficiently large so that $`(x^{(k)},B^{(k)},E^{(k)},F^{(k)})`$ exists as arranged in the preceding paragraph. By the first paragraph there exists a $`uU_k`$ such that

$$|u(x^{(k)},B^{(k)},E^{(k)},F^{(k)})u^{}(x,T,P,Q)|_2<\frac{ϵ}{(R+1)^2}.$$

Set $`P=\{p_1,\mathrm{},p_n\},Q=\{q_1,\mathrm{},q_n\},Z=\{z_1,\mathrm{},z_n\}`$ and observe that by if $`m`$ and $`\gamma `$ are chosen appropriately, we easily have for each $`i`$ the inequalities $`|z_i|_2<2`$ and $`|z_ip_iz_iq_i|_2<ϵ`$ and in the situation where $`e_i=f_i`$ the additional condition that $`|z_i(z_i+z_i^{})/2|_2<ϵ.`$ If $`e_i`$ and $`f_i`$ are orthogonal set $`a_i=z_i`$ and otherwise set $`a_i=(z_i+z_i^{})/2.`$ We have:

$$|z_iue_i^{(k)}u^{}a_iuf_i^{(k)}u^{}|_2|p_iue_i^{(k)}u^{}|_2|z_iq_i|_{\mathrm{}}+|ue^{(k)}u^{}z_i|_{\mathrm{}}|q_iuf_i^{(k)}u^{}|_2+2ϵ<4ϵ.$$

There is an $`hH_k`$ for which $`|G_h^{(k)}(e_1^{(k)}u^{}a_1uf_i^{(k)},\mathrm{},e_n^{(k)}u^{}a_nuf_n^{(k)})|_2<3ϵ\sqrt{n}.`$ By the above $`|ZuG_h^{(k)}u^{}|_2<7ϵ\sqrt{n}.`$ Consequently $`|(x,T,P,Q,Z)u(x^{(k)},B^{(k)},E^{(k)},F^{(k)},G_h^{(k)})u^{}|_2<8ϵ\sqrt{n}.`$ There exists a $`jJ_k`$ for which $`|uu_j|_{\mathrm{}}<ϵ,`$ so that using the fact that $`|yz|_2|y|_{\mathrm{}}|z|_2`$ we have

$$|(x,T,P,Q,Z)u_j(x^{(k)},B^{(k)},E^{(k)},F^{(k)},G_h^{(k)})u_j^{}|_2<10ϵ\sqrt{6n+3l+2}$$

as promised.

We’ve just produced for any $`R>0`$ and $`0<ϵ<ϵ_0`$ corresponding $`m`$ and $`\gamma `$ such that

$$𝕂_{20ϵ\sqrt{6n+3l+2},R}(s,B,E,F,G;m,\gamma ))<r(|\mathrm{log}ϵ|+(C+3)).$$

Thus, $`_{40ϵ\sqrt{6n+3l+2}}(s,B,E,F,G)𝕂_{20ϵ\sqrt{6n+3l+2}}(s,B,E,F,G)r(|\mathrm{log}ϵ|+(C+3))`$ from which it follows that $`^r(s,B,E,F,G)<\mathrm{}.`$

By  we have:

###### Corollary 2.2.

$`(s,B,E,F,G)\delta _0(s,B,E,F,G)r.`$

## 3. Lower Bound

In this section we show the other inequality, i.e., that the microstate spaces are rich enough so that their free Hausdorff dimension is $`r`$ and we show under additional conditions that their free Hausdorff $`r`$ entropy is finite. The lower bound is more involved.

Throughout $`\kappa (k,r)`$ denotes the volume of the ball of radius $`r`$ in $`^k,`$ i.e.,

$$\kappa (k,r)=\frac{(r\sqrt{\pi })^k}{\mathrm{\Gamma }(\frac{k}{2}+1)}.$$

$`E`$ and $`F`$ generate a commutative, finite dimensional von Neumann algebra $`A`$ and thus there exist mutually orthogonal projections $`p_1,\mathrm{},p_dM`$ whose span is exactly $`A.`$ Choose a single contraction $`z=z^{}`$ which generates $`A.`$ Observe that $`_{j=1}^dp_j=_{i=1}^n(e_if_i).`$ Recall the constants $`D`$ and $`L`$ corresponding to $`EF,z,R=2,`$ and $`p`$ as in Section 5 of .

In order to show that generators for finite dimensional algebras always have nondegenerate free Hausdorff entropy  (Lemma 5.3) resorted to strengthening the work in  dealing with representations of finite dimensional algebras. This ”strengthening” involves replacing inequalities of the type $`\alpha \beta ϵ`$ for all $`ϵ>0`$ with inequalites of the type $`\alpha >\beta .`$ We have to do something similar here under certain conditions on the $`e_i`$ and $`f_i,`$ but the situation is slightly different. We will need to find such bounds not for the dimensions of the finite dimensional algebra, but for the dimension of the $`G`$ component (dimensions in the asymptotic matricial microstate sense). Below we also deal with our general situation where the join of the $`e_i`$ and $`f_i`$ is not strictly less than the identity.

###### Lemma 3.1.

If $`1>\epsilon >0`$ then there exists an $`N`$ such that for each $`k>N,`$ there is a corresponding $``$-isomorphism $`\pi _k:AM_k()`$ satisfying:

* $`tr\pi _k\phi <\epsilon .`$
* If $`H_k`$ is the set of unitaries of $`\pi _k(A)^{}`$ then $`H_k`$ is a tractable subgroup.
* $`_{i=1}^nm_itr_k(\pi _k(e_i))tr_k(\pi _k(f_i))>_{i=1}^nm_i\phi (e_i)\phi (f_i)\epsilon .`$

We can arrange it so that if $`IA,`$ then $`\pi `$ is unital. If we assume that $`_{j=1}^dp_j<I,`$ then the third item above can be replaced with the condition $`_{i=1}^nm_itr_k(\pi _k(e_i))tr_k(\pi _k(f_i))>_{i=1}^nm_i\phi (e_i)\phi (f_i).`$

###### Proof.

Set $`r_j=\phi (p_j)`$ and $`t=r_1+\mathrm{}+r_d.`$ Because $`A`$ is equal to the span of $`\{p_1,\mathrm{},p_d\}`$ there exists an $`f:^d`$ of the form $`f(t_1,\mathrm{},t_d)=_{v=1}^Lt_{i_v}t_{j_v}`$ where $`1i_1,\mathrm{},i_L,j_1,\mathrm{},j_Ld,`$ and such that for any state $`\psi `$ on $`A`$

$$f(\psi (p_1),\mathrm{},\psi (p_d))=\underset{i=1}{\overset{n}{}}m_i\psi (e_i)\psi (f_i).$$

Suppose $`\gamma >0.`$ There exist $`0y_1,\mathrm{},y_d`$ such that $`y_1+\mathrm{}+y_d1`$ and $`f(y_1,\mathrm{},y_d)>f(r_1,\mathrm{},r_d)\epsilon =_{i=1}^nm_itr_k(e_i)tr_k(f_i)\epsilon .`$ For each $`k`$ choose $`m_1^{(k)},\mathrm{},m_d^{(k)}\{0\}`$ such that $`|m_i^{(k)}/ky_i|dk^1`$ and $`m_1^{(k)}+\mathrm{}+m_d^{(k)}k`$ with equality in the second statement if $`IA.`$ Find a representation $`\pi _k:AM_k()`$ such that $`tr_k(\pi _k(p_j))=m_j^{(k)}/k.`$ It can easily be arranged so that $`H_k,`$ the group of unitaries of $`\pi _k(A)^{},`$ is tractable. It is also clear that if $`\gamma >0`$ is chosen appropriately from the get-go, then for sufficiently large $`k`$ $`tr_k\pi _k\phi <\epsilon .`$ Hence we have the first two conditions and the one in the situation that $`IA.`$ For the last one as $`k\mathrm{}`$

$$\underset{i=1}{\overset{n}{}}m_itr_k(\pi _k(e_i))tr_k(\pi _k(f_i))=f(m_1^{(k)},\mathrm{},m_d^{(k)})f(y_1,\mathrm{},y_d)>\underset{i=1}{\overset{n}{}}m_i\phi (e_i)\phi (f_i)\epsilon .$$

Finally, if we assume that $`_{j=1}^dp_j<I,`$ then it follows that $`0<t<1.`$ Thus, we can repeat the same argument except choosing the $`y_i`$ to satisfy $`y_1+\mathrm{}+y_d1`$ and $`f(y_1,\mathrm{},y_d)>f(r_1,\mathrm{},r_d).`$ We again get the first two conditions and the line above, except that we don’t have the $`\epsilon .`$

###### Lemma 3.2.

$`(s,B,E,F,G)=r`$ and if $`_{j=1}^dp_j<I,`$ then $`\mathrm{}<^r(s,B,E,F,G)<\mathrm{}.`$

###### Proof.

By Lemma 2.1 and Corollary 2.2 we have $`(s,B,E,F,G)r`$ and $`^r(s,B,E,F,G)<\mathrm{}`$ so it suffices to prove the other inequality for both statements. Suppose $`m`$ and $`t,\gamma >0`$ are given. There exist $`m_1`$ and $`\gamma _1>0`$ such that if $`(\eta ,Y_0,Y_1,Y_2)\mathrm{\Gamma }_2(s,B,E,F;m_1,k,\gamma _1)`$ and $`Y_3\mathrm{\Gamma }_2(s_1,\mathrm{},s_n;m_1,k,\gamma _1)`$ are $`(m_1,\gamma _1)`$-free, then

$$(\eta ,Y_0,Y_1,Y_2,Y_1Y_3Y_2)\mathrm{\Gamma }_8(s,B,E,F,G;m,k,\gamma )$$

where $`Y_1Y_3Y_2`$ is the $`n`$-tuple obtained from multiplying the entries of the three $`n`$-tuples in the natural way. Also by  and the existence of finite dimensional approximants for any tuple which generates a hyperfinite algebra, there exist $`m_2`$ and $`\gamma _2>0`$ such that for $`k`$ sufficiently large if $`(\eta ,Y_1,Y_2)\mathrm{\Gamma }_2(s,E,F;m_2,k,\gamma _2),`$ then there exists an $`l`$-tuple $`Y_0`$ such that $`(\eta ,Y_0,Y_1,Y_2)\mathrm{\Gamma }_2(s,B,E,F;m_1,k,\gamma _1).`$

Define $`\delta =0`$ if $`_{j=1}^dp_j<I`$ and $`\delta =t`$ otherwise. Replacing Lemma 3.6 of  with Lemma 3.1 above in the proof of Lemma 5.2 of  (which works in the nonunital case) produces $`1>\lambda ,\zeta ,c>0`$ independent of the $`m`$ and $`\gamma `$ such that for sufficiently large $`k`$ there exists a $``$-homomorphism $`\pi _k:AM_k()`$ which is unital if $`IA`$ and:

