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# Security of EPR-based Quantum Key Distribution using three bases

## 1 Introduction

A modified version of a proof of the security  of EPR-based quantum key distribution is proposed. Based on the works , this modified version applies to a protocol using three conjugate measurement bases rather than two. Only modified parts of the proof are presented here. The framework of our study and the remaining parts of the proof can be found in .

## 2 The protocol

We describe the quantum key distribution protocol under consideration. It is a variation of the protocol described in  using three conjugate measurement bases rather than two. In this variation, the source is supposed to emit pairs of photons with orthogonal polarisations. As a consequence, Alice’s bits and Bob’s bits are anticorrelated when no error occurs.

Alice and Bob specify:

* $`m`$, the length (in bits) of the private key to be generated.
* $`ϵ`$, the maximum threshold value for the error rate during the quantum transmission ($`ϵ<1/4`$).
* $`\tau `$, a security constant such that $`\frac{ϵ}{1ϵ}<\frac{ϵ}{1ϵ}+\tau <1`$.
* the security parameter $`r`$. It must be large enough so that Alice and Bob can find a binary matrix $`K`$ of size $`m\times r`$ such that any linear combination of rows of $`K`$ that contains at least one row of $`K`$ has weight greater than $`d_K=\left(\frac{ϵ}{1ϵ}+\tau \right)r`$. Alice and Bob choose one such matrix $`K`$. Shannon’s coding theorem tells that for asymptotic values of $`m`$, such matrix can be found if $`r`$ obeys the inequality:

$$\frac{m}{r}1h\left(\frac{1}{2}\frac{ϵ}{1ϵ}+\frac{\tau }{2}\right).$$
* An error reconciliation scheme for strings of length $`s=\frac{r}{1ϵ}`$ bits as specified in .
* $`n`$, the number of pairs of photons to be sent to the legitimate parties. A good choice for $`n`$ is $`\frac{r}{\frac{1ϵ}{3}\tau _S}`$ where $`\tau _S`$ is a small but strictly positive constant.

* A source sends a sequence of $`n`$ photons to Alice and another sequence of $`n`$ photons to Bob. It is assumed that ideally, for each $`i\{1\mathrm{}n\}`$, the source emits a pair of photons in the state:

$$|\mathrm{\Psi }^{}=\frac{|\mathrm{\hspace{0.17em}0}_0|\mathrm{\hspace{0.17em}1}_0|\mathrm{\hspace{0.17em}1}_0|\mathrm{\hspace{0.17em}0}_0}{\sqrt{2}}$$

and that Alice’s $`i`$-th photon is the first photon of this pair, and Bob’s $`i`$-th photon is the second photon of this pair. The kets $`|\mathrm{\hspace{0.17em}0}_0`$ and $`|\mathrm{\hspace{0.17em}1}_0`$ form an orthonormal basis “0” of the Hilbert space describing the polarisation of one photon. The kets $`|\mathrm{\hspace{0.17em}0}_1=\frac{|\mathrm{\hspace{0.17em}0}_0|\mathrm{\hspace{0.17em}1}_0}{\sqrt{2}}`$ and $`|\mathrm{\hspace{0.17em}1}_1=\frac{|\mathrm{\hspace{0.17em}0}_0+|\mathrm{\hspace{0.17em}1}_0}{\sqrt{2}}`$ form its first conjugate basis “1”. The second conjugate basis “2” is formed by the kets $`|\mathrm{\hspace{0.17em}0}_2=\frac{|\mathrm{\hspace{0.17em}0}_0+i|\mathrm{\hspace{0.17em}1}_0}{\sqrt{2}}`$ and $`|\mathrm{\hspace{0.17em}1}_2=i\frac{|\mathrm{\hspace{0.17em}0}_0i|\mathrm{\hspace{0.17em}1}_0}{\sqrt{2}}`$.

As in , the source needs not to be trusted and can be under Eve’s control. The only assumption is that Alice and Bob receive a sequence of $`n`$ single photon signals on each side.
* We assume that the measurement devices of Alice and Bob have efficiency one. For each $`i\{1\mathrm{}n\}`$,

1. Alice picks randomly a basis $`a_i\{0,1,2\}`$ with uniform probability distribution. Alice measures her $`i`$-th photon in the basis $`a_i`$, obtaining the outcome $`\alpha _i\{0,1\}`$, corresponding to the state $`|\alpha _i_{a_i}`$.
    2. Similarly, Bob picks randomly and independently of Alice a basis $`b_i\{0,1,2\}`$ with uniform probability distribution. Bob measures his $`i`$-th photon in the basis $`b_i`$, obtaining the outcome $`\beta _i\{0,1\}`$, corresponding to the state $`|\beta _i_{b_i}`$.

Alice and Bob compare publicly their bases $`\stackrel{}{a}`$ and $`\stackrel{}{b}`$. We denote by $`\stackrel{}{d}`$ the vector in $`\{0,1,2\}^n`$ defined by $`d_i=b_ia_i(mod3)`$ for all $`i\{1\mathrm{}n\}`$. If the number of indexes $`i\{1\mathrm{}n\}`$ such that $`a_i=b_i`$ is greater than or equal to $`s`$ then the sifted set $`S`$ is the set of the first $`s`$ such indexes. Otherwise the validation test is failed. The bit strings $`\alpha _S`$ and $`\neg \beta _S`$ are the sifted keys, where for any vector $`\stackrel{}{x}\{0,1\}^n`$, we denote by $`\neg \stackrel{}{x}`$ the vector whose $`i`$-th entry is $`1+x_i(mod2)`$ for all $`i\{1\mathrm{}n\}`$.

Alice and Bob perform the error correction on their sifted keys $`\alpha _S`$ and $`\neg \beta _S`$ as specified in the protocol setup. The error set $`E`$ is the set of indexes $`i`$ in $`S`$ in which an error is found, that is, $`\alpha _i=\beta _i`$. The error vector $`\stackrel{}{e}`$ is the vector in $`\{0,1\}^s`$ giving the positions of the errors ($`i\{1,\mathrm{},s\}`$, $`e_i=1`$ if and only if $`\alpha _i=\beta _i`$). We denote by $`e`$ the size of the set $`E`$. The validation test is passed if $`e<ϵs`$, otherwise it is failed. If the validation test is passed, then the reconciled set $`R`$ is the set of the first $`r`$ indexes $`iSE`$. Therefore $`|R|=r`$ and $`iR`$, $`a_i=b_i`$ and $`\alpha _i=\neg \beta _i`$. Alice and Bob obtain with high probability an identical string of bits $`\alpha _R\{0,1\}^r`$, called the reconciled key.

The private key is defined as:

1. $`\stackrel{}{\kappa }=K\alpha _R(mod2)`$ if the validation test is passed.
2. an $`m`$-bit string $`\stackrel{}{\kappa }`$ picked randomly by Alice with uniform probability distribution each time the validation test is failed.

## 3 Privacy of the protocol

The privacy of the three-basis protocol is stated and the achievable key-creation rate discussed.

###### Property 1

The protocol described above offers perfect privacy: for any eavesdropping strategy chosen by a possible eavesdropper, the conditional entropy of the private key $`\stackrel{\mathbf{}}{𝛋}`$ given the eavesdropper’s view $`𝐯`$ is bounded from below by:

$$H(\stackrel{\mathbf{}}{𝜿}|𝒗)m2\left(m+\frac{1}{\mathrm{ln}2}\right)\left(\theta (r)+2\sqrt{\theta (r)}\right),$$

where

$$\theta (r)=e^{\frac{1}{16}\tau ^3r}.$$

The above bound applies for any value of the security parameter $`r`$ such that the matrix $`K`$ specified in the protocol exists.

Therefore, for asymptotic values of the security parameter $`r`$, a net gain in shared private bits can be obtained if:

$$1h\left(\frac{1}{2}\frac{ϵ}{1ϵ}\right)\frac{1}{1ϵ}h(ϵ)>0.$$

since $`sh(ϵ)`$ bits are required for the one-time pad encryption during the error reconciliation, as in .

In comparison, we proved that for the original protocol using two measurement bases only, a net gain in shared private bits can be obtained if:

$$1h\left(\frac{ϵ}{1ϵ}\right)\frac{1}{1ϵ}h(ϵ)>0.$$

Therefore, the three-basis protocol seems to be more robust than the original protocol. However, one must realise that a given threshold value on the error rate gives different physical constraints on the quantum channel depending on whether two-basis or three-basis protocol is used. Whether the two-basis or the three-basis protocol is more robust and efficient depends on the technology chosen to implement the transmission and the reception of the quantum signals.

## 4 Proof of the privacy

The proof of the above result is given. It is mainly identical to the proof proposed in  for the original protocol. Therefore, only parts that are different from this previous proof are detailed. The main difference between the previous proof and this proof resides in Section 4.3.

### 4.1 Notations

We define the notations used throughout the proof. They are similar to the ones used in , but the indexes for Bell states have been modified. The notations have been adapted to deal with three bases.

We denote by $`C=(\stackrel{}{a},\stackrel{}{b},\stackrel{}{\alpha },\stackrel{}{\beta })`$ the classical data Alice and Bob generate during the protocol (after the setup). We denote by $`P=(\stackrel{}{a},\stackrel{}{d},\stackrel{}{e})`$ the data that are publicly announced by Alice and Bob during the protocol. For any possible $`P`$, we denote by $`𝒞_P`$ the set of values for the classical data that are compatible with the public announcement of $`P`$. That is, for a given $`P=(\stackrel{}{a},\stackrel{}{d},\stackrel{}{e})`$,

$`𝒞_P`$ $`=`$ $`\{C^{}=(\stackrel{}{a}^{},\stackrel{}{b}^{},\stackrel{}{\alpha }^{},\stackrel{}{\beta }^{}):\stackrel{}{a}^{}=\stackrel{}{a},`$
$`i,b_i^{}=a_i+d_i(mod3)`$
$`iE,\alpha _i^{}=\beta _i^{}\text{ and }iSE,\alpha _i^{}=\neg \beta _i^{}`$
$`\text{where }S\text{ and }E\text{ are given by }\stackrel{}{d}\text{ and }\stackrel{}{e}\text{.}\}.`$
Given a possible $`P`$ and a value for the private key $`\stackrel{}{\kappa }`$, we define $`𝒞_{P,\stackrel{}{\kappa }}`$ as the set of values for the classical data that are compatible with the public announcement of $`P`$ and generation of $`\stackrel{}{\kappa }`$ for the private key. That is, for a given $`P=(\stackrel{}{a},\stackrel{}{d},\stackrel{}{e})`$,

$`𝒞_{P,\stackrel{}{\kappa }}`$ $`=`$ $`\{C^{}=(\stackrel{}{a}^{},\stackrel{}{b}^{},\stackrel{}{\alpha }^{},\stackrel{}{\beta }^{}):\stackrel{}{a}^{}=\stackrel{}{a},`$
$`i,b_i^{}=a_i+d_i(mod3)`$
$`iE,\alpha _i^{}=\beta _i^{}\text{ and }iSE,\alpha _i^{}=\neg \beta _i^{}`$
$`K\alpha _R^{}=\stackrel{}{\kappa }(mod2),`$
$`\text{where }S\text{}E\text{ and }R\text{ are given by }\stackrel{}{d}\text{ and }\stackrel{}{e}\text{.}\}.`$
Finally, we denote by $`𝒫`$ the set of all possible public announcements for which the validation test is passed. That is,

$$𝒫=\{P=(\stackrel{}{a},\stackrel{}{d},\stackrel{}{e}):w_0(\stackrel{}{d})s\text{ and }e<ϵs\}.$$

We denote by $`T`$ the subset $`S(ER)`$, and by $`t`$ the size of $`T`$.

For each $`i\{1\mathrm{}n\}`$, we define the Bell basis $`\{|\mathrm{\hspace{0.17em}0}_i,|\mathrm{\hspace{0.17em}1}_i,|\mathrm{\hspace{0.17em}2}_i,|\mathrm{\hspace{0.17em}3}_i\}`$ of the $`i`$-th pair of photons as:

$`|\mathrm{\hspace{0.17em}0}_i`$ $`=`$ $`{\displaystyle \frac{|\mathrm{\hspace{0.17em}0}_{0,i}|\mathrm{\hspace{0.17em}1}_{0,i}|\mathrm{\hspace{0.17em}1}_{0,i}|\mathrm{\hspace{0.17em}0}_{0,i}}{\sqrt{2}}},`$
$`|\mathrm{\hspace{0.17em}1}_i`$ $`=`$ $`{\displaystyle \frac{|\mathrm{\hspace{0.17em}0}_{0,i}|\mathrm{\hspace{0.17em}1}_{0,i}+|\mathrm{\hspace{0.17em}1}_{0,i}|\mathrm{\hspace{0.17em}0}_{0,i}}{\sqrt{2}}},`$
$`|\mathrm{\hspace{0.17em}2}_i`$ $`=`$ $`{\displaystyle \frac{|\mathrm{\hspace{0.17em}0}_{0,i}|\mathrm{\hspace{0.17em}0}_{0,i}|\mathrm{\hspace{0.17em}1}_{0,i}|\mathrm{\hspace{0.17em}1}_{0,i}}{\sqrt{2}}},`$
$`|\mathrm{\hspace{0.17em}3}_i`$ $`=`$ $`{\displaystyle \frac{|\mathrm{\hspace{0.17em}0}_{0,i}|\mathrm{\hspace{0.17em}0}_{0,i}+|\mathrm{\hspace{0.17em}1}_{0,i}|\mathrm{\hspace{0.17em}1}_{0,i}}{\sqrt{2}}},`$
where the first and the second state in the product states in the rhs. correspond to Alice’s and Bob’s $`i`$-th photon’s polarisation state, respectively.

