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# Entropy Driven Dimerization in a One-Dimensional Spin-Orbital Model

## Abstract

We study a new version of the one-dimensional spin-orbital model with spins $`S=1`$ relevant to cubic vanadates. At small Hund’s coupling $`J_H`$ we discover dimerization in a pure electronic system solely due to a dynamical spin-orbital coupling. Above a critical value $`J_H`$, a uniform ferromagnetic state is stabilized at zero temperature. More surprisingly, we observe a temperature driven dimerization of the ferrochain, which occurs due to a large entropy released by dimer states. This dynamical dimerization seems to be the mechanism driving the peculiar intermediate phase of YVO3.

In transition metal oxides with perovskite structure the $`d`$-orbital level splits into a triplet of $`t_{2g}`$ symmetry and an $`e_g`$ doublet at higher energy. The sign and magnitude of the spin-spin interactions is determined by the orbital occupation resulting in a strong spin-orbital coupling. This leads to unusual magnetic properties of many vanadium, titanium and manganese oxides Tokura and Nagaosa (2000). The simplest spin-orbital model for spin-1/2 objects with twofold degenerated orbitals is the SU(4) symmetric model, where Hund’s coupling, orbital anisotropy as well as the Jahn-Teller effect are ignored Li et al. (1998). The one-dimensional version of this model has been solved by Bethe ansatz Sutherland (1975). The ground state and the excitation spectrum consisting of three gapless mixed spin-orbital modes is obtained. The idea of mixed spin-orbital excitations was also crucial to understand anomalous magnetic properties of LaTiO3 Keimer et al. (2000), a system showing a coherent orbital-liquid ground state Khaliullin and Maekawa (2000). Thermodynamic properties of the SU(4) symmetric model in 1D have been investigated by the quantum Monte Carlo method Frischmuth et al. (1999).

Recently vanadium oxides, where the $`t_{2g}`$ orbitals are filled by two electrons, have attracted much attention, because of their unusual magnetic properties including temperature-induced magnetization reversals in YVO3 Ren et al. (1998). YVO3 shows a very puzzling intermediate phase at $`77<T<118K`$ with $`C`$-type magnetic order (ferromagnetic chains along the $`c`$ axis with antiferromagnetic coupling between the chains), which changes to a conventional $`G`$-type Néel structure at $`T=77K`$ through a first order transition Kawano et al. (1994). A significance of $`t_{2g}`$ orbital degrees of freedom for understanding the peculiar magnetic behavior of YVO3 has been emphasized Ren et al. (2000); Noguchi et al. (2000); Blake et al. (2001); Khaliullin et al. (2001).

The relevant spin-orbital model to describe magnetism of vanadium oxides has to involve $`S=1`$ spins because Hund’s coupling $`J_H`$ is large Mila (2000). For the cubic vanadates LaVO3 and YVO3 a realistic superexchange model has been derived in Ref. Khaliullin et al. (2001) where two out of the three $`t_{2g}`$ orbitals are active along a given cubic axis leading to a $`\tau =1/2`$ orbital pseudospin. In the classical limit $`S1`$ and neglecting Hund’s coupling Shen et al. Shen et al. (2002) have shown that the ground state in 1D is an orbital valence bond (OVB) solid formed by orbital singlets and parallel spins, where neighboring OVB’s are noninteracting.

In this paper we treat a realistic quantum spin-orbital model with $`S=1`$ and a twofold orbital degeneracy in 1D where the effects due to Hund’s coupling are included. Thermodynamics of two distinct phases, a 4-site periodic quantum dimer phase, and a ferromagnetic state that occur at larger $`J_H`$, is studied numerically. A critical value of $`J_H`$ separating the two phases is obtained. The most important observation is that strong dimer correlations develop at finite temperature on the ferromagnetic side of the transition, which are driven by large entropy of low-lying dimer states of the model. We discuss the relevance of these findings to the intermediate phase of YVO3.

The Hamiltonian of the model is given by

$$H=J\underset{i}{}\left[\frac{1}{2}\left(𝑺_i𝑺_{i+1}+1\right)\widehat{J}_{i,i+1}+\widehat{K}_{i,i+1}\right],$$
(1)
where $`𝑺`$ being an $`S=1`$ spin operator, and $`J=4t^2/U`$ represents an overall superexchange energy scale. The operators $`\widehat{J}_{i,j}`$ and $`\widehat{K}_{i,j}`$ describe orbital exchange processes on the bond

$`\widehat{J}_{i,j}`$ $`=`$ $`(1+2R)\left(𝝉_i𝝉_j+{\displaystyle \frac{1}{4}}\right)r\left(\tau _i^z\tau _j^z+{\displaystyle \frac{1}{4}}\right)R,`$
$`\widehat{K}_{i,j}`$ $`=`$ $`R\left(𝝉_i𝝉_j+{\displaystyle \frac{1}{4}}\right)+r\left(\tau _i^z\tau _j^z+{\displaystyle \frac{1}{4}}\right),`$ (2)
with $`𝝉`$ acting in a $`\tau =1/2`$ orbital pseudospin space. The coefficients $`R=\eta /(13\eta )`$ and $`r=\eta /(1+2\eta )`$ originate from the Hund’s rule splitting of the excited $`t_{2g}`$ multiplet by $`\eta =J_H/U`$. This is the Hamiltonian derived for cubic vanadates in Ref. Khaliullin et al. (2001) restricted here to one cubic axis. Physically, pseudospin $`𝝉`$ describes 1D fluctuations of $`xz`$ and $`yz`$ orbitals along the $`c`$ axis, while the third orbital $`xy`$ is frozen below a structural transition at $`200K`$ Ren et al. (2000); Noguchi et al. (2000); Blake et al. (2001).

To study the thermodynamic properties we apply the transfer-matrix DMRG, a numerical method which is particularly suited because the thermodynamic limit is performed exactly. By means of the Trotter formula the partition function is expressed as a product of local transfer matrices evolving along the spatial direction. For the calculations we use the well known decomposition of the Hamiltonian into even and odd parts leading to a classical model with checkerboard structure Peschel (1999) as well as a different Trotter-Suzuki mapping leading to a classical model with alternating rows Sirker and Klümper (2002). Within the alternative mapping correlation lengths (CLs) and corresponding wavevectors are determined unambiguously by the eigenvalues of the quantum transfer matrix (QTM). In the thermodynamic limit the free energy in both cases is given solely by the largest eigenvalue of the QTM, which is real and unique. The infinite DMRG algorithm is used to decrease the temperature where up to 120 states are kept in each renormalization step.

First, we consider the Hamiltonian for $`\eta =0`$ (referred to as “isotropic” point below) where Eq. (1) simplifies to

$$H_0=\frac{J}{2}\underset{i}{}\left(𝑺_i𝑺_{i+1}+1\right)\left(𝝉_i𝝉_{i+1}+\frac{1}{4}\right).$$
(3)
Note, that the model has a SU(2)$`\times `$SU(2) symmetry but not the higher SU(4) symmetry group as possible in the $`S=1/2`$ case Li et al. (1998). Regarding only a single bond, the lowest energy $`J/2`$ is obtained if the orbitals form a singlet with $`𝝉_i𝝉_{i+1}=3/4`$ and the spins are ferromagnetically aligned. The first excited state is given by a spin singlet/orbital triplet and is separated by a gap of $`J/4`$ only. Therefore a strong orbital dimerization in the ground state is expected leading to alternating ferromagnetic-antiferromagnetic spin exchange couplings, which would be given by $`J/4`$ and $`+J/8`$ for perfect dimerization. Due to translational invariance the corresponding classical ground state would be fourfold degenerate. We also might expect mixed spin-orbital excitations playing an important role in thermodynamics.

In Fig. 1 the temperature dependence of the nearest neighbor spin-spin correlation function $`𝑺_i𝑺_{i+1}`$ and orbital-orbital correlation function $`𝝉_i𝝉_{i+1}`$ for different $`\eta `$ values is shown. First, we want to discuss in more detail the case $`\eta =0`$ and turn to finite Hund’s coupling later on. Note, that in the zero temperature limit the nearest neighbor orbital correlation approaches $`3/8`$, the value for perfect dimerization. In the high temperature limit the orbitals are completely disordered and the spin pair correlation is therefore negative. While lowering the temperature orbital singlets are formed and $`𝑺_i𝑺_{i+1}`$ increases due to the ferromagnetic spin interaction within an orbital singlet. The curve reaches a maximum at $`T/J0.13`$ corresponding to the energy scale of the orbital gap (see below), and antiferromagnetic quantum fluctuations of spins in neighboring orbital singlets are strongly enhanced and dominate below. This emphasizes the differences between a quantum model with $`S=1`$ and the classical limit $`S1`$ investigated by Shen et al. Shen et al. (2002) where fluctuations in the antiferromagnetic bonds completely vanish.

An alternating ferromagnetic-antiferromagnetic spin exchange should also show up in the spin-spin correlation function $`S_0^zS_r^z`$ showing 4 site periodicity (i.e. $`\pi /2`$-oscillations) and in a spin dimer correlation function $`S_0^zS_1^zS_r^zS_{r+1}^z`$ with long range order and $`\pi `$-oscillations.

In Fig. 2 numerical results for some leading CLs and the corresponding wavevectors are shown. Because it is known from conformal field theory that CLs $`\xi `$ belonging to critical excitations diverge as $`\xi 1/T`$ in the low-temperature limit, CL times temperature versus temperature is plotted, thus separating correlation functions with long range order at $`T=0`$ from short range correlations. A dimer CL showing $`k=\pi `$ oscillations diverges as $`\xi \mathrm{exp}(\mathrm{\Delta }_D/T)/\sqrt{T}`$ with $`\mathrm{\Delta }_D0.08`$ in the low-temperature limit indicating long-range dimer order at zero temperature. Second largest at low temperatures is a spin-spin CL showing incommensurate oscillations approaching $`\pi /2`$ at zero temperature. Thus, the numerical results are consistent with the picture above. Note also, that at high temperatures the orbitals have a short range antiferromagnetic order and that a spin-orbital CL shows up, indicating the importance of mixed excitations.

For a dimerized orbital pseudospin-$`1/2`$ as well as for an $`S=1`$ ferromagnetic-antiferromagnetic alternating Heisenberg chain a gap in the excitation spectrum is expected as visible in the susceptibility data shown in Fig. 3a.

The quadratic dispersion of a gapped system leads in 1D to the low-temperature asymptotics $`\chi \mathrm{exp}(\mathrm{\Delta }/T)/\sqrt{T}`$. Using this function for a fit, a spin gap $`\mathrm{\Delta }_s=(0.041\pm 0.002)J`$ and an orbital gap $`\mathrm{\Delta }_{orb}=(0.120\pm 0.008)J`$ is obtained. Note that the orbital gap is much smaller than the singlet-triplet splitting $`J`$ of an isolated orbital dimer. The reason is that in the coupled spin-orbital system the spins form a singlet if the orbitals are excited to a triplet configuration and thus, the much smaller gap of the orbital triplet/spin singlet excitation appears in the orbital susceptibility data. More precisely, the thermal gap visible here is half of the spectral gap 111The origin of the factor $`1/2`$ can be understood as follows: The elementary excitations are orbital ”spinons” each with a gap $`\mathrm{\Delta }`$, but they always appear in pairs so that $`\mathrm{\Delta }_{orb}^{spectr.}=2\mathrm{\Delta }`$. In the thermodynamic data the activated behaviour is characterized by the energy $`\mathrm{\Delta }`$ of an elementary excitation irrespective of whether these excitations appear in pairs or not., so that we obtain $`\mathrm{\Delta }_{orb}^{spectr.}0.24J`$. This is very close to the value $`J/4`$ for an isolated bond, showing that the orbitals are nearly perfect dimers in the ground state. Dynamical coupling of two sectors affects also the spin gap value. In a simple picture of spin-$`2`$ objects coupled antiferromagnetically with $`J/32`$ Shen et al. (2002), one would expect the $`S=2`$ Haldane gap of about $`0.04(J/32)=J/800`$ Yamamoto (1996). The observed spin gap is in fact much larger due to the coupling between spins and orbitals: A spin excitation introduces additional antiferromagnetic couplings between the orbital singlets, thus raising also the energy of the orbital sector without destroying the dimer state.

