text:
# Cyclic bases of zero-curvature representations: five illustrations to one concept

## 1 Introduction

Many remarkable equations of nonlinear mathematical physics can be represented as the compatibility condition

$$ZD_tXD_xT+[X,T]=0$$
(1)
of the overdetermined linear system

$$\mathrm{\Psi }_x=X\mathrm{\Psi },\mathrm{\Psi }_t=T\mathrm{\Psi },$$
(2)
where $`D_x`$ and $`D_t`$ stand for the total derivatives; $`X`$ and $`T`$ are $`n\times n`$ matrix functions of the independent variables $`x`$ and $`t`$, dependent variables $`u^i(x,t)`$ and derivatives of $`u^i`$; $`\mathrm{\Psi }(x,t)`$ is an $`n`$-component column; the square brackets denote the matrix commutator. The condition (1), usually referred to as the zero-curvature representation (ZCR), is said to represent a given equation if any solution $`u^i`$ of the equation satisfies (1). The linear transformation

$$\mathrm{\Psi }^{}(x,t)=G\mathrm{\Psi }(x,t)$$
(3)
of the auxiliary vector function $`\mathrm{\Psi }`$ with any nondegenerate $`n\times n`$ matrix function $`G(x,t,u^i,u_x^i,\mathrm{})`$, $`detG0`$, generates the gauge transformation of the matrices $`X`$ and $`T`$:

$$X^{}=GXG^1+\left(D_xG\right)G^1,T^{}=GTG^1+\left(D_tG\right)G^1.$$
(4)
Since the matrix $`Z`$ in (1) is transformed under (4) as

$$Z^{}=GZG^1,$$
(5)
any two ZCRs related by a gauge transformation (4) are considered as equivalent (see, e.g., ). The existence of such an equivalence between ZCRs suggests that ZCRs should be studied by gauge-invariant methods.

In the present paper, we give five examples illustrating the use of the cyclic bases of ZCRs—one of the central concepts of our work , where a gauge-invariant description of ZCRs of evolution equations was proposed111A much more general (but very abstract, indeed) gauge-invariant description, applicable to ZCRs of any non-overdetermined systems of PDEs, was introduced by Marvan in ; later, in , Marvan gave explicit expressions for the objects involved.. The paper is organized as follows. In Section 2, we study a continual class of second-order evolution equations admitting weak Lax pairs, and construct an extension of this class to any order. In Section 3, we consider removability of a parameter from a weak Lax pair of the Burgers equation, and then, in Section 4, we derive the Burgers equation’s recursion operator from the cyclic basis of a strong Lax pair. In Section 5, we apply this method of deriving recursion operators from ZCRs to a system of coupled KdV equations, in order to show how the method works with systems, and then, in Section 6, we use the same method again, in order to explain a strange structure of a recursion operator of one KdV–mKdV system. Section 7 contains concluding remarks.

## 2 Second-order evolution equations

Recently, Marvan  proved that every second-order scalar evolution equation possessing an irreducible $`\mathrm{sl}_2`$-valued ZCR can be brought by a contact transformation into the form

$$u_t=\beta _xu^2u_{xx}+2\beta _{xx}u^2u_x+4\beta u_x+\left(\beta _{xxx}4\beta _x\right)u^34\beta _xu,$$
(6)
where $`\beta (x,t)`$ is any function with $`\beta _x0`$, and then the ZCR of (6) is given by (1) with

$$X=\left(\begin{array}{cc}\frac{1}{u}& 1\\ 1& \frac{1}{u}\end{array}\right),$$
(7)
$$T=\left(\begin{array}{cc}\beta _xu_x+4\frac{\beta }{u}\beta _{xx}u& 4\beta +2\beta _xu\\ 4\beta 2\beta _xu& \beta _xu_x4\frac{\beta }{u}+\beta _{xx}u\end{array}\right).$$
(8)
One may wonder why the class of evolution equations (6) contains the arbitrary function $`\beta (x,t)`$. The origin of $`\beta (x,t)`$ can be revealed by the technique of cyclic bases of ZCRs .

Let us solve the problem of finding all the $`\left(1+1\right)`$-dimensional scalar evolution equations

$$u_t=f(x,t,u,u_x,\mathrm{},u_{x\mathrm{}x})$$
(9)
which admit ZCRs (1) with the predetermined matrix $`X`$ (7) and any $`2\times 2`$ matrices $`T(x,t,u,u_x,\mathrm{},u_{x\mathrm{}x})`$ (traceless, without loss of generality), the highest orders of derivatives $`u_{x\mathrm{}x}`$ in $`f`$ and $`T`$ being not fixed. Since $`X`$ (7) contains no parameter, this problem is equivalent to finding the complete class of evolution equations possessing weak Lax pairs with the predetermined spatial part.

First, we rewrite the ZCR of (9) in its equivalent (characteristic) form

$$fC=_xT,$$
(10)
where $`C`$ is the characteristic matrix of the ZCR (in the present case, $`C`$ is simply $`C=X/u`$, because $`X`$ (7) contains no derivatives of $`u`$ ), and the operator $`_x`$ is defined by $`_xY=D_xY[X,Y]`$ for any (here, $`2\times 2`$) matrix $`Y`$.

Second, we compute $`C`$, $`_xC`$, $`_x^2C`$ and $`_x^3C`$ for the matrix $`X`$ (7), and find that the cyclic basis (i.e. the maximal sequence of linearly independent matrices $`_x^iC`$, $`i=0,1,2,\mathrm{}`$) is three-dimensional in this case, $`\{C,_xC,_x^2C\}`$, and that the closure equation for the cyclic basis is

$$_x^3C=a_1C+a_2_xC+a_3_x^2C$$
(11)
with

$`a_1`$ $`={\displaystyle \frac{8u_x2u_x^3}{u^3}}{\displaystyle \frac{8u_xu_{xx}}{u^2}}+{\displaystyle \frac{12u_x2u_{xxx}}{u}},`$
$`a_2`$ $`={\displaystyle \frac{410u_x^2}{u^2}}{\displaystyle \frac{6u_{xx}}{u}}+4,a_3={\displaystyle \frac{7u_x}{u}}.`$ (12)
Third, we decompose the unknown matrix $`T`$ over the cyclic basis as

$$T=b_1C+b_2_xC+b_3_x^2C,$$
(13)
where $`b_1`$, $`b_2`$ and $`b_3`$ are unknown scalar functions of $`x,t,u,u_x,\mathrm{},u_{x\mathrm{}x}`$. Substituting (13) into (10) and using the closure equation (11) and the fact of linear independence of $`C`$, $`_xC`$ and $`_x^2C`$, we obtain the following relations:

$$b_2=D_xb_3a_3b_3,b_1=D_xb_2a_2b_3,f=D_xb_1+a_1b_3,$$
(14)
where the function $`b_3`$ remains arbitrary.

Fourth, we combine (12), (13) and (14), use the explicit form of $`C`$, $`_xC`$ and $`_x^2C`$, and thus obtain the following expressions for $`T`$ and $`f`$ in terms of one arbitrary function $`b_3=p(x,t,u,u_x,\mathrm{},u_{x\mathrm{}x})`$, where the order of $`u_{x\mathrm{}x}`$ is also arbitrary:

$$T=\left(\begin{array}{cc}T_{11}& T_{12}\\ T_{21}& T_{11}\end{array}\right)$$
(15)
with

$`T_{11}`$ $`=\left({\displaystyle \frac{1}{u^2}}D_x^2+{\displaystyle \frac{5u_x}{u^3}}D_x+{\displaystyle \frac{49u_x^2+3uu_{xx}}{u^4}}\right)p,`$
$`T_{12}`$ $`=\left({\displaystyle \frac{2}{u^2}}D_x+{\displaystyle \frac{46u_x}{u^3}}\right)p,`$
$`T_{21}`$ $`=\left({\displaystyle \frac{2}{u^2}}D_x+{\displaystyle \frac{4+6u_x}{u^3}}\right)p,`$ (16)
and

$`f`$ $`=(D_x^3{\displaystyle \frac{7u_x}{u}}D_x^2{\displaystyle \frac{4+4u^224u_x^2+8uu_{xx}}{u^2}}D_x`$
$`+{\displaystyle \frac{16u_x+12u^2u_x36u_x^3+27uu_xu_{xx}3u^2u_{xxx}}{u^3}})p.`$ (17)
The problem has been solved. Every evolution equation (9), which belongs to the continual class determined by (17) with any function $`p(x,t,u,u_x,\mathrm{},u_{x\mathrm{}x})`$ of any order in $`u_{x\mathrm{}x}`$, admits the ZCR (1) with $`X`$ given by (7) and $`T`$ determined by (15)–(16). As it was shown in , such a continual class of evolution equations, which all possess ZCRs with a predetermined matrix $`X`$, exists for every matrix $`X`$ containing no parameter. Of course, the studied case of $`X`$ (7) is not an exception.

Now we can see that the origin of the arbitrary function $`\beta (x,t)`$ in (6) is the arbitrary function $`p(x,t,u,u_x,\mathrm{},u_{x\mathrm{}x})`$ in (17). Indeed, if we require that $`f`$ (17) is a function of $`x,t,u,u_x`$ and $`u_{xx}`$ only, i.e. that the order of the represented evolution equations is two, then $`p=p(x,t,u)`$ (otherwise $`f`$ contains $`u_{x\mathrm{}x}`$ of order four or higher) and $`p/u=3p/u`$ (this follows from $`f/u_{xxx}=0`$), that is

$$p=\beta (x,t)u^3$$
(18)
with any function $`\beta `$ ($`\beta _x0`$ if we need $`f/u_{xx}0`$). Finally, the equation (18) relates (17) with (6), as well as (15)–(16) with (8).

## 3 Burgers equation’s weak Lax pair

Our next example is the ZCR (1) with

$$X=\left(\begin{array}{cc}\frac{1}{2}\eta & \frac{1}{4}u+\frac{1}{2}\eta \\ \frac{1}{4}u\frac{1}{2}\eta & \frac{1}{2}\eta \end{array}\right),$$
(19)
$$T=\left(\begin{array}{cc}\frac{1}{4}\eta u& \frac{1}{4}u_x+\frac{1}{8}u^2+\frac{1}{4}\eta u\\ \frac{1}{4}u_x+\frac{1}{8}u^2\frac{1}{4}\eta u& \frac{1}{4}\eta u\end{array}\right),$$
(20)
where $`\eta `$ is a parameter. This ZCR of the Burgers equation $`u_t=u_{xx}+uu_x`$ was introduced by Cavalcante and Tenenblat . The parameter $`\eta `$, however, is not an essential (‘spectral’) parameter: it can be removed (‘gauged out’) from (19) and (20) by a gauge transformation (4) (therefore this ZCR is a weak Lax pair of the Burgers equation). More precisely, it was recently shown by Marvan  that any nonzero value of $`\eta `$ in these $`X`$ and $`T`$ can be changed into any other nonzero value (e.g., into $`\eta =1`$) by an appropriate gauge transformation.222The fact of removability of $`\eta `$ from $`X`$ (19) was also noted in , in slightly different notations, in relation with ZCRs of third-order evolution equations .