* $`tr_k\pi _k\phi <\frac{\gamma _2}{2^{m_2}}.`$
* Denote by $`H_k`$ the set of unitaries of $`\pi _k(A)^{}.`$ Define $`_kiM_k^{sa}()`$ to be the Lie subalgebra of $`H_k`$ and $`𝒳_k`$ to be the orthogonal complement of $`_k`$ with respect to the Hilbert-Schmidt inner product. For every $`s>0`$ write $`𝒳_k^s`$ for the ball in $`𝒳_k`$ of operator norm less than or equal to $`s.`$ Below all volume quantities are obtained from Lebesgue measure when the spaces are given the inner product $`ReTr.`$

$$\frac{\text{vol}(𝒳_k^1)}{C(dim𝒳_k,\sqrt{k})}>(\zeta )^{dim𝒳_k}.$$
* For any $`x,y𝒳_k^c`$

$$d_2(q(e^x),q(e^y))\lambda |xy|_2.$$
* $`_{i=1}^nm_itr_k(\pi _k(e_i))tr_k(\pi _k(f_i))>_{i=1}^nm_i\phi (e_i)\phi (f_i)\delta .`$

For $`k`$ sufficiently large and $`1jd`$ set $`p_j^{(k)}=\pi _k(p_j),`$ $`p_{d+1}^{(k)}=I(p_1^{(k)}+\mathrm{}+p_d^{(k)})`$ ($`p_{d+1}^{(k)}=0`$ if $`IA`$), and for $`1in`$ set $`e_i^{(k)}=\pi _k(e_i)`$ and $`f_i^{(k)}=\pi _k(f_i).`$ Define $`E^{(k)}=\{e_1^{(k)},\mathrm{},e_n^{(k)}\}`$ and $`F^{(k)}=\{f_1^{(k)},\mathrm{},f_n^{(k)}\}.`$ For each $`1jd,sp_j(p_jMp_j,\phi (p_j)^1\phi )`$ has finite $`\chi ^{sa}`$ entropy and in this same way so does $`sp_{d+1}`$ if $`IA.`$ Define

$$X_k=\underset{j=1}{\overset{d+1}{}}\mathrm{\Gamma }_2(sp_j;m_2,tr_k(\pi _k(p_j))k,\gamma _2)\underset{j=1}{\overset{d+1}{}}p_j^{(k)}M_k^{sa}()p_j^{(k)}M_k^{sa}().$$

Write $`\lambda _k`$ for the measure on $`M_k^{sa}()`$ given by Lebesgue measure on $`_{i=1}^{d+1}p_iM_k^{sa}()p_i`$ with respect to the $`_2`$ norm restricted to this direct sum. Define $`Y_k=\mathrm{\Gamma }_2(s_1,\mathrm{},s_n;m_1,k,\gamma _1)`$ and write $`\mu _k`$ for Lebesgue measure on $`(M_k^{sa}())^n`$ with respect to the $`_2`$ norm on $`(M_k^{sa}())^n.`$ Consider the probability measure $`\sigma _k`$ on $`((M_k^{sa}())_2)^{n+1}`$ obtained by restricting $`\lambda _k\times \mu _k`$ to $`X_k\times Y_k`$ and normalizing appropriately. Lemma 2.14 of  provides an $`N`$ such that if $`kN`$ and $`\sigma `$ is any Radon probability measure on $`((M_k^{sa}())_2)^{3n+l+1}`$ invariant under the $`U_k`$-action

$$(\xi _1,\mathrm{},\xi _{3n+l+1})(\xi _1,\mathrm{},\xi _{2n+l+1},u\xi _{2n+l+2}u^{},\mathrm{},u\xi _{3n+l+1}u^{})$$

then $`\sigma (\omega _k)>\frac{1}{2}`$ where $`\omega _k`$ is the subset of $`((M_k^{sa}())_2)^{3n+l+1}`$ consisting of those tuples such that the first $`2n+l+1`$ entries are $`(m_1,\gamma _1)`$-free from the last $`n.`$ By the first paragraph if $`k`$ is large enough for each $`\xi X_k,`$ then there exists an $`l`$-tuple $`T`$ such that $`(\xi ,T,E^{(k)},F^{(k)})\mathrm{\Gamma }_2(s,B,E,F;m_1,k,\gamma _1).`$ Define $`\delta _\xi `$ to be the atomic probability measure on $`((M_k^{sa}())_2)^{2n+l+1}`$ supported at $`(\xi ,T,E^{(k)},F^{(k)}).`$ Writing $`\overline{\mu _k}`$ for the normalization of $`\mu _k`$ we have that $`\delta _\xi \times \overline{\mu _k}`$ is a Radon probability measure on $`((M_k^{sa}())_2)^{3n+l+1}`$ invariant under the $`U_k`$-action described above so that $`(\delta _\xi \times \overline{\mu _k})(\omega _k)>\frac{1}{2}.`$ Define $`\mathrm{\Theta }_k`$ to be the set of all $`(n+1)`$-tuples $`(\xi _1,\mathrm{},\xi _{n+1})`$ for which:

* $`\xi _1X_k`$ and $`(\xi _2,\mathrm{},\xi _{n+1})Y_k.`$
* There is a $`T`$ satisfying the two conditions that $`(T,E^{(k)},F^{(k)},\xi _1)\mathrm{\Gamma }_2(B,E,F,s;m_1,k,\gamma _1)`$ and $`(T,E^{(k)},F^{(k)},\xi _1,\mathrm{},\xi _{n+1})\omega _k.`$

$`\mathrm{\Theta }_kX_k\times Y_k`$ is an open (and thus measurable) set. The fact that $`(\delta _\xi \times \overline{\mu _k})(\omega _k)>1/2`$ for every $`\xi X_k`$ in conjunction with Fubini’s Theorem tells us that $`\sigma _k(\mathrm{\Theta }_k)>\frac{1}{2}.`$

On $`V_k=(_{j=1}^{d+1}p_j^{(k)}M_k^{sa}()p_j^{(k)})(_{i=1}^nM_k^{sa}())(M_k^{sa}())^{n+1}`$ consider the real orthogonal projection $`Q_k`$ on $`(M_k^{sa}())^{n+1}`$ defined by

$$Q_k(\xi ,\eta _1,\mathrm{},\eta _n)=(\xi ,r_1(e_1^{(k)}\eta _1f_1^{(k)}+f_1^{(k)}\eta _1e_1^{(k)}),\mathrm{},r_n(e_n^{(k)}\eta _nf_n^{(k)}+f_n^{(k)}\eta _ne_n^{(k)}))$$

where $`r_i=1/(3m_i).`$ Denote $`a_k=dimV_kdimQ(V_k).`$ If $`m_k`$ is Lebesgue measure on $`Q_k(V_k)`$ obtained with respect to the $`_2`$ norm of $`(M_k^{sa}())^{n+1}`$ restricted to $`Q_k(V_k),`$ then

$$\frac{1}{2}(\lambda _k\times \mu _k)(X_k\times Y_k)<(\lambda _k\times \mu _k)(\mathrm{\Theta }_k)\kappa (a_k,\sqrt{2nk})m_k(Q_k(\mathrm{\Theta }_k)).$$

Thus, $`m_k(Q_k(\mathrm{\Theta }_k))\frac{1}{2}\lambda _k(X_k)\lambda _k(Y_k)\kappa (a_k,\sqrt{2nk})^1.`$ Define the linear map $`P_k`$ from $`(M_k^{sa}())^{n+1}`$ into $`_{i=1}^{n+1}M_k()`$ by

$$P_k(\xi ,\eta _1,\mathrm{},\eta _n)=(\xi ,e_1^{(k)}\eta _1f_1^{(k)},\mathrm{},e_n^{(k)}\eta _nf_n^{(k)}).$$

$`P_k`$ is the the composition of $`Q_k`$ with a bi-Lipschitz map bounded from below by $`1/2`$ and above by $`1,`$ this bi-Lipschitz map defined by

$$Q_k(\xi ,\eta _1,\mathrm{},\eta _n)(\xi ,e_1^{(k)}\eta _1f_1^{(k)},\mathrm{},e_n^{(k)}\eta _nf_n^{(k)}).$$

Consequently, if we endow the range of $`P_k`$ with the inherited $`_2`$-norm the Lebesgue measure of $`\mathrm{\Theta }_k`$ (with respect to this identification) is no less than

$$\frac{1}{2^{dimP_k}}\lambda _k(X_k)\lambda _k(Y_k)\kappa (a_k,\sqrt{2nk})^1.$$

Define $`\mathrm{\Omega }_k`$ to be the set of all elements of the form $`u(T,E^{(k)},F^{(k)},Y)u^{}`$ where $`u=e^x,x𝒳_k^r,`$ $`YP_k(\mathrm{\Theta }_k),`$ and $`(T,E^{(k)},F^{(k)},Y)\mathrm{\Gamma }_2(B,E,F,s,G;m,k,\gamma ).`$ Clearly $`\mathrm{\Omega }_k\mathrm{\Gamma }_2(B,E,F,s,G;m,k,\gamma ).`$ Consider the map $`\mathrm{\Phi }:\mathrm{\Omega }_k𝒳_k^c\times P_k(\mathrm{\Theta }_k)`$ defined by

$$\mathrm{\Phi }(u(T,E^{(k)},F^{(k)},Y)u^{})=(x,Y)$$

where $`u=e^x`$ for some $`x𝒳_k^c`$ and $`YP_k(H_k).`$ This map is well-defined for suppose $`u=e^x,v=e^x^{}`$ for some $`x,x^{}𝒳_k^c,`$ and $`u(T,E^{(k)},F^{(k)},Y)u^{}=v(T,^{},E^{(k)},F^{(k)},Y^{})v^{}`$ where

$$(T,E^{(k)},F^{(k)},Y),(T,^{},E^{(k)},F^{(k)},Y^{})\mathrm{\Gamma }_2(B,E,F,s,G;m,k,\gamma ).$$

