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# Competition of synchronization domains in arrays of chaotic homoclinic systems.

## Abstract

We investigate the response of an open chain of bidirectionally coupled chaotic homoclinic systems to external periodic stimuli. When one end of the chain is driven by a periodic signal, the system propagates a phase synchronization state in a certain range of coupling strengths and external frequencies. When two simultaneous forcings are applied at different points of the array, a rich phenomenology of stable competitive states is observed, including temporal alternation and spatial coexistence synchronization domains.

Synchronization of chaos refers to a process wherein two (or many) chaotic systems adjust a given property of their motion to a common behavior reviews . The emergence of synchronized features has been investigated in nature nature , in controlled laboratory experiments experiment ; Allaria , and the interest has moved toward the characterization of synchronization phenomena in spatially extended systems, such as large populations of coupled chaotic units and neural networks populations , globally or locally map lattices maps  and continuous space extended systems phasestc .

In this Letter, we consider a one dimensional chain of sites, each one undergoing a local homoclinic chaotic dynamics, interacting via a bidirectional nearest neighbor coupling. Homoclinic chaos consists of a train of nearly identical spikes separated by erratic inter-spikes intervals (ISI). In phase space, this motion corresponds to the passage through a saddle focus, where stable manifolds collapse and an unstable manifold emerges, with the expansion rate larger than the contraction one Shilnikov . The saddle region displays a large susceptibility to an external stimulus, therefore such a chaotic system gets easily synchronized to a weak forcing signal.

The ability of such systems to synchronize to an external forcing was demonstrated in previous works Allaria , finding that it may constitute a reliable communication channel Marino  robust against noise Zhou . Furthermore, homoclinic chaos can be self-synchronized by feeding back a finite train of its own spikes, via either a delayed feedback DSS  or a low frequency filter Meucci ; in this latter case obtaining a bursting behavior reminiscent of the dynamic of neurons in Central Pattern Generators Rabinovich .

However, when passing from a single system to an array, a relevant problem emerges related to the ability of the array to respond to external periodic perturbations localized at one end site, yielding synchronized patterns. The issue we are addressing is relevant for biological or artificial communication networks.

For convenience, we refer to a chain of dynamical units, each one represented by a 6-variable system modeling homoclinic chaos in a single mode CO2 laser with feedback homo . The extension of the model to an array is:

$`\dot{x}_1^i`$ $`=`$ $`k_0x_1^i(x_2^i1k_1\mathrm{sin}^2x_6^i),`$
$`\dot{x}_2^i`$ $`=`$ $`\gamma _1x_2^i2k_0x_1^ix_2^i+gx_3^i+x_4^i+p,`$
$`\dot{x}_3^i`$ $`=`$ $`\gamma _1x_3^i+gx_2^i+x_5^i+p,`$
$`\dot{x}_4^i`$ $`=`$ $`\gamma _2x_4^i+zx_2^i+gx_5^i+zp,`$ (1)
$`\dot{x}_5^i`$ $`=`$ $`\gamma _2x_5^i+zx_3^i+gx_4^i+zp,`$
$`\dot{x}_6^i`$ $`=`$ $`\beta [x_6^ib_0+r({\displaystyle \frac{x_1^i}{1+\alpha x_1^i}}+ϵ(x_1^{i1}+x_1^{i+1}2<x_1^i>))]`$
Here the index $`i`$ denotes the $`i^{th}`$ site position ($`i=1,..,N`$), and dots denote temporal derivatives. For each site, $`x_1`$ represents the laser intensity, $`x_2`$ the population inversion between the two levels resonant with the radiation field, and $`x_6`$ the feedback voltage which controls the cavity losses. The auxiliary variables $`x_3,x_4`$ and $`x_5`$ account for molecular exchanges between the two resonant levels and the other rotational levels of the same vibrational band. We consider identical units; as for the parameters, their physical meaning has been already discussed homo . Their values are: $`k_0=28.5714`$, $`k_1=4.5556`$, $`\gamma _1=10.0643`$, $`\gamma _2=1.0643`$, $`g=0.05`$, $`p_0=0.016`$, $`z=10`$, $`\beta =0.4286`$, $`\alpha =32.8767`$, $`r=160`$, $`b_0=0.1032`$.

The coupling on each site is realized by adding to the $`x_6`$ equation a function of the intensity $`(x_1)`$ of the neighboring oscillators. The term $`<x_1^i>`$ represents the average value of the $`x_1^i`$ variable, calculated as a moving average over the whole evolution time. The coupling strength $`ϵ>0`$ is our control parameter. The system is integrated by means of a standard fourth-order Runge-Kutta method with open boundary conditions.

We first study the emergence of synchronization in the absence of external stimuli, as the coupling strength $`ϵ`$ increases. Due to the coupling, a spike on one site induces the onset of a spike in the neighbor sites as discussed in Ref. Leyva .

In Fig. 1(a)-(b) we show the transition from unsynchronized to synchronized regimes by a space time representation of the array. A detection threshold isolates the spikes getting rid of the chaotic small inter-spike background, thus we plot only the spike positions as black dots. The transition to phase synchronization is anticipated by regimes where clusters of oscillators spike quasi-simultaneously zheng . Clusters are delimited by ”phase slips” or defects, easily seen as holes in the space time fabric. More precisely, we introduce a phase measure $`\varphi ^i(t)`$ for a time interval $`t`$ between two successive spikes of the same site, occurring at $`\tau _{k1}^i`$, $`\tau _k^i`$, by linear interpolation reviews :

$$\varphi ^i(t)=2\pi \frac{t\tau _{k1}^i}{\tau _k^i\tau _{k1}^i}.$$
(2)
A defect appears as a $`2\pi `$ ”phase slip” in the difference between the phases of two adjacent sites. Notice that this mutual referencing is the natural extension of measuring the regularity of a sequence against an external clock, whenever there is no external clock, but the time evolution of a site compares with the nearest neighbor sites. Hence ”phase synchronization” denotes a connected line from left to right, not broken by defects. This definition of phase synchronization does not imply equal time occurrence, thus the unbroken lines are not isochronous as can be seen in Fig. 1 (b). The cluster size increases with $`ϵ`$ extending eventually to the whole system (Fig. 1(b)).

The route to phase synchronization can be characterized by the defect density, that is, the number of defects per site. In Fig. 1(c) we plot the average defect density as function of $`ϵ`$, calculated for a long evolution time ($`T=3\times 10^5`$). Full phase synchronization is reached when the defect density falls below one defect per site. The defect statistics has been studied for several chain lengths; we find that above $`N`$=30 there are no appreciable size-dependent effects. Once phase synchronization is established, a further increasing of $`ϵ`$ reduces the natural frequency of the system $`\omega _o(ϵ)=\frac{2\pi }{<ISI>(ϵ)}`$. We will show that this slowing down affects the capability of the array to synchronize to an external signal.

For this purpose, we explore the response of the system to an external periodic stimulus applied to the first site of the chain. Precisely, we periodically modulate the parameter $`b_o`$ at the site $`i=1`$ as $`b_o^1=b_o(t)=b_o(1+A\mathrm{sin}(\omega t))`$. From previous work, we know that this driving can induce a phase synchronization on a single oscillator Allaria ; here we explore the ability of the system to transmit the periodic signal through the chain.

The modulation amplitude $`A`$ does not affect the results, provided that it is sufficient to synchronize the $`i=1`$ site. Therefore, we do not loose generality by fixing a constant value $`A=0.3`$.

We will consider that the signal has been successfully transmitted through the system when after a finite time the last element of the chain spikes with the same period of the external forcing, without defects. In Fig. 2 (a)-(b) we give examples of partial signal transmission. If $`\omega `$ is too small (Fig. 2 (a)) or too large (Fig. 2 (b)) with respect to the natural frequency of the system ($`\omega _o(ϵ)`$=0.02 in the figure), then only partial transmission is achieved.

We explore the ($`ϵ,\omega `$) range over which transmission propagates over the whole chain. In the low frequency limit, we find that $`\omega <\omega _o(ϵ)`$ is not able to globally synchronize the chain. Independently of $`N`$, as $`\omega _o`$ is larger than $`\omega `$, the last sites tend to spike spontaneously between two consecutive periods of the external driver before the synchronization propagates to them, and therefore synchronization is lost (Fig. 2 (a)).

When $`\omega >2\omega _o(ϵ)`$, the first $`N_p`$ sites synchronize with the driving frequency, but beyond $`N_p`$ a line of defects restores the natural oscillation regime (Fig. 2 (b)). This ”penetration depth” $`N_p`$ for synchronization is invariant as we change the whole array length. In Fig. 2 (c) we plot the penetration depth vs. the forcing frequency for different values of $`ϵ`$.

If for a point ($`ϵ,\omega `$) the penetration depth is $`N_p`$, then one would observe complete synchronization only for sizes $`N<N_p`$, while incomplete synchronization would unavoidably take place for $`N>N_p`$. As a result, for a given $`N`$, only a limited range of external frequencies can be transmitted over the whole chain.

In Fig. 3 we plot the boundaries of the transmission band as a function of $`ϵ`$ and $`\omega `$, for several chain lengths. The region inside the curves contains all the $`(ϵ,\omega )`$ points for which global transmission is allowed. It can be seen that for each $`ϵ`$, the transmission band extends from $`\omega _o`$ (black stars) to approximately 2$`\omega _o`$. Notice that the system starts to transmit for coupling strengths above the ones leading to intrinsic synchronization (approximately $`ϵ>0.11`$). For weaker couplings, the presence of defects breaks the continuity, while for $`ϵ>0.35`$ the homoclinic dynamics is destroyed.

The left boundary of the transmission range refers to perfect transmission of the $`\omega `$ period up to the end of the chain. If one is only interested in the transmission of the average frequency, this boundary is slightly smeared out.

Now we have sufficient background to address the main question of how two different frequencies applied at the far ends of the chain compete in generating two separate spatial patterns of synchronization. The temporal competition between different synchronization states was recently investigated theoretically Ott  and experimentally Rajroy  in the context of a single chaotic system forced by two external frequencies, finding competitive behaviors as alternations of synchronism to several frequencies ($`\omega _1,\omega _2`$ or a combination of the two). Here we go further addressing the problem of spatial competition between synchronization regions, which is preliminary to controlling the dynamics of an extended system as well as to studying the response of neural assemblies to competing external perturbations.

To answer this question, we apply to the first ($`i=1`$) and last ($`i=N`$) site two periodic perturbations with frequencies $`\omega _1`$ and $`\omega _2`$, respectively. For simplicity, we will take always $`\omega _o<\omega _1<\omega _2`$, so that $`N_p(\omega _1)>N_p(\omega _2)`$ (see Fig. 2 (c)).

The emerging competition scenario can be described with reference to Fig. 4. For $`N_p(\omega _1),N_p(\omega _2)>N`$, both frequencies synchronize over the whole chain. However, after a suitable transient time, the whole system synchronizes to the larger frequency $`\omega _2`$, with the only exception of the site $`i=1`$ (Fig. 4 (a)). This kind of ”winner-takes-all” behavior is the consequence of the extended character of the system, and is at variance with the single oscillator behavior for both forcing frequencies inside the Arnold tongue. In fact, in Ref. Ott  the entrainment takes place at the frequency closer to the natural frequency $`\omega _o`$.

