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# Effective Hamiltonian Approach to the Master Equation

## Abstract

A method of exactly solving the master equation is presented in this letter. The explicit form of the solution is determined by the time evolution of a composite system including an auxiliary system and the open system in question. The effective Hamiltonian governing the time evolution of the composed system are derived from the master equation. Two examples, the dissipative two-level system and the damped harmonic oscillator, are presented to illustrate the solving procedure.

The problem of open quantum systems has been around since the beginnings of quantum mechanics . Important contributions to this general area have been made by researchers working in fields as diverse as cosmology , condensed matter , quantum optics , particle physics , quantum measurement , and quantum computation . The problem can be described generally as interest in the effective dynamics of the open system surrounded by its environment. A formal framework to describe the effective dynamics of such an open system was set up in Ref..

Generally speaking, interactions between a quantum system and its environment result in two kinds of irreversible effects: dissipation and decoherence. The first effect is due to the energy exchange between the system and its environment, whereas the second one comes from the system-environment interaction that does not change the system energy. A powerful tool to study the quantum dissipative system is the master equation, which can be obtained in Markovian limit . This approximation is often very useful became it is valid for many physically relevant situations and became its numerical solutions can be found. As given by Gardiner, Walls and Millburn, Louisell in their textbook , the reduced density matrix $`\rho `$ of the open system which is linearly coupled to its environment obeys the following master equation in Lindblad form

$`\dot{\rho }(t)`$ $`=`$ $`i[H_0,\rho ]`$ (1)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{m}{}}K_m(2X_m^{}\rho X_m^+X_m^+X_m^{}\rho \rho X_m^+X_m^{})`$ (2)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{m}{}}G_m(2X_m^+\rho X_m^{}X_m^{}X_m^+\rho \rho X_m^{}X_m^+)`$ (3)
with

$$K_m=2\text{Re}\left[_0^{\mathrm{}}𝑑\tau e^{i\omega _m\tau }\mathrm{Tr}_{env}\{A_m(\tau )A_m^{}(0)\rho _{env}\}\right],$$

$$G_m=2\text{Re}\left[_0^{\mathrm{}}𝑑\tau e^{i\omega _m\tau }\mathrm{Tr}_{env}\{A_m^{}(\tau )A_m(0)\rho _{env}\}\right].$$

Here, $`\rho (t)=\rho (t,K_m,G_m)`$ stands for the density operator of the system and $`\rho _{env}`$ denotes the density operator of the environment, $`X_m^\pm `$ are eigenoperators of the system satisfying $`[H_0,X_m^\pm ]=\pm \mathrm{}\omega _mX_m^\pm `$, $`H_0`$ stands for the free Hamiltonian of the system, and $`A_m`$($`A_m^{}`$) are operators of the environment through which the system and its environment coupled together. Notice from eq.(1) that $`G_m`$ should vanish at zero temperature $`T=0`$, while $`K_m`$ should not if $`A_m`$ are indeed destruction operators of some kind. Some efforts such as the short-time expansion, the exact solution for some special kinds of the master equation, the small lose rate expansion and the method of stochastic unravelings have been made to solve (or solve it alternatively) the master equation. Unfortunately, this kind of master equation has not a general exact analytical solution yet.

Here we shall construct an exact solution for the master equation to describe quantum dynamics of an open system with linear dissipation. The method is outlined as follows. After introducing an auxillary system and mapping the density matrix of the original system to a pure state of the composite system, we obtain an effective Hamiltonian describing the evolution of the composite system from the master equation satisfied by the density matrix. Then the solution of the master equation can be obtained in terms of the evolution of the composite system by mapping the pure state back to the density matrix. As its applications, we present two examples to illustrate the solving procedure. The first example is a two-level atom coupling to a bosonic environment, whereas the second example consists of a single mode field in a cavity with linewidth $`\kappa `$ due to partial transmission through one mirror.

We suppose that the Hilbert space of the system $`S`$ is an $`N`$-dimension Hilbert space spanned by, for instance, all the eigenstates of $`H_0`$. To begin with, we rewrite the master equation given in eq.(1) as the following general form

$$i\frac{\rho }{t}=H\rho \rho H^{}+i\underset{\alpha }{}\gamma _\alpha L_\alpha \rho L_\alpha ^{},$$
(4)
where $`H`$ and $`L_\alpha `$ are well defined time-independent operators of the system, which may not be Hermitian generally and $`\gamma _\alpha `$ are real parameters determined by the environment.

As the first step to solve this general master equation, we introduce an auxiliary system $`A`$ which is the same with the original system we concern. That is to say, the original Hilbert space is extended to an $`N^2`$-dimensional Hilbert space, which is the Hilbert space of the original system $`S`$ and the ancilla $`A`$. Let $`\{|m_S|n_A\}`$ be an orthonormal and complete basis for this composite system.

A density matrix $`\rho `$ of the system $`S`$, whose matrix elements under the basis $`\{|m_S\}`$ of the system are denoted as $`\rho _{mn}=m|\rho |n_S`$, determines a pure bipartite state in the $`N^2`$-dimensional Hilbert space according to

$$|\psi _\rho =\underset{m,n=1}{\overset{N}{}}\rho _{mn}|m_S|n_A.$$
(5)
We note that this corresponding pure bipartite state is generally not normalized unless the initial state $`\rho `$ of the system is a pure state. In fact every operator of the original system determines a pure state of the bipartite system in the same manner .

With the density matrix $`\rho `$ evolving with time, the corresponding pure state $`|\psi _\rho `$ changes accordingly into another pure state

$$|\psi _\rho (t)=\underset{m,n=1}{\overset{N}{}}\rho _{mn}(t)|m_S|n_A.$$
(6)
Because the evolution of the density matrix is governed by the general master equation (2), the evolution of the pure state $`|\psi _\rho (t)`$ is governed by the following Schödinger-like equation

$$i_t|\psi _\rho (t)=\stackrel{~}{H}|\psi _\rho (t).$$
(7)
Here the effective Hamiltonian, which is generally not Hermitian, reads

$$\stackrel{~}{H}=HH_A+i\underset{\alpha }{}\gamma _\alpha L_\alpha L_{A\alpha },$$
(8)
where operators $`H`$ and $`L_\alpha `$ of the original system are the same as given in Eq.(2) and operators $`H_A`$ and $`L_{A\alpha }^{}`$ are operators of the auxiliary system whose matrix elements are specified by

$`m|H_A|n_A=n|H^{}|m_S,`$ (9)
$`m|L_{A\alpha }|n_A=n|L_\alpha ^{}|m_S.`$ (10)
We note that the first two terms of the effective Hamiltonian $`\stackrel{~}{H}`$ describe free evolutions of the system and the auxiliary system governed by $`H`$ and $`H_A`$ and the third term describes an interaction between the system and the ancilla.

Because the effective Hamiltonian $`\stackrel{~}{H}`$ of the composite system is time-independent, we can obtain formally the evolution of the pure state $`|\psi _\rho (t)`$ as

$$|\psi _\rho (t)=e^{i\stackrel{~}{H}t}|\psi _\rho .$$
(11)
¿From the definition Eq.(4) of the pure state $`|\psi _\rho (t)`$, we obtain finally the time-dependence of the original density matrix as

$$\rho _{mn}(t)=m_S|n_A|\psi _\rho (t)=m_S|n_A|e^{i\stackrel{~}{H}t}|\psi _\rho .$$
(12)
Since the effective Hamiltonian $`\stackrel{~}{H}`$ changes its sign under the complex conjugate together with an interchange of the system and the ancilla, the Hermicity of the density matrix is preserved during the evolution. Moreover if the master equation (2) preserves the trace of the density matrix, solution given in Eq.(10) has also trace 1 when the initial state is normalized.

The generalizations of the above effective Hamiltonian method to the systems with infinite many energy levels or with continuous spectra are straightforward. Also, the master equations with time-dependent $`\gamma _\alpha `$ and those master equations not posessing Lindblad form can be treated in the same manner, i.e., effective Hamiltonian can be obtained similarly. Thus the problem of solving the master equation becomes a problem of finding the time evolution of an effective Hamiltonian. Although the biorthogonal basis can be used to deal with general non-Hermitian Hamiltonian, for some special cases we can evaluate the evolution operator directly for finite-level system as illustrated by the first example and factorize the evolution operator directly for quadratic systems as illustrated by the second example.

In order to gain further insight into the content of the solution presented above, we shall consider at first the following master equation describing a two-level atom coupled to a bose-mode environment

$$\dot{\rho }=\frac{i\mathrm{\Omega }}{2}[\sigma _z,\rho ]+\frac{\gamma }{2}\{2\sigma _{}\rho \sigma _+\rho \sigma _+\sigma _{}\sigma _+\sigma _{}\rho \}$$
(13)
with

$$\gamma =2\pi \text{Re}\left[_0^{\mathrm{}}𝑑\tau e^{i\omega _m\tau }\mathrm{Tr}_{env}\{b_m(\tau )b_m^{}(0)\rho _{env}\}\right],$$

where $`b_m^{}(b_m)`$ stands for the creation (annihilation) operator of the $`m`$-th mode of the environment, $`\mathrm{\Omega }`$ is the Rabi frequency, and $`\sigma _z(\sigma _\pm )`$ denote the Pauli matrices. The basis of the two-level system is chosen so that $`\sigma _+|g_S=|e_S`$ where $`|g_S`$ and $`|e_S`$ stand for the ground and excited states. This master equation is obtained under the condition that the environment is in its vacuum state.

The auxiliary system we shall introduce is another two-level system whose Pauli matrices are denoted as $`\tau _z(\tau _\pm )`$ which satisfy $`\tau _+|g_A=|e_A`$, where $`|e_A`$ denotes the upper level of the ancilla A. By rewriting the master equation above into the general form of Eq.(2), we obtain immediately $`H=(\mathrm{\Omega }\sigma _zi\gamma \sigma _+\sigma _{})/2`$ and $`L=\sigma _{}`$. According to the definitions (7-8) we obtain $`H_A=(\mathrm{\Omega }\tau _z+i\gamma \tau _+\tau _{})/2`$ and $`L_A=\tau _{}`$. The effective Hamiltonian governing the time evolution of the bipartite system is therefore

$`\stackrel{~}{H}`$ $`=`$ $`HH_A+i\gamma \sigma _{}\tau _{}.`$ (14)
As mentioned above, eq.(12) is the effective Hamiltonian corresponding to the master eq.(11), which is derived by neglecting the temperature effect of the environment. If we take the temperature effects into account, the effective Hamiltonian should be

$`\stackrel{~}{H}_T`$ $`=`$ $`HH_A+i\gamma \left(\overline{N}\sigma _+\tau _++(\overline{N}+1)\sigma _{}\tau _{}\overline{N}\right)`$ (15)
$`=`$ $`\left\{{\displaystyle \frac{\mathrm{\Omega }}{2}}(\sigma _z\tau _z)i\gamma \left(\overline{N}+{\displaystyle \frac{1}{2}}\right)\right\}`$ (17)
$`+i\gamma \left\{\overline{N}\sigma _+\tau _++(\overline{N}+1)\sigma _{}\tau _{}{\displaystyle \frac{\sigma _z+\tau _z}{4}}\right\}`$
$``$ $`H_0+i\gamma J`$ (18)
where $`\overline{N}=(\mathrm{exp}(\mathrm{\Omega }/k_BT)1)^1`$ is the Bose distribution. Further we have $`[H_0,J]=0`$ and $`J|e_S|g_A=J|g_S|e_A=0`$ which are sufficient to make an explicit calculation of the evolution operator

$$e^{i\stackrel{~}{H}_Tt}=\frac{1}{2\overline{N}+1}\left(\begin{array}{cccc}\overline{N}+(\overline{N}+1)e^{(2\overline{N}+1)\gamma t}& 0& 0& \overline{N}(1e^{(2\overline{N}+1)\gamma t})\\ 0& e^{i\mathrm{\Omega }t(\overline{N}+1/2)\gamma t}& 0& 0\\ 0& 0& e^{i\mathrm{\Omega }t(\overline{N}+1/2)\gamma t}& 0\\ (\overline{N}+1)(1e^{(2\overline{N}+1)\gamma t})& 0& 0& \overline{N}+1+\overline{N}e^{(2\overline{N}+1)\gamma t}\end{array}\right)$$
(19)
where the bases of the composite system has been arranged as $`|e_S,e_A`$, $`|e_S,g_A`$, $`|g_S,e_A`$, and $`|g_S,g_A`$. For simplicity, we consider zero temperature Hamiltonian $`\stackrel{~}{H}`$ to study the time evolution of the density matrix $`\rho (t)`$ with $`\overline{N}=0`$.

