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# Examples of one-parameter automorphism groups of UHF algebras

## 1 Introduction

B. Blackadar  constructed for the first time an example of a symmetry (or an automorphism of period two) of the CAR algebra (or the UHF algebra of type $`2^{\mathrm{}}`$) whose fixed point algebra is not AF (or approximately finite-dimensional). This was soon extended to produce an example of finite-group actions on UHF algebras whose fixed point algebras are not AF  and then of compact-group actions . Note that these examples can now be obtained as corollaries  to the classification results for certain amenable $`C^{}`$-algebras started by G.A. Elliott  and extended by himself and many others (see e.g. ).

In the same spirit we present yet other examples, this time, of one-parameter automorphism groups of UHF algebras, which do not seem to follow as a consequence from the above general results. Before stating what kind of examples they are we first recall the subject from .

Let $`A`$ be a UHF algebra (or more generally, a simple AF $`C^{}`$-algebra) and let $`\alpha `$ be a one-parameter automorphism group of $`A`$. We always assume that $`t\alpha _t(x)`$ is continuous for each $`xA`$ and denote by $`\delta =\delta _\alpha `$ the (infinitesimal) generator of $`\alpha `$:

$$\delta (x)=\underset{t0}{lim}(\alpha _t(x)x)/t,x𝒟(\delta ),$$

where the domain $`𝒟(\delta )`$ of $`\delta `$ is the set of $`xA`$ for which the limit exists. Then $`𝒟(\delta )`$ is a dense \*-subalgebra of $`A`$ and $`\delta `$ is a \*-derivation of $`𝒟(\delta )`$ into $`A`$. We equip $`𝒟(\delta )`$ with the norm $`_\delta `$:

$$x_\delta =\left(\begin{array}{cc}x& \delta (x)\\ 0& x\end{array}\right)_{M_2A},$$

by which $`𝒟(\delta )`$ is a Banach \*-algebra. We note that the $`C^{}`$-algebra $`A`$ can be recovered as the universal $`C^{}`$-algebra of $`𝒟(\delta )`$ and that the self-adjoint part of $`𝒟(\delta )`$ is closed under $`C^{\mathrm{}}`$ functional calculus. Let us say that a Banach \*-algebra (or a $`C^{}`$-algebra) $`D`$ is AF if $`D`$ has an increasing sequence $`(D_n)`$ of finite-dimensional \*-subalgebras such that the union $`_nD_n`$ is dense in $`D`$.

If $`\alpha _t`$ is given as $`\text{Ad}e^{ith}`$ with some $`h=h^{}A`$, then $`\alpha `$ is called inner and the generator $`\delta _\alpha `$ is defined on the whole of $`A`$ and is given by $`\text{ad}ih`$. If $`\alpha `$ is obtained as the limit (pointwise on $`A`$ and uniformly on compact subsets of R) of inner one-parameter automorphism groups, then $`\alpha `$ is called approximately inner.

For a one-parameter automorphism group $`\alpha `$ of the UHF algebra $`A`$ with generator $`\delta _\alpha `$ we quote the following two results of S. Sakai :

###### Theorem 1.1

The Banach \*-algebra $`𝒟(\delta _\alpha )`$ contains an AF Banach \*-subalgebra $`B`$ such that $`B`$ is dense in $`A`$ under the embedding $`𝒟(\delta _\alpha )A`$.

###### Theorem 1.2

If $`𝒟(\delta _\alpha )`$ is AF, then $`\alpha `$ is approximately inner.

The condition of Theorem 1.2 was satisfied for all the known examples so far and the core problem (, 4.5.10), as a possible solution to the Powers-Sakai conjecture (, 4.5.9), asks whether this is true for all one-parameter automorphism groups of UHF algebras. We will give an example which shows this is not the case; we construct an approximately inner one-parameter automorphism group $`\alpha `$ such that $`𝒟(\delta _\alpha )`$ is not AF (see 2.1). The property we use to conclude this is real rank .

So far we know of no examples of one-parameter automorphism groups $`\alpha `$ of UHF algebras such that $`𝒟(\delta _\alpha )`$ contains no maximal abelian $`C^{}`$-subalgebra (masa) of $`A`$. But we will present another example which shows that $`𝒟(\delta _\alpha )`$ need not contain a canonical AF masa of $`A`$ even though $`𝒟(\delta _\alpha )`$ is AF (see 3.4). (We call an abelian $`C^{}`$-subalgebra $`C`$ of $`A`$ a canonical AF masa if there exists an increasing sequence $`(A_n)`$ of finite-dimensional $`C^{}`$-subalgebras of $`A`$ such that $`A=\overline{_nA_n}`$ and $`CA_nA_{n1}^{}`$ is a masa of $`A_nA_{n1}^{}`$ for all $`n`$ with $`A_0=0`$.) As will be shown in 3.1, this is equivalent to the property that any inner perturbation of $`\alpha `$ is not AF locally representable. (We call $`\alpha `$ AF locally representable if there exists an increasing sequence $`(A_n)`$ of finite-dimensional $`C^{}`$-subalgebras of $`A`$ with dense union such that $`\alpha `$ leaves each $`A_n`$ invariant and thus $`\alpha |A_n`$ is inner. In this case there is a canonical AF masa $`C`$ associated with $`(A_n)`$ such that $`\delta _\alpha |C=0`$, and the union $`_nA_n`$ is a core for the generator $`\delta _\alpha `$ and thus $`𝒟(\delta _\alpha )`$ is AF.) In our example, if $`\alpha `$ is periodic, we use the property that the fixed point algebra $`A^\alpha `$ is not AF to conclude that $`D(\delta _\alpha )`$ contains no canonical AF masa. If $`\alpha `$ is not periodic, we instead use the property that for some unitary $`u`$ in $`𝒟(\delta _\alpha )`$ with $`\delta _\alpha (u)0`$ there is no continuous path $`(u_t)`$ of unitaries between $`u`$ and $`1`$ such that $`\delta _\alpha (u_t)0`$.

To sum up let us state three properties for $`\alpha `$:

(1) $`𝒟(\delta _\alpha )`$ contains a canonical AF masa.

(2) $`𝒟(\delta _\alpha )`$ is AF.

(3) $`\alpha `$ is approximately inner.

Then $`(1)(2)(3)`$ but $`(1)\Leftarrow ̸(2)\Leftarrow ̸(3)`$.

## 2 A generator whose domain is not AF

###### Theorem 2.1

Let $`A`$ be a non type I simple AF algebra. Then there exists an approximately inner one-parameter automorphism group $`\alpha `$ of $`A`$ such that the domain $`𝒟(\delta _\alpha )`$ is not AF.

Proof. Let $`(A_n)`$ be an increasing sequence of finite-dimensional $`C^{}`$-subalgebras of $`A`$ such that $`A=\overline{_nA_n}`$ and let $`A_n=_{j=1}^{k_n}A_{nj}`$ be the direct sum decomposition of $`A_n`$ into full matrix algebras $`A_{nj}`$. Since $`K_0(A_n)\text{Z}^{k_n}`$, we obtain a sequence of $`K_0`$ groups:

$$\text{Z}^{k_1}\stackrel{\chi _1}{}\text{Z}^{k_2}\stackrel{\chi _2}{}\mathrm{},$$

where $`\chi _n`$ is the positive map of $`K_0(A_n)=\text{Z}^{k_n}`$ into $`A_{n+1}=\text{Z}^{k_{n+1}}`$ induced by the embedding $`A_nA_{n+1}`$. Since $`K_0(A)`$ is a simple dimension group other than Z, we may assume that all $`\chi _n(i,j)3`$.

By using $`(A_n)`$ we will express $`A`$ as an inductive limit of $`C^{}`$-algebras $`A_nC[0,1]`$. First we define a homomorphism $`\phi _{n,ij}`$ of $`A_{nj}C[0,1]`$ into $`A_{nj}M_{\chi _n(i,j)}C[0,1]`$, with $`M_k`$ the full $`k`$ by $`k`$ matrix algebra, as follows:

$$\phi _{n,ij}(x)(t)=x(t)_{\mathrm{}=0}^{\chi _n(i,j)2}x(\frac{t+\mathrm{}}{\chi _n(i,j)1}),$$

in particular $`\phi _{n,ij}(x)`$ is of diagonal form in the matrix algebra over $`A_{nj}C[0,1]`$. (In the above definition of $`\phi _{n,ij}`$, the variable $`t`$ inside the summands after the first could be removed if we assumed that $`\mathrm{min}_{ij}\chi _n(i,j)\mathrm{}`$.) Then on the embedding of

$$_{j=1}^{k_n}A_{nj}M_{\chi _n(i,j)}C[0,1]$$

in the natural way into $`A_{n+1,i}C[0,1]`$, $`(\phi _{n,ij})`$ defines an injective homomorphism $`\phi _n:A_nC[0,1]A_{n+1}C[0,1]`$. Then it follows that the inductive limit of the sequence $`(A_nC[0,1],\phi _n)`$ is isomorphic (as we shall explain) to the given $`C^{}`$-algebra $`A`$; we have thus expressed $`A`$ as $`\overline{_nB_n}`$ where $`B_n=A_nC[0,1]B_{n+1}`$.

This isomorphism follows from Elliott’s result  by checking that the inductive limit $`C^{}`$-algebra is simple and of real rank zero  and has the right K-theoretic data, these properties being consequences of the condition $`\chi _n(i,j)3`$ and the special form of $`\phi _{n,ij}`$. (As a matter of fact, the proof that the inductive limit is AF is about the same as the proof that it has real rank zero, since both of these facts follow by showing that the canonical self-adjoint element $`x_n1C[0,1]B_n`$, see below, can be approximated by self-adjoint elements with finite spectra in $`A(A_n1)^{}`$.)

We will define a one-parameter automorphism group $`\alpha `$ of $`A`$ with the property $`\alpha _t(B_n)=B_n`$. First we define a sequence $`(H_n)`$ with self-adjoint $`H_nA_n1B_n`$ inductively. Let $`H_1A_11B_1`$ and let $`H_n=H_{n1}+_i_jh_{n,ij}`$, where $`h_{n,ij}`$ is a self-adjoint diagonal matrix of $`M_{\chi _{n1}(i,j)}`$ which is identified with a $`C^{}`$-subalgebra of $`B_n`$ by

$$M_{\chi _{n1}(i,j)}1M_{\chi _{n1}(i,j)}1A_{n1,j}M_{\chi _{n1}(i,j)}1B_n.$$

We define $`\alpha _t|B_n`$ by $`\text{Ad}e^{itH_n}|B_n`$. Since $`\alpha _t|B_n=\text{Ad}e^{itH_{n+1}}|B_n`$ from the definition of $`H_{n+1}`$, $`(\alpha _t|B_n)`$ defines a one-parameter automorphism group $`\alpha `$ of $`A`$. Let $`x`$ be the identity function on the interval $`[0,1]`$ and let $`x_n=1x1C[0,1]B_n`$. Then we have that $`\alpha _t(x_n)=x_n,t\text{R}`$, or $`\delta (x_n)=0`$ for the generator $`\delta `$ of $`\alpha `$.

Note that $`𝒟(\delta )`$ contains $`_nB_n`$. Since $`(1\pm \delta )_nB_n=_nB_n`$ and $`(1\pm \delta )xx`$ for $`x𝒟(\delta )`$, it follows that $`_nB_n`$ is a core for $`\delta `$, i.e., $`_nB_n`$ is dense in the Banach \*-algebra $`𝒟(\delta )`$. See  for details.

