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# Large gaps in point-coupled periodic systems of manifolds

## 1 Introduction

The spectral behaviour of periodic systems is of a great importance. Having typically a band structure, such spectra differ by the number and structure of the gaps. For usual Schrödinger operators the number of gaps is generically infinite in the one-dimensional situation and finite in higher dimensions. Moreover, the gap widths decrease as the energy tends to infinity, the rate of decay being tied to the regularity of the potential.

In case of a singular periodic interaction the gaps may not close. A canonical example is the Kronig-Penney (KP) model, i.e. a chain of $`\delta `$-potentials where the gaps are asymptotically constant \[AGH\]. Even more singular couplings like generalized point interactions may exhibit gaps which are growing at the same rate as the bands \[EGr\], or even grow while the band widths are asymptotically constant. A typical example of such a behaviour is a modification of the KP model with a chain of the so-called $`\delta ^{}`$-interactions \[AGH\]. This behaviour is not restricted to one dimension; similar results can be derived e.g. for lattice graphs with appropriate boundary conditions coupling the wave functions at the vertices \[Ex, EGa\].

Large gaps has interesting physical consequences. For instance, the corresponding Wannier-Stark problem in which we add a linear background potential to a periodic chain of $`\delta ^{}`$-interactions has counterintuitive properties: the absolutely continuous spectrum of the corresponding Hamiltonian is empty \[AEL\], and in fact, the spectrum is known to be pure point for “most values” of the potential slope \[ADE\]. These results can be explained by observing that tilted gaps represent classically forbidden regions and that their large widths prevent the particle of propagating over long distances.

On the other hand, the physical meaning of the $`\delta ^{}`$-coupling remained unclear for a long time. Recently it has been demonstrated that this interaction can be approximated in the norm resolvent sense by a family of Schrödinger operators – see \[ENZ\] where also a bibliography to the problem is given – but previous studies brought some interesting non-potential approximations. An interesting example is given by a “bubble scattering” in which two halflines are attached to the surface of a sphere – see \[Ki\] and also \[ETV, Br\]. Such a system typically exhibits numerous resonances but the background transmission probability dominates and vanishes at the limit of large energies. This observation is of importance because systems of a mixed dimensionality are not just a mathematicians toy, but they can model real objects such as a fullerene molecule coupled to a pair of nanotubes \[Ka\].111Another model for such systems could be that of manifolds connected smoothly by thin tubes. Existence of gaps in this setting was demonstrated recently by Post \[Po\].

The aim of the present paper is to study systems with components of different dimension in the periodic setting. We intend to demonstrate that the structure of the configuration space in this case is reflected in the gap behaviour. After describing a general method to couple periodic systems of spheres, either joining them by line segments or directly through points where they touch, we will discuss in Sections 3-5 a number of examples. The results, summarized in Proposition 5.1, show that in all the considered cases the number of gaps are infinite and the gap-to-band width ratio increases with the band index. The estimated growth is slower than in the case of the $`\delta ^{}`$-interaction, and it is slower for a two-dimensional lattice than for a linear chain, but it is still powerlike for spheres joined by linear segments, thus confirming our conjecture that the effect is related to the change in dimensionality the particle must undergo. Even for a tighter coupling, however, where the spheres are coupled directly through contact points, the gap-to-band ratio is still logarithmically increasing.

## 2 General theory

### 2.1 Building blocks of the Hamiltonian

Suppose that $`X_0`$ is a two-dimensional Riemann manifold. By $`H_0`$ we denote a Schrödinger operator,

$$H_0=|g|^{1/2}(i_jA_j)|g|^{1/2}g^{jk}(i_kA_k)+V,$$

on $`L^2(X_0,|g|^{1/2}\mathrm{d}x)`$ with smooth vector and scalar potentials. The formalism we are going to describe extends easily to the case $`dimX_0=3`$ but we will limit ourselves here to referring to \[BG2\] for guidelines concerning such a generalization. The metric structure of $`X_0`$ is fixed and we will employ the shorthand notation $`L^2(X_0)`$ for simplicity in the following. Let further $`X_j,j=1,\mathrm{},n`$, be a finite or semiinfinite line segment which can be identified with the interval $`[0,d_j),\mathrm{\hspace{0.25em}0}<d_j<\mathrm{}`$. No external potentials are supposed to act on the particle on $`X_j`$, i.e. we consider the free operators $`H_j=\mathrm{d}^2/\mathrm{d}x^2`$ on $`L^2(X_j)`$ with Neumann’s condition at the endpoints (the “right” endpoint $`x=d_j`$ requires a boundary condition only if $`d_j<\mathrm{}`$) as the building blocks of the system Hamiltonian.

As we have said above we consider systems with configuration space consisting of infinite number of copies of a manifold which are connected either by isolated points common for the pair of neighbouring copies, or by line segments connecting such points. We will concentrate on the latter case which is more complicated. The former one can be regarded as the limiting situation where the length of the connecting segments tends to zero, and the corresponding modification of the formalism is easy.

A building block of our model is thus a “hedgehog manifold” obtained by attaching each segment $`X_j`$ to $`X_0`$ at a point $`q_jX_0`$, or more exactly, by identifying the point $`0X_j`$ with $`q_jX_0`$; we suppose that all the connection points $`q_j`$ are mutually different. The topological space constructed in this way will be denoted as $`\widehat{X}`$; it can be endowed with a natural measure which restricts to the Riemannian measure on $`X_0`$ and to the Lebesgue measure on each $`X_j,j=1,\mathrm{},n`$. This yields the identification

$$L^2(\widehat{X})=L^2(X_0)L^2(X_1)\mathrm{}L^2(X_n)$$

for the Hilbert state space of the system.

By $`S_0`$ we denote the restriction of the operator $`H_0`$ defined above to the family of functions

$$\{f𝒟(H_0):f(q_1)=\mathrm{}=f(q_n)=0\},$$

which obviously makes sense as long as $`dimX_03`$. In a similar way we use the symbol $`S_j,j=1,\mathrm{},n`$, for the restriction of $`H_j`$ to the set $`\{f𝒟(H_j):f(0)=0\}`$. The Schrödinger operators we consider are by definition self-adjoint extensions of the symmetric operator $`S=S_0S_1\mathrm{}S_n`$; their construction is a standard matter discussed in numerous papers starting with \[EŠ1\]. The most efficient way to describe them is based on a bijective correspondence with the Lagrangian planes in $`𝒢\times 𝒢`$, where $`𝒢=^{2n}`$. To describe it, we introduce the boundary-value operators

$$\mathrm{\Gamma }^1,\mathrm{\Gamma }^2:𝒟(S^{})𝒢,$$

by

$`\mathrm{\Gamma }^1(f)`$ $`:=`$ $`(a(f_0,q_1),\mathrm{},a(f_0,q_n),f_1^{}(0),\mathrm{},f_n^{}(0)),`$
$`\mathrm{\Gamma }^2(f)`$ $`:=`$ $`(b(f_0,q_1),\mathrm{},b(f_0,q_n),f_1(0),\mathrm{},f_n(0)).`$ (2.1)
Here $`a(f_0,q_j)=:a_j(f_0)`$ and $`b(f_0,q_j)=:b_j(f_0)`$ are the leading-term coefficients of the asymptotics of $`f_0`$ in the vicinity of the point $`q_j`$ as determined in \[BG1, BG2\], or the generalized boundary values $`2\pi (dimX_01)L_0`$ and $`L_1`$, respectively, in the terminology of \[EŠ1, EŠ2\].

Let $`\mathrm{\Lambda }`$ be a Lagrangian plane in $`𝒢\times 𝒢`$, i.e. $`\mathrm{\Lambda }^{}=\mathrm{\Lambda }`$ with respect to the skew-Hermitean product $`[x|y]:=x_1|y_2x_2|y_1`$ in $`𝒢\times 𝒢`$. Then any restriction of the adjoint operator $`S^{}`$ to a family of functions from $`𝒟(S^{})`$ specified by the boundary condition $`(\mathrm{\Gamma }^1f,\mathrm{\Gamma }^2f)\mathrm{\Lambda }`$ is a self-adjoint operator which we denote $`H^\mathrm{\Lambda }`$. Recall that a Lagrangian plane is, in general, the graph of a self-adjoint operator $`L:𝒢𝒢`$ so that the above boundary condition can be rewritten as $`\mathrm{\Gamma }^2f=L(\mathrm{\Gamma }^1f)`$. To avoid problems with the invertibility of $`L`$ one can view $`\mathrm{\Lambda }`$ also as the graph of a “multivalued” operator in $`𝒢`$, in other words, one may describe it through a relation $`Lx=My`$, $`(x,y)𝒢\times 𝒢`$, where $`L,M:𝒢𝒢`$ are linear operators satisfying the conditions \[KS\]:

(i) $`LM^{}=ML^{}`$,

(ii) $`\mathrm{rank}(L,M)=n`$ .

### 2.2 The resolvent

We are concerned with spectral properties of the said self-adjoint extensions, which are as usual defined from the resolvent. The latter is expressed here by Krein’s formula \[AGH, App. A\]: If we denote by $`H^0`$ the decoupled operator $`H_0H_1\mathrm{}H_n`$, then we have

$$(H^\mathrm{\Lambda }z)^1=(H^0z)^1\gamma (z)[Q(z)\mathrm{\Lambda }]^1\gamma ^{}(z)$$
(2.2)
for any $`z`$ in the resolvent set, in particular for $`z`$, where the operator $`\gamma (z):𝒢`$ is given by the formula

$$\gamma (z):=\left(\mathrm{\Gamma }^1𝒩_z\right)^1,𝒩_z=\mathrm{Ker}(S^{}z),$$

and $`Q(z):𝒢𝒢`$ is defined as

$$Q(z):=\mathrm{\Gamma }^2\gamma (z).$$

Then the inverse $`[Q(z)\mathrm{\Lambda }]^1`$ exists for all non-real $`z`$. To find an explicit expression for the Green function of the operator $`H^\mathrm{\Lambda }`$ from (2.2) we need to know the Green function $`G_0`$ of $`H^0`$.