For a general initial state $`\rho (0)=_{i,j=g,e}\rho _{ij}|i_Sj_S|`$ where $`\rho _{ij}=i_S|\rho (0)|j_S`$, the corresponding initial state of the bipartite system is $`|\psi _\rho (0)=_{i,j=g,e}\rho _{ij}|i_S,j_A`$. With this initial condition the final state of the composed system at time $`t`$ reads

$`|\psi _\rho (t)`$ $`=`$ $`\rho _{ee}e^{\gamma t}|e_S,e_A+(\rho _{gg}+\rho _{ee}(1e^{\gamma t}))|g_S,g_A`$ (21)
$`+\rho _{eg}e^{\frac{\gamma }{2}i\mathrm{\Omega }t}|e_S,g_A+\rho _{ge}e^{\frac{\gamma }{2}+i\mathrm{\Omega }t}|g_S,e_A.`$
That is

$`\rho _{ee}(t)`$ $`=`$ $`\rho _{ee}e^{\gamma t},\rho _{gg}(t)=\rho _{ee}(1e^{\gamma t})+\rho _{gg},`$ (22)
$`\rho _{eg}(t)`$ $`=`$ $`e^{\frac{\gamma }{2}ti\mathrm{\Omega }t}\rho _{eg},\rho _{ge}(t)=e^{\frac{\gamma }{2}t+i\mathrm{\Omega }t}\rho _{ge}.`$ (23)
The results show that the off-diagonal elements of the density matrix are damped-oscillation function of time, while the diagonal element $`\rho _{ee}`$ decay exponentially. If $`\mathrm{\Omega }>\gamma `$, there are several Rabi oscillations in $`\rho _{eg}`$ (or $`\rho _{ge}`$) with the time evolution, otherwise $`\rho _{eg}`$ (or $`\rho _{ge}`$) decay directly. Especially we consider a state $`\rho =|e_Se_S|`$ as the initial condition of the density operator $`\rho `$, At time $`t`$ we have

$`e_S|\rho (t)|e_S=e^{\gamma t},g_S|\rho (t)|g_S=1e^{\gamma t},`$ (24)
$`e_S|\rho (t)|g_S=g_S|\rho (t)|e_S=0.`$ (25)
It is well known that the element $`e_S|\rho (t)|e_S`$ of the density operator $`\rho (t)`$ represents the population of the system in its upper level $`|e_S`$. The results (17) show that the population of the upper level $`|e_S`$ decay exponentially with the time evolution, this coincides with the results given in most textbooks .

The second example presented here is a single-mode field in a lossy cavity. The density operator for that mode obeys the following master equation in the Schrödinger picture,

$$\dot{\rho }=i[\omega _fa^{}a,\rho ]+\frac{\kappa }{2}(2a\rho a^{}a^{}a\rho \rho a^{}a),$$
(26)
where $`\kappa `$ is the linewidth of the cavity mode with frequency $`\omega _f`$. In most textbooks, the solution of the master equation is given in terms of diagonal matrix elements $`n|\rho |n`$ in a stationary state. Given an initial condition for the density operator, the evolution of $`\rho `$, however, is more useful than the stationary solution. In contrast with the solution in P-representation, in what follows, we present a solution of the master equation in a number state (Fock state) basis.

Comparing the above master equation with the general form eq.(2), we see that $`H=(\omega _fi\kappa /2)a^{}a`$ and $`L=a`$. The auxiliary system is another single-mode field whose annihilation and creation operators are denoted as $`b`$ and $`b^{}`$ respectively. By definitions eqs.(7-8) we have $`H_A=(\omega _f+i\kappa /2)b^{}b`$ and $`L_A=b`$. Hence the effective Hamiltonian governing the time evolution of the bipartite system is

$$\stackrel{~}{H}=(\omega _f\frac{i\kappa }{2})a^{}a(\omega _f+\frac{i\kappa }{2})b^{}b+i\kappa ab,$$
(27)
The time evolution operator $`U(t)`$ corresponding the effective Hamiltonian (19) reads

$$U(t)=e^{i(\omega _f\frac{i\kappa }{2})a^{}at}e^{i(\omega _f+\frac{i\kappa }{2})b^{}bt}e^{g_tab},$$
(28)
where $`g_t=1e^{\kappa t}`$. We consider a general initial state $`\rho (0)=_{mn}\rho _{mn}|mn|,`$ where $`\rho _{mn}=m|\rho (0)|n`$ is the element of the density operator at $`t=0`$. Under the Fock state basis of the bipartite system, since $`|\psi _\rho (0)=_{m,n}\rho _{mn}|m|n_b,`$ with $`|n_b`$ satisfying $`b^{}b|n_b=n|n_b`$ we arrive at

$`p|\rho (t)|q`$ $`=`$ $`e^{i\omega _f(pq)t\kappa (p+q)t}\times `$ (30)
$`\times {\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\sqrt{(p+m)!(q+m)!}}{(m!)^2}}g_t^m\rho _{p+m,q+m}.`$
It is obvious that all elements of the density operator are damped-oscillation function of time, the decay rate $`\kappa (p+q)`$ depends on the sum of $`p`$ and $`q`$, which are initial condition-independent. Furthermore, we notice that the diagonal elements of the density operator, which represent the population in the corresponding state decay with different damped rate, the higher the state, the faster the decay. When the single-mode is initially at a thermal state $`\rho (0)=e^{\beta a^{}a}`$ with the partition function as its normalization, we find that after time $`t`$ the system is still at a thermal state $`\rho (t)=e^{\beta (t)a^{}a}`$ with

$$\beta (t)=\beta +\kappa t+\mathrm{ln}(1e^\beta (1e^{\kappa t})).$$
(31)
Based on equation (21), for the bipartite system in the initial state corresponding to $`\rho (0)`$ we have

$`\rho (t)`$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}A_m(t)\rho (0)A_m^{}(t)`$ (32)
$`A_m(t)`$ $`=`$ $`\sqrt{{\displaystyle \frac{g_t^m}{m!}}}e^{(i\omega _f+\kappa /2)a^{}at}a^m,`$ (33)
which shows explicitly that the evolution is completely positive and trace preserving. Therefore there exist an environment and an evolution $`U(t)`$ of the system and the environment such that

$$\rho (t)=\text{Tr}_E(U(t)(\rho (0)|00|_E)U^{}(t))$$
(34)
satisfies the master equation. It should be emphasized that the environment is exact. For the simple case of a single-mode field in lossy cavity, the environment is another single-mode field and the evolution is

$$U(t)=e^{i\omega _fta^{}a}e^{\theta _t(a^{}bb^{}a)}$$
(35)
with $`\mathrm{cos}\theta _t=e^{\kappa t/2}`$. In fact $`A_m(t)=m_b|U(t)|0_b`$. This provides another Hamiltonian approach to this kind of problem: two-mode field interacting with one another with a time-dependent interaction.

In summary, we propose a method to approach solving the master equation exactly. For this end, we first of all introduce an auxiliary system, which has the same dimension as the system that we are interested in. The original system and the ancilla interact on each other, and the Hamiltonian which governs the time evolution of the composite system are determined by the master equation. In this sense, the solution of the master equation might be computed through the Schrödinger equation of the composed system. We would like to note that whether we can obtain the solution of the master equation in an explicit form or not depends on the form of the effective Hamiltonian, but the method presented here provides a new approach to the exact solution of the master equation.

This work was supported by Chinese postdoctoral Fund via Institute of Theoretical Physics, Academia Sinica, and by K. C. Wong Education Foundation, Hong Kong.


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# A Raman Study of Morphotropic Phase Boundary in PbZr1-xTixO3 at low temperatures

## I Introduction

The PbZr1-xTixO3 (PZT) solid-solution system contains several compositions that are suited to important technological applications in the electronic field such as piezoelectric transducers, pyroelectric detectors, and non-volatile ferroelectric memories. The main applications of PZT have been as transducers that are fabricated using compositions closely related to the Morphotropic Phase Boundary (MPB). For this reason, MPB has been widely investigated from both experimental techniques and theoretical approaches. In this region, PZT exhibits outstanding electromechanical properties which have been attributed to the compositional fluctuations being they treated within the framework of a phase coexistence theory. Following this, a detailed nature of physical properties for compositions close to MPB was not well established.

The recent discovery of a new monoclinic ferroelectric phase by Noheda et al. has shed a new light on the understanding of the dielectric and piezolelectric enhancement for compositions in the vicinity of MPB. In fact, the monoclinic distortion was interpreted as either a condensation along one of the (110) directions of the local displacements present in the tetragonal phase,  or as a condensation along one of the (100) directions of the local displacements present in the rhombohedral phase. This monoclinic phase exhibited by PZT at low temperatures would be the first example of a ferroelectric material with P$`{}_{}{}^{2}{}_{x}{}^{}`$=P$`{}_{}{}^{2}{}_{y}{}^{}`$$``$P$`{}_{}{}^{2}{}_{z}{}^{}`$, where P$`{}_{}{}^{2}{}_{x}{}^{}`$, P$`{}_{}{}^{2}{}_{y}{}^{}`$, P$`{}_{}{}^{2}{}_{z}{}^{}`$ $``$ 0.  Hence, the monoclinic structure can be considered as a derivative form from both tetragonal and rhombohedral phases by representing a link between them. This model provides a microscopic picture where such a striking electromechanical response close to the MPB region  is associated with the monoclinic distortion. A successful explanation for the large piezoelectricity found in PZT ceramics near the MPB was recently obtained by means of first-principle calculations. The piezoelectric coefficients were calculated by considering the rotation of the polarization vector in the monoclinic plane that is the unique characteristic of monoclinic phase when compared with all other ferroelectrics. Also, the stability of the monoclinic phase was recently described by means of phenomenological thermodynamic studies within the framework of Landau-Devonshire theory by considering the linear coupling between the polarization and the monoclinic distortion $`\beta `$-90o.