For $`N_p(\omega _1)>N,N_p(\omega _2)<N`$, only the smaller frequency synchronizes over the whole chain, while the larger frequency is limited to the $`N_p(\omega _2)`$ sites closest to $`i=N`$. In this situation, we find that permanent synchronization domains for $`\omega _1`$ and $`\omega _2`$ are established, with an irregular domain wall (Fig 4 (b)). If we increase $`N`$, the $`\omega _2`$ domain is always confined to the last N$`{}_{p}{}^{}(\omega _2)`$ sites, independently of the total length of the chain as well as of the value of $`\omega _1`$. The domains are stable, as checked with a very long integration time ($`T>3\times 10^7`$).

For the case of Fig 4 (b), we plot the instantaneous frequency reviews  for $`i=1,i=40`$ and $`i=22`$ (Fig. 5 (a)). It can be observed that the site $`i=22`$ located on the domain boundary locks alternatively to $`\omega _1`$ and $`\omega _2`$. The locking periods are interrupted by defects. In Fig 5 (b), we plot the normalized locking time of all sites to $`\omega _1`$ and $`\omega _2`$, respectively. The transition is smooth spacewise and the boundary layer has a width of approximately 6 sites, independently of the chain length.

Finally, for $`N_p(\omega _1)`$ , $`N_p(\omega _2)<N`$, neither of the two frequencies stabilizes a synchronized pattern over the whole chain. In this case, we observe alternation between synchronization patterns with frequencies $`\omega _1`$ and $`\omega _2`$, with intervals of asynchrony filled with defects, as shown in Fig 4 (c). The duration of the synchrony and asynchrony intervals is irregular. This competitive behavior persists in time. As a consequence, the competition between the two frequencies has here a cooperative effect, insofar as it enhances the ability of each single entrainment process to reach global synchronization over finite time slots.

In summary, we have studied the response of a chain of nearest neighbor coupled homoclinic oscillators to periodic stimuli. The array can propagate a synchronization state in a range of couplings and external frequencies ($`ϵ,\omega `$). When two simultaneous forcings are applied at different points of the array, a rich phenomenology of stable competitive states is observed. The features and stability of these states depend on the intrinsic dynamics of the system independently of the chain size.

The Authors are indebted to R. Meucci for fruitful discussions. Work partly supported by EU Contract HPRN-CT-2000-00158.


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# On the objective origin of the phase transitions and metastability in many-particle systems

## Introduction

The modern representations about thermodynamics of many-particle systems were developed in the framework of the subjective approach, wherein the irreversibility (following Boltzmann ) is a consequence of the coarsened perceivence of many-particle systems by the observer, and the relaxation (following Krylov ) is a consequence of the existence of some dynamical unsteadiness in these systems, which results in their mixing up. Keeping in mind theseconceptions and taking account of the short-rangeness of intermolecular forces, one succeeds in construction of the Gibbs distributions  which nicely describe the macroscopic properties of rarefied gases.

However, any singularities in temperature are absent in the Gibbs statistical sums for the systems composed of finite number of particles (the sums over all the accessible microstates). Such statistical sums (partition functions) are one-valued and analytical in temperaturefunctions, except at the point $`T=0`$. Therefore, any attempts to provide a statistical description of the macroscopic properties of real condensed media within wide thermodynamic ranges, including the vicinities of the phase transition points, face significant difficulties . Serious troubles emerge, as well, under the modeling of the condensed phases by the techniques of molecular dynamics  (particularly, it regards the combined calculation of both the structural and caloric characteristics ). The question ‘‘what is the precise nature and origin of the singularities connected with the phase transitions and the critical phenomena?’’  keeps its actuality. Besides, the phase transitions are closely related to the metastable states which always finish their existence via phase transition. Hence, from the practical standpoint, those phase transition statistical models seem defective which are exclusive of the metastable states nearby the points of the liquid crystallization or the vapor condensation.

The aim of this paper is, at first, to propose and substantiate the conception that the origin of the phase transitions and metastability in real condensed media is the mutual correlation (the feedback) between the particle microscopic properties and the medium macrostate, and, then, to demonstrate, on the example of some simple illustrative model, in what way the feedback can lead to the emergence of the metastable states and first-order phase transitions in equilibrium statistical mechanics. In conclusion, we propose a general recipe for calculation of the temperature and pressure/density dependences of the macroscopic characteristics of condensed media.

## The primary conception

Our reasoning starts from the empirical fact that, in the absence of external influence, the many-particle system metastable states (for instance, supercooled water in a test tube) exist, in average, throughout the time intervals much longer than the hydrodynamic relaxation period. Hence, it is sensible to consider them to be equilibrium, though unstable with respect to the perturbations stronger than a certain one. (By the way, the notion of metastable state is present in equilibrium thermodynamics, but absent in the Gibbs equilibrium formalism.) If to presume the metastable states to be equilibrium, then the main consequence of this presumption, i.e., a necessary condition for the existence of several equilibrium phase states within the same thermodynamic range, is the temperature many-valuedness of the statistical sum. (Another representative example is the existence, in a wide range of temperature and pressure, of two equilibrium phases of carbon: diamond and graphite.)

Keeping in mind that the functional structure of the canonical ensemble is correct (since the rarefied gas properties are described perfectly well by the Gibbs distributions), it is reasonable to ask a question: what are the physical prerequisites for the temperature many-valuedness of the statistical sum? The answer is evident: in those temperature intervals, wherein the existence of the equilibrium metastable states is possible, the explored system microdynamics should be many-valued in temperature. Such a many-valued in temperature structure of microdynamics can be described by means of the ‘‘enhanced’’ Hamilton operator which contains some term(s) dependent on temperature (the procedure of introduction of such operators is expounded in the following section). According to the consistency principle, the enhanced Hamilton operator of an isolated dynamical (deterministic) system, i.e., of the finite system whose interaction with the thermostat is negligible objectively, should coincide with its usual Hamilton operator. The microdynamical structure of any enhanced Hamilton operator should be different for different equilibrium phases accessible at the same temperature.

Unclosing a self-closed many-particle system by the traditional method, destined just for introduction of the system microstate probabilities, and ignoring any dependence of the system quantum state spectrum on the thermostat state, one comes to the situation when even the interaction with the thermostat does not lead to any temperature dependence of the system microdynamics.

But if the thermostat is stochastized and the dependence of the system quantum state spectrum on the thermostat influence is significant, then the observer (exploring the system) detects that, under the relation $`N_SN_W`$ (where $`N_S`$ and $`N_W`$ are the particle numbers in the system and the thermostat, correspondingly), the system perceives the thermostat as a continuous medium. Namely, the system individual particles interact with the stochastic thermostat not in the particle-on-particle manner, but in whole. (Indeed, if some medium is stochastized, then it is senseless to consider it discrete in the time scales much longer than the characteristic period between the fluctuations.) In other words, in those cases, when the interaction between the explored system and the thermostat is not negligible and the particle-on-particle count of this interaction is impossible, the thermostat impact on the system microdynamics should be taken into account in average (through averaging over the thermostat microstates). After such an average, the system microdynamics turn out dependent on the thermostat thermodynamic parameters, such as temperature and pressure. If the system and the thermostat are in equilibrium, then their temperatures are equal and the system particle concentration is unambiguously determined by the thermostat temperature and pressure.

Thus, for such systems, the feedback principle is valid:

* the microdynamics of a many-particle system, which is in equilibrium with its thermostat, correlate with the system macrostate, and this reveals itself in the effective dependence of the system quantum state spectrum on the system thermodynamic parameters.

The effect of the self-adjustment of the system microdynamics to its macrostate (the feedback) could result in the temperature many-valuedness of the statistical sum and, consequently, in the existence of the metastable states and phase transitions. Such systems have possibility to choose among the accessible (at given temperature and pressure) types of microdynamics, i.e., phases.

For taking the feedback into consideration, it is necessary to keep in mind that atoms and molecules possess electromagnetic structure. The noticeable deformation of this structure due to interaction with the environment leads to the emergence of a significant difference between the effective pair interactions in the condensed phases and the pair interaction in the rarefied gas state (in other words, in the fundamental level, interaction of molecules in real condensed media is realized via the long-range interaction of the molecule charged constituents, and it is not reduced to the molecule pair interaction in vacuum).

At the end of this section, we would like to emphasize that, for the existence of the feedback, the thermostat objective stochasticity is requisite. The fundamental nature of the sources of this stochasticity is not essential for our further reasoning.

In the following sections, after a brief phenomenological analysis of some experimental material, we consider the procedure of introduction of the generalized equilibrium distribution over microstates and, then, make the concrete examples which illustrate the above-stated conception about the origin of the phase transitions and metastability.

## Substantiation of the feedback principle

### Analysis of the experimental data on the pair distribution functions

The dependence of the interaction between molecules on the phase state follows from the experimental observations as well. Indeed, the phase transitions are always accompanied by the change of the spatial symmetry and structure under melting/crystallization and by the change of the structure under the transition ‘‘liquid-gas’’. The structure of any molecular system is entirely determined by the interaction between its molecules. Hence, one could assume that, under any first-order phase transition, the spatial structure of this interaction (i.e., the effective potential energy shape) changes its form sharply. Comparison of the functions of the particle pair distribution in crystal and in liquid (for all of substances without any exception) leads to a conclusion  that in liquid there appears a surplus of molecules between the 1st and 2nd coordination spheres (the secondary structure). This is quite distinguishable in the experimental curves of the particle pair distribution in liquids  (Fig. 1). As, in the leading approximation, the pair distribution function is proportional to the factor $`\mathrm{exp}(U(|\stackrel{}{r}_1\stackrel{}{r}_2|)/kT)`$ , where $`U(|\stackrel{}{r}_1\stackrel{}{r}_2|)`$ is the effective potential energy of the molecule pair interaction, so one could infer that, at melting, $`U(r)`$ undergoes the modification from a function with one minimum to a function with two minima (Fig. 2). Physically, this implies that, nearby the phase transition point, microdynamics of the same particles in different stable phases (i.e., in the crystal and in the liquid) are cardinally different. In other words, the structure of the molecule pair interaction, determining the system macrostate, itself depends on this macrostate.

### The generalized equilibrium distribution versus the Gibbs canonical distribution

Let us proceed to introduction of the generalized equilibrium distribution over microstates. Our consideration will be concentrated on the procedure of quasi-isolation of many-particle systems.

We a priori presume such systems to be immersed into some stochastic (not deterministic) environment $`W`$ (the thermostat) which possesses a ‘‘very large’’ number of degrees of freedom (in comparison with the explored system $`S`$: $`N_SN_W`$) and stays in thermodynamic equilibrium.

In many-particle systems, the energy spectrum density is closely related to the number of particles in the system: larger number of particles $``$ higher density of the energy levels. So and thus, at the mutual isolation, the density of the thermostat energy levels is much higher than the density of the system energy levels. Correspondingly, even under interaction of $`S`$ and $`W`$, the rate of spontaneous quantum transitions (quantum-state reductions) inside the thermostat is much higher than inside the system111In the authors’ opinion, as, in the framework of classical theory and quantum mechanics, the matter obeys some time-reversible dynamical equations, so the stochasticity sources should be looked for, first of all, in such a property of matter as interconvertibility (the particle creation/annihilation and the spontaneous emission/absorption of photons) and in the capacity of composite particles to spontaneous getting excited under collisions, what results in the spontaneous changes of the composite particle interactions with their neighbours. Thus, for any many-particle system (even as if entirely isolated), such a thermostat exists as the equilibrium background of soft photons. (if $`S`$ and $`W`$ consist of alike particles, then we presume that it is possible, in principle, to divide $`S`$ and $`W`$ in space, like in the cases of molecular systems):

$$\tau _S\tau _W,$$
(1)
where $`\tau _S`$ and $`\tau _W`$ are the characteristic periods between the quantum-state reductions in $`S`$ and $`W`$.