$`v^{}u(E^{(k)},F^{(k)})u^{}v=(E^{(k)},F^{(k)}).`$ By definition $`v^{}uH_k`$ so that

$$0=d_2(q(e^x),q(e^x^{}))\lambda |xx^{}|_2.$$

$`x=x^{}u=vy=y^{}.`$ $`(x,Y)=(x^{},Y^{})`$ and thus, $`\mathrm{\Phi }`$ is well-defined. $`\mathrm{\Phi }`$ is also Lipschitz for suppose that $`u=e^x,v=e^x^{}`$ for $`x,x^{}𝒳_k^c,`$ $`Y,Y^{}L(\mathrm{\Theta }_k),`$ and there exist $`T,T^{}`$ for which $`(T,E^{(k)},F^{(k)},Y),(T^{},E^{(k)},F^{(k)},Y^{})\mathrm{\Gamma }_2(B,E,F,s,G;m,k,\gamma ).`$

$$|\mathrm{\Phi }(u(T,P^{(k)},Q^{(k)},Y)u^{})\mathrm{\Phi }(v(T^{},P^{(k)},Q^{(k)},Y^{})v^{})|_2=|(x,Y)(x^{},Y^{})|_2|xx^{}|_2+|YY^{}|_2.$$

The analysis of Lemma 5.4 in  shows that there exist constants $`D`$ and $`L`$ dependent only on $`A,e_1,\mathrm{},e_n,f_1,\mathrm{},f_n,z,`$ and $`p`$ such that

$$|xx^{}|_2\frac{DL}{\lambda }|u(P^{(k)},Q^{(k)})u^{}v(P^{(k)},Q^{(k)})v^{}|_2$$

and

$`|YY^{}|_2`$ $``$ $`|uYu^{}vY^{}v^{}|_2+|vY^{}v^{}uY^{}v^{}|_2+|uY^{}v^{}uY^{}u^{}|_2`$
$``$ $`|uYu^{}vY^{}v^{}|_2+4|e^xe^x^{}|_2`$
$``$ $`|uYu^{}vY^{}v^{}|_2+4|xx^{}|_2`$
$``$ $`|uYu^{}vY^{}v^{}|_2+{\displaystyle \frac{4DL\sqrt{n+1}}{\lambda }}|u(P^{(k)},Q^{(k)})u^{}v(P^{(k)},Q^{(k)})v^{}|_2.`$
From this it follows that $`\mathrm{\Phi }_{Lip}C`$ where $`C=6(DL\sqrt{n+1}+1)\lambda ^1.`$ Finally, the range of $`\mathrm{\Phi }`$ is exactly $`𝒳_k^r\times P_k(\mathrm{\Theta }_k).`$ This follows from the way in which we defined $`\mathrm{\Theta }_k`$. For given $`x𝒳_k^c`$ and $`YP_k(\mathrm{\Theta }_k)`$ there exists some $`(z_1,\mathrm{},z_{n+1})=Z\mathrm{\Theta }_k`$ for which $`P_k(Z)=Y.`$ By definition of $`\mathrm{\Theta }_k`$ we have $`(z_2,\mathrm{},z_{n+1})\mathrm{\Gamma }_2(s_1,\mathrm{},s_n;m_1,k,\gamma _1),`$ the existence of a $`T`$ for which $`(T,E^{(k)},F^{(k)},z_1)\mathrm{\Gamma }_2(B,E,F,s;m_1,k,\gamma _1),`$ and $`(T,E^{(k)},F^{(k)},Z)\omega _k.`$ By the first paragraph

$$(T,E^{(k)},F^{(k)},P_k(Z))=(T,E^{(k)},F^{(k)},Y)\mathrm{\Gamma }_2(B,E,F,s,G;m,k,\gamma ).$$

Consequently, $`\mathrm{\Phi }(e^x(T,E^{(k)},F^{(k)},Y)e^x)=(x,Y)`$ as desired.

The preceding paragraph shows that

$$C^{rk^2}H_ϵ^{rk^2}(\mathrm{\Gamma }_2(B,E,F,s,G;m,k,\gamma ))H_{Cϵ}^{rk^2}(𝒳_k^c\times P_k(\mathrm{\Theta }_k))$$

So we just to need to approximate the right hand side above and we will do so using by comparing volumes. Suppose $`0<ϵ<C^1.`$ Suppose $`<\theta _j>_{jJ}`$ is a countable $`Cϵ`$-cover of $`𝒳_k^c\times P_k(\mathrm{\Theta }_k).`$ Without loss of generality we may assume the $`\theta _j`$ are closed. Regarding $`𝒳_k^c𝒳_k,`$ the third condition imposed on the $`\pi _k`$ says

$$\frac{\text{vol}(𝒳_k^1)}{\kappa (dim𝒳_k,\sqrt{k})}>(\zeta )^{dim𝒳_k}.$$

It follows that $`𝒳_k^c\times P_k(\mathrm{\Theta }_k)`$ is subset of $`𝒳_k\times P_k(M_k^{sa}())^{n+1}`$ with Lebesgue volume (again computed when the ambient space is endowed with $`_2`$) no less than

$$(c\zeta )^{dim𝒳_k}2^{dimP_k}\lambda _k(X_k)\mu _k(Y_k)\frac{\kappa (dim𝒳_k,\sqrt{k})}{\kappa (a_k,\sqrt{2nk})}.$$

Also observe that if $`b_k`$ denotes the dimension of $`𝒳_k\times P_k(M_k^{sa}())^{n+1},`$ then

$`b_k`$ $`=`$ $`k^2\left[1{\displaystyle \underset{j=1}{\overset{d+1}{}}}tr_k(p_j^{(k)})^2+{\displaystyle \underset{i=1}{\overset{d+1}{}}}tr_k(p_j^{(k)})^2+{\displaystyle \underset{i=1}{\overset{n}{}}}m_itr_k(e_i^{(k)})tr_k(f_i^{(k)})\right]`$
$`=`$ $`k^2\left[1+{\displaystyle \underset{i=1}{\overset{n}{}}}m_itr_k(e_i^{(k)})tr_k(f_i^{(k)})\right]`$
$`>`$ $`k^2(1{\displaystyle \underset{i=1}{\overset{n}{}}}m_i\alpha _i\beta _i\delta )`$
$`=`$ $`(r\delta )k^2.`$
Thus, using the preceding volume estimates with the lower bound on $`b_k`$ we have

$$\underset{jJ}{}|\theta _j|^{(r\delta )k^2}\underset{jJ}{}|\theta _j|^{b_kk^2}(c\zeta )^{dim𝒳_k}2^{dimP_k}\lambda _k(X_k)\mu _k(Y_k)\frac{\kappa (dim𝒳_k,\sqrt{k})}{\kappa (a_k,\sqrt{2nk})\kappa (b_k,\sqrt{k})}$$

It now remains to compute the asymptotics of the right hands side. Suppose $`0<ϵ<C^1`$ and $`m`$ and $`\gamma `$ are given. Regularity of a single semicircular, regularity of a free family of semicirculars, $`\chi ^{sa}(sp_j)>\mathrm{},`$ and Stirling’s Formula imply that $`lim\; sup_k\mathrm{}k^2\mathrm{log}H_ϵ^{(r\delta )k^2}(\mathrm{\Gamma }_2(B,E,F,s,G;m,k,\gamma ))`$ dominates

$`\underset{k\mathrm{}}{lim\; sup}k^2\mathrm{log}\left((c\zeta )^{dim𝒳_k}2^{dimP_k}\lambda (X_k)\mu _k(Y_k){\displaystyle \frac{\kappa (dim𝒳_k,\sqrt{k})}{\kappa (a_k,\sqrt{2nk})\kappa (b_k,\sqrt{k})}}C^{rk^2}\right)`$
$``$ $`\underset{k\mathrm{}}{lim\; sup}k^2\mathrm{log}(\mathrm{\Pi }_{j=1}^d\kappa (tr_k(\pi _k(p_j))^2k^2,\sqrt{k})(\kappa (k^2,\sqrt{k})^n(\kappa (a_k,\sqrt{k})^1(\kappa (b_k,\sqrt{k}))^1)`$
$`+(n+1)\mathrm{log}\left({\displaystyle \frac{c\zeta }{2C}}\right)`$
$`>`$ $`\mathrm{}.`$
The estimate hold for arbitrary $`m`$ and $`\gamma `$ and $`ϵ`$ sufficiently small whence $`^{r\delta }(B,E,F,s,G)=^{r\delta }(s,B,E,F,G)>\mathrm{}.`$ Now in the general case this holds for all $`\delta =t>0`$ and thus we have that $`(s,B,E,F,G)r.`$ If $`_{j=1}^dp_j<I,`$ then $`\delta =0`$ and we arrive at $`^r(s,B,E,F,G)>\mathrm{}.`$

Acknowledgements. I thank Dan Voiculescu, my advisor, who suggested this problem and an alternative interpretation of $`^r.`$ Part of this research was conducted at Paris VII and I thank Georges Skandalis and the operator algebra team for their hospitality.


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# Microstructure and velocity of field-driven Ising interfaces moving under a soft stochastic dynamic

## I Introduction

The structure and dynamics of surfaces and interfaces significantly influence a host of material properties. Consequently, an enormous amount of work has been devoted to the study of moving and growing interfaces BARA95 ; MEAK98 . However, despite the fact that many important interface properties, such as mobility and chemical activity, are largely determined by the microscopic interface structure, the bulk of this effort has concentrated on large-scale scaling properties.

Since the detailed physical mechanisms of the interface motion are most often unknown, it is useful to model the dynamic as a stochastic process defined by a set of transition probabilities. It is therefore important to gain better insight into how the driving force (such as an applied magnetic or electric field or a chemical-potential difference) may alter the microscopic interface structure for different stochastic dynamics. Recently we have studied the influence of the stochastic dynamics on the microscopic structure and mobility of Ising and solid-on-solid (SOS) interfaces that move under two types of Glauber dynamics RIKV00 ; RIKV01 ; RIKV02 . Both Ising and SOS interfaces are described by the Ising Hamiltonian

$$=\underset{x,y}{}s_{x,y}\left(J_xs_{x+1,y}+J_ys_{x,y+1}+H\right),$$
(1)
where $`s_{x,y}=\pm 1`$ is an Ising spin at lattice site $`(x,y)`$, $`_{x,y}`$ runs over all sites on a square lattice, and $`J_x`$ and $`J_y`$ are ferromagnetic interactions in the $`x`$\- and $`y`$-directions, respectively. The quantity $`H`$ is the applied “field,” and the interface is introduced by fixing $`s_{x,y}=+1`$ and $``$1 for large negative and positive $`y`$, respectively. We take $`H0`$, such that the interface on average moves in the positive $`y`$ direction. (This model is equivalent to a lattice-gas model with local occupation variables $`c_{x,y}\{0,1\}`$, see details in Ref. RIKV02 .) The difference between the two interface types is that the Ising interface allows overhangs and bubbles, while these are forbidden in the SOS interface. However, at low and intermediate temperatures overhangs and bubbles in an Ising interface are rare, and a short interface segment is likely to be indistinguishable from an SOS interface. A typical SOS interface is illustrated in Fig. 1.