If $`𝒟(\delta )`$ is AF, then for any $`h𝒟(\delta )_{sa}=\{yD(\delta );y=y^{}\}`$ there exists a sequence $`(h_n)`$ in $`𝒟(\delta )_{sa}`$ such that $`\text{Sp}(h_n)`$ is finite and $`hh_n_\delta 0`$. (We can further impose, without difficulty, the condition on $`(h_n)`$ that $`\text{Sp}(h_n)`$ is a subset of the smallest closed interval containing $`\text{Sp}(h)`$.) Here we note that the spectrum of $`h_n`$, $`\text{Sp}(h_n)`$, may be computed in $`𝒟(\delta )`$ or in $`A`$ since they are the same. (If $`y𝒟(\delta )`$ is invertible in $`A`$, then it follows that $`y^1𝒟(\delta )`$ and $`\delta (y^1)=y^1\delta (y)y^1`$.) In this case we may say that the Banach \*-algebra $`𝒟(\delta )`$ has real rank zero as in the case of $`C^{}`$-algebras . What we will do is show that $`𝒟(\delta )`$ does not have real rank zero for certain $`\alpha `$ (and hence has real rank one, by defining real rank for $`𝒟(\delta )`$ as in ).

We fix $`H_1`$ and all $`h_{n,ij}`$ except for $`h_{n,11}`$. We will inductively define $`h_{n,11}`$ to be of the form

$$a_n0\mathrm{}01M_{\chi _{n1}(1,1)}1A_{n1}C[0,1]$$

with $`a_n>0`$, to make sure that no $`x_n`$ can be approximated by self-adjoint elements with finite spectra in $`𝒟(\delta )`$.

Let $`P_n`$ be the identity of $`B_{n1}=A_{n1}C[0,1]`$ and let $`Q_n`$ be the projection

$$10\mathrm{}01M_{\chi _{n1}(1,1)}1B_{n1}.$$

Let $`(ϵ_m)`$ be a strictly decreasing sequence of positive numbers such that $`ϵ_13/5`$. We shall construct a sequence $`(a_n)`$ such that if $`h=h^{}B_{m+1,1}`$ satisfies that $`0h1,\mu (\text{Sp}(h))<ϵ_{m+1}`$, and $`hx_nP_{m+1}<1/5`$ for some $`nm`$, then $`\delta (h)>1`$, where $`\mu `$ denotes Lebesgue measure on R. (Here we have imposed the condition $`0h1`$, which does not cause any loss of generality.) This in particular shows that if $`h=h^{}A`$ with $`0h1`$ belongs to $`_nB_n`$ and satisfies that $`\text{Sp}(h)`$ is finite and $`x_nh<1/5`$ for some $`n`$, then $`\delta (h)>1`$. We will discuss later how to remove the condition $`h_nB_n`$ in this statement.

Let $`m=1`$ and choose $`a_1`$ arbitrarily. If $`hB_{2,1}`$ with $`0h1,\mu (\text{Sp}(h))<ϵ_2`$, and $`\delta (h)1`$, then

$`\delta (h)`$ $``$ $`Q_2[iH_1+{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}ih_{2,ij},h](1Q_2)`$
$``$ $`a_2Q_2h(1Q_2)2H_1{\displaystyle \underset{j=2}{\overset{k_1}{}}}h_{2,1j}`$
since $`Q_2h_{2,11}=a_2Q_2`$ and $`Q_2h_{2,ij}=0`$ for $`(i,j)(1,1)`$. If $`a_2`$ is sufficiently large, then

$$Q_2h(1Q_2)<\frac{ϵ_1ϵ_2}{4\xi _2},$$

where $`\xi _n`$ is defined by $`A_{n,1}M_{\xi _n}`$. If $`\stackrel{~}{h}=Q_2hQ_2+(1Q_2)h(1Q_2)`$, then we have that

$$h\stackrel{~}{h}<\frac{ϵ_1ϵ_2}{2\xi _2}.$$

Since $`hA_{2,1}C[0,1]`$, there are at most $`\xi _2`$ eigenvalues of $`h(t)`$ for each $`t[0,1]`$. Thus $`\text{Sp}(h)`$ consists of at most $`\xi _2`$ closed intervals. Since

$$\text{Sp}(\stackrel{~}{h})\text{Sp}(h)+[h\stackrel{~}{h},h\stackrel{~}{h}],$$

we obtain that

$$\mu (\text{Sp}(\stackrel{~}{h}))<ϵ_2+2\xi _2h\stackrel{~}{h}<ϵ_13/5,$$

which, in particular, implies that $`\mu (\text{Sp}(Q_2hQ_2))<3/5`$. On the other hand, if $`x_1P_2h<1/5`$, then $`x_1Q_2Q_2hQ_2<1/5`$, which implies that

$`Q_2h(0)Q_2`$ $`<`$ $`1/5`$
$`Q_2Q_2h(1)Q_2`$ $`<`$ $`1/5.`$
Since $`t\text{Sp}(Q_2h(t)Q_2)`$ is continuous in a certain well-known sense, it follows that $`\text{Sp}(Q_2hQ_2)`$ strictly contains $`[1/5,4/5]`$, and so $`\mu (\text{Sp}(Q_2hQ_2))>3/5`$. This contradiction completes the proof for the case $`m=1`$.

Suppose that $`a_1,\mathrm{},a_m`$ are chosen in such a way that the conditions for $`hB_{n+1,1}`$ with $`n<m`$ are satisfied. Let $`hB_{m+1,1}`$ be such that $`0h1`$, $`\mu (\text{Sp}(h))<ϵ_{m+1}`$, and $`\delta (h)1`$. Then as before we have that

$`\delta (h)`$ $``$ $`Q_{m+1}\delta (h)(1Q_{m+1})`$
$``$ $`a_{m+1}Q_{m+1}h(1Q_{m+1})2H_m{\displaystyle \underset{j=2}{\overset{k_{m+1}}{}}}h_{m+1,1j}.`$
We choose $`a_{m+1}`$ in such a way that $`\delta (h)1`$ implies that

$$Q_{m+1}h(1Q_{m+1})<\frac{ϵ_mϵ_{m+1}}{4\xi _{m+1}}.$$

Then for $`\stackrel{~}{h}=Q_{m+1}hQ_{m+1}+(1Q_{m+1})h(1Q_{m+1})`$ we have that

$$h\stackrel{~}{h}<\frac{ϵ_mϵ_{m+1}}{2\xi _{m+1}}.$$

Since $`\text{Sp}(h)`$ consists of at most $`\xi _{m+1}`$ connected components and $`\mu (\text{Sp}(h))<ϵ_{m+1}`$, it follows that $`\mu (\text{Sp}(\stackrel{~}{h}))<ϵ_m`$. If $`x_nP_{m+1}h<1/5`$ for some $`n<m+1`$, then

$$Q_{m+1}x_nQ_{m+1}hQ_{m+1}<1/5.$$

If $`n=m`$, then by using that $`Q_{m+1}x_m(0)=0`$ and $`Q_{m+1}x_m(1)=Q_{m+1}`$ we can reach a contradiction as before. If $`n<m`$, then since $`\phi _m`$ restricts to an isomorphism of $`B_{m1}=A_{m1}C[0,1]`$ onto $`Q_{m+1}B_{m+1,1}Q_{m+1}`$ mapping $`x_nP_m`$ into $`x_nQ_{m+1}`$, the pre-image $`kB_{m1}`$ of $`Q_{m+1}hQ_{m+1}`$ satisfies that $`0k1,\mu (\text{Sp}(k))<ϵ_m`$, $`\delta (k)1`$, and $`x_nP_mk<1/5`$. Thus this would be a contradiction by the induction hypothesis.

Thus we have shown that if $`h=h^{}_nB_n`$ has finite spectrum in $`[0,1]`$ and $`hx_n<1/5`$ for some $`n`$ then $`\delta (h)>1`$.

Let $`h=h^{}𝒟(\delta )`$ be such that $`\text{Sp}(h)`$ is a finite subset of $`[0,1]`$. Since $`_nB_n`$ is a core for $`\delta `$ (or $`_nB_n`$ is dense in $`𝒟(\delta )`$), we obtain a sequence $`(h_n)`$ in $`_nB_n`$ such that $`hh_n0`$ and $`\delta (h)\delta (h_n)0`$. Obviously we may suppose that $`h_n=h_n^{}`$. If $`\text{Sp}(h)=\{\lambda _1,\lambda _2,\mathrm{},\lambda _k\}`$ and $`ϵ>0`$ is smaller than any $`|\lambda _i\lambda _j|/2`$ with any $`ij`$, $`\text{Sp}(h_n)`$ is covered by the disjoint union of the $`ϵ`$-neighborhoods of $`\lambda _1,\lambda _2,\mathrm{},\lambda _k`$ for all sufficiently large $`n`$. If we define

$$p_{ni}=\frac{1}{2\pi i}_{|z\lambda _i|=ϵ}(zh_n)^1𝑑z,$$

which is a projection in $`_nB_n`$, we have that $`h_n_i\lambda _ip_{ni}0`$, depending on $`h_nh0`$. If we define a projection $`p_i`$ just as $`p_{ni}`$ by using $`h`$ instead of $`h_n`$, we obtain that $`p_i𝒟(\delta )`$, $`h=_i\lambda _ip_i`$, $`p_{ni}p_i0`$, and $`\delta (p_{ni})\delta (p_i)0`$. (Here the latter convergence follows by using $`\delta ((zh_n)^1)=(zh_n)^1\delta (h_n)(zh_n)^1`$.) Hence it follows that $`\stackrel{~}{h}_n=_i\lambda _ip_{ni}_nB_n`$ satisfies that $`\text{Sp}(\stackrel{~}{h}_n)=\text{Sp}(h)`$, $`\stackrel{~}{h}_nh0`$, and $`\delta (\stackrel{~}{h}_n)\delta (h)0`$. In this way if furthermore $`hx_n<1/5`$ for some $`n`$, we can conclude that $`\delta (h)>1`$. (Here to get the strict inequality instead of $`\delta (h)1`$, we may apply this argument to $`\lambda h`$ with $`0<\lambda <1`$ and $`\lambda hx_n<1/5`$ instead of the given $`h`$.)

In the situation of the above proof we define a masa (maximal abelian $`C^{}`$-subalgebra) $`C_n`$ of $`A_n`$ with $`H_nC_n`$ as follows. Let $`C_1`$ be a masa of $`A_1`$ containing $`H_1`$. We inductively define a masa $`C_n`$ of $`A_n`$ as the $`C^{}`$-subalgebra generated by $`C_{n1}`$ and a masa $`A_nA_{n1}^{}`$ containing $`h_{n1,ij}`$ for all $`i,j`$. Then $`C=\overline{_nC_n}`$ is a maximal abelian AF $`C^{}`$-subalgebra of $`\stackrel{~}{A}=\overline{_nA_n}`$, which is regarded as a $`C^{}`$-subalgebra of $`A=\overline{_nB_n}`$ and is isomorphic to $`A`$ itself. Let $`D_n`$ be the $`C^{}`$-subalgebra of $`B_n=A_nC[0,1]`$ generated by $`C_n`$ and $`1C[0,1]`$. Then $`(D_n)`$ forms an increasing sequence and generates a masa $`D`$ of $`A`$. Since our generator $`\delta `$ vanishes on $`D`$, $`𝒟(\delta )`$ contains the $`C^{}`$-algebra $`D`$. Furthermore $`D`$ is Cartan in the sense that the unitary subgroup $`\{uA;uDu^{}=D\}`$ generates $`A`$ while $`C`$ is Cartan in $`\stackrel{~}{A}`$. Since $`\alpha `$ fixes $`\stackrel{~}{A}`$, we may consider the one-parameter automorphism group $`\stackrel{~}{\alpha }=\alpha |\stackrel{~}{A}`$, whose generator $`\stackrel{~}{\delta }`$ vanishes on $`C`$. Since $`\alpha `$ (resp. $`\stackrel{~}{\alpha }`$) fixes the generating sequence $`(B_n)`$ of $`A`$ (resp. $`(A_n)`$ of $`\stackrel{~}{A}`$) and is inner on each $`B_n`$ (resp. $`A_n`$), both $`\alpha `$ and $`\stackrel{~}{\alpha }`$ can be called locally representable (or locally inner). (To be more specific, we call a one-parameter automorphism group $`\alpha `$ of a $`C^{}`$-algebra $`A`$ locally representable if there is an increasing sequence $`(A_n)`$ of $`C^{}`$-subalgebras of $`A`$ such that $`\alpha `$ leaves $`A_n`$ invariant and $`\alpha |A_n`$ is inner for each $`n`$ and the union $`_nA_n`$ is dense in $`A`$.) We will call $`\stackrel{~}{\alpha }`$ especially AF locally representable (or AF representable) since the $`A_n`$’s are finite-dimensional. (What we meant by locally representable in  is in this latter sense.) Thus $`\alpha `$ does not look very queer as $`\stackrel{~}{\alpha }`$ does not, which may make the following problem interesting:

Problem For a unital simple AF $`C^{}`$-algebra $`A`$ is there a one-parameter automorphism group $`\alpha `$ of $`A`$ such that $`\alpha `$ is not an inner perturbation of a locally representable one?