Therefore, our main precondition is the possibility of a formal description of the thermostat mixed state by the density matrix

$$\widehat{f}^W=\underset{m}{}f_m^W(T_W)|w_m><w_m|$$
(2)
with the coefficients $`f_m^W(T_W)`$ which represent some equilibrium statistical distribution over the thermostat microstates $`|w_m>`$. These coefficients depend neither on the system $`S`$ state nor on time, but depend on the thermostat macroscopic characteristics (in particular, on its temperature $`T_W`$ which can be introduced just formally, until the passage to the thermodynamic limit for the thermostat). Namely, we a priori presume that $`\tau _W0`$ and consider the thermostat to be an ergodic system in the characteristic time scales $`dt`$ of the observation of the system $`S`$ microdynamics ($`\tau _Sdt\tau _W0`$).

Between the nearest-in-time quantum-state reductions in $`S`$, the system state evolution is purely dynamical and determined by the von Neumann equation:

$$\frac{\widehat{f}^S}{t}=\frac{1}{i\mathrm{}}[\widehat{H}^S+\widehat{U}^{SW}(T_W),\widehat{f}^S],$$
(3)
where $`\widehat{f}^S=_nf_n^S|s_n><s_n|`$ is the system density matrix, and $`\widehat{H}^S`$ is the Hamilton operator of the isolated system $`S`$. Operator $`\widehat{U}^{SW}(T_W)`$, obtained via average of the $`S`$-$`W`$ interaction operator $`\widehat{U}^{SW}`$ over the thermostat mixed state ($`\widehat{U}^{SW}(T_W)=\mathrm{Sp}\{\widehat{U}^{SW}\widehat{f}^W\}`$), determines the system interaction with the thermostat average field (this operator depends on the quantum numbers of the system particles and on the thermostat thermodynamic parameters). Such an approximation of the system and thermostat interaction is justified, since $`\tau _W0`$ and, consequently, the system has no time to undergo any visible reconfiguration in response to separate fluctuations of the thermostat field (which are caused by the thermostat quantum state reductions). In other words, the system individual particles perceive the thermostat as some continuous thermodynamic medium.

The ideology of the mean field approach requires to attribute some part of the $`S`$-$`W`$ interaction energy to the thermostat, as the $`S`$-$`W`$ interaction mean energy which the system is moving about. For this purpose, let us introduce (formally) the mean energy of the $`S`$-$`W`$ interaction per particle in the combined system $`SW`$:

$$\overline{U^{SW}}=(N_S+N_W)^1\mathrm{Sp}\left\{\widehat{U}^{SW}(\widehat{f}^W\widehat{f}^S)\right\}.$$
(4)
The value of $`E^{SW}(T_W)=N_W\overline{U^{SW}}`$ should be attributed to the thermostat. Then, operator

$$\widehat{H}^{S_{eff}}(T_W)=\widehat{H}^S+\underset{N_W\mathrm{}}{lim}\left[\widehat{U}^{SW}(T_W)E^{SW}(T_W)\right]$$
(5)
should be defined as the ‘‘enhanced’’ Hamilton operator of the effective system $`S_{eff}`$. It depends on the thermostat thermodynamic parameters. The passage to the thermodynamic limit for the thermostat ($`N_W\mathrm{}`$, $`V_W\mathrm{}`$, $`\frac{N_W}{V_W}=const`$) is implemented before the introduction of the equilibrium distribution over the $`S_{eff}`$ microstates.

If the system is in equilibrium with the thermostat (in this paper we restrict ourselves by the equilibrium case), then $`T_S=T_W=T`$. Besides temperature $`T`$ and density $`\rho `$ (determined by $`T`$ and the external pressure), the macrostate of such a system is characterized by the intensive parameters $`\{\lambda _a\}`$ of external fields. Exciting certain degrees of freedom in the system, these fields could cause the system internal reconfiguration and, thus, change the microscopic dynamics in $`S_{eff}`$ (this implies some prospects of the external management of the phases of many-particle systems via the selective influence on those degrees of freedom which are responsible for the feedback structure222In  the issues of some experiment are presented which concerns the impact on supercooled water droplets by the radiation of the frequency of the valent oscillations of water molecules. The main (statistically reliable) outcome is that, under the irradiation, the rate of crystallization of the droplets increases in several tens of times, in comparison with the crystal formation rate in the shadow zone.).

As the Gibbs requirement, relating to the system quasi-isolation, is fulfilled for $`S_{eff}`$ (its enhanced Hamilton operator $`\widehat{H}^{S_{eff}}`$ is independent of the thermostat dynamical variables), so, following Gibbs , one can describe the ensemble of such quasi-isolated systems by means of the following equilibrium distribution over microstates:

$$f_n^{S_{eff}}(T,\rho ,\{\lambda _a\})=Z_{S_{eff}}^1e^{\frac{E_n^{S_{eff}}(T,\rho ,\{\lambda _a\})}{kT}},$$
(6)
where $`E_n^{S_{eff}}(T,\rho ,\{\lambda _a\})=<s_n|\widehat{H}^{S_{eff}}(T,\rho ,\{\lambda _a\})|s_n>`$ is the energy of the effective system $`S_{eff}`$ in microstate $`|s_n>`$, and $`Z_{S_{eff}}`$ is the statistical sum for $`S_{eff}`$. The structure of the potential part of $`\widehat{H}^{S_{eff}}(T,\rho ,\{\lambda _a\})`$ could be not only dependent on $`T`$, but also many-valued in $`T`$ (as a consequence, the Gibbs measure can).

The requirement $`N_S1`$ is used nowhere (under derivation of the Gibbs distribution, it was needed for the system quasi-isolation from the thermostat, under short-range intermolecular forces). Thus, the foregoing procedure of effective quasi-isolation (and, consequently, thegeneralized equilibrium distribution (6) itself) is valid, as well, for the systems composed of a few particles. (In the cases of the systems composed of identical bosons or fermions, distribution (6) should be appropriately modified.)

Note, that the consistency principle is fulfilled: if all the contributions $`<s_n|\widehat{U}^{SW}(T_W)|s_n>`$ are low enough (or if the dependence of these terms on the microstate $`|s_n>`$ is weak enough), then the $`S`$-$`W`$ interaction does not lead to any essential distortion of the system energy spectrum in the vicinity of the average value of the system energy. Then, in this vicinity, the spectrum of the system enhanced Hamilton operator $`\widehat{H}^{S_{eff}}(T,\rho ,\{\lambda _a\})`$ reproduces the spectrum of its usual Hamilton operator $`\widehat{H}^S`$ (independent of temperature and density), and distribution (6) automatically turns into the Gibbs canonical distribution: $`f_n^S(T)=Z_S^1e^{\frac{E_n^S}{kT}}`$, where $`E_n^S=<s_n|\widehat{H}^S|s_n>`$. In other words, the class of the many-particle systems described by distribution (6) is wider than the class of the systems described by the Gibbs distribution (rarefied gases). A particular feature of the latter one is that, since the microdynamics of such systems are independent of the thermostat influence, their quantum state spectra turn out independent of temperature, and this results in the temperature one-valuedness and analyticity of the corresponding statistical sums.

In the traditional statistical mechanics, for description of condensed media, there areexploited some approximations to the spatial structure of particle pair interactions, usually obtained through solving the quantum mechanics equations for pairs of atoms or molecules in vacuum. These pair interactions are short-range, and this enables to construct the Gibbs ensembles for the quasi-isolated systems whose interaction with the thermostat is neglected. Besides, pair interactions are often designed in the form of the sum of attracting and repelling parts. An essential restriction is that the spatial structure of such pair interactions is usually considered to be invariable for all of temperatures and phases, i.e., it is presumed, by default, that the environment impact on the particle pair interaction is negligible. Namely, such particles are implied to be structureless. Just this combination of requirements (the short-rangeness of pair interactions $`+`$ their independence from the environment state), used for explanation of the many-particle system quasi-isolation from the thermostat, is the initial condition for the exclusion of the equilibrium metastable macrostates from the Gibbs canonical formalism.

In short, the qualitative difference between the proposed approach (regarding its applicability to description of the macroscopic properties of condensed media) and the traditional one is in the following. In the framework of the traditional approach:

* the requirements of the particle interaction short-rangeness and the largeness of the number of particles (at their fixed concentration) in the explored many-particle system are advanced, for the system quasi-isolation from the thermostat;
* the Gibbs canonical distribution over the system microstates is introduced, while the system energy spectrum is presumed to be independent of the thermostat influence;
* the thermodynamic potentials and other macroscopic characteristics of the system are calculated;
* the passage to the thermodynamic limit for the system is implemented.

In the framework of the proposed approach:

* the thermostat impact on the explored system microdynamics is taken into account;
* the passage to the thermodynamic limit for the thermostat is implemented, i.e., the system particle interaction with the stochastic thermostat is considered as interaction with continuous medium;
* the system effective quasi-isolation from the thermostat is implemented by the shift of the system and thermostat interaction energy, via subtraction of its mean value;
* the generalized equilibrium distribution over the system microstates is introduced, while the system energy spectrum is considered dependent on the thermostat thermodynamic parameters (in the case of the system and thermostat equilibrium, their thermodynamic parameters are unambiguously interrelated);
* the thermodynamic potentials and other macroscopic characteristics of the system are calculated.

### General discussion of the feedback in the context of its impact on the properties of individual molecules in condensed media

The potential part of operator $`\widehat{H}^{S_{eff}}(T,\rho ,\{\lambda _a\})`$ can be represented as the sum of operators $`\widehat{U}_{ij}(|\stackrel{}{r}_i\stackrel{}{r}_j|;T,\rho ,\{\lambda _a\})`$ of the effective potential energies of pair interaction, which describe the interaction between two particles in the presence of the environment whose macroparameters determine the temperature and density variability of $`\widehat{U}_{ij}`$ (besides the distance, $`\widehat{U}_{ij}`$ can depend on the spatial orientation of the molecules). For instance, the spatial structure of the effective pair interactions in molecular media can be calculated through solving the quantum mechanics equations which should contain the medium macroparameters (presetting the environment influence on the charge distribution inside the considered molecules). As well, one should keep in mind that the molecule internal reconfiguration, caused by interaction with the environment, results not only in some modification of the effective potentials of these molecules, but also in the change of their mass defects, i.e., in the change of their internal binding energies $`\mathrm{\Delta }E_j(T,\rho ,\{\lambda _a\})`$  (this change should be explicitly estimated for correct computation of the caloric properties of molecular media). In the systems composed of ions and electrons (conductors, plasma), the environment impact on the effective pair interactions results in such a phenomenon as Debye screening. The environment (i.e., the explored medium) macroscopic properties, in their turn, themselves depend on $`\widehat{U}_{ij}`$. Thus, from the practical point of view, $`\widehat{U}_{ij}(|\stackrel{}{r}_i\stackrel{}{r}_j|;T,\rho ,\{\lambda _a\})`$ should be interpreted as a self-consistent field. The dependence of $`\widehat{U}_{ij}`$ on the medium macrostate is negligible in certain cases only (within the traditional approach, such an independence is presumed a priori for any many-particle system).