In spite of all investigations of the monoclinic phase in PZT system, Raman studies performed on this new phase  were limited to only two Ti concentration. However, information on the phase transitions for other PZT compositions close to the MPB is strongly desirable and appears as an interesting investigation. In this way, the purpose of this work is to investigate the extension of monoclinic phase for compositions close to the MPB through Raman spectroscopy at low temperatures. A careful analysis of the data allowed us to determine the extension of monoclinic phase based on the phonon behavior at low temperatures.

## II Experimental

Samples of PbZr1-xTixO3 (with 0.40 $`x`$ 0.52) were obtained through the solid-state reaction from 99.9 $`\%`$ pure reagent grade PbO, ZrO2 and TiO2 oxides. The starting powders and distilled water were mixed and milled during 3.5 hours for powder homogenization. The mixture was calcined at 850 $`{}_{}{}^{o}C`$ for 2.5 h. It was pressed at 400 MPa giving rise to PZT ceramics disks with 10 mm of diameter and 5 mm of thickness. Finally, the disks were sintered at temperature of 1250 $`{}_{}{}^{o}C`$ during 4h and an excellent ceramics homogeneity was obtained. The sintering atmosphere, which consists of a covered alumina crucible, was enriched in PbO vapor using PbZrO3 powder around the disks in order to avoid significant volatilization of PbO.

MicroRaman measurements were performed using a T64000 Jobin Yvon Spectrometer equipped with an Olympus microsocope and a N2\- cooled CCD to detect scattered light. The spectra were excited with an Argon ion Laser ($`\lambda `$ = 514.5 nm). The spectrometer slits were set to give a spectral resolution of better than 2 cm-1. A Nikon 20x objective with focal distance 20 mm and numeric apperture N.A. = 0.35 was employed to focus the laser beam on the polished sample surface. Low temperature measurements were performed using an Air Products closed-cycle refrigerator which provides temperatures ranging from 7 to 300 K. A Lakeshore controller was used to control the temperature with precision of order of $`\pm `$0.1 K.

We have made a systematic study of the laser-induced heating on the samples in order to estimate the temperature trough the Stokes/anti-Stokes ratio and improve a better signal/noise ratio. The samples close to the MPB present a strong elastic scattering which leads to a calculation of temperature by means of the Stokes/anti-Stokes ratio not reliable. Then, we used a PbZr0.98Ti0.02O3 sample whose spectra can be easily fitted and the temperature estimate was reproductive. Following our observations we used a laser power of order of 0.1 mW.

## III Result and Discussion

In Fig. 1, Raman spectra for several PZT compositions varying from 0.40 to 0.60 are displayed. From x = 0.40 to x = 0.46, the spectra remain exactly the same or change slightly, not only in frequency but also in relative intensity for all modes. At 7 K, it is expected a phase transition from rhombohedral low temperature (RLT) to rhombohedral high temperature (RHT) phase. The boundary between RLT and RHT has been established by Jaffe et al for temperatures higher than 300 K. An extension of this boundary to low temperatures was made by Amim et al for composition x=0.40, and more recently by Noheda et al for x=0.42.

The RLT phase, whose space group is C$`{}_{}{}^{6}{}_{3v}{}^{}`$, is characterized by opposite rotations of adjacent oxygen octahedra along the  polar axis. Due to this fact, the unit cell of RLT phase has a volume twice the unit cell of RHT whose space group is C$`{}_{}{}^{5}{}_{3v}{}^{}`$. From the diffraction point of view, this transition is detected through the appearance of very weak superlattice peaks which are originated just from the doubling of the unit cell. Concerned with the vibrational properties, the dispersion relation for RLT phase is obtained by folding the dispersion curves of RHT phase. Thus, the observation of additional Raman modes is expected since wave vectors belonging to the zone boundary have after the zone folding, pseudomenta equivalent to q=0. For Zr-rich PZT, this phase transition was observed from Raman spectroscopy by analyzing the low frequency modes located at about 62 and 68 cm-1 which are, according to El-Harrad et al, exclusive features of the RLT and RHT phase, respectively. The mode at 62 cm-1 is initially a zone boundary mode that becomes a zone center active mode due to the doubling of the unit cell. In the vicinity of the MPB, this kind of analysis is somewhat complicated due to the overlapping of the bands which difficult the fitting procedure and the identification of phase transition. In the intermediate frequency region (120 $``$ $`\omega `$ $``$ 400 cm-1, shown in Fig. 1) significant changes are not expected in the vibrational modes since they are closely related to the intrinsic modes of octahedral units such as stretching, torsion, and bending.

Upon increasing Ti concentration, the spectra for 0.47 and 0.50 exhibits new features. Two of them are remarkable. First, the intensity of the mode located at about 240 cm-1 (marked with a solid arrow) in rhombohedral phase decreases entering into background for concentrations higher than x = 0.48. Second, the mode at about 280 cm-1 (marked with a dot arrow) for x=0.40 presents a splitting resulting in a doublet mode. These spectral changes were interpreted as due to the rhombohedral - monoclinic phase transition. Thus, the boundary between RLT and monoclinic structure is closely related to composition 0.46. Noheda et al observed that PZT with x=0.46 is in a monclinic structure down to 20 K. Our results show that this composition is justly in the rhombohedral - monoclinic transition region. Since the boundary between RHT and monoclinic structure is almost vertical, we believe that a small deviation in composition accounts for the observed disagreement between our results and those reported in Ref. .

In the first analysis, there are no clear changes in the Raman spectra from x=0.48 to x=0.60. However, the monoclinic-tetragonal phase transition is expected around x=0.52. In order to study the effects of the phase transition in the phonon spectra we constructed the frequency versus x ($`\omega `$ $`vs.`$ x) plot where the transitions can be observed in details. The frequencies were obtained by deconvoluting the spectra using a set of curves with lorentzian shapes. The number of peaks used to fit spectra were determined by means of group theory analysis that will be discussed in a forthcoming paragraph. In Fig. 2, we shown the deconvoluted spectrum for tetragonal PbZr0.60Ti0.40O3 following the procedure and assignment earlier reported where observed frequencies are in good agreement with those found there.

In order to understand the tetragonal - monoclinic transition, let us first discuss the mode symmetry related to tetragonal phase in PbTiO3. When the cubic phase transforms into tetragonal, the T2u silent mode transforms into B1 $``$ E irreducible representation of the C4v and a degeneracy breaking of this mode is expected. Besides its Raman activity in C4v symmetry, this mode has been called a silent mode and its splitting was not observed for PbTiO3 at room temperature. However, when Ti is replaced by Zr, the splitting is observed at low temperatures. The member of the doublet with higher frequency is assigned as the B1 mode and the value $`\omega _B_1`$ \- $`\omega _E`$ increases in the vicinity of MPB. This observation was made by Frantti et al who studied this feature from compositions x=0.49, 0.50, 0.60, 0.70, 0.80 and 0.90. Here, we extend this study inserting intermediate compositions making possible a detailed description of B1 mode when monoclinic - tetragonal transition take place. To describe the phase transition in details, we have constructed, based on the group theory analysis, the $`\omega `$ $`vs.`$ x plot shown in Fig. 3a. The point group of monoclinic phase is Cs where all the irreducible representation (A and A′′) are Raman active. The Cs group is subgroup of both C3v and C4v and the correlation between them and Oh can be summarized in the scheme showed in Fig. 4. Following that scheme, we observe that B1 and E modes belonging to the tetragonal phase transforms into A” and A $``$ A′′, respectively. Therefore, we have used three modes in the monoclinic phase to fit the region around 280 cm-1. It is interesting to note that highest frequency member of doublet A $``$ A′′ presents the same behavior early reported by Frantti et al.

We also plotted in Fig. 3b our results and those earlier reported for several compositions in a small frequency region. In this figure we can observe that B1 mode decreases in frequency from x=1.0 to x=0.60 and increases from x=0.60 to x=0.52. Below x=0.52, it decreases(increases) for Ti content from 0.52 to 0.50 (0.48 to 0.47). The tetragonal - monoclinic phase transition can be observed by analyzing the splitting $`\mathrm{\Delta }\omega `$ ($`\omega _{B_1}`$-$`\omega _E`$ in tetragonal phase and $`\omega _{A^{\prime \prime }}`$-the highest frequency member of A $``$ A′′ in monoclinic phase). This splitting in the tetragonal phase ($`x`$ $``$ 0.52) decreases when Ti content increases while it presents the same behavior exhibited by B1 mode in the monoclinic region (Fig. 3c). Both changes in B1 and in $`\mathrm{\Delta }\omega `$ indicate the transition between monoclinic and tetragonal symmetry. Noheda et al reported that composition x=0.52 presents a tetragonal symmetry at 20 K. Our results at 7 K indicate that this composition is in a monoclinic phase. In principle, our results do not differ from those of Ref.  and we believe that either a small deviation in $`x`$ or the extension of monoclinic - tetragonal boundary can account for the minor disagreement between their and our results. For the sake of completeness, the frequencies of doublet mode depicted in Fig. 3b for several compositions are listed in Table I.

A similar analysis based on the group theory can be performed to describe the RHT \- monoclinic phase transition observed around x=0.46. When the cubic (Oh) phase transforms into rhombohedral C3v phase, the T2u silent mode transforms into A2 $``$ E irreducible representation being A2 without Raman activity. For this reason, there is a single peak at about 280 cm-1 for compositions with rhombohedral phase. By observing the correlation between the C3v and Cs depicted in Fig. 4 we can observe the splitting of this mode into three new modes, i.e., A $``$ 2A′′ which are in a perfect accordance when we describe the transition from tetragonal side.

Let us now try to discuss the monoclinic phase based on the assumptions of distortion of the unit cell by strain. The polar axis in the monoclinic phase has a particular feature if it is compared with that of tetragonal and rhombohedral phase. In fact, it can not be determined only by symmetry and can be along any direction within the monoclinic plane. This consideration was introduced by first-principle calculation made by Bellaiche et al where the striking piezoelectric properties for monoclinic compositions were successfully obtained. To the best of our knowledge, there is no systematic theoretical study concerned with what happens with optical phonons when PZT transition occurs. In fact, there are only two studies which report the calculation of vibrational frequency for PbTiO3. Freire and Katiyar carried out such calculation just by adjusting the parameters of a rigid ion model while Garcia and Vanderbilt performed it using the first-principle calculation. Following the results of these latter authors the tetragonal phase could change either to an orthorhombic or to a monoclinic phase by means of the linear coupling between strain and atomic displacement.

We are reminded of this result because the tetragonal phase in PZT is very similar to that of in PbTiO3 and the monoclinic - tetragonal transition is marked by changes in the B1 symmetry mode. This is very interesting because this mode involves only oxygen motion \[O1z-O2z\] where both oxygen atoms move in opposite directions leading to the tetragonal symmetry-breaking. However, this mode appears to be dependent of the Zr/Ti ratio as demonstrated by Frantti et al whose part of these results are reproduced in Fig. 3b. When the temperature is kept constant, the variable responsible for the transition is the Zr/Ti ratio. It is well-known that the tetragonal strain, ct/at, decreases when Zr content increases. Taking into account this fact, the unit cell can only be distorted by an in-plane strain. Considering that the strain can transform according to the irreducible representation of C$`{}_{}{}^{1}{}_{4v}{}^{}`$ space group, where the E distortion leads to a monoclinic symmetry and B1 and B2 to an orthorhombic one with axes parallel (B1) or rotated about 45o (B2) with respect to the tetragonal base. In this way, a B2 distortion should be the transition mechanism since the actual monoclinic phase is just characterized by a rotation of 45o in tetragonal plane. Also, the monoclinic phase can be seen as a pseudo-orthorhombic one due to the very small monoclinic angle $`90^o\beta `$ whose origin can be in the delicate balance between temperature- and concentration-induced strain. The lattice dynamical study made by Garcia et al is limited to the edge of the PZT phase diagram where the doubling of the unit cell was not considered. Finally, the observed behavior of optical phonons as a function of concentration seems to be confirmed by means of first-principle calculation considering the effects of Zr/Ti ratio. This can provide a better understanding of the phonon related phase transition in PZT as well as other perovskite systems with similar MPB.