As a matter of fact this is probably what is meant by , 4.5.8. A locally representable one-parameter automorphism group $`\alpha `$ might be characterized, up to inner perturbation, by the property that $`𝒟(\delta _\alpha )`$ contains a masa of $`A`$. (In any case a similar problem is to find $`\alpha `$ such that $`𝒟(\delta _\alpha )`$ contains no masa.) Though this looks optimistic, we will consider a special case in the next section.

We shall conclude this section with a remark on commutative normal \*-derivations introduced by S. Sakai .

A commutative normal \*-derivation $`\delta `$ in an AF $`C^{}`$-algebra $`A`$ is defined as follows: $`\delta `$ is defined on $`𝒟(\delta )=_nA_n`$ for some increasing sequence $`(A_n)`$ of finite-dimensional $`C^{}`$-subalgebras of $`A`$ with dense union and has a mutually commuting family $`\{h_n\}`$ of self-adjoint elements in $`A`$ such that $`\delta |A_n=\text{ad}ih_n|A_n`$. (This is adapted from 4.1.5 and 4.5.7 in  to the case of AF $`C^{}`$-algebras.) Then it follows that $`\delta `$ extends to a generator, which generates an approximately inner one-parameter automorphism group (see , 4.1.11, and  for a similar result).

###### Remark 2.2

If $`A`$ is a non type I simple AF $`C^{}`$-algebra, there is a commutative normal \*-derivation whose closure is not a generator.

Such an example is given in the proof of Theorem 2.1. The proof that $`\overline{_nB_n}`$ with $`B_n=A_nC[0,1]`$ is AF (or even just the fact that this $`C^{}`$-algebra is AF) shows that any finite subset in $`_nB_n`$ can be approximately contained in a finite-dimensional $`C^{}`$-subalgebra of $`B_m`$ for some $`m`$. Hence we can construct an increasing sequence $`(D_n)`$ of finite-dimensional $`C^{}`$-subalgebras in $`_nB_n`$ such that $`\overline{_nD_n}=\overline{_nB_n}`$. Thus there is a subsequence $`(k_n)`$ such that $`D_nB_{k_n}`$, which shows that $`\delta |D_n=\text{ad}iH_{k_n}|D_n`$. This way $`\delta _0=\delta |_nD_n`$ is a commutative \*-derivation. If the closure $`\overline{\delta _0}`$ were a generator, then it must be $`\delta `$ and $`𝒟(\overline{\delta _0})`$ would be AF, which is a contradiction.

## 3 AF locally representable actions

When $`A`$ is a unital simple AF $`C^{}`$-algebra and $`C`$ is a maximal abelian AF $`C^{}`$-subalgebra of $`A`$, we call $`C`$ a canonical AF masa if there is an increasing sequence $`(A_n)`$ of finite-dimensional $`C^{}`$-subalgebras of $`A`$ such that $`_nA_n`$ is dense in $`A`$ and $`CA_nA_{n1}^{}`$ is a masa of $`A_nA_{n1}^{}`$ with $`A_0=0`$. Hence $`C`$ is generated by $`C_n=CA_nA_{n1}^{},n=1,2,\mathrm{}`$; there is a natural homomorphism from the infinite tensor product $`_{n=1}^{\mathrm{}}C_n`$ onto $`C`$. (See  for this kind of masa.) Then we note the following:

###### Proposition 3.1

Let $`\alpha `$ be a one-parameter automorphism group of a unital simple AF $`C^{}`$-algebra $`A`$. Then the following conditions are equivalent:

1. $`𝒟(\delta _\alpha )`$ contains a canonical AF masa of $`A`$.
2. There is an $`h=h^{}A`$ and an increasing sequence $`(A_n)`$ of finite-dimensional $`C^{}`$-subalgebras of $`A`$ such that $`_nA_n`$ is dense in $`𝒟(\delta _\alpha )=𝒟(\delta _\alpha +\text{ad}ih)`$ and $`\delta _\alpha +\text{ad}ih`$ leaves $`A_n`$ invariant, i.e., an inner perturbation of $`\delta _\alpha `$ generates an AF locally representable one-parameter automorphism group of $`A`$.

We only have to show (1) implies (2). When $`C`$ denotes the canonical masa contained in $`𝒟(\delta )`$ with $`\delta =\delta _\alpha `$ and $`(A_n)`$ denotes the associated increasing sequence, the proof will go as follows. We first find a self-adjoint $`hA`$ such that $`\delta |C=\text{ad}ih|C`$. Then $`\delta +\text{ad}ih`$ vanishes on $`C`$ and we may take $`\delta +\text{ad}ih`$ for $`\delta `$ and assume that $`\delta |C=0`$. We then modify $`(A_n)`$ by employing a method in  in such a way that $`_nA_n𝒟(\delta )`$. Next we find a self-adjoint $`h_nC`$ such that $`\delta |A_n=\text{ad}ih_n|A_n`$. Using the fact that $`h_n`$ can be chosen from $`C`$ we find a self-adjoint $`hC`$ such that $`\delta +\text{ad}ih`$ leaves $`_nA_n`$ invariant . Thus by taking $`\delta +\text{ad}ih`$ for $`\delta `$ and passing to a subsequence of $`(A_n)`$, we may assume that $`C(_nA_n)𝒟(\delta ),\delta |C=0`$, and $`\delta (A_n)A_{n+1}`$. Then we find a self-adjoint $`h_nCA_{n+1}`$ such that $`\delta |A_n=\text{ad}ih_n|A_n`$. If we denote by $`B_n`$ the $`C^{}`$-subalgebra generated by $`A_n`$ and $`CA_{n+1}`$, then $`(B_n)`$ is an increasing sequence of finite-dimensional $`C^{}`$-subalgebras of $`A`$ with $`\overline{_nB_n}=A`$ and $`\delta (B_n)B_n`$ for all $`n`$. Thus this will complete the proof.

In the above argument most of the steps are either straightforward or given in . An exception may be the assertion made in the very beginning, which we shall show below.

###### Lemma 3.2

There exists an $`h=h^{}A`$ such that $`\delta (x)=\text{ad}ih(x),xC`$.

Proof. Since $`𝒟(\delta )C`$ and $`C`$ is a $`C^{}`$-algebra, $`\delta |C`$ is bounded . We first show that

$$\delta |CA_n^{}0.$$

Suppose, on the contrary, that there is an $`ϵ>0`$ such that $`\delta |CA_n^{}>ϵ`$ for all $`n`$. Since the closure of the convex hull of the projections $`𝒫(CA_n^{})`$ in $`CA_n^{}`$ equals $`\{hCA_n^{};0h1\}`$, we may assume that there is an $`ϵ>0`$ such that $`\delta |𝒫(CA_n^{})>ϵ`$ for all $`n`$. Thus we can find a sequence $`(e_n)`$ of projections with $`e_nCA_n^{}`$ such that $`\delta (e_n)>ϵ`$. Since $`\delta (e_n)=e_n\delta (e_n)(1e_n)+(1e_n)\delta (e_n)e_n`$ and $`e_n\delta (e_n)(1e_n)>ϵ`$, there exists a state $`\phi _n`$ of $`A`$ for any $`\gamma (0,1)`$ such that

$$\phi _n(e_n)=1\gamma ,\phi _n\delta (e_n)>2ϵ\sqrt{\gamma (1\gamma )}.$$

By using this fact and an approximation argument, we can see that for a subsequence $`(k_1,k_2,\mathrm{},k_n)`$ the norm of

$`\delta (e_{k_1}e_{k_2}\mathrm{}e_{k_n})`$ $`=`$ $`\delta (e_{k_1})e_{k_2}\mathrm{}e_{k_n}`$
$`+`$ $`e_{k_1}\delta (e_{k_2})e_{k_3}\mathrm{}e_{k_n}`$
$`+`$ $`\mathrm{}`$
$`+`$ $`e_{k_1}\mathrm{}e_{k_{n1}}\delta (e_{k_n})`$
exceeds $`2nϵ\sqrt{1/n(11/n)}(11/n)^{n1}2ϵ\sqrt{n}e^1`$, since the products almost become tensor products in the above equality. Here we use the fact that $`A`$ is simple. This is a contradiction for a large $`n`$.

Thus we have shown that $`\delta |CA_n^{}0`$. By passing to a subsequence of $`(A_n)`$ we may suppose that

$$\underset{n}{}\delta |CA_n^{}<\mathrm{}.$$

Denoting by $`G_n`$ the unitary group of $`CA_nA_{n1}^{}`$ with $`A_0=0`$, we consider the following integral with respect to normalized Haar measures:

$`ih_n`$ $`=`$ $`{\displaystyle _{G_1\times \mathrm{}\times G_n}}\delta (g_1^{}g_2^{}\mathrm{}g_n^{})g_n\mathrm{}g_1`$
$`=`$ $`{\displaystyle _{G_1}}\delta (g_1^{})g_1+{\displaystyle _{G_1\times G_2}}g_1^{}\delta (g_2^{})g_2g_1+\mathrm{}`$
$`+{\displaystyle _{G_1\times \mathrm{}\times G_n}}g_1^{}\mathrm{}g_{n1}^{}\delta (g_n^{})g_ng_{n1}\mathrm{}g_1,`$
which we can see converges as $`n\mathrm{}`$. Since $`[ih_n,g]=\delta (g)`$ for any unitary $`g`$ in $`G_1\times \mathrm{}\times G_n`$, it follows that $`\delta |CA_n=\text{ad}ih_n|CA_n`$, which completes the proof.

In the above proof of (1)$``$(2) we did not really use the fact that $`\delta _\alpha `$ is a generator; so we have:

###### Remark 3.3

If $`\delta `$ is a closed \*-derivation in an AF $`C^{}`$-algebra $`A`$ and $`𝒟(\delta )`$ contains a canonical AF masa of $`A`$, then $`\delta `$ is a generator and $`𝒟(\delta )`$ is AF.

###### Proposition 3.4

Let $`A`$ be a non type I simple AF $`C^{}`$-algebra. Then there exists a one-parameter automorphism group $`\alpha `$ of $`A`$ such that $`𝒟(\delta _\alpha )`$ is AF but does not contain a canonical AF masa of $`A`$.

If $`A`$ is a UHF algebra of type $`p^{\mathrm{}}`$ for some $`p>1`$, examples for $`\text{T}=\text{R}/\text{Z}`$ from  will be the desired ones.