The treatment of the molecule pair interaction in the condensed phases as equivalent to the pair interaction of the same molecules in vacuum can lead to unsatisfactory outcomes. High concentration of composite particles leads to the noticeable deformation of the molecule internal configurations (in particular, this reveals itself in the fact that the average dipole moment of water molecules in the liquid phase is much higher than the dipole moment of water molecule in vacuum ). Thereby, it conditions the environment essential impact on the shape of the effective potential energy of pair interaction. If to compute the spatial structure of the effective interaction between two molecules placed into a cavity in some dielectric medium (the cavity sizes are comparable with the sizes of the considered pair), then, for high values of the medium electric inductivity, the effective potential energy of the pair interaction could have two minima (by analogy with the potential energy of proton under the hydrogen bond inside water dimer in condensate ). Electric inductivity depends on temperature. Thus, in dielectric media, the molecule effective interactions are temperature-dependent as well. In the preface to his monograph , J.W. Gibbs points out that any theory is, certainly, incomplete which ignores the deformations of the molecule electromagnetic structure under their interaction: ‘‘In the present state of science, it seems hardly possible to frame a dynamic theory of molecular action which shall embrace the phenomena of thermodynamics, of radiation, and of the electrical manifestations which accompany the union of atoms. Yet any theory is obviously inadequate which does not take account of all these phenomena.’’ Alterable electromagnetic structure of atoms and molecules requires to introduce the effective interactions which correlate with the medium macrostate.

Even a simple phenomenological account of the temperature variability of the particle effective interactions significantly advances the practical capabilities on description of the thermodynamic properties of condensed media and on the simulation of these media by the techniques of molecular dynamics . However, for accurate overall thermodynamic description of any real medium, the physical origin of this variability should be clarified. The feedback principle makes sensible the modeling of condensed media with the help of the particle effective interactions explicitly dependent on the medium macroparameters.

Depending on the feedback structure which prevails in concrete medium (and determines both the phase transition curves and the phase transition types), the parent phase outside of the stability region is either absolutely unstable (for instance, the absence of equilibrium superheated crystals) or unstable with respect to the perturbations stronger than a certain one (for instance, metastable supercooled liquids). The absence of equilibrium superheated crystals can be explained in the models with the feedback causing the modification, with increasing temperature, of the effective potential energy of the molecule pair interaction from a function with one minimum to a function with two minima (Fig. 2). At the emergence of the second minimum in the effective potential energy shape, an immediate loss of the crystal phase symmetry occurs (the absolute instability). Inversely, under cooling the liquid down, the statistical disarrangement, having led to the formation of the second minimum, prevents its disappearance, since a synchronous passage over potential barrier of the molecules in some macroscopic region is needed (the stable phase kernel).

We would like to emphasize once again: for the presence of the equilibrium metastable states in the statistical mechanics of any many-particle system, the potential part of the corresponding (enhanced) Hamilton operator should indispensably depend on temperature and be many-valued in temperature in the ranges of the metastable state existence. Otherwise, the system microdynamics do not correlate with its macrostate, and, then, the existence of any equilibrium metastable phase is impossible.

Below we consider a cell model for a water-like medium, wherein the feedback is embodied via the molecule effective interaction dependent on the medium dielectric properties which are determined, in their turn, by the effective potential energy shape. This model reveals a first-order phase transition and an equilibrium metastable state of supercooled liquid.

## Illustrative examples of the feedback mechanism

### A mechanical model of metastable state

Let us consider a potential well with elastic walls, in which there rolls frictionless a heavy ball (Fig. 3, on the left). By the instrumentality of some mechanical appliances, the well is given a shape with two dips (Fig. 3, on the right). The system state is determined by the ball total energy $`E_0`$ and the range of accessible positions. At $`E_0>E_1`$, all the positions with $`U(x)<E_0`$ are accessible to the ball. At $`E_0<E_1`$, the ball can be either within the primary dip or within that one which is formed by the appliances, and, in the absence of fluctuations, the ball is not able to transit from one dip into another one.

In the presence of fluctuations, the ball randomly changes its microstate from time to time. One should not consider the ball macrostate within the deeper dip to be more stable in comparison with the macrostate within another one, since the relative time spent by the ball within any dip depends on the fluctuation spectrum. A quite different situation is if, at the ball staying in the secondary dip, to take away the appliances which provide the existence of this dip. In the case of the lack of the elastic energy of the well wall, the ball will keep staying in this dip until leaving it under the action of fluctuations. Just this macrostate should be considered metastable, since, upon the ball transition into the primary dip, the well restores its initial form, and the ball is not able to return into the disappeared dip.

The given example allows to formulate, in rather general form, the conditions for the existence of the metastable states. The metastable states emerge in the systems with fluctuations and self-action via the environment field of response. The presence of fluctuations is necessary but not sufficient for the metastability. The sufficient condition is the system self-action via the environment field of response, keeping up the current macrostate just until the system transition into another one. Upon the system has passed into the stable state, the metastable phase collapses and appears no more.

### A fixed-volume cell model of melting/crystallization and metastable supercooled liquid for a water-like medium

Our reasoning could be considered purely speculative, if the explicit demonstration of how the feedback works in condensed media were missing in, though the above-presented extensive part of the paper is absolutely essential for understanding that the exhibited below model is not reduced to some mathematical trick, but serves as the simplest illustration of the fundamental physical mechanism which leads to the emergence of both the equilibrium metastable states and the phase transitions in many-particle systems.

Let us consider the feedback phenomenon on the example of a fixed-volume cell model. Our aim is not to provide an accurate overall thermodynamic description of any real dielectric medium (this is a very laborious goal and it should be the aim of a separate work), but just to illustrate the prospects of taking account of the feedback for the modeling of the interactions of particles. Therefore, we simplify our consideration, to make more transparent the origin of the major effects (the metastability and the first-order phase transition). The elementary cell itself is fixed to be spherically symmetric with radius $`R_c=2.76\dot{A}`$ (for real media, the hydrogen bond directionality should be taken into account). As well, for simplicity, we ignore the dependence of the molecule internal binding energy (mass defect) on the environment macrostate and consider the cell molecule as a classical point-like particle with the mass equal to $`310^{23}g`$.

In real materials (in particular, in water), under the hydrogen bond (HB) formation, the charge densities inside the molecules are redistributed, and the corresponding pair of molecules acquires an extra dipole moment. In crystal of ice, any molecule with the complete set of HBs is electrically neutral. Under breaking the HB, each of the molecules acquires an effective charge $`\pm Q_{eff}(r)`$ ($`r`$ is the distance from the cell center). The effective interaction of such molecules includes not only the interaction with their neighbours, but also the interaction of charges $`\pm Q_{eff}(r)`$ with the continuous dielectric environment. Here we make an extra simplification by presuming that there are only two types of molecules in the considered medium: the molecules with the complete set of HBs and the molecules with one HB broken.

The effective potential energy of the cell particle is introduced as

$$U_{eff}(r,T)=U_0(r)+U_ϵ(r,T).$$
(7)
Function $`U_0(r)`$ is preset with the help of some parametric (test) approximation to the attractive part of the interaction between two water molecules in vacuum, estimated numerically by the techniques of quantum mechanics :

$$U_0(r)=\{\begin{array}{ccc}\alpha (ra),\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}rR_l\hfill & & \\ \beta \{\sqrt{rb}\sqrt{R_cb}\},R_l<rR_c\hfill & & \\ \mathrm{},R_c<r<\mathrm{}\hfill & & \end{array},$$
(8)
where $`\alpha =3.3610^5ergcm^1`$, $`a=1.25\dot{A}`$, $`R_l=0.75\dot{A}`$, $`\beta =1.36410^9ergcm^{1/2}`$, and $`b=0.71\dot{A}`$. Contribution $`U_ϵ(r,T)`$ is chosen to have the following form:

$$U_ϵ(r,T)=\{\begin{array}{ccc}[\gamma +\lambda N_1(T)]r+\mathrm{\Delta }(T),\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}rR_H\hfill & & \\ [\gamma +\lambda N_1(T)]R_H+\mathrm{\Delta }(T),R_Hr<\mathrm{}\hfill & & \end{array},$$
(9)
where $`0rR_H=2\dot{A}`$ is the HB existence region, $`N_1(T)`$ is the specific number of the molecules which have broken one HB, parameter $`\gamma =3.1910^6ergcm^1`$ is related to the medium dielectric properties at $`T=0`$, parameter $`\lambda =3.4610^{28}erggcm^1`$ characterizes the variability of the molecule polarization properties under breaking the HB, and $`\mathrm{\Delta }(T)`$ is an additive constant related to the mean interaction with the environment (the magnitude of the deviation of the mean interaction energy from its value at $`T=0`$).

The effective potential energy $`U_{eff}`$ of the cell molecule depends on the fraction of the molecules which have broken the HB (since the medium electric inductivity depends on this number), and number $`N_1(T)`$ itself depends on $`U_{eff}`$. If the fraction of the molecules having broken the HB is higher than some critical value, $`N_1(T)>N_{cr}=\frac{\beta }{2\lambda \sqrt{R_Hb}}\frac{\gamma }{\lambda }`$, then there emerges an extra minimum in the curve of $`U_{eff}`$. Assuming that the particles distributed over elementary cells obey Boltzmann statistics, we come to the equation for $`N_1(T)`$:

$$N_1(T)=N_{R_H;R^{}(T)}^{R_c}e^{\frac{U_{eff}(r,T)}{kT}}r^2𝑑r\left[_0^{R_c}e^{\frac{U_{eff}(r,T)}{kT}}r^2𝑑r\right]^1,$$
(10)
where $`N3.3310^{22}g^1`$ is the total specific number of molecules, and $`R^{}(T)=b+\frac{\beta ^2}{4[\gamma +\lambda N_1(T)]^2}`$ is the distance (from the cell center) at which $`\frac{U_{eff}(r,T)}{r}`$ vanishes (at $`N_1(T)>N_{cr}`$), i.e., it indicates the boundary between the elementary cell regions with the molecules having the HB broken (the region $`R^{}(T)rR_c`$) or existing (the region $`0rR^{}(T)`$).

Thus, the quintessence of the model is the mutual correlation (the feedback) between the effective microscopic potential and some macroscopic quantity obtained through average over the statistical ensemble.

The numerical solution of (10) is presented in Fig. 4.

In Fig. 5 there are depicted two types of the molecule effective potential energy, realized in the elementary cell at the melting temperature $`T_m273K`$ (curve 1 corresponds to the crystal, curve 2 — to the liquid). The latent heat of melting $`\mathrm{\Lambda }(T)`$ is proportional to the difference between the mean values of $`U_{eff}`$ in the liquid and in the crystal at temperature $`T`$ (let us remind that in our illustrative model we ignore the dependence of the molecule internal binding energy on the environment macrostate). In the considered model: $`\mathrm{\Lambda }(T_m)3.2610^9erg/g`$.

In Fig. 6 there are presented the temperature dependences of the specific free energy $`F(V,T)`$ and the specific internal energy $`E(V,T)`$ at the fixed volume. Within the interval $`T^{}<T<T_m`$, the existence of the supercooled liquid state is possible ($`T^{}169K`$ is the temperature of the liquid maximal supercooling). Varying the cell volume, it is feasible to compute the surfaces of the thermodynamic potentials in the space of variables $`V`$ and $`T`$, with the characteristic folds in the vicinity of the melting point, as in catastrophe theory .