## IV conclusions

In summary, the behavior of the optical modes for PbZr1-xTixO3 with $`x`$ varying from x=0.40 to x=0.60 were reported and discussed. The observed changes were attributed to the phase transitions. At 7 K, we were able to observe the transitions rhombohedral - monoclinic - tetragonal. Our results are in accordance with those recently reported by Noheda et al. and Frantti et al. which studied the stability of monoclinic phase using high resolution synchrotron X-ray powder diffraction technique. Both transitions we have reported are studied in the view of group theory analysis where some optical phonons in the monoclinic phase were assigned. Very of interest is the behavior of B1 mode that has an unusual concentration dependence in the vicinity of tetragonal-monoclinic phase transition. Further studies in PZT single crystal with monoclinic phase will be need in order to assign each member of doublet A $``$ A′′.

Acknowledgements – The authors wish to acknowledge Dr. I. Guedes for valuable discussions related to this work. One of us, A. G. Souza Filho wishes to acknowledge the fellowship received from FUNCAP. Financial support from FUNCAP, CNPq, FAPESP and FINEP is gratefully acknowledged.


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# References

The dynamics of the gravitational field can be described in the context of the teleparallel geometry, where the basic geometrical entity is the tetrad field $`e_\mu ^a`$, ($`a`$ and $`\mu `$ are SO(3,1) and space-time indices, respectively). Teleparallel theories of gravity are defined on the Weitzenböck space-time, endowed with the affine connection

$$\mathrm{\Gamma }_{\mu \nu }^\lambda =e^{a\lambda }_\mu e_{a\nu }.$$
$`(1)`$
The curvature tensor constructed out of (1) vanishes identically. This connection defines a space with teleparallelism, or absolute parallelism. This geometrical framework was considered by Einstein in his attempt at unifying gravity and electromagnetism.

In the teleparallel geometry it is possible to establish an alternative description of Einstein’s equations. Such description is given by the teleparallel equivalent of general relativity (TEGR). Gravity theories in this geometrical framework are constructed out of the torsion tensor $`T_{\mu \nu }^a=_\mu e_\nu ^a_\nu e_\mu ^a`$, which is related to the antisymmetric part of (1). Interesting features of the TEGR take place in the Hamiltonian framework.

The Hamiltonian formulation of the TEGR has been obtained in Ref. . In the latter, however, the time gauge was fixed from the outset. As a consequence of this gauge fixing the teleparallel geometry is restricted to the three-dimensional spacelike hypersurface.

In the framework of the TEGR it is possible to make definite statements about the energy and momentum of the gravitational field. A simple expression for the gravitational energy arises in the Hamiltonian formulation of the TEGR in the framework of Schwinger’s time gauge condition. The energy density is given by a scalar density in the form of a total divergence that appears in the Hamiltonian constraint of the theory. By applying this definition to several configurations of the gravitational field encouraging and satisfactory results have been obtained. The investigations carried out so far confirm the consistency and relevance of this energy expression.

The Hamiltonian formulation of the TEGR without gauge fixing has recently been established. Its canonical structure is different from that obtained in Ref. , since it is not given in the standard ADM form. In fact it has not been necessary to establish the usual 3+1 decomposition for the metric and tetrad fields. In this framework we again arrive at an expression for the gravitational energy, in strict similarity with the procedure adopted in Ref. , namely, by interpreting the Hamiltonian constraint equation as an energy equation for the gravitational field. Likewise, the gravitational momentum can be defined. The gravitational energy-momentum arises as a SO(3,1) vector. The constraint algebra of the theory suggest that certain momenta components are related to the gravitational angular momentum. It turns out to be possible to define, in this context, the angular momentum of the gravitational field.

In this paper we investigate the definitions of gravitational energy and angular momentum that arises in Ref.  in the framework of the Kerr metric. We recall that the whole formulation developed in Ref.  is carried out without enforcing the time gauge condition. It turns out, however, that consistent values for the gravitational energy are achieved by requiring the tetrad field to satisfy the time gauge condition. This amounts to a posteriori restriction on the tetrads.

Notation: spacetime indices $`\mu ,\nu ,\mathrm{}`$ and SO(3,1) indices $`a,b,\mathrm{}`$ run from 0 to 3. Time and space indices are indicated according to $`\mu =0,i,a=(0),(i)`$. The flat, Minkowski spacetime metric is fixed by $`\eta _{ab}=e_{a\mu }e_{b\nu }g^{\mu \nu }=(+++)`$.

The Lagrangian density of the TEGR in empty space-time is given by

$$L(e)=ke\left(\frac{1}{4}T^{abc}T_{abc}+\frac{1}{2}T^{abc}T_{bac}T^aT_a\right),$$
$`(2)`$
where $`k=\frac{1}{16\pi G}`$, $`G`$ is Newton’s constant, $`e=det(e_\mu ^a)`$ and $`T_{abc}=e_b^\mu e_c^\nu T_{a\mu \nu }`$. Tetrads transform space-time into SO(3,1) indices and vice-versa. The trace of the torsion tensor is given by $`T_b=T_{ab}^a.`$

In the Hamiltonian formulation developed in Ref.  it has not been made use of any kind of projection of metric variables to the three-dimensional spacelike hypersurface. The Hamiltonian was obtained by just rewriting the Lagrangian density in the form $`L=p\dot{q}H`$. Since there is no time derivative of $`e_{a0}`$ in (2), the corresponding momentum canonically conjugated $`\mathrm{\Pi }^{a0}`$ vanishes identically. Dispensing with surface terms the total Hamiltonian density reads

$$H(e_{ai},\mathrm{\Pi }^{ai})=H_0+\alpha _{ik}\mathrm{\Gamma }^{ik}+\beta _k\mathrm{\Gamma }^k.$$
$`(3)`$
The Hamiltonian constraint $`H_0`$ and the primary constraits $`\mathrm{\Gamma }^{ik}`$ and $`\mathrm{\Gamma }^k`$ are given by, respectively,

$$H_0=e_{a0}_k\mathrm{\Pi }^{ak}\frac{1}{4g^{00}}ke\left(g_{ik}g_{jl}P^{ij}P^{kl}\frac{1}{2}P^2\right)$$

$$+ke\left(\frac{1}{4}g^{im}g^{nj}T_{mn}^aT_{aij}+\frac{1}{2}g^{nj}T_{mn}^iT_{ij}^mg^{ik}T_{ji}^jT_{nk}^n\right),$$
$`(4)`$
$$\mathrm{\Gamma }^{ik}=\mathrm{\Gamma }^{ki}=\mathrm{\Pi }^{[ik]}ke\left(g^{im}g^{kj}T_{mj}^0+(g^{im}g^{0k}g^{km}g^{0i})T_{mj}^j\right),$$
$`(5)`$
$$\mathrm{\Gamma }^k=\mathrm{\Pi }^{0k}+\mathrm{\hspace{0.33em}2}ke(g^{kj}g^{0i}T_{ij}^0g^{0k}g^{0i}T_{ij}^j+g^{00}g^{ik}T_{ij}^j).$$
$`(6)`$
$`(..)`$ and $`[..]`$ denote symmetrization and anti-symmetrization, respectively. In (4) we have the following definitions

$$P^{ik}=\frac{1}{ke}\mathrm{\Pi }^{(ik)}\mathrm{\Delta }^{ik},$$
$`(7)`$
$$\mathrm{\Delta }^{ik}=g^{0m}(g^{kj}T_{mj}^i+g^{ij}T_{mj}^k2g^{ik}T_{mj}^j)(g^{km}g^{0i}+g^{im}g^{0k})T_{mj}^j,$$
$`(8)`$
and $`P=g_{ik}P^{ik}`$.

It has been shown that the Lagrange multipliers $`\alpha _{ik}`$ and $`\beta _k`$ are determined from the evolution equations, $`\alpha _{ij}=\frac{1}{2}(T_{i0j}T_{j0i}),`$ $`\beta _j=T_{00j},`$ and that although $`e_{a0}`$ is present within the structure of $`H_0`$, $`\mathrm{\Gamma }^{ik}`$ and $`\mathrm{\Gamma }^k`$, it actually plays the role of a Lagrange multiplier (see equation (10) below).

The vanishing of the momentum canonically conjugated to $`e_{a0}`$, $`\mathrm{\Pi }^{a0}`$, induces the secondary constraints

$$C^a(x)\frac{\delta H}{\delta e_{a0}(x)}=0,$$
$`(9)`$
which satisfy

$$e_{a0}C^a=H_0.$$
$`(10)`$
It is possible to show that $`C^a`$ may be written in a simplified form as

$$C^a=e^{a0}H_0+e^{ai}F_i,$$
$`(11)`$
where

$$F_i=H_i+\mathrm{\Gamma }^mT_{0mi}+\mathrm{\Gamma }^{lm}T_{lmi}+\frac{1}{2g^{00}}(g_{ik}g_{jl}P^{kl}\frac{1}{2}g_{ij}P)\mathrm{\Gamma }^j.$$
$`(12)`$
The vector constraint $`H_i`$ is given by

$$H_i=e_{bi}_k\mathrm{\Pi }^{bk}\mathrm{\Pi }^{bk}T_{bki}.$$
$`(13)`$
Therefore if $`H_0`$ vanishes, $`e_{a0}C^a`$ also vanishes. Since $`\{e_{a0}\}`$ are arbitrary, it follows that $`C^a`$ vanishes as well. If in addition we have $`\mathrm{\Gamma }^{ij}=\mathrm{\Gamma }^j=0`$, then we also have $`H_i=0`$. Consequently the vanishing of $`H_i`$ at any instant of time follows from the vanishing of $`H_0`$, $`\mathrm{\Gamma }^{ij}`$ and $`\mathrm{\Gamma }^j`$ at the same instant. Furthermore $`H_i`$ is derived from $`H_0`$ in the subspace of the phase space determined by $`\mathrm{\Gamma }^{ij}=\mathrm{\Gamma }^j=0`$,

$$e_{ai}\frac{\delta }{\delta e_{a0}}H_0=H_i.$$
$`(14)`$
The Poisson bracket between two quantites $`F`$ and $`G`$ is defined by

$$\{F,G\}=d^3x\left(\frac{\delta F}{\delta e_{ai}(x)}\frac{\delta G}{\delta \mathrm{\Pi }^{ai}(x)}\frac{\delta F}{\delta \mathrm{\Pi }^{ai}(x)}\frac{\delta G}{\delta e_{ai}(x)}\right),$$

by means of which we can write down the evolution equations and evaluate the constraint algebra.