Now we want to discuss the effects of finite Hund’s coupling. As easily understood from Eqs. (1,Entropy Driven Dimerization in a One-Dimensional Spin-Orbital Model) an additional, orbital free term $`R`$ tends to stabilize a ferromagnetic spin order at large values of $`\eta `$. Numerical data for $`\eta =0.15`$ indeed show that $`𝑺_i𝑺_{i+1}`$ is monotonously increasing and reaches 1, the value expected for an uniform ferrochain, in the zero temperature limit (Fig. 1). This leads to an exact cancellation of the orbital anisotropy terms in the ground state (see Eqs. 1,Entropy Driven Dimerization in a One-Dimensional Spin-Orbital Model) and therefore to an isotropic antiferromagnetic coupling of the orbitals. From the Bethe ansatz result for the Heisenberg chain one expects $`𝝉_i𝝉_{i+1}=\mathrm{ln}2+1/4`$ consistent with the numerical result (see Fig. 1). Low temperature asymptotics of the spin and orbital expectation values suggest a first order phase transition between two possible ground states: Spin/orbital dimer phase and spin saturated ferrophase. A critical coupling $`\eta _c0.11`$ separating them at zero temperature is just slightly below realistic values for vanadium oxides $`0.12`$ Mizokawa and Fujimori (1996).

The specific heat (Fig. 3b) shows a two peak structure. The high temperature hump is due to orbital and mixed spin-orbital excitations whereas the low-$`T`$ peak is of spin origin. With increasing Hund’s coupling, the hump is shifted to higher temperatures, whereas the low-$`T`$ peak is smaller and shifted to lower temperatures. It is striking that the high-$`T`$ hump contains such a large entropy weight. If it is due to orbital excitations only its entropy weight would be $`\mathrm{ln}2`$ but in fact it is approximately 1. This could be explained by a formation of an intermediate dimer state at finite temperature. In this case the entropy weight of the hump is given by the total entropy $`\mathrm{ln}6`$ minus a spin entropy of $`S=2`$ dimers given by $`1/2\mathrm{ln}5`$ consistent with the numerical data. To support this scenario of a temperature driven dimerization further, we have calculated again the leading CLs (Fig. 4).

The dimer CL with $`\pi `$-oscillations is indeed the largest CL in a certain temperature range and hence, dimerization is in this temperature range the leading instability towards the onset of long range order in a 3D system. Note also, a large orbital CL with $`\pi `$-oscillations indicating antiferromagnetic orbital order. At low temperatures there is a non-oscillating spin CL present as expected for an uniform ferrochain, however, this ferromagnetic CL is strongly suppressed at finite temperature due to a disorder effect of low-lying dimerized states. The competition between uniform and dimerized states is evident also from Fig. 1: In comparison to the spin only case, where $`J_{i,j}`$ is fixed by its zero temperature expectation value for $`\eta =0.15`$ and therefore all dimerization effects are omitted, $`𝑺_i𝑺_{i+1}`$ shows an unusual rapid decay of local spin correlations with temperature.

Finally, we address the relevance of these findings to the intermediate phase of YVO3. Obviously we have to take the coupling between different $`c`$-axis chains into account. The quasi 1D character of orbital physics is supported by the $`C`$-type spin structure leading to a weak interchain orbital coupling proportional to $`\eta `$ only Khaliullin et al. (2001). Interchain spin couplings can be explicitly included in the numerical calculations as a mean field, $`4J_{ab}S^z`$. An estimation for $`J_{ab}`$ can be obtained in the following way: Within linear response the susceptibility of the 3D system is given by $`\chi _{3D}=\chi _{1D}/(14J_{ab}\chi _{1D})`$. Taking $`T_{N1}/J0.25`$ from experiment (a representative value of $`J40`$meV is used), demanding that $`\chi _{3D}`$ diverges at this temperature and using the numerical data for $`\chi _{1D}`$ calculated at $`\eta =0.15`$, we find $`J_{ab}/J0.075`$ in good agreement with the experimentally observed value Keimer02 (unpublished). In Fig. 4 the dimer correlation length with this interchain molecular field included is displayed, showing that the results above are only weakly affected. The temperature range where dimerization is the leading instability approximately coincides with the $`C`$-phase of YVO3. We therefore believe that the model explains why in YVO3 a $`C`$-type magnetic order is stable as an intermediate phase. The gain of entropy due to the dimerization lowers the free energy $`F=HTS`$ at finite temperature and stabilizes a formation of alternating weak and strong ferrobonds along one cubic axis (e.g. $`c`$ axis). In other words, a dimerization of the ferromagnetic spin chain occurs due to the orbital Peierls effect, in which thermal spin fluctuations play a role of lattice degrees of freedom. The effect is dynamical in the present 1D case. However, as discussed before a weak but finite coupling between different $`c`$-chains is present in YVO3 which does not destroy the quasi 1D spin-orbital physics but leads to the onset of long range dimer order. Doubling of the magnetic unit cell along the $`c`$ axis is then expected. In fact, a modulation of ferrocouplings and related splitting of the magnon branches has recently been observed by Ulrich et al. Keimer02 (unpublished) in the $`C`$-phase of YVO3. As the dimerization is of electronic origin, concomitant lattice distortions are expected to be small because $`t_{2g}`$ orbitals are not bond oriented and only weakly coupled to the lattice.

Summarizing, the one-dimensional spin-orbital model with $`S=1`$ shows an intrinsic tendency towards dimerization. Large Hund’s coupling can stabilize a uniform ferromagnetic ground state but strong dimer correlations develop again at finite temperature due to the orbital Peierls effect. Dimer states modulate spin and orbital bonds and release high entropy. The quasi 1D physics is not destroyed when realistic interchain couplings are taken into account on a mean field level. The temperature driven dimerization in the 1D spin-orbital model could explain the stability of the intermediate $`C`$-type phase in YVO3.

###### Acknowledgements.

The authors acknowledge valuable discussions with A. Klümper, B. Keimer, A.M. Oleś and P. Horsch. J.S. acknowledges support by the DFG in SP1073.


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# Convergence of Chiral Effective Field Theory

## I Introduction

The importance of incorporating the chiral non-analytic behavior of hadronic observables in the extrapolation of lattice QCD simulation results has been highlighted in numerous studies over the past few years \[1–9\]. In an attempt to avoid model dependence, early lattice QCD extrapolations considered simple polynomial functions of the pion mass. However it is now widely accepted that the model-independent, chiral non-analytic behavior predicted by chiral perturbation theory ($`\chi `$PT) must be incorporated in any quark mass extrapolation function in order to preserve the properties of QCD.

What is more controversial is the manner in which the effective field theory is regulated. Historically, most formulations of $`\chi `$PT are based on dimensional regularisation and surprisingly other regularisation schemes are often regarded as models. However, the physical predictions of the effective field theory must be regularisation and renormalisation scheme independent, such that other schemes are possible and may provide advantages over the traditional approach. Indeed, Donoghue et al. Donoghue:1998bs  have already reported the improved convergence properties of effective field theory formulated with what they call a “long-distance regulator,” such as a dipole or Gaussian form, designed to suppress large three-momentum contributions to the loop integrals of heavy-baryon $`\chi `$PT.

The origin of the controversy lies in the phenomenological interpretation of the long-distance regulator as a form factor describing the finite size of the meson-cloud source. In this light, it is common to think of the regulator as a model, removing the possibility of systematic improvement through the calculation of higher order terms. However, the interpretation of the regulator as a physical form factor is valid only when the terms analytic in quark mass — the terms involving even powers of $`m_\pi `$ in Eq.(1) below — are either set to zero or determined independent of data by some model of hadron structure. While terms are not constrained by the effective field theory, one can maintain model-independence by including them as parameters fit to data, order by order in the expansion. However there is an obvious corollary of this discussion. To suppress the size of the contributions of the analytic terms, one should consider the use of a phenomenologically motivated regulator. The suppression of the higher-order analytic terms in the corresponding residual expansion that may result from a good choice holds the promise of improved convergence properties in that expansion.

It is extremely important to explore this possibility of improved convergence. At present it is clear that to link full dynamical-fermion lattice QCD simulation results for hadron masses with dimensionally-regulated $`\chi `$PT, new simulation results are needed in the range from the physical pion mass to 0.1 GeV2 Bernard:2002yk ; a daunting task even with the multi-Teraflops resources available over the next five years. Perhaps even more important is the formal issue of the formulation of $`SU(3)`$-flavor chiral perturbation theory, associated with a strange-quark mass, which likely lies beyond the applicable range of dimensionally-regulated chiral perturbation theory for most baryon observables.

This study will quantitatively compare the chiral expansion of the nucleon mass for six different regularisation schemes, including traditional dimensional regularisation and a variety of long distance regulators. Our focus will be to determine over what range in quark mass (or squared pion mass) all chiral expansions agree at the 1% level. It will become apparent that the long distance regulators do indeed have dramatically improved convergence properties and can imitate the dimensionally regulated chiral expansion over a wider range than the converse. This range will also be reported. Finally, we will discuss the physics, explaining why dimensional regularisation is a poor choice of regulator for effective field theory, in the context of lattice extrapolations. On the other hand, we reach the exciting conclusion that effective field theory formulated with a smooth long-distance regulator provides model-independent chiral expansions agreeing at the 1% level over a range exceeding $`0m_\pi ^20.8`$ GeV2. Thus the chiral extrapolation problem has been solved.

## II Chiral Effective Field Theory

Chiral perturbation theory ($`\chi `$PT) is a low-energy effective field theory for QCD. Using this effective field theory, the low-energy properties of hadrons can be expanded about the limit of vanishing momenta and quark mass. In particular, in the context of the extrapolation of lattice data, $`\chi `$PT provides a functional form applicable as $`m_q`$ approaches zero or, equivalently, $`m_\pi 0`$ through the Gell-Mann–Oakes–Renner (GOR) relation $`m_\pi ^2m_q`$ Gell-Mann:1968rz . Goldstone boson loops play an especially important role in the theory as they give rise to non-analytic behaviour as a function of quark mass. The low-order, non-analytic contributions arise from the pole in the Goldstone boson propagator and hence are model-independent Li:1971vr . However, because the analytic variation of hadron properties is not constrained by chiral symmetry, the expansions contain free parameters which must be determined empirically by comparison with data.

Effective field theory then tells us that the formal expansion of the nucleon mass about the SU(2) chiral limit is:

$`M_N`$ $`=`$ $`a_0+a_2m_\pi ^2+a_4m_\pi ^4`$ (1)
$`+\sigma _{\mathrm{N}\pi }(m_\pi ,\mathrm{\Lambda })+\sigma _{\mathrm{\Delta }\pi }(m_\pi ,\mathrm{\Lambda })+\mathrm{},`$
where $`\sigma _{\mathrm{B}\pi }`$ is the self-energy arising from a $`B\pi `$ loop (with $`B`$ = $`N`$ or $`\mathrm{\Delta }`$) and $`\mathrm{\Lambda }`$ is a parameter associated with the regularisation. These $`N`$ and $`\mathrm{\Delta }`$ loops generate the leading and next-to-leading non-analytic (LNA and NLNA) behaviour, respectively. The expansion has deliberately been written in this form to highlight that the theory is equivalently defined for an arbitrary regulator. This equivalence has been demonstrated by Donoghue et. al. Donoghue:1998bs , where the convergence properties of SU(3) $`\chi `$PT were improved by implementing a finite-range regulator (FRR), which they term “long-distance regularisation”. More recently this work has been extended to include decuplet baryons Borasoy:2002jv .

The traditional approach within the literature is to use dimensional regularisation to evaluate the self-energy integrals. Under such a scheme the $`NN\pi `$ contribution simply becomes $`\sigma _{\mathrm{N}\pi }(m_\pi ,\mathrm{\Lambda })c_{\mathrm{LNA}}m_\pi ^3`$ and the analytic terms, $`a_nm_\pi ^n`$ (with $`n`$ even), undergo an infinite renormalisation. The $`\mathrm{\Delta }`$ contribution produces a logarithm, so that the complete series expansion of the nucleon mass about $`m_\pi =0`$ is:

$`M_N`$ $`=`$ $`c_0+c_2m_\pi ^2+c_4m_\pi ^4`$ (2)
$`+c_{\mathrm{LNA}}m_\pi ^3+c_{\mathrm{NLNA}}m_\pi ^4\mathrm{ln}m_\pi +\mathrm{},`$
where the $`a_i`$ have been replaced by the renormalised (and finite) parameters $`c_i`$.

As mentioned above, coefficients of low-order non-analytic contributions are known, with Gasser:1988rb ; Lebed:1994yu

$`c_{\mathrm{LNA}}`$ $`=`$ $`{\displaystyle \frac{3}{32\pi f_\pi ^2}}g_A^2,`$
$`c_{\mathrm{NLNA}}`$ $`=`$ $`{\displaystyle \frac{3}{32\pi f_\pi ^2}}{\displaystyle \frac{32}{25}}g_A^2{\displaystyle \frac{3}{4\pi \mathrm{\Delta }}}.`$ (3)
Although strictly one should use values in the chiral limit, we take the experimental numbers with $`g_A=1.26`$, $`f_\pi =0.093\mathrm{GeV}`$, the nucleon–delta mass splitting, $`\mathrm{\Delta }=0.292\mathrm{GeV}`$ and the mass scale associated with the logarithms will be taken to be 1 GeV (i.e. essentially $`4\pi f_\pi `$).