In Fig. 7 there is presented the temperature dependence of the fixed-volume specific heat capacity (curve 1 corresponds to heating the crystal, curve 2 — to cooling the liquid). The specific heat capacity $`C_V(T)`$ exhibits a hysteresis behavior, since, under changing temperature, the system evolves in accordance with the Le Chatelier principle.

The superheated crystal state is absent in the model.

Resuming the premises, we conclude that the model reveals a first-order phase transition, an equilibrium metastable state of the liquid phase, and the asymmetry of the transition from the ordered phase to the disordered one and back. The phase transition emerges at the specific volume fixed. All these effects take place due to contribution (9) into the effective potential energy (7) of the cell particle. The absence of such a contribution (responsible for the feedback) automatically results in the absence of all the above-mentioned phenomena.

In spite of its simplicity and roughness, the presented statistical model provides a qualitative equilibrium description of both metastability and melting/crystallization and can serve as the simplest illustration of the necessity to take the feedback into consideration for the modeling of condensed media.

## Conclusions

Interaction between the explored system and the thermostat (which, due to its principal stochasticity, should be considered as a continuous medium) results in the dependence of the system quantum state spectrum on the thermostat macroparameters. In some cases this dependence is negligible, but mostly it is not. If the system is in equilibrium with the thermostat, then the values of its thermodynamic parameters are unambiguously interrelated with the thermostat thermodynamic characteristics, and, thereby, the system quantum state spectrum turns out effectively dependent on the system macrostate. Such a correlation of the system microdynamics with its macrostate (the feedback) can be described via introduction of the system enhanced Hamilton operator whose potential part is dependent on the systemmacroparameters. The feedback can lead to various regimes of the system microdynamics at the same temperature, i.e., to possibility of the system existence in different phases. Just the feedback is the underlying cause of the phase transitions and metastability in many-particle systems. Taking account of the feedback significantly advances the capabilities of equilibrium statistical mechanics on computation of the thermodynamic properties of condensed media (including the phase transition curves in the spaces of thermodynamic parameters).

The main conclusion is that

* for construction of adequate models of condensed media, it is inevitable to take account of the dependence of the internal structure of atoms and molecules (and, consequently, of the spatial structure of the particle effective interactions) on the macroscopic properties of the explored medium.

The medium macroparameters, in their turn, are entirely determined by the properties of the particles which compose the medium. Hence, the reliable way to solve the problem of the phase transitions and metastable states in real condensed media and to provide an accurate ab initio computation of the temperature and pressure/density dependences of the macroscopic characteristics of various materials (such as electric inductivity, specific heat capacity, viscosity, etc.) is in the combined (it is important!) determination of the following intercorrelatingquantities:

* the spatial structure of the particle effective interactions, i.e., the potential energy shape, which is explicitly dependent on the explored medium macroparameters,
* the particle distribution functions (dependent on the particle effective interactions),
* the average value of the particle internal binding energy (for composite particles),
* the medium macroparameters themselves (determined by the particle distributionfunctions and the spatial structure of the particle microscopic interactions).

Concrete realizations of this rather general recipe, regarding its employment in materials science or chemical physics, are, certainly, different for different media.

Point out, that, following carefully this recipe in applications to real condensed media, one needn’t to introduce any free phenomenological parameters. All the macroparameters, which preset the explored medium impact on the individual particle properties (and, thus, determine the temperature and pressure/density dependences of the effective pair interactions), should be calculated in the framework of the above-stated self-consistent problem. Consequently, it is inevitable for all of the models of real condensed media, which are based on the proposed approach, to be explicitly falsifiable (in the sense of K.R. Popper’s terminology). Undersimplified consideration, one could use some approximations to microscopic interactions with free parameters to be fitted to experimental data. However, these test parametrizations should provide a correct representation of the self-consistent thermodynamic evolution of both the individual particle properties and the medium macroscopic characteristics.

In the very end, we would like to note that, without appealing to the feedback principle, it is difficult to explain the origin of the directivity of the evolution of complex systems (including various ecosystems ). The feedback principle enables to understand, in what way a randomly appeared macroscopic feature is being carried into the microscopic level, consolidating itself, and developing. If it were no feedback, the emergence and decay of such features would be equiprobable, and it would be no singled out direction of the evolution. The feedback violates this symmetry (‘‘the arrow of time’’, autocatalysis). The microscopic-level accumulation of the feature ($`+`$ the gradual thermodynamic changing of microdynamics) could, at last, bring the system into some region of instability and, consequently, to a phase transition. Quantity converts itself into quality. This is possible only in the systems with the feedback.

Acknowledgements. The authors are indebted to P.N. Svirkunov, B.V. Zatolokine, V.A. Petrov, S.M. Klishevich, G.P. Pronko, and V.V. Kiselev for discussions and useful criticism.


text:
# Hidden quantum pump effects in quantum coherent rings

## I Introduction

Recently Switkes et al. SMCG99  demonstrated that a phase-coherent mesoscopic sample subjected to a cyclic two parameter perturbation can produce a directed current. Of interest is a quantum pump effect which arises solely due to quantum-mechanical interference and dynamical breaking of time-reversal invariance. This pump effect can be elegantly expressed with the help of scattering matrices Brouwer98 ; VAA01  in close analogy to ac-transport in mesoscopic structures BTP94 ; MPPB02 . Research in this field is currently very active. We refer the reader only to a few recent related works, on charge quantization quant , the role of dephasing MB01 ; CB02 , heat generation by pumps AEGS00 ; MB02 ; WW02  and noise AEGS00 ; MB02 ; PVB02  and the transition from adiabatic to non-adiabatic transport MBstrong02 ; trans . Additional related problems addressed are for example, adiabatic pumping in hybrid super-conducting normal structures super , Cooper pair pumps hekking , spin-pumping spin , the magnetic field symmetry symm . For an extensive list of references to earlier work we refer the reader to Refs. MPPB02,  and MB02, . Since a pump current results even in the limit of a slow variation of the pump parameters and in the limit of small amplitude variation of these parameters, the system under consideration is still close to its equilibrium state. Parametric pumping provides therefore an approach to examine near-equilibrium properties of the system which can not be obtained by conductance measurements.

Of most interest have been open systems, like the one investigated in Ref.SMCG99, , for which the particle spectrum is continuous. As a consequence even at small frequencies $`\omega 0`$ pumped electron current is in a strictly quantum-mechanical sense non-adiabatic. This is because an oscillating scatterer induces transitions between electron states separated by one or several modulation quanta $`\mathrm{}\omega `$ and in a system with continuos spectrum this implies that the system is driven out of equilibrium at arbitrarily small frequencies.

In this work we consider an electron system on a ring. At sufficiently low temperatures, when the phase coherence length is much larger than the diameter of the ring, such a system exhibits a spectrum which is essentially discrete. It is well known that in such a system purely static breaking of the left-right (L-R) symmetry by a magnetic field (by an Aharonov-Bohm flux) can generate at equilibrium directed currents. These are the well known ”persistent currents” Kulik70 ; BIL83  which were observed experimentally LDDB90 ; CWBKGK91 ; MCB93 . Here we are interested in the generation of directed currents in such a ring due to pumping in the absence of a symmetry breaking magnetic field. Instead of the magnetic field the left-right symmetry is dynamically broken by the oscillating scatterer. It is the purpose of this work to investigate in more detail the physical processes underlying quantum pumping of electrons along a ring. We use the Floquet function representation for an electron wave function in the periodically driven systems. We show that if the potentials oscillate out of phase (the time reversal symmetry is dynamically broken) then each component of the Floquet state carries a current. This is the reason why a net circulating current (a pumped current) arises even if the potentials oscillate with a small amplitude. In the present paper we concentrate on this small amplitude limit.

Note that employing the Floquet approach allows us to consider the pump effect in closed systems and in open systems MBstrong02  on the same footing. The scattering approach has been useful in the discussion of parametric pumping in open systems and we demonstrate here its applicability to pumping in closed systems. Other approaches, more closely related to a linear response approach are also possible Cohen02 ; ARZ . The Floquet approach used here, allows us to show that a pumped current exists even in the absence of near degeneracies, at pumping amplitudes which are so small that they do not lead to level crossings.

For small frequencies and small amplitudes, we find that a parametric oscillation of the scatterer generates a Floquet state with a current both in the main branch of the wave function as well as in its side bands. Interestingly, these currents are in leading order inversely proportional to frequency. Moreover, to leading order they compensate one another. Thus at small frequencies and small amplitudes pumping generates currents at different energies within a Floquet state without (to leading order) generating a net total pumping current. We term this phenomena a ”hidden pump effect”. We present an analytical (exact) discussion of this effect. We also support the analytical discussion with a numerical calculation of a specific model and present results for the non-adiabatic case.

## II A general Floquet scattering approach

We consider a one-channel ring of length $`L`$ with embedded scatterer (a quantum dot) of a small size $`wL`$ as shown in Fig.1. We suppose that the scattering matrix of the quantum dot oscillates in time with frequency $`\omega `$. Then according to the Floquet theorem we can write the single-electron wave functions $`\mathrm{\Psi }(x,t)`$ as follows

$$\mathrm{\Psi }_E(x,t)=e^{iEt/\mathrm{}}\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\psi _n\left(x\right)e^{in\omega t}.$$
(1)
Here $`E`$ is the Floquet energy. Each Floquet state can be occupied by only one electron (because of the Pauli principle) and thus the wave function $`\mathrm{\Psi }_E`$ must be normalized

$$\begin{array}{c}\frac{1}{𝒯}\underset{0}{\overset{𝒯}{}}𝑑t\underset{0}{\overset{L_r}{}}𝑑x\left|\mathrm{\Psi }_E\right|^2\underset{n}{}\underset{0}{\overset{L_r}{}}𝑑x\left|\psi _n\right|^2=1.\hfill \end{array}$$
(2)
Here $`𝒯=2\pi /\omega `$. For the ring problem under consideration we choose functions $`\psi _n\left(x\right)`$ in the following form

$$\psi _n\left(x\right)=A_ne^{ik_n\left(xL\right)}+B_ne^{ik_nx}.$$
(3)
Here $`k_n=\sqrt{2m_eE_n/\mathrm{}^2}`$ with $`Re\left[k_n\right]0`$ and $`Im\left[k_n\right]0`$. Furthermore, $`E_n=E+n\mathrm{}\omega `$ is the side band energy.