The calculations of the Poisson brackets between the constraints (4), (5) and (6) are exceedingly complicated. We will just present the results. The constraint algebra is given by

$$\{H_0(x),H_0(y)\}=0,$$
$`(15)`$
$$\{\mathrm{\Gamma }^i(x),\mathrm{\Gamma }^j(y)\}=0,$$
$`(16)`$
$$\{\mathrm{\Gamma }^{ij}(x),\mathrm{\Gamma }^{kl}(y)\}=\frac{1}{2}\left(g^{il}\mathrm{\Gamma }^{jk}+g^{jk}\mathrm{\Gamma }^{il}g^{ik}\mathrm{\Gamma }^{jl}g^{jl}\mathrm{\Gamma }^{ik}\right)\delta (xy),$$
$`(17)`$
$$\{\mathrm{\Gamma }^{ij}(x),\mathrm{\Gamma }^k(y)\}=(g^{0j}\mathrm{\Gamma }^{ki}g^{0i}\mathrm{\Gamma }^{kj})\delta (xy),$$
$`(18)`$
$$\{H_0(x),\mathrm{\Gamma }^{ij}(y)\}=[\frac{1}{2g^{00}}P^{kl}(\frac{1}{2}g_{kl}g_{mn}g_{km}g_{nl})(g^{mi}\mathrm{\Gamma }^{nj}g^{mj}\mathrm{\Gamma }^{ni})+$$

$$+\frac{1}{2}(\mathrm{\Gamma }^{nj}e^{ai}\mathrm{\Gamma }^{ni}e^{aj})_ne_{a0}]\delta (xy),$$
$`(19)`$
$$\{H_0(x),\mathrm{\Gamma }^i(y)\}=[g^{0i}H_0+\frac{1}{g^{00}}P^{kl}(\frac{1}{2}g_{kl}g_{jm}g_{kj}g_{ml})g^{0j}\mathrm{\Gamma }^{mi}$$

$$+\left(\mathrm{\Gamma }^{ni}e^{a0}+\mathrm{\Gamma }^ne^{ai}\right)_ne_{a0}+\frac{1}{2}\mathrm{\Gamma }^{mn}T_{nm}^i$$

$$+2_n\mathrm{\Gamma }^{ni}+g^{in}(H_n\mathrm{\Gamma }^jT_{0nj}\mathrm{\Gamma }^{mj}T_{mnj})]\delta (xy)$$

$$+\mathrm{\Gamma }^{ni}(x)\frac{}{x^n}\delta (xy).$$
$`(20)`$
We note the presence of $`H_i`$ on the right hand side of (20). However it poses no problem for the consistency of the constraints provided $`H_0`$, $`\mathrm{\Gamma }^{ik}`$ and $`\mathrm{\Gamma }^k`$ are taken to vanish at the intial time $`t=t_0`$. Let $`\varphi (x^i,t)`$ represent any of the latter constraints. At the initial time we have $`\varphi (x^i,t_0)=0`$. At $`t_0+\delta t`$ we find $`\varphi (x^i,t_0+\delta t)=\varphi (x^i,t_0)+\dot{\varphi }(x^i,t_0)\delta t`$ such that $`\dot{\varphi }(x^i,t_0)=\{\varphi (x^i,t_0),𝐇\}`$, where $`𝐇`$ is the total Hamiltonian. Since the vanishing of $`H_i`$ at an instant of time is a consequence of the vanishing of $`H_0`$, $`\mathrm{\Gamma }^{ik}`$ and $`\mathrm{\Gamma }^k`$ at the same time, the consistency of the constraints is guaranteed at any $`t>t_0`$.

One of the main motivations for studying the TEGR is that the constraint equations of the theory can be interpreted as energy-momentum equations. The definition of the gravitational energy given in Ref.  was motivated by interpreting the Hamiltonian constraint equation $`C=0`$ of Ref.  as an equation of the type $`C=HE=0`$. A stringent application of such definition has been made in the context of rotating black holes. In similarity with Ref. , in the present framework again we interpret the $`a=0`$ component of the constraint equations $`C^a=(0)`$ as an energy equation for the gravitational field.

The total divergence that appears in $`C^a`$ is given by $`_i\mathrm{\Pi }^{ai}`$. After implementing the primary constraints (5) and (6) the momenta $`\mathrm{\Pi }^{ak}`$ reads

$$\mathrm{\Pi }^{ak}=ke\{g^{00}(g^{kj}T_{0j}^ae^{aj}T_{0j}^k+2e^{ak}T_{0j}^j)$$

$$+g^{0k}(g^{0j}T_{0j}^a+e^{aj}T_{0j}^0)+e^{a0}(g^{0j}T_{0j}^k+g^{kj}T_{0j}^0)2(e^{a0}g^{0k}T_{0j}^j+e^{ak}g^{0j}T_{0j}^0)$$

$$g^{0i}g^{kj}T_{ij}^a+e^{ai}(g^{0j}T_{ij}^kg^{kj}T_{ij}^0)2(g^{0i}e^{ak}g^{ik}e^{a0})T_{ji}^j\}.$$
$`(21)`$
We identify $`_i\mathrm{\Pi }^{ai}`$, which is the first term in the expression of $`C^a`$, as the energy-momentum density of the gravitational field. The total energy-momentum is defined by

$$P^a=_Vd^3x_i\mathrm{\Pi }^{ai}.$$
$`(22)`$
where $`V`$ is an arbitrary space volume. It is invariant under coordinate transformations on the three-dimensional spacelike hypersurface, and transforms as a vector under the global SO(3,1) group. The definition above generalizes the expression previously obtained in Ref.  to tetrad fields that are not restricted by the time gauge condition.

In analogy with the previous analysis of Ref. , and following Møller, in the case of asymptotically flat space-times we may adopt the boundary conditions

$$e_{a\mu }\eta _{a\mu }+\frac{1}{2}h_{a\mu }(\frac{1}{r}),$$
$`(23)`$
in the limit $`r\mathrm{}`$. In the expression above $`\eta _{a\mu }`$ is the Minkowski metric tensor and $`h_{a\mu }=h_{\mu a}`$ is the first term of the asymptotic expansion of the metric tensor $`g_{\mu \nu }`$. Since $`h_{a\mu }`$ is asymptotically a symmetric tensor, these boundary conditions impose 6 conditions on the tetrads. These conditions are not fixed in the body of the theory because the SO(3,1) is a global (rather than local) symmetry group (Møller called it supplementary conditions).

Similar conditions for triads restricted to the three-dimensional spacelike hypersurface were essential in order to arrive at the ADM energy. In the present approach we also obtain the ADM energy. Asymptotically flat spacetimes are defined by (23) together with $`_\mu g_{\lambda \nu }=O(\frac{1}{r^2})`$, or $`_\mu e_{a\nu }=O(\frac{1}{r^2})`$. Thus considering the $`a=(0)`$ component in (22) and integrating over the whole three-dimensional spacelike hypersurface we find that all terms of the type $`T_{0j}^a`$ cancel out, and eventually only the last term in (21) contributes to the integration. Hence we obtain

$$E_V\mathrm{}d^3x_k\mathrm{\Pi }^{(0)k}=2k_V\mathrm{}d^3x_k(eg^{ik}e^{(0)0}T_{ji}^j)$$

$$=\frac{1}{16\pi G}_S\mathrm{}𝑑S_k(_ih_{ik}_kh_{ii})=E_{ADM}.$$
$`(24)`$
The energy expression above can be applied to finite volumes of space. Therefore it can be used to obtain the irreducible mass of rotating black holes. It is the mass of the black hole at the final stage of Penrose’s process of energy extraction, considering that the maximum possible energy is extracted. It is also the mass contained within the outer horizon of the black hole. Every expression for local or quasi-local gravitational energy must necessarily yield the value of $`M_{irr}`$ in the calculation of the energy contained within the outer event horizon, since we know beforehand its value as a function of the initial angular momentum of the black hole. The evaluation of $`M_{irr}`$ is a crucial test for any expression for the gravitational energy ($`M_{irr}`$ has been obtained by means of different energy expressions by Bergqvist).

In terms of Boyer-Lindquist coordinates the Kerr metric tensor is given by

$$ds^2=\frac{\psi ^2}{\rho ^2}dt^2\frac{2\chi sin^2\theta }{\rho ^2}d\varphi dt+\frac{\rho ^2}{\mathrm{\Delta }}dr^2+\rho ^2d\theta ^2+\frac{\mathrm{\Sigma }^2sin^2\theta }{\rho ^2}d\varphi ^2,$$
$`(25)`$
where $`\rho ^2=r^2+a^2cos^2\theta `$, $`\mathrm{\Delta }=r^2+a^22mr`$ and

$$\mathrm{\Sigma }^2=(r^2+a^2)^2\mathrm{\Delta }a^2sin^2\theta ,$$

$$\psi ^2=\mathrm{\Delta }a^2sin^2\theta ,$$

$$\chi =2amr.$$

In order to obtain $`M_{irr}`$ we calculate the $`a=(0)`$ component of (22) by fixing $`V`$ to be the volume within the $`r_+=constant`$ surface, where $`r_+`$ is the outer horizon of the Kerr black hole,

$$r_+=m+\sqrt{m^2a^2}.$$

Of course there is an infinity of tetrads that yield (25), but only one that leads to a viable expression for $`M_{irr}`$, and that gives the correct description of the gravitational energy. Here we will consider two sets of tetrads. The first one is taken to satisfy Møller’s weak field approximation (23), and will be denoted by $`e_{a\mu }^M`$. It reads

$$e_{a\mu }^M=\left(\begin{array}{cccc}\frac{\psi }{\rho }\sqrt{1+M^2y^2}& 0& 0& \frac{\chi Ny}{\psi \rho }sin^2\theta \\ \frac{\chi y}{\mathrm{\Sigma }\rho }sin\theta sin\varphi & \frac{\rho }{\sqrt{\mathrm{\Delta }}}sin\theta cos\varphi & \rho cos\theta cos\varphi & \frac{\mathrm{\Sigma }}{\rho }\sqrt{1+M^2N^2y^2}\mathrm{sin}\theta sin\varphi \\ \frac{\chi y}{\mathrm{\Sigma }\rho }sin\theta cos\varphi & \frac{\rho }{\sqrt{\mathrm{\Delta }}}sin\theta sin\varphi & \rho cos\theta sin\varphi & \frac{\mathrm{\Sigma }}{\rho }\sqrt{1+M^2N^2y^2}sin\theta cos\varphi \\ 0& \frac{\rho }{\sqrt{\mathrm{\Delta }}}cos\theta & \rho sin\theta & 0\end{array}\right),$$
$`(26)`$
where

$$y^2=\frac{2N\sqrt{1+M^2}(1+N^2)}{4M^2N^2(1N^2)^2},$$

$$M=\frac{\chi }{\mathrm{\Sigma }\psi }sin\theta ,$$

$$N=\frac{\psi r}{\mathrm{\Sigma }}.$$

The second one satisfies Schwinger’s time gauge condition,

$$e_{(k)}^0=e_j^{(0)}=0,$$
$`(27a)`$
together with the weak field approximation

$$e_{(i)j}\eta _{ij}+\frac{1}{2}h_{ij},$$
$`(27b)`$
$$h_{ij}=h_{ji}.$$
$`(27c)`$
It is given by

$$e_{a\mu }^S=\left(\begin{array}{cccc}\frac{1}{\rho }\sqrt{\psi ^2+\frac{\chi ^2}{\mathrm{\Sigma }^2}sin^2\theta }& 0& 0& 0\\ \frac{\chi }{\mathrm{\Sigma }\rho }sin\theta sin\varphi & \frac{\rho }{\sqrt{\mathrm{\Delta }}}sin\theta cos\varphi & \rho cos\theta cos\varphi & \frac{\mathrm{\Sigma }}{\rho }sin\theta sin\varphi \\ \frac{\chi }{\mathrm{\Sigma }\rho }sin\theta cos\varphi & \frac{\rho }{\sqrt{\mathrm{\Delta }}}sin\theta sin\varphi & \rho cos\theta sin\varphi & \frac{\mathrm{\Sigma }}{\rho }sin\theta cos\varphi \\ 0& \frac{\rho }{\sqrt{\mathrm{\Delta }}}cos\theta & \rho sin\theta & 0\end{array}\right).$$
$`(28)`$
Considering (21) and (22) we calculate the gravitational energy contained within a surface enclosing the black hole, determined by a constant radius $`r_0`$, and then take the limit $`r_0r_+`$, both for $`e_{a\mu }^M`$ and for $`e_{a\mu }^S`$. The final expression arises as a function of the angular momentum per unit mass $`a`$.