Notice first that it is easy to find the Green function $`G_j`$ of $`H_j`$: one has

$$G_j(x,x^{};z)=\frac{\mathrm{cosh}[\sqrt{z}(d_j|xx^{}|)]+\mathrm{cosh}[\sqrt{z}(d_j(x+x^{})]}{2\sqrt{z}\mathrm{sinh}\left[\sqrt{z}d_j\right]}.$$
(2.3)
Using the natural decomposition $`𝒢=^{2n}=^n\times ^n`$ we write the matrix representation of the operator $`[Q(z)\mathrm{\Lambda }]^1`$ in block form,

$$[Q(z)\mathrm{\Lambda }]^1=\left[\begin{array}{cc}T(z)& W(z)\\ U(z)& V(z)\end{array}\right].$$
(2.4)
Since $`=_0_1\mathrm{}_n`$, the Green function of the operator $`H^\mathrm{\Lambda }`$ can be represented as a matrix of integral kernels of operators acting from $`_k`$ to $`_j`$,

$$G^\mathrm{\Lambda }(x,x^{};z)=\left(G_{jk}^\mathrm{\Lambda }(x_j,x_k^{};z)\right)_{0j,kn}\mathrm{with}x_jX_j,x_k^{}X_k.$$
(2.5)
Let $`(\xi _1,\mathrm{},\xi _n,\eta _1,\mathrm{},\eta _n)𝒢=^n\times ^n`$, then a direct calculation yields

$`\gamma (z)(\xi _1,\mathrm{},\xi _n,\eta _1,\mathrm{},\eta _n)`$
$`=({\displaystyle \underset{j=1}{\overset{n}{}}}G_0(,q_j;z)\xi _j,G_1(,0;z)\eta _1,\mathrm{},G_n(,0;z)\eta _n).`$
This implies the adjoint operator action,

$$\gamma ^{}(\overline{z})(f_0,f_1,\mathrm{},f_n)=(\xi _1,\mathrm{},\xi _n,\eta _1,\mathrm{},\eta _n),$$

where

$$\xi _j=_{X_0}G_0(q_j,x;z)f_0(x)|g(x)|^{1/2}dx,\eta _j=_{X_j}G_j(0,x;z)f_j(x)dx.$$

The matrix $`Q(z)`$ then has block-diagonal form

$$Q(z)=\left[\begin{array}{cc}Q^{11}(z)& 0\\ 0& Q^{22}(z)\end{array}\right],$$

here $`Q^{11}(z)`$ coincides with the $`Q`$-matrix $`Q_0`$ for the pair $`(S_0,H_0)`$. Recall that the $`Q`$-function in the Krein formula always corresponds to a pair of a self-adjoint operators and fixed symmetric restriction. In the present case it has the form

$$Q_0^{jk}(z)=G_0^{\mathrm{ren}}(q_j,q_k;z),$$
(2.6)
where $`G_0^{\mathrm{ren}}`$ is the renormalized Green’s function obtained from $`G_0`$ by subtracting the diagonal singularity,

$$G_0^{\mathrm{ren}}(x_0,x_0^{};z)=\{\begin{array}{cc}G_0(x_0,x_0^{};z),\hfill & \text{if }x_0x_0^{}\text{;}\hfill \\ \underset{y_0x_0}{lim}\left[G_0(x_0,y_0;z)+\frac{1}{2\pi }\mathrm{ln}\rho (x_0,y_0)\right],\hfill & \text{if }x_0=x_0^{}\text{.}\hfill \end{array}$$

Here $`\rho (x_0,y_0)`$ denotes the geodesic distance on $`X_0`$. On the other hand, the matrix $`Q^{22}(z)`$ is diagonal,

$$Q_{jk}^{22}(z)=\delta _{jk}G_j(0,0;z).$$

Using the above formulae we can write the matrix element kernels in (2.5) more explicitly,

$$G_{jk}(x_j,x_k^{};z)=\delta _{jk}G_j(x_j,x_j^{};z)K_{jk}(x_j,x_k^{};z),$$

where

$`K_{00}(x_0,x_0^{};z)`$ $`=`$ $`{\displaystyle \underset{j,k=1}{\overset{n}{}}}t_{jk}(z)G_0(x_0,q_j;z)G_0(q_k,x_0^{};z),`$
$`K_{0k}(x_0,x_k^{};z)`$ $`=`$ $`G_k(0,x_k^{};z){\displaystyle \underset{j=1}{\overset{n}{}}}w_{jk}(z)G_0(x_0,q_j;z),k>0,`$
$`K_{j0}(x_j,x_0^{};z)`$ $`=`$ $`G_j(x_j,0,;z){\displaystyle \underset{k=1}{\overset{n}{}}}u_{jk}(z)G_0(q_k,x_0^{};z),j>0,`$
$`K_{jk}(x_j,x_k^{};z)`$ $`=`$ $`v_{jk}(z)G_j(x_j,0,;z)G_k(0,x_k^{};z),j,k>0;`$
the coefficients refering to the block representation (2.4), $`\left(t_{jk}(z)\right)=T(z)`$, etc., can be in principle computed explicitly.

### 2.3 Coupling hedgehog manifolds

In the next step we are going to glue together the building blocks considered so far. To begin with, we consider such a manifold $`\widehat{X}`$ and select some number of finite segments of lengths $`d_1,\mathrm{},d_s,\mathrm{\hspace{0.25em}1}sn`$. At the same time, we fix a finite number of distinct points $`p_1,\mathrm{},p_mX_0`$ such that $`\{p_1,\mathrm{},p_n\}\{q_1,\mathrm{},q_n\}=\mathrm{}`$. We fix a Hamiltonian $`H^\mathrm{\Lambda }`$ on $`\widehat{X}`$ and consider its restriction $`\stackrel{~}{S}`$ to the set of functions

$$\{f𝒟(H^\mathrm{\Lambda }):f(p_1)=\mathrm{}=f(p_m)=f(d_1)=\mathrm{}=f(d_s)=0\}.$$

Let us find the $`𝒬`$-matrix of the pair $`(\stackrel{~}{S},H^\mathrm{\Lambda })`$ which is a $`(m+s)\times (m+s)`$ matrix $`\stackrel{~}{Q}(z)`$ with block structure,

$$\stackrel{~}{Q}(z)=\left[\begin{array}{cc}\stackrel{~}{Q}^{11}(z)& \stackrel{~}{Q}^{12}(z)\\ \stackrel{~}{Q}^{21}(z)& \stackrel{~}{Q}^{22}(z)\end{array}\right].$$

Using the formula for the Green function of $`H^\mathrm{\Lambda }`$ we can write the elements of the above matrix as

$`\stackrel{~}{Q}_{jk}^{11}(z)`$ $`=`$ $`\delta _{jk}G_0^{\mathrm{ren}}(p_j,p_j;z)+(1\delta _{jk})G_0(p_j,p_k;z)`$
$`K_{00}(p_j,p_k;z),1j,km,`$
$`\stackrel{~}{Q}_{jk}^{12}(z)`$ $`=`$ $`K_{0k}(p_j,d_k;z),1jm,\mathrm{\hspace{0.17em}1}ks,`$ (2.7)
$`\stackrel{~}{Q}_{jk}^{21}(z)`$ $`=`$ $`K_{j0}(d_j,p_k;z),1js,\mathrm{\hspace{0.17em}1}km,`$
$`\stackrel{~}{Q}_{jk}^{22}(z)`$ $`=`$ $`\delta _{jk}G_j(d_j,d_j;z)K_{jk}(d_j,d_k;z),1j,ks.`$
Recall that $`G_0^{\mathrm{ren}}`$ denotes the renormalized Green’s function; we drop of course the superscript whenever the two arguments are different.

The coupling will be realized through conditions relating the generalized boundary values. We will not strive for at most generality, however, because formulae encompassing manifolds with arbitrary $`n,m`$ would be rather cumbersome. We will instead discuss in some detail properties of a quantum particle living on chained manifolds of different dimensions, i.e. the case $`m=n=1`$; later on we will extend the argument to a particular situation with $`m=n=2`$.

Consider, therefore, a manifold $`X_0`$ on which a pair of mutually different points $`p,q`$ is selected. At $`q`$, a segment of a length $`d`$ is attached, while $`p`$ is a “socket” to which another “tailed” manifold can be coupled. In analogy with (2.6) we introduce the matrix

$$Q_0(z)=\left[\begin{array}{cc}G_0^{\mathrm{ren}}(q,q;z)& G_0(p,q;z)\\ G_0(q,p;z)& G_0^{\mathrm{ren}}(p,p;z)\end{array}\right],$$
(2.8)
and similarly, the segment will be characterized by

$$Q_1(z)=\left[\begin{array}{cc}G_1(0,0;z)& G_1(0,d;z)\\ G_1(d,0;z)& G_1(d,d;z)\end{array}\right].$$
(2.9)
Using (2.3) we find

$$Q_1^{jk}(z)=\frac{\delta _{jk}}{\sqrt{z}}\mathrm{coth}\left(\sqrt{z}d\right)+\frac{1\delta _{jk}}{\sqrt{z}\mathrm{sinh}\left(\sqrt{z}d\right)},$$

or

$$Q_1^{jk}(z)=\frac{\delta _{jk}}{k}\mathrm{cot}(kd)+\frac{1\delta _{jk}}{k\mathrm{sin}(kd)}$$
(2.10)
in the usual momentum notation, $`k:=i\sqrt{z}`$ for $`z_+`$.