Given a basis $`a\{0,1,2\}`$, we define $`X_a`$ as the set of indexes of Bell states that are compatible with Alice and Bob measuring in the same basis $`a`$ and obtaining opposite bit values (corresponding to a faithful transmission, as the source is supposed to emit an antisymmetric state). Likewise, we define $`Y_a`$ as the set of indexes of Bell states that are compatible with Alice and Bob measuring in basis $`a`$ and sharing the same bit value (corresponding to an error). That is, $`X_0=\{0,1\}`$, $`X_1=\{0,2\}`$, $`X_2=\{0,3\}`$, $`Y_0=\{2,3\}`$, $`Y_1=\{1,3\}`$ and $`Y_2=\{1,2\}`$. Given the choice of bases $`\stackrel{}{a}`$ and a set $`A\{1\mathrm{}n\}`$, we define $`X_{a_A}`$ as $`\{c_A\{0,1,2,3\}^A:iA,c_iX_{a_i}\}`$ and $`Y_{a_A}`$ as $`\{c_A\{0,1,2,3\}^A:iA,c_iY_{a_i}\}`$. Given a reconciled set $`R`$ and the choice of bases $`a_R`$ on $`R`$, for any $`c_RX_{a_R}`$, we will denote by $`\stackrel{}{\gamma }`$ the unique $`\stackrel{}{\gamma }\{0,1\}^r`$ such that for each $`i\{1,\mathrm{},r\}`$, $`c_i=(1+a_i)\gamma _i`$. For any vectors $`\stackrel{}{x}`$, $`\stackrel{}{y}`$ $`\{0,1\}^r`$, we define $`\stackrel{}{x}\stackrel{}{y}`$ as $`\stackrel{}{x}\stackrel{}{y}\stackrel{Def}{=}_{i=1}^rx_iy_i`$. Given $`R`$ and $`a_R`$, for any $`c_RX_{a_R}`$, we have the identity $`{}_{a_R}{}^{}\alpha _R,\neg \alpha _R|c_R=\frac{(1)^{\alpha _R(\neg \stackrel{}{\gamma })}(i)^{\stackrel{}{\pi }_{a_R}\stackrel{}{\gamma }}}{\sqrt{2}^r}`$, where $`\stackrel{}{\pi }_{a_R}`$ is a vector in $`\{0,1\}^r`$ with its $`i`$-th entry equal to 1 if and only if $`a_i=2`$.

### 4.2 Model of measurements

The mathematical model of measurements on the quantum state generated by the source is almost identical to the one described in .

The state of the $`n`$ couples of photons and the probe created by Eve reads as:

$$\rho =\underset{\stackrel{}{c},\stackrel{}{c}^{}}{}|E_\stackrel{}{c}E_\stackrel{}{c}^{}||\stackrel{}{c}\stackrel{}{c}^{}|,$$

where the states $`|E_\stackrel{}{c}`$ are states of Eve’s probe that are possibly nor orthogonal nor normalised. The positive operator giving the probability that Alice and Bob get $`C=(\stackrel{}{a},\stackrel{}{b},\stackrel{}{\alpha },\stackrel{}{\beta })`$ as their classical data is:

$$F_C=\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒃}(\stackrel{}{b})|\stackrel{}{\alpha },\stackrel{}{\beta }_{\stackrel{}{a},\stackrel{}{b}}_{\stackrel{}{a},\stackrel{}{b}}\stackrel{}{\alpha },\stackrel{}{\beta }|,$$

where $`\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})=1/3^n`$ and $`\mathrm{P}_\stackrel{\mathbf{}}{𝒃}(\stackrel{}{b})=1/3^n`$ for any choice of $`\stackrel{}{a}`$ and $`\stackrel{}{b}`$. Note that since for all $`i\{1\mathrm{}n\}`$, $`d_i=b_ia_i(mod3)`$, we have $`\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒃}(\stackrel{}{b})=\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})`$ where $`\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})=1/3^n`$.

The positive operator giving the probability that Alice and Bob publicly announce $`P=(\stackrel{}{a},\stackrel{}{d},\stackrel{}{e})`$ while they get the private key $`\stackrel{}{\kappa }`$ is:

$`F_{P,\stackrel{}{\kappa }}`$ $`=`$ $`\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})\text{1}_{\overline{S}}{\displaystyle \underset{\alpha _E\{0,1\}^e}{}}|\alpha _E,\alpha _E_{a_E,a_E}_{a_E,a_E}\alpha _E,\alpha _E|`$
$`{\displaystyle \underset{\alpha _T\{0,1\}^t}{}}|\alpha _T,\neg \alpha _T_{a_T,a_T}_{a_T,a_T}\alpha _T,\neg \alpha _T|`$
$`{\displaystyle \underset{\begin{array}{c}\alpha _R\{0,1\}^r:\hfill \\ K\alpha _R=\stackrel{}{\kappa }(mod2)\hfill \end{array}}{}}|\alpha _R,\neg \alpha _R_{a_R,a_R}_{a_R,a_R}\alpha _R,\neg \alpha _R|,`$
and the positive operator giving the marginal probability that Alice and Bob publicly announce $`P=(\stackrel{}{a},\stackrel{}{d},\stackrel{}{e})`$ is:

$`F_P`$ $`=`$ $`\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})\text{1}_{\overline{S}}{\displaystyle \underset{\alpha _E\{0,1\}^e}{}}|\alpha _E,\alpha _E_{a_E,a_E}_{a_E,a_E}\alpha _E,\alpha _E|`$
$`{\displaystyle \underset{\alpha _T\{0,1\}^t}{}}|\alpha _T,\neg \alpha _T_{a_T,a_T}_{a_T,a_T}\alpha _T,\neg \alpha _T|`$
$`{\displaystyle \underset{\alpha _R\{0,1\}^r}{}}|\alpha _R,\neg \alpha _R_{a_R,a_R}_{a_R,a_R}\alpha _R,\neg \alpha _R|.`$
Note again that when no error occurs, Alice’s bit and Bob’s bit are anticorrelated.

We denote by $`𝒱_P`$ the set of views $`v`$ that are compatible with the public announcement $`P`$. The positive operator giving the probability that Eve gets the view $`v`$ given that Alice and Bob announced $`P`$ will be denoted by $`G_{v|P}=|\chi _{v|P}\chi _{v|P}|`$, where we assume again without loss of generality that the operators $`G_{v|P}`$ are of rank one.

### 4.3 The rôle of the validation test

Here a variation of the Property 2 in  is given. It is shown that when three bases are used for the validation test, the constraint on the photon state created by Eve is more stringent. Given a possible reconciled set $`R`$, let $`\mathrm{\Pi }_R`$ be the orthogonal projection operator defined as:

$`\mathrm{\Pi }_R`$ $`=`$ $`{\displaystyle \underset{\begin{array}{c}\stackrel{}{c}\{0,1,2,3\}^n:\hfill \\ w(c_R)d_K/2\hfill \end{array}}{}}|\stackrel{}{c}\stackrel{}{c}|`$
$`=`$ $`\text{1}_{\overline{R}}{\displaystyle \underset{\begin{array}{c}c_R\{0,1,2,3\}^r:\hfill \\ w(c_R)d_K/2\hfill \end{array}}{}}|c_Rc_R|.`$
The following property is then proved.

###### Property 2

The eigenvalues of the semi-definite positive Hermitian operator

$$\underset{P𝒫}{}\mathrm{\Pi }_RF_P\mathrm{\Pi }_R,$$

where $`R`$ is specified by $`P`$ in the sum, are bounded from above by

$$\theta (r)=e^{\frac{1}{16}\tau ^3r}.$$

Proof The above operator can be written as:

$$\underset{P𝒫}{}\mathrm{\Pi }_RF_P\mathrm{\Pi }_R=\underset{\begin{array}{c}\stackrel{}{d}\{0,1\}^n:\hfill \\ w_0(\stackrel{}{d})s\hfill \end{array}}{}\underset{\begin{array}{c}\stackrel{}{e}\{0,1\}^s:\hfill \\ w(\stackrel{}{e})<ϵs\hfill \end{array}}{}\mathrm{\Pi }_R\left(\underset{\stackrel{}{a}}{}F_P\right)\mathrm{\Pi }_R.$$

Now for given $`\stackrel{}{d}`$ and $`\stackrel{}{e}`$,

$$\underset{\stackrel{}{a}}{}F_P=\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})\text{1}_{\overline{S}}_{iE}Y_i_{jT}X_j_{kR}X_k,$$

where

$`X_i`$ $`=`$ $`|\mathrm{\hspace{0.17em}0}0|+{\displaystyle \frac{1}{3}}|\mathrm{\hspace{0.17em}1}1|+{\displaystyle \frac{1}{3}}|\mathrm{\hspace{0.17em}2}2|+{\displaystyle \frac{1}{3}}|\mathrm{\hspace{0.17em}3}3|,`$
$`Y_i`$ $`=`$ $`{\displaystyle \frac{2}{3}}|\mathrm{\hspace{0.17em}1}1|+{\displaystyle \frac{2}{3}}|\mathrm{\hspace{0.17em}2}2|+{\displaystyle \frac{2}{3}}|\mathrm{\hspace{0.17em}3}3|`$
are operators acting on $`i`$-th photon pair’s Hilbert space. The last equalities are derived directly from the definition of the Bell states. As a consequence, we have,

$$\mathrm{\Pi }_R\left(\underset{\stackrel{}{a}}{}F_P\right)\mathrm{\Pi }_R=\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})\text{1}_{\overline{S}}_{iE}Y_i_{jT}X_j\left(\underset{\begin{array}{c}c_R\{0,1,2,3\}:\hfill \\ w(c_R)d_K/2\hfill \end{array}}{}\frac{|c_Rc_R|}{3^{w(c_R)}}\right).$$

Now, given $`\stackrel{}{d}\{0,1\}^n`$, the operator:

$$\underset{\stackrel{}{e}:w(\stackrel{}{e})<ϵs}{}\mathrm{\Pi }_R\left(\underset{\stackrel{}{a}}{}F_P\right)\mathrm{\Pi }_R$$

is diagonal in the Bell basis $`|\stackrel{}{c}`$. Given a vector $`\stackrel{}{c}\{0,1,2,3\}^n`$ and an error vector $`\stackrel{}{e}\{0,1\}^s`$, a necessary condition for the scalar:

$$\stackrel{}{c}|\mathrm{\Pi }_R\left(\underset{\stackrel{}{a}}{}F_P\right)\mathrm{\Pi }_R|\stackrel{}{c}$$

to be non zero is that for all $`iS`$, $`e_i=0`$ if $`c_i=0`$ and $`w(c_S)\frac{d_K}{2}+e`$. There are $`\left(\genfrac{}{}{0pt}{}{w(c_S)}{e}\right)`$ such vectors $`\stackrel{}{e}`$ of weight $`e`$, if $`0e<ϵs`$ and $`ew(c_S)d_K/2`$. Therefore,

$`\stackrel{}{c}|{\displaystyle \underset{\stackrel{}{e}:w(\stackrel{}{e})<ϵs}{}}\mathrm{\Pi }_R\left({\displaystyle \underset{\stackrel{}{a}}{}}F_P\right)\mathrm{\Pi }_R|\stackrel{}{c}`$
$``$ $`\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d}){\displaystyle \underset{\begin{array}{c}0e<ϵs\hfill \\ ew(c_S)d_K/2\hfill \end{array}}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{w(c_S)}{e}}\right)\left({\displaystyle \frac{2}{3}}\right)^e\left({\displaystyle \frac{1}{3}}\right)^{w(c_S)e}.`$
Now, $`d_K`$ is either greater or smaller than $`\frac{2}{3}w(c_S)\left(1+\tau (1ϵ)\right)`$.

* If $`d_K>\frac{2}{3}w(c_S)\left(1+\tau (1ϵ)\right)`$, then

$$w(c_S)\frac{d_K}{2}<\frac{2}{3}w(c_S)\left(1\frac{1}{2}\tau (1ϵ)\right)\text{ and,}$$
* if $`d_K\frac{2}{3}w(c_S)\left(1+\tau (1ϵ)\right)`$, then

$`ϵs`$ $``$ $`{\displaystyle \frac{ϵr}{1ϵ}}`$
$`=`$ $`d_K\tau r`$
$``$ $`{\displaystyle \frac{2}{3}}w(c_S)\left(1{\displaystyle \frac{1}{2}}\tau (1ϵ)\right),`$
where we have used $`rs(1ϵ)`$ and $`sw(c_S)`$.

We thus derived that:

$`\stackrel{}{c}|{\displaystyle \underset{\stackrel{}{e}:w(\stackrel{}{e})<ϵs}{}}\mathrm{\Pi }_R\left({\displaystyle \underset{\stackrel{}{a}}{}}F_P\right)\mathrm{\Pi }_R|\stackrel{}{c}`$
$``$ $`\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d}){\displaystyle \underset{0e<\frac{2}{3}w(c_S)\left(1\frac{1}{2}\tau (1ϵ)\right)}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{w(c_S)}{e}}\right)\left({\displaystyle \frac{2}{3}}\right)^e\left({\displaystyle \frac{1}{3}}\right)^{w(c_S)e}`$
$``$ $`\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})e^{\frac{2}{9}\tau ^2(1ϵ)^2w(c_S)}`$
$``$ $`\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})e^{\frac{1}{16}\tau ^3r}`$
$`=`$ $`\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})\theta (r)`$
where we have used the binomial inequality stating that $`_{0k<(pt)n}\left(\genfrac{}{}{0pt}{}{n}{k}\right)p^k(1p)^{nk}e^{2t^2n}`$ for any positive integer $`n`$ and $`0<ptp<1`$. In the last inequality we have used the inequalities $`ϵ<1/4`$ and $`w(c_S)d_K/2`$ when the above scalar is non zero.

Remarking that the operator $`_{\stackrel{}{a},\stackrel{}{e}:e<ϵs}\mathrm{\Pi }_RF_P\mathrm{\Pi }_R`$ is diagonal in the Bell basis for all $`\stackrel{}{d}`$ and $`_{\stackrel{}{d}:w_0(\stackrel{}{d})s}\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})1`$, this concludes the proof.$`\mathrm{}`$

The above property implies that:

$$\mathrm{Tr}\left(\text{1}_{\text{Eve}}\underset{P𝒫}{}\mathrm{\Pi }_RF_P\mathrm{\Pi }_R\rho \right)\theta (r)$$

where $`\text{1}_{\text{Eve}}`$ is the identity operator acting on the Hilbert space of the probe. That is,

$$\underset{P𝒫}{}\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})\underset{\begin{array}{c}c_{\overline{R}}:\hfill \\ c_EY_{a_E},\hfill \\ c_TX_{a_T}\hfill \end{array}}{}\underset{\begin{array}{c}c_RX_{a_R}:\hfill \\ w(c_R)d_K/2\hfill \end{array}}{}E_\stackrel{}{c}|E_\stackrel{}{c}\theta (r).$$

### 4.4 Quasi-independence of the key and the view

In this section we compute the joint probability distribution of the key and the view. We prove that this distribution is very close to a product of an uniform distribution for the key and the marginal probability distribution of the view. This section is identical to the Section 5.4 of the previous proof, except for the apparition of few phase factors that do not appear in the final result.