By using (28) we find that the resulting energy expression, $`E[e_{a\mu }^S]`$, is precisely the same one obtained in Ref. , and therefore it agrees remarkably well with the expression of $`2M_{irr}`$ as a function of $`a`$. It reads

$$E[e_{a\mu }^S]=m\left[\frac{\sqrt{2p}}{4}+\frac{6pk^2}{4k}ln\left(\frac{\sqrt{2p}+k}{p}\right)\right],$$
$`(29)`$
where

$$p=1+\sqrt{1k^2},a=km,0k1.$$

The energy expression $`E[e_{a\mu }^M]`$ that is obtained by considering (26) deviates from $`M_{irr}`$. For values of $`a0.8m`$ we find that $`E[e_{a\mu }^M]>2m`$. However this value must be always less than or equal to $`2m`$. The expression is given by

$$E[e_{a\mu }^M]=\frac{m}{4}_0^\pi d\theta sin\theta [\sqrt{p^2+k^2cos\theta }+\frac{py}{\sqrt{p^2+k^2cos\theta }}$$

$$+\frac{2p^3y}{(p^2+k^2cos\theta )^{\frac{3}{2}}}\frac{y(p1)\sqrt{p^2+k^2cos\theta }}{2}].$$
$`(30)`$
Details will be presented elsewhere.

We will ascribe generality to the result above and assume that tetrads satisfying the time gauge condition (27a), together with (27b,c), yield the correct description of the gravitational energy.

The Poisson bracket (17) strongly suggestes that $`\mathrm{\Gamma }^{ik}`$ is related to the angular momentum of the gravitational field. In similarity with the definition of the gravitational energy-momentum, we assume that the gravitational angular momentum $`M^{ik}`$ is obtained from the integral form of the constraint equation $`\mathrm{\Gamma }^{ik}=0`$. Therefore we define

$$M^{ik}=d^3x\mathrm{\Pi }^{[ik]}$$

$$=d^3xke\left[g^{im}g^{kj}T_{mj}^0+(g^{im}g^{0k}g^{km}g^{0i})T_{mj}^j\right].$$
$`(31)`$
Considering the Kerr space-time, the evaluation of $`M^{ik}`$ out of (28) involves the evaluation of very intricate integrals. This issue is currently under investigation. Here we just mention that the application of (31) to the simple case of the metric associated to a thin, slowly rotating mass shell as described by Cohen yields the Newtonian expression for the angular momentum of the source. This result is obtained by integrating (31) over the whole three-dimensional space, and making use of the time gauge condition (27). It must be noted that such metric tensor corresponds to the asymptotic form of Kerr’s metric tensor in the limit of small angular momentum.

Although the time gauge condition is clearly important in analysis of the Hamiltonian formulation of tetrad type theories of gravity, its relevance in the context of the present investigation is not fully understood. The analysis of Refs.  was developed under the assumption of the time gauge condition, and as a consequence the teleparallel geometry was restricted to the three-dimensional spacelike hypersurface. By not assuming any a priori restriction on the tetrads the teleparallel geometry is extended to the four-dimensional space-time, and yet the time gauge condition continues to play a special role in the description of the energy of the gravitational field. The question regarding the relevance of the time gauge condition in the present analysis must be further investigated.

Acknowledgments J. F. da R. N., T. M. L. T. and K. H. C. B. are grateful to the Brazilian Agency CAPES for financial support.


text:
# Lomonosov’s Invariant Subspace Theorem for Multivalued Linear Operators

## 1. Introduction.

The Invariant Subspace Problem asks whether every linear operator $`h:YY`$ on an infinite dimensional topological vector space $`Y`$ has a nontrivial closed invariant subspace, i.e., a linear subspace $`M`$ of $`Y`$ such that $`M\{0\},`$ $`MY`$ and $`h(M)M`$ (for a survey and references see ). In general the answer is negative and the issue is to investigate the class of operators satisfying this property. It is known that every compact operator $`k`$ belongs to this class and so does every operator $`h`$ commuting with $`k:`$

$$hk=kh.$$

The famous Lomonosov’s invariant subspace theorem  states the following.

###### Theorem 1.1.

Suppose $`Y`$ is an infinite dimensional normed space, $`h`$ and $`k`$ are continuous linear operators, $`k`$ is compact, nonzero and commutes with $`h`$. Then $`h`$ has a nontrivial closed invariant subspace.

In this paper we generalize this result for multivalued linear operators. The theory of multivalued linear maps (linear relations) is well developed, see Cross  A multivalued map $`h:XY`$ between vector spaces is called a linear relation if

$$h(ax)=ah(x),h(x+y)=h(x)+h(y),$$

for all $`x,yX`$ and all $`a0.`$ We say that $`h,k:YY`$ commute if

$$hkkh.$$

For a linear relation $`h:YY,`$ a subspace $`M`$ of $`Y`$ is called $`h`$-weakly-invariant if for all $`xM`$

$$h(x)M\mathrm{}.$$

The idea of the proof of our main theorem below (Corollary 6.5) can be traced back to the original Lomonosov’s proof.

###### Theorem 1.2.

Suppose $`Y`$ is an infinite dimensional normed topological vector space, $`h`$ and $`k`$ are continuous linear relations with nonempty finite dimensional values, $`k`$ is compact and commutes with $`h`$, $`k^1(0)Y.`$ Then there is a nontrivial closed $`h`$-weakly-invariant subspace.

Invariant subspace theorems for linear relations provide tools for studying the Invariant Subspace Problem for single valued linear operators. We consider those in the last section.

All topological spaces are assumed to be Hausdorff, all maps are multivalued with nonempty values unless indicated otherwise, by normed (locally convex) spaces we understand infinite dimensional normed (locally convex) topological vector spaces over $`𝐂`$ or $`𝐑`$.

## 2. Preliminaries.

Let $`X`$ be a topological space. The a partition of unity is a collection of continuous functions $`\gamma =\{d_\alpha :\alpha A\}`$ satisfying

$$\underset{\alpha A}{}d_\alpha (x)=1,xX.$$

The partition $`\gamma `$ is called locally finite if the cover $`\gamma ^{}=\{d_\alpha ^1((0,1]):\alpha A\}`$ of $`X`$ is locally finite, and $`\gamma `$ is called subordinate to an open cover $`\omega `$ of $`X`$ if $`\gamma ^{}`$ refines $`\omega .`$

Let $`F:XY`$ be a multifunction (a set-valued map $`F:X2^Y`$), where $`X,Y`$ are topological spaces. We call $`F`$ lower-semicontinuous (l.s.c.) if $`F^1(B)=\{xX:F(x)B\mathrm{}\}`$ is open for any open $`B`$. We call $`F`$ upper-semicontinuous (u.s.c.) if $`F^1(B)`$ is closed for any closed $`B`$. Equivalently, for any $`xX`$ and an neighborhood $`V`$ of $`F(x),`$ there is a neighborhood $`U`$ of $`x`$ such that

$$yUF(y)V.$$

If $`F`$ is both u.s.c. and l.s.c. we call it continuous (in  “continuous” means l.s.c.). When $`X`$ and $`Y`$ are uniform spaces \[3, Chapter 8\] we say that $`F`$ is uniformly upper-semicontinuous (u.u.s.c.) if for any entourage $`V`$ in $`Y`$ there is an entourage $`U`$ in $`X,`$ such that for all $`x,yX,`$

$$xy+UF(x)F(y)+V.$$

We say that $`xX`$ is a fixed point of $`F:XX`$ if $`xF(x).`$ We say that a single-valued function $`g:XY`$ is a selection of $`F:XY`$ if $`g(x)F(x)`$ for all $`xX`$.

A topological space is called acyclic if its reduced Čech homology groups over the rationals are trivial. The set of all acyclic spaces includes convex subsets of locally convex spaces. A multivalued map $`F:XY`$ is called admissible (in the sense of Gorniewicz ) if it is closed valued u.s.c. and there exist a topological space $`Z`$ and two single-valued continuous maps $`p:ZX,q:ZY`$ such that for any $`xX,`$ (i) $`p^1(x)`$ is acyclic, and (ii) $`q(p^1(x))F(x).`$

###### Proposition 2.1.

\[4, Theorem IV.40.5, p. 200\] The composition of two admissible maps is admissible.

In the proof of his theorem Lomonosov used the Schauder fixed point theorem. Here we need its analogue for multivalued maps. We use a result that follows from the Lefschetz fixed point theory for admissible maps given in  (for further developments see ), although an appropriate version of the Kakutani fixed point theorem for compositions of convex valued maps would suffice.

###### Theorem 2.2.

\[4, Theorem IV.41.12, p. 207\] If $`X`$ is an acycic ANR, then $`X`$ has the fixed point property within the class of compact (i.e., with $`\overline{f(X)}`$ compact) admissible maps.

## 3. Approximation by Convex Combinations.

In this section we consider the approximations of multivalued maps by convex combinations in the spirit of Simonič .

Let $`X`$ be a topological space, $`Y`$ be a vector space and $`H`$ a collection of multivalued maps $`h:XY.`$ Given a partition of unity$`\gamma =\{d_\alpha :\alpha A\}`$ in $`X,`$ for any collection $`\{h_\alpha :\alpha A\}H,`$ we can define a new map $`h:XY`$ by

(3.1)
$$h(x)=\underset{\alpha A}{}d_\alpha (x)h_\alpha (x).$$

The set of all such $`h`$ we denote by $`Conv_\gamma (H).`$

Let $`\mathrm{\Delta }_n`$ denote the standard $`n`$-simplex. For any collection $`h_0,\mathrm{},h_n`$ and any $`(t_0,\mathrm{},t_n)\mathrm{\Delta }_n,`$ we define a new map $`h:XY`$ by

$$h(x)=\underset{i=0}{\overset{n}{}}t_ih_i(x).$$

The set of all such $`h`$ we denote by $`Conv(H).`$

###### Remark 3.1.

$`HConv(H)Conv_\gamma (H).`$

The following theorem generalizes Lemma 3.1 of Simonič .