The operator $`H^\mathrm{\Lambda }`$ on $`\widehat{X}`$ is specified by the boundary conditions at the point $`q`$ identified with the left endpoint of the segment, $`0[0,d)`$. In general, these conditions can be given in the form,

$`b(f_0,q)`$ $`=`$ $`\alpha f_1^{}(0)+\beta a(f_0,q),`$
$`f_1(0)`$ $`=`$ $`\gamma f_1^{}(0)\overline{\alpha }a(f_0,q),`$ (2.11)
with $`\beta ,\gamma `$ and $`\alpha `$; we suppose $`\alpha 0`$ such that the manifold $`X_0`$ and the segment are coupled in a nontrivial way. For the sake of simplicity we will restrict ourselves to the case where $`\beta =\gamma =0`$, i.e.

$$b(f_0,q)=\alpha f_1^{}(0),f_1(0)=\overline{\alpha }a(f_0,q).$$
(2.12)
This can be regarded as a “minimal” coupling between the two configuration-space components, because in the “switched-off state”, $`\alpha =0`$, the manifold Hamiltonian contains no point interaction at the point $`q`$ and the segment part satisfies the Dirichlet condition at $`x_1=0`$. Notice, however, that there are other natural choices such as

$$\alpha =\sqrt{\frac{2\rho }{\pi }},\beta =\pi (1+\mathrm{ln}\sqrt{\rho }),\gamma =2\rho ,$$

which describes the particle passing through the junction at a low energy if the segment models a thin tube of radius $`\rho `$ – cf. \[EŠ2\].

The boundary condition (2.12) can be cast into the form given in Sec. 2.1 if we choose $`M`$ as the $`2\times 2`$ unit matrix and

$$L:=\left[\begin{array}{cc}0& \alpha \\ \overline{\alpha }& 0\end{array}\right].$$
(2.13)
The $`Q`$-matrix entering Krein’s formula for the operator $`H^\mathrm{\Lambda }`$ can be expressed in terms of the matrices (2.8) and (2.9) as

$$Q(z)=\left[\begin{array}{cc}Q_0^{11}& 0\\ 0& Q_1^{11}\end{array}\right].$$
(2.14)
From (2.13) and (2.14) we find

$$[Q(z)\mathrm{\Lambda }]^1=\frac{1}{Q_0^{11}(z)Q_1^{11}(z)|\alpha |^2}\left[\begin{array}{cc}Q_1^{11}(z)& \alpha \\ \overline{\alpha }& Q_0^{11}(z)\end{array}\right],$$

and therefore

$`G_{00}^\mathrm{\Lambda }(x_0,x_0^{};z)`$ $`=`$ $`G_0(x_0,x_0^{};z){\displaystyle \frac{Q_1^{11}(z)}{Q_0^{11}(z)Q_1^{11}(z)|\alpha |^2}}G_0(x_0,q;z)G_0(q,x_0^{};z),`$
$`G_{01}^\mathrm{\Lambda }(x_0,x_1^{};z)`$ $`=`$ $`{\displaystyle \frac{\alpha }{Q_0^{11}(z)Q_1^{11}(z)|\alpha |^2}}G_0(x_0,q;z)G_1(0,x_1^{};z),`$
$`G_{10}^\mathrm{\Lambda }(x_1,x_0^{};z)`$ $`=`$ $`{\displaystyle \frac{\overline{\alpha }}{Q_0^{11}(z)Q_1^{11}(z)|\alpha |^2}}G_1(x_1,0;z)G_0(q,x_0^{};z),`$
$`G_{11}^\mathrm{\Lambda }(x_1,x_1^{};z)`$ $`=`$ $`G_1(x_1,x_1^{};z){\displaystyle \frac{Q_0^{11}(z)}{Q_0^{11}(z)Q_1^{11}(z)|\alpha |^2}}G_1(x_1,0;z)G_1(0,x_1^{};z).`$
Thus we can calculate the matrix elements (2.7) (the indices $`j,k`$ are trivial in the present example and we will drop them):

$`\stackrel{~}{Q}^{11}(z)`$ $`=`$ $`\stackrel{~}{Q}_0^{22}(z){\displaystyle \frac{Q_1^{11}(z)Q_0^{12}(z)Q_0^{21}(z)}{Q_0^{11}(z)Q_1^{11}(z)|\alpha |^2}},`$
$`\stackrel{~}{Q}^{12}(z)`$ $`=`$ $`{\displaystyle \frac{\alpha Q_1^{12}(z)Q_0^{21}(z)}{Q_0^{11}(z)Q_1^{11}(z)|\alpha |^2}},`$ (2.15)
$`\stackrel{~}{Q}^{21}(z)`$ $`=`$ $`{\displaystyle \frac{\overline{\alpha }Q_0^{12}(z)Q_1^{21}(z)}{Q_0^{11}(z)Q_1^{11}(z)|\alpha |^2}},`$
$`\stackrel{~}{Q}^{22}(z)`$ $`=`$ $`\stackrel{~}{Q}_1^{22}(z){\displaystyle \frac{Q_0^{11}(z)Q_1^{12}(z)Q_1^{21}(z)}{Q_0^{11}(z)Q_1^{11}(z)|\alpha |^2}}.`$
These formulae can be made even more explicit by plugging in (2.10).

### 2.4 Point-coupled manifolds

In the same way one can treat the limiting situation when the lengths of the connecting segment shrink to zero. Then only the boundary conditions have be modified. Consider the simplest case when $`X_0`$ and $`X_1`$ are coupled by identifying the points $`p_jX_j,j=0,1`$. The generalized boundary values (2.1) are then replaced by

$`\mathrm{\Gamma }^1(f_0,f_1)`$ $`:=`$ $`(a(f_0,p_0),a(f_1,p_1)),`$
$`\mathrm{\Gamma }^2(f_0,f_1)`$ $`:=`$ $`(b(f_0,p_0),b(f_1,p_1)).`$
Such a coupling was first discussed in \[EŠ3\] in the situation where $`X_0`$ and $`X_1`$ are two planes. The four-parameter set of all possible self-adjoint extensions was described there and the result adapts easily to more general manifolds. For the sake of simplicity, however, we will again restrict our attention to the “minimal” coupling given by the conditions

$$b(f_0,p_0)=\alpha a(f_1,p_1),b(f_1,p_1)=\overline{\alpha }a(f_0,p_0)$$
(2.16)
with a complex parameter $`\alpha `$, decoupled manifolds corresponding to $`\alpha =0`$.

## 3 Infinite necklaces

### 3.1 General periodic case

As an illustration of how to couple “hedgehog” manifolds, we are now going to analyze now the simplest nontrivial case i.e. when the building blocks discussed above are chained into an infinite “necklace”. To define the Hamiltonian we have to specify the boundary conditions coupling the outer endpoint of the segment of the first building block, starting at $`q`$, to the point $`p`$ of the second one. The boundary-value operators $`\stackrel{~}{\mathrm{\Gamma }}^1`$ and $`\stackrel{~}{\mathrm{\Gamma }}^2`$ for the operator $`\stackrel{~}{S}`$ are of the form

$`\mathrm{\Gamma }^1(f_0,f_1)`$ $`:=`$ $`(a(f_0,p),f_1^{}(d)),`$
$`\mathrm{\Gamma }^2(f_0,f_1)`$ $`:=`$ $`(b(f_0,p),f_1(d)).`$
Notice the positive sign of $`f_1^{}(d)`$ in comparison with (2.1) which reflects the orientation of the segment $`[0,d]`$.

Consider now a countable family of identical copies of the manifold $`\widehat{X}`$, i.e. $`\widehat{X}_M=\widehat{X}`$ for all $`m`$ and set $`\widehat{Z}:=_m\widehat{X}_m`$. The state Hilbert space of this necklace is

$$L^2(\widehat{Z})=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}L^2(\widehat{X}_m).$$

Schrödinger operators on the necklace will be identified with self-adjoint extensions of the symmetric operator $`\widehat{S}:=_m\stackrel{~}{S}_m`$, where $`\stackrel{~}{S}_m:=\stackrel{~}{S}`$ for any $`m`$. Obviously, the boundary-value space of $`\widehat{S}`$ is of the form

$$\widehat{𝒢}=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\stackrel{~}{𝒢}_m\mathrm{with}\stackrel{~}{𝒢}_m=^2\mathrm{forall}m$$

and

$$\widehat{\mathrm{\Gamma }}^j=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\stackrel{~}{\mathrm{\Gamma }}_m^j\mathrm{with}\stackrel{~}{\mathrm{\Gamma }}_m^j=\stackrel{~}{\mathrm{\Gamma }}^j\mathrm{forall}m\mathrm{and}j=1,2.$$

Of course, the operator $`\widehat{S}`$ has infinite deficiency indices, and therefore plenty of self-adjoint extensions. We restrict our attention to those which are local in the sense that exactly the point $`d`$ of $`\widehat{X}_m`$ is coupled with the point $`p`$ of $`\widehat{X}_{m+1}`$. Moreover, we will consider the situation when the coupling $`d`$ to $`p`$ and $`q`$ to $`0`$ is minimal in the sense described above. Consequently, for an element $`g=\{g_m\}\widehat{𝒢}`$ with $`g_m=(f_{0,m},f_{1,m})`$ we impose boundary conditions analogous to (2.12):

$$b(f_{0,m},p)=\alpha f_{1,m1}^{}(0),f_{1,m}(0)=\overline{\alpha }a(f_{0,m+1},p);$$

this can be written concisely as

$$\widehat{\mathrm{\Gamma }}^2g=L\widehat{\mathrm{\Gamma }}^1g,$$
(3.1)
where $`L`$ is an operator in $`\widehat{𝒢}`$ given by a matrix $`L=(L_{mn})_{m,n}`$, where $`L_{mn}=0`$ if $`|mn|1`$ and

$$L_{m,m+1}=\left[\begin{array}{cc}0& \alpha \\ 0& 0\end{array}\right],L_{m+1,m}=\left[\begin{array}{cc}0& 0\\ \overline{\alpha }& 0\end{array}\right].$$