Let us see how the technique of cyclic bases allows to discover, in a short computational way, that the case of $`\eta =0`$ is essentially different from any other case of nonzero $`\eta `$, and that the parameter $`\eta `$ should be expected to be removable from this ZCR. The necessary information can be obtained from the dimension of the cyclic basis and from the coefficients of the closure equation.

Following the scheme of Section 2, we find the characteristic matrix and its lower-order covariant derivatives to be

$`C`$ $`={\displaystyle \frac{1}{4}}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),`$
$`_xC`$ $`={\displaystyle \frac{\eta }{4}}\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right),_x^2C={\displaystyle \frac{\eta u}{8}}\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right).`$ (21)
We see from (21) that, when $`\eta 0`$, the cyclic basis is two-dimensional, $`\{C,_xC\}`$, with the closure equation

$$_x^2C=\frac{u}{2}_xC,$$
(22)
whereas in the case of $`\eta =0`$ the cyclic basis is one-dimensional, consisting of the characteristic matrix $`C`$ itself, with the closure equation

$$_xC=0.$$
(23)
Since the matrices $`_x^iC`$ $`\left(i=0,1,2,\mathrm{}\right)`$ are transformed under (4) as $`_x^iC^{}=G\left(_x^iC\right)G^1`$ , the dimension of the cyclic basis and the coefficients of the closure equation are invariants with respect to gauge transformations. Therefore no gauge transformation can change the dimension of the cyclic basis and relate the case of $`\eta 0`$ with the case of $`\eta =0`$. Moreover, the coefficients of the closure equation (22) do not contain $`\eta `$, and this is highly indicative of the parameter removability333An easy way to prove this removability of $`\eta `$ is to solve (4) with respect to $`G`$ directly, taking $`X^{}=X|_{\eta =1}`$ and $`T^{}=T|_{\eta =1}`$ and starting from the evident necessary conditions $`G=G(x,t)`$ and $`[C,G]=0`$. A different approach was used in .. On the contrary, if there is a parameter in a coefficient of a closure equation of a ZCR, then the parameter is essential, not removable from the ZCR, for the reason of the gauge invariance of coefficients of closure equations, and Sections 46 provide examples illustrating this phenomenon.

Using the method described in Section 2, we can construct continual classes of evolution equations admitting ZCRs with $`X`$ given by (19), separately for the two cases of the cyclic basis structure:

$$u_t=D_xp\mathrm{for}\eta =0,$$
(24)
$$u_t=D_x\left(D_x+\frac{u}{2}\right)p\mathrm{for}\eta 0,$$
(25)
where $`p`$ is any function of $`x,t,u,u_x,\mathrm{},u_{x\mathrm{}x}`$, of any order in $`u_{x\mathrm{}x}`$. Note that the orders of the linear differential operators in the right-hand sides of (24) and (25) are equal to the dimensions of the corresponding cyclic bases, in accordance with the general theorem on continual classes .

The class (24) consists of evolution equations admitting the conserved density $`u`$. This is a natural consequence of the cyclic basis structure in the case of $`\eta =0`$. Indeed, if we consider a $`\left(1\times 1\right)`$-dimensional ZCR with $`X=u`$ and any function $`T`$, then this ZCR is simply a conservation law, $`D_tXD_xT=0`$, due to $`[X,T]=0`$, and the closure equation for $`X=u`$ is exactly (23).

The class (25) is more narrow than (24) but much wider than habitual discrete hierarchies of integrable equations. See  for the results of the singularity analysis which suggest that most of equations in such continual classes are non-integrable.

The fact that the Burgers equation $`u_t=u_{xx}+uu_x`$ admits a ZCR with $`X`$ (19) is equivalent to the fact that the equation belongs to the classes (24) and (25). It tells nothing about the Burgers equation’s integrability.

## 4 Burgers equation’s recursion operator

Now, let us study a strong Lax pair of the Burgers equation

$$u_t=u_{xx}+2uu_x,$$
(26)
namely, the ZCR (1) with

$$X=\left(\begin{array}{cc}\frac{1}{2}\left(u+\lambda \right)& 0\\ 1& \frac{1}{2}\left(u+\lambda \right)\end{array}\right),$$
(27)
$$T=\left(\begin{array}{cc}\frac{1}{2}\left(u_x+u^2\lambda ^2\right)& 0\\ u\lambda & \frac{1}{2}\left(u_x+u^2\lambda ^2\right)\end{array}\right),$$
(28)
where $`\lambda `$ is any constant.444We are unable to indicate the first appearance of this ZCR in the literature. In implicit form, this ZCR can be found in , among non-Abelian pseudopotentials of the Burgers equation. Note that these $`X`$ and $`T`$ are lower triangular matrices. However, contrary to the approach adopted in , we do not exclude such lower triangular (or reducible) ZCRs from our consideration.

Computing $`C`$, $`_xC`$ and $`_x^2C`$ for the matrix $`X`$ (27), we find that the cyclic basis is two-dimensional, $`\{C,_xC\}`$, with the closure equation

$$_x^2C=\left(u+\lambda \right)_xC.$$
(29)
The presence of $`\lambda `$ in the gauge-invariant coefficient $`u+\lambda `$ of (29) proves that the parameter $`\lambda `$ is essential, not removable by gauge transformations. The matrix $`T`$ (28) can be decomposed over the cyclic basis as

$$T=\left(u_x+u^2\lambda ^2\right)C+\left(\lambda u\right)_xC.$$
(30)
Let us find all the evolution equations (9) which admit ZCRs (1) with $`X`$ determined by (27) and $`T`$ decomposable over the cyclic basis as

$$T=b_1C+b_2_xC,$$
(31)
where $`b_1`$ and $`b_2`$ are any scalar functions of $`x,t,u,u_x,\mathrm{},u_{x\mathrm{}x}`$ and $`\lambda `$. Using (10), (31), (29) and the fact of linear independence of $`C`$ and $`_xC`$, we find that

$$b_1=\left(D_x+u+\lambda \right)p,$$
(32)
$$f=\left(D_x^2+\left(u+\lambda \right)D_x+u_x\right)p,$$
(33)
where $`p(\lambda ,x,t,u,u_x,\mathrm{},u_{x\mathrm{}x})=b_2`$ is any function, of any order in $`u_{x\mathrm{}x}`$. Note that the linear differential operator in the right-hand side of (33) contains the parameter $`\lambda `$. If $`\lambda `$ is any fixed constant, then our problem is completely solved by the expression (33) for the right-hand side of every represented equation (9), and we obtain a typical continual class. However, $`\lambda `$ is a free parameter, and we have to determine the set of functions $`p`$ satisfying the condition $`f/\lambda =0`$ imposed on (33). Here we give a detailed derivation of those admissible $`p`$, in order to omit details of the same way of reasoning in Sections 5 and 6.

First, we introduce the operators

$$M=D_x^2+uD_x+u_x,N=D_x,$$
(34)
expand the function $`p`$ as

$$p=p_0+\lambda p_1+\lambda ^2p_2+\lambda ^3p_3+\mathrm{},$$
(35)
where $`p_i`$ $`\left(i=0,1,2,\mathrm{}\right)`$ are unknown functions of $`x,t,u,u_x,\mathrm{},u_{x\mathrm{}x}`$, and thus rewrite (33) in the form555If a singularity is suspected in $`p`$ at $`\lambda =0`$, one may use (36) after an infinitesimal shift of $`\lambda `$, $`\lambda \lambda +ϵ,MMϵN,NN,ϵ0`$, with no effect on the final result (40).

$$f=\left(M+\lambda N\right)\left(p_0+\lambda p_1+\lambda ^2p_2+\mathrm{}\right).$$
(36)
Second, we obtain from (36) the expression for $`f`$ satisfying the condition $`f/\lambda =0`$,

$$f=Mp_0,$$
(37)
as well as the recursion relation determining the functions $`p_i`$,

$$Mp_{i+1}+Np_i=0,i=0,1,2,\mathrm{}.$$
(38)
Third, taking into account that $`M`$ and $`N`$ (34) are differential operators of orders two and one, respectively, we conclude from (38) that there exists a sufficiently large number $`m`$, such that $`p_m`$ does not contain $`u`$ and derivatives of $`u`$. Then the recursion relation (38) for $`im`$ and the explicit expressions for $`M`$ and $`N`$ (34) lead to $`p_m=\varphi \left(t\right)`$, with any $`\varphi `$, and $`p_i=0`$ for $`i>m`$.

The problem has been solved: the right-hand side of every evolution equation sought is determined by (37), where $`p_0`$ is given by the recursion (38) starting from $`p_m=\varphi \left(t\right)`$, with any function $`\varphi \left(t\right)`$ and any integer $`m0`$, the operators $`M`$ and $`N`$ being defined by (34).

However, fourth, the result can be represented in a more compact form. Using the operator $`N^1`$, formally inverse666In the sense that $`N^1a`$ denotes any function $`b(x,t,u,u_x,\mathrm{},u_{x\mathrm{}x})`$ such that $`a=Nb`$ if $`b`$ exists. to $`N`$, we express $`p_0`$ from (38) as $`p_0=\left(N^1M\right)^mp_m`$, rewrite (37) as $`f=M\left(N^1M\right)^mN^1Np_m`$, take into account that $`Np_m=0`$, and thus obtain

$$f=R^{m+1}0,$$
(39)
where

$$R=MN^1=D_x+u+u_xD_x^1.$$
(40)
Consequently, the matrix $`X`$ (27) is related not to a continual class of evolution equations, as it would be if there was no essential parameter in $`X`$, but to the discrete hierarchy determined by (39), which consists of the evolution equations

$`u_t`$ $`=\varphi _1\left(t\right)u_x+\varphi _2\left(t\right)\left(u_{xx}+2uu_x\right)`$
$`+\varphi _3\left(t\right)\left(u_{xxx}+3uu_{xx}+3u_x^2+3u^2u_x\right)+\mathrm{}`$ (41)
with any functions $`\varphi _1`$, $`\varphi _2`$, etc. All the equations (41) can be linearized by the Cole–Hopf transformation. The obtained recursion operator $`R`$ (40), which generates the hierarchy of equations (41), is well known as a recursion operator of the Burgers equation in the sense of higher symmetries (or generalized symmetries, or Lie–Bäcklund algebras) (see, e.g., ).

## 5 Coupled KdV equations

The method, used in Section 4 to derive the Burgers equation’s hierarchy and recursion operator, can be applied to systems of evolution equations as well. Therefore our next example is

$$u_t=u_{xxx}12uu_x,v_t=4v_{xxx}6vu_x12uv_x.$$
(42)
These coupled KdV equations were found by Gürses and Karasu  as a new system possessing a second-order recursion operator (in the sense of higher symmetries). Later, the system (42) appeared in , in a list of coupled KdV equations that passed the Painlevé test for integrability well, and its ZCR (1) with $`3\times 3`$ matrices $`X`$ and $`T`$ containing an essential parameter was also found there. For what follows, we need to know the explicit form of the matrix $`X`$ from ,

$$X=\left(\begin{array}{ccc}0& u+\sigma & 0\\ 2& 0& 0\\ 0& v& 0\end{array}\right),$$
(43)
where $`\sigma `$ is a parameter. No explicit expression for the matrix $`T`$ is necessary: it is sufficient to know that $`T`$ can be decomposed over the cyclic basis.