The coefficients $`A_n`$ and $`B_n`$ with different index $`n`$ are coupled through the cyclic boundary conditions at the oscillating scatterer. We express them in terms of the Floquet scattering matrix $`\widehat{S}_F`$ relating the incoming waves $`A_m,B_m`$ to outgoing ones $`A_ne^{ik_nL},B_ne^{ik_nL}`$ (see Fig.1). The matrix element $`S_{F,\alpha \beta }(E_n,E)`$ defines the quantum mechanical amplitude $`𝒜_{\alpha \beta }(E_n,E)`$ for the particle coming from the channel $`\beta `$ with energy $`E`$ to be scattered into the channel $`\alpha `$ after the emission ($`n<0`$) or the absorption ($`n>0`$) of $`n`$ energy quanta $`\mathrm{}\omega `$:

$$𝒜_{\alpha \beta }(E_n,E)=\sqrt{\frac{k}{k_n}}S_{F,\alpha \beta }(E_n,E).$$
(4)
Numbering the scattering channels as it is shown in Fig.1 we find that the boundary conditions imply:

$$\begin{array}{c}A_ne^{ik_nL}=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\sqrt{\frac{k_m}{k_n}}\\ \times \left[A_mS_{F,21}(E_n,E_m)+B_mS_{F,22}(E_n,E_m)\right],\\ \\ B_ne^{ik_nL}=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\sqrt{\frac{k_m}{k_n}}\\ \times \left[A_mS_{F,11}(E_n,E_m)+B_mS_{F,12}(E_n,E_m)\right].\end{array}$$
(5)
Thus we obtain an infinite system of uniform linear equation for the coefficients $`A_n`$ and $`B_n`$. To have a nontrivial solution the corresponding (infinite range) determinant must be equal to zero. This (dispersion) equation determines the allowed values of the Floquet energy $`E^{\left(l\right)}`$ (where $`l`$ is an integer) and the corresponding set of coefficients $`A_n^{\left(l\right)}`$ and $`B_n^{\left(l\right)}`$ of the Floquet wave function Eqs.(1) and (3).

In practice only a finite number of sidebands have to be taken into account. For instance, in the case of weak pumping (when the corresponding potentials oscillate with small amplitudes) only the first side bands are essential. In this case we can put $`n=0,\pm 1`$ in Eq.(1) and Eq.(5) reduces to a system of only six equations.

Next we consider the current carried by the particular Floquet state $`\mathrm{\Psi }_{E^{\left(l\right)}}`$. We will concentrate on the time averaged (dc) current $`I_{dc}`$. To this end we integrate the quantum mechanical current (in what follows the star denotes complex conjugation)

$$I\left[\mathrm{\Psi }\right]=\frac{e\mathrm{}}{m_e}\mathrm{Im}\left[\mathrm{\Psi }\frac{\mathrm{\Psi }^{}}{x}\right],$$
(6)
over the time period $`𝒯=2\pi /\omega `$

$$I_{dc}^{\left(l\right)}=\frac{1}{𝒯}\underset{0}{\overset{𝒯}{}}𝑑tI\left[\mathrm{\Psi }_{E^{\left(l\right)}}\right],$$
(7)
and obtain

$$\begin{array}{c}I_{dc}^{\left(l\right)}=\underset{E_n^{\left(l\right)}>0}{}I_n^{\left(l\right)},\hfill \\ \\ I_n^{\left(l\right)}=\frac{e\mathrm{}}{m_e}k_n^{\left(l\right)}\left(\left|A_n^{\left(l\right)}\right|^2\left|B_n^{\left(l\right)}\right|^2\right).\hfill \end{array}$$
(8)
Here we have restricted the summation over the propagating modes ($`E_n^{\left(l\right)}>0`$) only, since the bounded states ($`E_n^{\left(l\right)}<0`$) do not contribute to the current.

To solve Eq.(5) and calculate the current Eq.(8) one needs to know the Floquet scattering matrix $`\widehat{S}_F`$. Therefore in what follows we consider some particular cases. Furthermore, we concentrate on the current carried by a single electron state. To find the full circulating current we have to sum Eq.(8) over all the occupied levels in the ring.

## III Currents generated by an oscillating energy independent scatterer

The Floquet scattering matrix depends in general on both the energy of the incident carriers and the energy of the exiting carriers \[see Eq. (4)\]. However, for frequencies which are small compared to the typical energy over which the scattering matrix varies significantly, the Floquet scattering matrix can be expressed in terms of one energy argument only, i.e. in terms of the on-shell scattering matrix of the stationary problem MBstrong02 . To be definite we assume that the stationary scattering matrix depends on two parameters $`\widehat{S}`$ = $`\widehat{S}(p_1,p_2)`$ which oscillate with frequency $`\omega `$ and with phase lag $`\phi `$:

$$\begin{array}{c}p_1=p_{01}+2p_{11}\mathrm{cos}\left(\omega t+\phi /2\right);\hfill \\ \\ p_2=p_{02}+2p_{12}\mathrm{cos}\left(\omega t\phi /2\right).\hfill \end{array}$$
(9)
Then the corresponding Floquet scattering matrix $`\widehat{S}_F`$ can be expressed in terms of the Fourier coefficients of $`\widehat{S}`$ as follows MBstrong02

$$\begin{array}{c}\widehat{S}_F(E_n,E)=\widehat{S}_{n\omega },\\ \\ \widehat{S}_{n\omega }=\frac{\omega }{2\pi }\underset{0}{\overset{2\pi /\omega }{}}𝑑te^{in\omega t}\widehat{S}(p_1\left(t\right),p_2\left(t\right)).\end{array}$$
(10)
Note that we restrict our consideration to scatterers which, in the absence of the time-dependent perturbations, are time reversal invariant: $`S_{12}=S_{21}`$. In particular, this implies that there is no stationary circulating current.

In what follows we concentrate on the small amplitude

$$p_{1i}p_{0i},i=1,2.$$
(11)
and the small frequency case:

$$\mathrm{}\omega \mathrm{\Delta },$$
(12)
where $`\mathrm{\Delta }`$ is the level spacing of the ring (near the level $`E^{\left(l\right)}`$ under consideration). In the small amplitude limit Eq.(11) only the side bands with $`n=\pm 1`$ are excited. Their intensities are proportional to the following Fourier coefficients

$$\widehat{S}_{\pm \omega }=p_{11}e^{i\frac{\phi }{2}}\frac{\widehat{S}}{p_{01}}+p_{12}e^{\pm i\frac{\phi }{2}}\frac{\widehat{S}}{p_{02}},$$
(13)
and, hence, they are small. Therefore to find the Floquet eigen energies $`E^{\left(l\right)}`$ in the lowest order in the oscillating amplitudes $`p_{1i}`$ it is sufficient to consider only the two equations of Eq.(5) which correspond to the coefficients $`A_0`$ and $`B_0`$. The other amplitudes can be taken to be zero. The resulting dispersion equation coincides with that of the time-independent problem, i.e., the dispersion equation for a ring with a static quantum dot having the scattering matrix $`\widehat{S}`$ = $`\widehat{S}(p_{01},p_{02})`$. In terms of the components of the scattering matrix the dispersion equation reads

$$D\left[k\right]\left(e^{ikL}S_{12}\right)^2S_{11}S_{22}=0.$$
(14)
This equation defines the allowed set of eigenvectors $`k^{\left(l\right)}`$ and the corresponding Floquet eigen energies $`E^{\left(l\right)}=\left(\mathrm{}k^{\left(l\right)}\right)^2/\left(2m_e\right)`$.

Apparently only the main component ($`n=0`$) of the Floquet state $`\mathrm{\Psi }_E`$ Eq.(1) is subject to constructive interference on the ring. In contrast, the side bands with energies $`E_{\pm 1}^{\left(l\right)}=E^{\left(l\right)}\pm \mathrm{}\omega `$ are subject to destructive interference. That is another reason why their intensities are small. Note that this is correct if the frequency $`\omega `$ is small enough Eq.(12) and the side bands are not close to other eigen energies of the ring.

We choose some particular energy level $`E^{\left(l\right)}`$ and consider the currents $`I_n^{\left(l\right)}`$ carried by the different components ($`n=1,0,+1`$) of the Floquet state. In what follows we drop the upper index <sup>(l)</sup>. To calculate these currents, induced by the oscillating scatterer, we have to take into account the processes of absorption and emission of energy quanta $`\mathrm{}\omega `$. In the weak amplitude limit these processes being unimportant for the eigen energy problem nevertheless lead to a noticeable change in the wave function: the resulting different components of the Floquet state give rise to circulating currents.

First we calculate the current $`I_{+1}`$ \[see Eq.(8)\] associated with the upper side band of the Floquet state. To find the current in the lowest order in oscillating amplitudes $`p_{1i}`$ we use Eq.(5) and express the coefficients $`A_{+1}`$ and $`B_{+1}`$ in terms of $`A_0`$ and $`B_0`$:

$$\begin{array}{c}\hfill A_{+1}e^{ik_{+1}L}\left(e^{ik_{+1}L}S_{12}\right)B_{+1}S_{22}\\ \hfill =A_0e^{ikL}S_{12,+\omega }+B_0S_{22,+\omega };\\ \\ \hfill A_{+1}e^{ik_{+1}L}S_{11}+B_{+1}\left(e^{ik_{+1}L}S_{12}\right)\\ \hfill =A_0e^{ikL}S_{11,+\omega }+B_0S_{12,+\omega }.\end{array}$$
(15)
We neglect other side bands and use the following equation (which holds in the zero order in $`p_{1i}`$)

$$\begin{array}{c}B_0A_0e^{ikL}\frac{e^{ikL}S_{12}}{S_{22}}\hfill \\ \\ =A_0e^{ikL}\frac{S_{11}}{e^{ikL}S_{12}}.\hfill \end{array}$$
(16)
In addition to determine the coefficient $`A_0`$ we use the normalization condition

$$\left|A_0\right|^2+\left|B_0\right|^2\frac{1}{L}.$$
(17)
Note that for any solution of Eq.(14) ($`k=k^{\left(l\right)}`$) the equation (16) gives $`\left|A_0\right|^2`$ = $`\left|B_0\right|^2`$.

Substituting Eq.(16) into Eq.(15) we get

$$\begin{array}{c}\hfill A_{+1}e^{ik_{+1}L}=A_0e^{ikL}\frac{e^{ikL}S_{12}}{D\left[k_{+1}\right]}\\ \\ \hfill \times \{\mathrm{\Pi }\left[S_{22}\right](e^{ik_{+1}L}S_{12})\\ \\ \hfill +\mathrm{\Pi }\left[S_{11}\right](e^{ikL}S_{12})\},\\ \\ \hfill B_{+1}=B_0\frac{e^{ikL}S_{12}}{D\left[k_{+1}\right]}\\ \\ \hfill \times \{\mathrm{\Pi }\left[S_{11}\right](e^{ik_{+1}L}S_{12})\\ \\ \hfill +\mathrm{\Pi }\left[S_{22}\right](e^{ikL}S_{12})\},\end{array}$$
(18)
where

$$\mathrm{\Pi }\left(S_{ii}\right)=\frac{S_{ii,+\omega }}{S_{ii}}+\frac{S_{12,+\omega }}{e^{ikL}S_{12}}.$$
(19)
The function $`D\left[k_{+1}\right]`$ entering the denominators in Eq.(18) is defined in Eq.(14). At small frequency $`\omega `$ \[see Eq.(12)\] we can expand $`k_{+1}k+\omega /v`$ (here $`v=\mathrm{}k/m_e`$ is an electron velocity) and obtain (since $`D\left[k\right]=0`$)

$$D\left[k_{+1}\right]2i\frac{\omega }{\omega _0}e^{ikL}\left(e^{ikL}S_{12}\right).$$
(20)
Here $`\omega _0=v/L`$. This equation is of the lowest order in the ratio $`\omega /\omega _0`$.