To deal with a simple AF $`C^{}`$-algebra $`A`$ let us proceed as follows. First express $`A`$ as $`\overline{_nA_n}`$ with $`A_n`$ finite-dimensional, as in the proof of 2.1. With the notation there, we assume this time that all the multiplicities $`\chi _n(i,j)4`$. We define a homomorphism $`\phi _{n,ij}`$ of $`A_{nj}C(\text{T})`$ into $`A_{nj}M_{\chi _n(i,j)}C(\text{T})`$ by

$$\phi _{n,ij}(x)(z)=\left(\begin{array}{cc}0& z\\ 1& 0\end{array}\right)\left(\begin{array}{cc}0& \overline{z}\\ 1& 0\end{array}\right)_{\mathrm{}=0}^{\chi _n(i,j)5}x(1),$$

and define accordingly $`\phi _n:A_nC(\text{T})A_{n+1}C(\text{T})`$. Then it follows  that the inductive limit $`C^{}`$-algebra of $`(A_nC(\text{T}),\phi _n)`$ is isomorphic to the original $`A`$; we have thus expressed $`A`$ as $`\overline{_nB_n}`$ where $`B_n=A_nC(\text{T})B_{n+1}`$.

We define a sequence $`(H_n)`$ with self-adjoint $`H_nA_n1B_n`$ by $`H_1=0`$ and $`H_n=H_{n1}+_i_jh_{n,ij}`$, where $`h_{n,ij}1M_{\chi _{n1}(i,j)}1B_n`$ is given by

$$h_{n,ij}=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)0\mathrm{}0.$$

Then we define a one-parameter automorphism group $`\alpha `$ of $`A`$ by $`\alpha _t|B_n=\text{Ad}e^{itH_n}|B_n`$. Note that $`\text{Sp}(H_n)\text{Z}`$ and $`\alpha _{2\pi }=\text{id}`$. Then we can easily conclude that the fixed point algebra $`A^\alpha `$ is not AF; $`K_1(A^\alpha )`$ is not trivial. What we need is this property to conclude that $`𝒟(\delta _\alpha )`$ does not contain a canonical AF masa of $`A`$. Before proving this as a lemma below we shall show that $`𝒟(\delta _\alpha )`$ is AF.

Let $`z`$ be the canonical unitary in $`C(\text{T})`$ and let $`z_n=1zA_nC(\text{T})=B_n`$. We have to use an estimate in the approximation of $`z_n`$ by a unitary with finite spectrum in $`B_m`$ for $`m>n`$. Let $`u`$ be the image of $`z_n`$ in $`B_m`$. Then the part of $`u(z)`$ which is not constant in $`z=e^{2\pi t},t[0,1)`$, has an equal number of eigenvalues $`\mathrm{exp}(\pm i2\pi 2^{nm}(t+k))`$ with $`k=0,1,\mathrm{},2^{mn}1`$. By using this we approximate $`u`$ by a unitary $`vB_m(A_n1)^{}`$ with finite spectrum with the order $`uv2^{nm}`$ (see ). But the norm of $`\delta _\alpha |B_m(A_n1)^{}`$ can be estimated as $`mn`$, which yields $`\delta _\alpha (u)\delta _\alpha (v)(mn)uv`$. Thus we can conclude that we can make the approximation in $`_{\delta _\alpha }`$, which shows that $`𝒟(\delta _\alpha )`$ is AF.

###### Lemma 3.5

If $`\alpha `$ is a periodic one-parameter automorphism group of a simple AF $`C^{}`$-algebra $`A`$ and $`A^\alpha `$ is not AF, then $`𝒟(\delta _\alpha )`$ does not contain a canonical AF masa of $`A`$.

Proof. Let $`\delta =\delta _\alpha `$ and suppose that $`𝒟(\delta )`$ contains a canonical AF masa $`C`$. Then by 3.1 we have a self-adjoint $`hA`$ and an increasing sequence $`(A_n)`$ of finite-dimensional $`C^{}`$-subalgebras of $`A`$ with dense union such that $`\delta +\text{ad}ih`$ leaves $`A_n`$ invariant and $`CA_nA_{n1}^{}`$ is a masa of $`A_nA_{n1}^{}`$. Also $`\delta +\text{ad}ih`$ vanishes on $`C`$. Let $`\beta `$ be the one-parameter automorphism group generated by $`\delta +\text{ad}ih`$. Then there is an $`\alpha `$-cocycle $`u`$ such that $`\beta _t=\text{Ad}u_t\alpha _t`$. If $`\alpha _1=\text{id}`$, then it follows that $`\beta _1=\text{Ad}u_1`$, i.e., $`u_1C`$. Since $`C`$ is AF , we find a self-adjoint $`kC`$ such that $`e^{ik}=u_1`$. Since $`(\delta +\text{ad}ih)(k)=0`$, one can conclude that $`\delta +\text{ad}(ihik)`$ generates a one-parameter automorphism group $`\gamma `$ with $`\gamma _1=\text{id}`$ such that $`\gamma `$ leaves each $`A_n`$ invariant. Since $`\alpha `$ and $`\gamma `$ can be considered as actions of T and $`\gamma `$ is a cocycle-perturbation of $`\alpha `$, it follows that the crossed products $`A\times _\alpha \text{T}`$ and $`A\times _\gamma \text{T}`$ are isomorphic. Since $`A\times _\gamma \text{T}`$ is AF as the inductive limit of $`A_nC_0(\text{Z})`$ and $`A^\alpha `$ is a hereditary $`C^{}`$-subalgebra of $`A\times _\alpha \text{T}`$, $`A^\alpha `$ must be AF. This contradiction shows that $`𝒟(\delta )`$ cannot contain a canonical AF masa.

If $`\alpha `$ is not periodic in the proof of 3.4, we could still use the following property for $`\delta _\alpha `$:

Condition For any $`ϵ>0`$ there exists a $`\nu >0`$ with the following property: If $`u𝒟(\delta _\alpha )`$ is a unitary with $`\delta _\alpha (u)<\nu `$ there is a continuous path $`(u_t)`$ of unitaries in $`𝒟(\delta _\alpha )`$ such that $`u_0=1,u_1=u`$, and $`\delta _\alpha (u_t)<ϵ,t[0,1]`$.

###### Proposition 3.6

Let $`\alpha `$ be a one-parameter automorphism group of a unital simple AF $`C^{}`$-algebra. If $`𝒟(\delta _\alpha )`$ contains a canonical AF masa, then the above Condition for $`\delta _\alpha `$ is satisfied.

Proof. First suppose that $`A`$ is finite-dimensional. Then there is an $`h=h^{}A`$ such that $`\delta _\alpha =\text{ad}ih`$. The condition $`\delta _\alpha (u)<\nu `$ reads

$$huhu^{}<\nu .$$

Then the Condition follows from Theorem 4.1, which will be given later. Note that here the choice of $`\nu `$ does not depend on $`A`$ nor $`\delta _\alpha `$.

Let $`(A_n)`$ be an increasing sequence of finite-dimensional $`C^{}`$-subalgebras of $`A`$ with dense union such that $`\alpha _t(A_n)=A_n`$. Let $`u𝒟(\delta _\alpha )`$ be a unitary with $`\delta _\alpha (u)<\nu `$. Since $`_nA_n`$ is dense in $`𝒟(\delta _\alpha )`$, there is a sequence $`(u_n)`$ in $`_nA_n`$ such that $`uu_n_{\delta _\alpha }0`$. Since $`u_nu^{}1`$ and $`\delta _\alpha (u_nu^{})0`$, we can find a continuous path $`(u_n(t))`$ in $`𝒟(\delta _\alpha )`$ such that $`u_n(0)=u_n,u_n(1)=u`$, and $`\delta _\alpha (u_n(t))`$ is of the order of $`\delta _\alpha (u)`$. Thus we can suppose that $`u_nA_n`$ and the assertion follows from the previous paragraph.

If $`\delta _\alpha =\delta _\beta +\text{ad}ih`$ with $`\beta _t(A_n)=A_n`$, there is a sequence $`(h_n)`$ with $`h_n=h_n^{}A_n`$ such that $`hh_n0`$. Then $`\delta _\beta +\text{ad}ih_n=\delta _\alpha +\text{ad}(ih_nih)`$ generates an AF locally representable action. Thus we may as well assume that $`\alpha `$ is AF locally representable. This completes the proof.

If $`\alpha `$ is periodic and $`K_1(A^\alpha )`$ is not trivial, then the Condition is not satisfied. But we note:

###### Remark 3.7

In the above proposition the converse does not hold. In fact the example in the proof of 2.1 satisfies the above Condition.

By using Proposition 3.6 we can give more examples with the property that that $`𝒟(\delta _\alpha )`$ contains no canonical AF masa. For example, as in the proof of Proposition 3.4, suppose that we express $`A`$ as $`\overline{_nB_n}`$ with $`B_n=A_nC(\text{T})`$ and that we define an $`\alpha `$ by defining $`h_{n,ij}`$. This time we choose $`h_{n,ij}`$ to be of the form:

$$h_{n,ij}=\left(\begin{array}{cc}a_n& 0\\ 0& a_n\end{array}\right)\left(\begin{array}{cc}a_n& 0\\ 0& a_n\end{array}\right)0\mathrm{}0,$$

where $`(a_n)`$ is an arbitrary sequence such that $`a=infa_n>0`$. If we had a continuous path $`(u_t)`$ of unitaries in $`B_n`$ such that $`u_0=1,u_1=z_1`$, and $`\delta _\alpha (u_t)<a`$ for the canonical unitary $`z_1`$, we could reach a contradiction as follows. Let $`H_n=_j\lambda _jE_j`$ be the spectral decomposition with $`\lambda _1>\lambda _2>\mathrm{}`$. By the assumption we have that $`\lambda _1\lambda _2a`$. Since $`[H_n,u_t]<a`$, we can estimate

$$\underset{j}{}(\lambda _1\lambda _j)E_1u_tE_j<a,$$

which shows that

$$E_1u_t(1E_1)<1.$$

Since $`E_1u_tE_1u_t^{}E_1+E_1u_t(1E_1)^2E_1E_1`$, it follows that $`E_1u_tE_1`$ is invertible. Since $`E_1u_0E_1=E_1`$ and $`E_1u_1E_1=z_1E_1`$ is a unitary with non-trivial $`K_1`$, this is a contradiction. If we have a continuous path of unitaries in $`𝒟(\delta _\alpha )`$ with the above property, we approximate the path by a path in $`_nB_n`$ to reach the contradiction. Since $`_nB_n`$ is dense in the Banach \*-algebra $`𝒟(\delta _\alpha )`$, this is possible. Thus we have shown that $`𝒟(\delta _\alpha )`$ contains no canonical AF masa. If $`lim\; supa_n<\mathrm{}`$, one can also show that $`𝒟(\delta _\alpha )`$ is AF.

There is a standard way to construct a one-parameter automorphism group $`\alpha `$ of a certain UHF algebra through an interaction of a quantum spin system . If the interaction is quantum, we expect that any inner perturbation of $`\alpha `$ is not AF locally representable. We also expect that the quasi-free one-parameter automorphism group of the CAR algebra induced by a one-particle Hamiltonian with continuous spectrum  or any inner perturbation of it is not AF locally representable. We conclude this section by posing:

Problem Prove the above conjecture.

## 4 A homotopy lemma

We prove here a technical lemma which is used in the proof of Proposition 3.6. With an additional assumption on $`h`$ below (saying the norm is less than 1), this follows from Lemma 5.1 of . To remove this assumption we have to replace a certain approximation argument used there by a constructive argument, which will constitute the main part of the proof.