###### Property 3

For any given eavesdropping strategy chosen by Eve and returning a view $`𝐯`$, the probability distribution of the key $`\stackrel{\mathbf{}}{𝛋}`$ and the view $`𝐯`$ obeys the following inequality:

$$\underset{P𝒫}{}\underset{v𝒱_P}{}\underset{\stackrel{}{\kappa }\{0,1\}^m}{}\left|\mathrm{P}_{\stackrel{\mathbf{}}{𝜿}𝒗}(\stackrel{}{\kappa },v)\frac{1}{2^m}\mathrm{P}_𝒗(v)\right|2\left(\theta (r)+2\sqrt{\theta (r)}\right)$$

where $`m`$ is the length of the private key and $`r`$ is the size of the reconciled set.

Proof For any $`\stackrel{}{\kappa }\{0,1\}^m`$, $`P`$ and $`v𝒱_P`$, we have:

$`\mathrm{P}_{\stackrel{\mathbf{}}{𝜿}𝒗}(\stackrel{}{\kappa },v){\displaystyle \frac{1}{2^m}}\mathrm{P}_𝒗(v)`$
$`=`$ $`\mathrm{Tr}(G_{v|P}F_{P,\stackrel{}{\kappa }}\rho ){\displaystyle \frac{1}{2^m}}\mathrm{Tr}(G_{v|P}F_P\rho )`$
$`=`$ $`\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d}){\displaystyle \underset{\begin{array}{c}\stackrel{}{c},\stackrel{}{c}^{}:\hfill \\ c_E,c_E^{}Y_{a_E},\hfill \\ c_T,c_T^{}X_{a_T},\hfill \\ c_R,c_R^{}X_{a_R}\hfill \end{array}}{}}E_\stackrel{}{c}^{}|G_{v|P}|E_\stackrel{}{c}\delta _{c_{\overline{R}},c_{\overline{R}}^{}}d_{\stackrel{}{\kappa },a_R}(\stackrel{}{\gamma },\stackrel{}{\gamma }^{}),`$
where

$$d_{\stackrel{}{\kappa },a_R}(\stackrel{}{\gamma },\stackrel{}{\gamma }^{})=(i)^{\stackrel{}{\pi }_{a_R}\stackrel{}{\gamma }}(+i)^{\stackrel{}{\pi }_{a_R}\stackrel{}{\gamma }^{}}\underset{\begin{array}{c}\alpha _R\{0,1\}^r:\hfill \\ K\alpha _R=\stackrel{}{\kappa }(mod2)\hfill \end{array}}{}\frac{(1)^{\alpha _R(\stackrel{}{\gamma }+\stackrel{}{\gamma }^{})}}{2^r}\frac{1}{2^m}\delta _{\stackrel{}{\gamma },\stackrel{}{\gamma }^{}}.$$

where we have used the identity $`{}_{a_R,a_R}{}^{}\alpha _R,\neg \alpha _R|c_R=\frac{(1)^{\alpha _R(\neg \stackrel{}{\gamma })}(i)^{\stackrel{}{\pi }_{a_R}\stackrel{}{\gamma }}}{\sqrt{2}^r}`$ for any $`c_RX_{a_R}`$ (note that $`\neg \stackrel{}{\gamma }+\neg \stackrel{}{\gamma }^{}=\stackrel{}{\gamma }+\stackrel{}{\gamma }^{}`$).

Let’s define $`𝒢`$ as the set of all linear combinations over $`\{0,1\}`$ of rows of $`K`$. It has been proved in  that:

$$\underset{\begin{array}{c}\alpha _R\{0,1\}^r:\hfill \\ K\alpha _R=\stackrel{}{\kappa }(mod2)\hfill \end{array}}{}(1)^{\alpha _R(\stackrel{}{\gamma }+\stackrel{}{\gamma }^{})}=\{\begin{array}{cc}(1)^{\stackrel{}{\theta }_\stackrel{}{\kappa }(\stackrel{}{\gamma }+\stackrel{}{\gamma }^{})}2^{rm}\hfill & \text{ if }\stackrel{}{\gamma }+\stackrel{}{\gamma }^{}𝒢,\hfill \\ 0\hfill & \text{ if }\stackrel{}{\gamma }+\stackrel{}{\gamma }^{}𝒢\hfill \end{array}$$

where $`\stackrel{}{\theta }_\stackrel{}{\kappa }`$ is a vector in $`\{0,1\}^r`$ such that $`K\stackrel{}{\theta }_\stackrel{}{\kappa }=\stackrel{}{\kappa }(mod2)`$. We have:

$$\mathrm{P}_{\stackrel{\mathbf{}}{𝜿}𝒗}(\stackrel{}{\kappa },v)\frac{1}{2^m}\mathrm{P}_𝒗(v)=\frac{1}{2^m}\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})\underset{\begin{array}{c}c_{\overline{R}}:\hfill \\ c_EY_{a_E},\hfill \\ c_TX_{a_T}\hfill \end{array}}{}(U_{v\stackrel{}{\kappa }c_{\overline{R}}}+V_{v\stackrel{}{\kappa }c_{\overline{R}}})^{}\mathrm{\Delta }(U_{v\stackrel{}{\kappa }c_{\overline{R}}}+V_{v\stackrel{}{\kappa }c_{\overline{R}}}),$$

where $`U_{v\stackrel{}{\kappa }c_{\overline{R}}}`$ and $`V_{v\stackrel{}{\kappa }c_{\overline{R}}}`$ are complex vectors of dimension $`2^r`$ and $`\mathrm{\Delta }`$ is a $`2^r\times 2^r`$ complex matrix, whose entries are indexed by $`\stackrel{}{\gamma }\{0,1\}^r`$. The $`\stackrel{}{\gamma }`$-th entry of $`U_{v\stackrel{}{\kappa }c_{\overline{R}}}`$ and $`V_{v\stackrel{}{\kappa }c_{\overline{R}}}`$ are:

$`\left(U_{v\stackrel{}{\kappa }c_{\overline{R}}}\right)_\stackrel{}{\gamma }`$ $`=`$ $`\{\begin{array}{cc}(1)^{\stackrel{}{\theta }_\stackrel{}{\kappa }\stackrel{}{\gamma }}(i)^{\stackrel{}{\pi }_{a_R}\stackrel{}{\gamma }}\chi _{v|P}|E_\stackrel{}{c}& \text{ if }w(\stackrel{}{\gamma })<d_K/2,\hfill \\ 0& \text{ if }w(\stackrel{}{\gamma })d_K/2.\hfill \end{array}`$
$`\left(V_{v\stackrel{}{\kappa }c_{\overline{R}}}\right)_\stackrel{}{\gamma }`$ $`=`$ $`\{\begin{array}{cc}0& \text{ if }w(\stackrel{}{\gamma })<d_K/2,\hfill \\ (1)^{\stackrel{}{\theta }_\stackrel{}{\kappa }\stackrel{}{\gamma }}(i)^{\stackrel{}{\pi }_{a_R}\stackrel{}{\gamma }}\chi _{v|P}|E_\stackrel{}{c}& \text{ if }w(\stackrel{}{\gamma })d_K/2,\hfill \end{array}`$
where $`\stackrel{}{c}`$ is given by $`c_{\overline{R}}`$ and $`\stackrel{}{\gamma }`$. The $`(\stackrel{}{\gamma },\stackrel{}{\gamma }^{})`$-th entry of $`\mathrm{\Delta }`$ is, as in :

$$\left(\mathrm{\Delta }\right)_{\stackrel{}{\gamma },\stackrel{}{\gamma }^{}}=\{\begin{array}{cc}1\hfill & \text{ if }\stackrel{}{\gamma }+\stackrel{}{\gamma }^{}𝒢\{0\},\hfill \\ 0\hfill & \text{ if }\stackrel{}{\gamma }+\stackrel{}{\gamma }^{}𝒢\{0\}.\hfill \end{array}$$

This implies $`U_{v\stackrel{}{\kappa }c_{\overline{R}}}^{}\mathrm{\Delta }U_{v\stackrel{}{\kappa }c_{\overline{R}}}=0`$, since $`w(\stackrel{}{\gamma })<d_K/2`$ and $`w(\stackrel{}{\gamma }^{})<d_K/2`$ implies that $`w(\stackrel{}{\gamma }+\stackrel{}{\gamma }^{})<d_K`$, that is, $`\stackrel{}{\gamma }+\stackrel{}{\gamma }^{}𝒢\{\stackrel{}{0}\}`$. The matrix $`\mathrm{\Delta }`$ is diagonalised in the same manner as in , and we obtain:

$`V_{v\stackrel{}{\kappa }c_{\overline{R}}}^{}\mathrm{\Delta }V_{v\stackrel{}{\kappa }c_{\overline{R}}}`$ $`=`$ $`2^m\left[(2^m1){\displaystyle \underset{\stackrel{}{x}𝒮}{}}|\psi _{v,c_{\overline{R}},\stackrel{}{x},\stackrel{}{\kappa }}|^2{\displaystyle \underset{\begin{array}{c}\stackrel{}{x}𝒮\hfill \\ \stackrel{}{\sigma }\{0,1\}^m\stackrel{}{0}\hfill \end{array}}{}}|\psi _{v,c_{\overline{R}},\stackrel{}{x},\stackrel{}{\kappa }+\stackrel{}{\sigma }}|^2\right],`$
$`U_{v\stackrel{}{\kappa }c_{\overline{R}}}^{}\mathrm{\Delta }V_{v\stackrel{}{\kappa }c_{\overline{R}}}`$ $`=`$ $`2^m\left[(2^m1){\displaystyle \underset{\stackrel{}{x}𝒮}{}}|\varphi _{v,c_{\overline{R}},\stackrel{}{x},\stackrel{}{\kappa }}^{}\psi _{v,c_{\overline{R}},\stackrel{}{x},\stackrel{}{\kappa }}|{\displaystyle \underset{\begin{array}{c}\stackrel{}{x}𝒮\hfill \\ \stackrel{}{\sigma }\{0,1\}^m\stackrel{}{0}\hfill \end{array}}{}}|\varphi _{v,c_{\overline{R}},\stackrel{}{x},\stackrel{}{\kappa }+\stackrel{}{\sigma }}^{}\psi _{v,c_{\overline{R}},\stackrel{}{x},\stackrel{}{\kappa }+\stackrel{}{\sigma }}|\right].`$
where $`𝒮`$ is a subspace of $`\{0,1\}^r`$ supplement to $`𝒢`$, and for any $`\stackrel{}{z}\{0,1\}^m`$,

$`\varphi _{v,c_{\overline{R}},\stackrel{}{x},\stackrel{}{z}}`$ $`=`$ $`{\displaystyle \underset{\begin{array}{c}\stackrel{}{y}𝒢:\hfill \\ w(\stackrel{}{x}+\stackrel{}{y})<d_K/2\hfill \end{array}}{}}(i)^{\stackrel{}{\pi }_{a_R}\stackrel{}{y}}{\displaystyle \frac{(1)^{\stackrel{}{\omega }_\stackrel{}{y}\stackrel{}{z}}}{2^m}}\chi _{v|P}|E_\stackrel{}{c},`$
$`\psi _{v,c_{\overline{R}},\stackrel{}{x},\stackrel{}{z}}`$ $`=`$ $`{\displaystyle \underset{\begin{array}{c}\stackrel{}{y}𝒢:\hfill \\ w(\stackrel{}{x}+\stackrel{}{y})d_K/2\hfill \end{array}}{}}(i)^{\stackrel{}{\pi }_{a_R}\stackrel{}{y}}{\displaystyle \frac{(1)^{\stackrel{}{\omega }_\stackrel{}{y}\stackrel{}{z}}}{2^m}}\chi _{v|P}|E_\stackrel{}{c}.`$
where for any $`\stackrel{}{y}𝒢`$, $`\stackrel{}{\omega }_\stackrel{}{y}`$ is the unique vector in $`\{0,1\}^m`$ such that $`K^T\stackrel{}{\omega }_\stackrel{}{y}=\stackrel{}{y}(mod2)`$.

From this one derives the inequality:

$$\underset{P𝒫}{}\underset{v𝒱_P}{}\underset{\stackrel{}{\kappa }\{0,1\}^m}{}\left|\mathrm{P}_{\stackrel{\mathbf{}}{𝜿}𝒗}(\stackrel{}{\kappa },v)\frac{1}{2^m}\mathrm{P}_𝒗(v)\right|2(2^m1)(\eta +2\sqrt{\eta }\sqrt{\xi }),$$

where

$`\eta `$ $`=`$ $`{\displaystyle \underset{P𝒫}{}}{\displaystyle \underset{\begin{array}{c}c_{\overline{R}}:\hfill \\ c_EY_{a_E},\hfill \\ c_TX_{a_T}\hfill \end{array}}{}}{\displaystyle \underset{v𝒱_P}{}}{\displaystyle \underset{\stackrel{}{x}𝒮}{}}{\displaystyle \underset{\stackrel{}{\kappa }}{}}\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})|\psi _{v,c_{\overline{R}},\stackrel{}{x},\stackrel{}{\kappa }}|^2,`$
$`\xi `$ $`=`$ $`{\displaystyle \underset{P𝒫}{}}{\displaystyle \underset{\begin{array}{c}c_{\overline{R}}:\hfill \\ c_EY_{a_E},\hfill \\ c_TX_{a_T}\hfill \end{array}}{}}{\displaystyle \underset{v𝒱_P}{}}{\displaystyle \underset{\stackrel{}{x}𝒮}{}}{\displaystyle \underset{\stackrel{}{\kappa }}{}}\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d})|\varphi _{v,c_{\overline{R}},\stackrel{}{x},\stackrel{}{\kappa }}|^2.`$
We then derive an upper-bound on $`\eta `$ and $`\xi `$. We have:

$`\eta `$ $`=`$ $`{\displaystyle \underset{P𝒫}{}}\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d}){\displaystyle \underset{\begin{array}{c}c_{\overline{R}}:\hfill \\ c_EY_{a_E},\hfill \\ c_TX_{a_T}\hfill \end{array}}{}}{\displaystyle \underset{v𝒱_P}{}}{\displaystyle \underset{\stackrel{}{x}𝒮}{}}{\displaystyle \underset{\begin{array}{c}\stackrel{}{y},\stackrel{}{y}^{}𝒢:\hfill \\ w(\stackrel{}{x}+\stackrel{}{y})d_K/2\hfill \\ w(\stackrel{}{x}+\stackrel{}{y}^{})d_K/2\hfill \end{array}}{}}{\displaystyle \underset{\stackrel{}{\kappa }}{}}{\displaystyle \frac{(1)^{\stackrel{}{\omega }_{\stackrel{}{y}+\stackrel{}{y}^{}}\stackrel{}{\kappa }}}{2^{2m}}}`$
$`\times (i)^{\stackrel{}{\pi }_{a_R}\stackrel{}{y}}(+i)^{\stackrel{}{\pi }_{a_R}\stackrel{}{y}^{}}E_\stackrel{}{c}^{}|\chi _{v|P}\chi _{v|P}|E_\stackrel{}{c}`$
$`=`$ $`{\displaystyle \frac{1}{2^m}}{\displaystyle \underset{P𝒫}{}}\mathrm{P}_\stackrel{\mathbf{}}{𝒂}(\stackrel{}{a})\mathrm{P}_\stackrel{\mathbf{}}{𝒅}(\stackrel{}{d}){\displaystyle \underset{\begin{array}{c}c_{\overline{R}}:\hfill \\ c_EY_{a_E},\hfill \\ c_TX_{a_T}\hfill \end{array}}{}}{\displaystyle \underset{\stackrel{}{x}𝒮}{}}{\displaystyle \underset{\begin{array}{c}\stackrel{}{y}𝒢:\hfill \\ w(\stackrel{}{x}+\stackrel{}{y})d_K/2\hfill \end{array}}{}}{\displaystyle \underset{v𝒱_P}{}}E_\stackrel{}{c}|\chi _{v|P}\chi _{v|P}|E_\stackrel{}{c}`$
$``$ $`{\displaystyle \frac{1}{2^m}}\theta (r),`$
using the result of the previous section. Similarly,

$$\xi \frac{1}{2^m}.$$

Consequently,

$`{\displaystyle \underset{P𝒫}{}}{\displaystyle \underset{v𝒱_P}{}}{\displaystyle \underset{\stackrel{}{\kappa }\{0,1\}^m}{}}\left|\mathrm{P}_{\stackrel{\mathbf{}}{𝜿}𝒗}(\stackrel{}{\kappa },v){\displaystyle \frac{1}{2^m}}\mathrm{P}_𝒗(v)\right|`$
$``$ $`2\left(\theta (r)+2\sqrt{\theta (r)}\right)`$
which concludes our proof.$`\mathrm{}`$

### 4.5 Bound on the conditional entropy

As in , we conclude the proof of privacy thanks to the following property.