In addition to bubbles that are generated at the interface by pinching off of protrusions or indentations, Ising models in an applied field can also contain bubbles created by homogeneous nucleation in the bulk phases DEVI92 ; RAMO99 ; NOVO00 . While such bubbles destroy the integrity of the interface at very strong fields, they have only a minor influence on the mobility at moderate fields RAMO99 ; NOVO00 . In this paper, like in Ref. RIKV00 , we exclude such nucleated bubbles by setting the transition rate equal to zero for sites that have no neighbors with the opposite spin direction. As a consequence, the bulk phases far from the interface are uniform.

The interface dynamic is defined by the set of single-spin transition probabilities, $`W(s_{x,y}s_{x,y})`$, and time is measured in units of attempted MC updates per site (MC steps per site, or MCSS). The first one of the dynamics used in the aforementioned studies RIKV00 ; RIKV01  is the standard discrete-time Glauber dynamic with the transition probability LAND00

$$W_\mathrm{G}(s_{x,y}s_{x,y})=\left[1+e^{\beta \mathrm{\Delta }E}\right]^1,$$
(2)
where $`\mathrm{\Delta }E`$ is the total energy change that would result from the transition. Although $`\mathrm{\Delta }E`$ can be written as a sum of the energy change $`\mathrm{\Delta }E_J`$, due to the change in the interaction part of the Hamiltonian, and $`\mathrm{\Delta }E_H`$, due to the change in the field energy, this transition rate itself cannot be factorized into a product of parts that depend only on $`\mathrm{\Delta }E_J`$ and $`\mathrm{\Delta }E_H`$, respectively. This dynamic is therefore classified as “hard” in the literature on driven particle systems MARR99 .

The second type of dynamics is defined by transition probabilities that factorize into a part that depends only on $`\mathrm{\Delta }E_J`$ and one that depends only on $`\mathrm{\Delta }E_H`$. Such dynamics are known as “soft” MARR99 . In our recent study of a driven SOS interface with soft dynamics we used, for reasons of mathematical convenience, the “soft Glauber dynamic” RIKV01  in which each of the two parts has the Glauber form:

$$W_{\mathrm{SG}}(s_{x,y}s_{x,y})=\left[1+e^{\beta \mathrm{\Delta }E_H}\right]^1\left[1+e^{\beta \mathrm{\Delta }E_J}\right]^1.$$
(3)
Soft dynamics (usually with the field part proportional to a Metropolis transition rate GUO90 ; KOTR91 ) are often used for lattice-gas simulations, in which the field term corresponds to the entropic part of a chemical-potential difference. In Ref. RIKV01  we showed, in agreement with a theoretical prediction in Ref. RIKV00 , that the soft dynamic leads to a microscopic SOS interface structure that is identical to the equilibrium interface in zero field, irrespective of the value of the applied field. This is in contrast with the result for hard dynamics RIKV02 , which lead to an intrinsic interface width that increases dramatically with the field. The purpose of the present paper is to study the effects of the soft Glauber dynamic for an Ising interface (which may contain bubbles and overhangs) and compare those with the cases of an Ising interface with the standard (hard) Glauber dynamic RIKV00  and SOS interfaces with the soft Glauber dynamic RIKV01  and hard Glauber dynamic RIKV02 .

The rest of this paper is organized as follows. Theoretical results for the interface structure and velocity are surveyed in Sec. II. Comparisons with extensive dynamic MC simulations are given in Sec. III, with results for the interface velocity in Sec. III.1 and for the interface structure and skewness in Sec. III.2. Our conclusions are drawn in Sec. IV.

## II Interface Structure and Velocity

With the Ising Hamiltonian there is only a finite number of different values of $`\mathrm{\Delta }E`$, and the spins can therefore be divided into classes BORT75 ; SPOH93 ; NOVO95A , labeled by the spin value $`s`$ and the number of broken bonds between the spin and its nearest neighbors in the $`x`$ and $`y`$ direction, $`j`$ and $`k`$, respectively. The eighteen different Ising spin classes are denoted $`jks`$ with $`j,k\{0,1,2\}`$. They are listed in Table 1, and subsets are also listed in Table 2 and shown in Fig. 1.

The Burton-Cabrera-Frank SOS model BURT51  considers an interface in a lattice gas or $`S=1/2`$ Ising system on a square lattice of unit lattice constant as a single-valued integer function $`h(x)`$ of the $`x`$-coordinate, with steps $`\delta (x)=h(x+1/2)h(x1/2)`$ at integer values of $`x`$. A typical SOS interface configuration is shown in Fig. 1. The heights of the individual steps are assumed to be statistically independent and, in the case of a flat interface, identically distributed. These assumptions are exact in equilibrium BURT51 . The step-height probability density function (PDF) is given by the interaction energy corresponding to the $`|\delta (x)|`$ broken $`J_x`$-bonds between spins in the columns centered at $`(x1/2)`$ and $`(x+1/2)`$ as

$$p[\delta (x)]=Z(\varphi )^1X^{|\delta (x)|}e^{\gamma (\varphi )\delta (x)}.$$
(4)
The Boltzmann factor $`X=e^{2\beta J_x}`$ determines the width of the PDF, and the Lagrange multiplier $`\gamma (\varphi )`$ maintains the mean step height at an $`x`$-independent value, $`\delta (x)=\mathrm{tan}\varphi `$, where $`\varphi `$ is the overall angle between the interface and the $`x`$ axis. The Lagrange multiplier is given by

$$e^{\gamma (\varphi )}=\frac{\left(1+X^2\right)\mathrm{tan}\varphi +\left[\left(1X^2\right)^2\mathrm{tan}^2\varphi +4X^2\right]^{1/2}}{2X\left(1+\mathrm{tan}\varphi \right)}.$$
(5)
The partition function for the step height $`\delta (x)`$ is

$$Z(\varphi )=\underset{\delta =\mathrm{}}{\overset{+\mathrm{}}{}}X^{|\delta |}e^{\gamma (\varphi )\delta }=\frac{1X^2}{12X\mathrm{cosh}\gamma (\varphi )+X^2}.$$
(6)
(See details in Refs. RIKV00 ; RIKV02 ). Simple results are obtained for $`\varphi =0`$, which yields $`\gamma (0)=0`$ and

$$Z(0)=(1+X)/(1X),$$
(7)
and for $`\varphi =45^{}`$, which yields

$$e^{\gamma (45^{})}=(1+X^2)/2X$$
(8)
and

$$Z(45^{})=2(1+X^2)/(1X^2).$$
(9)
For soft dynamics (but not for hard dynamics), $`X`$ remains independent of $`H`$ when the system is driven away from equilibrium RIKV00 ; RIKV01 ; RIKV02 .

The mean spin-class populations, $`n(jks)`$, are all obtained from the product of the independent PDFs for $`\delta (x)`$ and $`\delta (x`$+1). Symmetry of $`p[\delta (x)]`$ under the transformation $`(x,\varphi ,\delta )(x,\varphi ,\delta )`$ ensures that $`n(jk)=n(jk+)`$ for all $`j`$ and $`k`$. Numerical results illustrating the breakdown of this up/down symmetry for large $`|H|`$ are discussed in Sec. III.2. As discussed in Ref. RIKV00 , calculation of the individual class populations is straightforward but somewhat tedious, especially for nonzero $`\varphi `$. The final results are summarized in Table 2.

Whenever a spin flips from $``$1 to +1, the corresponding column of the interface advances by one lattice constant in the $`y`$ direction. Conversely, the column recedes by one lattice constant when a spin flips from +1 to $``$1. The corresponding energy changes are given in the third and fourth columns of Table 1. Since the spin-class populations on both sides of the interface are equal in this approximation, the contribution to the mean velocity in the $`y`$ direction from sites in the classes $`jk`$ and $`jk+`$ becomes

$$v_y(jk)=W\left(\beta \mathrm{\Delta }E(jk)\right)W\left(\beta \mathrm{\Delta }E(jk+)\right).$$
(10)
The results corresponding to the soft Glauber transition probabilities used here, Eq. (3), are listed in the last column of Table 2. The mean propagation velocity perpendicular to the interface becomes

$$v_{}(T,H,\varphi )=\mathrm{cos}\varphi \underset{j,k}{}n(jks)v_y(jk),$$
(11)
where the sum runs over the classes included in Table 2. While the general result is cumbersome if written out in detail, using the fact that $`e^{4\beta J_x}=X^2`$ for the soft Glauber dynamic RIKV00 ; RIKV01 ; RIKV02 , we obtain relatively compact formulas for the special cases of $`\varphi =0`$ and $`\varphi =45^{}`$:

$`v_{}(T,H,0)`$ $`=`$ $`X\left\{{\displaystyle \frac{1}{1+X^2}}+{\displaystyle \frac{X}{(1+X)^2(1X^2)}}\left[{\displaystyle \frac{2(1+2X)}{1+e^{4\beta J_y}}}+{\displaystyle \frac{X^2}{1+X^2e^{4\beta J_y}}}\right]\right\}\mathrm{tanh}(\beta H)`$
and

$`v_{}(T,H,45^{})`$ $`=`$ $`\left\{{\displaystyle \frac{1}{2}}+{\displaystyle \frac{2X^2}{(1+X^2)^2}}+{\displaystyle \frac{1}{1X^4}}\left[{\displaystyle \frac{1+2X^2+3X^4}{1+e^{4\beta J_y}}}+{\displaystyle \frac{X^4}{1+X^2e^{4\beta J_y}}}\right]\right\}{\displaystyle \frac{\mathrm{tanh}(\beta H)}{2\sqrt{2}}}.`$
## III Comparison with Monte Carlo Simulations

We have compared the analytical estimates of the propagation velocities and spin-class populations developed above with MC simulations of the same model for $`J_x=J_y=J`$. The details of our implementation of the discrete-time $`n`$-fold way rejection-free MC algorithm BORT75  are described in Ref. RIKV00 . By keeping only the interface sites in memory, the algorithm is not subject to size limitations in the $`y`$ direction, enabling simulations for arbitrarily long times.

Our numerical results are based on simulations with $`L_x=\mathrm{10\hspace{0.17em}000}`$ and $`\varphi `$ between 0 and $`45^{}`$ for several temperatures below $`T_c`$. ($`T_c=2J/\mathrm{ln}(\sqrt{2}1)2.269J`$ is the critical temperature for the isotropic, square-lattice Ising model ONSA44 .) In order to ensure stationarity we ran the simulation for 10 000 $`n`$-fold way updates per updatable spin (UPS) before taking any measurements, and the results were averaged over 200 000 UPS ENDNOTE .