We then infer that the self-adjoint operator $`H^L`$ specified by the boundary conditions (3.1) has the following resolvent

$$(\widehat{H}^Lz)^1=(\widehat{H}^0z)^1\widehat{\gamma }(z)[\widehat{Q}(z)L]^1\widehat{\gamma }^{}(z),$$

where $`\widehat{Q}(z)=\{\delta _{mn}\stackrel{~}{Q}(z)\}`$. In this way, the dispersion relation for $`\widehat{H}^L`$ can be obtained by introducing the quasimomentum $`\theta [0,2\pi )`$ and performing the Fourier transformation of the operator $`\widehat{Q}(z)L`$. Thus result is an operator in the space $`L^2((0,2\pi ))𝒢`$ with kernel

$$P(\theta ,z):=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\left(\widehat{Q}_{m0}(z)L_{m0}\right)\mathrm{e}^{im\theta }=\stackrel{~}{Q}(z)\left[\begin{array}{cc}0& \alpha \mathrm{e}^{i\theta }\\ \overline{\alpha }\mathrm{e}^{i\theta }& 0\end{array}\right].$$

The dispersion relation is of the form $`detP(\theta ,z)=0`$, or

$$det\left|\begin{array}{cc}\stackrel{~}{Q}_{11}(z)& \stackrel{~}{Q}_{12}(z)\alpha \mathrm{e}^{i\theta }\\ \stackrel{~}{Q}_{21}(z)\overline{\alpha }\mathrm{e}^{i\theta }& \stackrel{~}{Q}_{22}(z)\end{array}\right|=0,$$

which is equivalent to

$$det\stackrel{~}{Q}(z)\left(\stackrel{~}{Q}_{12}(z)\overline{\alpha }\mathrm{e}^{i\theta }+\stackrel{~}{Q}_{21}(z)\alpha \mathrm{e}^{i\theta }\right)|\alpha |^2=0.$$
(3.2)
As in similar situations, we have isospectrality with respect to the coupling-constant phase: put $`\phi =\mathrm{arg}\alpha `$, i.e. $`\alpha =|\alpha |\mathrm{e}^{i\phi }`$, then the last condition can be written as

$$det\stackrel{~}{Q}(z)|\alpha |\left(\stackrel{~}{Q}_{12}(z)\mathrm{e}^{i(\theta +\phi )}+\stackrel{~}{Q}_{21}(z)\mathrm{e}^{i(\theta +\phi )}\right)|\alpha |^2=0,$$

which shows that without loss of generality we may restrict ourselves to the case $`\alpha 0`$; this we shall assume in the following. Using the fact that $`\stackrel{~}{Q}_{21}^{}(z)=\stackrel{~}{Q}_{12}(z)`$ holds for real $`z`$, the condition (3.2) can be rewritten as

$$det\stackrel{~}{Q}(z)|\alpha |^2=2\alpha \left(\mathrm{Re}\stackrel{~}{Q}_{12}(z)\mathrm{cos}\theta +\mathrm{Im}\stackrel{~}{Q}_{12}(z)\mathrm{sin}\theta \right).$$
(3.3)
Hence a necessary condition for $`z\mathrm{spec}(\widehat{H})`$ is

$$\frac{|det\stackrel{~}{Q}(z)|\alpha |^2|}{2\alpha |\stackrel{~}{Q}_{12}(z)|}1.$$
(3.4)
If $`\stackrel{~}{Q}_{12}(z)=\stackrel{~}{Q}_{21}(z)`$, which is true in particular if $`H^0`$ is a real operator (i.e. commutes with the complex conjugation), the relation (3.3) simplifies to

$$\mathrm{cos}\theta =\frac{det\stackrel{~}{Q}(z)|\alpha |^2}{2\alpha \stackrel{~}{Q}_{12}(z)},$$
(3.5)
and the condition (3.4) becomes necessary and sufficient. If $`H^0`$ is real, the condition (3.5) can be made more explicit: using (2.15) and the fact that $`Q_j^{11}=Q_j^{22}`$ holds for $`j=1,2`$, we find after a short computation

$$\mathrm{cos}\theta =\frac{detQ_0(z)detQ_1(z)2\alpha ^2Q_0^{11}(z)Q_1^{11}(z)+\alpha ^4}{2\alpha ^2Q_0^{12}(z)Q_1^{12}(z)}.$$

Furthermore, using (2.10) we get

$$\mathrm{cos}\theta =\frac{detQ_0(k^2)\mathrm{sin}(kd)2\alpha ^2k\mathrm{cos}(kd)Q_0^{11}(k^2)\alpha ^4k^2\mathrm{sin}(kd)}{2\alpha ^2kQ_0^{12}(k^2)}.$$
(3.6)
### 3.2 Spherical beads

Since our aim is to present solvable examples, we study next the situation when the elementary building-block manifold $`X_0`$ is a two-dimensional sphere $`𝕊^2`$ of a fixed radius $`a>0`$. We parametrize it by spherical coordinates,

$`x`$ $`=`$ $`a\mathrm{cos}\vartheta \mathrm{cos}\phi ,`$
$`y`$ $`=`$ $`a\mathrm{cos}\vartheta \mathrm{sin}\phi ,`$
$`z`$ $`=`$ $`a\mathrm{sin}\vartheta ,`$
with $`\vartheta [\pi /2,\pi /2],\phi [0,2\pi )`$. We will assume that there are no external fields, so the starting operator for construction of the Hamiltonian is the Laplace-Beltrami operator $`\mathrm{\Delta }_{\mathrm{LB}}`$ on $`𝕊^2`$. Its Green’s function is an integral operator with the kernel

$$G_0(x,y;z)=\frac{1}{4\mathrm{cos}(\pi t)}𝒫_{\frac{1}{2}+t}\left(\mathrm{cos}\left(\frac{\rho (x,y)}{a}\right)\right),$$
(3.7)
where $`𝒫_\lambda `$ is the Legendre function, $`\rho (x,y)`$ is the geodetic distance on the sphere, and

$$tt(z):=\frac{1}{2}\sqrt{1+4a^2z}.$$

This allows us to express the renormalized Green’s function, i.e. we find

$$Q_0^{jj}(z)=\frac{1}{2\pi }\left[\psi \left(\frac{1}{2}+t\right)\frac{\pi }{2}\mathrm{tan}(\pi t)\mathrm{ln}2a+C_E\right],$$
(3.8)
(see e.g. \[BE, Tab. 3.9.2\]), where $`C_E`$ is Euler’s number and $`\psi `$ the digamma function. We use again the conventional notation $`z=k^2`$ for the energy parameter; if there is no danger of misunderstanding we will often supposes the dependence of various quantities on $`k`$.

### 3.3 Loose necklaces

We shall next consider two particular segment-connected periodic chains:
Example I: Suppose that the connecting segments are attached at antipodal points as sketched in Fig. 1 so that the geodesic distance of the junctions is $`\pi a`$.

We will denote the segment connecting the spheres $`𝕊_n^2`$ and $`𝕊_{n+1}^2`$ as $`I_n`$, with the endpoints $`0^{(n)}p_1^{(n)}𝕊_n^2`$ and $`d^{(n)}p_3^{(n+1)}𝕊_{n+1}^2`$. The lower-index numeration is somewhat arbitrary and serves just to having a common notation for the present configuration and that considered below.
Example II: Alternatively, assume that the junction points are chosen on one pole and on the equator point, as sketched in Fig. 2,

such that their geodesic distance is $`\pi a/2`$. The segment $`I_n`$ now connects the points $`0^{(n)}p_1^{(n)}𝕊_n^2`$ and $`d^{(n)}p_2^{(n+1)}𝕊_{n+1}^2`$.
While the diagonal part (3.8) of the matrix $`Q_0`$ does not depend on the way we arrange the spheres, the off-diagonal parts differ and now become

$`Q_0^{i,i\pm 1}`$ $`=`$ $`{\displaystyle \frac{1}{8\sqrt{\pi }}}{\displaystyle \frac{\mathrm{\Gamma }\left(\frac{1}{4}+\frac{t}{2}\right)}{\mathrm{\Gamma }\left(\frac{3}{4}+\frac{t}{2}\right)}}{\displaystyle \frac{1}{\mathrm{cos}\pi \left(\frac{1}{4}+\frac{t}{2}\right)}},`$ (3.9)
$`Q_0^{i,i\pm 2}`$ $`=`$ $`Q_0^{21}(k^2)={\displaystyle \frac{1}{4\mathrm{cos}(\pi t)}},`$ (3.10)
for the zigzag and straight case, respectively, with the notation we have adopted. In the same way, the dispersion relation (3.6) becomes

$$Q_0^{11}Q_0^{11}Q_0^{1j}Q_0^{1j}2\alpha ^2k\mathrm{cot}(kd)Q_0^{11}2\alpha ^2k\frac{Q_0^{1j}}{\mathrm{sin}(kd)}\mathrm{cos}\theta \alpha ^4k^2=0$$
(3.11)
with $`j=2,3`$ in Examples II and I, respectively. Let us remark that the condition with $`j=2`$ is valid whenever all the $`Q_0^{12}`$ are the same. Hence the spectrum does not change when we rotate an arbitrary semi-infinite part of the chain around the axis given by the appropriate connecting segment, such that, geometrically speaking, the zigzag chain need not be periodic.