One would expect that it would be possible to reach the physical pion mass from the chiral limit with this expansion truncated beyond $`c_6m_\pi ^6`$. Unfortunately, the convergence of such an expansion seems to break down fairly quickly at higher pion masses. It is also important to realise that Eq. (2) was derived in the limit $`m_\pi /\mathrm{\Delta }1`$. At just twice the physical pion mass this ratio approaches unity. Mathematically the region $`m_\pi \mathrm{\Delta }`$ is dominated by a square root branch cut which starts at $`m_\pi =\mathrm{\Delta }`$. Using dimensional regularisation this takes the form Banerjee:1996wz :

$`{\displaystyle \frac{6g_A^2}{25\pi ^2f_\pi ^2}}[`$ $`(\mathrm{\Delta }^2m_\pi ^2)^{\frac{3}{2}}\mathrm{ln}(\mathrm{\Delta }+m_\pi \sqrt{\mathrm{\Delta }^2m_\pi ^2})`$ (4)
$`{\displaystyle \frac{\mathrm{\Delta }}{2}}(2\mathrm{\Delta }^23m_\pi ^2)\mathrm{ln}m_\pi ],`$
for $`m_\pi <\mathrm{\Delta }`$, while for $`m_\pi >\mathrm{\Delta }`$ the first logarithm becomes an arctangent. Clearly, to access the higher quark masses in the chiral expansion, currently of most relevance to lattice QCD, one requires a more sophisticated expression than that given by Eq. (2).

Even ignoring the $`\mathrm{\Delta }\pi `$ cut for a short time, the formal expansion of the $`NN\pi N`$ self-energy integral, $`\sigma _{\mathrm{N}\pi }`$, has been shown to have poor convergence properties. Using a sharp, ultra-violet cut-off, Wright showed SVW  that the series expansion, truncated at $`𝒪(m_\pi ^4)`$, diverged for $`m_\pi >0.4`$ GeV. This already indicated that the series expansion motivated by dimensional regularisation would have a slow rate of convergence.

The main issue of the convergence of this truncated series, Eq. (2), is linked to the formalism in which it is derived from the general form of Eq. (1). The dimensionally regulated approach requires that the pion mass should remain much lighter than every other mass scale involved in the problem. This requires that $`m_\pi /\mathrm{\Lambda }_{\chi \mathrm{SB}}1`$ and $`m_\pi /\mathrm{\Delta }1`$. An additional scale, mentioned briefly above, is set by the physical extent of the source of the pion field. This scale, which is of order $`R_{SOURCE}^1`$, corresponds to the transition between the rapid, non-linear variation required by chiral symmetry and the smooth, constituent-quark like mass behaviour observed in lattice simulations at larger quark mass Cloet:2002eg . An alternative to dimensional regularisation would be to regulate Eq. (1) with a finite ultra-violet cut-off (mass parameter $`\mathrm{\Lambda }`$), which physically corresponds to the fact that the source of the meson cloud is an extended structure.

In summary, while the low-energy effective field theory can be very useful in describing the quark mass dependence of hadron properties at very low values of $`m_\pi `$, its utility in the context of lattice QCD appears to have been limited by the tendency in the literature to focus on a single type of regulator (i.e. dimensional regularisation). We now investigate other possible regularisation schemes in order to see whether they are able to ameliorate the problem.

## III Constraining the Chiral Expansion

Here we investigate the effective rate of convergence of the chiral expansions obtained using different functional forms for the regulator, together with an analysis of the dimensionally regulated approach. To analyse the merits of various regularisation schemes, at best, we would require exact knowledge of how the nucleon mass varies with quark mass. Having only one value for the experimental nucleon mass we cannot determine the parameters that govern the quark mass dependence of $`M_N`$ without taking some information from alternate sources.

Lattice QCD provides a non-perturbative method for studying the variation of $`M_N`$ with $`m_\pi `$. In principle, this allows one to fix the parameters of the chiral expansion using data obtained in simulations performed at varying quark mass. Lattice simulations of full QCD are restricted to the use of relatively heavy quarks and hence it is not clear, a priori, whether the effective field theory expansion is capable of linking to even the lightest simulated quark mass where $`m_\pi 500\mathrm{MeV}`$. An analysis of each regularisation scheme is necessary to determine the effective range of applicability.

Taking as input the physical nucleon mass and the latest lattice QCD results of the CP-PACS Collaboration AliKhan:2001tx  enables us to constrain an expression for $`M_N`$ as a function of the quark mass. The lattice results have been obtained using improved gluon and quark actions on fine, large volume lattices with high statistics111Simulations are performed using an Iwasaki gluon action Iwasaki:1985we  and the mean-field improved clover fermion action.. In this work we concentrate on only those results with $`m_{\mathrm{sea}}=m_{\mathrm{val}}`$ and the two largest values of $`\beta `$ (i.e. the finest lattice spacings,222Note that we employ the UKQCD method Allton:1998gi  to set the physical scale, for each quark mass, via the Sommer scale $`r_0=0.5\mathrm{fm}`$ Sommer:1994ce ; Edwards:1998xf . This choice is ideal in the present context because the static quark potential is insensitive to chiral physics. $`a0.09`$$`0.13\mathrm{fm}`$). This ensures that the results obtained represent accurate estimates of the continuum, infinite-volume theory at the simulated quark masses. The lattice data lies in the intermediate mass region, with $`m_\pi ^2`$ between $`0.3`$ and $`0.7\mathrm{GeV}^2`$. One may ask whether the effective field theory has any applicability at this mass scale. The following analysis will answer this question in a model-independent fashion.

In order to remove the bias of choosing any particular regularisation scheme we allow each scheme to serve as a constraint curve for the other methods. In this way we generate six (one for each regularisation) different constraint curves that describe the quark mass dependence of $`M_N`$. The first case corresponds to the truncated power series obtained through the dimensionally regulated (DR) approach, Eq. (2). We work to analytic order $`m_\pi ^6`$, which is necessary in order to counter the large, non-analytic contribution arising at order $`m_\pi ^4\mathrm{log}m_\pi `$. The second procedure (labeled “BP”) takes a similar form but the branch point obtained from the dimensionally regularised $`N\mathrm{\Delta }\pi `$ transition is retained in its full functional form. That is, the logarithm in Eq. (2) is replaced by the full expression, Eq. (4), which ensures the correct non-analytic structure where the logarithm converts to an arctangent above the branch point. We refer to this form as the dimensionally-regulated branch-point (BP) approach. Finally, we use four different functional forms for the finite-ranged, ultra-violet vertex regulator. These are namely the sharp-cutoff (SC), $`\theta (\mathrm{\Lambda }k)`$; monopole (MON), $`\mathrm{\Lambda }^2/(\mathrm{\Lambda }^2+k^2)`$; dipole (DIP), $`\mathrm{\Lambda }^4/(\mathrm{\Lambda }^2+k^2)^2`$; and Gaussian (GAU), $`\mathrm{exp}(k^2/\mathrm{\Lambda }^2)`$. It is commonly assumed in the literature that the functional form chosen for the finite-range regulator will introduce model dependence Becher:1999he  and these rather different forms are chosen in order to test this hypothesis.

Since, in the case of finite-range regularisation, we allow the regulator parameter to be tuned to the lattice QCD data points, we do not require an analytic term at order $`m_\pi ^6`$. The use of a finite-ranged regulator will implicitly include a term of order $`m_\pi ^6`$, together with a string of higher order terms. Tuning the regulator parameter optimises the efficiency of the one-loop chiral expansion. In particular, it naturally suppresses the large non-analytic contributions which would otherwise dominate at high pion masses. This is in contrast to the dimensional regulated case, where the inclusion of the term in $`m_\pi ^6`$ is a practical necessity because of the large, non-analytic contribution at order $`m_\pi ^4\mathrm{ln}m_\pi `$.

Fixing the values of the non-analytic contributions to their model-independent values, we have four remaining parameters to be constrained for each of the regularisation schemes. All of the regularisation schemes are constrained simultaneously to fit the physical nucleon mass as well as the lattice QCD data. The resultant curves are displayed in Fig. 1.

To the naked eye all of the curves are very much in agreement with each other. All of them are able to give an accurate description of the lattice data and match the physical value of $`M_N`$.

Now the question that we pose is: if any one of these curves were presumed to produce an exact description of the mass of the nucleon as a function of $`m_\pi `$, how well could an alternate regularisation scheme match it? All forms have been based on the same, low-energy effective field theory and therefore will be equivalent in the limit $`m_q0`$. Hence, an additional question of more direct practical importance is: over what range can a particular regularisation scheme match an alternate scheme? Within the radius of convergence, physical conclusions must be independent of regularisation and renormalisation.

We show the best fit parameters for our constraint curves, $`M(m_\pi )`$, in Table 1.

It is worth recalling at this stage that the parameters listed in this table are bare quantities and hence renormalisation scheme dependent. If one is to rigorously compare the parameters of the effective field theory, the self-energy contributions need to be Taylor expanded about $`m_\pi =0`$ in order to yield the renormalisation for each of the coefficients in the quark mass expansion about the chiral limit. We refer to the appendix for the details of this procedure. A comparison of the resulting quark-mass expansion for each of the regularisation schemes is shown in Table 2. The most remarkable feature of Table 2 is the very close agreement between the values of the renormalised coefficients, especially for the finite-range regularisation (FRR) schemes. For example, whereas the variation in $`a_0`$ between all four FRR schemes is 50%, the variation in $`c_0`$ is less than half of one percent. For $`a_2`$ the corresponding figure is 30% compared with 9% variation in $`c_2`$. If one excludes the less physical sharp cut-off (SC) regulator, the monopole, dipole and Gaussian results for $`c_2`$ vary by only 2%. Finally, for $`c_4`$ the agreement is good for the latter three schemes.

The comparison between $`a_4`$ and $`c_4`$ is especially important in order to understand why the FRR schemes are so efficient. Whereas the renormalised coefficients are consistently very large for the three smooth FRR schemes, the bare coefficients of the residual expansion are a factor of 100 smaller! That is, once one incorporates the effect of the finite size of the nucleon by smoothly suppressing pion loops for pion masses above 0.4-0.5 GeV, the residual series expansion has vastly improved convergence properties.

In contrast, in order to fit the nucleon mass data over an extended range of pion mass, the dimensional regularisation schemes require bare expansion coefficients which are much larger, 30 times larger in the case of $`a_4`$. Still these coefficients are not large enough to reach the consistent values of the smooth FRR results reported in Table 2. The failure of this method is amply illustrated by the incorrect behaviour of $`M_N`$ as soon as one applies it even slightly outside the fit region – c.f. the behaviour of DR and BP for $`m_\pi ^2`$ between 0.8 and 1.0 GeV2 shown in Fig. 1.

## IV Comparison of Various Regularisation Schemes

With these given constraint curves, $`M(m_\pi )`$, we wish to test how well an alternative regularisation technique can reproduce the same curve. For any well-defined quantum field theory, all physical results should be independent of the regularisation and renormalisation schemes. By doing a one-to-one comparison over different ranges of pion mass we are able to determine the effective convergence range of each scheme.

With one constraint curve, $`M(m_\pi )`$, we have five alternate curves, $`F(m_\pi )`$, containing free parameters, which may be adjusted to fit this constraint. We fit each particular regularisation scheme to our constraint curve over some window, $`m_\pi (0,m_W)`$. In doing so we define a measure, $`\chi `$, which describes the root-mean-square area between the curves

$$\chi =\sqrt{_0^{m_W^2}𝑑m_\pi ^2\left[F(m_\pi )M(m_\pi )\right]^2}.$$
(5)
In practical calculations the integral over $`m_\pi ^2`$ is approximated by the Riemann sum by dividing the region into $`N`$ segments of size $`h=m_W^2/N`$,

$$_0^{m_W^2}𝑑m_\pi ^2f(m_\pi ^2)h\underset{i=1}{\overset{N}{}}f(ih),$$
(6)
where $`h`$ is fixed to $`0.001\mathrm{GeV}^2`$. For each upper limit, $`m_W^2`$, the measure $`\chi `$ is minimised in the parameter space of the test function form, $`F(m_\pi )`$.

All regularisation prescriptions have precisely the same structure in the limit $`m_\pi 0`$. As our test window moves out to larger pion mass the variation of $`\chi `$ will describe the utility of each expansion. As an indicative scale, with $`m_W^2=0.5\mathrm{GeV}^2`$ a value of $`\chi =700\mathrm{MeV}^2`$ means that the fit function is, on average, within $`1\mathrm{MeV}`$ of the constraint curve. Accurate reproduction of the expansion coefficients also serves to test the convergence over a given range.