In this case of a system of two equations, we have two characteristic matrices, $`C_u`$ and $`C_v`$, which are simply $`C_u=X/u`$ and $`C_v=X/v`$ because $`X`$ (43) contains no derivatives of $`u`$ and $`v`$ . Computing $`_xC_u`$, $`_xC_v`$, $`_x^2C_u`$, $`_x^2C_v`$ and $`_x^3C_u`$, we find that the cyclic basis is five-dimensional, $`\{C_u,C_v,_xC_u,_xC_v,_x^2C_u\}`$, with the two closure equations:

$`_x^2C_v`$ $`=2\left(u+\sigma \right)C_v,`$
$`_x^3C_u`$ $`=4u_xC_u+2v_xC_v+8\left(u+\sigma \right)_xC_u+6v_xC_v.`$ (44)
The presence of $`\sigma `$ in the gauge-invariant coefficients of (44) proves that the parameter $`\sigma `$ is essential, not removable from the studied ZCR by gauge transformations.

Next we pose the problem of finding the hierarchy of all systems

$`u_t`$ $`=f(x,t,u,v,\mathrm{},u_{x\mathrm{}x},v_{x\mathrm{}x}),`$
$`v_t`$ $`=g(x,t,u,v,\mathrm{},u_{x\mathrm{}x},v_{x\mathrm{}x})`$ (45)
which admit ZCRs (1) with $`X`$ determined by (43) and $`T`$ decomposable over the cyclic basis as

$$T=c_1C_u+c_2C_v+c_3_xC_u+c_4_xC_v+c_5_x^2C_u,$$
(46)
where $`c_1,\mathrm{},c_5`$ are any scalar functions of $`x,t,u,v,\mathrm{},u_{x\mathrm{}x},v_{x\mathrm{}x}`$ and $`\sigma `$. Substituting $`T`$ (46) into the characteristic form of ZCRs

$$fC_u+gC_v=_xT$$
(47)
and using the closure equations (44), we obtain

$`c_1`$ $`=D_xc_38\left(u+\sigma \right)c_5,`$
$`c_2`$ $`=D_xc_46vc_5,c_3=D_xc_5,`$
$`f`$ $`=D_xc_1+4u_xc_5,g=D_xc_2+2\left(u+\sigma \right)c_4+2v_xc_5,`$ (48)
where the functions $`c_4`$ and $`c_5`$ remain arbitrary. The relations (48) lead to the following expression for the right-hand sides of the represented equations (45):

$$\left(\begin{array}{c}f\\ g\end{array}\right)=\left(M+\lambda N\right)p,$$
(49)
where $`\lambda =8\sigma `$, $`p=(c_5,c_4)^\mathrm{T}`$ ($`\mathrm{T}`$ denotes transposing),

$$M=\left(\begin{array}{cc}D_x^38uD_x4u_x& 0\\ 6vD_x4v_x& D_x^22u\end{array}\right),$$
(50)
$$N=\left(\begin{array}{cc}D_x& 0\\ 0& \frac{1}{4}\end{array}\right).$$
(51)
Finally, we impose the conditions $`f/\lambda =0`$ and $`g/\lambda =0`$ on (49), in order to find the set of admissible two-component functions $`p`$. Following the same way of reasoning as used in Section 4, we conclude that the systems (45) represented by (1) with $`X`$ (43) constitute a discrete hierarchy generated by the recursion operator $`R=MN^1`$ with $`M`$ (50) and $`N`$ (51). Inverting the matrix differential operator $`N`$,

$$N^1=\left(\begin{array}{cc}D_x^1& 0\\ 0& 4\end{array}\right),$$
(52)
we obtain the explicit expression for the recursion operator $`R`$,

$$R=\left(\begin{array}{cc}D_x^28u4u_xD_x^1& 0\\ 6v4v_xD_x^1& 4D_x^28u\end{array}\right),$$
(53)
which coincides with the one found in .

## 6 Coupled KdV–mKdV equations

Recently, Kersten and Krasil’shchik  introduced the new system of coupled KdV–mKdV equations

$`u_t`$ $`=u_{xxx}+6uu_x3ww_{xxx}3w_xw_{xx}+3u_xw^2+6uww_x,`$
$`w_t`$ $`=w_{xxx}+3w^2w_x+3uw_x+3u_xw`$ (54)
and found its recursion operator (in the sense of higher symmetries). The recursion operator of (54) has an unusual structure: its nonlocal part consists of terms of the form $`e_1D_x^1`$, $`e_2D_x^1e_3`$ and $`e_4D_x^1e_5D_x^1`$, and those expressions $`e_i`$ are polynomials of $`u`$, $`u_x`$, $`w`$, $`w_x`$, $`w_{xx}`$, $`w_{xxx}`$, $`y`$, $`\mathrm{sin}\left(2z\right)`$ and $`\mathrm{cos}\left(2z\right)`$, where $`y`$ and $`z`$ are nonlocal variables,

$$y:y_x=u,z:z_x=w.$$
(55)
The appearance of trigonometric functions of a nonlocal variable in the recursion operator derived in  looks strange and, of course, may be explained in various ways. One possible explanation can be obtained by the method described in Sections 4 and 5, which allows us to re-derive the recursion operator of (54) in the quotient form $`R=MN^1`$, where $`M`$ and $`N`$ are $`2\times 2`$ matrix linear differential operators of orders four and two, respectively, whose coefficients contain only local variables. This approach makes use of the matrix $`X`$ of the ZCR of (54), found very recently in ,

$$X=\left(\begin{array}{ccc}\alpha & uw^2+9\alpha ^2& w\\ 1& \alpha & 0\\ 0& 6\alpha w& 2\alpha \end{array}\right),$$
(56)
where $`\alpha `$ is a parameter.

Starting from the characteristic matrices $`C_u=X/u`$ and $`C_v=X/v`$ and repeatedly applying the operator $`_x=D_x[X,]`$, we find the cyclic basis to be eight-dimensional,

$$\{C_u,C_v,_xC_u,_xC_v,_x^2C_u,_x^2C_v,_x^3C_u,_x^3C_v\},$$
(57)
for all nonzero values of $`\alpha `$. Omitting here the cumbersome closure equations, i.e. decompositions of $`_x^4C_u`$ and $`_x^4C_v`$ over (57), we only note that their gauge-invariant coefficients contain the parameter $`\alpha `$, which is an essential parameter therefore. Then, the problem of finding the hierarchy of coupled evolution equations $`\left\{u_t=f,w_t=h\right\}`$ represented by (1) with $`X`$ (56) leads us to

$$\left(\begin{array}{c}f\\ h\end{array}\right)=\left(M+\lambda N\right)\left(\begin{array}{c}c_7\\ c_8\end{array}\right),$$
(58)
where $`\lambda =36\alpha ^2`$; the unknown functions $`c_7`$ and $`c_8`$ of $`\lambda ,x,t,u,w,\mathrm{},u_{x\mathrm{}x},w_{x\mathrm{}x}`$ are the coefficients at $`_x^3C_u`$ and $`_x^3C_v`$, respectively, in the decomposition of $`T`$ over (57); and the cumbersome differential operators $`M`$ and $`N`$ are given below, in a simplified form. Finally, the conditions $`f/\lambda =h/\lambda =0`$ lead us to the conclusion that the represented hierarchy is generated by the recursion operator $`R=MN^1`$.

The second-order differential operator $`N`$ can be factorized as

$$N=DP:D=\left(\begin{array}{cc}D_x& 0\\ 0& D_x\end{array}\right),P=\left(\begin{array}{cc}P_{11}& P_{12}\\ P_{21}& P_{22}\end{array}\right),$$
(59)
where

$$P_{11}=D_x+\frac{w_x}{w}+\frac{uw+2w^3}{w_x},$$
(60)
$`P_{12}`$ $`=2wD_x12w_x{\displaystyle \frac{u_x}{w}}`$
$`{\displaystyle \frac{u^2+6uw^2+8w^42ww_{xx}}{w_x}}+{\displaystyle \frac{uw_{xx}}{ww_x}},`$ (61)
$$P_{21}=\frac{w^2}{w_x},$$
(62)
$$P_{22}=D_x\frac{uw+4w^3w_{xx}}{w_x}.$$
(63)
The fourth-order differential operator $`M`$ can be expressed as

$$M=R_{\mathrm{loc}}N+Q,$$
(64)
where $`R_{\mathrm{loc}}`$ turns out to be exactly the local part of the recursion operator $`R`$ found in  (so we are on the right way),

$$R_{\mathrm{loc}}=\left(\begin{array}{cc}D_x^2+4u+w^2& 2wD_x^2w_xD_x+3uw2w_{xx}\\ 2w& D_x^2+2u+w^2\end{array}\right),$$
(65)
and the components of the first-order differential operator $`Q`$,

$$Q=\left(\begin{array}{cc}Q_{11}& Q_{12}\\ Q_{21}& Q_{22}\end{array}\right),$$
(66)
are determined by

$`Q_{11}`$ $`=\left(2u_x+ww_x\right)D_x+uw^2+w_x^2+ww_{xx}`$
$`+{\displaystyle \frac{2u_xw_x}{w}}+{\displaystyle \frac{\left(2uw+5w^3\right)u_xw^2w_{xxx}}{w_x}},`$ (67)
$`Q_{12}`$ $`=\left(3wu_x+\left(2u4w^2\right)w_xw_{xxx}\right)D_x`$
$`u^2w4uw^323u_xw_x8ww_x^2+\left(2u4w^2\right)w_{xx}{\displaystyle \frac{2u_x^2}{w}}`$
$`{\displaystyle \frac{\left(2u^2+13uw^2+20w^45ww_{xx}\right)u_x\left(uw+4w^3w_{xx}\right)w_{xxx}}{w_x}}`$
$`+{\displaystyle \frac{2uu_xw_{xx}}{ww_x}},`$ (68)
$$Q_{21}=w_xD_x+2uw+5w^3+\frac{w_x^2}{w}+\frac{w^2u_x}{w_x},$$
(69)
$`Q_{22}`$ $`=\left(u_x+ww_x\right)D_x2u^213uw^220w^414w_x^2+5ww_{xx}`$
$`{\displaystyle \frac{u_xw_xuw_{xx}}{w}}{\displaystyle \frac{\left(uw+4w^3w_{xx}\right)u_x}{w_x}}.`$ (70)
Now, let us proceed to the nonlocal part $`QN^1`$ of the recursion operator $`R=MN^1`$. Since $`N^1=P^1D^1`$ due to (59), we have to invert the operator $`P`$ determined by (60)–(63). Considering

$$S=P^1=\left(\begin{array}{cc}S_{11}& S_{12}\\ S_{21}& S_{22}\end{array}\right):SP=PS=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),$$
(71)
we obtain

$`S_{11}`$ $`=P_{21}^1P_{22}S_{21},`$
$`S_{12}`$ $`=P_{21}^1P_{22}S_{22}+P_{21}^1,`$
$`S_{21}`$ $`=\left(P_{11}P_{21}^1P_{22}P_{12}\right)^1,`$
$`S_{22}`$ $`=\left(P_{11}P_{21}^1P_{22}P_{12}\right)^1P_{11}P_{21}^1.`$ (72)
Then the relations (72), (60)–(63) and (67)–(70) lead us to a cumbersome explicit expression for the nonlocal part $`QP^1D^1`$ of the recursion operator $`R`$ in terms of local variables and operators $`D_x`$, $`D_x^1`$ and $`K^1`$, where the operator $`K^1`$ is formally inverse to the second-order differential operator