### 3.4 Tight necklaces

In a similar way, one can treat periodic sphere chains which are connected through points where they touch (i.e. shrinking the line segments to zero), with the boundary conditions (3.1) replaced by (2.16) at each junction. We shall consider again two particular situations analogous to the periodic chains discussed above:
Example III: Suppose that the junctions are situated at antipodal points as sketched in Fig. 3,

being obtained by identifying the points $`p_1^{(n)}𝕊_n^2`$ and $`p_3^{(n+1)}𝕊_{n+1}^2`$.
Example IV: The tight zigzag chain in Fig. 4 is

obtained by identifying the points $`p_1^{(n)}𝕊_n^2`$ and $`p_2^{(n+1)}𝕊_{n+1}^2`$.
The dispersion relation now reads

$$Q_0^{11}Q_0^{11}Q_0^{1j}Q_0^{1j}2\alpha Q_0^{1j}\mathrm{cos}\theta +\alpha ^2=0$$
(3.12)
with $`j=2,3`$ corresponding to the Examples IV and III, respectively.

## 4 Square bead carpets

So far we have considered only “manifolds” with a linear structure. Having in mind essential differences between spectra of periodic Schrödinger operators in different dimensions to detect, it is useful to also to look systems which are periodic in more than one direction; we will do this again by first analyzing simple examples. This time we arrange our spherical “beads” into a square lattice, coupling them either by line segments or directly through touching points.
Example V: Suppose that the connecting segments are attached at four equally spaced points at the sphere equator as sketched in Fig. 5,

where the labeling of the junctions and segments is indicated. With the notation introduced in Fig.5 the boundary conditions defining the Hamiltonian read

$`b(f_0^{(n,m)},p_1^{(n,m)})`$ $`=`$ $`\alpha \left(f_1^{(n+\frac{1}{2},m)}\right)^{}\left(0^{(n+\frac{1}{2},m)}\right),`$
$`f_1^{(n+\frac{1}{2},m)}\left(0^{(n+\frac{1}{2},m)}\right)`$ $`=`$ $`\overline{\alpha }a(f_0^{(n,m)},p_1^{(n,m)}),`$
$`b(f_0^{(n,m)},p_3^{(n,m)})`$ $`=`$ $`\alpha \left(f_1^{(n\frac{1}{2},m)}\right)^{}\left(d^{(n\frac{1}{2},m)}\right),`$
$`f_1^{(n\frac{1}{2},m)}\left(d^{(n\frac{1}{2},m)}\right)`$ $`=`$ $`\overline{\alpha }a(f_0^{(n,m)},p_3^{(n,m)}),`$
$`b(f_0^{(n,m)},p_2^{(n,m)})`$ $`=`$ $`\alpha \left(f_1^{(n,m+\frac{1}{2})}\right)^{}\left(0^{(n,m+\frac{1}{2})}\right),`$
$`f_1^{(n,m+\frac{1}{2})}\left(0^{(n,m+\frac{1}{2})}\right)`$ $`=`$ $`\overline{\alpha }a(f_0^{(n,m)},p_2^{(n,m)}),`$
$`b(f_0^{(n,m)},p_4^{(n,m)})`$ $`=`$ $`\alpha \left(f_1^{(n,m\frac{1}{2})}\right)^{}\left(0^{(n,m\frac{1}{2})}\right),`$
$`f_1^{(n,m\frac{1}{2})}\left(0^{(n,m\frac{1}{2})}\right)`$ $`=`$ $`\overline{\alpha }a(f_0^{(n,m)},p_4^{(n,m)}).`$
The dispersion relation is derived as in the previous section, but it becomes rather cumbersome. It is useful to introduce the following notation:

$`\mathrm{\Delta }`$ $`:=`$ $`{\displaystyle \frac{1}{k^2}}\left(Q_0^{12}Q_0^{12}Q_0^{11}Q_0^{11}\right)+{\displaystyle \frac{2\alpha ^2}{k\mathrm{sin}(kd)}}\left(Q_0^{11}\mathrm{cos}(kd)+Q_0^{12}\right)+\alpha ^4,`$
$`a_j`$ $`:=`$ $`Q_0^{1,j+1}\mathrm{\Delta }+\left({\displaystyle \frac{Q_0^{1,j+1}}{k^2}}(1)^j{\displaystyle \frac{\alpha ^2}{k\mathrm{sin}(kd)}}\right)\left(Q_0^{12}Q_0^{12}+Q_0^{13}Q_0^{13}\right)`$
$`+\mathrm{\hspace{0.17em}2}Q_0^{12}Q_0^{13}\left({\displaystyle \frac{Q_0^{1,2j}}{k^2}}+(1)^j{\displaystyle \frac{\alpha ^2}{k\mathrm{sin}(kd)}}\right),j=0,1,`$
$`b_0`$ $`:=`$ $`{\displaystyle \frac{1}{k^2\mathrm{sin}^2(kd)}}\left[{\displaystyle \frac{Q_0^{11}Q_0^{11}Q_0^{12}Q_0^{12}}{k\mathrm{sin}(kd)}}\mathrm{cos}(kd)+\alpha ^2Q_0^{11}\right]{\displaystyle \frac{\mathrm{\Delta }\mathrm{cos}(kd)}{k\mathrm{sin}(kd)}},`$
$`b_1`$ $`:=`$ $`{\displaystyle \frac{1}{k^2\mathrm{sin}^2(kd)}}\left[{\displaystyle \frac{Q_0^{11}Q_0^{11}Q_0^{12}Q_0^{12}}{k\mathrm{sin}(kd)}}\alpha ^2Q_0^{11}\right],`$
$`c_j`$ $`:=`$ $`{\displaystyle \frac{\alpha }{k\mathrm{sin}(kd)}}[\alpha ^2Q_0^{1,4j}+{\displaystyle \frac{Q_0^{1,4j}Q_0^{11}\mathrm{cos}(kd)}{k\mathrm{sin}(kd)}}`$
$`{\displaystyle \frac{Q_0^{1,j+1}Q_0^{11}+Q_0^{1,4j}Q_0^{12}\mathrm{cos}(kd)}{k\mathrm{sin}(kd)}}],j=1,2.`$
Using this notation, we can write the spectral condition as

$`(a_0^2a_1^2)(b_0^2b_1^2)+(c_1^2c_2^2)^22[(c_1+c_2)^2(a_0b_0+a_1b_1)`$ (4.1)
$`2c_1c_2(a_0+a_1)(b_0+b_1)]`$
$`+2\alpha \mathrm{\Delta }[(a_0b_0+a_1b_1c_1^2)c_1+a_0b_1+a_1b_0c_1c_2)c_2](\mathrm{cos}\theta _1+\mathrm{cos}\theta _2)`$
$`+2\alpha ^2\mathrm{\Delta }^2\left[(c_1^2c_2^2)\mathrm{cos}(\theta _1+\theta _2)+(c_1^2a_1b_1)\mathrm{cos}(\theta _1\theta _2)+c_1^2a_0b_0\right]`$
$`2\alpha ^3\mathrm{\Delta }^3c_1(\mathrm{cos}\theta _1+\mathrm{cos}\theta _2)+\alpha ^4\mathrm{\Delta }^4=0.`$
where $`\theta _1,\theta _2`$ are the quasimomentum components.

Example VI: This arises from Example V by shrinking the connecting

segments to zero, as indicated in Fig. 6 where the labeling of the junctions is the same as in the previous example. After a straightforward calculation we find that the spectral condition now takes the form

$`(Q_0^{11}Q_0^{11}Q_0^{13}Q_0^{13})^24Q_0^{12}Q_0^{12}(Q_0^{11}Q_0^{13})^2+2\alpha [Q_0^{13}Q_0^{13}Q_0^{13}`$ (4.2)
$`Q_0^{11}Q_0^{11}Q_0^{13}+2Q_0^{11}Q_0^{12}Q_0^{12}2Q_0^{12}Q_0^{12}Q_0^{13}](\mathrm{cos}\theta _1+\mathrm{cos}\theta _2)`$
$`+2\alpha ^2\left[Q_0^{13}Q_0^{13}Q_0^{11}Q_0^{11}+2(Q_0^{13}Q_0^{13}Q_0^{12}Q_0^{12})\right]\mathrm{cos}\theta _1\mathrm{cos}\theta _2`$
$`2\alpha ^3Q_0^{13}(\mathrm{cos}\theta _1+\mathrm{cos}\theta _2)+\alpha ^4=0.`$
## 5 Gap dominance at large energies

As customary in periodic systems the spectrum of the above described operators (which we denote by $`H_\mathrm{I},\mathrm{},H_{\mathrm{VI}}`$ according to the example number) has band structure. To see how the gap width and the band width are related at high energies, consider first the points

$$k_n^{}:=\frac{\pi n}{d},k_n^{\prime \prime }:=\frac{\sqrt{n(n+1)}}{a},n=1,2,\mathrm{},$$
(5.1)
for which $`\mathrm{sin}(dk_n^{})=\mathrm{cos}(dk_n^{})=\mathrm{cos}\pi \left(\frac{1}{4}+\frac{1}{2}t(k_{2n}^{\prime \prime })\right)=0`$, such that the functions $`Q_0^{ij}`$ and $`Q_1^{ij}`$ have poles. Thus it is natural to look for spectral bands in the vicinity of these points. We fix $`ϵ>0`$ and denote by $`J_n^{}=[k_n^{}\delta _n^{},k_n^{}+\delta _n^{}]`$ the maximal closed neighbourhood of the point $`k_n^{}`$ in which the inequality

$$|\mathrm{sin}(kd)|k^ϵ$$

is satisfied; in the same way the intervals $`J_n^{\prime \prime }=[k_n^{\prime \prime }\delta _n^{\prime \prime },k_n^{\prime \prime }+\stackrel{~}{\delta }_n^{\prime \prime }]`$ and $`J_n^{\prime \prime \prime }=[k_{2n}^{\prime \prime }\delta _n^{\prime \prime \prime },k_{2n}^{}+\stackrel{~}{\delta }_n^{\prime \prime \prime }]`$ correspond to the inequalities