###### Property 4

Let $`𝐱`$ and $`𝐲`$ be two discrete random variables taking values in the sets $`𝒳`$ and $`𝒴`$ respectively. Let $`\mu `$ be a nonnegative real number. If the following inequality is satisfied:

$$\underset{x𝒳,y𝒴}{}\left|\mathrm{P}_{𝒙𝒚}(x,y)\frac{1}{|𝒳|}\mathrm{P}_𝒚(y)\right|\mu ,$$

then the conditional entropy of $`𝐱`$ given $`𝐲`$ is lower-bounded by:

$$H(𝒙|𝒚)(1\mu )\mathrm{log}_2|𝒳|\frac{1}{\mathrm{ln}2}\mu .$$

The proof of this property has been given in . The probability distribution of the private key and the view obeys the inequality:

$$\underset{\begin{array}{c}\stackrel{}{\kappa }\{0,1\}^m,\hfill \\ v𝒱\hfill \end{array}}{}\left|\mathrm{P}_{\stackrel{\mathbf{}}{𝜿}𝒗}(\stackrel{}{\kappa },v)\frac{1}{2^m}\mathrm{P}_𝒗(v)\right|2(\theta (r)+2\sqrt{\theta (r)}),$$

where we have used the fact that the key is randomly chosen by Alice with uniform probability distribution if the validation test is not passed. Applying the above property for the random variables $`\stackrel{\mathbf{}}{𝜿}`$ and $`𝒗`$, we obtain:

$$H(\stackrel{\mathbf{}}{𝜿}|𝒗)m2\left(m+\frac{1}{\mathrm{ln}2}\right)\left(\theta (r)+2\sqrt{\theta (r)}\right),$$

which concludes the proof of privacy.$`\mathrm{}`$

Acknowledgements  The author gratefully acknowledges support provided by the European TMR Network ERP-4061PL95-1412, and thanks Hans Briegel, Artur Ekert, Nicolas Gisin, Patrick Hayden, Norbert Lütkenhaus, Dominic Mayers, Michele Mosca, Luke Rallan, Peter Shor and Vlatko Vedral for interesting discussions and helpful comments.


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# Soft Ellipsoid Model for Gaussian Polymer Chains

## I Introduction

For many applications it is important to understand polymer dynamics on semi-macroscopic time scales corresponding to configurational changes of polymer chains on lengths scales comparable with or larger than the radius of gyration $`\overline{R}_G`$. A problem of active current research in nano-technology, for example, is the tailoring of thin polymer films on surfaces Sung/etal:1996 ; Bruder+Brenn:1992 . Spontaneous phase separation processes of incompatible polymer blends may be used to translate a chemical pattern on the surface (as e.g. produced by the micro-contact printing technique) into a pattern of varying polymer compositions Boltau/etal:1998 .

Numerical investigation of such problems by means of molecular dynamics simulations of semi-microscopic bead-spring models is not feasible. An overall configurational change of an entangled polymer chain composed of typically $`N=10^3`$ monomers takes a time of order $`N^4\tau _v1`$s, where $`\tau _v1`$ps is a characteristic time for vibrational atomic motions. Changes of the morphology (e.g. significant changes of phase domains during demixing of incompatible polymer blends) then take several minutes, and this is far beyond accessible time scales in computer simulations.

To overcome this problem, one needs to study coarse-grained models. For describing spontaneous phase separation processes in polymer blends the Cahn-Hilliard equation is often used. In more complex situations involving hydrodynamic or elastic interactions, generalized time-dependent Ginzburg-Landau equations may be employed. Exact analytical treatments based on these equations are possible for the linear short-time regime and can become rather rich for thin films Fischer/etal:1998 . On the other hand, the exploration of the large-scale dynamics by numerical means is hard even within Ginzburg-Landau type treatments Kenzler/etal:2000 . Nevertheless, numerous theoretical studies have been carried out in the past, in particular for investigating the behavior in confined geometries (for a recent review on this subject, see Binder:1998 ).

An alternative way to describe polymer dynamics on semi-macroscopic time scales was suggested by Murat and Kremer Murat/Kremer:1998 . They proposed a model, in which each polymer is described by an ellipsoid that can change its shape, position and orientation. The probability for a particular conformation follows from an intramolecular free energy functional. A continuous monomer distribution is assigned to each ellipsoid for a given conformation. The ellipsoids can penetrate each other and their interaction energy results from a pair potential. If the pair potential is given by a delta function, the interaction energy between two ellipsoids is proportional to the overlap integral of the respective monomer densities times an interaction parameter $`\widehat{ϵ}`$ Murat/Kremer:1998 . A nice feature of the ellipsoid model is that the input parameters (cf. Sec. III) can be determined from more microscopic models appropriate to describe the polymer system on short time scales. In fact, in their original work Murat and Kremer considered a bead spring model as a starting point and showed how the kinetics can be explored on long time scales by employing the associated ellipsoid model.

In the present work we will present a simpler ansatz by considering Gaussian chain molecules as underlying entities. We will show that the associated “Gaussian ellipsoid model” (GEM) provides a powerful phenomenological approach for describing the long-time kinetics of interacting macromolecular systems. Moreover, Gaussian chains serve as a reference system for more realistic microscopic “input models”. Compared to these, the GEM has the following advantage: By including self-interactions of the ellipsoids (see Sec. IV), single ellipsoids show Flory type behavior, $`\overline{R}_GN^{3/5}`$, while in dense systems with monomer concentration $`c`$ larger than the overlap concentration $`c_{}`$ they exhibit a random walk type behavior, $`\overline{R}_GN^{1/2}`$. In contrast to the bead spring model considered in Murat/Kremer:1998 , the $`\overline{R}_GN^{1/2}`$ scaling in dense systems is obtained without an appropriate tuning of the interaction parameter $`\widehat{ϵ}`$ with the chain length $`N`$. In fact, we will show that the GEM obeys the well-known scaling relation $`\overline{R}_G(c,N)N^{3/5}f(cN^{4/5})`$ describing the dependence of $`\overline{R}_G`$ on the polymerization degree $`N`$ and monomer concentration $`c`$ deGennes:1979 . In this way the GEM allows one to study diffusive dynamics on large length scales, while accounting for the essential physical properties of polymeric systems.

From a technical point of view, we will show that the input quantities for the GEM can be described by explicit approximate formulae (valid for $`N30`$). This allows us to calculate the overlap integrals of monomer densities analytically, thus speeding up the simulation considerably. In addition, the explicit form of the input quantities is helpful for employing the GEM in applications and may allow for analytical calculations in the future.

## II Soft Ellipsoid Model

The basic idea of the soft-ellipsoid-model is to map one polymer onto one soft particle, that is to do an additional coarse–graining of a microscopic model for polymers. Soft means, that one ellipsoid can overlap strongly with another. With respect to the setup of the model outlined in this section, and the definitions and notations involved, we follow closely the work of Murat and Kremer Murat/Kremer:1998 .

Given a polymer with $`(N+1)`$ monomers at positions $`\text{y}^{(k)}`$ in a laboratory fixed coordinate system, $`k=0,\mathrm{},N`$, the associated ellipsoid has the center of mass $`\text{r}=_{k=0}^N\text{y}^{(k)}/(N+1)`$ and its spatial extension is determined by the eigenvalues $`\text{S}=(S_1,S_2,S_3)`$ of the radius of gyration tensor

$$S_{\alpha \beta }=\frac{1}{N+1}\underset{k=0}{\overset{N}{}}(y_\alpha ^{(k)}r_\alpha )(y_\beta ^{(k)}r_\beta ),$$
(1)
where $`y_\alpha ^{(k)}`$ is the $`\alpha `$’th component of $`\text{y}^{(k)}`$. Throughout this paper we denote spatial indices by Greek letters and particle indices by Latin letters. The orientation of the associated ellipsoid in space is given by the orientation of the principal axis of $`S_{\alpha \beta }`$. Denoting the corresponding rotation matrix by $``$, the transformation from coordinates y of the laboratory fixed coordinate system to coordinates x of the ellipsoid’s coordinate system is

$$\text{x}=(\text{y}\text{r}).$$
(2)
Without loss of generality we choose

$$S_1S_2S_3,$$
(3)
that means we order the eigenvalues so that the first coordinate in the ellipsoid’s coordinate system always refers to the largest axis, while the third coordinate refers to the smallest axis.

Finally, a function $`\varrho (\text{x};\text{S})`$ is assigned to each ellipsoid in its coordinate system, which specifies the mean monomer density of the polymer for given eigenvalues S. This means, that two ellipsoids $`i,j`$ with $`\text{S}_i=\text{S}_j`$ have monomer densities $`\varrho (\text{x};\text{S}_i),\varrho (\text{x};\text{S}_j)`$ that can be transformed into each other by a spatial rotation. In the laboratory fixed coordinate system the monomer density $`\varrho _i^{}(\text{y})`$ of polymer $`i`$ is

$$\varrho _i^{}(\text{y})=\varrho (_i(\text{y}\text{r}_i);\text{S}_i).$$
(4)
The probability $`P(\text{S})`$ for a polymer to have eigenvalues S and the conditional monomer density $`\varrho (\text{x};\text{S})`$ are the input quantities for the soft-ellipsoid-model. They have to be determined from a microscopic model and their form for the GEM (Gaussian chains) is discussed in Sec. III.

The free energy functional of an ensemble of $`M`$ soft particles in a volume $`V`$ is divided into an intramolecular part, which accounts for the possible internal configurations, and an intermolecular part, which describes the interaction between the polymers,

$$F=F_{\text{intra}}+F_{\text{inter}}.$$
(5)
The intramolecular part is given by the probability $`P(\text{S})`$

$$F_{\text{intra}}=\underset{i=1}{\overset{M}{}}F_{\text{intra}}^{(i)}=k_BT\underset{i=1}{\overset{M}{}}\mathrm{ln}P(\text{S}_i)\text{,}$$
(6)
where $`k_B`$ is the Boltzmann constant and $`T`$ is the temperature. The intermolecular part is given by

$`F_{\text{inter}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{M}{}}}{\displaystyle \underset{(ji)}{}}F_{\text{inter}}^{(ij)}+\left({\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{M}{}}}F_{\text{inter}}^{(ii)}\right),`$ (7)
$`F_{\text{inter}}^{(ij)}`$ $`=`$ $`{\displaystyle d^3yd^3zv(\text{y},\text{z})\varrho _i^{}(\text{y})\varrho _j^{}(\text{z})},`$ (8)
We wrote “$`(ji)`$” in eq. (7), since one may or may not include self-interaction terms. The effective pair potential $`v(\text{y},\text{z})`$ between two monomers can include indirect contributions mediated by solvent molecules. For the most simple choice accounting for excluded volume effects Doi/Edwards , $`v(\text{y},\text{z})=\widehat{ϵ}b^3\delta (\text{y}\text{z})`$ with $`\widehat{ϵ}`$ and $`b^3`$ being a “contact energy” and a “contact volume”, respectively, the interaction is given by the overlap integral of the monomer densities,

$$F_{\text{inter}}^{(ij)}=\widehat{ϵ}b^3d^3y\varrho _i^{}(\text{y})\varrho _j^{}(\text{y}).$$
(9)
Equations (57,9) fix the thermodynamics of the model.

Generalizations to polymer mixtures are straightforward Murat/Kremer:1998 . In a binary polymer blend we have two types of polymers $`A`$ and $`B`$. For simplicity we will assume that both types have the same polymerization degree, $`N_A=N_B=N`$, and that a polymer of each type interacts with a polymer of the same type with an interaction $`\widehat{ϵ}_{AA}=\widehat{ϵ}_{BB}=\widehat{ϵ}`$, while polymers of different types interact with $`\widehat{ϵ}_{AB}=\widehat{ϵ}(1+\delta )`$ (see Sec. V).

To summarize, the external parameters defining the thermodynamic state of a homogenous system are the polymerization degree $`N`$, the overall monomer concentration $`c=(N+1)M/V`$, and the reduced interaction strength $`ϵ\widehat{ϵ}/k_BT`$. In a binary blend we in addition have the mismatch interaction $`\delta `$ and the fraction $`f_A`$ (or concentration $`c_A`$) of A polymers.