The function $`D\left[k_{+1}\right]`$ describes the effect of a destructive interference on the side band ($`n=+1`$). On the other hand the main component ($`n=0`$) is subject to constructive interference. Hence the smaller the frequency $`\omega `$ (and, thus, the closer the energy $`E_{+1}=E+\mathrm{}\omega `$ of the side band to the eigen energy $`E`$) the weaker is the destructive interference. As a result the amplitude of a wave function $`\psi _{+1}\frac{1}{D\left[k_{+1}\right]}`$ and, correspondingly, the current $`I_{+1}`$ increases with decreasing $`\omega `$.

Such a dependence $`A_{+1},B_{+1},I_{+1}\omega ^1`$ holds while the wave function $`\psi _{+1}`$ is still small. At extremely small $`\omega `$ the effect of the oscillating parameters has to be taken into account exactly (not perturbatively). Numerical calculations (see MBstrong02 ) show that in this case higher side bands are excited. The limiting case of such small frequencies will be considered elsewhere.

Using Eq.(18) we calculate the current $`I_{+1}`$ $``$ $`Re[(A_{+1}`$ \+ $`B_{+1}\left)\right(A_{+1}`$ \- $`B_{+1})^{}]`$. After simple manipulations we can express the current in terms of quantities $`\mathrm{\Pi }_{(\pm )}=`$ $`\mathrm{\Pi }\left[S_{22}\right]\pm `$ $`\mathrm{\Pi }\left[S_{11}\right]`$. To find $`\mathrm{\Pi }_{(+)}`$ we use the dispersion equation (14) and take into account that the eigenvector $`k`$ depends on the parameters: $`k=k(p_{01},p_{02})`$. Differentiating Eq.(14) with respect to either $`p_{01}`$ or $`p_{02}`$ we obtain

$$\mathrm{\Pi }_{(+)}=\frac{2iLk_{+\omega }e^{ikL}}{e^{ikL}S_{12}}.$$
(21)
Here $`k_{+\omega }`$ is defined in the same fashion as $`\widehat{S}_{+\omega }`$ Eq.(13). To find $`\mathrm{\Pi }_{()}`$ we use the identity $`\left|S_{11}\right|^2`$ = $`\left|S_{22}\right|^2`$ and get

$$\mathrm{\Pi }_{()}=2i\theta _{+\omega }$$
(22)
where $`\theta _{+\omega }`$ is a Fourier coefficient of the phase

$$\theta =\frac{i}{2}ln\left(\frac{S_{11}}{S_{22}}\right).$$
(23)
Note that the (real) phase $`\theta `$ characterizes the asymmetry in the reflection of particles incident from the left ($`S_{11}`$) and from the right ($`S_{22}`$). This asymmetry is due to the spatial asymmetry of a quantum dot. Finally the current $`I_{+1}`$ reads as follows

$$\begin{array}{c}I_{+1}=I_\omega \mathrm{sin}\phi ,\hfill \\ \\ I_\omega =\frac{ev}{L}\frac{p_{11}p_{12}}{\mathrm{}\omega }\left(\frac{\theta }{p_{01}}\frac{E}{p_{02}}\frac{\theta }{p_{02}}\frac{E}{p_{01}}\right).\hfill \end{array}$$
(24)
Here $`E=E(p_{01},p_{02})`$ is an eigen energy for the static problem.

From Eq.(24) it follows that if two parameters oscillate out of phase $`\phi 0,\pi `$ then a dc current $`I_{+1}`$ arises. This is similar to the case of an open quantum cavity where an oscillating scatterer pumps a dc current between external reservoirs Brouwer98 . However the dependence on the frequency $`\omega `$ is strikingly different. This indicates that this is a new phenomena which is specific for closed systems.

Like the pumped current in open systems MBstrong02  the current $`I_{+1}`$ under considerations is due to dynamical breaking of the time reversal symmetry ($`\phi 0,\pi `$) by the oscillating scatterer. Note that there is another necessary condition for the existence of dynamically generated dc currents which is general for open and closed systems: The varying parameters must affect the spatial asymmetry of the scatterer, i.e., $`\theta /p_i0`$.

In addition the general conditions mentioned above, there exists a particular condition which is specific for the ring problem under consideration. The current $`I_\omega `$ depends on the sensitivity of eigen energies to the varied parameters. If we have (accidentally) $`E/p_i=0`$, then the current is zero. In particular, in the limit of an extremely small scatterer ($`w0`$) one can classify the eigenstates $`\psi _{E^{\left(l\right)}}\left(x\right)`$ in a ring according to their spatial symmetry. If the scatterer is at $`x=0`$ then for the (anti-) symmetric states we have $`\psi \left(x\right)=()\psi \left(x\right)`$. The antisymmetric states are insensitive to the presence of a small quantum scatterer (because $`\psi _{\left(anti\right)}\left(x=0\right)0`$) and their energies do not depend on $`p_i`$. Thus in such a case the antisymmetric states do not exhibit the pump effect discussed here.

Now we calculate the currents carried by the other components of the Floquet state. To obtain the current $`I_\omega `$ we need to replace $`\omega \omega `$ and $`\phi \phi `$. From Eq.(24) it follows that $`I_\omega =I_{+\omega }`$. A similar calculation shows that $`I_0=\left(I_{+\omega }+I_\omega \right)`$. Thus within the approximation used the full circulating current

$$I_{dc}=I_0+I_1+I_{+1}$$
(25)
is zero. Because it is impossible to measure the current carried by only one side band (only a full current is a measurable quantity) we call the effect under consideration a ”hidden pump effect”.

The disappearance of the full circulating current is a consequence of the symmetry between the side bands corresponding to absorption $`\psi _{+1}`$ and to emission $`\psi _1`$ of modulation quanta $`\mathrm{}\omega `$. This symmetry can be broken if the energy of one of the side bands (either $`E_{+1}`$ or $`E_1`$) lies close to another eigen energy in the ring. In this case a net circulating current can arise: $`I_{dc}0`$. Thus if the adiabaticity condition Eq.(12) is violated then the effect under consideration can be measured. In the next section we present the results of a numerical calculation confirming such a conclusion.

It is important to note that the pumped currents discussed here are inversely proportional to the frequency, $`I\omega ^1`$. Therefore even in the non-adiabatic regime the pumping effect discussed here differs strongly from the pump effect in open systems where $`I\omega `$ SMCG99 ; Brouwer98 . Nevertheless in addition to the ”hidden pump effect” there exists a true pump effect MBaqpc02  (for which the circulating current is proportional to $`\omega `$) and which is fully analogous to the pump effect in open systems. To obtain this current one needs to carry out the expansions in powers of the frequency to a higher order then is done here. We will present the results of such a higher order expansion in a separate work MBaqpc02 .

## IV Currents generated by an oscillating double barrier

In this section we use a simple model for the quantum dot to calculate numerically the currents generated in the ring. We consider both the adiabatic case Eq.(12) and the nonadiabatic case to confirm the conclusions of the previous section.

We model a quantum dot by two delta-function potentials separated by the distance $`w`$ and choose the strength of these potentials $`V_1`$ and $`V_2`$ as varying parameters.

Appendix A gives an exact solution of the model under consideration. In the numerical calculations we use the units $`2m_e=\mathrm{}=e=1`$ and put $`\phi _1=\phi _2=\phi /2`$, where $`\phi `$ is the phase lag. Note that at $`\phi =0`$ two potentials oscillate in phase. We concentrate on the case of opaque ($`V_{1\left(2\right)}k\mathrm{}^2/m_e`$) closely placed ($`wL_r`$) barriers which correspond to a quantum dot only weakly coupled to a ring.

### IV.1 Adiabatic case

We consider small frequencies Eq.(12) and calculate the current carried by some energy level $`E`$ in the ring which is far from any energy level in the dot (off resonance case). In this case the oscillating potentials have only a weak effect on the wave function amplitudes which are mainly determined by the interference due to the ring geometry MBring02 .

In Fig.2 we depict the dependence of the currents carried by the main component $`I_0`$ and by the first two side bands $`I_{+1}`$ and $`I_1`$ of the Floquet state on the phase lag $`\phi `$ between the oscillating potentials $`V_{11}`$ and $`V_{12}`$ (see Appendix A). The full current $`I_{dc}`$ (which is vanishingly small) is shown as well.

At small amplitudes of the oscillating potentials only the lowest side bands ($`n=\pm 1`$) are excited. In the case under consideration the symmetry between the absorption and the emission is preserved. As a result both side bands $`E_{+1}`$ and $`E_1`$ have the same amplitudes and carry the same currents:$`I_{+1}=I_1`$. The current $`I_0`$ is twice as large as $`I_{\pm 1}`$ and opposite to $`I_{\pm 1}`$. This is in agreement with the previous section.

To estimate the magnitude $`I_\omega `$ of a current we note that far from the resonance and at small frequencies the double barrier scattering matrix can be considered as energy independent MBstrong02 . Thus we can use Eq.(24) with the scattering matrix of a double barrier potential:

$$\widehat{S}(p_{01},p_{02})=\frac{e^{ikw}}{\mathrm{\Delta }}\left(\begin{array}{cc}\xi +2\frac{p_{02}}{k}\mathrm{sin}\left(kw\right)& 1\\ & \\ 1& \xi +2\frac{p_{01}}{k}\mathrm{sin}\left(kw\right)\end{array}\right).$$
(26)
Here $`p_{0i}=V_{0i}m_e/\mathrm{}^2`$ (i = 1,2); $`\xi `$ = $`\left(1\mathrm{\Delta }\right)e^{ikw}`$; $`\mathrm{\Delta }`$ = $`1+\frac{p_{01}p_{02}}{k^2}\left(e^{2ikw}1\right)`$ \+ $`i\frac{p_{01}+p_{02}}{k}`$.

Far from the resonance (and for $`kp_0`$) we get: $`k/p_ik/\left(2p_0^2L\right)`$; $`\theta /p_{01}=\theta /p_{02}k/\left(2p_0^2\right)`$. Substituting these estimates into Eq.(24) we obtain

$$I_\omega 2eT\frac{\omega _0^2}{\omega }\left(\frac{p_1}{k}\right)^2.$$
(27)
Here $`T=k^4/\left(4p_0^4\right)1`$ is an off resonance probability for tunneling through the double barrier potential. We put $`p_{01}=p_{02}=p_0`$ and $`p_{11}=p_{12}=p_1`$.

The above equation \[see also Eq.(24)\] predicts that the amplitude of a current carried by the individual side band scales as $`\omega ^1`$. This is illustrated in Fig.3. We can see that the analytical results Eq.(24) and Eq.(27) are in a good agreement with the results of numerical calculations.

### IV.2 Nonadiabatic case

In this subsection we consider the conditions under which a net circulating current arises in a ring with oscillating double barrier potential: $`I_{dc}0`$. As we pointed out already if the symmetry between the emission and the absorption holds the full current carried by the Floquet state is zero. However if this symmetry is destroyed then a net circulating current can arise. In particular the symmetry between the absorption and the emission is destroyed if one of the side bands (say $`E_{+1}`$) is close to the transmission resonance through the quantum dot. In this case tunneling after absorbing of a modulation quantum $`\mathrm{}\omega `$ dominates over tunneling after emitting $`\mathrm{}\omega `$.