$$|\mathrm{cos}(kd)|k^ϵ\mathrm{and}\left|\mathrm{cos}\pi \left(\frac{1}{4}+\frac{t}{2}\right)\right|k^ϵ,$$
(5.2)
respectively. It is clear that all the $`\delta _n^{},\mathrm{},\stackrel{~}{\delta }_n^{\prime \prime \prime }`$ are strictly positive, and it is not difficult to check that

$$\delta _n^{}d^1(k_n^{})^ϵ,\delta _n^{\prime \prime },\stackrel{~}{\delta }_n^{\prime \prime }2(\pi a)^1(k_n^{})^ϵ,\delta _n^{\prime \prime \prime },\stackrel{~}{\delta }_n^{\prime \prime \prime }4(\pi a)^1(k_{2n}^{})^ϵ$$

as $`n\mathrm{}`$. Our aim is to show that for a sufficiently high energy the spectral gaps contain the complement of the above intervals. More specifically, define

$$\mathrm{\Omega }_K:=[K,\mathrm{})\underset{n=1}{\overset{\mathrm{}}{}}(J_n^{}J_n^{\prime \prime }J_n^{\prime \prime \prime })$$

for a fixed $`K>0`$.In this set, we have $`(\mathrm{sin}(kd))^1=𝒪(k^ϵ)`$ as $`k\mathrm{}`$, and similarly

$$Q_0^{11}=𝒪(k^ϵ),Q_0^{12}=𝒪(k^{ϵ1}),Q_0^{13}=𝒪(k^ϵ),$$

where the first relation was derived using the asymptotic relation

$$\frac{\mathrm{\Gamma }\left(\frac{1}{4}+\frac{t}{2}\right)}{\mathrm{\Gamma }\left(\frac{3}{4}+\frac{t}{2}\right)}=\frac{2}{t}\left(1+𝒪(t^2)\right),$$

which follows from the Stirling formula. These relations show that the left-hand-side of (3.11) behaves in $`\mathrm{\Omega }_K`$ as

$$\alpha ^4k^2+𝒪(k^{1+2ϵ})$$

for $`k\mathrm{}`$, and therefore it diverges uniformly in $`\theta `$ as long as $`0<ϵ<\frac{1}{2}`$. Consequently, there is $`K>0`$ such that

$$\mathrm{spec}H_\mathrm{I}\mathrm{\Omega }_K=\mathrm{spec}H_\mathrm{I}\mathrm{\Omega }_K=\mathrm{}.$$

Let us pass to the relation (4.1). Notice first that $`\mathrm{\Delta }\alpha ^4`$ as $`k\mathrm{}`$ in $`\mathrm{\Omega }_K`$. Furthermore, for $`0<ϵ<\frac{1}{2}`$ we have

$$a_0=𝒪(k^ϵ),a_1=𝒪(k^{2ϵ1}),b_j=𝒪(k^{ϵ1}),c_1=𝒪(k^{2ϵ1}),c_2=𝒪(k^{4ϵ1}).$$

Consequently for $`ϵ<\frac{1}{4}`$, the left-hand side of the spectral condition tends to $`\alpha ^80`$, which implies

$$\mathrm{spec}(H_\mathrm{V})\mathrm{\Omega }_K=\mathrm{}$$

for $`K`$ large enough.

The tight necklaces and carpets exhibit a different behaviour. Now we replace the intervals $`J_n^{\prime \prime },J_n^{\prime \prime \prime }`$ defined by (5.2) by $`\widehat{J}_n^{\prime \prime }=[k_n^{\prime \prime }\eta _n^{\prime \prime },k_n^{\prime \prime }\stackrel{~}{\eta }_n^{\prime \prime }]`$ and $`\widehat{J}_n^{\prime \prime \prime }=[k_{2n}^{\prime \prime }\eta _n^{\prime \prime \prime },k_{2n}\stackrel{~}{\eta }_n^{\prime \prime \prime }]`$ given in a similar way by

$$|\mathrm{cos}(kd)|(\mathrm{ln}k)^ϵ\mathrm{and}\left|\mathrm{cos}\pi \left(\frac{1}{4}+\frac{t}{2}\right)\right|(\mathrm{ln}k)^ϵ.$$
(5.3)
It is straightforward to check that

$$\eta _n^{\prime \prime },\stackrel{~}{\eta }_n^{\prime \prime }2(\pi a)^1(\mathrm{ln}k_n^{})^ϵ,\eta _n^{\prime \prime \prime },\stackrel{~}{\eta }_n^{\prime \prime \prime }4(\pi a)^1(\mathrm{ln}k_{2n}^{})^ϵ.$$

Consider the set $`\widehat{\mathrm{\Omega }}_K:=[K,\mathrm{})_{n=1}^{\mathrm{}}(\widehat{J}_n^{\prime \prime }\widehat{J}_n^{\prime \prime \prime })`$ with a fixed $`K>1`$. If $`k\mathrm{}`$ in this set, the following estimates hold:

$$Q_0^{11}=A\mathrm{ln}k+𝒪((\mathrm{ln}k)^ϵ),Q_0^{12}=𝒪(k^1(\mathrm{ln}k)^ϵ),Q_0^{13}=𝒪((\mathrm{ln}k)^ϵ),$$

with $`A0`$. These relations show that the left-hand side of (3.12) diverges for $`ϵ<1`$ like $`(\mathrm{ln}k)^2`$, uniformly in $`\theta `$ as $`k\mathrm{}`$ within $`\widehat{\mathrm{\Omega }}_K`$. By the same token, the left-hand side of (4.2) diverges for $`ϵ<1`$ like $`(\mathrm{ln}k)^4`$, uniformly in $`\theta _1,\theta _2`$. We infer that there is a $`K>1`$ such that

$$\mathrm{spec}H_{\mathrm{III}}\widehat{\mathrm{\Omega }}_K=\mathrm{spec}H_{\mathrm{IV}}\widehat{\mathrm{\Omega }}_K=\mathrm{spec}H_{\mathrm{VI}}\widehat{\mathrm{\Omega }}_K=\mathrm{}.$$

Now it is easy to estimate the band and gap widths. The points $`E_n^{}=(k_n^{})^2`$ and $`E_n^{\prime \prime }=(k_n^{\prime \prime })^2`$ around which the bands concentrate are asymptotically like $`c^{}n^2`$ and $`c\mathrm{"}n^2`$, respectively, by (5.1). The widths of the excluded intervals behave, in the case of a loose connection, as

$$|J_n^{}|,|J_n^{}|,|J_n^{}|\mathrm{const}n^{1ϵ}.$$

Hence the total length $`B_n`$ of the bands contained in the union of the intervals $`J_n^{},J_n^{\prime \prime }`$, and $`J_n^{\prime \prime \prime }`$ is of order $`B_n\stackrel{<}{}\mathrm{const}n^{1ϵ}`$, and the total length $`L_n`$ of the adjacent gaps is $`L_n\stackrel{>}{}\mathrm{const}(nn^{1ϵ})\mathrm{const}n`$. In the case of a tight connection the band length is estimated instead by $`B_n\stackrel{<}{}\mathrm{const}n(\mathrm{ln}n)^ϵ`$ which still gives gap length increasing linearly with $`n`$. We sum up our discussion with the following result:

###### Proposition 5.1

For loosely connected necklaces and carpets the band-to-gap ratio satisfies the bound

$$\frac{B_n}{L_n}\stackrel{<}{}\mathrm{const}n^ϵ$$

as $`n\mathrm{}`$, with a positive $`ϵ<\frac{1}{2}`$ in Examples I and II, and $`ϵ<\frac{1}{4}`$ in Example V. On the other hand, for the tightly connected necklaces and carpets in Examples III, IV, and VI, we have

$$\frac{B_n}{L_n}\stackrel{<}{}\mathrm{const}(\mathrm{ln}n)^ϵ$$

as $`n\mathrm{}`$, with any positive $`ϵ<1`$.

### Acknowledgment

The research has been partially supported by SFB (project $`\mathrm{\#}`$ 288), GA AS (contract $`\mathrm{\#}`$ 1048101), DFG (Grant $`\mathrm{\#}`$ 436 RUS 113/572/1), INTAS (Grant $`\mathrm{\#}`$ 00-257), and RFBR (Grant $`\mathrm{\#}`$ 02-01-00804). .


text:
# The order of monochromatic subgraphs with a given minimum degree

## 1 Introduction

All graphs considered in this paper are finite, simple and undirected. For standard terminology used in this paper see . It is well known that in any coloring of the edges of a complete graph with two colors there is a monochromatic connected spanning subgraph. This folkloristic Ramsey-type fact has been generalized in many ways, where one shows that some given properties of a graph $`G`$ suffice in order to guarantee a large monochromatic subgraph of $`G`$ with related given properties in any two (or more than two) edge-coloring of $`G`$. See, e.g.,  for these types of results. In this paper we consider the property of having a certain minimum degree. For given positive integers $`d`$ and $`r`$, let $`f_G(d,r)`$ denote the largest integer $`t`$ such that in every coloring of the edges of the graph $`G`$ with $`r`$ colors there is a monochromatic subgraph with minimum degree at least $`d`$ and order at least $`t`$. For $`n>k>d`$ let $`f(n,k,d,r)`$ denote the minimum of $`f_G(d)`$ where $`G`$ ranges over all graphs with $`n`$ vertices and minimum degree at least $`k`$. The main results of our paper establish $`f(n,k,d,2)`$ whenever $`k`$ or $`nk`$ are fixed, and $`n`$ is sufficiently large. In particular, we prove the following results.

###### Theorem 1.1

(i) For all $`d1`$ and $`k4d3`$,

$$f(n,k,d,2)\frac{k4d+4}{2(k3d+3)}n+\frac{3d(d1)}{4(k3d+3)}.$$
(1)
(ii) For all $`d1`$ and $`k4d4`$, if $`n`$ is sufficiently large then $`f(n,k,d,2)d^2d+1`$. In particular, $`f(n,k,d,2)`$ is independent of $`n`$.