###### Theorem 3.2 (Approximation).

Let $`X`$ be a paracompact uniform space and $`Y`$ be a locally convex space. Suppose $`s:XY`$ is u.u.s.c. map with convex values and $`H`$ is a collection of u.s.c. maps $`h:XY.`$ Suppose $`V`$ is a convex neighborhood of $`0`$ in $`Y`$ and for any $`xX`$ there is $`h_xH`$ such that

$$h_x(x)s(x)+V.$$

Then there exist a locally finite partition of unity $`\gamma `$ on $`X`$ and a map $`fConv_\gamma (H)`$ with values such that for all $`xX,`$

$$f(x)s(x)+3V.$$

###### Proof.

From the upper semicontinuity it follows that for each $`xX`$ there is a $`W_x`$ such that for any $`yW_x,`$

$$h_x(y)h_x(x)+V,\text{ and }s(x)s(y)+V.$$

Now applying these inclusions and the assumption of the theorem, we obtain the following: for any $`yW_x,`$

$$h_x(y)h_x(x)+Vs(x)+2Vs(y)+3V.$$

Consider the open cover of $`X`$ given by $`\omega =\{W_x:xX\}.`$ From Michael’s Lemma \[3, Theorem 5.1.9, p. 301\] it follows that there exists a locally finite partition of unity $`\gamma =\{d_\alpha :\alpha A\}`$ subordinate to $`\omega .`$ Then we have a locally finite open cover of $`X`$

$$\omega ^{}=\{U_\alpha =d_\alpha ^1((0,1]):\alpha A\}$$

that refines $`\omega ,`$ i.e., for each $`\alpha A`$ there is $`x(\alpha )X`$ such that $`U_\alpha W_{x(\alpha )}.`$

Fix $`yX.`$ Suppose $`\alpha A`$ and $`d_\alpha (y)>0.`$ Then $`yU_\alpha W_{x(\alpha )}.`$ Hence

$$h_{x(\alpha )}(y)s(y)+3V.$$

As $`s(y)`$ and $`V`$ are convex, so is the set $`s(y)+3V`$. Therefore a convex combination of $`h_{x(\alpha )}(y),\alpha A`$ is a well defined subset of $`s(y)+3V`$. Then the map $`f:XY`$ given by

$$f(y)=\underset{\alpha A}{}d_\alpha (y)h_\alpha (y)$$

is well defined and belongs to $`Conv_\gamma (H).`$

Simonič calls the functions $`d_\alpha `$ Lomonosov functions as the idea of this construction goes back to Lomonosov’s proof in . Observe also that this theorem implies the following well-known fact: any u.s.c. map with convex images from a compact metric space to a locally convex space can be approximated by continuous single-valued maps.

## 4. Fixed Points of Convex Combinations.

In this section we obtain a preliminary fixed point result.

###### Proposition 4.1.

Let X be a topological space, $`Y`$ a vector space, $`H`$ be a collection of maps $`h:XY,`$ $`r:YX`$ a map, $`\gamma `$ a locally finite partition of unity on $`X,`$ $`fConv_\gamma (H),`$ and suppose $`fr:YY`$ has a fixed point $`y_0.`$ Then there exists $`gConv(H)`$ such that $`y_0`$ is a fixed point of $`gr.`$

###### Proof.

We know that $`y_0fr(y_0).`$ Let $`Z=Graph(r)Y\times X,`$ $`p:Zy,q:ZX`$ be the projections. Then there is $`z_0Z`$ such that $`y_0=p(z_0)fq(z_0).`$ Assume that $`\gamma =\{d_\alpha :\alpha A\}`$ and suppose

$$f(x)=\underset{\alpha A}{}d_\alpha (x)h_\alpha (x),$$

where $`h_\alpha H.`$ Let $`x_0=q(z_0).`$ Suppose $`\{\alpha A:d_\alpha (x_0)>0\}=\{\alpha _0,\mathrm{},\alpha _n\},n0.`$ For $`i=0,\mathrm{},n,`$ let

$$t_i=d_{\alpha _i}(x_0),h_i=h_{\alpha _i}.$$

Then $`y_0fq(z_0)=f(x_0)=_{i=0}^nt_ih_i(x_0).`$ We have an element of $`Conv(H):`$

$$g(x)=\underset{i=0}{\overset{n}{}}t_ih_i(x),xX.$$

Consider

$$\begin{array}{cc}gq(z_0)\hfill & =_{i=0}^nt_ih_i(q(z_0))\hfill \\ & =_{i=0}^nd_{\alpha _i}(x_0)h_i(q(z_0))\hfill \\ & =_{\alpha A}d_{\alpha _i}(q(z_0))h_i(q(z_0))\hfill \\ & =fq(z_0)\hfill \\ & p(z_0)=y_0.\hfill \end{array}$$

Thus $`y_0`$ is a fixed point of $`gr.`$

If $`Y`$ is a topological vector space, we denote by $`F_c(X,Y)`$ the set of all u.s.c. maps $`F:XY`$ with compact convex values. Then all elements of $`F_c(X,Y)`$ are admissible provided $`Y`$ is locally convex.

###### Lemma 4.2.

$`Conv_\gamma (F_c(X,Y))F_c(X,Y).`$

###### Theorem 4.3 (Fixed Points).

Let $`Y`$ be a locally convex space, $`AY`$ closed convex, $`U`$ a closed neighborhood of $`A,`$ $`X`$ a paracompact uniform space. Let $`rF_c(U,X)`$, $`\overline{r(U)}`$ compact, $`HF_c(X,Y),`$ and

$$\overline{H(x)}A\mathrm{},\text{ for all }xX.$$

Then for any neighborhood $`W`$ of $`A`$, $`Conv(H)r`$ has a fixed point in $`W.`$

###### Proof.

Assume that there is a convex neighborhood $`V`$ of $`0`$ such that $`U=A+3VW`$ and for each $`xX,`$ there is $`h_xH`$ such that $`h_x(x)(A+1/2V)\mathrm{}.`$ Now, for each $`hH,`$ let

$$h^{}(x)=h(x)\overline{(A+1/2V)}$$

and let $`H^{}=\{h^{}:hH\}.`$ Then the set $`h^{}(x)`$ is nonempty by assumption, convex since $`Y`$ is locally convex, compact as the intersection of a compact set and a closed set. Also $`h^{}`$ is u.s.c. by \[3, 1.7.17(c)\]. Thus $`h^{}F_c(X,Y).`$ Now we apply Theorem 3.2 with $`s(x)=A`$ for all $`x`$ (by definition $`h_x^{}(x)s(x)+V).`$ Therefore there exists $`fConv_\gamma (H^{})`$ such that for all $`x,`$ $`f(x)s(x)+3V=U.`$ We know that $`r,f`$ are admissible. Therefore by Proposition 2.1, so is $`\phi =fr:UU`$ . Now $`r`$ is compact and $`U`$ is an ANR as a closed neighborhood in a locally convex space. Hence by Theorem 2.2, $`\phi `$ has a fixed point $`y_0UW.`$ Therefore by Proposition 4.1, there exists $`gConv(H)`$ such that $`y_0`$ is a fixed point of $`gr.`$

## 5. Properties of Linear Relations.

Throughout the rest of the paper we assume that $`X`$ and $`Y`$ are normed spaces.

###### Definition 5.1.

\[2, II.1.3, p. 25\] A multivalued map $`h:XY`$ is called a linear relation if it preserves nonzero linear combinations, i.e., for all $`x,yX,`$ all $`a,b𝐑\backslash \{0\},`$ we have

$$h(ax+by)=ah(x)+bh(y).$$

Then $`h(0)`$ is a linear subspace. The set of all linear relations will be denoted by $`LR(X,Y),`$ and $`LR(X,X)=LR(X).`$

###### Lemma 5.2.

\[2, Proposition I.2.8, p. 7\] If $`TLR(X,Y)`$, $`xX,`$ then

$$T(x)=y+T(0),\text{ for any }yT(x).$$

We will concentrate on the following classes of linear relations:

$`LR_0(X,Y)`$ $`=\{hLR(X,Y):h\text{ is continuous, }dimh(0)<\mathrm{}\},`$
$`LR_0(Y)`$ $`=LR_0(Y,Y).`$
Of course, all bounded linear operators belong to $`LR_0(X,Y).`$

For a linear relation $`TLR_0(X,Y),`$ let $`Q_T`$ denote the natural quotient map with domain $`X`$ and null space $`T(0)`$ \[2, p. 25\].

###### Lemma 5.3.

If $`SLR_0(X,Y),`$ $`TLR_0(Y,Z),`$ then $`TSLR_0(X,Z).`$

###### Proof.

$`Q_TT:S(0)Z/T(0)`$ is a linear operator, so $`dimQ_TTS(0)<\mathrm{}`$. Now $`dimT(0)<\mathrm{}`$ implies $`dimTS(0)<\mathrm{}.`$

###### Definition 5.4.

 A linear relation $`TLR_0(X,Y)`$ is called bounded (compact) if the single valued operator $`Q_TT`$ is bounded (compact), i.e., it maps a bounded set into a bounded (compact) set.

By Proposition II.3.2(a) in \[2, p. 33\], every element of $`LR_0(X,Y)`$ is bounded.

###### Lemma 5.5.

Suppose $`Y`$ is normed. Then $`TLR_0(X,Y)`$ is compact if and only if for any bounded $`BX,`$ there is a compact set $`CY`$ such that $`T(B)C+T(0).`$ Moreover $`C`$ can be chosen such that $`T(x)C\mathrm{}`$ for all $`xB`$.

###### Proof.

The “if” part is obvious. Next, if $`Q_TT:XZ=Y/T(0)`$ is a compact linear operator, then for any bounded $`BX,`$ there is a compact $`DZ`$ such that $`Q_TT(B)D.`$ Now since $`T(0)`$ is a finite dimensional subspace of a normed space, it is topologically complemented, i.e., $`Y`$ is homeomorphic to $`ZT(0).`$ Then $`C=D\{0\}`$ is compact in $`Y`$ and $`T(B)C+T(0)`$. ∎

###### Theorem 5.6.

Suppose $`hLR_0(X,Y)`$ and $`kLR_0(Y,Z)`$ is compact. Then $`hkLR_0(X,Z)`$ is compact.

###### Proof.

Let $`A`$ be a bounded subset of $`X.`$ Then by Lemma 5.5, $`k(A)C+k(0),`$ where $`C`$ is compact. Therefore $`hk(A)h(C)+hk(0).`$ It is easy to show that there is a bounded set $`D`$ in $`Z`$ such that $`h(C)=D+h(0).`$ Let $`h^{}(x)=h(x)\overline{D}.`$ Then $`h^{}(x)`$ is compact as $`h(x)`$ is finite dimensional. In particular, $`h^{}(x)`$ is closed, so by \[3, 1.7.17(c)\], $`h^{}=h\overline{D}`$ is u.s.c.. Therefore $`h(C)\overline{D}=h^{}(C)`$ is compact in $`Z`$ by \[4, Proposition II.14.9, p. 69\]. But $`Dh^{}(C),`$ hence $`D`$ is precompact. Thus

$$hk(A)h(C)+hk(0)=D+h(0)+hk(0)=D+hk(0),$$

where $`D`$ is precompact, so $`hk`$ is compact by Lemma 5.5. ∎

Therefore compact relations constitute a left ideal in $`LR_0(Y).`$

We call $`GLR(Y)`$ a semialgebra if it is closed under nonzero linear combinations and compositions. The above lemma implies that $`LR_0(Y)`$ is a semialgebra. We define the commutant of $`h`$ as

$$Comm(h)=\{fLR_0(Y):f\text{ commutes with }h\}.$$

###### Lemma 5.7.

If $`hLR(Y)`$ then $`Comm(h)`$ is a semialgebra.