### III.1 Interface velocities

First we compare the simulated interface velocities with the analytical approximation, Eq. (11). Figure 2 shows the normal velocity vs $`H`$ for $`\varphi =0`$ and a range of temperatures up to $`T_c`$. There is excellent agreement between the MC results and the theory for temperatures below 0.8$`T_c`$.

The dependence of the normal velocity on the tilt angle $`\varphi `$ is shown in Fig. 3 for several values of $`H/J`$ between 0.1 and 3.0. At $`T=0.2T_c`$ the velocity increases with $`\varphi `$ in agreement with the polynuclear growth model DEVI92 ; KRUG89 ; KERT89  at small angles and the single-step model for larger angles DEVI92 ; SPOH93 ; MEAK86 ; PLIS87  \[Fig. 3(a)\]. At $`T=0.6T_c`$, on the other hand, the velocity is nearly isotropic, with a weak increase with $`\varphi `$ for the strongest fields \[Fig. 3(b)\]. For the lowest temperature the agreement between the simulations and the analytical results is excellent everywhere. For the higher temperature it is also reasonable, but better for weak than for strong fields.

The temperature dependence of the normal interface velocity is shown in Fig. 4 for several values of $`H/J`$ between 0.1 and 3.0. The agreement between the simulations and the analytical results is excellent except for combinations of high temperatures and strong fields. In contrast to the results for hard dynamics (see Fig. 5 of Ref. RIKV00  for Ising interfaces and Fig. 8 of Ref. RIKV02  for SOS interfaces), the velocity goes to zero at $`T=0`$ for all values of $`H`$, not just for $`H/J<2`$. This result agrees with our finding for the SOS model with soft dynamics RIKV01 . As predicted by the theoretical results in Ref. RIKV00 , there is thus no discontinuity in the interface velocity at $`T=0`$ and $`H/J=2`$ for soft dynamics.

### III.2 Spin-class populations and skewness

A closer look at the performance of the mean-field approximation for the interface structure is provided by the mean spin-class populations. The analytical predictions for the class populations are based on the assumption that different steps are statistically independent. A comparison of the simulation results with the analytical predictions therefore gives a way of testing this assumption.

The ten mean class populations that have nonzero populations in the SOS approximation, $`n(01s)`$, $`n(11s)`$, $`n(10s)`$, and $`n(21s)`$, and $`n(20s)`$ with $`s=\pm 1`$ are shown vs $`H`$ in Fig. 5(a) for $`\varphi =0`$ and $`T=0.6T_c`$. Filled symbols represent $`s=+1`$, while empty symbols (almost completely hidden behind the corresponding filled symbols) represent $`s=1`$. The class populations are practically independent of $`H`$, in agreement with the theoretical prediction for the soft dynamic RIKV00 ; RIKV01 , and in contrast to the result for the Ising model with hard Glauber dynamics (see Fig. 7(a) of Ref. RIKV00 ). Deviations from the SOS approximation are indicated by the nonzero populations in the classes with two broken $`y`$-bonds, $`n(12s)`$, $`n(22s)`$, and $`n(02s)`$, which are shown in Fig. 5(b). These populations are only of the order of 10<sup>-3</sup>, about two orders of magnitude less than for the hard Glauber dynamic (see Fig. 7(b) of Ref. RIKV00 ), and they show significant differences between the two spin values (see below). Figure 5(c) shows the combined populations in classes with one, two, three, and four broken bonds, respectively. The results are dominated by the SOS-compatible classes and show good agreement between simulations and theory.

The skewness between the spin populations on the leading and trailing edges of the interface are a consequence of short-range correlations between neighboring steps, and it is quite commonly observed in driven interfaces. This is the case, even when the long-range correlations vanish as they do for interfaces in the KPZ dynamic universality class BARA95 ; KARD86 , to which the present model belongs. Skewness has also been observed in several other SOS-type models NEER97 ; PIER99 ; KORN00 . The correlations associated with the skewness generally lead to a broadening of protrusions on the leading edge (“hilltops”), while those on the trailing edge (“valley bottoms”) are sharpened NEER97 , or the other way around KORN00 . In terms of spin-class populations, the former corresponds to $`n(21)>n(21+)`$ and $`n(11+)>n(11)`$. The relative skewness can therefore be quantified by the two functions,

$$\rho =\frac{n(21)n(21+)}{n(21)+n(21+)},$$
(14)
introduced by Neergaard and den Nijs NEER97 , and

$$ϵ=\frac{n(11+)n(11)}{n(11+)+n(11)}.$$
(15)
These two skewness parameters for the current system are shown together versus $`H`$ in Fig. 6(a). The skewness is very weak, but it is not zero in contrast to the SOS model with soft Glauber dynamic RIKV01 . Both these skewness parameters have the opposite sign and are about two orders of magnitude smaller than in the Ising model with the hard Glauber dynamic RIKV00  \[Fig. 6(b)\] and in the SOS model with the same hard dynamic RIKV02  \[Fig. 6(c)\].

The skewness parameters $`\rho `$ and $`ϵ`$ depend on spin classes which have nonzero populations in the SOS picture, and they can therefore be applied to both Ising and SOS interfaces. In the Ising case, however, much more pronounced differences are seen in in the populations of those classes that are not populated in the SOS model \[see Fig. 5(b)\]. For Ising models, these classes can be used to define further skewness parameters, such as

$$\kappa =\frac{n(22)n(22+)}{n(22)+n(22+)}.$$
(16)
Here class 22$``$ represents isolated bubbles of the metastable phase that persist as a “wake” behind the moving interface, while 22$`+`$ corresponds to a “bow wave” of bubbles of the stable phase in front of the interface, which are created by pinching-off of protrusions. Although the total density of such bubbles is about two orders of magnitude smaller with the soft dynamic studied here than with hard dynamics (compare Fig. 5(b) with Fig. 7(b) of Ref. RIKV00 ), the relative asymmetry parameters $`\kappa `$ are comparable, as shown in Fig. 7. Not surprisingly, for strong fields the entire bubble population is found in the wake, yielding $`\kappa 1`$ in this limit.

## IV Conclusion

In this paper we have continued our study of the dependence of the local structure of driven interfaces on the applied field and temperature and on the form of the stochastic dynamics under which they move RIKV00 ; RIKV01 ; RIKV02 . The local interface structure is of interest because it is it, rather than the large-scale scaling behavior, which determines such important interface properties as mobility and chemical reactivity. In particular, we studied the differences between interfaces moving under soft stochastic dynamics, in which the influences of changes in the field energy and the interaction energy factorize in the transition probabilities, and hard dynamics, which do not possess such a factorization property.

We find that the results for the Ising model with the soft Glauber dynamic, which is the main topic of this study, differ relatively little from the SOS model with soft dynamics studied in Ref. RIKV01 . In particular, the local interface width does not diverge with increasing $`H`$, as it does for both the Ising RIKV00  and SOS RIKV02  models with hard dynamics. As a result, the soft dynamics do not produce the discontinuity in the interface velocity at $`H/J=2`$ and $`T=0`$ that is seen for hard dynamics. The main qualitative difference between the Ising and SOS models with soft dynamics is that the interface skewness for the Ising model in nonzero field is not exactly zero, as it is for the SOS model. However, the skewness parameters $`\rho `$ and $`ϵ`$, which are based on SOS-compatible spin classes, are about two orders of magnitude smaller and have the opposite sign than what is seen for the hard dynamics. In contrast, the relative asymmetry in the populations of bubbles behind and in front of the interface (which do not occur in SOS models) can be expressed by the skewness parameter $`\kappa `$ and is comparable for the two dynamics. However, the absolute bubble density is about two orders of magnitude smaller with the soft than with the hard dynamics. Although a successful mean-field theory for the interface mobility of different models and under different stochastic dynamics was developed in Refs. RIKV00 ; RIKV02 , a comparable theory that predicts the skewness is still not available.

Two important conclusions can be drawn from our studies. First, the strong differences between hard and soft dynamics make it evident that great care must be used in formulating and interpreting stochastic models of dynamic systems. Second, experimental observation of the field and temperature dependences of interface mobility and local interface structure could contribute significantly to devising correct stochastic models of nonequilibrium physical phenomena.

## Acknowledgments

P. A. R. appreciates the hospitality of the Department of Physics, Virginia Polytechnic Institute and State University. The research was supported in part by National Science Foundation Grant Nos. DMR-9981815, DMR-0120310, and DMR-0240078, and by Florida State University through the Center for Materials Research and Technology and the School of Computational Science and Information Technology.


text:
# Anomalous transport: a deterministic approach.

## Abstract

We introduce a cycle-expansion (fully deterministic) technique to compute the asymptotic behavior of arbitrary order transport moments. The theory is applied to different kinds of one-dimensional intermittent maps, and Lorentz gas with infinite horizon, confirming the typical appearance of phase transitions in the transport spectrum.

Generic dynamical systems are characterized by the coexistence of chaotic regions and regular structures, and typical trajectories present regular segments, due to sticking to the ordered component of the phase space, separated by erratic behavior, due to wanderings in the chaotic sea. Though ubiquitous, this mixed behavior still involves hard theoretical problems, as present theories are tailored to fit the two opposite paradigms of either integrable or fully chaotic systems. A particularly relevant feature associated to such weakly chaotic dynamics is anomalous transport: important features of the process are captured by the function $`\nu (q)`$ that expresses the asymptotic growth of moments of arbitrary order:

$$|x_tx_0|^qt^{\nu (q)}$$
(1)
ordinary diffusion yields $`\nu (q)=q/2`$, while anomalous transport often leads to a non trivial behavior, which cannot be encoded by a single exponent, but rather typically exhibits a phase transition Ark ; V-AD . Anomalous diffusion has been recognized as an ubiquitous phenomenon in recent years, from intermittency induced anomalous transport in one-dimensional maps Gei-AT  to the analysis of area-preserving maps in the presence of self-similar regular structures around accelerator modes Zas-AM , from passive tracers dynamics in rotating flows Wee , to charge carrier transport in amorphous semiconductors Mont , to many others physically relevant contexts (see an-rev  and references therein). In this paper we show how the transport exponents $`\nu (q)`$ may be computed in a crisply deterministic manner, by means of periodic orbit expansions DB ; AACI : we will then apply the formalism to various low dimensional settings, where analytic computations may be performed. These computations accomplish a twofold goal: besides checking the theory, they will also illustrate how subtle features of the underlying dynamical system are automatically included in the formalism.