For describing kinetic properties we implement a discrete time Monte-Carlo algorithm involving three different types of moves of a randomly chosen ellipsoid Murat/Kremer:1998 : (i) A translation, where the center of mass is displaced by a random vector $`\mathrm{\Delta }\text{r}`$, the components of which are drawn from a uniform distribution in the interval $`[\mathrm{\Delta }r_{\text{max}}/2,\mathrm{\Delta }r_{\text{max}}/2]`$; (ii) A rotation of the ellipsoid with equal probability in the steradian $`4\pi `$; (iii) A change of the ellipsoid’s size, where a triplet of random numbers $`\mathrm{\Delta }S_\alpha `$ uniformly distributed in the interval $`[\mathrm{max}(\mathrm{\Delta }S_{\text{max},\alpha }/2,S_\alpha ),S_{\text{max},\alpha }/2]`$ is added to the eigenvalues S. We restricted the changes $`\mathrm{\Delta }S_\alpha `$ to values that result only in positive $`S_\alpha `$. Moreover, for a move according to rule (iii) it is possible that the order of the principal axes changes because of condition (3), which requires a simultaneous update of the orientation of the ellipsoid. All possible moves are attempted with the same probability and we define one Monte-Carlo step (MCS) as $`3M`$ trials to change the state of an ellipsoid.

We note that the dynamics are purely diffusive and neglect advective processes due to hydrodynamic flows. Moreover, the dynamics do not capture entanglement effects, which are important on time scales smaller than the disengagement time $`\tau _D`$ needed for a polymer to diffuse over a distance of order $`\overline{R}_G`$ Doi/Edwards . As a consequence, when adjusting the Monte-Carlo time step to real experimental time scales, one should take care that the dependence of $`\tau _D`$ on $`N`$ will generally be different in the simulations and the real system.

## III Gaussian Ellipsoid Model (GEM)

The Gaussian chain is one of the best examined models for polymer chains. In this model the distribution of bond vectors $`\mathrm{\Delta }\text{y}`$ between Kuhn segments is given by

$$p(\mathrm{\Delta }\text{y})=\sqrt{\frac{3}{2\pi b^2}}\mathrm{exp}\left(\frac{3\mathrm{\Delta }\text{y}^2}{2b^2}\right)\text{,}$$
(10)
where for simplicity we have identified the root mean square bond length $`b`$ with the parameter specifying the contact volume in eq. (9). We define $`b`$ as our length unit, i.e. $`b1`$.

In the following we discuss the input quantities $`P(\text{S},N)`$ and $`\varrho (\text{x};\text{S},N)`$. For clarity we have now explicitly marked the dependence on $`N`$, but we take the freedom to suppress the argument $`N`$, whereever it seems to be appropriate. Explicit approximate formulae are determined for the input quantities based on Monte Carlo simulations, as well as asymptotic expansions and numerical results published in earlier work (see below). The simulations are conducted following the procedure described in Janszen/et.al.:1996 . Averages were performed over typically $`10^7`$ different chain conformations.

### III.1 Probability distribution $`P(\text{S})`$

The exact analytical form of the distribution function $`P(\text{S},N)`$ for Gaussian chains is rather complicated. It can be presented in terms of multiple integrals Wei/Eichinger:1990 , but an exact calculation from the respective formulae is very cumbersome from the numerical point of view.

Useful explicit expressions are available only in the limit of large eigenvalues $`S_\alpha `$ Wei/Eichinger:1990 ; Eichinger:1985 . To obtain a convenient formula for practical computations, we first consider the simpler distribution function $`P_R(R_G^2,N)`$ of the squared radius of gyration

$$R_G^2=\mathrm{tr}S_{\alpha \beta }=S_1+S_2+S_3,$$
(11)
which can be expressed in terms of a single integral Yamakawa:1971 . For large $`N\mathrm{}`$, $`P_R(R_G^2,N)`$ obeys the random walk scaling

$$P_R(R_G^2,N)N^1\stackrel{~}{P}_R(R_G^2/N),_0^{\mathrm{}}𝑑u\stackrel{~}{P}_R(u)=1.$$
(12)
The scaling function $`\stackrel{~}{P}_R(u)`$ behaves as $`\stackrel{~}{P}_R(u)u^{\nu _0}\mathrm{exp}(C_0/u)`$ for $`u0`$ and $`\stackrel{~}{P}_R(u)u^\nu _{\mathrm{}}\mathrm{exp}(C_{\mathrm{}}u)`$ for $`u\mathrm{}`$ Fixman:1962 ; Forsman/Hughes:1963  with $`C_0`$, $`C_{\mathrm{}}`$, $`\nu _0`$, and $`\nu _{\mathrm{}}`$ being constants. Note that the first moment of $`\stackrel{~}{P}_R(u)`$ must equal 1/6 to obtain the well known result $`\overline{R}_GR_G^2^{1/2}(N/6)^{1/2}`$ in the limit of large $`N`$.

In this section, $`\mathrm{}`$ denotes an average over an ensemble of Gaussian chains, while in Secs. IV,V it will also be used with respect to an ensemble of interacting ellipsoids. From the context it will be clear, what kind of average is meant.

Since the exponential terms dominate the behavior of $`\stackrel{~}{P}_R(u)`$ for small and large $`u`$ we make the ansatz

$$\stackrel{~}{P}_R(u)\frac{u^{n_R}(a_Rd_R)^{n_R1}}{2K_{n_R1}(2d_R)}\mathrm{exp}\left(\frac{u}{a_R}d_R^2\frac{a_R}{u}\right),$$
(13)
where $`K_{n_R1}(.)`$ denotes the modified Bessel function of $`(n_R1)`$th order accounting for proper normalization. For simplicity we restrict $`n_R`$ to half–integers, but it is not supposed to equal $`\nu _0`$ or $`\nu _{\mathrm{}}`$. Since the form of the maximum turns out to depend sensitively on $`n_R`$, we determined $`n_R`$ by a least square fit of (13) to the Monte Carlo data in the region given by the full width at half maximum. After determining $`n_R=1`$ by this procedure, we calculated the constants $`a_R`$ and $`d_R`$ from the first two moments of $`\stackrel{~}{P}_R(u)`$ (see Appendix A and Tab. 1).

Fig. 1 shows that the scaling (12) is well obeyed for $`N30`$ small.N  and that eq. (13) provides an excellent approximation to the simulated data. Moreover, higher moments $`R_G^{2m}`$, $`m=2,3,\mathrm{}`$ calculated by using eq. (13) deviate by less than one per cent from the exact result (see Appendix A).

To find a useful approximate formula for $`P(\text{S},N)`$, we first consider the distributions

$$P_\alpha (S_\alpha ,N)=d^2S_\beta P(\text{S},N),\beta \alpha ,$$
(14)
of the single eigenvalues $`S_\alpha `$, $`\alpha =1,2,3`$. In view of eq. (11) these can be expected to behave similar to $`P_R(R_G^2,N)`$. Using the random walk scaling for large $`N`$, we write $`P_\alpha (S_\alpha ,N)N^1\stackrel{~}{P}_\alpha (S_\alpha /N)`$, $`_0^{\mathrm{}}𝑑u\stackrel{~}{P}_\alpha (u)=1`$, with $`\stackrel{~}{P}_\alpha (.)`$ as in eq. (13), except for the fact that the parameters $`n_R`$, $`a_R`$, and $`d_R`$ are replaced by $`n_\alpha `$, $`a_\alpha `$, and $`d_\alpha `$. These parameters have been

determined analogous to the procedure described above (for details see Appendix A) and they are listed in Tab. 2. Again, there is an excellent agreement between these functions and the simulated data, see Fig.2.

Next, in order to obtain the combined probability density $`P(\text{S},N)`$, we neglect correlations among the $`S_\alpha `$, and write

$`P(\text{S},N)={\displaystyle \underset{\alpha }{}}P_\alpha (S_\alpha ,N)={\displaystyle \underset{\alpha }{}}{\displaystyle \frac{1}{N}}\stackrel{~}{P}_\alpha \left({\displaystyle \frac{S_\alpha }{N}}\right)`$ (15)
$`={\displaystyle \underset{\alpha }{}}{\displaystyle \frac{S_\alpha ^{n_\alpha }(a_\alpha d_\alpha N)^{n_\alpha 1}}{2K_{n_\alpha 1}(2d_\alpha )}}\mathrm{exp}\left({\displaystyle \frac{S_\alpha }{a_\alpha N}}d_\alpha ^2{\displaystyle \frac{a_\alpha N}{S_\alpha }}\right).`$
A useful test of the accuracy of eq. (15) is to check whether the correlation coefficients

$$\gamma _{\alpha \beta }^{(S)}\frac{S_\alpha S_\beta S_\alpha S_\beta }{S_\alpha S_\beta },\alpha \beta .$$
(16)
are much smaller than one. The results summarized in Tab. 3 show that all $`\gamma _{\alpha \beta }^{(S)}`$ are less than 6%. We also checked whether the asphericity Rudnick/Gaspari:1986

$$A=\frac{R_G^23S_1S_2+S_1S_3+S_2S_3}{R_G^2}$$
(17)
of the ellipsoids is significantly changed compared to the true value. From the simulations we find $`A0.527`$, while from eq. (15) it follows $`A=0.542`$, which amounts to a relative error of about 3%.

A more sensitive test is the direct comparison of the combined probability density

$$P(S_\alpha ,S_\beta )=_0^{\mathrm{}}𝑑S_\gamma P(\text{S}),\gamma \alpha ,\beta $$
(18)
with $`P_\alpha (S_\alpha )P_\beta (S_\beta )`$. As shown in Fig. 3, the agreement between the ansatz (15) and the true behavior obtained from the simulations remains good, except for the regions where $`P(S_\alpha ,S_\beta )`$ becomes extremely small. We plotted the logarithm of $`P(S_\alpha ,S_\beta )`$ in Fig. 3, since we are interested in determining $`F_{\text{intra}}\mathrm{ln}P(\text{S})`$. The main restriction of (15) is that it does not obey the condition (3), i.e. $`P(\text{S})=0`$ for $`S_2,S_3<S_1`$ and $`S_3<S_2`$. However, this poses no severe problem, because the difference in the three scales $`S_1:S_2:S_3=12.07:2.717:1`$, cf. eg. Tab. 4, ensures that the location of the maximum of $`P(\text{S})`$ is well separated from the region, where eq. (15) breaks down. Due to the exponential decrease $`P_\alpha \mathrm{exp}(C_\alpha /S_\alpha )`$ for small $`S_\alpha `$, $`P`$ is very small in the region, where it should be exactly zero.

### III.2 Monomer density $`\varrho (\text{x};\text{S})`$

For $`\varrho (\text{x};\text{S},N)`$ no exact analytical expression is available. Since $`\varrho (\text{x};\text{S},N)`$ is a function of many variables, various simplifications are necessary to allow for an efficient computation of the interaction terms in eq. (9). Murat and Kremer Murat/Kremer:1998  proposed a self-similar monomer distribution ($`R_\alpha =S_\alpha ^{1/2}`$),

$$\varrho (\text{x};\text{S},N)=\frac{N+1}{_\alpha R_\alpha }\stackrel{~}{\varrho }(\text{x}/\text{R}),$$
(19)
where we introduced the short-hand notation $`\stackrel{~}{\varrho }(\text{x}/\text{R})\stackrel{~}{\varrho }(x_1/R_1,x_2/R_2,x_3/R_3)`$. In contrast to Murat/Kremer:1998 , we included the factor $`[(N+1)/_\alpha R_\alpha ]`$ in eq. (19) due to the normalization

$$d^3x\varrho (\text{x};\text{S},N)=N+1.$$
(20)
While the self-similarity assumption seems to be plausible, we will next show that it is not strictly valid. To this end we consider the function $`[_\alpha R_\alpha ]\varrho (\text{x};\text{S},N)/(N+1)`$ in terms of the scaled variable $`\text{u}\text{x}/\text{R}`$, i.e. we consider

$$\widehat{\varrho }(\text{u};\text{S},N)\frac{R_\alpha }{N+1}\varrho (R_1u_1,R_2u_2,R_3u_3;\text{S},N).$$
(21)
If the scaling (19) would hold true, this function would equal $`\stackrel{~}{\rho }(\text{u})`$, and hence any averaging over regions in S–space would leave it invariant. In particular we define

$`\widehat{\varrho }_{\alpha \beta }(u_\alpha ;S_\beta ,N)`$ $``$ (22)
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \underset{\mu \alpha }{}}du_\mu {\displaystyle _0^{\mathrm{}}}{\displaystyle \underset{\nu \beta }{}}dS_\nu P(\text{S},N)\widehat{\varrho }(\text{u};\text{S},N),`$
that means the scaled monomer density with respect to one principal axis $`\alpha `$ under the condition that one arbitrary eigenvalue corresponding to the axis $`\beta `$ is given. These are nine different functions, and the Monte-Carlo results for some of them are shown in Fig. 4 for $`N=1000`$. For other $`N30`$ we find almost exactly the same functions, that means the scaling with $`N`$ is well obeyed. In order to obtain the functions displayed in the figure, we divided the $`S_\alpha `$–axis in eight different intervals, delimited at positions $`S_\beta ^{(1)}\mathrm{}S_\beta ^{(9)},S_\beta ^{(1)}=0,S_\beta ^{(9)}=\mathrm{}`$, each of them having the same statistical weight $`1/8`$, i.e.

$$_{S_\beta ^{(i)}}^{S_\beta ^{(i+1)}}𝑑S_\beta P_\beta (S_\beta )=\frac{1}{8},i=1\mathrm{}8,$$
(23)
and averaged $`\widehat{\varrho }_{\alpha \beta }(u_\alpha ;S_\beta )`$ in each of these intervals.

Figure 4a shows the eight resulting functions for $`\widehat{\varrho }_{11}(u_1;S_1,N)`$. By contrast to the self-similarity assumption, the curves differ significantly from each other. They exhibit an unimodal shape only for the smallest $`S_1`$, while for the most likely $`S_1`$, $`\widehat{\varrho }_{11}(u_1;S_1,N)`$ has a bimodal shape that becomes more pronounced for larger $`S_1`$. A similar bimodal shape for Gaussian coils has been found for the average monomer density $`\overline{\varrho }(\text{x},N)d^3SP(\text{S})\varrho (\text{x};\text{S},N)`$ by Janszen et. al. Janszen/et.al.:1996 , and earlier for a model representing polypropylene by Theodorou and Suter Theodorou/Suter:1985 . For $`\widehat{\varrho }_{22}(u_2;S_2)`$ shown in Fig. 4b, the deviations from scaling are smaller and are appreciable only for the largest $`S_2`$, while for $`\widehat{\varrho }_{33}(u_3;S_3)`$ in Fig. 4c the deviations are insignificant. We also examined the six other functions and found that the deviations from scaling are small in all these cases.

In fact, knowing that the shape of $`\overline{\varrho }(\text{x},N)`$ in the $`x_1`$-direction is of bimodal type, while in the $`x_2`$-direction it is of unimodal type Janszen/et.al.:1996 , the breakdown of the self-similarity concept is not that unexpected. If scaling would hold true, the monomer densities with respect to some fixed S should correspond to the average monomer density $`\overline{\varrho }(\text{x},N)`$. However, if one considers the case of almost equal values of $`S_1`$ and $`S_2`$, i.e. $`S_1S_2`$, the monomer densities along the $`x_1`$\- and $`x_2`$-direction should be the same due to symmetry in contrast to the scaling prediction.