###### Theorem 1.2

For all $`d1`$, $`r2`$ and $`k>2r(d1)`$, there exists an absolute constant $`C`$ such that

$$f(n,k,d,r)n\frac{k2r(d1)}{r(k(r+1)(d1))}+C.$$

In particular, $`f(n,k,d,2)\frac{k4d+4}{2(k3d+3)}n+C`$.

Notice that Theorem 1.1 and Theorem 1.2 show that for fixed $`k`$, $`f(n,k,d,2)`$ is determined up to a constant additive term. The following theorem determines $`f(n,k,d,2)`$ whenever $`k`$ is very close to $`n`$.

###### Theorem 1.3

Let $`d`$ and $`k`$ be positive integers. For $`n`$ sufficiently large, $`f(n,nk,d,2)=n2dk+3`$.

The next section presents our main results. The final section contains some concluding remarks. Throughout the rest of this paper, we use the term $`k`$-subgraph to denote a subgraph with minimum degree at least $`k`$.

## 2 Results

We need the following lemmas. The first one is well-known (see, e.g.,  page xvii).

###### Lemma 2.1

For every $`mk`$, every graph with $`m`$ vertices and more than $`(k1)m\left(\genfrac{}{}{0pt}{}{k}{2}\right)`$ edges contains a $`k`$-subgraph. Furthermore, there are graphs with $`m`$ vertices and $`(k1)m\left(\genfrac{}{}{0pt}{}{k}{2}\right)`$ edges that have no $`k`$-subgraph.

###### Lemma 2.2

Let $`X`$ be the set of at least $`k`$ vertices of a graph $`G`$ that are not on any $`k`$-subgraph. Then, the sum of the degrees of the vertices of $`X`$ is at most $`2(k1)|X|\left(\genfrac{}{}{0pt}{}{k}{2}\right)`$.

Proof Assume the lemma is false. Put $`x=|X|`$ and let $`SV(G)X`$ denote the set of vertices of the graph $`G`$ that have a neighbor in $`X`$. Put $`s=|S|`$. Notice that there are at most $`(k1)x\left(\genfrac{}{}{0pt}{}{k}{2}\right)`$ edges with both endpoints in $`X`$, and hence, if $`z`$ denote the number of edges between $`X`$ and $`S`$ then $`z>\left(\genfrac{}{}{0pt}{}{k}{2}\right)`$. We distinguish between two cases. Assume first that $`sk`$. Replace the edges of $`G`$ with both endpoints in $`S`$ with a set $`M`$ of $`(k1)s\left(\genfrac{}{}{0pt}{}{k}{2}\right)`$ edges that induce no $`k`$-subgraph (such an $`M`$ exists by Lemma 2.1). After this replacement, the sum of the degrees of the subgraph on $`XS`$ is greater than

$$2(k1)x2\left(\genfrac{}{}{0pt}{}{k}{2}\right)+2z+2(k1)s2\left(\genfrac{}{}{0pt}{}{k}{2}\right)2(k1)(x+s)k(k1).$$

Hence, this subgraph which has $`x+s`$ vertices, has more than $`(k1)(x+s)\left(\genfrac{}{}{0pt}{}{k}{2}\right)`$ edges and therefore contain a $`k`$-subgraph, $`P`$. Clearly, $`P`$ contains at least one vertex of $`X`$. Now, delete $`M`$ and restore the original edges with both endpoints in $`S`$. Also, add to $`P`$ all other vertices of $`V(G)(XS)`$ and all their incident edges. The obtained graph is a $`k`$-subgraph of $`G`$ that contains a vertex of $`X`$, a contradiction. Now assume $`s<k`$ (clearly $`s1`$). We can repeat the same argument where instead of $`M`$ we use a complete graph on $`S`$, and similar computations hold.

Proof of Theorem 1.1, part (i). The theorem is trivial for $`d=1`$ so we assume $`d2`$. Let $`G=(V,E)`$ have $`n`$ vertices and minimum degree at least $`k`$, and consider some fixed red-blue coloring of $`G`$. Let $`B`$ ($`R`$) denote the set of vertices of $`G`$ that are not on any blue (red) $`d`$-subgraph but are on some red (blue) $`d`$-subgraph. Let $`C`$ denote the set of vertices that are not on any red nor blue $`d`$-subgraph. Put $`|R|=r`$, $`|B|=b`$, $`|C|=c`$. Clearly, there is a monochromatic subgraph of order at least $`(n|C|)/2`$. Hence, if $`|C|<d`$ the theorem trivially holds since the r.h.s. of (1) is always at most $`(nd+1)/2`$. We may therefore assume $`|C|d`$. For each $`vBC`$ ($`vRC`$) let $`b(v)`$ ($`r(v)`$) denote the number of blue (red) edges incident with $`v`$ and that are not on any blue (red) $`d`$-subgraph. By Lemma 2.2,

$$\underset{vBC}{}b(v)2(d1)(b+c)\left(\genfrac{}{}{0pt}{}{d}{2}\right),\underset{vRC}{}r(v)2(d1)(r+c)\left(\genfrac{}{}{0pt}{}{d}{2}\right).$$

Notice that, trivially, for each $`vC`$, $`b(v)+r(v)=deg(v)k`$. Put

$$b_c=\underset{vC}{}b(v),r_c=\underset{vC}{}r(v).$$

Thus, $`b_c+r_ckc`$. By Lemma 2.1, the subgraph induced by $`C`$ contains at most $`(d1)c\left(\genfrac{}{}{0pt}{}{d}{2}\right)`$ blue edges and at most $`(d1)c\left(\genfrac{}{}{0pt}{}{d}{2}\right)`$ red edges. Hence, this subgraph contributes to the sum of $`b(v)`$ at most $`2(d1)cd(d1)`$ and to the sum of $`r(v)`$ at most $`2(d1)cd(d1)`$. Hence, the sum of $`b(v)`$ ($`r(v)`$) on the vertices of $`B`$ ($`R`$) must be at least $`b_c2(d1)c+d(d1)`$ ($`r_c2(d1)c+d(d1)`$). It follows that:

$$2(d1)(b+c)\left(\genfrac{}{}{0pt}{}{d}{2}\right)\underset{vBC}{}b(v)b_c+(b_c2(d1)c+d(d1)),$$

$$2(d1)(r+c)\left(\genfrac{}{}{0pt}{}{d}{2}\right)\underset{vRC}{}r(v)r_c+(r_c2(d1)c+d(d1)).$$

Summing the two last inequalities we have:

$$2(d1)(b+r)d(d1)+4(d1)c(2k4(d1))c+2d(d1).$$

Thus, $`r+b(k4d+4)c/(d1)+3d/2`$. On the other hand $`r+b+cn`$. It follows that

$$c\frac{d1}{k3d+3}n\frac{3d(d1)}{2(k3d+3)},\frac{r+b}{2}+c\frac{k2d+2}{2(k3d+3)}n\frac{3d(d1)}{4(k3d+3)}.$$

It follows that there is either a red or a blue monochromatic $`d`$-subgraph of order at least

$$\frac{k4d+4}{2(k3d+3)}n+\frac{3d(d1)}{4(k3d+3)}.$$

Proof of Theorem 1.1, part (ii). It suffices to prove the theorem for $`k=4d4`$. We first create a specific graph $`H`$ on $`n`$ vertices. Place the $`n`$ vertices in a sequence $`\{v_1,\mathrm{},v_n\}`$ and connect any two vertices whose distance is at most $`d1`$. Hence, all the vertices $`\{v_d,\mathrm{},v_{nd+1}\}`$ have degree $`2(d1)`$. The first $`d`$ and last $`d`$ vertices have smaller degree. To compensate for this we add the following $`\left(\genfrac{}{}{0pt}{}{d}{2}\right)`$ edges. For all $`i=1,\mathrm{},d1`$ and for all $`j=i,\mathrm{},d1`$ we add the edge $`(v_i,v_{jd+1})`$. Hence, if, say, $`d=3`$ we add $`(v_1,v_4)`$, $`(v_1,v_7)`$ and $`(v_2,v_7)`$. Notice that these added edges are indeed new edges. The resulting graph $`H`$ has $`n`$ vertices and $`(k1)n`$ edges. Furthermore, all the vertices have degree $`2(d1)`$ except for $`v_{jd+1}`$ whose degree is $`2(d1)+j`$ for $`j=1,\mathrm{},d1`$ and $`v_{nd+1+j}`$ whose degree is $`2(d1)j`$ for $`j=1,\mathrm{},d1`$. Also notice that any $`d`$-subgraph of $`H`$ may only contain the vertices $`\{v_1,\mathrm{},v_{d^2d+1}\}`$. Thus, the order of any $`d`$-subgraph of $`H`$ is at most $`d^2d+1`$. The crucial point to observe is that the vertices of excess degree, namely $`\{v_{d+1},v_{2d+1},\mathrm{},v_{d^2d+1}\}`$ form an independent set. Hence, for $`n`$ sufficiently large, $`K_n`$ contains two edge disjoint copies of $`H`$ where in the second copy, the vertex playing the role of $`v_{jd+1}`$ plays the role of the vertex $`v_{nd+1+j}`$ in the first copy, for $`j=1,\mathrm{},d1`$, and vice versa. In other words, there exists a $`4(d1)`$-regular graph with $`n`$ vertices, and a red-blue coloring of it, such that the red subgraph and the blue subgraph are each isomorphic to $`H`$. In particular, there is no monochromatic $`d`$-subgraph with more than $`d^2d+1`$ vertices.