###### Proof.

First, $`Comm(h)`$ is closed under linear combinations. Indeed, for $`f,f^{}Comm(h),`$ $`a,b𝐑\backslash \{\mathrm{𝟎}\},`$ we have

$$h(af+bf^{})=ahf+bhf^{}afh+bf^{}h=(af+bf^{})h.$$

Second, if $`f,g`$ both commute with $`h,`$ then $`u=gf`$ commutes with $`h.`$ Indeed

$$hu=hgfghfgfh=uh.$$

## 6. Invariant Subspaces of Linear Relations.

###### Lemma 6.1.

Suppose $`GLR(Y)`$ is a semialgebra. Then for any $`uY`$, $`G(u)\{0\}`$ is a linear subspace of $`Y`$.

###### Proof.

Let $`x,yG(u),`$ then $`xf(u),yf^{}(u)`$ for some $`f,f^{}G.`$ Suppose $`a,b𝐑\backslash \{\mathrm{𝟎}\}`$ and let $`g=af+bf^{}G.`$ Then

$$ax+byaf(u)+bf^{}(u)=g(u)G(u).$$

###### Lemma 6.2.

Suppose $`RLR(Y).`$ Then

$$Fix(R)=\{xY:xR(x)\}$$

is a linear subspace of $`Y.`$

###### Proof.

Let $`a,b𝐑\backslash \{0\},x,yFix(R).`$ Then $`ax+byaR(x)+bR(y)=R(ax+by),`$ so $`ax+byFix(R).`$

###### Lemma 6.3.

Suppose $`hLR(Y),RComm(h)`$ and $`h(0)R(0).`$ Then $`M=Fix(R)`$ is $`h`$-weakly-invariant.

###### Proof.

Let $`xM=Fix(R).`$ Then $`A=h(x)hR(x)Rh(x)=R(A).`$ In particular, there is some $`zA`$ such that $`R(z)A\mathrm{}.`$ Suppose $`yR(z)A.`$ Now we use Lemma 5.2, as follows:

$$zA=h(x)=y+h(0)y+R(0)=R(z).$$

Hence $`zFix(R)=M`$, so $`h(x)M\mathrm{}.`$

The main results of this paper are given below.

###### Theorem 6.4 (Weakly Invariant Subspaces).

Suppose $`Y`$ is a normed space, $`hLR(Y)`$, $`GComm(h)`$ is a semialgebra, $`kComm(h)`$ is compact and $`k^1(0)Y.`$ Suppose that for all $`gG,`$ $`h(0)gk(0).`$ Then there exists a nontrivial closed linear subspace $`MY`$ such that

| either | (1) $`M`$ is $`G`$-invariant, |
| --- | --- |
| or | (2) $`M`$ is finite-dimensional and $`h`$-weakly-invariant. |

###### Proof.

For each $`uY,`$ $`G(u)`$ is $`G`$-invariant. Indeed, suppose $`xG(u)`$ and $`gG.`$ Then $`xf(u)`$ for some $`fG.`$ Therefore $`gfG`$ and $`g(x)gf(u)G(u).`$ Suppose now that $`Q=G(u_0)`$ is not dense in $`Y`$ for some $`u_0Y\backslash \{0\}.`$ Then we can assume that $`Q\{0\},`$ because otherwise $`span\{u_0\}`$ is $`G`$-invariant. Then $`M=\overline{Q}=\overline{Q\{0\}}`$ is the desired subspace. First, $`L=Q\{0\}`$ is a linear subspace of $`Y`$ by Lemma 6.1. Second, since every $`fG`$ is u.s.c., $`f(Q)Q`$ implies $`f(\overline{Q})\overline{Q}.`$ Hence $`M`$ is $`G`$-invariant.

Assume now that $`G(y)`$ is dense in $`Y`$ for each $`yY\backslash \{0\}.`$ Since $`k`$ is u.s.c., $`k^1(0)`$ is closed. Therefore we can choose a closed convex neighborhood $`UY`$ of some $`bY\backslash \{0\}`$ such that $`0U`$ and $`UY\backslash k^1(0).`$ In addition we have

(\*)
$$b\overline{G(y)},\text{ for all }yY\backslash \{0\}.$$

Now we apply Theorem 4.3 with $`X=Y\backslash \{0\},`$ $`A=\{b\}`$ as follows. We let $`H=\{gU:gG\}.`$ Then $`HF_c(Y).`$ We can also rewrite (*6) as

$$\overline{H(x)}A\mathrm{},\text{ for all }xY\backslash \{0\}.$$

By Lemma 5.5, there is a compact $`CY`$ such that $`k(x)C\mathrm{}.`$ Let $`r=kCF_c(Y,Y)`$. Since $`k`$ is compact, $`r(U)`$ is precompact. Therefore by Theorem 4.3, for any neighborhood $`W`$ of $`b,`$ $`Conv(H)r`$ has a fixed point in $`W.`$ Therefore there is $`gConv(G)G`$ such that $`R=gk`$ has a fixed point $`y_00.`$ Thus

$$M=Fix(R)\{0\}.$$

Now $`RComm(h)`$ (Lemma 5.7), $`M`$ is a linear subspace of $`Y`$ (Lemma 6.2), and $`M`$ is $`h`$-invariant (Lemma 6.3).

Suppose now that $`BM`$ is a bounded neighborhood of $`0`$. Since $`R`$ is compact by Theorem 5.6, we have $`BR(B)C+R(0),`$ where $`C`$ is compact and $`R(0)`$ is finite dimensional. Therefore $`M`$ is finite dimensional. ∎

###### Corollary 6.5.

Suppose $`Y`$ is a normed space, $`hLR_0(Y)`$, $`kComm(h)`$ is compact and $`k^1(0)Y.`$ Then there exists a nontrivial closed $`h`$-weakly-invariant subspace $`MY`$ .

###### Proof.

Let

$$G=\{P(h):P\text{ is a polynomial without constant term}\}.$$

Then $`GComm(h)`$ and $`G`$ is a semialgebra. To check the rest of the conditions of the theorem, observe that since $`0k(0),`$ we have $`h^n(0)h^nk(0)`$ for all $`n0.`$ Therefore $`h(0)h^n(0)h^nk(0)`$ for all $`n1,`$ so that $`h(0)P(h)(0)`$ for any polynomial $`P`$ without constant term. Thus for all $`gG,`$ $`h(0)gk(0).`$ Therefore by the theorem there is a nontrivial closed linear subspace $`MY`$ which is either $`G`$-invariant or $`h`$-weakly-invariant. Since $`hG,`$ $`M`$ is $`h`$-weakly-invariant. ∎

###### Remark 6.6.

When both $`h`$ and $`k`$ are single valued, the corollary reduces to Lomonosov’s Theorem 1.1. The corollary is vacuous when $`h`$ is single-valued while $`k`$ is not, because $`hkkh`$ implies that $`k(0)`$ is a finite-dimensional $`h`$-invariant subspace. Yet in the next section we will obtain some applications of Theorem 6.4 to linear operators.

## 7. Applications to Invariant Subspaces of Linear Operators.

In this section we generalize a well known corollary to Lomonosov’s Theorem 1.1.

###### Lemma 7.1.

Suppose $`h,kLR(Y).`$ Then

$$G=\{gComm(h):h(0)gk(0)\}$$

is a semialgebra.

###### Proof.

By Lemma 5.7 $`Comm(h)`$ is a semialgebra, so we need only to consider the following. (1) Suppose $`h(0)fk(0)`$ and $`h(0)gk(0),`$ $`a,b𝐂\backslash \{\mathrm{𝟎}\}.`$ Then $`h(0)afk(0)+bgk(0)=(af+bg)k(0)`$ because $`h(0)`$ is a linear subspace. Thus $`G`$ is closed under nonzero linear combinations. (2) Suppose $`h(0)fk(0),`$ $`g`$ commutes with $`h.`$ Now since $`0g(0),`$ we have

$$h(0)hg(0)gh(0)gfk(0).$$

Hence $`G`$ is closed under compositions. ∎

Suppose $`Y`$ is a space over $`𝐂.`$ Given $`hLR(Y),`$ its eigenvalue $`\lambda 𝐂`$ and eigenvector $`u0`$ satisfy

$$\lambda uh(u)$$

(or $`\mathrm{ker}(\lambda Idh)\{0\}).`$ The eigenspace of $`h`$ corresponding to $`\lambda `$ is given by

$$E_{h\lambda }=\{uY:\lambda uh(u)\}.$$

###### Lemma 7.2.

If $`hLR(Y)`$ is u.s.c. then $`E_{h\lambda }`$ is a closed linear subspace.

###### Proof.

The set $`E_{h\lambda }=(\lambda Idh)^1(0)`$ is closed because $`h`$ is u.s.c.. ∎

The next lemma is obvious, see \[2, Chapter 6\].

###### Lemma 7.3.

Let $`E`$ be a finite dimensional space over $`𝐂.`$ Then any $`hLR_0(E)`$ has an eigenvector.

We say that the maps $`h`$,$`k:YY`$ strictly commute if

$$kh=hk.$$

###### Theorem 7.4 (Invariant Subspaces).

Let $`Y`$ be a normed space over $`𝐂,`$ $`hLR(Y)`$ is u.s.c., for any $`\lambda 𝐂,`$ $`\lambda Id`$ is not a selection of $`h`$, $`kComm(h)`$ compact, $`k^1(0)Y.`$ If a linear operator $`f:YY`$ strictly commutes with $`h`$ and $`h(0)fk(0),`$ then there is a nontrivial closed $`f`$-invariant subspace.

###### Proof.

By Lemma 7.1

$$G=\{gComm(h):h(0)gk(0)\}$$

is a semialgebra. Therefore by Theorem 6.4 there is a nontrivial closed subspace $`M`$ that is either (1) $`G`$-invariant or (2) finite-dimensional and $`h`$-weakly-invariant. In case of (1) $`M`$ is $`f`$-invariant because $`fG.`$ Consider (2). If $`h^{}=hM:MM`$ then $`h^{}`$ is a linear relation with nonempty values. Then by Lemma 7.3, $`h^{}`$ has an eigenvector corresponding to some $`\lambda 𝐂`$. Therefore the eigenspace $`N=E_{h\lambda }`$ is nonzero, closed and not equal to the whole $`Y.`$ Then for each $`xN,`$ we have

$$\lambda f(x)=f(\lambda x)fh(x)=hf(x).$$

Hence $`f(x)N.`$

The following result involves only single valued operators.

###### Corollary 7.5.

Let $`Y`$ be a normed space over $`𝐂,`$ $`N`$ be a finite dimensional subspace of $`Y,`$ $`f,h,k:YY`$ bounded linear operators. Suppose for any $`\lambda 𝐂,`$ $`h\lambda Id`$, $`k`$ is nonzero compact. Suppose also that

| (1) $`fh=hf,`$ |
| --- |
| (2) $`hkkhN,`$ |
| (3) $`h(N)N.`$ |

Then there is a nontrivial closed $`f`$-invariant subspace.

###### Proof.

Apply the above theorem to the linear relation $`k+N.`$