Although the self-similarity assumption is not truely valid, it can be used as a good working tool for the following reasons. The monomer densities enter the calculation of $`F_{\text{inter}}`$ via integrals, cf. eq. (9). For these integrals to be correctly calculated, it is important that the size of the region, where $`\varrho (\text{x},\text{S},N)`$ is non-neglible, scales properly. From Fig. 4 one can see that this is indeed the case. Therefore, for our purposes it is sufficient to approximate the various functions shown in Fig. 4a-c for different $`S_\beta `$ by their average

$$\stackrel{~}{\varrho }_\alpha (u_\alpha )=_0^{\mathrm{}}𝑑S_\beta P_\beta (S_\beta )\widehat{\varrho }_{\alpha \beta }(u_\alpha ;S_\beta ,N).$$
(24)
We marked these averaged monomer densities by a tilde, since one can view them as “effective scaling functions” representing $`\stackrel{~}{\varrho }(\text{u})`$ from eq. (19) (after integrating out the two $`u_\mu `$-coordinates orthogonal to $`u_\alpha `$). Note that we suppressed the $`N`$-argument in the definition (24), since, as already mentioned, the dependence on $`N`$ predicted by eq. (19) is valid. This validity can also be inferred directly from Fig. 5, where the data for $`N=30,100,300`$, and 1000 can not be distinguished.

The scaled monomer densities $`\stackrel{~}{\varrho }_\alpha (u_\alpha )`$ with $`u_\alpha =x_\alpha /R_\alpha `$ shown in Fig. 5 can be conveniently approximated by a superposition of Gaussians

$`\stackrel{~}{\varrho }_1(u_1)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi }\sigma _1(2+c_1)}}[\mathrm{exp}({\displaystyle \frac{(u_1\overline{u}_1)^2}{2\sigma _1^2}})+`$ (25)
$`\mathrm{exp}({\displaystyle \frac{(u_1+\overline{u}_1)^2}{2\sigma _1^2}})+c_1\mathrm{exp}({\displaystyle \frac{u_1^2}{2\sigma _1^2}})]`$
$`\stackrel{~}{\varrho }_2(u_2)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi }\sigma _2}}\mathrm{exp}\left({\displaystyle \frac{u_2^2}{2\sigma _2^2}}\right)`$ (26)
$`\stackrel{~}{\varrho }_3(u_3)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi }\sigma _3}}\mathrm{exp}\left({\displaystyle \frac{u_3^2}{2\sigma _3^2}}\right)`$ (27)
The parameters $`\sigma _\alpha `$, $`c_1`$, and $`\overline{u}_1`$ were determined by least squares fits and are given in Tab. 5. While $`\stackrel{~}{\varrho }_1(u_1)`$ and $`\stackrel{~}{\varrho }_3(u_3)`$ are quite well approximated by eqs. (25) and (27), respectively, eq. (26) does not provide such a good description. A better account for $`\stackrel{~}{\varrho }_2(u_2)`$ can be achieved by adding shifted Gaussian functions as in (25), and is given explicitly in appendix B. However, we decided to deal with eq. (26), because the better description increases the computation time of $`F_{\text{inter}}`$ by a factor of four, but does not much improve the overall accuracy of $`\varrho (\text{x};\text{S})`$. We note that the functions $`\stackrel{~}{\varrho }_\alpha (u_\alpha )`$ in eqs. (5a-c) should not be confused with the function $`\overline{\rho }(\text{x},N)`$ (or its “components” after integrating out two coordinates) that has been considered earlier by Janszen et al. Janszen/et.al.:1996 .

In order to specify the multivariate scaled density $`\stackrel{~}{\varrho }(\text{u})`$ we employ, as for $`P(\text{S})`$ before, a separation ansatz. This yields for $`\varrho (\text{x};\text{S},N)`$ from eq. (19) the final result

$$\varrho (\text{x};\text{S},N)=(N+1)\underset{\alpha }{}\frac{\stackrel{~}{\varrho }(x_\alpha /R_\alpha )}{R_\alpha },$$
(28)
where $`\stackrel{~}{\varrho }(x_\alpha /R_\alpha )`$ are taken from eqs. (5a-c). The separation ansatz may be used also without invoking the self-similarity assumption in order to reduce the complexity of the multivariate density $`\varrho (\text{x};\text{S},N)`$.

To test the validity of the separation ansatz we define for each Gaussian chain by $`v_\alpha =(N+1)^1_{k=0}^N|x_\alpha ^{(k)}|/R_\alpha `$ the (scaled) mean moduli of the monomer coordinates in the principal axis system, and check whether the correlation coefficients

$$\gamma _{\alpha \beta }^{(v)}\frac{v_\alpha v_\beta v_\alpha v_\beta }{v_\alpha v_\beta },\alpha \beta ,$$
(29)
are much smaller than one. Note that, because of the symmetry $`\stackrel{~}{\varrho }_\alpha (u_\alpha )=\stackrel{~}{\varrho }_\alpha (u_\alpha )`$, we considered the moments of the moduli in (29). As shown in Tab. 6, we find $`|\gamma _{\alpha \beta }^{(v)}|`$ to be less than 5% in the simulations.

Also, when comparing the two-variate densities

$$\stackrel{~}{\varrho }_{\alpha \beta }(u_\alpha ,u_\beta )=_{\mathrm{}}^{\mathrm{}}𝑑u_\gamma \stackrel{~}{\varrho }(\text{u}),\gamma \alpha ,\beta $$
(30)
with the two-fold products $`\stackrel{~}{\varrho }_\alpha (u_\alpha )\stackrel{~}{\varrho }_\beta (u_\beta )`$ in Fig. 6, a satisfactory agreement is obtained.

As an ultimate test of the separation ansatz we sampled the full three-variate scaled monomer density $`\stackrel{~}{\varrho }(\text{u})`$ in the simulations. To this end, we subdivided the $`\text{u}=\text{x}/\text{R}`$ space into small boxes of length $`\mathrm{\Delta }u_\alpha =0.07`$ and determined the mean number of monomers in each box by averaging over Gaussian chains irrespective of their S. The relative error between the separation ansatz $`_\alpha \stackrel{~}{\varrho }_\alpha (u_\alpha )`$ with $`\stackrel{~}{\varrho }_\alpha (u_\alpha )`$ from eqs. (5a-c) and the simulated $`\stackrel{~}{\varrho }(\text{u})`$ is plotted against $`\stackrel{~}{\varrho }(\text{u})`$ in Fig. 7 for all u. We see that the relative error is confined to a narrow band of maximal 25% discrepancy except for very small $`\stackrel{~}{\varrho }(\text{u})`$. These small $`\stackrel{~}{\varrho }(\text{u})`$, however, are not important in the calculation of the overlap integrals in eq. (9). In principle, it would be desirable to do the same analysis also with $`P(\text{S})`$ but since one Gaussian chain generates only one realization of S, it is very hard to obtain reasonable statistics in this case.

The monomer density $`\varrho (\text{x},\text{S},N)`$ specified in eq. (28) allows us to calculate the overlap integrals and thus $`F_{\text{inter}}`$ from (9) analytically. This is explained in detail in Appendix C.

### III.3 Self-interactions

Gaussian chains are by definition non-self-interacting in contrast to real polymer chains. In order to obtain a physical model, we therefore include a self-interaction term in eq. (7), which amounts to an intermolecular part of the form

$$F_{\text{inter}}=\frac{1}{2}\underset{i=1}{\overset{M}{}}\underset{ji}{}F_{\text{inter}}^{(ij)}+\frac{1}{2}\underset{i=1}{\overset{M}{}}F_{\text{inter}}^{(ii)}$$
(31)
with $`F_{\text{inter}}^{(ij)}`$ given in eq. (9). The factors (1/2) in front of both the double and simple sum in (7) arise to avoid double counting of monomer interactions.

In principle, it would be more appropriate to include the self-interaction term into the intramolecular part in eq. (6). In fact, when referring to some kind of realistic model for single polymer chains, as e.g. the bead-spring model considered by Murat and Kremer Murat/Kremer:1998  this self-interaction part naturally is entailed in $`F_{\text{intra}}`$. In our case, however, interactions between monomers belonging to the same or different chains are treated on the same footing and we thus decided to include the self-interaction part into eq. (7). The GEM thus specified can be regarded as a Flory type model for polymer systems.

### III.4 Remarks on the algorithm

In this section we shortly describe some details of the algorithm used throughout the rest of this work. As the Monte-Carlo method is well established Binder/ed.:1995 , we just comment on some specialties in this case.

The main challenge for the setup of an optimal algorithm is to calculate the interaction term $`F_{\text{inter}}`$ efficiently, even when the calculation can be done analytically. As one polymer in a melt overlaps with many other ones, it is crucial to calculate only those interaction terms, which contribute significantly to $`F_{\text{inter}}`$. Therefore, the monomer density has to be cutoff at a certain length and we choose this cutoff to be $`x_{\alpha ,\text{cut}}/R_\alpha =2.2`$, cf. Fig. 5. The neighbors of a polymer are defined as those polymers, which interpenetrate each other within their cutoff shape. Because the ellipsoids are strongly aspherical, a simple test of the distance between the centers of mass is not efficient enough.

In order to determine whether two ellipsoids are neighbors, we introduced a grid of cells, with a spatial discretization length given approximately by the smallest significant scale, i.e. $`R_3`$. To every cell in the grid is assigned a list of polymers, that overlap with the cell, and conversely, to every polymer is assigned a list of cells, which it covers. Determining the neighbors $`j`$ of one polymer $`i`$ then is simple: One goes through the list of cells assigned to polymer $`i`$, determines all polymers $`j`$ that are associated with each member of this list and finally sorts out multiple occurrences of $`j`$. For each polymer we keep a list entailing the neighbors with the respective interaction energies, and the total value of the interaction energy with the neighbors. In this way the updating of the lists after each Monte-Carlo move becomes simple. Since the calculation of $`F_{\text{inter}}`$ consumes the main part of the CPU time, we parallelized this part, thus speeding up the simulation by a factor of $`1.5`$ on a two-processor machine.

With the method described here, a fast calculation of $`F_{\text{inter}}`$ is possible. However it should be noted, that the efficiency depends on the possibility to integrate the product of two densities analytically. The time for calculation depends essentially both on the overall monomer concentration $`c`$ and on $`N`$ (or on $`\overline{R}_G`$), because these quantities determine the average number of neighbors of one particle.

For performing one elementary step of the Monte-Carlo simulation, where we try to change either the orientation, the center of mass position or the eigenvalues S of one randomly chosen ellipsoid as explained in Sec. II, we still have to specify $`\mathrm{\Delta }r_{\text{max}}`$ and $`\mathrm{\Delta }S_{\text{max}}`$. We choose

$$\mathrm{\Delta }r_{\text{max}}=K_r\overline{R}_G,\mathrm{\Delta }S_{\text{max}}=K_sS_\alpha $$
(32)
with $`K_r=0.25`$, $`K_s=0.5`$ and the $`S_\alpha `$ given in Tab. 4. A trial for a change from an initial state i to a final state f is accepted with a probability $`p_{\mathrm{𝑖𝑓}}`$ given by the Glauber rule, i.e. $`p_{\mathrm{𝑖𝑓}}=(1/2)(1\mathrm{tanh}[(F_fF_i)/2k_\mathrm{B}T])`$, where $`F_i`$ and $`F_f`$ are the free energies of the initial and final state, respectively. After each trial the time $`t`$ is incremented by $`\tau _0/3M`$, where $`\tau _0`$ is a characteristic time scale (1 MCS) that has to be adapted to the particular physical situation under consideration (see the discussion in Sec. IV below).

Unless noted otherwise, the initial conditions are as follows: The center of mass positions of the ellipsoids are randomly distributed within the simulation box. The orientations of the ellipsoids are random, and the eigenvalues $`\text{S}_i`$ are drawn from the distribution $`P(\text{S},N)`$ for the non-interacting Gaussian chains given in eq. (14). The $`S_\alpha `$ are sorted afterwards according to rule (3). Equilibrium quantities are determined after proper thermalization.

To summarize this section, eqs. (15) and (28) together with (5) define the input quantities for the GEM, and one has to take care of including self-interactions as explained in Sec. III.3. The explicit form of the respective formulae allows for an easy reproducibility of the results to be discussed in the following sections. Despite approximate, they capture the essential features found for Gaussian chains: The normal random walk scaling with $`N`$, the strong asphericity of the chains, the bimodal form of the monomer density and its rapid decay beyond cutoff lengths that scale linearly with $`R_\alpha `$. We note in passing that we performed also simulations for self-avoiding chains and found similar features except, of course, for the scaling with $`N`$. While it is possible to provide more accurate formulae for the input quantities by introducing more parameters, we are convinced that this is of minor importance for the study of structural properties and kinetic phenomena on semi-macroscopic length scales.

## IV Homogeneous Systems

The aim of the following section is to show that the GEM reproduces the most important semi-macroscopic properties of dilute and dense polymeric systems: The scaling properties of the radius of gyration $`\overline{R}_G`$ upon $`N`$ and $`c`$, the scaling behavior of the distribution $`P_R(R_G^2,N)`$ in a dense homogenous system of interacting ellipsoids, and the existence and scaling of the correlation hole. We partly follow the analysis proposed by Murat and Kremer Murat/Kremer:1998 .

As mentioned above, the free energy as given in eqs. (57,9) is some kind of Flory-like description of polymers. Accordingly, the gyration radius of a free ellipsoid, that only interacts with itself but not with other ellipsoids, scales as $`R_G^2N^{6/5}`$ deGennes:1979 , see Fig. 8a.