$`K`$ $`=P_{11}P_{21}^1P_{22}P_{12}`$
$`={\displaystyle \frac{w_x}{w^2}}D_x^2+\left({\displaystyle \frac{2w_{xx}}{w^2}}{\displaystyle \frac{w_x^2}{w^3}}\right)D_x+\left(4w_x+{\displaystyle \frac{w_{xxx}}{w^2}}{\displaystyle \frac{w_xw_{xx}}{w^3}}\right).`$ (73)
Note, however, that no nonlocal variables have appeared as yet. The nonlocal variable $`z`$ (55) appears only when we make the factorization of the operator $`K`$ (73),

$$K=\frac{\mathrm{e}^{2\mathrm{i}z}}{w}D_x\frac{\mathrm{e}^{4\mathrm{i}z}}{w}D_x\mathrm{e}^{2\mathrm{i}z}w_x,$$
(74)
in order to express the inverse operator $`K^1`$ in a more conventional form, i.e. in terms of $`D_x^1`$:

$$K^1=\frac{\mathrm{e}^{2\mathrm{i}z}}{w_x}D_x^1\mathrm{e}^{4\mathrm{i}z}wD_x^1\mathrm{e}^{2\mathrm{i}z}w.$$
(75)
Eventually, when we rewrite the nonlocal part of $`R`$ in the form given in , these exponentials $`\mathrm{e}^{2\mathrm{i}z}`$ and $`\mathrm{e}^{4\mathrm{i}z}`$ from $`K^1`$ (75) give rise to $`\mathrm{sin}\left(2z\right)`$ and $`\mathrm{cos}\left(2z\right)`$, while the nonlocal variable $`y`$ (55) appears simply as a result of the identity $`u+yD_xD_xy=0`$ used.

## 7 Conclusion

Throughout the paper, we only used the cyclic bases of ZCRs as a convenient tool, well adapted to the gauge-covariant nature of ZCRs. We believe, however, that the cyclic bases of ZCRs can admit some interesting and useful geometric interpretation.

All the examples, studied in this paper, concerned evolution equations and systems of evolution equations. Of course, this is not a sign of a serious limitation for the described technique. It is well known that a very wide class of systems of PDEs, including at least all normal systems , can be brought into the evolutionary form (see  for a nice explanation of this). There are many advantages of using the evolutionary form of a studied system. One of them, related to ZCRs, consists in that the cyclic basis of a ZCR is constructed of the characteristic matrices and their successive covariant $`x`$-derivatives only, because the covariant $`t`$-derivatives of the characteristic matrices (i.e. $`_tC_u=D_tC_u[T,C_u]`$, etc.) can be expressed through the covariant $`x`$-derivatives in the evolutionary case .

Further examples of using cyclic bases of ZCRs can be seen in .

In , where a ZCR with a parameter was found for the Bakirov system that admits only one non-Lie local generalized symmetry, a gauge-invariant coefficient of a closure equation was used as an indicator of non-removability of the parameter, like we did it in Sections 46 of the present paper. Note, however, that other types of gauge invariants can also be helpful in problems of gauge non-equivalence of ZCRs and non-removability of parameters .

In , a recursion operator for a new integrable system of coupled KdV equations was derived from the eight-dimensional cyclic basis of the system’s ZCR. The recursion operator, obtained in , has a strange nonlocal part, expressed in terms of local variables and operators $`D_x^1`$ and $`\left(3D_x^34vD_x2v_x\right)^1`$. Note, however, that the nonlocal variable $`w:v=3w_{xx}/w`$ and the factorization $`3D_x^34vD_x2v_x=3w^2D_xw^2D_xw^2D_xw^2`$ make it possible to express this unusual operator $`\left(3D_x^34vD_x2v_x\right)^1`$ in a more conventional form, i.e. in terms of $`D_x^1`$, like we did it by (75) for the Kersten–Krasil’shchik recursion operator.

In , the technique of cyclic bases was applied to the problem of how to distinguish the fake Lax pairs (introduced by Calogero and Nucci) from the true ones. A clear difference was found in the structure of cyclic bases, namely, the closure equations in the ‘fake’ case turned out to be first-order and typical for conservation laws, like (23). Though the fake Lax pairs are simply gauge-transformed matrix conservation laws, it still remains not so clear what are those true Lax pairs which are generally expected to represent only integrable (in some reasonable sense) equations. See, in this connection, one irreducible $`\mathrm{sl}_2`$-valued ZCR with an essential parameter, quoted in  as Example 6.


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# Extensions of abelian varieties defined over a number field

## 1. Introduction

J. Milne  has established striking connections between arithmetic and the extensions of abelian varieties over finite fields (see Theorem 1). Our aim here is to relate extensions of abelian varieties over number fields to congruences between modular forms and special values of $`L`$-functions of motives.

For abelian varieties $`A`$ and $`B`$ over a field $`K`$, consider the group $`\mathrm{Ext}_K^1(A,B)`$ of isomorphism classes of Yoneda extensions of $`A`$ by $`B`$ in the category of commutative group schemes over $`K`$. This group is torsion by the Poincaré reducibility theorem, but it need not be finite. For instance, $`\mathrm{Ext}_{}^1(A,B)(/)^4`$ when $`A`$ and $`B`$ are non-isogenous elliptic curves over $``$. If $`A`$ is an elliptic curve with complex multiplication over $``$, then a beautiful result of S. Lichtenbaum \[20, Thm. 6.1\] states that $`\mathrm{Ext}_{}^1(A,A)`$ is naturally isomorphic to the torsion subgroup of $`A()`$.

When $`K`$ is a number field, the group $`\mathrm{Ext}_K^1(A,B)`$ is finite (Theorem 2). We show that the order of $`\mathrm{Ext}_K^1(A,B)`$ is related to the following objects:

* (Corollary 5) congruences between modular forms, when $`A`$ and $`B`$ are elliptic curves over $``$;
* (Theorems 6, 7) the congruence modulus and modular degree of an elliptic curve over $``$;
* (Theorem 10) the special value of the $`L`$-function $`L(\mathrm{Sym}^2E,s)`$ at $`s=2`$ for certain elliptic curves $`E`$ over $``$.

It is important to note that the third result is simply a restatement of the deep results of F. Diamond, M. Flach, and L. Guo  in our context.

###### Acknowledgements.

We thank J. Milne for graciously allowing the unpublished proof of Theorem 2 in §2 to be included here. We thank K. Ribet for sharing his proof of Corollary 5 in §3 with us and for permitting us to include it to supplement our own. We also thank S. Ahlgren, V. Balanzew, N. Dummigan, S. Lichtenbaum, G. Pappas, and J. Teitelbaum for their helpful remarks and suggestions. We thank the referee for many useful suggestions.

## 2. Preliminaries

### Extensions over finite fields

We recall the fundamental results of Milne  on $`\mathrm{Ext}(A,B)`$ over a finite field.

###### Theorem 1 (Milne (a) \[16, Thm. 3\]; (b) ).

Let $`A`$ and $`B`$ be abelian varieties over a finite field $`𝔽_q`$.

1. The group $`\mathrm{Ext}_{𝔽_q}^1(A,B)`$ is finite, and its order is given by

$$\mathrm{\#}\mathrm{Ext}_{𝔽_q}^1(A,B)=\pm \frac{q^{d_Ad_B}}{D}\underset{a_ib_j}{}\left(1\frac{a_i}{b_j}\right),$$

where $`a_i`$ and $`b_j`$ are the eigenvalues of Frobenius associated with $`A`$ and $`B`$ over $`𝔽_q`$, $`d_A`$ and $`d_B`$ are the dimensions of $`A`$ and $`B`$, and $`D`$ is the discriminant of the trace pairing $`\mathrm{Hom}_{𝔽_q}(A,B)\times \mathrm{Hom}_{𝔽_q}(B,A)\mathrm{End}(A)`$.
2. Let $`J`$ be the Jacobian of a smooth projective curve $`C`$ over $`𝔽_q`$. The group $`\mathrm{Ext}_{𝔽_q}^1(J,A)`$ is isomorphic to the Tate-Shafarevich group $`\mathrm{X}(\mathrm{A}/𝔽_\mathrm{q}(\mathrm{C}))`$ of the constant abelian variety $`A`$ over the function field $`𝔽_q(C)`$ of $`C`$.

###### Remark.

Every abelian variety $`A`$ defines integral motives $`h^1(A)`$ and $`h_1(A)`$; note that $`h_1(A)`$ is isomorphic to $`h^1(A^{})(1)`$ defined by the dual abelian variety $`A^{}`$. Part (a) of Theorem 1 relates the order of $`\mathrm{Ext}_{𝔽_q}^1(A,B)`$ to the special value at $`s=0`$ of the $`L`$-function $`L(h_1(A)h^1(B),s)`$ of the tensor product motive \[19, Thm. 10.1\].

### Finiteness of $`\mathrm{Ext}_K^1(A,B)`$ over number fields

For any abelian group (scheme) $`G`$, let $`G_n`$ denote the kernel of multiplication by the integer $`n`$. For a prime $`p`$, let $`T_pG=\underset{}{\mathrm{lim}}G_{p^m}`$ denote the associated Tate module, and let $`TG=\underset{}{\mathrm{lim}}G_n`$ denote the total Tate module.

###### Theorem 2 (Milne-Ramachandran).

Let $`A`$ and $`B`$ be abelian varieties over a number field $`K`$. Then $`\mathrm{Ext}_K^1(A,B)`$ is finite.

###### Proof.

For any integer $`n`$, taking $`\mathrm{Ext}_K^i(,B)`$ of the Kummer sequence

$$0A_nA\stackrel{n}{}A0$$

gives a short exact sequence

(1)
$$0\mathrm{Hom}_K(A,B)/n\stackrel{\alpha _n}{}\mathrm{Hom}_K(A_n,B_n)\mathrm{Ext}_K^1(A,B)_n0,$$

using $`\mathrm{Hom}_K(A_n,B)=\mathrm{Hom}_K(A_n,B_n)`$. Now taking the inverse limit of (1) over powers $`n=p^m`$ of a prime $`p`$ and using that $`\mathrm{Hom}_K(A_{p^m},B_{p^m})=\mathrm{Hom}_K(T_pA,B_{p^m})`$, we have an exact sequence

(2)
$$0\mathrm{Hom}_K(A,B)_p\stackrel{\alpha }{}\mathrm{Hom}_K(T_pA,T_pB)T_p\mathrm{Ext}_K^1(A,B)0.$$

By Faltings’ theorem \[7, §IV.1\], $`\alpha `$ is an isomorphism, and so $`T_p\mathrm{Ext}_K^1(A,B)=0`$ for all $`p`$. As $`\mathrm{Ext}_K^1(A,B)_n`$ is finite for all $`n`$ by (1), the $`p`$-primary subgroup $`\mathrm{Ext}_K^1(A,B)(p)`$ of $`\mathrm{Ext}_K^1(A,B)`$ is finite for all $`p`$. To prove the theorem, it now suffices to show that $`\mathrm{Ext}_K^1(A,B)(p)`$ is nonzero only for finitely many $`p`$. This follows from \[7, §IV.4\] which says that $`\alpha _p`$ in (1) is an isomorphism for sufficiently large primes $`p`$. ∎

###### Remark.

(i) In the case of an elliptic curve $`A`$ over $``$, the results of J.-P. Serre  provide upper bounds on the order of $`\mathrm{Ext}_{}^1(A,A)`$. (ii) There are explicit bounds (see \[14, Cor. 1\]) for the primes dividing $`\mathrm{\#}\mathrm{Ext}_K^1(A,B)`$. (iii) The group $`\mathrm{Ext}_K^1(A,B)`$ is not invariant under isogeny.