For simplicity, we illustrate the analytic technique for the case of a one-dimensional map on the real line, even though the method is by no means limited to this context. The key property of the dynamical system under investigation is represented by the symmetry properties

$$f(x)=f(x)f(x+n)=n+f(x)$$
(2)
for any $`n𝐍`$. These properties guarantee the absence of a net drift, as well as that the map on the real line is obtained by lifting a circle map $`\widehat{f}(\theta )`$ (on the unit torus)

$$\widehat{f}(\theta )=f(\theta )|_{mod\mathrm{\hspace{0.17em}\hspace{0.17em}1}}\theta 𝒯=[0,1)$$
(3)
We may thus split the $`f`$ evolution into a box integer plus a fractional part: $`x_n=N_n+\theta _n`$, where

$$N_{n+1}=N_n+\sigma (f(\theta _n))\theta _{n+1}=\widehat{f}(\theta _n)$$
(4)
where $`\sigma (y)=[y]`$ is the denotes the integer part. Transport properties are accounted for by the generating function $`G_n(\beta )`$, defined as

$$G_n(\beta )=e^{\beta (x_nx_0)}_0$$
(5)
(the average being taken among initial conditions), whose asymptotic behavior may be associated to the behavior of a generalized *dynamical zeta function*rD ; DB ; pD ,

$$G_n(\beta )\frac{1}{2\pi ı}_{aı\mathrm{}}^{a+ı\mathrm{}}𝑑se^{sn}\frac{d}{ds}\mathrm{ln}\left[\zeta _{(0)\beta }^1(e^s)\right]$$
(6)
and $`\zeta `$ is expressed as an infinite product over prime periodic orbits of the torus map $`\widehat{f}`$:

$$\zeta _{(0)\beta }^1(z)=\underset{\{p\}}{}\left(1\frac{e^{\beta \sigma _p}z^{n_p}}{|\mathrm{\Lambda }_p|}\right)$$
(7)
The quantities that enter the definition (7) are the prime period $`n_p`$ of the orbit $`p`$, its instability $`\mathrm{\Lambda }_p=_{i=0}^{n_p1}\widehat{f}^{}(\widehat{f}^i(x_p)`$ and the integer factor $`\sigma _p`$, that accounts for the orbit’s behavior once we unfold it on the real line. As a matter of fact, given any point $`x_p`$ belonging to $`p`$ (that is $`\widehat{f}^{n_p}(x_p)=x_p`$) we may either have that it is a periodic point of the lift $`f`$ (i.e. $`f^{n_p}(x_p)=x_p`$), or it might be a running mode, $`f^{n_p}(x_p)=x_p+\sigma _p`$, with $`\sigma _p𝐙`$ (see (3)). If the zeta function (7) has a simple zero $`z(\beta )`$, then, from (6) it follows that the second moment of the distribution grows linearly in time (normal diffusion). This is generally the case with fully chaotic systems DB ; rs ; AACII ; vb : in the last few years it has been realized gg ; act ; per ; prisola  that weakly chaotic systems (in particular one dimensional intermittent maps, or infinite horizon Lorentz gas models perL ) lead to more complicated analytic structure of the zeta function (7), which typically exhibit branch points. In view of the inverse Laplace formula (6) the modified analytic structure may induce anomalous behavior (nonlinear diffusion ACL ; DB ).

We address here the problem of going beyond diffusion, and characterize the whole spectrum of transport exponents $`\nu (q)`$ (1). From small $`\beta `$ expansion of (6), we get

$`\sigma _k(n)`$ $`=`$ $`(x_nx_0)^k_0={\displaystyle \frac{^k}{\beta ^k}}G_n(\beta )|_{\beta =0}`$ (8)
$``$ $`{\displaystyle \frac{^k}{\beta ^k}}{\displaystyle \frac{1}{2\pi ı}}{\displaystyle _{aı\mathrm{}}^{a+ı\mathrm{}}}𝑑se^{sn}{\displaystyle \frac{d}{ds}}\mathrm{ln}\left[\zeta _{(0)\beta }^1(e^s)\right]|_{\beta =0}`$
The evaluation of the integral on the right hand side of (8) requires dealing with high order derivatives of a composite function: this is accomplished by making use of Faà di Bruno formula:

$`{\displaystyle \frac{d^n}{dt^n}}H(L(t))={\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \underset{k_1,\mathrm{}k_n}{}}{\displaystyle \frac{d^kH}{dt^k}}(L(t))B_\stackrel{}{k}(L(t))`$ (9)
$`B_\stackrel{}{k}(L(t))=\left({\displaystyle \frac{1}{1!}}{\displaystyle \frac{dL}{dt}}\right)^{k_1}\mathrm{}\left({\displaystyle \frac{1}{n!}}{\displaystyle \frac{d^nL}{dt^n}}\right)^{k_n}`$ (10)
$`\stackrel{}{k}=\{k_1,\mathrm{}k_n\}\text{with}{\displaystyle k_i}=k,{\displaystyle ik_i}=n`$ (11)
When the analytic structure of the zeta function is known, from (9) we may single out the leading singularity in the logarithmic derivative, and then estimate the asymptotic behavior of (8), for instance by employing Tauberian theorems for Laplace transforms Fell .

We will apply the technique to two classes of one dimensional maps, where deviations from fully chaotic behavior are provided by marginal fixed points, of intermittent type PM . The torus map is shown in fig. (1): it consists of three branches, the central one being hyperbolic (with constant slope), while the other two include a marginal fixed point: to unfold it on the real line it is sufficient to assign jumping numbers to branches. For instance we get the lift of fig. (1) once we assign $`\sigma _{}=1`$ to the left branch, $`\sigma _c=0`$ to the central one and $`\sigma _+=+1`$ to the right branch. The map is actually taken as a straightforward generalization of the Gaspard-Wang piecewise linear approximation plapp  of Pomeau-Manneville map: the intermittent behavior is determined by dynamics near the pair of parabolic fixed points, which is accounted for by the intermittency exponent $`\gamma >1`$, (the map goes like $`x_{n+1}x_n+x_n^\gamma `$ near the origin, with an analogous behavior at the twin fixed point in $`x=1`$). The zeta function can then be written as

$$\zeta _{(0)\beta }^1(z)=\mathrm{\hspace{0.17em}1}azbz\underset{k=1}{\overset{\mathrm{}}{}}\frac{z^k}{k^{\alpha +1}}\mathrm{cosh}(\beta k)$$
(12)
where $`a`$ and $`b`$ are fixed by specifying the central region slope and the normalization condition $`\zeta _{(0)0}^1(1)=0`$, and

$$\alpha =1/(\gamma 1).$$
(13)
The appearance of the Bose function $`g_\mu (z)=_{l=1}^{\mathrm{}}\frac{z^l}{l^\mu }`$ is due to sequences of orbits coming closer and closer to the marginal fixed points: their stability increases only polynomially with the period plapp ; AACII , a clear signature of local deviation from typical hyperbolic behavior (which is ruled by exponential instability growth). To estimate the various contributions in (9) we remind the behavior as $`z1^{}`$

$`g_\mu (z)\{\begin{array}{cc}(1z)^{\mu 1}\hfill & \mu <1\hfill \\ \mathrm{ln}(1z)\hfill & \mu =1\hfill \\ \zeta (\mu )+C_\mu (1z)^{\mu 1}+D_\mu (1z)\hfill & \mu (1,2)\hfill \\ \zeta (2)+C_2(1z)\mathrm{ln}(1z)\hfill & \mu =2\hfill \\ \zeta (\mu )+C_\mu (1z)\hfill & \mu >2\hfill \end{array}`$ (19)
and moreover take into account that

$`{\displaystyle \frac{^i}{\beta ^i}}\zeta _{(0)\beta }^1(z)|_{\beta =0}\{\begin{array}{cc}0\hfill & i\mathrm{odd}\hfill \\ zg_{\alpha +1i}(z)\hfill & i\mathrm{even}\hfill \end{array}`$ (22)
Now take a generic term in (9): and denote it by $`𝒟_{k_1\mathrm{}k_n}`$: we have in view of (22)

$$𝒟_{k_1\mathrm{}k_n}\frac{1}{(\zeta _{(0)0}^1(z))^k}\underset{j}{}(g_{\alpha +1j}(z))^{k_j}=\frac{𝒟_{k_1\mathrm{}k_n}^+}{𝒟_{k_1\mathrm{}k_n}^{}}$$
(23)
where the $`𝒟^+`$ picks up the contributions from the product of Bose functions, and all $`j`$ must be even, due to (22). First we consider the case $`\alpha (0,1)`$, which corresponds to $`\gamma >2`$: we have $`𝒟_{k_1\mathrm{}k_n}^{}(1z)^{k\alpha }`$, that, together with (19), implies that the dominant singularity is of the form

$$𝒟_n\frac{1}{(1z)^\rho }$$
(24)
where $`\rho `$ is determined by

$$\rho =\underset{\{k_1\mathrm{}k_n\}}{sup}(k\alpha +\underset{j}{}(j\alpha )k_j)=n$$
(25)
Once plugged into (8) this leads to the estimate $`\nu (q)=q`$, which means that the whole set of moments is ruled by ballistic behavior (at least for even exponents, where the method applies). We now turn to the more subtle case $`\alpha >1`$: since the dynamical zeta function has a simple zero we get $`𝒟_{k_1\mathrm{}k_n}^{}(1z)^k`$, while the terms appearing in $`𝒟^+`$ modify the singular behavior near $`z=1`$ only for sufficiently high $`j`$

$$g_{\alpha +1j}(z)\{\begin{array}{cc}(1z)^{\alpha j}\hfill & j>\alpha \hfill \\ \zeta (\alpha +1j)\hfill & j<\alpha \hfill \end{array}$$
(26)
If all $`\{j\}`$ are less than $`\alpha `$ then the singularity is determined by $`𝒟^{}`$: keeping in mind that the highest $`k`$ value is achieved by choosing $`j=2`$ and $`k_2=n/2`$, we get, by proceeding as before

$$\nu (q)=\frac{q}{2}q<\alpha $$
(27)
When $`q`$ exceeds $`\alpha `$ we have to take into account possible additional singularities in $`𝒟^+`$, and thus we get

$$𝒟_n\frac{1}{(1z)^\rho }$$
(28)
where $`\rho `$ is determined by

$$\rho =\underset{\{k_1\mathrm{}k_n\}}{sup}(k+\underset{j>\alpha }{}(j\alpha )k_j)=\{\begin{array}{cc}n/2\hfill & n<2(\alpha 1)\hfill \\ n+1\alpha \hfill & n>2(\alpha 1)\hfill \end{array}$$
(29)
which, once we take (27) into account, yields

$$\nu (q)=\{\begin{array}{cc}q/2\hfill & q<2(\alpha 1)\hfill \\ q+1\alpha \hfill & q>2(\alpha 1)\hfill \end{array}$$
(30)
The set of exponents thus has a nontrivial structure, characterized by a sort of phase transition for $`q=2(\alpha 1)`$, a rather universal feature of many systems exhibiting anomalous transport V-AD . We notice that the parameter ruling the presence of a phase transition (and the explicit form of the spectrum) is $`\alpha `$, the exponent describing the polynomial instability growth of periodic orbits coming closer and closer to the marginal fixed point, and thus describing the sticking to the regular part of the phase space: in the present example $`\alpha =(\gamma 1)^1`$, and thus the sticking exponent is easily connected to the intermittency index.