###### Theorem 4.1

For any $`ϵ>0`$ there exists a $`\nu >0`$ satisfying the following condition: For any unital AF algebra $`A`$ and $`u,hA`$ such that $`u^{}u=uu^{}=1,h^{}=h`$, and $`[h,u]<\nu `$, there is a rectifiable path $`(u_t)_{t[0,1]}`$ in the unitary group of $`A`$ such that $`u_0=1,u_1=u,[h,u_t]<ϵ`$, and the length of $`(u_t)`$ is smaller than $`3\pi +ϵ`$.

Proof. We may assume that $`A`$ is finite-dimensional; in particular we assume that $`h`$ is diagonal.

Let $`\delta >0`$ be a sufficiently small number, which will be chosen later depending on $`ϵ`$.

Let $`f`$ be a $`C^{\mathrm{}}`$-function on R such that $`f0,f(t)𝑑t=1`$, and $`\text{supp}\widehat{f}(\delta ,\delta )`$. Define

$$x=f(t)e^{ith}ue^{ith}𝑑t.$$

Then it follows that $`x1`$, $`[h,x][h,u]`$, and

$$xuf(t)(\text{Ad}e^{ith}(u)u)𝑑tf(t)|t|𝑑t[h,u],$$

where we have used that

$$\text{Ad}e^{ith}(u)u=_0^te^{ish}[ih,u]e^{ish}𝑑s|t|[h,u].$$

If we denote by $`E_h`$ the spectral measure of $`h`$, then we have that for $`x^\mathrm{\#}=x`$ or $`x^{}`$ and $`t\text{R}`$,

$$E_h(\mathrm{},t)x^\mathrm{\#}E_h[t+\delta ,\mathrm{})=0.$$

We define a projection $`e_k`$ for each $`k\text{Z}`$ by

$$e_k=E_h[2k\delta ,2(k+1)\delta ).$$

Then there are only a finite number of non-zero $`e_k`$. It follows that $`_ke_k=1`$ and

$$xe_kx^{}E_h[(2k1)\delta ,(2k+3)\delta ).$$

We suppose that $`xu<\mu `$, where $`\mu `$ can be made arbitrarily small by choosing $`\nu `$ small. Since $`01x^{}x<2\mu `$ and $`0xe_kx^{}(xe_kx^{})^22\mu xe_kx^{}`$, we have that $`01_kxe_kx^{}2\mu `$, and $`\text{Sp}(xe_kx^{})\{0\}[12\mu ,1]`$. If $`x`$ were a unitary (and so $`xe_kx^{}`$ were a projection), we could skip most of the arguments below. What we will do next is to construct a unitary $`v`$ by using $`x`$ such that $`v`$ is close to $`u`$ and satisfies that $`ve_kv^{}E_h[(2k1)\delta ,(2k+3)\delta )`$.

By multiplying $`F_j=E_h[(2j1)\delta ,\mathrm{})`$ with $`1_kxe_kx^{}`$ whose norm is less than $`2\mu `$, we get that

$$\underset{kj}{}xe_kx^{}+F_jxe_{j1}x^{}F_j<2\mu ,$$

which implies that

$$F_jxe_{j1}x^{}xe_{j1}x^{}F_j<4\mu .$$

Since

$$(F_jxe_{j1}x^{}F_j)^2F_jxe_{j1}x^{}F_j<4\mu +F_j((xe_{j1}x^{})^2xe_{j1}x^{})F_j<6\mu ,$$

$`F_jxe_{j1}x^{}F_j`$ is close to a projection for a small $`\mu `$. If we denote by $`f_{j1}^+`$ the support projection of $`F_jxe_{j1}x^{}F_j`$, then we have that

$$f_{j1}^+E_h[(2j1)\delta ,\mathrm{})xe_{j1}x^{}E_h[(2j1)\delta ,\mathrm{})<6\mu ^{},$$

where $`\mu ^{}=(1\sqrt{124\mu })/12\mu `$, which we again denote by $`\mu `$ below. Note that $`f_{j1}^+f_{j1}^+xe_{j1}x^{}<10\mu `$ and that $`f_{j1}^+E_h[(2j1)\delta ,(2j+1)\delta )`$. In the same way we denote by $`f_j^{}`$ the support projection of

$`E_h(\mathrm{},(2j+1)\delta )xe_jx^{}E_h(\mathrm{},(2j+1)\delta )`$
$`=E_h[(2j1)\delta ,(2j+1)\delta )xe_jx^{}E_h[(2j1)\delta ,(2j+1)\delta );`$
then we have that

$$f_j^{}E_h[(2j1)\delta ,(2j+1)\delta )xe_jx^{}E_h[(2j1)\delta ,(2j+1)\delta )<6\mu .$$

Let $`f_j=f_j^{}+f_j^+`$. Then summing up the above calculations, we obtain that

$`f_jxe_jx^{}`$ $`=`$ $`f_j(E_h[(2j1)\delta ,(2j+1))+E_h[(2j+1)\delta ,(2j+3)\delta ))xe_jx^{}`$
$`<`$ $`8\mu +f_jE_h[(2j1)\delta ,(2j+1)\delta )xe_jx^{}E_h[(2j1)\delta ,(2j+1)\delta )`$
$`E_h[(2j+1)\delta ,(2j+3)\delta )xe_jx^{}E_h[(2j+1)\delta ,(2j+3)\delta )`$
$`<`$ $`14\mu .`$
Hence if $`\mu `$ is small, $`f_jxe_j(e_jx^{}f_jxe_j)^{1/2}`$ defines a partial isometry with initial projection $`e_j`$ and final projection $`f_j`$.

Let $`g_j^{}=E_h[(2j1)\delta ,(2j+1)\delta )f_{j1}^+`$, $`g_j^+=E_h[(2j+1)\delta ,(2j+3)\delta )f_{j+1}^{}`$, and $`g_j=g_j^{}+g_j^+`$. Since $`g_jxe_{j1}x^{}=g_j^{}xe_{j1}x^{}=(1f_{j1}^+)E_h[(2j1)\delta ,(2j+1)\delta )xe_{j1}x^{}<4\mu `$ etc. we obtain that

$$g_jxe_jx^{}g_j<10\mu .$$

Since

$`f_{j1}xe_jx^{}`$ $`<`$ $`6\mu +E_h[(2j1)\delta ,(2j+1)\delta )xe_{j1}x^{}E_h[(2j1)\delta ,(2j+1)\delta )xe_jx^{}`$
$`<`$ $`10\mu +E_h[(2j1)\delta ,(2j+1)\delta )xe_{j1}x^{}xe_jx^{}`$
$`<`$ $`12\mu ,`$
we have that

$`xe_jx^{}g_j`$ $``$ $`g_jxe_jx^{}g_j+f_{j1}^+xe_jx^{}+f_{j+1}^{}xe_jx^{}`$
$`<`$ $`34\mu .`$
Let

$$v=\underset{j}{}f_{2j}xe_{2j}(e_{2j}x^{}f_{2j}xe_{2j})^{1/2}+\underset{j}{}g_{2j1}xe_{2j1}(e_{2j1}x^{}g_{2j1}xe_{2j1})^{1/2},$$

which is the unitary part of the polar decomposition of $`y=_jf_{2j}xe_{2j}+_jg_{2j1}xe_{2j1}`$. Since $`01yy^{}<14\mu `$, we have that $`vy<1/\sqrt{114\mu }1`$. Note also that $`ve_jv^{}E_h[(2j1)\delta ,(2j+3)\delta )`$. Since $`(f_{2j}1)xe_{2j}^2=sup_j(f_{2j}1)xe_{2j}x^{}(f_{2j}1)sup_jxe_{2j}x^{}f_{2j}`$, we get that

$$(f_{2j}1)xe_{2j}<\sqrt{14\mu }.$$

Since $`(g_{2j1}1)xe_{2j1}x^{}(g_{2j1}1)<34\mu `$, we get that

$$(g_{2j1}1)xe_{2j1}<\sqrt{34\mu }.$$

Since $`yx(f_{2j}1)xe_{2j}+(g_{2j1}1)xe_{2j1}`$, we get $`yx<\sqrt{14\mu }+\sqrt{34\mu }<10\sqrt{\mu }`$. Hence we get that if $`\mu `$ is sufficiently small,

$$vu<vy+yx+xu<1/\sqrt{114\mu }1+10\sqrt{\mu }+\mu <10(\mu +\sqrt{\mu }).$$

We assume that the constant $`10(\mu +\sqrt{\mu })`$ is sufficiently small.

Let $`k=_j2j\delta E_h[2j\delta ,2(j+1)\delta )=2j\delta e_j`$. Then $`hk<2\delta `$ and $`[k,u]2hk+[h,u]<4\delta +[h,u]<4\delta +\nu `$. Since $`ve_kv^{}e_{k1}+e_k+e_{k+1}`$, we have that $`k2\delta vkv^{}k+2\delta `$. Hence it follows that $`vkv^{}k2\delta `$. Since $`[vu^{},k][v,k]+[u,k]<6\delta +\nu `$ and $`vu^{}=e^{ia}`$ with $`a^{}=a0`$, we get that $`[a,k]0`$ (up to the order of $`6\delta +\nu `$). We take a continuous path $`t[0,1]w_t=e^{ita}u`$ of length $`a`$. Then since $`[k,w_t]=[k,e^{ita}]u+e^{ita}[k,u]0`$ (up to the order of $`10\delta +2\nu `$) and $`w_1=v`$, we may replace $`u`$ by $`v`$. From now on we can proceed as in the proof of Lemma 5.1 of .

Let $`E_n=_{jn}e_j`$. Then $`k`$ equals $`2\delta _{n>m}E_n+2m\delta `$, where $`m`$ is the biggest integer satisfying $`E_m=1`$, and the sequence $`(E_n)_{nm}`$ of projections decreases from 1 to 0 as $`n`$ increases. Let $`F_n=vE_nv^{}`$. Then we have that $`E_{n+1}F_nE_{n1}`$. Since $`F_{2n+2}F_{2n+1}F_{2n}`$ and $`F_{2n+2}E_{2n+1}F_{2n}`$, we find a continuous path $`(w_t)`$ of unitaries of length at most $`\pi `$ such that $`w_0=1`$, $`[w_t,F_{2n}F_{2n+2}]=0`$, and $`w_1(F_{2n+1}F_{2n+2})w_1^{}=E_{2n+1}F_{2n+2}`$ for all $`n`$. Since $`vkv^{}4\delta _{2n>m}F_{2n}2m\delta 2\delta `$, we have that $`w_tvkv^{}w_t^{}vkv^{}4\delta `$ and hence $`[w_tv,k]6\delta `$. Next we find a continuous path $`(z_t)`$ of unitaries of length at most $`\pi `$ such that $`z_0=1`$, $`[z_t,E_{2n1}E_{2n+1}]=0`$, and $`z_1(F_{2n}E_{2n+1})z_1^{}=E_{2n}E_{2n+1}`$. Since $`w_1vkv^{}w_1^{}=2\delta (_{2n>m}F_{2n}+_{2n+1>m}E_{2n+1})+2m\delta `$ and $`w_1vkv^{}w_1^{}4\delta _{2n+1>m}E_{2n+1}2m\delta 2\delta `$, we get that $`z_tw_1vkv^{}w_1^{}z_tw_1vkv^{}w_1^{}4\delta `$ and hence $`[z_tw_1v,k]10\delta `$. Since $`z_1w_1vkv^{}w_1^{}z_1^{}=k`$, we can find a continuous path of unitaries from $`z_1w_1v`$ to 1 in the commutant of $`k`$, whose length is at most $`\pi `$. (Here we use the fact that the unitary group of $`eAe`$ for any projection $`eA`$ is connected.) Note that the path obtained by combining these three paths has length at most $`3\pi `$.