In Fig.4 we depict the dependence of the net pumped current $`I_{dc}`$ and currents carried by the individual side bands $`I_0`$, $`I_{+1}`$, and $`I_1`$ on the phase difference $`\phi =\phi _1\phi _2`$. At given parameters the side band $`E_{+1}=E+\mathrm{}\omega `$ is close to the transmission resonance through the quantum dot whereas the basic energy level $`E`$ and the side band $`E_1=E\mathrm{}\omega `$ are out of resonance: $`EE_r\mathrm{\Gamma }`$, where $`E_r`$ is the resonance energy and $`\mathrm{\Gamma }\frac{\mathrm{}^2}{2m_e}\frac{2k^3}{wp_0^2}`$ is the width of the transmission resonance. When $`\omega `$ approaches the resonance frequency $`\mathrm{}\omega _r=E_rE`$ then the circulating current increases. This is illustrated in Fig.5.

From Fig.4 we see that in the nonadiabatic case under consideration the circulating current $`I_{dc}`$ is carried, in fact, by the main component $`\psi _0`$ of the Floquet state. The mechanism which generates this current is as follows. An electron (mainly staying at the level with energy $`E`$) can absorb an energy $`\mathrm{}\omega `$ and tunnel resonantly ($`E_{+1}E_r`$) through the quantum dot. After tunneling an electron emits an energy $`\mathrm{}\omega `$ and returns to its original energy level. Because of the phase lag $`\phi `$ between the oscillating potentials $`V_1\left(t\right)`$ and $`V_2\left(t\right)`$ the amplitudes for tunneling to the left and to the right are different. Thus an electron tunnels more frequently to one side and a net circulating current arises. Note that both the emission and the absorption affect the current. However if $`E<E_r`$ then only the processes where the emission follows the absorption (or vice versa if $`E>E_r`$) contribute to the current $`I_{dc}`$.

## V Conclusion

We have considered a quantum pump in a mesoscopic ring with embedded quantum dot. If two (or more) parameters affecting the scattering properties of a quantum dot change periodically but out of phase then a circulating dc current can be generated. We have emphasized the small frequency and small amplitude case when the oscillations do not affect the spectrum (the positions of energy levels are unchanged) but rather break dynamically the time reversal symmetry of the system. We have examined the features of parametric pumping which are specific for closed doubly connected systems. The resulting pumped current is due to a competition between exciting an electron system by an oscillating scatterer and interference due to the ring geometry.

The effect of an oscillating scatterer on an electron wave function is twofold. On the one hand, because of the oscillations the system is nonstationary and the electron is in a Floquet state. This state is characterized by the set of substates (side bands) with energies $`E_n=E+n\mathrm{}\omega `$, $`n=0,\pm 1,\pm 2,\mathrm{}`$. On the other hand, if the time reversal symmetry is broken then each substate carries a current. Interference results in an unusual $`\omega ^1`$ dependence of the current amplitude carried by the individual side band.

A main feature of the pump effect under consideration is that in the adiabatic case the currents carried by the different sub states of a given Floquet state compensate each other. Therefore we term this effect ”hidden”. Nevertheless in the nonadiabatic case the current carried by the main component of the Floquet state dominates and a net circulating current $`I_{dc}`$ appears.

We again emphasize that, in addition to the effect considered here, there exists a usual adiabatic pump effect with a circulating current proportional to $`\omega `$. This effect, analogous to the pump effect in open systems, will be considered elsewhere MBaqpc02 .

###### Acknowledgements.

This work is supported by the Swiss National Science Foundation.

## Appendix A A ring with two oscillating barriers.

In this Appendix we determine the single-particle eigen energies and the coefficients of the corresponding Floquet wave function Eq.(1) for a ring of length $`L_r`$ with two oscillating delta function potentials separated by a distance $`w`$.

The electron wave functions $`\mathrm{\Psi }(x,t)`$ is a solution of the time-dependent Schrödinger equation

$$\begin{array}{c}i\mathrm{}\frac{\mathrm{\Psi }(x,t)}{t}=\widehat{H}(x,t)\mathrm{\Psi }(x,t),\hfill \\ \\ \widehat{H}(x,t)=\frac{\mathrm{}^2}{2m_e}\frac{^2}{x^2}+V(x,t),\hfill \\ \\ V(x,t)=V_1\left(t\right)\delta \left(x\right)+V_2\left(t\right)\delta \left(xw\right),\hfill \\ \\ V_i\left(t\right)=V_{0i}+2V_{1i}\mathrm{cos}\left(\omega t+\phi _i\right),i=1,2.\hfill \end{array}$$
(28)
According to the Floquet theorem the wave function is given by Eq.(1). In addition to Eq.(3) we define the functions $`\psi _n\left(x\right)`$ inside the dot as well

$$\psi _n\left(x\right)=\{\begin{array}{c}a_ne^{ik_nx}+b_ne^{ik_nx},0xw,\hfill \\ \\ A_ne^{ik_nx}+B_ne^{ik_nx},wxL_r.\hfill \end{array}$$
(29)
The function $`\mathrm{\Psi }_E(x,t)`$ is periodic in $`x`$ with the period of $`L_r`$. Hence the boundary conditions at $`x=0`$ and $`x=w`$ read as follows

$$\begin{array}{c}\mathrm{\Psi }_E(L_r,t)=\mathrm{\Psi }_E(0,t),\\ \\ \mathrm{\Psi }_E(w0,t)=\mathrm{\Psi }_E(w+0,t),\\ \\ \frac{\mathrm{\Psi }_E(x,t)}{x}|_{x=0}\frac{\mathrm{\Psi }_E(x,t)}{x}|_{x=L_r}\\ \\ =\frac{2m}{\mathrm{}^2}V_1\left(t\right)\mathrm{\Psi }_E(L_r,t),\\ \\ \frac{\mathrm{\Psi }_E(x,t)}{x}|_{x=w+0}\frac{\mathrm{\Psi }_E(x,t)}{x}|_{x=w0}\\ \\ =\frac{2m}{\mathrm{}^2}V_2\left(t\right)\mathrm{\Psi }_E(w,t).\end{array}$$
(30)
These boundary conditions determine the discrete set of the Floquet eigen energies $`E^{\left(l\right)}`$ (where $`l`$ is an integer) and corresponding Floquet eigenfunctions $`\mathrm{\Psi }_{E^{\left(l\right)}}`$.

Note that because of the Floquet theorem the time-dependent problem with oscillating potential Eq.(28) is reduced to a time-independent one. The cost we need to pay is a splitting of each energy level $`E^{\left(l\right)}`$ into a ladder $`E^{\left(l\right)}+n\mathrm{}\omega `$ (n = 0, $`\pm 1`$, $`\pm 2`$,$`\mathrm{}`$) MBring02 .

To find the Floquet eigen energies $`E^{\left(l\right)}`$ we apply the method described in MBstrong02 ; MBring02 . We substitute Eq.(1) and Eq.(28) into the Eq.(29) and write the result in a matrix form

$$\begin{array}{c}\widehat{C}_n(L_r,w)\left(\begin{array}{c}A_n\hfill \\ B_n\hfill \end{array}\right)\widehat{C}_n(0,w)\left(\begin{array}{c}a_n\hfill \\ b_n\hfill \end{array}\right)=0,\hfill \end{array}$$
(31)
$$\begin{array}{c}\widehat{U}_{0n}(L_r,w)\left(\begin{array}{c}A_n\hfill \\ B_n\hfill \end{array}\right)+\widehat{U}_{0n}^{}(0,w)\left(\begin{array}{c}a_n\hfill \\ b_n\hfill \end{array}\right)\hfill \\ \\ =2\widehat{F}^{(+)}\widehat{C}_{n+1}(L_r,w)\left(\begin{array}{c}A_{n+1}\hfill \\ B_{n+1}\hfill \end{array}\right)\hfill \\ \\ 2\widehat{F}^{()}\widehat{C}_{n1}(L_r,w)\left(\begin{array}{c}A_{n1}\hfill \\ B_{n1}\hfill \end{array}\right).\hfill \end{array}$$
(32)
Here we have introduced the matrices

$$\widehat{C}_n(L_r,w)=\left(\begin{array}{cc}e^{ik_nL_r}\hfill & \hfill e^{ik_nL_r}\\ & \\ e^{ik_nw}\hfill & \hfill e^{ik_nw}\end{array}\right),$$
(33)
$$\widehat{U}_{0n}(L_r,w)=\left(\begin{array}{cc}e^{ik_nL_r}\left(p_{01}+ik_n\right)\hfill & \hfill e^{ik_nL_r}\left(p_{01}ik_n\right)\\ & \\ e^{ik_nw}\left(p_{02}ik_n\right)\hfill & \hfill e^{ik_nw}\left(p_{02}+ik_n\right)\end{array}\right),$$
(34)
$$\widehat{F}^{(\pm )}=\left(\begin{array}{cc}p_{11}e^{\pm i\phi _1}\hfill & \hfill 0\\ & \\ 0\hfill & \hfill p_{12}e^{\pm i\phi _2}\end{array}\right),$$
(35)
where the parameters are: $`p_{ji}=V_{ji}m_e/\mathrm{}^2`$, $`j=0,1`$, $`i=1,2`$. Note that the system of equations (30) and (31) represents an infinite number of linear equations. To simplify it we introduce new matrixes $`\widehat{X}_n`$ as follows

$$\begin{array}{c}2\widehat{F}^{(\pm )}\widehat{C}_{n\pm 1}(L_r.w)\left(\begin{array}{c}A_{n\pm 1}\hfill \\ B_{n\pm 1}\hfill \end{array}\right)=\widehat{X}_{n\pm 1}\left(\begin{array}{c}A_n\hfill \\ B_n\hfill \end{array}\right).\hfill \end{array}$$
(36)
Here and hereafter the upper (lower) sign is for $`n>0`$ ($`n<0`$). Substituting Eq.(31) and Eq.(36) into Eq.(32) we get the following recursive equation for $`\widehat{X}_n`$

$$\widehat{X}_n=4\widehat{F}^{(\pm )}\widehat{C}_n(L_r,w)\left(\widehat{U}_n\widehat{X}_{n\pm 1}\right)^1\widehat{F}^{()}\widehat{C}_{n1}(L_r,w),$$
(37)
where

$$\widehat{U}_n=\widehat{U}_{0n}(L_r,w)+\widehat{U}_{0n}(0,w)\widehat{C}_n^1(0,w)\widehat{C}_n(L_r,w).$$

The advantage of Eq.(37) is in the following. In each particular case we need to take into account only the limited number $`\left|n\right|<n_{max}`$ of side bands and thus we can put $`\widehat{X}_{\pm \left(n_{max}+1\right)}0`$. After that we can easily calculate $`\widehat{X}_n`$ at $`\left|n\right|n_{max}`$ and can express all the coefficients $`A_n`$, $`B_n`$ in terms of $`A_0`$ and $`B_0`$ only. Thus we have used all the equations of the system Eqs.(31) and (32) except those for $`n=0`$.

The remaining part is a system of uniform equations for the coefficients $`a_0,b_0,A_0,`$ and $`B_0`$. To have a nontrivial solution the corresponding determinant ($`4\times 4`$) must be equal to zero. This condition determines the set of the allowed Floquet eigen energies $`E^{\left(l\right)}=\left(\mathrm{}k^{\left(l\right)}\right)^2/\left(2m_e\right)`$ and corresponding side bands $`E_n^{\left(l\right)}=E^{\left(l\right)}+n\mathrm{}\omega `$. To calculate the coefficients entering the corresponding Floquet wave function $`\mathrm{\Psi }_{E^{\left(l\right)}}`$ Eqs.(1),(29) we use the normalization condition Eq.(2).