The variation of $`\chi `$ as a function of the upper limit of the curve matching window, $`m_W`$, is plotted in Figs. 2 to 7. The first feature that one notices is that, if either dimensionally-regularised scheme is used as the constraint curve, all schemes are able to describe it very well for $`m_\pi ^2`$ up to 0.4 GeV2. On the other hand, we see from Figs. 4 through 7 that neither DR nor BP are able to reproduce the behaviour of the FRR constraint curves beyond about 0.25 GeV2. However, all of the FRR schemes are able to reproduce the other FRR schemes over a much wider range – in fact, they reproduce them extremely well over the entire range of pion mass considered (up to 0.8 GeV2). Again, the coefficients in Table 2 help us to understand this observation: it is a simple consequence of the improved convergence properties of the residual series expansion once any reasonable FRR scheme is implemented.

## V Chiral Coefficients

We are concerned with the chiral expansion properties about the limit of vanishing quark mass. It is important to test how well the low-energy expansion parameters are reproduced as the curve-matching window is increased. Firstly, we take the dimensionally regularised curve as our constraint — i.e., we assume this is the most accurate description of the real world. We show in Fig. 8 the renormalised expansion parameters, $`c_0`$, of the other regulators constrained to the BP curve, as a function of the curve-fitting window. Figure 9 shows a similar plot for the case where the dipole regulator is taken as the constraint curve.

It is clear from Fig. 8 that, whatever scheme is used to extract $`c_0`$ from the BP constraint curve, it is determined with an accuracy better than 1% as long as the fitting window is smaller than 0.7 GeV2. We define our 1% cut such that the contribution to the physical nucleon mass is less than 1% (e.g. in the case of $`c_2`$, this requires that the error in the quantity $`c_2m_\pi ^2/M_N<1\%`$ at the physical point).

Conversely, Fig. 9 shows that the dimensional regularisation schemes fail to yield the correct value of $`c_0`$ at the 1% level once the fitting window to the dipole constraint curve extends beyond 0.5 GeV2. Yet all the FRR schemes are accurate at a level better than half a percent, whatever window is chosen — with the three smooth schemes accurate to 0.1%.

A similar story applies to the coefficient $`c_2`$, shown in Figs. 10 and 11. All methods yield the correct value of $`c_2`$ based on the BP constraint curve within 1% out to a fit window of 0.7 GeV2. The breakdown at this scale should come as little surprise, since the highest lattice data point used to constrain the BP curve lies at around 0.7 GeV2.

When matching to the dipole constraint (Fig. 11), the dimensionally regularised cases break down much earlier, at around 0.4 GeV2. All three smooth FRR schemes reproduce this coefficient over the entire range to similar accuracy as found for $`c_0`$.

As we commented in Section III, consistent results are found for the renormalised coefficients $`c_4`$ over the entire fit range $`0m_\pi ^20.8\mathrm{GeV}^2`$, provided a smooth finite-range regulator is used to regulate the effective field theory. $`c_4`$ is compromised in the dimensionally-regulated schemes as it attempts to simulate higher-order terms absent in the truncated expansion.

It is clear from these exercises that one cannot hope to use a series expansion based upon dimensional regularisation to analyse data over a window wider than 0.4 GeV2. That means one would need to have sufficient, accurate lattice QCD data in this mass region to fix four fitting parameters before one could hope to trust the chiral coefficients so obtained. Within this region, it would also be necessary to have data very near the physical pion mass. This is certainly beyond the likely computational capacity of current collaborations in the next 5-10 years. On the other hand, it is apparent that by using the improved convergence properties of the FRR schemes one can use lattice data in the region up to 0.8 GeV2 or greater. This is a regime where we already have impressive data from CP-PACS AliKhan:2001tx  and MILC Bernard:2001av . In particular, the FRR approach offers the ability to extract reliable fits where the low-mass region is excluded from the available data. The consideration of this practical application to the extrapolation of lattice data will be discussed further below.

Indeed, these results suggest that given data from the next generation of (10 Teraflops) lattice QCD machines currently under construction, the FRR schemes should allow us to extract $`c_0`$ and $`c_2`$, independent of any model, at the 1% level and $`c_4`$ at the level of a few percent.

## VI Discussion and Conclusions

We have observed that all the regularisation schemes produce consistent results for $`c_0`$ and $`c_2`$, with an accuracy sufficient to predict the nucleon mass at the 1% level, provided the expansion is limited to pion masses within the range $`0m_\pi ^20.4\mathrm{GeV}^2`$. The curves are very similar with an RMS area between pairs of curves less than 0.001 GeV2.

However, it is the dimensionally-regulated curves that are unable to accurately reproduce the results of the finite-range regulated curves beyond the range $`0m_\pi ^20.4\mathrm{GeV}^2`$. As contributions from higher order terms not included in the truncated dimensionally-regulated expansion become important, the coefficients of the existing terms move away from their correct values in order to compensate for missing terms.

On the contrary, the finite-range regulated curves are able to reproduce the predictions of dimensional regularisation at the 1% level over a wider range approaching $`0m_\pi ^20.7\mathrm{GeV}^2`$. This enhanced range of the finite-range regulated curves is largely a result of the flexibility afforded by the presence of a separate regulation scale, $`\mathrm{\Lambda }`$, which may be adjusted while preserving the excellent convergence properties of the finite-range regulated effective field theory. Hence, one can conclude that the applicable range of finite-range regulated effective field theory in which model independent conclusions may be drawn is $`0m_\pi ^20.7\mathrm{GeV}^2`$. This range is sufficient to solve the problem of formulating $`SU(3)`$-flavor chiral perturbation theory where the strange quark gives rise to a pseudoscalar kaon mass of 0.5 GeV.

However, it is the predictions of dimensional regularisation that prevent this range in pion mass from being larger. Indeed the predictions of each of the smooth finite-range regulated formulations agree at an extraordinarily precise level over the entire range of pion mass considered, $`0m_\pi ^20.8\mathrm{GeV}^2`$. This suggests that the more restricted regimes discussed above are associated with a fault in the choice of dimensional regularisation as a regulator for effective field theory in this context.

It is easy to see why this may be. In dimensionally-regularised $`\chi `$PT, the mass of the pseudoscalar governs the scale of physics contributing to the loop integrals of $`\chi `$PT. As the pseudoscalar mass increases, the dimensionally-regularised results become dominated by short distance physics; precisely the regime where effective field theory fails because of the internal structure of the hadrons represented by the effective fields. Ignoring this physics by using point-like couplings leads to a badly divergent series expansion at higher order which, in turn, makes the method unsuitable for the lattice extrapolation problem in the foreseeable future.

Fortunately this incorrect short-distance physics, included in dimensionally-regulated loop integrals, can be removed by a more appropriate choice of regulator and a corresponding shift of the parameters of the chiral Lagrangian. In the region where these expansions both converge their predictions must agree as long as the series are not truncated too soon. In a truncated expansion, these incorrect contributions are not removed. In dimensionally-regularised $`\chi `$PT they become large for increasing $`m_\pi `$, introducing a significant model dependence in the truncated chiral expansion and giving rise to the catastrophic failure already apparent in Fig. 1 for $`m_\pi ^2>0.8\mathrm{GeV}^2`$. Convergence of the dimensionally-regulated expansion is slow as large errors, associated with short-distance physics in loop integrals (not suppressed in dimensionally-regulated $`\chi `$PT), must be removed by equally large analytic terms.

The enhanced pion-mass range of the finite-range regulated curves is a consequence of the effective resummation of the chiral expansion that arises via the regulator. For example, a Taylor series expansion of the dipole-regulated result for the $`NN\pi `$ self energy of Eq. (19) in the Appendix reveals not only the standard LNA $`m_\pi ^3`$ contribution, but also new non-analytic contributions proportional to $`m_\pi ^5`$ and higher powers. As shown by Birse and McGovern, the coefficient of the $`m_\pi ^5`$ term is related to the Goldberger-Treiman (GT) discrepancy McGovern:1998tm 333In dimensionally regulated $`\chi `$PT it arises only at the two-loop level, whereas in FRR it is already present at one loop due to resummation of the chiral expansion via the finite-ranged regulator. Furthermore, it is well known that a form factor at the $`\pi NN`$ vertex with mass parameters in the range shown in Table 1 leads to a correction to the GT relation of the same size as the observed discrepancy.. The coefficients of these new terms involve the dipole regulator parameter $`\mathrm{\Lambda }`$ which can be optimally constrained in the fitting procedure to reproduce the correct non-analytic structure displayed in the data. (Indeed, the sign and magnitude of the coefficient of $`m_\pi ^5`$ that we find agrees with the value found by Birse and McGovern – although the latter has relatively large errors.) Such terms can only arise at higher order in the dimensionally-regulated expansion as there is no effective re-summation of the series.

It is interesting to note that the appearance of higher-order non-analytic structure, such as the $`m_\pi ^5`$ term discussed above, does not occur for the special case of the sharp cut-off regulator. An expansion of the arctangent in Eq. (17) provides a constant followed by odd powers of $`m_\pi `$ such that when multiplied by $`m_\pi ^3`$ only analytic terms appear. This unfortunate feature of the sharp-cutoff regulator explains why it lies between dimensional-regularisation and the smooth finite-range regulated results. While analytic terms can be effectively re-summed, the sharp-cutoff regulator suffers the same restrictions as dimensional regularisation, in that higher-order non-analytic behavior is not effectively re-summed.

The precise agreement between the smooth finite-range regulated results over the entire pion-mass range considered, $`0m_\pi ^20.8\mathrm{GeV}^2`$, confirms that the shape of the regulator is irrelevant provided that the regulator parameter is optimised by the fit to the data. An optimal regulator (perhaps guided by phenomenology) effectively re-sums the chiral expansion, encapsulating the essential physics in the first few terms of the expansion. The approach is systematically improved by simply going to higher order in the chiral expansion, introducing additional analytic terms as appropriate to maintain model independence.

It is often argued that dimensionally regularisation works well in the meson sector. However, we know of no reason that the findings discussed here for the baryon sector should not apply equally well there. Improved convergence of finite-range regulated $`\chi `$PT for meson properties will provide access to a wide range of quark masses and precision determinations of the low-energy constants.

As discussed in the introduction it of great interest how to apply the features of effective field theory to the extrapolation of lattice QCD results. If one wishes to extract the low-energy constants from currently accessible lattice simulations, it is necessary that any such prescription is not sensitive to the choice of regularisation or renormalisation. Here we describe how the FRR schemes achieve this result.

With current lattice data typically restricted to $`m_\pi ^2>0.3\mathrm{GeV}^2`$ one must have a sufficiently wide window in order to accurately determine four fit parameters of the chiral expansion. Thus for the test of model-dependence in extrapolated results we presume perfect data up to our maximum considered range, $`m_\pi ^2=0.8\mathrm{GeV}^2`$. We fix the pseudo-data by the dipole regularised curve, the dipole being chosen as one of the three regulators which give best agreement over the widest range. Data points are chosen to be equally spaced by $`0.05\mathrm{GeV}^2`$, from $`0.8\mathrm{GeV}^2`$ down to some minimum available point at $`m_L^2`$. Figures 12 and 13 show the reconstructed low-energy constants from the fitting window ($`m_L^2`$,$`0.8\mathrm{GeV}^2`$) with $`m_L^2`$ in the range $`0.4m_L^20.05\mathrm{GeV}^2`$.

It is clear that the dimensionally regularised extrapolation schemes perform poorly. Even with perfect lattice QCD results down to $`0.1\mathrm{GeV}^2`$, $`c_0`$ is likely to be in error by 7% and $`c_2`$ by around 40%. On the other hand, one finds excellent agreement in the chiral parameters, $`c_0`$ and $`c_2`$, obtained from the finite-ranged regulators, even with the lowest data point situated at $`0.4\mathrm{GeV}^2`$. This indicates that, using the technique of finite-range regularisation, one should be able to extract chiral coefficients at the 1% level from the lattice QCD data which will be obtained in the next few years.

## Acknowledgments

We would like to thank C. R. Allton, M. Birse, J. McGovern and S. V. Wright for helpful conversations. We also thank W. Melnitchouk for careful reading of the manuscript. This work was supported by the Australian Research Council and the University of Adelaide.

## Appendix A Renormalisation

Here we summarise the renormalisation prescription for various regularisation schemes. There are two types of diagrams which need to be considered in this analysis. The first of these is the $`NN\pi `$-type diagram, while the second corresponds to the case of a non-degenerate intermediate state, like the $`N\mathrm{\Delta }\pi `$.

Within the heavy-baryon, non-relativistic approximation the integral describing the $`NN\pi `$ diagram is written as

$$I_\pi =\frac{2}{\pi }_0^{\mathrm{}}𝑑k\frac{k^4u^2(k)}{k^2+m^2},$$
(7)
where the factor $`u(k)`$ is the $`N\pi `$ vertex regulator. The integral has been defined in such a way that the coefficient of the $`m_\pi ^3`$ contribution is normalised to unity. For the off-diagonal contribution the loop-integral can be expressed as

$$I_{\pi \mathrm{\Delta }}=\frac{2}{\pi }_0^{\mathrm{}}𝑑k\frac{k^4u^2(k)}{\sqrt{k^2+m^2}(\mathrm{\Delta }+\sqrt{k^2+m^2})},$$
(8)
with $`\mathrm{\Delta }`$ the $`\mathrm{\Delta }`$$`N`$ mass-splitting, defined as positive for a heavier intermediate state. The normalisation is chosen to agree with the previous equation in the limit $`\mathrm{\Delta }0`$. The various functional forms for the finite-ranged regulators are listed in the text.