Proof of Theorem 1.2. The theorem is trivial for $`d=1`$ so we assume $`d2`$. It clearly suffices to prove the theorem for $`n=(m+d)r`$ where $`m`$ is an arbitrary element of some fixed infinite arithmetic sequence whose difference and first element are only functions of $`d,k`$ and $`r`$. Let $`m`$ be a positive integer such that

$$y=m\frac{(d1)(r1)}{k(r+1)(d1)}$$

is an integer. Whenever necessary we shall assume $`m`$ is sufficiently large. We shall create a graph with $`n=(m+d)r`$ vertices, minimum degree at least $`k`$, having an $`r`$-coloring of its edges with no monochromatic subgraph larger than the value stated in the theorem. Let $`A_1,\mathrm{},A_r`$ be pairwise disjoint sets of vertices of size $`y`$ each. Let $`B_1,\mathrm{},B_r`$ be pairwise disjoint sets of vertices (also disjoint from the $`A_i`$) of size $`x=m+dy`$ each. The vertex set of our graph is $`_{i=1}^r(A_iB_i)`$. The edges of $`G`$ and their colors are defined as follows. In each $`B_i`$ we place a graph of minimum degree at least $`k(r1)(d1)`$, and color its edges with the color $`i`$. In each $`A_i`$ we place a $`(d1)`$-degenerate graph with the maximum possible number of vertices of degree $`2(d1)`$. It is easy to show that such graphs exists with precisely $`d`$ vertices of degree $`d1`$ and the rest are of degree $`2(d1)`$. Denote by $`A_i^{}`$ the $`yd`$ vertices of $`A_i`$ with degree $`2(d1)`$ in this subgraph and put $`A_i^{\prime \prime }=A_iA_i^{}`$. Color its edges with the color $`i`$. Now for each $`ji`$ we place a bipartite graph whose sides are $`A_i`$ and $`A_jB_j`$ and whose edges are colored $`i`$. The degree of all the vertices of $`A_jB_j`$ in this subgraph is $`d1`$, the degrees of all the vertices of $`A_i^{}`$ are at least $`(k(r+1)(d1))/(r1)`$ and the degrees of all vertices of $`A_i^{\prime \prime }`$ in this subgraph are at least $`(kr(d1))/(r1)`$. This can be done for $`m`$ sufficiently large since

$$(yd)\frac{k(r+1)(d1)}{r1}+d\frac{kr(d1)}{r1}(d1)(m+d).$$

Notice that when $`m`$ is sufficiently large we can place all of these $`r(r1)`$ bipartite subgraphs such that their edge sets are pairwise disjoint (an immediate consequence of Hall’s Theorem).

By our construction, the minimum degree of the graph $`G`$ is at least $`k`$. Furthermore, any monochromatic subgraph with minimum degree at least $`d`$ must be completely placed within some $`B_i`$. It follows that

$$f(n,k,d,r)x=m+dm\frac{(d1)(r1)}{k(r+1)(d1)}=n\frac{k2r(d1)}{r(k(r+1)(d1))}+C.$$

Proof of Theorem 1.3. Suppose $`nR(4d+2k5,4d+2k5)`$ where $`R(a,b)`$ is the usual Ramsey number. Let $`G`$ be a a graph with $`\delta (G)=nk`$ and fix a red-blue coloring of $`G`$. Add edges to $`G`$ in order to obtain $`K_n`$. Note that at most $`k1`$ new edges are incident with each vertex. Color the new edges arbitrarily using the colors red and blue. The obtained complete graph contains either a red or blue $`K_{4d+2k5}`$ . Deleting the new edges we get a monochromatic subgraph of $`G`$ on $`4d+2k5`$ vertices and minimum degree at least $`4d+k44d3d`$. Now consider the largest monochromatic subgraph $`Y`$ with minimum degree at least $`d`$. Hence, $`|Y|4d+2k5`$. Assume, w.l.o.g., that $`|Y|`$ is red. If $`|Y|n2dk+2`$, then define $`X`$ to be a set of $`2d+k2`$ vertices in $`VY`$. We call a vertex $`yY`$ bad if it has $`d`$ “red” neighbors in $`X`$. Let $`B`$ denote the subset of bad vertices in $`Y`$. Since the number of red edges between $`X`$ and $`B`$ is at most $`|X|(d1)`$ we have $`|B|d|X|(d1)`$. Hence, $`|B|<|X|=2d+k24d+2k5|Y|`$. In particular, $`|B|2d+k3`$. Consider the bipartite blue graph on $`X`$ versus $`YB`$. Its order is $`|X|+|Y||B|>|Y|`$. Furthermore, we claim that it has minimum degree at least $`d`$. This is true because each $`yYB`$ has at least $`|X|(d1)(k1)=d`$ blue neighbors in $`|X|`$ and each vertex in $`X`$ is adjacent to at least $`|Y||B|(d1)(k1)4d+2k5(2d+k3)(d1)(k1)=d`$ vertices in $`YB`$. Thus, $`X(YB)`$ contradicts the maximality of $`Y`$. So, we must have $`|Y|n2dk+3`$, as required. Clearly the value $`n2dk+3`$ is sharp for large $`n`$. Take a red $`K_{n2dk+3}`$ on vertices $`v_1,\mathrm{},v_{n2dk+3}`$ and a blue $`K_{2d+k3}`$ on vertices $`u_1,\mathrm{},u_{2d+k3}`$. Put $`A=\{v_1,\mathrm{},v_{2d+k3}\}`$. Connect with $`d1`$ blue edges the vertex $`u_i`$ to the vertices $`v_i,\mathrm{},v_{i+d2(mod2d+k3)}`$ , and connect with $`d1`$ red edges the vertex $`u_i`$ to the vertices $`v_{i+d1},\mathrm{},v_{i+2d3(mod2d+k3)}`$. There are no edges between $`u_i`$ and $`v_{i+2d2},\mathrm{},v_{i+2d+k4(mod2d+k3)}`$ . The rest of the edges between the $`u_i`$ and $`v_j`$ for $`j2d+k2`$ are colored blue. It is easy to verify that this graph is $`(nk)`$-regular and contain no blue nor red $`d`$-subgraph with more than $`n2dk+3`$ vertices.

## 3 Concluding remarks

* In the proof of Theorem 1.3 we assume $`nR(4d+2k5,4d+2k5)`$ and hence $`n`$ is very large. We can improve upon this to $`n\mathrm{\Theta }(d+k)`$ using the following argument. Let $`g(n,m,d,r)`$ denote the largest integer $`t`$ such that in any $`r`$ coloring of a graph with $`n`$ vertices and $`m`$ edges there exists a monochromatic subgraph of order at least $`t`$ and minimum degree $`d`$.

###### Proposition 3.1

$$g(n,m,d,r)\sqrt{2\left(m(d1)n+\left(\genfrac{}{}{0pt}{}{d}{2}\right)\right)/r}\sqrt{2m/r2dn/r}.$$

Proof. Suppose $`G`$ has $`n`$ vertices $`m`$ edges and the edges are $`r`$-colored. Start deleting edge-disjoint monochromatic $`d`$-graphs as long as we can. We begin with $`m`$ edges and when we stop we remain with at most $`(d1)n\left(\genfrac{}{}{0pt}{}{d}{2}\right)`$ edges. Hence, there are at least $`q=(m(d1)n+\left(\genfrac{}{}{0pt}{}{d}{2}\right))/r`$ edges in one of the monochromatic $`d`$-graphs. Thus, this monochromatic $`d`$-graph contains at least $`\sqrt{2q}`$ vertices as claimed. Notice that this bound is rather tight for $`d\sqrt{2m/r}1`$. Consider the $`n`$-vertex graph composed of $`r`$ vertex-disjoint copies of $`K_{\sqrt{2m/r}}`$ and $`n\sqrt{2mr}`$ isolated vertices (assume all numbers are integers, for simplicity). Then, $`e(G)m`$ and by coloring each of the $`r`$ large cliques with different colors we get that any monochromatic $`d`$-subgraph has at most $`\sqrt{2m/r}`$ vertices.

Proposition 3.1 shown that in the proof of Theorem 1.3 we can ensure an initial big monochromatic $`d`$-subgraph already when $`n7(k+2d)/2=\mathrm{\Theta }(d+k)`$.
* In the case where $`r3`$ colors are considered and $`k>2r(d1)`$ is fixed, Theorem 1.2 supplies a linear upper bound for $`f(n,k,d,r)`$. However, unlike the case where only two colors are used, we do not have a matching lower bound. The following recursive argument supplies a linear lower bound in case $`k=k(d)`$ is sufficiently large. We may assume that $`r`$ is a power of $`2`$ as any lower bound for $`r`$ colors implies a lower bound for less colors. Given an $`r`$-coloring of an $`n`$-vertex graph $`G`$, split the colors into two groups of $`r/2`$ colors each. Now, using Theorem 1.1 we have a subgraph that uses only the colors of one of the groups, and whose minimum degree is $`x`$, where $`x`$ is a parameter satisfying $`k4x3`$. The order of this subgraph is at least $`n(k4x+4)/(2(k3x+3))`$. Now we can use the recursion to show that this $`r/2`$-colored linear subgraph has a linear order subgraph which is monochromatic. $`x`$ is chosen so as to maximize the order of the final monochromatic subgraph. For example, with $`r=4`$ we can take $`x=4d3`$ and hence $`k16d15`$. For this choice of $`x`$ (which is optimal for this strategy) we get a monochromatic subgraph of order at least

$$n\frac{k4(4d3)+4)((4d3)4d+4)}{(2(k3(4d3)+3))(2((4d3)3d+3))}=n\frac{k16d+16}{4d(k12d+12)}.$$
* Our theorems determine, up to a constant additive term, the value of $`f(n,k,d,2)`$ whenever $`k`$ or $`nk`$ are fixed and $`n`$ is sufficiently large. It may be interesting to establish precise values for all $`k<n`$. Another possible path of research is the extension of the definition of $`f(n,k,d,r)`$ to $`t`$-uniform hypergraphs.