We now discuss a further 1-d example: first we recall that the former torus map has non trivial ergodic properties: an absolutely continuous invariant measure only exists for $`\alpha >1`$ (see for instance ci  and references therein): the ergodic behavior is much more complex when $`\alpha <1`$. In the new example Ark  while the functional form of the map near marginal fixed points is identical to the former case, ergodic properties are completely different (the measure is not singular). The torus map, again dependent on an intermittency parameter $`\gamma `$, is implicitly defined on $`𝒯=[1,1)`$ in the following way Ark :

$$x=\{\begin{array}{cc}\frac{1}{2\gamma }\left(1+\widehat{f}(x)\right)^\gamma \hfill & 0<x<1/(2\gamma )\hfill \\ \widehat{f}(x)+\frac{1}{2\gamma }\left(1\widehat{f}(x)\right)^\gamma \hfill & 1/(2\gamma )<x<1\hfill \end{array}$$
(31)
for negative values of $`x`$ the map is defined as $`\widehat{f}(x)=\widehat{f}(x)`$ (cfr (2)): see fig. (2).

The peculiar ergodic features of the map, namely the existence of a constant invariant measure for any value of $`\gamma `$ arise from the property $`_{y=\widehat{f}^1(x)}\mathrm{\hspace{0.17em}1}/\widehat{f}^{}(y)=\mathrm{\hspace{0.17em}1}`$ Also in this case we can easily identify families of orbits coming closer and closer to the marginal fixed points, but evaluating their instability requires some care, as the slope in the chaotic region is not bounded from above. A piecewise linear approximation (in the same spirit as plapp ) is still possible acprep , but we must put particular attention on matching the summation property : the corresponding dynamical zeta function is

$$\zeta _{(0)\beta }^1(z)=\mathrm{\hspace{0.17em}1}\zeta (\alpha +2)z\underset{k=1}{\overset{\mathrm{}}{}}\frac{z^k}{k^{\alpha +2}}\mathrm{cosh}(\beta k)$$
(32)
where again $`\alpha =1/(\gamma 1)`$. Thus the continuity of the measure deeply modifies the relationship between the intermittency exponent and the instabilities of periodic orbits shadowing the marginal fixed points: by repeating the steps of our former calculation we get that we always get a phase transition with

$$\nu (q)=\{\begin{array}{cc}q/2\hfill & q<2\alpha \hfill \\ q\alpha \hfill & q>2\alpha \hfill \end{array}$$
(33)
which may also be checked numerically (see fig. (3)).

Our last example shows how the proposed technique may be applied to higher dimensional systems, where a detailed layout of the full symbolic dynamics is beyond our present understanding. We consider the Lorentz gas with infinite horizon (square lattice of circular scatterers where a test particle freely moves, colliding elastically with the disks). The mechanism that in this case leads to deviation from normal behavior is due to the possibility of arbitrarily long flights of free (collisionless) motion along corridors. In this example the reduced dynamics is that of a Sinai billiard: while a complete description of the full set of periodic orbits of such a system is not known yet a a family of periodic orbits approaching closer and closer the infinite free flights is singled out: it consists (for the unfolded billiard) to orbits that jump $`n`$ lattice spacings between collisions: their number and instability can be evaluated by geometric argumentsperL , yielding an istability that grows polynomially with $`n`$ with a power $`3`$: so their role is analogous to modes leading to Bose functions in (12) with $`\alpha =2`$. In view of (30) this leads to $`\nu (q)=q/2`$ for $`q<2`$ and $`\nu (q)=q1`$ for $`q>2`$, like recently suggested in L-Ott : a careful analysis, based on (19) moreover gives $`\sigma _2(n)n\mathrm{ln}n`$ (see Ble ), so that our method is also capable of picking up logarithmic corrections to the dominating power-law behavior.

We have proposed a crisply deterministic technique to investigate the full spectrum of transport exponent for chaotic systems: in particular this method is capable of explaining the different phase transitions that possibly arise, without any direct information on the invariant measure: the only information to be plugged is local growth of instabilities near the marginal structures, together with the appropriate jumping factor.

This work was partially supported by INFM PA project Weak chaos: theory and applications, and by EU contract QTRANS Network (Quantum transport on an atomic scale).


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# Hamiltonian and gradient properties of certain type of dynamical systems

## 1 Introduction and setting the problem.

It is well known  that synaptic connections in biological neural networks are seldom symmetric since the signal sent by neurons along their axons are sharp spikes and the relevant information is not contained in the spikes themselves but in the so called firing rates, which depends on the magnitude of the membrane potentials which governs all the process. On the other hand it should be pointed out that the recent neurophysiological observation of extremely low firing rates  without some doubt on the general usefulness of this notion as really the relevant neural variable. Thereby one can use some natural continuous variables to describe neural networks as dynamical systems of special structure like gradient (symmetric) and Hamiltonian skew-symmetrical flows. This gives rise to making use of a lot of methods and techniques for studying the structural stability of the networks and the existence of so called coherent temporal structures fitting for learning process.

Based on the considerations above one can introduce a class of nonlinear dynamical systems

$$du/dt=K(u)$$
(1)
where $`Mu`$ is some smooth finite-dimensional metrizible manifold $`K:MT(M)`$ is a vector field on $`M`$, modeling the information transfer process in a biological neural network under regard. The question is what conditions should be involved on the flow (1) for it to be represented as follows:

$$K(u)=\mathrm{g}radV(u)\vartheta (u)H(u),$$
(2)
that is as a mixed sum of a gradient flow and a Hamiltonian flow on $`M`$. Here $`V:MR`$ is the potential function and $`H:MR`$ is the Hamiltonian function relevant to the flow (1), $`\mathrm{g}rad:=g^1(u)`$, $`:=\{\frac{}{u}:uM\}`$, $`g:T(M)\times T(M)R_+`$ is a Riemannian metrics and $`\vartheta :`$ $`T^{}(M)T(M)`$ is a Poisson structure on $`M`$.

Thus we need to find the corresponding metrics and Poisson structure on $`M`$ subject to which the representation (2) holds on $`M`$. We shell dwell on this topics in the proceeding chapter.

## 2 Poissonian structure analysis

Assume first that the representation (2) holds, that is

$$\vartheta (u)H(u)=K(u)+\mathrm{g}radV(u):=K_V(u)$$
(3)
for all $`uM`$ and some $`\vartheta `$ and $`g`$ structures on $`M`$. This means therefore that the constructed vector field (3) is exactly Hamiltonian. Thereby one has () the expression

$$\vartheta ^1(u)=\phi ^{}(u)\phi ^{}(u),$$
(4)
where $`\phi T^{}(M)`$ is some nonsymmetric solution to the linear determining equation

$$d\phi /dt+K_V^{}\phi =.$$
(5)
Here, by definition, the flow $`K_V`$ is defined as

$$du/d\tau =K_V(u)$$
(6)
and $`:MR`$ is a suitable smooth function chosen for convenience when solving (4). It is clear (see ) that the symplectic structure (4) doesn’t depend on the choice of the function $`:MR.`$

As the second step, assume that the metrics and Poisson structures on $`M`$ are given a priori. Then due to (5) the following equation for determining the potential function $`V:MR`$ holds:

$$\phi ^{}K+\phi ^{}\mathrm{g}radV+K^{}\phi +(\mathrm{g}radV)^{}\phi =,$$
(7)
where the element $`\phi T^{}(M)`$ has been assumed also to be known a priori as a solution to the equation (4). The expression (7) is a linear second order equation in partial derivatives on the potential function $`V:MR.`$ If this equation is compatible, then its solution exists and the decomposition (2) holds.

As one can check, the equation (7) almost everywhere possesses a solution for the vector $`\psi =\mathrm{g}radV,`$ that is the following expression

$$\mathrm{g}radV=\psi =g^1V$$
(8)
holds on $`M`$ for some $`\psi T(M).`$ Thereby, one gets

$$V=g\psi .$$
(9)
Making use now of the well-known Volterra condition (see ), $`(V)^{}(V)^{}`$, we obtain the following criterion on the metrics $`g:T(M)\times T(M)R_+`$ :

$$(g\psi )^{}=(g\psi )^{}.$$
(10)
Since from (9) also one follows that

$$g\psi ,u_x=V,u_x=dV/dx,$$
(11)
the condition (11) is evidently equivalent to such one:

$$(g\psi )^{}u_x\frac{d}{dx}(g\psi )=0.$$
(12)
Calculating the left handside expression of (12) one gets the following final result:

$$(g^{}u_xg^{}u_x)\psi =g\psi ^{}u_x\psi ^{}(gu_x),$$
(13)
which is feasible at check, if the metrics is given. Otherwise, if this is not the case, the linear expression (13) determines a suitable metrics as its solution subject to the mapping $`g:T(M)\times T(M)R_+`$ . As soon as the equation (13) is compatible, its solution exists defining a suitable metrics on the manifold $`M`$.

The results delivered above can be successfully applied to many interesting dynamical systems modeling information processes in neural networks, mentioned in introduction. Below we shall demonstrate some of them having applications at studying coherent temporal structures.