Independent of the regulator, the Taylor expansion of the integral, $`I_\pi `$, behaves as

$$I_\pi (m0)=b_0+b_2m^2+m^3+b_4m^4+\mathrm{}$$
(9)
With the intermediate state being non-degenerate, the $`m^3`$ contribution becomes a logarithm and the expansion is given by

$`I_{\pi \mathrm{\Delta }}(m0)=`$ $`b_{0\mathrm{\Delta }}+b_{2\mathrm{\Delta }}m^2+b_{4\mathrm{\Delta }}m^4`$ (10)
$`{\displaystyle \frac{3}{4\pi \mathrm{\Delta }}}m^4\mathrm{log}m+\mathrm{}`$
With respect to the chiral expansion, Eq. (1), the self-energy contributions giving rise to the LNA and NLNA are given by

$`\sigma _{\mathrm{N}\pi }(m_\pi ,\mathrm{\Lambda })`$ $`=`$ $`C_NI_\pi (m_\pi ,\mathrm{\Lambda }),`$
$`\sigma _{\mathrm{\Delta }\pi }(m_\pi ,\mathrm{\Lambda })`$ $`=`$ $`C_\mathrm{\Delta }I_{\pi \mathrm{\Delta }}(m_\pi ,\mathrm{\Lambda }),`$ (11)
where for simplicity we have defined $`C_N=c_{LNA}`$ and $`C_\mathrm{\Delta }=c_{NLNA}4\pi \mathrm{\Delta }/3`$. The renormalisation to obtain the low-energy constants of the Taylor expansion, Eq. (2), is then simply given by

$`c_0`$ $`=`$ $`a_0+C_Nb_0+C_\mathrm{\Delta }b_{0\mathrm{\Delta }},`$
$`c_2`$ $`=`$ $`a_2+C_Nb_2+C_\mathrm{\Delta }b_{2\mathrm{\Delta }},`$
$`c_4`$ $`=`$ $`a_4+C_Nb_4+C_\mathrm{\Delta }b_{4\mathrm{\Delta }}.`$ (12)
It is these renormalised coefficients, $`c_i`$, which have physical significance and it is these that should be compared with phenomenological studies of chiral expansions.

In Table 3 we summarise the $`b_i`$ expansion coefficients. We were unable to obtain neat analytic expressions for the Gaussian regulator and hence all relevant calculations have been performed numerically. For both DR and BP schemes the $`b_i`$ of the $`I_\pi `$ diagram can trivially be treated as zero.

The expansion terms, $`b_{i\mathrm{\Delta }}`$ for the $`I_{\pi \mathrm{\Delta }}`$ diagram are more complicated and are summarised in the following.

In the DR case, the $`b_{i\mathrm{\Delta }}`$ can again be treated as zero. From the expansion of Eq. (4), for the BP case one finds that the appropriate coefficients are given by (with renormalisation scale $`1.0\mathrm{GeV}`$)

$`b_{0\mathrm{\Delta }}^{\mathrm{BP}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }^3}{\pi }}\mathrm{log}(4\mathrm{\Delta }^2),`$
$`b_{2\mathrm{\Delta }}^{\mathrm{BP}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }}{2\pi }}\left[1+3\mathrm{log}(4\mathrm{\Delta }^2)\right],`$
$`b_{4\mathrm{\Delta }}^{\mathrm{BP}}`$ $`=`$ $`{\displaystyle \frac{3}{16\pi \mathrm{\Delta }}}\left[3+4\mathrm{log}2+2\mathrm{log}(\mathrm{\Delta }^2)\right].`$ (13)
For the sharp cut-off, expressions are given by

$`b_{0\mathrm{\Delta }}^{\mathrm{SC}}`$ $`=`$ $`{\displaystyle \frac{1}{3\pi }}\left[6\mathrm{\Delta }^2\mathrm{\Lambda }3\mathrm{\Delta }\mathrm{\Lambda }^2+2\mathrm{\Lambda }^3+6\mathrm{\Delta }^3\mathrm{log}{\displaystyle \frac{\mathrm{\Delta }}{\mathrm{\Delta }+\mathrm{\Lambda }}}\right],`$
$`b_{2\mathrm{\Delta }}^{\mathrm{SC}}`$ $`=`$ $`{\displaystyle \frac{1}{\pi (\mathrm{\Delta }+\mathrm{\Lambda })}}\left[\mathrm{\Lambda }(3\mathrm{\Delta }+2\mathrm{\Lambda })3\mathrm{\Delta }(\mathrm{\Delta }+\mathrm{\Lambda })\mathrm{log}{\displaystyle \frac{\mathrm{\Delta }}{\mathrm{\Delta }+\mathrm{\Lambda }}}\right],`$
$`b_{4\mathrm{\Delta }}^{\mathrm{SC}}`$ $`=`$ $`{\displaystyle \frac{1}{16\pi \mathrm{\Delta }(\mathrm{\Delta }+\mathrm{\Lambda })^2}}\left[7\mathrm{\Delta }^2+2\mathrm{\Delta }\mathrm{\Lambda }9\mathrm{\Lambda }^2+12(\mathrm{\Delta }+\mathrm{\Lambda })^2\mathrm{log}{\displaystyle \frac{\mathrm{\Delta }+\mathrm{\Lambda }}{2\mathrm{\Delta }\mathrm{\Lambda }}}\right].`$ (14)
For the monopole we obtain

$`b_{0\mathrm{\Delta }}^{\mathrm{MON}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }^4}{2\pi (\mathrm{\Delta }^2+\mathrm{\Lambda }^2)^2}}\left[2\mathrm{\Delta }^32\mathrm{\Delta }\mathrm{\Lambda }^2+3\mathrm{\Delta }^2\mathrm{\Lambda }\pi +\mathrm{\Lambda }^3\pi +2\mathrm{\Delta }^3\mathrm{log}\left({\displaystyle \frac{\mathrm{\Delta }^2}{\mathrm{\Lambda }^2}}\right)\right],`$
$`b_{2\mathrm{\Delta }}^{\mathrm{MON}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }^2}{2\pi (\mathrm{\Delta }^2+\mathrm{\Lambda }^2)^3}}[\mathrm{\Delta }^5+6\mathrm{\Delta }^3\mathrm{\Lambda }^2+5\mathrm{\Delta }\mathrm{\Lambda }^43\mathrm{\Delta }^2\mathrm{\Lambda }^3\pi +\mathrm{\Lambda }^5\pi `$
$`2\mathrm{\Delta }\mathrm{\Lambda }^2(\mathrm{\Delta }^23\mathrm{\Lambda }^2)\mathrm{log}\left({\displaystyle \frac{\mathrm{\Delta }}{\mathrm{\Lambda }}}\right)],`$
$`b_{4\mathrm{\Delta }}^{\mathrm{MON}}`$ $`=`$ $`{\displaystyle \frac{1}{16\pi \mathrm{\Delta }(\mathrm{\Delta }^2+\mathrm{\Lambda }^2)^4}}[13\mathrm{\Delta }^8+54\mathrm{\Delta }^6\mathrm{\Lambda }^2+108\mathrm{\Delta }^4\mathrm{\Lambda }^4+58\mathrm{\Delta }^2\mathrm{\Lambda }^69\mathrm{\Lambda }^824\mathrm{\Delta }^3\mathrm{\Lambda }^5\pi `$ (15)
$`+24\mathrm{\Delta }\mathrm{\Lambda }^7\pi 6\mathrm{\Lambda }^4\left(\mathrm{\Delta }^46\mathrm{\Delta }^2\mathrm{\Lambda }^2+\mathrm{\Lambda }^4\right)\mathrm{log}\left(4\mathrm{\Delta }^2\right)`$
$`6(\mathrm{\Delta }^8+4\mathrm{\Delta }^6\mathrm{\Lambda }^2+5\mathrm{\Delta }^4\mathrm{\Lambda }^4+10\mathrm{\Delta }^2\mathrm{\Lambda }^6)\mathrm{log}\left(4\mathrm{\Lambda }^2\right)].`$
For the dipole we obtain

$`b_{0\mathrm{\Delta }}^{\mathrm{DIP}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }^4}{48\pi (\mathrm{\Delta }^2+\mathrm{\Lambda }^2)^4}}[8\mathrm{\Delta }^7+48\mathrm{\Delta }^5\mathrm{\Lambda }^2+24\mathrm{\Delta }^3\mathrm{\Lambda }^416\mathrm{\Delta }\mathrm{\Lambda }^63\mathrm{\Delta }^6\mathrm{\Lambda }\pi `$
$`27\mathrm{\Delta }^4\mathrm{\Lambda }^3\pi +27\mathrm{\Delta }^2\mathrm{\Lambda }^5\pi +3\mathrm{\Lambda }^7\pi +96\mathrm{\Delta }^3\mathrm{\Lambda }^4\mathrm{log}{\displaystyle \frac{\mathrm{\Delta }}{\mathrm{\Lambda }}}],`$
$`b_{2\mathrm{\Delta }}^{\mathrm{DIP}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }^2}{48\pi (\mathrm{\Delta }^2+\mathrm{\Lambda }^2)^5}}[8\mathrm{\Delta }^9+36\mathrm{\Delta }^7\mathrm{\Lambda }^2+36\mathrm{\Delta }^5\mathrm{\Lambda }^4+188\mathrm{\Delta }^3\mathrm{\Lambda }^6+180\mathrm{\Delta }\mathrm{\Lambda }^8+3\mathrm{\Delta }^6\mathrm{\Lambda }^3\pi `$
$`+45\mathrm{\Delta }^4\mathrm{\Lambda }^5\pi 135\mathrm{\Delta }^2\mathrm{\Lambda }^7\pi +15\mathrm{\Lambda }^9\pi 48(5\mathrm{\Delta }^3\mathrm{\Lambda }^63\mathrm{\Delta }\mathrm{\Lambda }^8)\mathrm{log}{\displaystyle \frac{\mathrm{\Delta }}{\mathrm{\Lambda }}}],`$
$`a_{4\mathrm{\Delta }}^{\mathrm{DIP}}`$ $`=`$ $`{\displaystyle \frac{1}{48\mathrm{\Delta }\left(\mathrm{\Delta }^2+\mathrm{\Lambda }^2\right)^6\pi }}[54\mathrm{\Delta }^{12}+326\mathrm{\Delta }^{10}\mathrm{\Lambda }^2+819\mathrm{\Delta }^8\mathrm{\Lambda }^4+1062\mathrm{\Delta }^6\mathrm{\Lambda }^6+1154\mathrm{\Delta }^4\mathrm{\Lambda }^8`$ (16)
$`+612\mathrm{\Delta }^2\mathrm{\Lambda }^{10}27\mathrm{\Lambda }^{12}+3\mathrm{\Delta }^7\mathrm{\Lambda }^5\pi +63\mathrm{\Delta }^5\mathrm{\Lambda }^7\pi 315\mathrm{\Delta }^3\mathrm{\Lambda }^9\pi +105\mathrm{\Delta }\mathrm{\Lambda }^{11}\pi `$
$`6\mathrm{\Lambda }^8(35\mathrm{\Delta }^442\mathrm{\Delta }^2\mathrm{\Lambda }^2+3\mathrm{\Lambda }^4)\mathrm{log}\left(4\mathrm{\Delta }^2\right)6\mathrm{\Delta }^2(3\mathrm{\Delta }^{10}+18\mathrm{\Delta }^8\mathrm{\Lambda }^2`$
$`+45\mathrm{\Delta }^6\mathrm{\Lambda }^4+60\mathrm{\Delta }^4\mathrm{\Lambda }^6+10\mathrm{\Delta }^2\mathrm{\Lambda }^8+60\mathrm{\Lambda }^{10})\mathrm{log}\left(4\mathrm{\Lambda }^2\right)].`$
Finally, we give the full expressions for the finite-range regulated integrals. For the simple diagram, $`I_\pi `$, we obtain

$`I_\pi ^{\mathrm{SC}}`$ $`=`$ $`{\displaystyle \frac{2\mathrm{\Lambda }^3}{3\pi }}{\displaystyle \frac{2\mathrm{\Lambda }}{\pi }}m^2+{\displaystyle \frac{2}{\pi }}m^3\mathrm{arctan}\left({\displaystyle \frac{\mathrm{\Lambda }}{m}}\right),`$ (17)
$`I_\pi ^{\mathrm{MON}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }^4(2m+\mathrm{\Lambda })}{2(m+\mathrm{\Lambda })^2}},`$ (18)
$`I_\pi ^{\mathrm{DIP}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }^5(m^2+4m\mathrm{\Lambda }+\mathrm{\Lambda }^2)}{16(m+\mathrm{\Lambda })^4}}.`$ (19)
For the more complicated integral, $`I_{\pi \mathrm{\Delta }}`$, we obtain for the sharp cut-off