The above calculations show that we can choose $`\delta `$ just depending on $`ϵ`$. (For example $`\delta `$ should be smaller than $`ϵ/15`$ and much smaller than 1.) Then we choose $`\nu `$ independently (such that $`\nu `$ is smaller than $`ϵ/30`$ and $`10(\mu +\sqrt{\mu })`$ is much smaller than $`ϵ`$, where $`\mu `$ is proportional to $`\nu `$ as shown at the beginning of the proof). This concludes the proof.


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# Signatures of Spin and Charge Energy Scales in the Local Moment and Specific Heat of the Two–Dimensional Hubbard Model

## I  Introduction

The finite temperature properties of the two dimensional Hubbard model have been extensively studied both analytically and numerically. Quantum Monte Carlo (QMC) is especially effective at half-filling, where there is no sign problem. From calculations of the magnetic structure factor, susceptibility, compressibility, density of states, and the electron self–energy, a clear picture has emerged concerning the nature of the short and long range magnetic order, the Mott gap, and the quasiparticle dispersion.

While the specific heat $`C(T)`$ has been computed by a number of groups in one-dimension, principally by Bethe Ansatz techniques, there have been few QMC studies of $`C(T)`$ for the two and three dimensional Hubbard models. The behavior for large $`U`$ is well understood and one expects, as in the one dimensional case, a two peak structure in $`C(T)`$, with a broad high temperature peak at $`TU`$ associated with “charge fluctuations”, and a narrower peak at lower temperatures associated with “spin fluctuations”.

This two peak structure of the Hubbard model can be understood from a strong coupling viewpoint as follows: At temperatures which exceed the on–site repulsion, $`T>U`$, the up and down electrons are decoupled, $`n_{}n_{}=n_{}n_{}=\frac{1}{4}`$, at half–filling, and the local moment $`m_z^2=(n_{}n_{})^2=n_{}+n_{}2n_{}n_{}=1n_{}n_{}=0.5`$, its uncorrelated value. At the temperature scale $`TU`$, double occupancy begins to be suppressed, $`n_{}n_{}0`$, and $`m_z^21`$. Since the potential energy in the Hubbard model is just $`P=Un_{}n_{}=\frac{U}{2}(1m_z^2)`$, this growth in the local moment is synonymous with a decrease in the potential energy as $`T`$ decreases, and hence a peak in $`C(T)`$ at $`TU`$. Once moments are formed, the half–filled Hubbard model maps onto the spin–1/2 antiferromagnetic Heisenberg model, with exchange constant $`J=4t^2/U`$, whose specific heat has a peak at $`TJ`$ associated with magnetic ordering. In sum, one expects $`C(T)`$ for the strong coupling Hubbard model at half–filling to have a “charge peak” at $`TU`$ and a “spin peak” at $`TJ`$. This strong coupling argument further suggests that the temperature derivatives of the potential and kinetic energies are associated with the high and low temperature specific heat peaks respectively.

On the other hand, the behavior of the specific heat for small $`U`$ in the two dimensional Hubbard model is still unclear. In particular, it is not known whether a two peak structure is present for all values of the interaction or if these coalesce into a single peak at small $`U`$. That the two peaks might merge is suggested by the fact that the charge and spin energy scales, $`U`$ and $`t^2/U`$, approach each other as $`U`$ is decreased. However, the situation is not so straightforward, because the strong coupling form for the energy scale for spin ordering crosses over to a weak coupling expression $`t\mathrm{exp}(2\pi \sqrt{t/U})`$, which at small $`U`$ is still well-separated from the energy scales $`t`$ and $`U`$.

The QMC results reported in this work are consistent with such weak coupling behavior at small $`U`$. That is, one of our key findings is that $`C(T)`$ shows two distinct peaks which persist to couplings an order of magnitude less than the noninteracting bandwidth. It may be that the half-filled two-dimensional Hubbard model is unique in this respect, since, as we review below, studies in one dimension and within DMFT show a merging of the peaks at values of $`U`$ roughly equal to the bandwidth. Indeed, the two–dimensional half–filled Hubbard model on a square lattice has unusual nesting features in its noninteracting band structure, as well as a logarithmic divergence of its density of states at the Fermi level which have previously been noted to enhance antiferromagnetism anomalously.

Whether this is the case or not, there is as yet no compelling evidence of the appearence of a weak coupling energy scale $`t\mathrm{exp}(2\pi t/U)`$ in the specific heat in other dimensions. In one dimension, exact diagonalization in small chains and QMC calculations suggest the two peaks merge, but disagree with respect to the interaction strength at which this occurs. Exact diagonalization is limited to chains of very modest extent, and finite size effects tend to be large for small U. Meanwhile, QMC work did not reach low enough temperatures to resolve the two peaks even for large values of $`U`$ where they almost certainly both exist. Bethe–Ansatz calculations help clarify this issue, but focus on the large $`U`$ limit. Despite these various caveats, the consensus of these approaches is that the spin and charge peaks merge at $`U/t4`$, the one–dimensional bandwidth. Quantum transfer matrix calculations  also show the merging of the two peaks at $`U/t4`$.

Coalescence of the specific heat peaks has also been seen in “Dynamical Mean Field Theory” (DMFT) which studies the system in the limit of high dimension. There, the Hubbard model is studied with a Gaussian density of states of unit variance, and the spin and charge peaks are found to merge at $`U1.5`$. The fact that the band–width is undefined complicates comparisons with results in finite dimension, but one can still examine the ratio of $`U`$ to the kinetic energy per particle, which is finite for a Gaussian density of states. The value $`U/t4`$ in two dimensions has the same ratio of $`U`$ to kinetic energy as the interaction strength at which the two peak structure is lost in DMFT. However, an additional difficulty in the interpretation of the DMFT results, besides the use of a Gaussian density of states, is the restriction of the calculations to the paramagnetic phase, and therefore the neglect of antiferromagnetic fluctuations.

It is the purpose of this paper to present a detailed study of the temperature dependence of the local moment and the associated features in the specific heat for the half–filled two–dimensional Hubbard Hamiltonian. A focus of our work will be on extending the strong coupling picture of the two peak structure of $`C(T)`$ to intermediate and weak coupling. As we shall show, the connection of moment formation and moment ordering with the high and low temperature peaks (respectively) in the specific heat is modified. At the same time, we will describe two recently developed techniques for computing the specific heat which hold certain advantages over approaches previously used. These new techniques also allow us to compute the entropy and free energy, quantities typically not so easy to obtain with Monte Carlo. A fascinating conclusion of the DMFT studies concerned the existence of a universal crossing point of the specific heat curves for different $`U`$. We shall show such a crossing occurs also in two dimensions. Finally, we will discuss results for dynamical quantities like the density of states and optical conductivity and comment on their consistency with the local moment and specific heat.

## II Model and Methods

### A  The Hubbard Hamiltonian

The two dimensional Hubbard Hamiltonian is,

$`H`$ $`=`$ $`t{\displaystyle \underset{𝐢,𝐣\sigma }{}}(c_{𝐢\sigma }^{}c_{𝐣\sigma }^{}+c_{𝐣\sigma }^{}c_{𝐢\sigma }^{})`$ (1)
$`+`$ $`U{\displaystyle \underset{𝐢}{}}(n_𝐢{\displaystyle \frac{1}{2}})(n_𝐢{\displaystyle \frac{1}{2}})\mu {\displaystyle \underset{𝐢}{}}(n_𝐢+n_𝐢).`$ (2)
Here $`c_{𝐢\sigma }^{}(c_{𝐣\sigma }^{})`$ are creation(destruction) operators for a fermion of spin $`\sigma `$ on lattice site $`𝐢`$. The kinetic energy term includes a sum over near neighbors $`𝐢,𝐣`$ on a two–dimensional square lattice, and the interaction term is written in particle–hole symmetric form so that $`\mu =0`$ corresponds to half–filling $`n_𝐢+n_𝐢=1`$ for all Hamiltonian parameters $`t,U`$ and temperatures $`T`$. We will henceforth set the hopping parameter $`t=1`$.

Equal time quantities of interest in this paper include the energy, $`E=H`$, the specific heat $`C=dE/dT`$, the local moment $`m_z^2=(n_𝐢n_𝐢)^2`$, and the near neighbor spin–spin correlation function $`S_𝐢S_{𝐢+\widehat{x}}`$. To probe longer range magnetic order, we evaluate the structure factor,

$$S(𝐐)=\frac{1}{L^2}\underset{𝐢,𝐣}{}e^{i𝐐(𝐢𝐣)}(n_𝐢n_𝐢)(n_𝐣n_𝐣),$$
(3)
where $`𝐐=(\pi ,\pi )`$ is the antiferromagnetic wave vector.

We also evaluate two dynamic quantities. The density of states $`N(\omega )`$ is given implicitly from QMC data for the imaginary time Green’s function,

$$G(\tau )=\frac{1}{N}\underset{𝐩}{}c(𝐩,\tau )c^{}(𝐩,0)=_{\mathrm{}}^+\mathrm{}𝑑\omega \frac{e^{\omega \tau }N(\omega )}{e^{\beta \omega }+1}.$$
(4)
Likewise, the optical conductivity, $`\sigma _{xx}(\omega )`$, is related to QMC data for the imaginary time current–current correlation function,

$`\sigma _{xx}(\tau )`$ $`=j_x(\tau )j_x(0)={\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑\omega {\displaystyle \frac{e^{\omega \tau }\sigma _{xx}(\omega )}{e^{\beta \omega }1}},`$ (5)
$`j_x(\tau )`$ $`=it{\displaystyle \underset{𝐢\sigma }{}}(c_{𝐢+\widehat{x},\sigma }^{}c_{𝐢\sigma }^{}c_{𝐢\sigma }^{}c_{𝐢+\widehat{x},\sigma }^{}).`$ (6)
Both $`N(\omega )`$ and $`\sigma _{xx}(\omega )`$ are computed using the Maximum Entropy (ME) technique to invert the integral relations.

### B  Determinant Quantum Monte Carlo

We use determinant QMC to evaluate the expectation values above. This approach treats the electron–electron correlations exactly, and at half–filling, where we focus this work, is able to produce results with very small statistical fluctuations at temperatures low enough that the ground state has been reached. The technique is limited to finite size lattices, and we will show appropriate scaling analyses to argue that we extract the thermodynamic limit.

### C  Calculation of Specific Heat

We will evaluate the specific heat in three ways. All begin by using QMC to obtain $`E_n=E(T_n)`$ and the associated error bars $`\delta E_n`$ at a sufficiently fine grid of $`N_T`$ discrete temperatures $`T_n`$. The first approach is straightforward numerical differentiation of the energy $`E(T_n)`$. The second utilizes a fit to the numerical data for the energy $`E(T_n)`$, and the third is an approach using the ME method to invert the data $`E(T_n)`$ to obtain a spectrum of excitations of the system. These last two approaches were introduced relatively recently. Therefore we shall describe them in some detail.

In our fitting method, whose results we denote by $`E_e(T)`$, we match the QMC data $`E_n`$ to the functional form,

$$E_e(T)=E(0)+\underset{l=1}{\overset{M}{}}c_le^{\beta l\mathrm{\Delta }},$$
(7)
by adjusting the parameters $`\mathrm{\Delta }`$ and $`c_l`$ to minimize,

$$\chi ^2=\frac{1}{N_T}\underset{n=1}{\overset{N_T}{}}\frac{(E_e(T_n)E_n))^2}{(\delta E_n)^2}.$$
(8)
The number of parameters $`M`$ is chosen to be about one–fourth of the number of data points to be fit. Smaller numbers do not allow a good fit, while larger ones overfit the data. We find that a range of intermediate $`M`$ exists which gives stable and consistent results.