### Representability issues

Fix abelian varieties $`A`$ and $`B`$ over a field $`K`$. The group $`\mathrm{Ext}_K^1(A,B)`$ is similar to the group $`\mathrm{Ext}_K^1(A,𝔾_m)`$, but there are some differences. For example, the functor $`S\mathrm{Ext}_S^1(A\times S,𝔾_m)`$ on the category of schemes over $`K`$ is representable (by the dual abelian variety). However, the corresponding functor for $`\mathrm{Ext}_K^1(A,B)`$ is not representable. If $`L`$ is an extension of $`K`$, then the natural map $`\mathrm{Ext}_K^1(A,B)\mathrm{Ext}_L^1(A,B)`$ need not be injective. In fact, if $`L/K`$ is a Galois extension with Galois group $`G`$, the kernel of this map can be computed via the exact sequence

$$0H^1(G,\mathrm{Hom}_L(A,B))\mathrm{Ext}_K^1(A,B)\mathrm{Ext}_L^1(A,B)^G.$$

Over a number field $`K`$, the group $`\mathrm{Ext}_K^1(A,𝔾_m)`$ can be infinite whereas $`\mathrm{Ext}_K^1(A,B)`$ is always finite.

## 3. Congruences between modular forms

We will maintain the following notations throughout this section. Let $`K`$ be a number field with ring of integers $`𝒪`$ and discriminant $`D`$. Let $`A`$ and $`B`$ be abelian varieties over $`K`$, and let $`R>1`$ be the least integer such that both $`A`$ and $`B`$ extend to abelian schemes (denoted $`𝒜`$ and $``$) over $`𝒪[\frac{1}{R}]`$. Let

$$S:=R\underset{\begin{array}{c}p\text{prime}\\ 𝔭p,e(𝔭)p1\end{array}}{}p,$$

where $`e(𝔭)`$ is the ramification index of $`𝔭`$ in $`𝒪`$. Now take $`\mathrm{Ext}_{𝒪[\frac{1}{S}]}^1(𝒜,)`$ for the $`\mathrm{Ext}`$-group in the category of commutative group schemes over $`𝒪[\frac{1}{S}]`$. The necessity of changing from $`R`$ to $`S`$ will be explained below.

###### Proposition 3.

For abelian varieties $`A`$ and $`B`$ over a number field $`K`$, the natural map $`\mathrm{Ext}_{𝒪[\frac{1}{S}]}^1(𝒜,)\mathrm{Ext}_K^1(A,B)`$ is an isomorphism.

Now suppose that $`A`$ and $`B`$ are elliptic curves. Let $`𝔭`$ be an ideal of $`𝒪`$ coprime to $`S`$. Both $`A`$ and $`B`$ have good reduction at $`𝔭`$; let $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$ denote the corresponding elliptic curves over $`𝔽_𝔭`$.

###### Theorem 4.

Let $`A`$ and $`B`$ be elliptic curves over a number field $`K`$, and let $`e`$ be the exponent of $`\mathrm{Ext}_K(A,B)`$. For a prime ideal $`𝔭`$ of $`𝒪`$ coprime to $`S`$,

$$\mathrm{\#}\stackrel{~}{A}(𝔽_𝔭)\mathrm{\#}\stackrel{~}{B}(𝔽_𝔭)(mode).$$

This theorem has the following corollary for congruences between Fourier coefficients of modular forms. We provide two proofs of this corollary. The first is a direct application of Theorem 4. The second proof, found by Ribet after reading a previous version of this paper, is direct and relies on the theta operator.

###### Corollary 5.

Suppose $`A`$ and $`B`$ are elliptic curves over $``$ of conductors $`M`$ and $`N`$ respectively. Let $`f=a_nq^n`$ and $`g=b_nq^n`$ be the associated normalized newforms of $`A`$ and $`B`$, and let $`e`$ be the exponent of $`\mathrm{Ext}_{}^1(A,B)`$. Then, for any integer $`n`$ with $`\mathrm{gcd}(n,2MN)=1`$,

$$a_nb_n(mode).$$

###### Remark.

It is possible to strengthen the corollary. Since $`f`$ and $`g`$ depend only on the isogeny class of $`A`$ and $`B`$ and yet the group $`\mathrm{Ext}_{}^1(A,B)`$ is not invariant under isogeny (in general), one can replace $`e`$ in the corollary above by (i) the exponent $`e^{}`$ of the group $`\mathrm{Ext}_{}^1(A^{},B^{})`$ where $`A^{}`$ and $`B^{}`$ are isogenous to $`A`$ and $`B`$ over $``$; or, (ii) the least common multiple of the set of all $`e^{}`$.

###### Proof of Proposition 3.

Let $`n`$ be any positive integer. We first show that the natural map

$$b:\mathrm{Hom}_{𝒪[\frac{1}{S}]}(𝒜_n,_n)\stackrel{}{}\mathrm{Hom}_K(A_n,B_n)$$

is an isomorphism. This follows from standard patching arguments \[15, pp. 43–45\] once we show that, for each prime $`𝔮`$ coprime to $`S`$, the natural map

$$\mathrm{Hom}_{𝒪_𝔮}(𝒜_n,_n)\stackrel{}{}\mathrm{Hom}_{K_𝔮}(A_n,B_n)$$

is an isomorphism. Let $`q`$ be the residue characteristic of $`𝔮`$. The second map is clearly an isomorphism if $`qn`$: the étale group schemes $`𝒜_n`$ and $`_n`$ over $`\mathrm{Spec}𝒪_𝔮`$ are determined by the Galois modules $`A_n(\overline{K}_𝔮)`$ and $`B_n(\overline{K}_𝔮)`$ \[15, pp. 43–45\]. In the case that $`qn`$, write $`n=dr`$ with $`d`$ a power of $`q`$ and $`r`$ coprime to $`q`$. We apply \[26, Cor. of Thm. 4.5.1\] to the commutative finite flat group schemes $`𝒜_d`$, $`_d`$ over $`\mathrm{Spec}𝒪_𝔮`$, which implies that the natural map

$$\mathrm{Hom}_{𝒪_𝔮}(𝒜_d,_d)\mathrm{Hom}_{\mathrm{Gal}(\overline{K}_𝔮/K_𝔮)}(A_d(\overline{K}_𝔮),B_d(\overline{K}_𝔮))$$

is an isomorphism. As the result \[26, Cor. of Thm. 4.5.1\] assumes that the ramification index $`e(𝔮)`$ of $`𝒪_𝔮`$ is less than $`q1`$, we are forced to switch from $`R`$ to $`S`$.

We obtain a commutative diagram from (1) with exact rows

(3)
$$\begin{array}{c}\text{}\end{array}$$

The second row is obtained by the analogue of (1) using $`0𝒜_n𝒜𝒜0`$ \[18, §II.5\]. The vertical maps are the natural restriction maps. Now, $`a`$ is an isomorphism by the Néron mapping properties of $`𝒜`$ and $``$. By the preceding paragraph, $`b`$ is also an isomorphism. Therefore, $`c`$ is an isomorphism. ∎

###### Proof of Theorem 4.

Let $`𝔭`$ be a prime of $`𝒪`$, coprime to $`S`$, with residue characteristic $`p`$. We obtain the following diagram that can be appended to (3),

(4)
$$\begin{array}{c}\text{}\end{array}$$

Put $`\alpha =ha^1`$, $`\beta =ib^1`$, and $`\gamma =jc^1`$. It is important to note that

$$\beta :\mathrm{Hom}_K(A_n,B_n)\mathrm{Hom}_{𝔽_𝔭}(\stackrel{~}{A}_n,\stackrel{~}{B}_n)$$

is injective: if $`\mathrm{gcd}(n,p)=1`$, this is clear; and if $`n=p^r`$, this follows from the faithful nature of the functor $`GG\times _{𝒪_𝔭}𝔽_𝔭`$ which maps commutative finite flat group schemes over $`𝒪_𝔭`$ of $`p`$-power order to their special fiber (see \[2, Thm. 4.5\] and \[10, Thm. 1, p. 171; Thm. 2, p. 217\]). These references give the required result as the ramification index $`e(𝔭)`$ is less than $`p1`$. The injectivity of $`\beta `$ provides an exact sequence

(5)
$$0\mathrm{ker}(\gamma )\mathrm{coker}(\alpha )\mathrm{coker}(\beta )\mathrm{coker}(\gamma )0.$$

We can now complete the proof of the theorem. We consider the non-trivial case that $`\mathrm{\#}\stackrel{~}{A}(𝔽_𝔭)\mathrm{\#}\stackrel{~}{B}(𝔽_𝔭)`$. This implies that $`\mathrm{Hom}_{𝔽_𝔭}(\stackrel{~}{A},\stackrel{~}{B})=0`$, and so combining (3)–(5) and Theorem 2, we have the injectivity of $`\gamma :\mathrm{Ext}_K^1(A,B)\mathrm{Ext}_{𝔽_𝔭}^1(\stackrel{~}{A},\stackrel{~}{B})`$. By Theorem 1(a),

$$\mathrm{\#}\mathrm{Ext}_{𝔽_p}^1(\stackrel{~}{A},\stackrel{~}{B})=\left(\mathrm{\#}A(𝔽_𝔭)\mathrm{\#}B(𝔽_𝔭)\right)^2.$$

Moreover, since $`A`$ and $`B`$ are elliptic curves, Theorem 1(b) and the Cassels-Tate pairing combine to give

$$\mathrm{X}(\stackrel{~}{\mathrm{B}}/𝔽_𝔭(\stackrel{~}{\mathrm{A}}))\mathrm{T}\times \mathrm{T},$$

for some abelian group $`T`$. Thus the exponent $`e`$ of $`\mathrm{Ext}_{𝔽_p}^1(\stackrel{~}{A},\stackrel{~}{B})`$ divides $`\mathrm{\#}T=|\mathrm{\#}A(𝔽_𝔭)\mathrm{\#}B(𝔽_𝔭)|`$. This, with the injectivity of $`\gamma `$, gives

$$e\left(\mathrm{\#}A(𝔽_𝔭)\mathrm{\#}B(𝔽_𝔭)\right),𝔭S.$$

###### Proof of Corollary 5.

The corollary follows almost immediately from Theorem 4. We need only note that since $`K=`$, the primes which divide $`S`$ are exactly the primes which divide $`2MN`$. The congruence for all $`n`$ with $`\mathrm{gcd}(n,S)=1`$ follows since $`f`$ and $`g`$ are Hecke eigenforms. ∎

###### Remark.

Suppose that $`K=`$ and that $`R`$ is odd. (i) The map $`\mathrm{Ext}_{[\frac{1}{R}]}^1(𝒜,)\mathrm{Ext}_{}^1(A,B)`$ may not be an isomorphism. However, it is injective. As $`a`$ is an isomorphism even over $`[\frac{1}{R}]`$ by the Néron mapping property, it suffices to show that the map $`\mathrm{Hom}_{[\frac{1}{R}]}(𝒜_n,_n)\mathrm{Hom}_{}(A_n,B_n)`$ is injective. Given that $`b`$ is injective over $`[\frac{1}{S}]`$, it suffices to check that the map $`\mathrm{Hom}__2(𝒜_n,_n)\mathrm{Hom}__2(A_n,B_n)`$, with $`n=2^r`$, is injective. This is clear \[26, p. 152\]. Thus, the $`\mathrm{Ext}`$-group over $`[\frac{1}{R}]`$ might be smaller than $`\mathrm{Ext}_{𝒪[\frac{1}{S}]}^1(𝒜,)`$, and so a potential analogue of Theorem 4 will be weaker.