$`I_{\pi \mathrm{\Delta }}^{\mathrm{SC}}`$ $`=`$ $`{\displaystyle \frac{1}{3\pi }}\{6\mathrm{\Delta }^2\mathrm{\Lambda }+2\mathrm{\Lambda }^36\mathrm{\Lambda }m^23\mathrm{\Delta }\mathrm{\Lambda }\sqrt{\mathrm{\Lambda }^2+m^2}+3\mathrm{\Delta }(2\mathrm{\Delta }^2+3m^2)\mathrm{log}({\displaystyle \frac{\mathrm{\Lambda }+\sqrt{\mathrm{\Lambda }^2+m^2}}{m}})`$ (20)
$`6(\mathrm{\Delta }^2m^2)^{\frac{3}{2}}[\mathrm{log}\left({\displaystyle \frac{\mathrm{\Delta }m+\sqrt{\mathrm{\Delta }^2m^2}}{\mathrm{\Delta }+m+\sqrt{\mathrm{\Delta }^2m^2}}}\right)`$
$`+\mathrm{log}\left({\displaystyle \frac{\mathrm{\Delta }+\mathrm{\Lambda }+\sqrt{\mathrm{\Delta }^2m^2}+\sqrt{\mathrm{\Lambda }^2+m^2}}{\mathrm{\Delta }\mathrm{\Lambda }+\sqrt{\mathrm{\Delta }^2m^2}\sqrt{\mathrm{\Lambda }^2+m^2}}}\right)]\}.`$
For the monopole regulated integral we obtain

$`I_{\pi \mathrm{\Delta }}^{\mathrm{MON}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }^4}{2\pi (\mathrm{\Lambda }^2+\mathrm{\Delta }^2m^2)^2}}`$ (21)
$`[{\displaystyle \frac{\mathrm{\Lambda }(3\pi m^4+m^2(3\pi \mathrm{\Delta }^2+2\mathrm{\Delta }\mathrm{\Lambda }4\pi \mathrm{\Lambda }^2)+\mathrm{\Lambda }(2\mathrm{\Delta }^3+3\pi \mathrm{\Delta }^2\mathrm{\Lambda }2\mathrm{\Delta }\mathrm{\Lambda }^2+\pi \mathrm{\Lambda }^3))}{\mathrm{\Lambda }^2m^2}}`$
$`2(\mathrm{\Delta }^2m^2)^{3/2}\mathrm{log}\left({\displaystyle \frac{\mathrm{\Delta }\sqrt{\mathrm{\Delta }^2m^2}}{\mathrm{\Delta }+\sqrt{\mathrm{\Delta }^2m^2}}}\right)`$
$`+{\displaystyle \frac{\mathrm{\Delta }\mathrm{\Lambda }(3m^4+2\mathrm{\Delta }^2\mathrm{\Lambda }^23m^2(\mathrm{\Lambda }^2+\mathrm{\Delta }^2))}{(\mathrm{\Lambda }^2m^2)^{3/2}}}\mathrm{log}\left({\displaystyle \frac{\mathrm{\Lambda }\sqrt{\mathrm{\Lambda }^2m^2}}{\mathrm{\Lambda }+\sqrt{\mathrm{\Lambda }^2m^2}}}\right)].`$
For the dipole regulated integral we obtain

$`I_{\pi \mathrm{\Delta }}^{\mathrm{DIP}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }^5}{48\left(\mathrm{\Lambda }^2m^2\right)^{\frac{7}{2}}\left(\mathrm{\Delta }^2+\mathrm{\Lambda }^2m^2\right)^4\pi }}\{\sqrt{\mathrm{\Lambda }^2m^2}`$ (22)
$`[16\mathrm{\Delta }\mathrm{\Lambda }^{11}+4\mathrm{\Delta }\mathrm{\Lambda }^9(6\mathrm{\Delta }^211m^2)+6\mathrm{\Delta }\mathrm{\Lambda }m^4(\mathrm{\Delta }^2+m^2)^3`$
$`+2\mathrm{\Delta }\mathrm{\Lambda }^3m^2\left(\mathrm{\Delta }^2+m^2\right)^2\left(16\mathrm{\Delta }^2+37m^2\right)`$
$`+6\mathrm{\Delta }\mathrm{\Lambda }^7\left(8\mathrm{\Delta }^444\mathrm{\Delta }^2m^2+37m^4\right)`$
$`2\mathrm{\Delta }\mathrm{\Lambda }^5\left(\mathrm{\Delta }+m\right)\left(\mathrm{\Delta }+m\right)\left(4\mathrm{\Delta }^498\mathrm{\Delta }^2m^2+121m^4\right)`$
$`+3\mathrm{\Lambda }^{12}\pi 3m^6\left(\mathrm{\Delta }^2+m^2\right)^3\pi 9\mathrm{\Lambda }^{10}\left(3\mathrm{\Delta }^2+4m^2\right)\pi `$
$`+9\mathrm{\Lambda }^2m^4\left(\mathrm{\Delta }^2+m^2\right)^2\left(\mathrm{\Delta }^2+4m^2\right)\pi `$
$`9\mathrm{\Lambda }^4m^2\left(\mathrm{\Delta }+m\right)\left(\mathrm{\Delta }+m\right)\left(\mathrm{\Delta }^411\mathrm{\Delta }^2m^2+7m^4\right)\pi `$
$`+9\mathrm{\Lambda }^8\left(3\mathrm{\Delta }^43\mathrm{\Delta }^2m^2+7m^4\right)\pi `$
$`3\mathrm{\Delta }^2\mathrm{\Lambda }^6(\mathrm{\Delta }^430\mathrm{\Delta }^2m^2+30m^4)\pi ]`$
$`48\mathrm{\Lambda }^3\left(\mathrm{\Delta }^2m^2\right)^{\frac{3}{2}}\left(\mathrm{\Lambda }^2m^2\right)^{\frac{7}{2}}\mathrm{log}\left({\displaystyle \frac{\mathrm{\Delta }\sqrt{\mathrm{\Delta }^2m^2}}{\mathrm{\Delta }+\sqrt{\mathrm{\Delta }^2m^2}}}\right)`$
$`3\mathrm{\Delta }[m^6(\mathrm{\Delta }^2+m^2)^3+8\mathrm{\Lambda }^{10}(2\mathrm{\Delta }^2+3m^2)`$
$`3\mathrm{\Lambda }^2m^4\left(\mathrm{\Delta }^2+m^2\right)^2\left(2\mathrm{\Delta }^2+5m^2\right)`$
$`4\mathrm{\Lambda }^8m^2\left(14\mathrm{\Delta }^2+15m^2\right)+\mathrm{\Lambda }^6m^4\left(34\mathrm{\Delta }^2+35m^2\right)`$
$`+3\mathrm{\Lambda }^4m^4(8\mathrm{\Delta }^413\mathrm{\Delta }^2m^2+5m^4)]\mathrm{log}\left({\displaystyle \frac{\mathrm{\Lambda }\sqrt{\mathrm{\Lambda }^2m^2}}{\mathrm{\Lambda }+\sqrt{\mathrm{\Lambda }^2m^2}}}\right)\}.`$


text:
# Fractal vortex structure in the lattice model of superconductors

## I Introduction

The lattice magnetic translation symmetry of superconductors near the upper critical magnetic field was shown to be crucially important for the critical thermodynamic properties 1 , 2 , 3 . Attepts to construct the incommensurate vortex structure were undertaken in 4 . The small parameter $`\beta =\mathrm{\Phi }/\mathrm{\Phi }_0`$ (where $`\mathrm{\Phi }=Ha^2`$ and $`\mathrm{\Phi }_0=\frac{\mathrm{}c}{2e}`$ are respectively the magnetic flux through the lattice plaquette $`a^2`$ and the London quantum of magnetic flux) was essentially used there that predetermined very weak dependence of the sample free energy on the vortex configuration. Here I formulate this problem in a different way, so that smallness of $`\beta `$ will be not assumed.

## II Basic equation

Confining myself here by the mean field approximation I consider the two-dimensional model. Apart from neglecting of fluctuations this means that an entanglement of vortices will not be accounted for in this paper. The free energy functional for the lattice model reads:

$`F`$ $`={\displaystyle \underset{n,n^{};m,m^{}}{}}J_{nm,n^{},m^{}}\mathrm{exp}\left[i{\displaystyle \frac{2e}{\mathrm{}c}}{\displaystyle 𝑑𝐥𝐀}\right]\overline{\varphi _{n^{}m^{}}}\varphi _{nm}+`$ (1)
$`{\displaystyle \underset{nm}{}}\left[\tau \overline{\varphi _{nm}}\varphi _{nm}+g\left(\overline{\varphi _{nm}}\varphi _{nm}\right)^2\right],`$
where $`J`$ is the tunneling integral, the lattice site coordinates can be written as $`x=ma,y=na`$, $`\overline{\varphi _{nm}}`$ stands for the complex conjugated order parameter, $`𝐀`$ is the vector potential, integration of it is carried out along the straight line connecting the sites $`nm`$ and $`n^{}m^{},`$ $`\tau =\alpha \frac{TT_c}{T_c}`$. Differentiating eq. (1) with respect to $`\overline{\varphi _{nm}}`$ we obtain the lattice Ginzburg-Landau (LGL) equation for a superconductor at a strong magnetic field:

$$\underset{n^{}m^{}}{}J_{nm,n^{},m^{}}\mathrm{exp}\left[i\frac{2e}{\mathrm{}c}𝑑𝐥𝐀\right]\varphi _{n^{}m^{}}+\tau \varphi _{nm}+g\left|\varphi _{nm}\right|^2\varphi _{nm}=0$$
(2)
Choosing the Landau gauge $`𝐀=𝐞_yHx`$ and considering the simple square lattice case within the tight-binding approximation (with $`J`$ standing for the nearest-neighbor tunneling integral) we can write eq. (2) in the form

$`J\left\{\varphi _{m+1,n}+\varphi _{m1,n}+\varphi _{m,n+1}\mathrm{exp}\left[i2\pi \alpha m\right]+\varphi _{m,n1}\mathrm{exp}\left[i2\pi \alpha m\right]\right\}+`$
$`\tau \varphi _{nm}+g\left|\varphi _{nm}\right|^2\varphi _{nm}`$ $`=0.`$ (3)
Eq. (3) can be transformed to the simpler form. Notice that eq. (3) is a nonlinear equation; therefore, the Fourier transforming is not particularly useful since it will convert this equation into an integral-difference one. However, the specific form of nonlinearity characteristic for the Ginzburg-Landau equation allows us to make a substitution that is usually done in the theory of the linear Harper equation 5 :

$$\varphi _{mn}=u_m\mathrm{exp}\left(i\kappa m\right).$$
(4)
Then eq. (3) takes the form

$$u_{m+1}+u_{m1}+2\mathrm{cos}\left(2\pi m\beta \kappa \right)u_m+\tau u_m+g\left|u_m\right|^2u_m=0.$$
(5)
Eq. 5 can be named the nonlinear Harper equation (NHE) or the Harper-Ginzburg-Landau (HGL) equation. The rest of the paper will be devoted to a discussion of possible consequences of this equation.