In order to obtain the dependence on $`ϵ`$ also, let us redo some Flory type calculation, where for simplicity we consider soft spheres instead of soft ellipsoids. Within this approximation the monomer density from eq. (28) would become

$$\varrho _r(r;R_G)=\frac{(N+1)}{R_G^3}\stackrel{~}{\varrho }_r\left(\frac{r}{R_G}\right)$$
(33)
with $`\stackrel{~}{\varrho }_r(u_r)=\mathrm{exp}(u_r^2/2\sigma _r^2)/(2\pi \sigma _r^2)^{3/2}`$, $`\sigma _r^2=1/3`$. Such a simplified form of the monomer density has been discussed already in Yamakawa:1971 . Substituting $`P_R(R_G^2)`$ from eqs. (12,13) into the free energy functional $`F_{\text{sph}}^{(ii)}(R_G^2)=k_\mathrm{B}T\mathrm{ln}P_R(R_G^2)+4\pi \widehat{ϵ}_0^{\mathrm{}}𝑑rr^2\varrho _r^2(r;R_G)`$ we obtain

$`{\displaystyle \frac{F_{\text{sph}}^{(ii)}(R_G^2)}{k_BT}}`$ $`=`$ $`\mathrm{ln}\left({\displaystyle \frac{1}{2NK_0(2d_R)}}\right)\mathrm{ln}\left({\displaystyle \frac{N}{R_G^2}}\right)`$ (34)
$`+{\displaystyle \frac{R_G^2}{a_RN}}+d_R^2{\displaystyle \frac{a_RN}{R_G^2}}+ϵ{\displaystyle \frac{(N+1)^2}{32}}\left({\displaystyle \frac{3}{\pi R_G^2}}\right)^{3/2}.`$
The most probable value $`R_{G,0}^2`$ results from minimizing with respect to $`R_G^2`$,

$$\frac{1}{R_{G,0}^2}+\frac{1}{a_RN}d_R^2\frac{a_RN}{R_{G,0}^4}ϵ\frac{3(N+1)^2}{64R_{G,0}^5}\left(\frac{3}{\pi }\right)^{3/2}=0.$$
(35)
This equation has the asymptotic solution

$$R_{G,0}^2\left(\frac{3}{\pi }\right)^{3/5}\left(\frac{3}{64}ϵ\right)^{2/5}N^{6/5}.$$
(36)
Since $`\overline{R}_G^2R_{G,0}^2`$, we expect $`\overline{R}_G^2ϵ^{2/5}`$ in reasonable agreement with the numerical results for free, self-interacting ellipsoids, see Fig. 8a.

For small $`ϵ`$, one should recover the Gaussian behavior, i.e. we expect $`\overline{R}_G^2N`$ for $`ϵϵ_{}(N)`$. On the other hand, the scaling (36) must hold true for $`ϵϵ_{}(N)`$. Thus, from continuity, we find $`ϵ_{}(N)N^{1/2}`$. The corresponding scaling form $`\overline{R}_G^2(N,ϵ)=Nf(ϵ^2N)`$ with $`f(u)\mathrm{const}.`$ for $`u0`$ and $`f(u)u^{1/5}`$ for $`u\mathrm{}`$ is verified in Fig. 8b.

We now discuss systems composed of many interacting ellipsoids. As is well known from self-consistent field arguments deGennes:1979 , the Flory type scaling (36) changes to a normal random walk scaling if the monomer concentration $`c`$ exceeds the overlap concentration $`c_{}`$. That this is indeed the case is shown in Fig. 9. Approaching $`c_{}`$ from below we can write $`(c_{}/N)^{1/3}\overline{R}_G(N,ϵ)ϵ^{1/5}N^{3/5}`$ (for $`ϵN^{1/2}`$), i.e. $`c_{}ϵ^{3/5}N^{4/5}`$, so that more generally we expect the scaling form deGennes:1979

$$\overline{R}_G^2(N,ϵ,c)=ϵ^{2/5}N^{6/5}f(cϵ^{3/5}N^{4/5})$$
(37)
with $`f(\lambda )\mathrm{const}.`$ for $`\lambda 1`$ and $`f(\lambda )\lambda ^{1/4}`$ for $`\lambda 1`$ to describe the crossover from dilute to dense systems. Accordingly, $`\overline{R}_G^2ϵ^{1/4}c^{1/4}N`$ for $`cϵ^{3/5}N^{4/5}1`$. To demonstrate the validity of the overall scaling predicted by eq. (37), we show in Fig. 10 as an example $`\overline{R}_G^2/N^{6/5}`$ as a function of $`cN^{4/5}`$ for a fixed value $`ϵ=1.0`$. As can be seen from the figure, the data for different $`c`$ and $`N`$ all collapse onto a common master curve. We note that the scaling (37) is followed only for $`ϵN^{1/2}`$. For $`ϵN^{1/2}`$ by contrast, the ellipsoids would always exhibit Gauss type behavior.

We further show in Fig. 11 that the distribution function $`P_R(R_G^2,N)`$ for dense systems ($`cc_{}`$) obeys the same type of scaling as for non-interacting Gaussian chains, eq. (12), $`P_R(R_G^2,N)N^1\stackrel{~}{P}_R(R_G^2/N)`$. In particular, the ansatz (13) can be used equally well for $`\stackrel{~}{P}_R(u)`$ up to a change of the parameters $`a_R`$, and $`d_R`$ (see Tab. 1 and the values given in the caption of Fig. 11).

To complete our study of the static properties of dense homogeneous systems, we discuss the properties of the so-called correlation hole deGennes:1979 . Therefore we determine the mean monomer density of all ellipsoids except the $`i`$’th one as a function of the distance from the center of mass of ellipsoid $`i`$,

$$\varrho _{\mathrm{dist}}^{}(r,N)=\underset{ji}{}\varrho _j^{}(\text{r}\text{r}_i,N).$$
(38)
After performing the average in (38), this mean monomer density of “distinct ellipsoids” is equal for all $`i`$ and depends on $`r=|\text{r}|`$ only. For large $`r\overline{R}_G`$, $`\varrho _{\mathrm{dist}}^{}(r)c`$, while for small $`r\overline{R}_G`$, $`\varrho _{\mathrm{dist}}^{}(r)`$ must be smaller than $`c`$ due to the fact that ellipsoid $`i`$ has been excluded from the sum in eq. (38). Since $`4\pi _0^{\mathrm{}}𝑑rr^2[\varrho _{\mathrm{dist}}^{}(r,N)c]=(N+1)`$, we expect a scaling $`[\varrho _{\mathrm{dist}}^{}(r,N)c]N^{1/2}f(rN^{1/2})`$ for the correlation hole, in reasonable agreement with the simulated results shown in Fig. 12.

We conclude this section with some remarks on the dynamical behavior of the system. As can be seen from Fig. 13, the time-dependent mean square displacement $`[\text{r}_i(t)\text{r}_i(0)]^2`$ of an ellipsoid exhibits normal diffusive behavior for times $`t>\tau _D`$, where $`\tau _D`$ is the disengagement time, i.e. the average time an ellipsoid needs to diffuse over a distance $`\overline{R}_G`$. The short time regime $`t<\tau _D`$ is not of interest here, since we do not intend to capture the complicated dynamics of polymer systems on these time scales. In particular, the diffusion coefficient $`D=lim_t\mathrm{}[\text{r}_i(t)\text{r}_i(0)]^2/6t`$ will usually not exhibit the desired scaling with $`N`$, e.g. $`DN^1`$ for Rouse chains or $`DN^2`$ for entangled chains.

In fact, because $`D`$ depends on $`\mathrm{\Delta }r_{\mathrm{max}}`$, and $`\mathrm{\Delta }r_{\mathrm{max}}`$ is chosen to be some fraction $`K_r`$ of $`\overline{R}_GN^{1/2}`$ (see Sec. III.4), the variation of $`D`$ with $`N`$ is influenced by the simulation procedure itself, i.e. by the value of $`K_r`$. For the choice $`K_r=0.25`$ used in our simulations, $`D`$ increases with $`N`$ (see Fig. 13). Conceptually, this is not a crucial problem. Since the elementary time scale $`\tau _0`$ in the Monte Carlo procedure (see Sec. III.4) is arbitrary, we can always adjust $`\tau _0=\tau _0(N)`$ in order to reproduce the desired $`N`$ dependence.

Let us finally note that apart from the characterstic time scale $`\tau _D`$ for translational motion, there are two other characterstic time scales in the model, which refer to the change of shape and orientation of the ellipsoids. These can be identified by the decay of e.g. the correlation functions $`R_G^2(t)R_G^2(0)`$ (shape) and $`\text{e}_1(t)\text{e}_1(0)`$ (orientation), where $`\text{e}_1`$ is a unit vector pointing in the direction of the first principal axis (normalized first eigenvector of $`S_{\alpha \beta }`$). An adjustment of these time scales to real situations is again possible by tuning $`K_S`$ properly, or by restricting the rotational movements of the ellipsoids. For our choice of parameters ($`K_S=0.5`$ and free rotation), $`\tau _D`$ is the largest characteristic time scale. Accordingly, for the time scales $`t\tau _D`$ of interest here, we have not to bother about shape-sensitive or orientational correlations.

## V Binary mixtures

In this section we present the results for a binary mixture of polymers. We denote the fraction of chains of type $`A`$ with $`f_A=M_A/M`$, and the fraction of chains of the other type $`B`$ with $`f_B=M_B/M`$. The interaction parameter is always $`ϵ=1.0`$ and we consider dense systems ($`c=0.85`$).

### V.1 Coexistence curve

First we determine the coexistence curve. The simulations are conducted for a semi-grandcanonical ensemble Murat/Kremer:1998 , i.e. we keep the total particle number $`M`$ fixed and allowed the fractions $`f_A`$ and $`f_B`$ to fluctuate. To this end we allow particles to change their identity in the Monte-Carlo simulation in addition to the other possible moves. The order parameter $`\mathrm{\Phi }`$ is defined by $`\mathrm{\Phi }|f_Af_B|`$. For $`T<T_c`$ the distribution of the order parameter $`D(\mathrm{\Phi })`$ has a maximum at a finite value $`\mathrm{\Phi }_{\mathrm{max}}>0`$, while for $`T>T_c`$, $`\mathrm{\Phi }_{\mathrm{max}}=0`$.

A convenient way to identify the phase transition in the simulation is to determine the average $`\mathrm{\Phi }`$. For $`TT_c`$, $`D(\mathrm{\Phi })`$ becomes sharply peaked and $`\mathrm{\Phi }\mathrm{\Phi }_{\mathrm{max}}`$. For $`T>T_c`$, $`\mathrm{\Phi }`$ is measure of the width of $`D(\mathrm{\Phi })`$ rather than an estimate of $`\mathrm{\Phi }_{\mathrm{max}}=0`$. However, for $`TT_c`$ the width becomes very small and $`\mathrm{\Phi }`$ also. Accordingly, the critical temperature can be estimated from the region, where $`\mathrm{\Phi }`$ goes from large finite values to zero, see Fig. 14.

We investigated systems of $`M=4000,3000`$ and $`2000`$ ellipsoids for chain lengths $`N=50,100`$ and $`200`$ respectively, carrying out runs over 4000 MCS. In Fig. 14 we show $`\mathrm{\Phi }=|f_Af_B|`$ as a function of $`1/N\delta =k_\mathrm{B}T/N(\widehat{ϵ}_{AB}\widehat{ϵ})`$. The scaling of the coexistence curve with $`N`$ is not perfect since $`k_\mathrm{B}T_c/\delta =AN+B`$ Binder:1995 ; Deutsch/Binder:1993 . A similar behavior of the phase diagram in dependence on $`N`$ has been found in simulations with explicit chains and in experiments Gehlsen/et.al.:1992 .

### V.2 Chain dimensions in a blend

An interesting physical effect in polymer blends is that the chains of the minority phase reduce their size to minimize the repulsive interaction with those of the majority phase Binder:1995 ; Sariban/Binder:1988 . In Fig. 15 we present the results for the average squared gyration radius of the two different components $`A`$ and $`B`$, divided by the pure melt value $`R_G^2_0`$ for $`\delta =0`$. The fraction of $`B`$-particles was kept fixed at $`f_B=0.9`$. As can be seen from the figure, the particles in the minority shrink much more strongly, than those in the majority. A detailed discussion of the interplay between thermodynamics and chain conformations can be found in Mueller:1998 .

### V.3 Spinodal decomposition

When a polymer mixture is quenched rapidly into the mechanically unstable part of the phase diagram, demixing occurs via spontaneously growing concentration fluctuations of long wavelengths Bray:1994 . After some initial time regime, domains of the two coexisting phases form, and with increasing time these domains are expected to coarsen according to the Lifshitz-Slyozov growth law $`L_D(t)t^{1/3}`$, where $`L_D`$ denotes the average domain size.

To study the spontaneous phase separation in the GEM we consider an equilibrated symmetric blend ($`f_A=0.5`$) for $`\delta =0`$ and increase the mismatch parameter instantaneously to $`\delta =0.2`$ at time $`t=0`$. The power spectrum of the concentration fluctuations is given by the intermediate scattering function

$$I(k,t)=\rho _A(\text{k},t)\rho _A(\text{k},t)c_A^2\delta (\text{k}),$$
(39)
where $`\rho _A(\text{k},t)`$ is the Fourier transform of the total monomer density $`\varrho _A^{}(\text{y},t)=_{i=1}^{M_A}\varrho _{A,i}^{}(\text{y},t)`$ of $`A`$-ellipsoids. The power spectrum depends on $`k=|\text{k}|`$ only and an explicit expression of $`I(k,t)`$ in terms of particle positions, orientations and sizes is derived in appendix D.

The results for $`I(k,t)`$ are presented in Fig. 16. At early times a peak develops in $`I(k,t)`$, which is associated with a characteristic demixing length. For $`t5000`$ MCS the peak position is almost constant in time. At later times the domain pattern begins to coarsen and the peak of $`I(k,t)`$ shifts to smaller values of $`k`$. To quantify this coarsening process we consider the normalized first moment

$$k_1(t)=\frac{_0^{\mathrm{}}𝑑kkI(k,t)}{_0^{\mathrm{}}𝑑kI(k,t)}$$
(40)
of the intermediate scattering function, which is a measure of the inverse domain size. As shown in Fig. 17 the results point to an asymptotic approach towards the Lifshitz-Slyozov growth law $`k_1(t)t^{1/3}`$. We note that in more detailed microscopic models it is hard to reach the asymptotic coarsening regime due to the slow diffusion of the chain molecules (see the discussion in Sec. IV). Nevertheless, in some simulations of such models the Lifshitz-Slyozov growth law could be seen Sariban/Binder:1991 ; Brown/Chakrabarti:1993 .

## VI Concluding Remarks

In summary we have shown that the GEM provides a useful tool to study polymer systems on semi-macroscopic time and length scales. The input quantities, that are the probability $`P(\text{S})`$ for an ellipsoid to have a shape S and the mean monomer density $`\varrho (\text{x};\text{S})`$ in the principal axis system for a given shape, were investigated in detail for Gaussian chains and expressed in terms of approximate formulae. Both homogeneous systems and binary mixtures have been simulated on the basis of these input quantities by means of a discrete Monte Carlo procedure. The results from these simulations were shown to reproduce the basic scaling relations of polymer physics.