(ii) In addition, the definition of $`\beta `$ over $`[\frac{1}{R}]`$ is problematic, due to the non-exactness of the Néron model functor for $`p=2`$ (see \[1, Ex. 4, p. 190\] for a counterexample to \[1, Thm. 4, p. 187\]).

###### Direct Proof of Corollary 5.

(This proof is due to Ribet.) Since $`f`$ and $`g`$ are Hecke eigenforms, it suffices to show that $`a_pb_p(mod\lambda )`$ for all primes $`p2MN`$ and prime powers $`\lambda =\mathrm{}^m`$ dividing $`e`$. Fix now such $`p`$ and $`\lambda =\mathrm{}^m`$.

Suppose first that $`p\mathrm{}`$. Let $`G_{}:=\mathrm{Gal}(\overline{}/)`$. Now letting $`\sigma G_{}`$ be a Frobenius element at $`p`$, the Eichler-Shimura relations \[12, Thm. 4.2.2\] dictate that

$`\sigma ^2a_p\sigma +p`$ $`=0\text{on }A_\lambda \text{,}`$
$`\sigma ^2b_p\sigma +p`$ $`=0\text{on }B_\lambda \text{.}`$
Now from (1) with $`n=\lambda `$, it follows that there is a Galois equivariant morphism $`\alpha :A_\lambda B_\lambda `$ with exponent $`\lambda `$. Because $`\alpha `$ is $`G_{}`$-equivariant, it follows that the operators $`a_p\sigma `$ and $`b_p\sigma `$ agree on the image of $`\alpha `$ in $`B_\lambda `$, which has exponent $`\lambda `$. Hence $`a_pb_p(mod\lambda )`$.

Now suppose that $`p=\mathrm{}`$. In particular, $`\mathrm{}2MN`$. Now by the preceding paragraph, we see that $`a_nb_n(mod\lambda )`$ whenever $`n`$ is coprime to $`2MN\mathrm{}`$. Let $`\widehat{f}`$ and $`\widehat{g}`$ be modular forms with Fourier expansions

$$\widehat{f}=\underset{\begin{array}{c}n=1\\ \mathrm{gcd}(n,2MN)=1\end{array}}{\overset{\mathrm{}}{}}a_nq^n,\widehat{g}=\underset{\begin{array}{c}n=1\\ \mathrm{gcd}(n,2MN)=1\end{array}}{\overset{\mathrm{}}{}}b_nq^n.$$

(These modular forms can be obtained by twisting twice by appropriate quadratic characters, and as such have level dividing $`4M^2N^2`$.) Thus, if we let $`\mathrm{\Theta }=q\frac{d}{dq}`$ be the usual $`\mathrm{\Theta }`$ operator on modular forms, we see that $`\mathrm{\Theta }^m`$ annihilates $`\widehat{f}\widehat{g}`$ modulo $`\lambda `$. In particular, as power series in $`q`$,

$$\mathrm{\Theta }(\widehat{f}\widehat{g})0(mod\mathrm{}).$$

Since $`\mathrm{}`$ is odd, the $`\mathrm{\Theta }`$ operator is injective modulo $`\mathrm{}`$ on modular forms of weight $`2`$ \[13, §II\]. Therefore $`\widehat{f}\widehat{g}(mod\mathrm{})`$. Moreover, if $`m>1`$, we see that $`\mathrm{\Theta }`$ annihilates $`(\widehat{f}\widehat{g})/\mathrm{}`$ modulo $`\mathrm{}`$, and thus $`\widehat{f}\widehat{g}(mod\mathrm{}^2)`$. By induction, $`\widehat{f}\widehat{g}(mod\lambda )`$. ∎

###### Remark.

(Ribet) When $`e`$ is odd, the arguments in both proofs of Corollary 5 imply that $`a_nb_n(mode)`$ for $`\mathrm{gcd}(n,MN)=1`$ instead of $`\mathrm{gcd}(n,2MN)=1`$. In some sense, having the $`\mathrm{\Theta }`$ operator injective modulo odd primes is similar to having the absolute ramification index of $`_p`$ strictly less than $`p1`$ in the first proof of Corollary 5.

## 4. Modular parametrizations and congruence moduli

We now investigate how the theory of congruence moduli of Hida , Ribet  and D. Zagier  fits in with the $`\mathrm{Ext}`$-group.

Let $`J_0(N)`$ be the Jacobian of the modular curve $`X_0(N)`$ over $``$, and let $`S_2(\mathrm{\Gamma }_0(N))`$ be the space of weight two cusp forms on $`\mathrm{\Gamma }_0(N)`$. For an elliptic curve $`A`$ over $``$ of conductor $`N`$, let $`f=a_nq^nS_2(\mathrm{\Gamma }_0(N))`$ be its associated normalized newform. The *congruence modulus of $`A`$* \[28, §5\] is

$$m_A:=\mathrm{max}\left\{m\right|\begin{array}{c}g=b_nq^n(f)^{}[[q]]\text{ so that}\\ b_na_n(modm)\text{ for all }n\end{array}\},$$

where $`(f)^{}S_2(\mathrm{\Gamma }_0(N))`$ is the orthogonal complement with respect to the Petersson inner product. The *restricted congruence modulus of $`A`$* is

rA:=max{r|
g=bnqn(f)Z[[q]] so thatbnan(modr) for all n with =gcd(n,2N)1}.assignsubscript𝑟𝐴𝑟
g=bnqn(f)Z[[q]] so thatbnan(modr) for all n with =gcd(n,2N)1r_{A}:=\max\left\{r\in\mathbb{Z}\biggm{|}\begin{tabular}[]{c}$\textstyle\exists g=\sum b_{n}q^{n}\in(f)^{\perp}\cap\mathbb{Z}[\![q]\!]$ so that\\[2.0pt]
$b_{n}\equiv a_{n}\pmod{r}$ for all $n$ with $\gcd(n,2N)=1$\end{tabular}\right\}.
Assume that $`A`$ is an optimal quotient of $`J_0(N)`$ (i.e. a strong Weil curve) and that $`\varphi _A:X_0(N)A`$ is its modular parametrization. This induces an exact sequence of abelian varieties over $``$,

(6)
$$\eta :0CJ_0(N)\stackrel{\varphi _{}}{}A0.$$

A well-known result of Ribet and Zagier  is that: *the degree $`d_A`$ of $`\varphi _A`$ divides $`m_A`$*, i. e.

$$d_Am_A.$$

Of course $`m_A`$ divides $`r_A`$. Our next result, that the exponent $`e_A`$ of $`\mathrm{Ext}_{}^1(A,C)`$ sits between $`d_A`$ and $`r_A`$, ultimately relies on the Eichler-Shimura relations.

###### Theorem 6.

With notations as above, one has

$$d_Ae_Ar_A.$$

###### Remark.

Since $`d_A`$ is unbounded, Theorem 6 shows that the order of $`\mathrm{Ext}_{}^1(A,C)`$ is unbounded.

In general, $`e_A`$ does not divide the congruence modulus $`m_A`$. The analogous result for $`m_A`$ requires a refinement of $`\mathrm{Ext}_{}^1(A,C)`$, which involves the Hecke algebra $`𝕋=[T_1,T_2,\mathrm{}]`$ associated with $`J_0(N)`$. Namely, let $`\mathrm{Ext}_{,𝕋}^1(A,C)`$ be the Yoneda $`\mathrm{Ext}`$-group in the category of commutative $`𝕋`$-group schemes over $``$, i.e. groups $`G`$ together with a homomorphism $`𝕋\mathrm{End}_{}(G)`$. Write $`e_{A,𝕋}`$ for the exponent of $`\mathrm{Ext}_{,𝕋}^1(A,C)`$. We show below that the natural forgetful map $`\mathrm{Ext}_{,𝕋}^1(A,C)\mathrm{Ext}_{}^1(A,C)`$ is injective, and thus $`e_{A,𝕋}e_A`$.

###### Theorem 7.

With notations as above, one has

$$d_Ae_{A,𝕋}m_A.$$

The sequence (6) is also an exact sequence of $`𝕋`$-group schemes over $``$. For any integer $`n`$, we have the following commutative diagram with exact rows,

The bottom row is precisely (1), and since the Kummer sequence $`0A_nAA0`$ is a sequence of $`𝕋`$-group schemes, the top row is obtained in the same manner as (1) but with the requirement of $`𝕋`$-equivariance. Note also that the top row is an exact sequence of $`𝕋`$-modules. Now since $`\mathrm{Hom}_{}(A,C)=0=\mathrm{Hom}_{,𝕋}(A,C)`$ and the map $`\kappa `$ is injective, it follows that $`\iota `$ is also injective. Alternately, any element of $`\mathrm{Ext}_{,𝕋}^1(A,C)`$ which splits in $`\mathrm{Ext}_{}^1(A,C)`$ is split by a $`𝕋`$-equivariant morphism. By Theorem 2, the injectivity of $`\iota `$ shows that $`\mathrm{Ext}_{,𝕋}^1(A,C)`$ is finite.

###### Proposition 8.

The order of $`\eta `$ in $`\mathrm{Ext}_{,𝕋}^1(A,C)`$ is equal to the degree of $`\varphi _A`$.

###### Proof.

Let $`d_A=\mathrm{deg}\varphi _A`$. Because $`A`$ is an optimal quotient of $`X_0(N)`$, the dual $`\varphi ^{}:AJ_0(N)`$ of $`\varphi _{}`$ is injective, and the composition $`\varphi _{}\varphi ^{}\mathrm{Hom}_{}(A,A)`$ is multiplication by $`d_A`$. From the exact sequence $`0AJ_0(N)C^{}0`$ and the fact that $`\mathrm{Hom}_{}(A,C^{})=0`$, it follows that the map

$$\mathrm{Hom}_{}(A,A)\stackrel{}{}\mathrm{Hom}_{}(A,J_0(N))$$

induced by $`\varphi ^{}`$ is an isomorphism. Furthermore, the map

$$\mathrm{Hom}_{}(A,A)\mathrm{Hom}_{}(A,J_0(N))\mathrm{Hom}_{}(A,A),$$

induced by $`\varphi _{}\varphi ^{}`$, is multiplication by $`d_A`$, and so the image of $`\mathrm{Hom}_{}(A,J_0(N))`$ is precisely $`d_A(\mathrm{Hom}_{}(A,A))`$.