Calculation of $`C(T)`$ by fitting $`E(T)`$ to polynomials has also been used recently, but requires at least two separate functions to be used at high and low temperatures. An advantage of Eq. 5 is that it uses a single functional form over the entire $`T`$ range, and has the correct low and high temperature limits, $`C(T)0`$.

The specific heat can also be evaluated by differentiating an expression which relates the energy to the density of states of Fermi and Bose excitations in the system,

$`E_{\mathrm{me}}(T)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑\omega \omega [F(\beta ,\omega )\rho _F(\omega )+B(\beta ,\omega )\rho _B(\omega )]`$ (9)
$`F(\beta ,\omega )`$ $`=`$ $`{\displaystyle \frac{1}{1+e^{\beta \omega }}}B(\beta ,\omega )={\displaystyle \frac{1}{1e^{\beta \omega }}},`$ (10)
and differentiating to get the specific heat,

$`C_{\mathrm{me}}(T)`$ $`={\displaystyle \frac{E_{\mathrm{me}}(T)}{T}}`$ (11)
$`={\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑\omega `$ $`\omega [{\displaystyle \frac{F(\beta ,\omega )}{T}}\rho _F(\omega )+{\displaystyle \frac{B(\beta ,\omega )}{T}}\rho _B(\omega )].`$ (12)
The integral equation for $`E_{\mathrm{me}}(T)`$ is inverted by using the ME method to obtain $`\rho _F(\omega )`$ and $`\rho _B(\omega )`$ from the QMC data for $`E_n`$. We denote by $`E_{\mathrm{me}}(T)`$ the energy obtained from the resulting $`\rho _F(\omega )`$ and $`\rho _B(\omega )`$.

This ME approach differs in philosophy from the fitting approach which begins with a physically reasonable functional form $`E_e(T)`$ and then minimizes the deviation $`\chi ^2`$ from the numerical data. Instead, ME computes the most probable spectrum $`\rho (\omega )`$ given the energy data $`E(T_n)`$ and kernals $`F(\beta ,\omega )`$ and $`B(\beta ,\omega )`$, without presupposing a particular functional form. Despite this difference, we will show that the results of the two techniques are very similar, and agree quite well with numerical differentiation.

### D  The Entropy and Free Energy

Both the ME and fitting techniques allow the specific heat, entropy, and free energy to be computed by the standard formulae,

$`C(T)`$ $`=`$ $`{\displaystyle \frac{dE(T)}{dT}},`$ (13)
$`S(T)`$ $`=`$ $`{\displaystyle _0^T}{\displaystyle \frac{C(T^{})}{T^{}}}𝑑T^{},`$ (14)
$`F(T)`$ $`=`$ $`E(T)TS(T).`$ (15)
Here $`E(T)=E_e(T)`$ or $`E_{\mathrm{me}}(T)`$.

In the case of the fitting technique, we can evaluate the sum rule,

$$\frac{1}{N}_0^{\mathrm{}}𝑑T\frac{C(T)}{T}=\underset{l=1}{\overset{M}{}}\frac{c_l}{l\mathrm{\Delta }}=2\mathrm{ln}\mathrm{\hspace{0.17em}2}S_0,$$
(16)
which ties the high temperature entropy to the logarithm of the dimension of the Hilbert space. The $`T=0`$ entropy $`S_0`$ must of course vanish in the thermodynamic limit. For the 2–d Hubbard model at $`U0`$ we find the term $`S_0`$ vanishes even on finite lattices, but it may be present in other Hamiltonians. In the present work, the sum rule of Eq. 10 is satisfied to a few percent. For the maximum entropy method, a similar check is possible by integrating $`\rho _F`$.

We now turn to the results of our simulations.

## III Equal Time Correlations– Local Moment, Specific Heat, and Magnetic Order

### A The Local Moment

In the introduction we reviewed the standard argument for the expected behavior of the Hubbard model local moment. Early determinant QMC work for the 2–dimensional Hubbard model confirmed this, as did subsequent investigations. In Fig. 1 we show that an examination of $`m_z^2`$ with a fine temperature mesh and at low temperatures reveals that after reaching a plateau at intermediate temperatures, $`m_z^2`$ changes value again at a second, low temperature, scale. We will come back to this point in more detail later, but it is worth commenting immediately that while the low temperature structure in $`m_z^2`$ is small compared to the size of the growth at high temperature, it occurs over a much smaller temperature range, and hence contributes a large peak in the specific heat.

In order to determine whether this is a finite size effect, in Fig. 2 we show data on a range of lattice sizes from 4x4 to 10x10. The evidence for the existence of the low energy scale is robust as the lattice size is increased. We can also make an extrapolation to the thermodynamic limit assuming a correction which goes as the inverse of the linear system size, as spin–wave theory indicates is appropriate for the full structure factor.

Additional insight is obtained by looking at the behavior of $`m_z^2`$ at different values of $`U`$, as in Fig. 3. The data of Fig. 3 are replotted in Fig. 4 to emphasize the universal nature of the high temperature behavior and the fact that the initial increase in the local moment as temperature is decreased does indeed occur at a temperature scale set by $`U`$.

In the zero-hopping ($`t=0`$) limit, $`m_z^2=1/\{\mathrm{exp}[U/(2T)]+1\}`$, which is monotonic with $`T`$, dropping from 1 at $`T=0`$ to 1/2 at $`T\mathrm{}`$. Why is the maximum in $`m_z^2`$ shifted from $`T=0`$ when the hopping is present? The ground state is antiferromagnetic, with the effective exchange $`J`$ arising from virtual hopping of the electrons. This virtual transfer reduces the degree of localization as can be seen from the values of $`m_z^2`$ at $`T=0`$ in Fig. 3. In the low-lying excited states the deviations from the antiferromagnetic state reduce the virtual hoppings since the Pauli principle forbids hopping when adjacent electron spins are ferromagnetically aligned. Localization is thereby increased with increasing temperature, giving rise to the maximum at $`T0`$. This maximum at large $`U`$ has also been observed in one-dimension.

At weak coupling, we see the opposite effect. The local moment has instead an additional increase at low temperature. This has a natural explanation in terms of the formation of local magnetic order. If there is an energy gain with ordering, there will be an associated preference for large moments. It is interesting to note that the DMFT results do not observe this additional moment enhancement at weak coupling. Instead, the local moment always has a maximum as a function of temperature. This is, perhaps, a consequence of restricting the DMFT to the paramagnetic phase.

### B  The Energy and Specific Heat

Figure 5 shows the QMC results for $`E(T_n)`$ together with the exponential fit $`E_e(T)`$. Calculation of the specific heat brings out the low temperature features in $`E(T)`$. We begin our analysis of this data for the specific heat by looking at the data at relatively strong coupling ($`U=10`$) as shown in Fig. 6. It is seen that the results for the Hubbard model are beautifully fit by combining the zero-hopping $`t=0`$ specific heat, which lies right on the high $`T`$ Hubbard model results, and the Heisenberg specific heat, which similarly lies right on the low $`T`$ Hubbard model results. The areas under both the low and high $`T`$ peaks are precisely $`\mathrm{ln}2`$, as expected for the high $`T`$ loss of entropy associated with moment formation and then low $`T`$ moment alignment. Clearly, this provides a good understanding of the strong coupling specific heat, as well as demonstrates the reliability of our approach to computing $`C(T)`$.

Further confirmation of the accuracy of our $`C(T)`$ calculations is evident by comparing results for the numerical differentiation, the exponential fit, and the ME techniques as shown in Figs. 7 and 8. It is seen that the agreement between all three approaches is good. Figs. 7 and 8 also emphasize that both the exponential fit and ME techniques are well suited to capturing the two energy scales in the problem. It is also interesting to comment on the $`U`$ dependence of the areas under the specific heat curves of Fig. 6, 7, and 8. As $`U`$ decreases into the weak coupling regime, the low $`T`$ peak has less and less entropy. For $`U=2`$ the area is only about $`\mathrm{ln}2/2`$. This will be discussed at greater length shortly.

When the specific heat curves for different $`U`$ are plotted together, as in Fig. 9, one sees that there is a nearly universal crossing at high temperature. There has been considerable recent discussion of this phenomenon, both its occurrence in experimental systems like 3He and heavy fermion systems, and models like the Hubbard Hamiltonian. In the case of the Hubbard model, the crossing has been argued to follow from the fact that the high temperature entropy is independent of $`U`$, ln4 = $`_0^{\mathrm{}}C(T,U)𝑑T/T,`$ which implies that $`0=_0^{\mathrm{}}C/UdT/T`$. Hence $`C/U`$ must be positive for some temperature ranges and negative for others, a condition for crossing to occur. The narrowness of the crossing region is traced ultimately to the linear temperature dependence of the double occupancy, the conjugate variable associated with $`U`$. In DMFT, two crossings were observed for the Hubbard model, with the high temperature one being nearly universal, while the low temperature intersections were considerably more spread out.

Previous studies in two dimensions exhibit crossings of the specific heat at $`T_{}=1.6`$, with a crossing region $`\mathrm{\Delta }T_{}=0.2`$. In Fig. 9 we confirm this result that a specific heat crossing occurs in two dimensions. While the crossings in the earlier study shift systematically with $`U`$, we instead see a random fluctuation of the crossing point. This suggests that the width of the crossing we report here is dominated by statistical fluctuations as opposed to possible systematic effects. We have also verified that the double occupancy has a linear temperature dependence at low $`T`$, especially at weak coupling, which is the criterion established for a universal crossing point.

The position of the two peaks as a function of $`U`$ is shown in Fig. 10. The strong coupling analysis gives us firm predictions for the peak positions at large $`U`$: First, the $`t=0`$ result tells us that the high $`T`$ peak is at $`T_{\mathrm{high}}U/4.8`$. The deviation from this limit seen in Fig. 10 can be ascribed to quantum fluctuations. Meanwhile, the Heisenberg result for the low $`T`$ peak is at $`T_{\mathrm{low}}=2J/3=8t^2/3U`$.  We similarly understand the position of $`T_{\mathrm{high}}`$ at weak coupling from the $`U=0`$ analysis: $`T_{\mathrm{high}}t=1`$ in units where $`t=1`$. The value of $`T_{\mathrm{low}}`$ for weak coupling is somewhat more problematic. In three dimensions, the Neél temperature which describes the onset of long–range magnetic order, has a non–monotonic behavior with $`U`$, first rising at small $`U`$ as $`T_N\mathrm{exp}[2\pi t/U]`$ and subsequently falling back down as $`T_Nt^2/U`$ at large $`U`$. In lower dimensions, like the 2–d case studied in this paper, $`T_N=0`$. Nevertheless, in weak coupling, both the random phase approximation and Hartree-Fock calculations give a finite $`T_N\mathrm{exp}[2\pi \sqrt{t/U}]`$ in 2–d. It is tempting in this case to interpret this energy scale as that of the short range spin fluctuations which give rise to the low temperature peak in $`C`$ at weak coupling, and similarly $`t^2/U`$ as the corresponding energy scale at strong coupling. Indeed, both the increase for small $`U`$, consistent with the exponential form, and the subsequent decrease can be seen in $`T_{\mathrm{low}}`$ in Fig. 10. It might also be noted that the entropy in the low-$`T`$ Hartree-Fock $`C(T)`$ peak goes to $`0`$ as $`U0`$, which is also consistent with the decreasing entropy under the low-$`T`$ QMC $`C(T)`$ peak as $`U`$ becomes small.