## III Analysis of the nonlinear Harper equation

Eq. 5 is very peculiar one. It contains two mechanisms, either of which can lead to forming of irregular self-similar structures that have fractal properties. If we shall proceed in the spirit of the Abricosov vortex structure theory, we have firstly to linearize the equation.

$$u_{m+1}+u_{m1}+2\mathrm{cos}\left(2\pi m\beta \kappa \right)u_m+\tau u_m=0,$$
(6)
This equation differs from the linear Harper equation 5  in the same way as the Ginzburg-Landau one for a superconductor at the magnetic field differs from the Schroedinger equation for a charged particle at the magnetic field. Therefore, the line $`H_{c2}`$ is determined by the condition $`\tau =ϵ_l`$, where $`ϵ_l`$ is the Harper multiband spectrum lower edge. The dimensional crossover takes place near the lowest band bottom at $`\beta `$ rational 1 . The flux structure is completely pinned by the crystal in this case. A subsequent decrease of temperature or magnetic field, i.e. an increase of $`|\tau |`$, leads to appearance of fractal structures. The Harper operator spectrum is known to form a Cantor set at irrational $`\beta `$ and, therefore, the dimensional crossover is absent in this case. Scaling properties of this operator have been studied using the renormalization group technique 6 ; 7 . Exact solutions with a use of the Bethe Ansatz and quantum groups can be found in 8 . Multifractal properties of the Harper operator eigenfunctions and eigenvalues are discussed basing on numeric calculations and on the Bethe Ansatz in the work by Wiegmann with co-authors 9 . Interesting results have been also obtained in 10 . Unfortunately, the Bethe Ansatz rigorous approach is not extended to the nonlinear case; it is a challenge now for the mathematical physics community. An approximate solution of the linearized Harper equation can be presented as a chaotic distribution of the Wannier-type functions, which can be considered as nucleation centres of the superconducting state. The order parameter amplitude can be found perturbatively in this case. On the other hand, Eq. (5) can be written in the form of the two-dimensional nonlinear map on the complex field:

$$\left(\begin{array}{c}u_{m+1}\\ u_m\end{array}\right)=\left(\begin{array}{cc}\tau g\left|u_m\right|^22\mathrm{cos}(2\pi m\beta \kappa )& 1\\ 1& 0\end{array}\right)\left(\begin{array}{c}u_m\\ u_{m1}\end{array}\right).$$
(7)
## IV Conclusion

The main inference from the work is that the fractal flux structure is controlled by two-dimensional maps on the complex field enumerated by the whole real numbers. This means that the two-dimensional flux lattice in the crystal lattice can be completely specified establishing the nucleation centre distribution along one say leal axis. In opposite to the continuum model case, this distribution is not periodic in general. The following distribution can be taken as a first approximation

$`\varphi (x,y)`$ $`=C\mathrm{exp}({\displaystyle \frac{x^2+y^2}{2l_H^{\mathrm{\hspace{0.17em}2}}}})\times `$ (8)
$`{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}\mathrm{exp}\left[\pi \left(n+u_n\right)^2+{\displaystyle \frac{\sqrt{2\pi }i\left(x+iy\right)}{l_H}}\left(n+u_n\right)\right],`$
where $`u_n`$ are determined by some proper discrete map taking fractal effects into account. Notice that this sum is reduced at the condition $`u_m=0`$ into the elliptic theta function so that this formula can be considered as its natural generalization on special number fields similarly to introduction of the basis functions, for instance. Along with the discussed above map, one can try the Chirikov standard map, which is equivalent to the Frenkel-Kontorova model that is widely used for description of the incommensurability effects:

$$\{\begin{array}{c}I_{n+1}=I_n\frac{2\pi V_0}{\lambda b}\mathrm{sin}\left(2\pi y_n/b\right)\hfill \\ y_{n+1}=y_n+a+I_{n+1})\hfill \end{array}$$
(9)
or, if the interaction between vortices must be taken into account, the generalized standard map

$$\{\begin{array}{c}I_{n+1}=I_n\frac{2\pi V_0}{\lambda b}\mathrm{sin}\left(2\pi y_n/b\right)\hfill \\ y_{n+1}=y_n+a\frac{1}{\beta }\mathrm{ln}(1\beta I_{n+1})\hfill \end{array}.$$
(10a)
###### Acknowledgements.

I would like to thank E. Kudinov, Yu. Kuzmin and B. Shalaev for discussions. The work was supported by the Russian Foundation for Basic Research, grant No 02-02-17667.


text:
# Shot-noise in Transport and Beam Experiments

(November 2001)

## Abstract

Consider two Fermi gases with the same average currents: a transport gas, as in solid-state experiments where the chemical potentials of terminal 1 is $`\mu +eV`$ and of terminal 2 and 3 is $`\mu `$, and a beam, i.e., electrons entering only from terminal 1 having energies between $`\mu `$ and $`\mu +eV`$. By expressing the current noise as a sum over single-particle transitions we show that the temporal current fluctuations are very different: The beam is noisier due to allowed single-particle transitions into empty states below $`\mu `$. Surprisingly, the correlations between terminals 2 and 3 are the same.

The subject of quantum shot noise KhlusLesovikButtiker ; HeiblumGlattli ; Prober  has recently been of major interest, for example, due to the possibility to observe different quasi-particle charges of the carriers GlatMotFraction . Attempts to examine analogies with Hanbury-Brown and Twiss HBT electrons ; HBT electrons2 ; tonomura  correlations deserve particular attention. In 1918 Schottky schottky  observed that one contribution (called shot-noise) to the noise in currents flowing in vacuum tubes was due to the discreteness of the electrons. Presently, most experiments on electronic noise (an exception is, e.g., Ref. tonomura, ) are performed in a degenerate Fermi gas and not in vacuum beams. Despite that, they are often analyzed in a similar fashion to vacuum beams HBT electrons ; HBT electrons2 ; liu . Below it is shown that this point of view is not justified since the temporal noise correlators in a given terminal are substantially different in beams and degenerate Fermi systems (surprisingly the correlations between different terminals turn out to be same). To show this, we shall apply our approach Gavish Levinson Imry  of viewing noise as the radiation (or excitations of a detector LesovikLoosen ) produced by the current fluctuations.

We consider current fluctuations for two types of Fermi gases in a ballistic conductor which consists of three single-channel arms connected to an elastic scatterer (fig.1), assuming zero temperature and non-interacting electrons. The scattering state with energy $`ϵ_n=k^2/2m,`$ corresponding to a wave that is incoming on arm $`\alpha `$, partially reflected back into it and partially transmitted into the other arms, is: $`\phi _n(x_\beta )=L^{1/2}[\delta _{\alpha \beta }e^{ikx_\beta }+s_{\beta \alpha }(k)e^{ikx_\beta }]`$. Here $`n(\alpha ,k)`$ with $`k>0`$, $`s_{\alpha \beta }`$ is the scattering matrix, $`\alpha ,\beta =1,2,3`$, $`L`$ is a normalization length, $`m`$ the electron mass and $`x_\beta `$ the distance of a point on arm $`\beta `$ from the scatterer. To specify that a state $`\phi _n`$ comes from terminal $`\alpha ,`$ we shall write $`n\alpha .`$

We compare the current fluctuations in two many-body states (fig.2), the transport gas:

$`|transport`$ $`{\displaystyle }`$ $`\widehat{a}_n^{}|vacuum,`$ (1)
$`_{n1;\mu ϵ_n\mu +eV}`$
$`_{n1,2,3;ϵ_n\mu }`$
and the beam:

$`|beam`$ $`{\displaystyle }`$ $`\widehat{a}_n^{}|vacuum.`$ (2)
$`_{n1;\mu ϵ_n\mu +eV}`$
where $`\widehat{a}_n`$ and $`\widehat{a}_n^{}`$ are the annihilation and creation operators of the $`\phi `$’s. In the transport gas all the $`\phi _n`$’s are occupied up to an energy $`\mu `$ if $`n2,3`$ and up to $`\mu +eV`$ if $`n1`$. In the beam the only occupied states are all those coming in on arm 1, which are in the energy range $`[\mu ,\mu +eV].`$ It is assumed that $`eV\mu .`$

The current operator on the arm $`\beta `$ is $`\widehat{j}(x_\beta )=(ie/2m)_{nn^{}}\widehat{a}_n^{}\widehat{a}_n^{}\phi _n^{}_\beta \phi _n^{}+h.c.`$. We assume that the measured current is the average

$$\widehat{J_\beta }\frac{1}{L_0}_{L_0}𝑑x_\beta \widehat{j}(x_\beta )$$
(3)
over a segment $`L_0`$ far away from the scatterer (fig.1) which satisfies: $`L_0k_F1`$ and $`\omega L_0m/k_F1,`$ where $`k_F\sqrt{2m\mu }`$, and $`\omega `$ is the frequency of the measured noise which is assumed to satisfy $`\omega \mu `$. These conditions ensure that the current correlations are independent of the length and position of the segment $`L_0,`$ and thus will have no spatial dependence, which is not addressed in experiments.

We consider correlators of the current fluctuations in the frequency domain:

$$S_{\alpha \beta }(\omega )_{\mathrm{}}^{\mathrm{}}e^{i\omega t}i|\widehat{J}_\alpha (0)\widehat{J}_\beta (t)|i𝑑t,$$
(4)
where $`\widehat{J}_\alpha (t)=e^{iHt}\widehat{J}_\alpha e^{iHt}`$ is the Heisenberg representation of $`\widehat{J}_\alpha `$ and $`|i=|beam,|transport`$. There is an alternative definition as a Fourier transform of the symmetrized correlator $`(1/2)i|\widehat{J}_\alpha (0)\widehat{J}_\beta (t)+\widehat{J}_\beta (t)\widehat{J}_\alpha (0)|i`$. We use the non-symmetrized version since, following ref. LesovikLoosen, , we showed Gavish Levinson Imry  that at least for $`\alpha =\beta `$ and for some types of noise detection, it is Eq.(4) which gives the measured noise if the detector is cold enough.

Following the ideas in neutron-scattering theory introduced by Van-HovevanHove  we insert a complete set of eigenstates into Eq.(4) and get after a short manipulation:

$$S_{\alpha \beta }(\omega )=2\pi \underset{f}{}i|\widehat{J}_\alpha (0)|ff|\widehat{J}_\beta (0)|i\delta (E_iE_f\omega ),$$
(5)
where $`E_i`$ and $`E_f`$ are the energies of $`|i`$ and $`|f`$. The non-diagonal element $`i|\widehat{J}_\alpha (0)|f`$ is nonzero only if $`|f`$ differs from $`|i`$ by moving one particle from an occupied state, $`\phi _n,`$ to a previously unoccupied state, $`\phi _n^{},`$ i.e., $`|f`$ is of the form $`\widehat{a}_n^{}^{}\widehat{a}_n|i`$ (up to a fermionic factor $`c=\pm 1`$, that will play no role below.) The term with the diagonal element $`i|\widehat{J}_\alpha (0)|i`$ which is the average current, $`I_\alpha (V)`$, on arm $`\alpha `$, yields a term $`\delta (\omega )`$. In what follows we consider only $`\omega 0`$ and therefore neglect this term. In experiments the integration in Eq.(4) is limited by the sampling time of the experiment, $`T_s`$, and as a result $`\delta (\omega )`$ is smoothed into a peak with a width of $`1/T_s`$ which means that the condition $`\omega 0`$ actually is $`\omega T_s1`$. We therefore have:

$$S_{\alpha \beta }(\omega )=2\pi \underset{nn^{}}{}J_{\alpha ,nn^{}}J_{\beta ,nn^{}}^{}\delta (ϵ_nϵ_n^{}\omega ),$$
(6)
where $`J_{\alpha ,nn^{}}i|\widehat{J}_\alpha (0)\widehat{a}_n^{}^{}\widehat{a}_n|i`$, and where now the summation over $`n`$ and $`n^{}`$ is over all single-particle states $`\phi _n`$ and $`\phi _n^{}`$ which are occupied and unoccupied, respectively, in $`|i`$. The auto-correlator is

$`S_{\alpha \alpha }(\omega )=2\pi {\displaystyle \underset{nn^{}}{}}|J_{\alpha ,nn^{}}|^2\delta (ϵ_nϵ_n^{}\omega ).`$ (7)
When the system is coupled to a measuring device (e.g., some circuit or an electro-magnetic field) through a small term linear in $`\widehat{J}_\alpha `$, $`S_{\alpha \alpha }(\omega )`$ is a sum over single-particle transitions, the probability of each given by the Fermi golden rule, between an initial $`\phi _n`$ and a final $`\phi _n^{}`$. (The cross-correlator, Eq.(6) for $`\alpha \beta `$, should not be viewed similarly since then $`J_{\alpha ,nn^{}}J_{\beta ,nn^{}}^{}`$ is not a transition amplitude squared). Via these transitions energy is transferred between the system and the measuring device: terms with $`ϵ_n>ϵ_n^{}`$ (one particle goes down in energy) describe transitions in which an energy of $`\omega =ϵ_nϵ_n^{}>0`$ is transferred from the system to the measuring device, while terms with $`ϵ_n^{}>ϵ_n`$ (one particle goes up) describe transitions in which an energy of $`\omega =ϵ_n^{}ϵ_n>0`$ is transferred from the measuring device to the system. When $`\omega >0`$, only the first type of terms will remain and $`S_{\alpha \alpha }(\omega )`$ will be the emission spectrum while $`S_{\alpha \alpha }(\omega )`$ is the absorption spectrum. Thus we conclude that when $`\alpha =\beta `$ there will be emission of noise at frequency $`\omega `$ if and only if there exist occupied and unoccupied states in $`|i,`$ $`\phi _n`$ and $`\phi _n^{}`$, with $`|J_{\alpha ,nn^{}}|^20`$ and $`\omega =ϵ_nϵ_n^{}>0.`$ For $`\alpha \beta `$, this is not necessarily so, since the terms in Eq.(6) are complex and may cancel.