The long exact sequence for $`\mathrm{Ext}_{}^i(A,)`$ applied to $`\eta `$ begins

$$0\mathrm{Hom}_{}(A,J_0(N))\stackrel{\varphi _{}}{}\mathrm{Hom}_{}(A,A)\mathrm{Ext}_{}^1(A,C),$$

and the image of an endomorphism $`\alpha \mathrm{Hom}_{}(A,A)`$ in $`\mathrm{Ext}_{}^1(A,C)`$ is the pull-back $`\alpha ^{}\eta `$. Therefore, because $`\mathrm{Hom}_{}(A,A)=`$, it follows that the image of $`\mathrm{Hom}_{}(A,A)`$ in $`\mathrm{Ext}_{}^1(A,C)`$ is the subgroup generated by $`\eta `$. Thus the order of $`\eta `$ in $`\mathrm{Ext}_{}^1(A,C)`$ is $`d_A`$, and since $`\eta `$ represents a class in $`\mathrm{Ext}_{,𝕋}^1(A,C)\mathrm{Ext}_{}^1(A,C)`$, we are done. ∎

Now there are two ways to define a $`𝕋`$-module structure on $`\mathrm{Ext}_{}^1(A,C)`$, namely by pushing out along $`C`$ or pulling back along $`A`$. These two $`𝕋`$-module structures need not coincide. However, because $`\mathrm{Ext}_{,𝕋}^1(A,C)`$ consists of classes of extensions that are $`𝕋`$-equivariant, it follows that the two $`𝕋`$-module definitions restricted to $`\mathrm{Ext}_{,𝕋}^1(A,C)`$ *are* the same. In fact, $`\mathrm{Ext}_{,𝕋}^1(A,C)`$ is the largest subgroup of $`\mathrm{Ext}_{}^1(A,C)`$ on which the two $`𝕋`$-module structures agree.

###### Proof of Theorem 7.

By Proposition 8 it suffices now to prove that $`e_{A,𝕋}m_A`$. Let $`I_A`$ and $`I_C`$ be the kernels of the maps $`𝕋\mathrm{End}_{}(A)`$ and $`𝕋\mathrm{End}_{}(C)`$. By the general considerations of \[4, §2\], we see that $`m_A`$ is the exponent of $`𝕋_{A,C}:=𝕋/(I_A+I_C)`$ as an abelian group. Now clearly both $`I_A`$ and $`I_C`$ annihilate $`\mathrm{Ext}_{,𝕋}^1(A,C)`$, and so $`\mathrm{Ext}_{,𝕋}^1(A,C)`$ is a $`𝕋_{A,C}`$-module. Thus we must have $`e_{A,𝕋}m_A`$. ∎

###### Proof of Theorem 6.

Again by Proposition 8 it suffices to prove that $`e_Ar_A`$. Let $`𝕋^{}𝕋`$ be the subalgebra generated by all $`T_n`$ with $`\mathrm{gcd}(n,2N)=1`$, and let $`I_A^{}`$ and $`I_C^{}`$ be the kernels of the maps $`𝕋^{}\mathrm{End}_{}(A)`$ and $`𝕋^{}\mathrm{End}_{}(C)`$. From \[4, §2\], it follows that $`r_A`$ is the exponent of $`𝕋_{A,C}^{}:=𝕋^{}/(I_A^{}+I_C^{})`$. If we can show that $`\mathrm{Ext}_{}^1(A,C)`$ is a $`𝕋_{A,C}^{}`$-module, then we are done. Namely, we need to show that the two operations of $`𝕋^{}`$ on $`\mathrm{Ext}_{}^1(A,C)`$ coincide.

Consider $`T_p`$ with $`p2N`$. Since $`\mathrm{Hom}_{}(A,C)=0`$, (1) implies that $`\mathrm{Ext}_{}^1(A,C)_n\mathrm{Hom}_{}(A_n,C_n)`$. From the Eichler-Shimura relations \[12, Thm. 4.2.1\], we have that

(7)
$$T_p=F+V\mathrm{End}_{𝔽_p}(\stackrel{~}{J}),$$

where $`\stackrel{~}{J}`$ is the reduction of $`J_0(N)`$ modulo $`p`$, and $`F`$ and $`V`$ are the $`p`$-th power Frobenius and the Verschiebung on $`\stackrel{~}{J}`$. As in (4), the natural map

(8)
$$\mathrm{Hom}_{}(A_n,C_n)\mathrm{Hom}_{𝔽_p}(\stackrel{~}{A}_n,\stackrel{~}{C}_n)$$

is injective. Since both $`A`$ and $`C`$ are subabelian varieties of $`J_0(N)`$, the action of $`T_p`$ on $`\stackrel{~}{A}_n`$ and $`\stackrel{~}{C}_n`$ is determined by the restriction of (7). In particular, for any $`\alpha \mathrm{Hom}_{}(A_n,C_n)`$, its image $`\stackrel{~}{\alpha }\mathrm{Hom}_{𝔽_p}(\stackrel{~}{A}_n,\stackrel{~}{C}_n)`$ satisfies

$$\stackrel{~}{\alpha }T_p|_{\stackrel{~}{A}_n}=T_p|_{\stackrel{~}{C}_n}\stackrel{~}{\alpha }.$$

The injectivity of (8) shows that in fact $`\alpha T_p|_{A_n}=T_p|_{C_n}\alpha `$, and we are done. ∎

###### Corollary 9.

If the conductor $`N`$ of $`A`$ is square-free, then $`d_A=e_{A,𝕋}=m_A`$.

###### Proof.

For prime $`N`$, Ribet and Zagier \[28, Thm. 3\] have shown that $`d_A=m_A`$. For square-free $`N`$, that $`d_A=m_A`$ has been proved recently by Ribet  as a consequence of his proof of a conjecture of A. Agashe and W. Stein. ∎

###### Remark.

If $`N`$ is prime and if the form $`g=b_nq^n(f)^{}[[q]]`$, which gives $`b_na_n(modr_A)`$ for all $`n`$ with $`\mathrm{gcd}(n,2N)=1`$, also satisfies $`b_2a_2(modr_A)`$, then in fact $`d_A=e_{A,𝕋}=m_A=e_A=r_A`$ by the Sturm bound .

###### Example.

Theorems 6 and 7 are best possible in the following sense. The mod $`3`$ representation of the elliptic curve $`90C1`$ in  of conductor $`90`$,

$$A:y^2+xy+y=x^3x^2+13x61,$$

has image $`\left(\begin{array}{cc}& \\ 0& 1\end{array}\right)`$ \[21, Thm. 3.2\]. Likewise, the mod $`3`$ representation of the elliptic curve $`90A1`$ in , also of conductor $`90`$,

$$B:y^2+xy=x^3x^2+6x,$$

has image $`\left(\begin{array}{cc}1& \\ 0& \end{array}\right)`$. Both $`A`$ and $`B`$ are strong Weil curves. By their mod $`3`$ representations, there is a non-trivial element $`\alpha \mathrm{Hom}_{}(A_3,B_3)`$, which induces a homomorphism $`\alpha :A_3C_3`$, where $`C`$ is the kernel of $`J_0(90)A`$. Thus $`\mathrm{Ext}_{}^1(A,C)_3\mathrm{Hom}_{}(A_3,C_3)`$ has a non-trivial element of order $`3`$. However, direct computation provides $`d_A=16`$ and $`m_A=16`$. In particular, $`m_Ar_A`$ and $`e_Am_A`$.

###### Remark.

If $`A`$ is an elliptic curve over $``$ and $`\varphi :JA`$ realizes $`A`$ as an optimal quotient of the Jacobian $`J`$ of a Shimura curve, then we have an exact sequence

$$\eta :0CJ\stackrel{\varphi }{}A0.$$

Theorem 6 suggests that the exponent of $`\mathrm{Ext}_{}^1(A,C)`$ provides a “congruence modulus”. In fact, the Hida constant $`c_A`$ defined by E. Ullmo \[27, p. 326\] is the order of $`\eta \mathrm{Ext}_{}^1(A,C)`$.

## 5. Special values of $`L`$-functions

We provide a restatement in terms of $`\mathrm{Ext}`$-groups of the deep results of Diamond, Flach, and Guo  on the Bloch-Kato conjecture.

### Symmetric square of an elliptic curve

Let $`E`$ be an elliptic curve over $``$ of conductor $`N`$ with $`\mathrm{End}_\overline{}(E)=`$. Consider the symmetric square $`L`$-function $`L(\mathrm{Sym}^2E,s)`$ of $`E`$ . Note that

$$L(\mathrm{Sym}^2E,s)=L(\mathrm{Sym}^2h_1(E),s)=L(\mathrm{Sym}^2h^1(E),s+2).$$

The Bloch-Kato conjecture \[9, Eq. (2)\] on the special value at $`s=2`$ of $`L(\mathrm{Sym}^2E,s)`$ states that

(9)
$$\frac{L(\mathrm{Sym}^2E,2)}{\mathrm{\Omega }(2)}=\frac{\mathrm{\#}\mathrm{X}(,\mathrm{A}(2))}{\mathrm{\#}H^0(,A(1))\mathrm{\#}H^0(,A(2))}\underset{p}{}c_p.$$

For the sake of brevity we refer to Flach \[9, §§0–1\] for definitions, and we use his notation.

For a field $`K`$, set $`G_K:=\mathrm{Gal}(\overline{K}/K)`$. Let $`P_E`$ denote the finite set of rational primes consisting of (a) all $`\mathrm{}2N`$; and (b) all $`\mathrm{}`$ such that the Galois representation on $`E_{\mathrm{}}`$ restricted to $`G_F`$, where $`F=(\sqrt{(1)^{(\mathrm{}1)/2}\mathrm{}})`$, is not absolutely irreducible. For $`\mathrm{}P_E`$, the $`\mathrm{}`$-part of the Bloch-Kato conjecture has been proved by Diamond, Flach, and Guo \[5, Thm. 0.2\], \[6, Thm. 8.9\]. The following theorem is a reformulation of their result in terms of $`\mathrm{Ext}`$-groups.

###### Theorem 10.

If $`E`$ is an elliptic curve over $``$ with $`\mathrm{End}_\overline{}(E)=`$, then up to powers of $`\mathrm{}`$ for $`\mathrm{}P_E`$,

(10)
$$\frac{L(\mathrm{Sym}^2E,2)}{\mathrm{\Omega }(2)}=\frac{\mathrm{\#}\mathrm{X}(\mathrm{Ext}_\overline{}^1(\mathrm{E},\mathrm{E}))}{\mathrm{\#}\mathrm{Ext}_{}^1(E,E)\mathrm{\#}\mathrm{Ext}_\overline{}^1(E,E)(1)^G_{}}\underset{p}{}c_p.$$

###### Proof.

Because of the results \[5, Thm. 0.2\] and \[6, Thm. 8.9\], it suffices to match the terms in (9) with those of (10).