Finite size effects are illustrated in Fig. 11, which shows the data for the specific heat, obtained by finite differention of the energy data, on 6x6 and 10x10 lattices at $`U=2`$. As is seen, the error bars as inferred from the scatter in the data are of the same size as any possible systematic effect. In determinant QMC, finite size effects are largest at weak coupling, so this data represents a rather stringent test of possible lattice size dependence of our results for the thermodynamics.

We now turn to the issue of the separate contributions of the kinetic $`K`$ and potential $`P`$ energies to the specific heat. As discussed in the introduction, we might associate the charge peak with the potential energy, since the energy $`U`$ is what enforces double occupancy and reduces charge fluctuations. Since the energy scale $`J=4t^2/U`$ arises from virtual hopping processes, it is more naturally associated with the kinetic energy. At strong coupling this division describes the mapping of the Hubbard model onto the Heisenberg model, and then the specific heat of the Heisenberg model itself, and works extremely well quantitatively, as seen in Fig. 6.

At intermediate coupling it is not so natural to consider separately the derivatives of the kinetic and potential energies, as these quantities mix dramatically. Indeed, the behavior of the local moment shown in Fig. 1 indicates that at $`U=4`$ the potential energy in fact contributes both to the low and high temperature structure of $`C(T)`$.

Figure 12 shows $`dP/dT`$ and $`dK/dT`$ for $`U=2,4,10`$. At strong coupling $`U=10`$, $`dP/dT`$ has a high temperature maximum, while $`dK/dT`$ has a low temperature peak, as expected. In the combined specific heat, then, $`P`$ and $`K`$ are responsible for the charge and spin peaks respectively. Interestingly, however, even at large $`U`$, $`dP/dT`$ has a significant negative dip at low $`T`$, reflecting the potential energy cost of delocalization. As we have remarked, this effect has previously been noted in the 1–d Hubbard model and DMFT.

The positions of the contributions of $`dP/dT`$ and $`dK/dT`$ to $`C(T)`$ are exchanged as $`U`$ is decreased. Finally, at $`U=2`$, it is the potential energy which is responsible for the low temperature ’spin’ peak, and the kinetic energy for the high temperature ’charge’ peak.

The entropy $`S`$ can also be obtained as the area under $`(1/T)C(T)`$, as well as the separate kinetic and potential contributions. Fig. 13 shows the results at $`U=2`$, $`U=4`$ and $`U=10`$. In all cases the value of $`S`$ at high temperature equals the expected $`2\mathrm{ln}2`$ to within a few percent. At strong coupling, $`U=10`$, the offsetting kinetic and potential contributions seen in the low-$`T`$ peak region in Fig. 12 are reflected as well in Fig. 13. Nevertheless, the total entropy (solid curve) shows a shoulder at $`\mathrm{ln}2`$ and then the final high-temperature value of $`2\mathrm{ln}2`$ reflecting the two peaks in Fig. 6, which correspond first to the “Heisenberg” disordering of the spins and then at higher temperature to the destruction of local moments. At weak coupling, the initial increase in entropy at low $`T`$ comes from the temperature dependence of the potential energy which, as we have seen, is what gives rise to the low $`T`$ peak in $`C(T)`$. The area under the low $`T`$ peak in $`C(T)/T`$ is reduced from its large $`U`$ value of $`\mathrm{ln}2`$. Certainly one origin of this decrease is the reduction of the local moment $`m_z^2`$ from its large $`U`$ value $`m_z^2=1`$ at small $`U`$, as seen in Fig. 3. The entropy associated with local ordering of moments scales with the moment size.

### C  Magnetic Correlations

It is natural to associate the low temperature feature in the local moment and therefore the low $`T`$ peak in $`C(T)`$ with the onset of local antiferromagnetic correlations between neighboring spins. To understand how these correlations develop we have calculated the spin-spin correlation function between neighboring sites $`S_iS_{𝐢+\widehat{x}}`$ and the magnetic structure factor $`S(𝐐)`$. Figure 14 shows these two quantities as a function of temperature for $`U=2`$. The inset shows the derivatives of the spin-spin correlation function for neighboring sites ($`dS_𝐢S_{𝐢+\widehat{x}}/dT`$) and for the magnetic structure factor ($`dS(𝐐)/dT`$) with respect to the temperature: the sharp peaks form roughly at the same position as the specific heat has its low $`T`$ peak. Since $`T_N=0`$, the peak in $`dS(𝐐)/dT`$ should not be associated with long ranged correlations. Indeed, the largest contribution to $`dS(𝐐)/dT`$ comes from antiferromagnetic correlations between neighboring spins.

## IV Density of States and Optical Conductivity

### A  The Density of States:

While the standard interpretation of the two peak structure in the specific heat in terms of the freezing out of charge and spin fluctuations, at high and low $`T`$ respectively, is consistent with our data at large $`U`$, Fig. 12 emphasized that such a picture is not as useful at weak coupling.

Greater insight into the physics behind the specific heat is obtained by looking at the dynamics. Figure 15 shows results for the density of states $`N(\omega )`$ for $`U=1,2,4,6`$ and decreasing temperatures. At high $`T`$ the density of states consists of a single, very broad, bump with maximum at $`\omega =0`$. As $`T`$ is lowered for the smaller $`U`$ values (e.g., $`U=2`$), $`N(\omega =0)`$ first increases as a quasiparticle peak develops at $`\omega =0`$. This peak appears to be very similar to that found in multiband models like the periodic Anderson model, where it is associated with a Kondo resonance. As $`T`$ is lowered yet further, $`N(\omega )`$ then begins to decrease as a dip begins to form in the center of the quasiparticle peak.

For larger $`U`$, on the other hand (e.g., $`U=6`$), only the dip develops with decreasing temperature, and so $`N(\omega =0)`$ always decreases as $`T`$ is lowered. This behavior is emphasized in Fig. 16 which shows $`N(\omega =0)`$ as a function of temperature for $`U=2,4,6`$. The temperature at which $`N(\omega =0)`$ becomes small is seen in Fig. 16 to increase with $`U`$, and it appears correlated with the position of the low $`T`$ peak in $`C(T)`$. Indeed, the derivative of $`N(\omega =0)`$ is maximum at the same temperature where $`C(T)`$ has its low $`T`$ peak (indicated by arrows in the plot).

This “pseudogap” in the density of states is one of the central features of the 2–d Hubbard model under recent discussion, since it is one of the most interesting features of the normal state of the high temperature superconductors in the underdoped regime. As the pseudogap has a d–wave symmetry, like the superconducting order parameter itself, it is believed to arise as a result of short–range spin fluctuations which might also play a role in the pairing. The pseudogap’s existence has a long history of discussion, and debate, in the numerical literature on the Hubbard model which we shall now review, since concerns about possible finite size effects in the pseudogap may bear on similar concerns in the behavior of the specific heat.

The dynamical data presented in Figs. 1516 do not make a fully compelling case for the relation between the low $`T`$ peak in $`C(T)`$ and the pseudogap, since they are for a single fixed lattice size. A particular issue is the behavior of the density of states $`N(\omega )`$ of the half–filled Hubbard model in the thermodynamic limit. Quantum Monte Carlo results concerning this question are still evolving. Early simulations had the somewhat surprising conclusion that a pseudogap in $`N(\omega )`$ was present at weak to intermediate coupling only at $`T=0`$ in the thermodynamic limit. That is, while on a fixed lattice size $`L`$ a gap in $`N(\omega )`$ develops at a finite temperature $`T`$, it would go away if the lattice size were increased. Meanwhile, at strong coupling, the same work found the pseudogap persists at finite $`T`$ even as the system size increases. This behavior was interpreted as reflecting the fact that long range antiferromagnetic correlations are present only at $`T=0`$, and that such long range correlations were required for a gap in $`N(\omega )`$ for small $`U`$. This interpretation was questioned, however, since one might expect the pseudogap to depend only on the existence of short range antiferromagnetic correlations. Such local order should form at a temperature which is independent of lattice size, leading to the conclusion that the pseudogap should be present below that temperature even on large lattices.

If the original suggestion that the finite temperature pseudogap disappears at weak coupling in the thermodynamic limit were the case, it might raise similar questions about possible finite size effects in our results for the low temperature structure of the magnetic moment and specific heat. We believe this is not a concern for three reasons. First, one can consider the limit of very weak coupling. As we already see in Fig. 8, the high $`T`$ peak in $`C(T)`$ is well fit by a noninteracting calculation, and specifically therefore comes from the kinetic energy. If the local moment (potential energy) did not evolve at low $`T`$, then $`C(T)`$ would have a single peak structure. Therefore, our separate finite size scaling analysis for the moment and the specific heat support each other. Second, we have presented data at different finite sizes (Fig. 11) which show no evidence for the low $`T`$ peak shifting with increased lattice size. Finally, recent work suggests that the pseudogap exists in the thermodynamic limit at weak coupling and is not a finite size effect there.

### B  The Optical Conductivity

The density of states itself does not present a complete picture of the nature of the excitation gap. A more refined view may be obtained by looking at the optical conductivity, as shown in Figs. 17–19. These results show that the Hubbard model has a non–zero charge gap, even at weak to intermediate coupling where $`U`$ is less than the bandwidth. We examine the dynamic spin susceptibility (not shown) and find the spin gap to vanish since the 2–d Hubbard model has long range magnetic order at $`T=0`$ and hence ungapped, power law, spin wave excitations.

## V Conclusions

In this paper we have examined carefully the low temperature structure of the local moment and specific heat of the two dimensional Hubbard model. A striking conclusion of our work is that the two peak structure in the specific heat is preserved down to $`U=t=W/8`$, where $`W=8t`$ is the bandwidth. In one dimension, the coalescence of the spin and charge peaks appears to occur at much larger $`U`$, namely the one dimensional bandwidth. Meanwhile, in infinite dimension, the peaks also come together at an interaction strength associated with an average kinetic energy per particle corresponding to half the two dimensional bandwidth. However, we have pointed out that the argument that the peaks come together which is based on a comparison of the scales $`4t^2/U`$ and $`U`$ might be flawed, as the weak coupling spin energy scale is instead set by $`t\mathrm{exp}(2\pi \sqrt{t/U})`$. This leaves open the question of why the separation of the specific heat energy scales is maximal in intermediate dimension. Possibly the half-filled two-dimensional Hubbard model is unique due to the unusual characteristics of its noninteracting states at the Fermi energy. However, it should also be recalled that the DMFT studies have been restricted to the paramagnetic phase, which may have an important impact on the existence of two well defined peaks. Finally the existence of the Nagaoka state in two dimensions, but not in one or infinite dimensions, indicates that there may be no reason to expect systematic behavior here as a function of dimension.

We have emphasized that the standard nomenclature which identifies the high temperature peak in the specific heat as due to “charge” fluctuations and the low temperature peak as due to “spin” fluctuations while useful at strong coupling, needs to be refined. At weak coupling, the high temperature peak comes from the kinetic energy while the low temperature peak comes from the potential energy. By comparing with the behavior of the density of states, we have argued that the structure of $`C(T)`$ may be associated with “pseudogap” formation, that is, the onset of short range antiferromagnetic correlations between near–neighbor spins.

A detailed understanding of the relationship of the energy and local moment formation is desirable in a number of contexts in using model Hamiltonians to describe strongly correlated materials. In particular, while minimization of the energy determines the dominant low temperature phases, the various types of behavior of the local moment (for example screening by conduction electrons in multi–band models) can also provide important clues concerning the suitability of different models in describing the low temperature physics.

###### Acknowledgements.

Work at UCD was supported by the CNPq-Brazil, the LLNL Materials Research Institute, and NSF–DMR–9985978; that at LLNL, by the U.S. Department of Energy under Contract No. W–7405–Eng–48. We thank K. Held, M. Jarrell, M. Martins, P. Schlottmann, and M. Ulmke for useful discussions.