Now let us compare the current and its fluctuations in the transport gas and the beam, considering the arms 2 and 3. The average currents in both systems are defined only by states in the energy window $`[\mu ,\mu +eV]`$ and are the same: for $`\beta =2,3`$ one finds $`I_\beta (V)=e^2T_\beta V/(2\pi )`$ both for $`|i=|beam`$ and $`|i=|transport`$, where $`T_\beta |s_{\beta 1}|^2`$. (For simplicity we neglected the energy dependence of the transmission). By calculating the emission spectrum ($`\omega >0`$) we now show that the current fluctuations may differ. Rewriting Eqs.(6) and (7) for $`\omega >0,`$ taking into account the energy conservation and the different occupations in the states Eqs.(1) and (2), one has for the transport gas:

$`S_{\alpha \beta }^{tr}(\omega )=2\pi {\displaystyle J_{\alpha ,nn^{}}J_{\beta ,nn^{}}^{}\delta (ϵ_nϵ_n^{}\omega )}`$
$`{}_{n1,n^{}2,3}{}^{}{}_{\mu <ϵ_n^{}<ϵ_n<\mu +eV}{}^{}`$ (8)
and for the beam:

$$S_{\alpha \beta }^b(\omega )=S_{\alpha \beta }^{tr}(\omega )+\underset{n1;\mu <ϵ_n<\mu +\mathrm{min}(\omega ,eV)}{}S_{\alpha \beta }^{(n)}(\omega ).$$
(9)
Here $`S_{\alpha \beta }^{(n)}(\omega )`$ corresponds to the correlator in the state $`\widehat{a}_{n}^{}{}_{}{}^{}|vacuum`$, which is a beam with a single particle, in a state $`\phi _n`$:

$$S_{\alpha \beta }^{(n)}(\omega )=2\pi \underset{n^{}1,2,3}{}J_{\alpha ,nn^{}}J_{\beta ,nn^{}}^{}\delta (ϵ_nϵ_n^{}\omega ).$$
(10)
$`S_{\alpha \beta }^{tr}(\omega )`$ contains transition amplitudes between occupied states in the energy window $`[\mu ,\mu +eV]`$ to lower empty states inside the same energy window. These transitions, shown by dashed arrows in figs. 2a, and 2b, are possible both in the transport gas and the beam and therefore $`S_{\alpha \beta }^{tr}(\omega )`$ appears also in Eq.(9). Contrary to the first one, the second term in Eq.(9) contains transition amplitudes between occupied states in the energy window $`[\mu ,\mu +eV]`$ to empty states below $`\mu `$ (long solid arrows in fig. 2b), transitions which are allowed only in the beam. Writing this term as a sum of single-particle correlators was possible since in the beam all the levels below $`\mu `$ are empty so the sum runs over all possible values of $`n^{}`$ with a given energy, unlike in Eq.(8) for the transport gas where $`n^{}1`$.

Now, the current matrix element is given by:

$`i|\widehat{j}_\alpha \widehat{a}_n^{}^{}\widehat{a}_n|i=(c/2)[(k^{}+k)e^{i(kk^{})x_\alpha }s_{\alpha 1}(k)^{}\times `$
$`s_{\alpha \gamma ^{}}(k^{})+(k^{}k)s_{\alpha 1}(k)^{}\delta _{\alpha \gamma ^{}}e^{i(k+k^{})x_\alpha }]`$ (11)
for $`n=(k,1)`$ occupied and $`n^{}=(k^{},\gamma ^{})`$ empty. $`c=\pm 1`$, as above. Performing the average as defined in Eq.(3) and using the conditions for $`L_0`$, we obtain

$`J_{\alpha ,nn^{}}=(c/2)(k+k^{})s_{\alpha 1}(k)^{}s_{\alpha \gamma ^{}}(k^{}).`$ (12)
This matrix element has no spatial dependence because the fast oscillating term in Eq.(Shot-noise in Transport and Beam Experiments) vanished while the slow oscillating one is constant within $`L_0`$. Inserting Eq. (12) into Eq.(6), transforming the sums over $`k`$ and $`k^{}`$ into integrals, integrating using the condition $`\omega ,eV\mu `$, using the unitarity of the scattering matrix, $`_\gamma s_{\alpha \gamma }s_{\beta \gamma }^{}=\delta _{\alpha \beta }`$, one gets KhlusLesovikButtiker  for $`\alpha ,\beta =2,3`$, and $`\omega >0`$:

$`S_{\alpha \beta }^{tr}(\omega )={\displaystyle \frac{e^2}{2\pi }}T_\alpha (\delta _{\alpha \beta }T_\beta )(eV\omega )\theta (eV\omega )`$ , (13)
where $`\theta `$ is the Heaviside step-function. Similarly, using Eq.(12) in Eq.(10) one gets for the single-particle correlator (see discussion below), for $`\alpha ,\beta =2,3`$:

$$S_{\alpha \beta }^{(n)}(\omega )=\delta _{\alpha \beta }eI_{n,\alpha },$$
(14)
where $`I_{n,\alpha }=eT_\alpha (k/m)(1/L)`$ is the average current on arm $`\alpha =2,3`$ of a single particle in the state $`n=(k,1)`$.

Substituting Eq.(14) in Eq.(9), one gets for $`\alpha ,\beta =2,3`$:

$$S_{\alpha \beta }^b(\omega )=S_{\alpha \beta }^{tr}(\omega )+\delta _{\alpha \beta }eI_\alpha (\omega ),$$
(15)
where $`I_\alpha (\omega )`$ is the average current of the electrons in the energy window $`[\mu ,\mu +\mathrm{min}(\omega ,eV)]`$:

$$I_\alpha (\omega )\underset{n1;\mu <ϵ_n<\mu +\mathrm{min}(\omega ,eV)}{}I_{n,\alpha }=I_\alpha (V)\frac{\mathrm{min}(\omega ,eV)}{eV}.$$
(16)
Eq.(15) is our main result and it demonstrates that although the average currents in arms 2 and 3 in the beam and the transport gas are the same, the current fluctuations in these arms generally differ. The beam has much more noise: e.g., for $`\alpha =2,3`$ the auto-correlation spectra of the transport state $`S_{\alpha \alpha }^{tr}(\omega )`$ has an upper cutoff at $`\omega =eV`$, but the auto-correlation spectra of the beam $`S_{\alpha \alpha }^b(\omega )`$ has no such cutoff. The spectra $`S_{\alpha \alpha }^b(\omega )`$ at $`\omega >eV`$ is given by the extra second term in in Eq.(15). Interestingly, this term is identical to the result for a beam of uncorrelated (Poissonian) classical particles S^n  which carries an average current given by Eq.(16). Surprisingly, the cross-correlation, $`S_{23}(\omega )`$ is identical in the beam and the transport gas, since this term vanishes for $`\alpha \beta `$.

According to Eq.(15) and Eq.(16) $`S_{\alpha \alpha }^b(\omega )`$ and $`S_{\alpha \alpha }^{tr}(\omega )`$ start to differ substantially for $`\omega `$ of order $`eV`$. The measurement in Ref. HBT electrons2,  is consistent with Eq.(13) but since it is performed at $`\omega eV`$, it can not distinguish between $`S_{\alpha \alpha }^{tr}(\omega )`$ and $`S_{\alpha \alpha }^b(\omega )`$. In Ref. HBT electrons,  (see particularly Fig.3) it is claimed that the cross-correlation are measured in the time domain. The function that was obtained via this measurement has characteristic time-scale of $`100ns`$ which, in the frequency domain, corresponds to $`10MHz`$. However, in both Eq.(15) and Eq.(16) the only characteristic frequency scale is of the order of $`eV10^5MHz`$ (estimated for $`30nA`$ and transmission of order 1), that is many orders of magnitude larger. Thus, the results in Ref. HBT electrons,  are not consistent with ours.

The simple case of a two-terminal device is obtained from the from Eq.(15) by taking $`s_{13}=0`$. In this case there is only one independent correlator, since $`S_{11}(\omega )=S_{22}(\omega )=S_{12}(\omega )S(\omega )`$. All these correlators are different for the transport gas and the beam. Denoting $`I`$ as the average current in the device, one gets:

$`S^b(\omega )S^{tr}(\omega )=eI{\displaystyle \frac{\mathrm{min}(eV,\omega )}{eV}},`$ (17)
We now explain the classical form of the extra term in Eq.(15). This term contains transition amplitudes from states in the energy window $`[\mu ,\mu +min(\omega ,eV)]`$ to states below $`\mu `$ (see the second term in Eq.(9) and Eq.(10)) . Since all final states are empty the quantum statistics plays no role. So, with no interactions and no statistics, the particles in this energy window are independent. For independent particles (classical or quantum), the correlator is a sum of their single-particle correlators: $`S_{\alpha \beta }=_nS_{\alpha \beta }^{(n)}`$ (see the second term in Eq.(9) and Ref.S^n, ). Since the classical single-particle correlator is identical to its quantum counter-part according to Eq.(14) and Ref.S^n, , the contribution of the particles in the above energy window has a classical form.

It remains to understand why the quantum and classical single-particle correlators are equal. This is due to the averaging in Eq.(3), the unitarity of the scattering matrix and the assumption $`\omega \mu `$. Here we will explain in detail only the role of the averaging in the vanishing of the cross-correlation: Before averaging, the single-particle temporal cross-correlator is

$`\phi _{1,k}|\widehat{j}(x_2,0)\widehat{j}(x_3,t)|\phi _{1,k}={\displaystyle \frac{s_{21}s_{31}}{4L}}e^{iϵ_{1,k}t}\times `$
$`e^{ik(x_2x_3)}(i_{x_2}+k)(i_{x_3}+k)x_2|e^{iHt}|x_3`$ (18)
where $`|\phi _{1,k}\widehat{a}_{1,k}^{}{}_{}{}^{}|vacuum`$, and where

$$x_2|e^{iHt)}|x_3=\frac{s_{23}}{\sqrt{2\pi t}}exp(i\frac{(x_2+x_3)^2}{2mt}+i\frac{\pi }{4})$$
(19)
is the (generally nonzero) propagator from $`(x_2,0)`$ to $`(x_3,t)`$, for $`t>0`$. For simplicity, we assume the $`s_{\alpha ,\beta }`$’s are real and $`k`$-independent. The above correlator, Eq.(18), is generally different from zero (in contrast to its classical counter part). However, when applying the spatial averaging each of its terms becomes proportional to a new type of propagators: of a wave-packet around momentum $`k>0`$ which is localized in a segment of size $`L_0`$ around $`x_2`$ on arm 2 into a similar wave-packet around $`x_3`$ on arm 3. This is so because the factor $`e^{ik(x_2x_3)}x_2|e^{iHt}|x_3`$ in Eq.(18) turns upon averaging into:

$$\left(_{L_0}\frac{dx_2}{L_0}e^{ikx_2}x_2|\right)e^{iHt}\left(_{L_0}\frac{dx_3}{L_0}e^{ikx_3}|x_3\right)$$
(20)
where each integral is a wave-packet of the form described above. All the four terms in Eq.(18), become after averaging, proportional to propagators of similar though more complicated form. These propagators vanish in the limit $`kL_01`$, causing the quantum single-particle cross-correlator of the average current to vanish, similarly to the classical one. This vanishing has a physical meaning: if a particle is at a point $`x_2`$ on arm 2 it has, due to Heisenberg-principle, large momentum uncertainty and thus, although it is already on arm 2, a possibility to return and be scattered into arm 3 and reach $`x_3`$. However, when it is spread out in a segment of size $`L_0`$ around $`x_2`$ which is much larger than the inverse of the average momentum, its momentum uncertainty is not enough to allow it to return, and therefore, as in the classical case, it is scattered into one arm, and remains in it. Comment: without imposing the unitarity, Eq.(19) would also contain terms $`exp[\pm i(x_2x_3)^2/(2mt)]`$ that would yield generally nonzero contribution also after averaging.

To conclude, using the representation of the current noise as a sum over single-particle transitions we have shown that the current correlations in time and their spectra are different spatial  in a transport and a beam experiment, although the average current is the same. Thus, the picture of current in a degenerate Fermi gas as a beam of particles with energies in the transport window is grossly over-simplified. For a three-terminal device, which is a solid state analog of a beam splitting setup (from arm 1 to arms 2 and 3), the difference is given by the second term in Eq.(15), which exists only in the beam, and which start to be important at $`\omega `$ of order of $`eV`$. In the range $`\omega >eV`$, where there is no noise in the transport gas, this extra term gives Poissonian white noise for the auto-correlators $`S_{22}(\omega )`$ and $`S_{33}(\omega )`$, but does not contribute to the cross-correlator $`S_{23}(\omega )`$.

This project was supported by the Israel Science Foundation, by the German-Israeli Foundation and by a joint grant from the Israeli Ministry of Science and the French Ministry of Research and Technology. We thank E. Comforti, B. Douçot, C. Glattli, M. Heiblum and D. Prober for instructive discussions. Some of this work was done while YI and UG were visiting the Ecole Normale Superieure in Paris. They acknowledge support by the Chaires Internationale Blaise Pascal.