A valuable feature of the GEM is that the interactions between the monomers of the same ellipsoid and different ellipsoids can be treated on the same footing by including self-interactions as discussed in Sec. III.3. As a consequence, no tuning of the interaction parameter $`\widehat{ϵ}`$ with $`N`$ is necessary to obtain the desired Gauss type behavior in dense systems. On the other hand, an important motivation of the work of Murat and Kremer Murat/Kremer:1998  for setting up the ellipsoid model was to keep a direct link to more detailed microscopic models. For such underlying models it seems that a tuning of $`\widehat{ϵ}`$ with $`N`$ can not be avoided. However, one may ask, if it is really necessary to compare many particle simulations of the underlying microscopic model with many particle simulations of the associated ellipsoid model in order to establish the dependence of $`\widehat{ϵ}`$ on $`N`$, as it was done in Murat/Kremer:1998 . An alternative route, dealing only with the single chain behavior of the underlying microscopic model, would be to use the Gaussian form for $`P(\text{S},N)`$ from eq. (15), where $`N`$ is the number of Kuhn segments of the real microscopic chain with $`N_{\mathrm{mic}}`$ monomers. Then one should include self-interactions (see eq. (7)) with $`\widehat{ϵ}=\widehat{ϵ}(N)`$ in the associated ellipsoid model in such a manner that the true behavior of $`P(\text{S},N_{\mathrm{mic}})`$ for single chains of the microscopic model is best accounted for, e.g. by requiring the first moment of $`P_R(R_G^2,N)`$ of the ellipsoid model with self-interaction to equal the first moment of the true $`P_R(R_G^2,N_{\mathrm{mic}})`$. In this way a later tuning of $`\widehat{ϵ}`$ with $`N`$ in the many particle simulation should no longer be necessary. The procedure seems to be particularly promising, if effective interactions of longer range are included in eq.(8), which mirror the interactions of the monomers in the underlying microscopic model.

As outlined in the Introduction, our motivation for studying the GEM stems largely from our wish to study the behavior of thin films of polymer mixtures. In this respect we regard the work for the bulk behavior outlined here as a suitable basis for further investigation. The important influence of substrate interactions on the demixing kinetics of thin films can be easily taken into account by incorporating the coupling of the monomer density to an external potential in the free energy functional. Free surfaces can be modeled by introducing attractive interactions between the centers of the ellipsoids. These issues will be addressed in the near future.

###### Acknowledgements.

We should like to thank W. Dieterich and J. Baschnagel for very interesting discussions and B. Rinn for supplying a parallelization package. Financial support by the Deutsche Forschungsgemeinschaft (SFB 513, Ma 1636/2-1) is gratefully acknowledged.

## Appendix A Parameters of the distribution functions

The determination of the parameters is based on the fact that the moments of the heuristic functions are calculable analytically. Therefore we define the constants $`a_R`$ and $`d_R`$ for $`P_R(R_G^2)`$ in such a way, that the first two moments $`R_G^2`$ and $`R_G^4`$ are exact in the limit $`N\mathrm{}`$. With this definition and the well known Yamakawa:1971  results $`R_G^2N/6`$ and $`R_G^419N^2/540`$ we are led to the two equations

$$a_R=\frac{1}{6}\frac{K_0(2d_R)}{d_RK_1(2d_R)},\frac{K_0(2d_R)K_2(2d_R)}{36K_1^2(2d_R)}=\frac{19}{540}.$$
(41)
At this point we also give a more quantitative test of $`P_R(R_G^2)`$ by comparison of the higher moments of $`R_G^2`$. The asymptotic exact result for the third moment is $`R_G^6/N^3=631/680400.009274`$, while we find $`R_G^6/N^3=0.009280`$. For the fourth moment the exact result $`R_G^8/N^4=1219/4082400.002986`$ has to be compared with $`R_G^8/N^4=0.003000`$.

For $`P_\alpha (S_\alpha )`$ the same procedure leads to

$`{\displaystyle \frac{S_\alpha }{d_\alpha }}{\displaystyle \frac{K_{n_\alpha 1}(2d_\alpha )}{K_{n_\alpha 2}(2d_\alpha )}}`$ $`=`$ $`a_\alpha ,`$ (42)
$`{\displaystyle \frac{K_{n_\alpha 3}(2d_\alpha )K_{n_\alpha 1}(2d_\alpha )}{K_{n_\alpha 2}^2(2d_\alpha )}}`$ $`=`$ $`{\displaystyle \frac{S_\alpha ^2}{S_\alpha ^2}}.`$ (43)
Since no exact analytical result for the moments $`S_\alpha ^m`$ exists to our knowledge, these quantities are determined by Monte-Carlo simulations of Gaussian chains of length $`N=1000`$. The results are given in Tab. 4.

## Appendix B Improved formula for the monomer density

For the sake of completeness, we present an improved heuristic formula for the density of the $`x_2`$-axis:

$`\stackrel{~}{\varrho }_2(u_2)={\displaystyle \frac{1}{\sqrt{2\pi }2\sigma _2^{}}}`$ $`[\mathrm{exp}({\displaystyle \frac{(u_2\overline{u}_2)^2}{2\sigma _{2}^{}{}_{}{}^{2}}})+`$ (44)
$`\mathrm{exp}({\displaystyle \frac{(u_2+\overline{u}_2)^2}{2\sigma _{2}^{}{}_{}{}^{2}}})]`$
Least squares fit of the constants yield $`\overline{u}_2=0.674`$ and $`\sigma _2^{}=0.748`$.

## Appendix C Overlap integrals

When inserting eqs.(5,28) into eqs.(4,9) the calculation of $`F_{\text{inter}}`$ reduces to a sum of nine terms of the form

$$_{\mathrm{}}^+\mathrm{}d^3y\chi ^{(1)}(\text{y})\chi ^{(2)}(\text{y}),$$
(45)
where the functions $`\chi ^{(j)}(\text{y}),j=1,2`$ are given by

$`\chi ^{(j)}(\text{y})`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^{3/2}_{\alpha =1}^3\sigma _\alpha ^{(j)}}}\mathrm{exp}\left({\displaystyle \frac{1}{2}}{\displaystyle \underset{\alpha }{}}\left({\displaystyle \frac{x_\alpha ^{(j)}(\text{y})}{\sigma _\alpha ^{(j)}}}\right)^2\right),`$ (46)
$`x_\alpha ^{(j)}(\text{y})={\displaystyle \underset{\beta }{}}_{\alpha \beta }^{(j)}(y_\beta w_\beta ^{(j)}),\sigma _\alpha ^{(j)}=R_\alpha ^{(j)}\sigma _\alpha .`$
The $`\sigma _\alpha `$ were defined in eq. (5) and specified in Tab. 5. Moreover, $`w_\alpha ^{(j)}=\pm _{1,\alpha }R_1^{(j)}u_0+r_\alpha ^{(j)}`$ or $`w_\alpha ^{(j)}=r_\alpha ^{(j)}`$ depending on which of the three terms in eq. (25) contributes to $`\chi ^{(j)}(\text{y})`$. We define

$`\sigma `$ $``$ $`{\displaystyle \underset{\alpha =1}{\overset{3}{}}}\sigma _\alpha ^{(1)}\sigma _\alpha ^{(2)}`$ (47)
$`T(\text{y})`$ $``$ $`{\displaystyle \underset{\alpha =1}{\overset{3}{}}}\left\{\left({\displaystyle \frac{x_\alpha ^{(1)}(\text{y})}{\sigma _\alpha ^{(1)}}}\right)^2+\left({\displaystyle \frac{x_\alpha ^{(2)}(\text{y})}{\sigma _\alpha ^{(2)}}}\right)^2\right\}.`$ (48)
With these definitions the expression (45) reads

$$\frac{1}{(2\pi )^3\sigma }_{\mathrm{}}^+\mathrm{}d^3y\mathrm{exp}\left[\frac{1}{2}T(\text{y})\right].$$
(49)
Since

$`{\displaystyle \underset{\gamma }{}}\left({\displaystyle \frac{x_\gamma ^{(j)}(\text{y})}{\sigma _\gamma ^{(j)}}}\right)^2`$ $`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}_{\alpha \beta }^{(j)}\left(y_\alpha y_\beta 2w_\alpha ^{(j)}y_\beta +w_\alpha ^{(j)}w_\beta ^{(j)}\right),`$
$`_{\alpha \beta }^{(j)}`$ $`=`$ $`{\displaystyle \underset{\gamma }{}}{\displaystyle \frac{_{\gamma \alpha }^{(j)}_{\gamma \beta }^{(j)}}{\left(\sigma _\gamma ^{(j)}\right)^2}},`$ (50)
it follows that

$$T(\text{y})=\underset{\alpha ,\beta }{}𝒜_{\alpha \beta }y_\alpha y_\beta +\underset{\alpha }{}B_\alpha y_\alpha +C,$$
(51)
where

$`𝒜_{\alpha \beta }`$ $`=`$ $`_{\alpha \beta }^{(1)}+_{\alpha \beta }^{(2)},`$ (52)
$`B_\alpha `$ $`=`$ $`2{\displaystyle \underset{\beta }{}}\left(_{\beta \alpha }^{(1)}w_\beta ^{(1)}+_{\beta \alpha }^{(2)}w_\beta ^{(2)}\right),`$ (53)
$`C`$ $`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}\left(_{\alpha \beta }^{(1)}w_\alpha ^{(1)}w_\beta ^{(1)}+_{\alpha \beta }^{(2)}w_\alpha ^{(2)}w_\beta ^{(2)}\right).`$ (54)
The quadratic form (51) can be rewritten as

$$T(\text{y})=\underset{\alpha ,\beta }{}(y_\alpha w_\alpha )𝒟_{\alpha \beta }(y_\beta w_\beta )+E,$$
(55)
which yields

$$_{\mathrm{}}^+\mathrm{}d^3y\chi ^{(1)}(\text{y})\chi ^{(2)}(\text{y})=\frac{\mathrm{exp}(E/2)}{(2\pi )^{3/2}\sigma \sqrt{\mathrm{det}𝒟}},$$
(56)
$`4\mathrm{det}𝒟`$ $`=`$ $`4𝒜_{11}𝒜_{22}𝒜_{33}+𝒜_{12}𝒜_{13}𝒜_{23}`$ (57)
$`𝒜_{13}^2𝒜_{22}𝒜_{23}^2𝒜_{11}𝒜_{12}^2𝒜_{33},`$
$`E=C+{\displaystyle \frac{1}{16\mathrm{det}𝒟}}[`$ $`B_1^2(𝒜_{23}^24𝒜_{22}𝒜_{33})`$ (58)
$`+`$ $`B_2^2(𝒜_{13}^24𝒜_{11}𝒜_{33})`$
$`+`$ $`B_3^2(𝒜_{12}^24𝒜_{11}𝒜_{33})`$
$`+`$ $`2B_1B_2(2𝒜_{12}𝒜_{33}𝒜_{13}𝒜_{23})`$
$`+`$ $`2B_1B_3(2𝒜_{13}𝒜_{22}𝒜_{12}𝒜_{23})`$
$`+`$ $`2B_2B_3(2𝒜_{23}𝒜_{11}𝒜_{12}𝒜_{13})].`$
## Appendix D Fourier transform of the monomer density

For a total monomer density defined by

$$\varrho ^{}(\text{y})\frac{1}{M(N+1)}\underset{i=1}{\overset{M}{}}\varrho _i^{}(\text{y}),$$
(59)
the Fourier transform is given by

$$\rho (\text{k})=_{\mathrm{}}^{\mathrm{}}d^3y\varrho ^{}(\text{y})\mathrm{exp}(i\text{k}\text{y}).$$
(60)
Inserting the $`\varrho _i^{}(\text{y})`$ from eq. (4) with (5,28) yields

$`\rho (\text{k})`$ $`=`$ $`{\displaystyle \frac{1}{2+c_1}}{\displaystyle \frac{1}{M}}{\displaystyle \underset{i=1}{\overset{M}{}}}\{{\displaystyle _{\mathrm{}}^{\mathrm{}}}d^3ye^{i\text{k}\text{y}}`$ (61)
$`\times [\chi _\text{a}^{(i)}(\text{y})+\chi _\text{b}^{(i)}(\text{y})+c_1\chi _\text{c}^{(i)}(\text{y})]\}.`$
The three different functions $`\chi _\text{a}^{(i)}(\text{y})`$, $`\chi _\text{b}^{(i)}(\text{y})`$ and $`\chi _\text{c}^{(i)}(\text{y})`$ are defined in eq. (46), where all different kinds of $`w_\alpha ^{(j)}`$ occur, i.e. $`w_{\alpha ,\text{a}}^{(j)}=+_{1,\alpha }R_1^{(j)}u_0+r_\alpha ^{(j)}`$, $`w_{\alpha ,\text{b}}^{(j)}=_{1,\alpha }R_1^{(j)}u_0+r_\alpha ^{(j)}`$ and $`w_{\alpha ,\text{c}}^{(j)}=r_\alpha ^{(j)}`$, respectively. The integration is straightforward yielding the final result

$`\rho (\text{k})`$ $`=`$ $`{\displaystyle \frac{1}{(2+c_1)\sigma _1\sigma _2\sigma _3}}{\displaystyle \frac{1}{M}}{\displaystyle \underset{i=1}{\overset{M}{}}}{\displaystyle \frac{1}{\sqrt{S_1^{(i)}S_2^{(i)}S_3^{(i)}}}}{\displaystyle \frac{1}{\sqrt{\mathrm{det}𝒢^{(i)}}}}`$ (62)
$`\times \mathrm{exp}\left({\displaystyle \frac{1}{2}}{\displaystyle \underset{\alpha ,\beta }{}}k_\alpha 𝒢_{\alpha \beta }^{(i)^1}k_\beta \right)\mathrm{exp}\left(i{\displaystyle \underset{\beta }{}}k_\beta r_\beta ^{(i)}\right)`$
$`\times \left[2\mathrm{cos}\left({\displaystyle \underset{\beta }{}}k_\beta _{1\beta }^{(i)}R_1^{(i)}u_0\right)+c_1\right]`$
Here we defined $`𝒢_{\alpha \beta }^{(i)}=_\gamma g_\gamma ^{(i)}_{\gamma \alpha }^{(i)}_{\gamma \beta }^{(i)}`$ and $`g_\gamma ^{(i)}=(\left(\sigma _1^2S_1^{(i)}\right)^1,\left(\sigma _2^2S_2^{(i)}\right)^1,\left(\sigma _3^2S_3^{(i)}\right)^1)`$. The center of mass of the $`i`$’th particle is denoted by $`r_\beta ^{(i)}`$. The intermediate scattering function is then obtained by using eq. (62) in eq. (39) for all times $`t`$ (for the A ellipsoids).