## 3 Coherent temporal structures formation.

One considers a network with two groups of neuron $`\{x_iR:i=\overline{1,n}\}`$ and {$`y_jR`$: $`j=\overline{1,m}`$}, connected in such a way, that inside both groups the synaptic strengths are symmetric, whereas between groups they are antisymmetric. That is, neurons $`\left\{x\right\}`$ are excitatory to $`\left\{y\right\}`$ and neurons $`\left\{y\right\}`$ are inhibitory to $`\left\{x\right\}.`$ This model is expressed in the form (2), where

$`V`$ $`=`$ $`\underset{i=1}{\overset{𝑛}{{\displaystyle }}}\left({\displaystyle \frac{1}{2}}\beta _1x_i^2+\beta _2{\displaystyle \frac{x_i^4}{4}}\right)+{\displaystyle \frac{1}{2}}\underset{i,j=1}{\overset{𝑛}{{\displaystyle }}}\beta _{i,j}^{(1)}x_ix_j`$
$`+\underset{j=1}{\overset{𝑚}{{\displaystyle }}}\left({\displaystyle \frac{1}{2}}\beta _4y_j^2+\beta _5{\displaystyle \frac{y_j^4}{4}}\right)+{\displaystyle \frac{1}{2}}\underset{i,j=1}{\overset{𝑚}{{\displaystyle }}}\beta _{i,j}^{(2)}y_iy_j,`$
$$H=\frac{1}{2}\left(\underset{i=1}{\overset{𝑛}{}}x_i^2+\underset{j=1}{\overset{𝑚}{}}y_j^2+\underset{i=1}{\overset{𝑛}{}}\underset{j=1}{\overset{𝑚}{}}w_{ij}x_iy_j\right)$$
(15)
with the standard metrics $`g=\mathrm{𝟏},`$a skew-symmetric Poisson structure $`\vartheta =J\mathrm{S}p(R^{(n+m)}),`$ $`u=\left\{(x,y)R^n\times R^m\right\},`$

$$g=\left(\begin{array}{ccc}1& & 0\\ & \mathrm{}& \\ 0& & 1\end{array}\right),\text{ }J=\left(\begin{array}{cc}0& I_{(n,m)}\\ I_{(n,m)}& 0\end{array}\right)$$
(16)
or

$$J=\left(\begin{array}{cc}J_{(n)}& 0\\ 0& J_{(m)}\end{array}\right)$$
(17)
with constant $`\beta `$ and elements $`w_{ij}`$ being parameters, $`I_{(n,m)}=\{\delta _{ij}:i=\overline{1,n},j=\overline{1,m}\},`$ $`J_{(n)}`$ and $`J_{(m)}`$ being some skew-symmetric matrices.

It is worth to mention here that the representation (2) with structures (16) is not unique and some other solutions to the equation (13) can be found.

This system (3) as we shall demonstrate below possesses a so called coherent-temporal structure important for studying learning processes in biological neural networks.

Assume for simplicity that all $`\beta `$ \- parameters are proportional to a small enough parameter $`\epsilon >0`$, that is $`\left\{\beta \right\}\left\{\epsilon \beta \right\}`$ and consider first our flow (2) at $`\epsilon =0`$. It is easy to see that our model then possesses a closed orbit in the space of $`\left\{x\right\}`$ and $`\left\{y\right\}`$ \- parameters, say $`\sigma :S^1M=R^n\times R^m,`$ satisfying the equation

$$d\sigma /d\tau =JH(\sigma )$$
(18)
for all $`\tau S^1`$. Moreover, the Hamiltonian function $`H:MR`$ in (15) is a conservation law of (18). Take now $`\epsilon 0`$; then one can state ( ) that there exists a function $`H_\epsilon :MR`$, such, that for some closed orbit $`\sigma _\epsilon :S^1M`$ this function $`H_\epsilon :MR`$ be a constant of motion (not a conservative quantity), that is for all small enough $`\epsilon >0`$

$$dH_\epsilon (\sigma _\epsilon )/dt=O(\epsilon ^2)$$
(19)
as $`\epsilon 0`$. Then one can formulate the following proposition about the existence of a limiting cycle in our model at $`\epsilon >0`$ small enough.

Proposition. Let our model possess at small enough $`\epsilon >0`$ a smooth constant of motion $`H_\epsilon :MR`$ and a closed $`\epsilon `$-deformed orbit $`\sigma _\epsilon :S^1`$ $`R`$. Moreover, at $`\epsilon =0`$ the constant of motion $`H_0:MR`$ is a first integral of the model in the neighborhood of the orbit $`\sigma _0`$. Then a necessary condition for the existence of a limiting cycle at $`\epsilon >0`$ small enough is vanishing the following circular integral:

$$\underset{S^1}{}H_0(\sigma _0),\mathrm{g}radV(\sigma _0)dt=0.$$
(20)
Having substituted expression (3) into (20), one finds numerical constraints on the parameters locating our closed orbit $`\sigma _0:S^1M`$ in the phase space $`M`$. Thereby, we can localize this way possible coherent temporal patterns available in our neuron network under study.

Using this approach let us consider the equation of motion on the variables $`(x,y)R^{n+m}.`$ The Lagrangian equation corresponding to potential (3), Hamiltonian (15) and matrix (17) can be represented as

$$\left(\begin{array}{c}\stackrel{..}{𝐱}\\ \stackrel{..}{𝐲}\end{array}\right)+W\left(\begin{array}{c}𝐱\\ 𝐲\end{array}\right)=0,$$
(21)
where colums $`𝐱=\{x_{1,}\mathrm{}x_n\}^{T\text{ }}`$, $`𝐲=\{y_{1,\mathrm{},}y_m\}^T,`$ and matrix $`W=\left(\begin{array}{cc}A_1& B_1\\ A_2& B_2\end{array}\right)`$, $`A_1=J_n^2+J_nwJ_mw^T`$, $`A_2=J_m^2+J_mw^TJ_nw,`$ $`B_1=J_n^2w+J_nwJ_m`$, $`B_2=J_m^2w+J_mw^TJ_n`$, $`w=\{w_{ik}\}`$. A solution to the matrix equation (21) can be represented as $`(𝐱,𝐲)^T=𝐚\mathrm{exp}(i\lambda t),`$ with $`\lambda `$ being nontrivial only if the following determinant

$$\left|\lambda ^2g+W\right|=0$$
(22)
is equal to zero.

Equation (22) is one of the degree $`n+m`$ subject to $`\lambda ^2`$ and determines 2($`n+m)`$ eigen frequencies $`\omega _s=\{\pm \omega _1,\mathrm{},\pm \omega _{m+n}\}.`$ In this case the solution gets the form

$$\left(\begin{array}{c}𝐱_s\\ 𝐲_s\end{array}\right)=𝐚_s\mathrm{exp}(i\omega _st)+𝐚_s^{}\mathrm{exp}(i\omega _st).$$
(23)
Amplitudes $`𝐚_s=\{a_{s,1},\mathrm{},a_{s,n+m}\}^T`$ must satisfy the matrix equation

$$\left(\omega _s^2g+W\right)𝐚_s=0.$$
(24)
If we take that amplitudes $`a_{s1}=a_{s1}^{}=1`$ for any $`s\overline{1,n+m}`$ solve (24), we can get coefficients $`K_{si}`$of the distribution of amplitudes relative to any frequency $`\omega _s`$. For this case the solution (23) can be represented as

$`x_{sj}`$ $`=`$ $`a_{s1}K_{s,j}\mathrm{exp}(i\omega _st)+a_{s,1}^{}K_{s,j}\mathrm{exp}(i\omega _st)`$ (25)
$`=`$ $`K_{s,i}\mathrm{exp}(i\omega _st)+K_{s,i}\mathrm{exp}(i\omega _st),`$
$$y_{sj}=K_{s,j+n}\mathrm{exp}(i\omega _st)+K_{s,j+n}\mathrm{exp}(i\omega _st).$$
(26)
Here $`K_{s,i},K_{s,j+n}`$ are given constants depending on the frequencies $`\omega _s.`$ Consider now the scalar product

$`H_0(\sigma _0),V(\sigma _0)`$ $`=`$ $`\left(x_1+\underset{j=1}{\overset{𝑚}{{\displaystyle }}}w_{1j}y_j\right)\left(\beta _1x_1+\beta _2x_1^3+{\displaystyle \frac{1}{2}}\underset{j=1}{\overset{𝑛}{{\displaystyle }}}\beta _{1,j}^{(1)}x_j\right)+\mathrm{}`$
$`+\left(x_n+\underset{j=1}{\overset{𝑚}{{\displaystyle }}}w_{nj}y_j\right)\left(\beta _1x_n+\beta _2x_n^3+{\displaystyle \frac{1}{2}}\underset{j=1}{\overset{𝑛}{{\displaystyle }}}\beta _{n,j}^{(1)}x_j\right)+`$
$`+\left(y_1+\underset{i=1}{\overset{𝑛}{{\displaystyle }}}w_{i1}x_i\right)\left(\beta _1y_1+\beta _2y_1^3+{\displaystyle \frac{1}{2}}\underset{j=1}{\overset{𝑚}{{\displaystyle }}}\beta _{1,j}^{(2)}y_j\right)+\mathrm{}`$
$`+\left(y_n+\underset{j=1}{\overset{𝑛}{{\displaystyle }}}w_{in}x_i\right)\left(\beta _1y_m+\beta _2y_m^3+{\displaystyle \frac{1}{2}}\underset{j=1}{\overset{𝑚}{{\displaystyle }}}\beta _{n,j}^{(2)}y_j\right).`$
Having substituted solution (25) into last expression and integrated it along the period $`T=2\pi /\omega _s`$ we get a hyperplane which determines the parameters of our neural network model:

$`\left(x_1+\underset{j=1}{\overset{𝑚}{{\displaystyle }}}w_{1j}K_{s,n+j}\right)\left(\beta _1+{\displaystyle \frac{3}{4}}\beta _2+{\displaystyle \frac{1}{2}}\underset{j=1}{\overset{𝑛}{{\displaystyle }}}\beta _{1,j}^{(1)}K_{s,j}\right)+\mathrm{}`$
$`+\left(K_{s,n}+\underset{j=1}{\overset{𝑚}{{\displaystyle }}}w_{nj}K_{s,n+j}\right)\left(\beta _1K_{s,n}+{\displaystyle \frac{3}{4}}\beta _2K_{s,n}^3+{\displaystyle \frac{1}{2}}\underset{j=1}{\overset{𝑛}{{\displaystyle }}}\beta _{n,j}^{(1)}K_{s,j}\right)+\mathrm{}`$
$$+\left(K_{s,n+1}+\underset{i=1}{\overset{𝑛}{}}w_{i1}K_{s,i}\right)\left(\beta _3K_{s,1+n}+\frac{3}{4}\beta _4K_{s,1+n}^3+\frac{1}{2}\underset{j=1}{\overset{𝑚}{}}\beta _{1,j}^{(2)}K_{s,j+n}\right)+\mathrm{}$$

$$+\left(K_{s,n+m}+\underset{j=1}{\overset{𝑛}{}}w_{in}K_{s,i}\right)\left(\beta _3K_{s,m+n}+\frac{3}{4}\beta _4K_{s,m+n}^3+\frac{1}{2}\underset{j=1}{\overset{𝑚}{}}\beta _{n,j}^{(2)}K_{s,j+n}\right)=0$$

Thus, as the index $`s`$ changes from $`s=1`$ to $`n+m,`$ we can get in the general case $`n+m`$ dimensional submanifolds determining parameters {$`\beta _1`$, $`\beta _2`$, $`\beta _3`$, $`\beta _4`$, $`\beta _{n,j}^{(1)}`$, $`\beta _{n,j}^{(2)}`$}, at which the chosen oscillatory structure will persist for all $`tR_+,`$ thereby realizing a stable neural network and related with it the temporal patter under study.