The total Tate module $`TE`$ of $`E`$ is a rank two module over $`\widehat{}:=\underset{}{\mathrm{lim}}/n`$. By the Weil pairing, $`TE`$ is isomorphic to the Tate twist $`TE^{}(1)`$ of the dual module $`TE^{}`$. From (2), we see that $`T\mathrm{Ext}_\overline{}^1(E,E)`$ is isomorphic to the quotient of $`\mathrm{End}_\widehat{}(TE)`$ by the $`\widehat{}`$-submodule generated by the identity map. Via the self-duality $`\mathrm{End}_\widehat{}(TE)TETE^{}`$, we have

(11)
$$T\mathrm{Ext}_\overline{}^1(E,E)(\mathrm{Sym}^2TE)(1).$$

The terms in the denominator of (9) can easily be identified as

$`\mathrm{\#}H^0(,A(1))`$ $`=\mathrm{\#}H^0(G_{},(\mathrm{Sym}^2TE)(1)/),`$
$`\mathrm{\#}H^0(,A(2))`$ $`=\mathrm{\#}H^0(G_{},(\mathrm{Sym}^2TE)/).`$
By (11), the former is $`\mathrm{\#}\mathrm{Ext}_\overline{}^1(E,E)^G_{}`$, and the latter is $`\mathrm{\#}\mathrm{Ext}_\overline{}^1(E,E)(1)^G_{}`$. Moreover, the numerator of (9) is

$$\mathrm{\#}\mathrm{X}((\mathrm{Sym}^2\mathrm{T}\mathrm{E})/)=\mathrm{\#}\mathrm{X}((\mathrm{Sym}^2\mathrm{T}\mathrm{E})(1)/),$$

where the equality follows from \[8, Thm. 1\]. The proof of the theorem is then complete by the following lemma. ∎

###### Lemma 11.

Let $`E`$ be an elliptic curve over a number field $`K`$ with $`\mathrm{End}_{\overline{K}}(E)=`$. For any odd integer $`n`$, $`\mathrm{Ext}_K^1(E,E)_n\mathrm{Ext}_{\overline{K}}^1(E,E)_n^{G_K}`$.

###### Proof.

By taking the long exact sequence of $`G_K`$-cohomology of (1) with $`K=\overline{K}`$, we obtain an exact sequence

$$\begin{array}{c}0\mathrm{Hom}_K(E,E)_{}/n\mathrm{Hom}_K(E_n,E_n)\mathrm{Ext}_{\overline{K}}^1(E,E)_n^{G_K}\hfill \\ \hfill \mathrm{Hom}(G_K,/n)\stackrel{\varphi }{}H^1(G_K,\mathrm{Hom}_{\overline{K}}(E_n,E_n)).\end{array}$$

If $`f\mathrm{ker}\varphi `$, then $`\varphi (f)`$ is represented by a coboundary which takes values in the trace $`0`$ space of $`\mathrm{Hom}_{\overline{K}}(E_n,E_n)`$. However, by definition $`\varphi (f)(\sigma )=f(\sigma )\mathrm{id}`$, for $`\sigma G_K`$. Thus for all $`\sigma G_K`$, we have $`2f(\sigma )=0`$, which implies $`f=0`$. Therefore, $`\varphi `$ is injective, and the result follows from (1). ∎


text:
# r-Process Abundance Signatures

## 1 Introduction

The heavy solar system abundances (here, Z $`>`$ 30) are formed in neutron capture (n-capture) processes, either the slow (s-) or rapid (r-) process. We show in Figure 1 the solar system – also thought of as cosmic – abundances with the neutron-capture elements highlighted. Abundance observations of these elements in halo stars contain vital clues to the nucleosynthesis history and chemical evolution of the Galaxy, and abundances of radioactive elements can also be utilized to obtain age determinations for the oldest stars, which in turn put lower limits on age estimates for the Galaxy and the Universe (e.g., ).

## 2 Neutron-Capture Abundances in Metal-Poor Halo Stars

Extensive abundance studies have been made for metal-poor (i.e., low iron abundance) Galactic halo studies \[4–7\]. We show in Figure 2 detailed abundances for the heaviest Z $`>`$ 30 n-capture abundances in three stars: CS 22892–052, BD +173248 and HD 115444 \[6–8\]. The abundances in these stars have been compared to a scaled solar system curve, indicated by the solid line.

This solid-line curve was obtained by summing the individual isotopic contributions from the s\- and the r-process in solar system material from $`n`$-capture cross section measurements . These solar elemental r-process abundances that were derived are based upon the “classical approach” to the $`s`$-process, which is empirical and by definition model-independent. Nevertheless, more sophisticated stellar models based upon $`s`$-process nucleosynthesis in low-mass AGB stars, predict very similar solar abundances . As Figure 2 illustrates there is a remarkable agreement between the solar r-process abundances and the abundance patterns of the heaviest n-capture elements in these very old metal-poor halo stars. This agreement implies a robust r-process, one that seems to reproduce the same relative n-capture abundances over many Gyr in the history of the Galaxy. These results further suggest a very narrow range of astrophysical conditions and/or mass ranges for the site(s) for the r-process. It has been suggested, for instance, that only low mass (8–10 M) supernovae may be a likely site for the main r-process and may be responsible for the synthesis of these heavy (Z $``$ 56) n-capture elements \[12–14\].

This agreement between elemental abundances and the solar system r-process abundance distribution has now been extended to the isotopic level. Recent results demonstrate that Eu isotopic abundance fractions in the very metal-poor, n-capture-rich giant stars CS 22892–052, HD 115444 and BD +173248 are in excellent agreement with each other and with their values in the solar system . The Ba isotopic abundance fractions in one metal-poor star are also consistent with the solar r-process values , again suggesting the universality of the (main) r-process for the heaviest n-capture elements.

Until recently there have been little data available on the lighter n-capture elements, particularly those from Z = 40–50. Recent abundances studies of BD +173248 indicated that some of the elements in this regime, specifically the element Ag, seemed to deviate from the same solar curve that fit the heavier n-capture elements. This seemed to support an earlier suggestion, based upon solar system meteoritic studies, of two r-processes - one for the elements A

>

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\mathrel{\vbox{
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\kern 1.29167pt\hbox{$\sim$} }} 130-140 and a second r-process for the lighter elements . We show in Figure 3 preliminary new data on CS 22892–052. we note the detection of elements never seen before in this star, including Mo, Lu, Au, Pt and Pb . Also significant new upper limits have been found for Ga, Ge, Cd and Sn. Comparison of the abundances with the solar r-process curve  demonstrates the same agreement found previously for the heaviest n-capture elements in this star and other similar stars . It is clear from Figure 3 that some of the lighter elements between Z = 40–50 (e.g., Ag) show significant deviations while others appear to fall near the line. This new result is consistent with earlier studies of this star and with that of BD +173248. However, with only a few stars and very limited data available, it is not clear at this point what is the source of the synthesis for these lighter elements. It has been suggested that perhaps, analogously to the s-process, the lighter elements might be synthesized in a “weak” r-process with the heavier elements synthesized in the more robust “strong” or “main” r-process . While a second r-process site, perhaps supernovae of a a different mass range or frequency  or perhaps the helium zone of an exploding supernovae , might be responsible for the synthesis of nuclei with A

<

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\mathrel{\vbox{
\offinterlineskip\hbox{$<$}
\kern 1.29167pt\hbox{$\sim$} }} 130–140, there have also been suggestions that the entire abundance distribution could be synthesized in a single core-collapse supernova .

## 3 Abundance Scatter and the Chemical Evolution of the Galaxy

A number of studies have demonstrated a dramatic and very large star-to-star scatter in the abundance level of the heavy n-capture elements with respect to the to iron abundances. This star-to-star scatter increases dramatically with decreasing stellar metallicity, as shown in Figure 4, in which we plot \[Eu/Fe\]222\[A/B\] $``$ log\[(NA/NB)star/(NA/NB)Sun\] abundance ratios as a function of \[Fe/H\] metallicity for a large number of halo and disk stars . Eu is employed for such studies since it is relatively easy to detect in the spectra of metal-poor stars and because it is predominantly produced in the r-process. It is seen in Figure 4 that near \[Fe/H\] = –3, (which includes some of the oldest stars in the Galaxy), the \[Eu/Fe\] ratio reaches a peak of $``$ 50 and varies from star-to-star by more than a factor of 100. Thus, even though the \[Eu/H\] ratios are still less than that of the sun, the relative ratio of this r-process element to iron in some of these stars is much larger than the solar ratio. It is also clear from the figure that this star-to-star scatter decreases with increasing \[Fe/H\] tending toward younger (on average) stars. While there could be several possible explanations for this scatter, the most likely interpretation is that the early Galaxy was chemically inhomogeneous and unmixed.

Abundance trends with metallicity also demonstrate the ongoing chemical evolution of the Galaxy. In the past \[Ba/Eu\] has been employed to study the changing contributions to the r\- and s-processes. The element Ba is overwhelmingly synthesize in the s-process and provides a good indication of the $`s`$-process $`n`$-capture nucleosynthesis history of the Galaxy. There is, however, significant observationally related scatter in the Ba abundance data making it less reliable for such studies. As an alternative, new studies are now employing La, also a predominantly s-process element, to Eu to examine Galactic chemical evolution. Very preliminary results  seem to indicate some initial indication of the s-process below \[Fe/H\] = –2 with the major onset of the ejection of this material into the Galaxy occurring near a metallicity of –2. These results lend support to earlier studies with similar findings .

## 4 Radioactive Chronometers and the Age of the Galaxy

Abundance detections of certain long-lived radioactive isotopes can be employed as “chronometers” or clocks to determine the ages of the oldest stars. There have been a number of recent detections of the element thorium, with a half-life of 14 Gyr, in the metal-poor halo halo stars \[4–8,24,25\]. This element, along with uranium, is synthesized solely in the r-process. Comparison of the observed stellar abundance of this radioactive element with its initial (time-zero) abundance in an r-process site leads to a direct radioactive-age estimate of the star. We show in Figure 3 the abundance distribution, including Th, in the ultra-metal-poor star CS 22892–052. While (as noted before) the heavy n-capture elements are consistent with the scaled solar r-process curve, the observed Th abundance lies below this same line. This difference is a clear demonstration that this star is older than the sun. To determine how much older requires knowledge of the initial Th abundance that must be predicted from r-process models. Such a model calculation is illustrated in Figure 3 by the dashed line . The goal of such theoretical calculations is to reproduce the stellar, and hence the solar system r-process, abundance pattern and at the same time predict the abundances of the radioactive elements. Such predictions, to reduce errors, employ the ratio of Th to another r-process element, typically Eu. Utilizing this technique has led to chronometric age estimates ranging from $``$ 11–15 $`\pm `$ 4 Gyr \[4–8,24,25\] that are consistent with globular cluster ages and cosmological age estimates based upon the observed supernova expansion rates. However, the Th/Eu chronometer gives a very different and completely inconsistent age in the star CS 31082–001 . This star was the first with a detection of U and the Th/U chronometer does give an age of 15.5 Gyr . Since Th/Eu and Th/U give similar results in BD +173248 , it is not clear yet why CS 31082–001 is so different or if it is rare. Clearly additional U detections will be needed to answer this question. Just as importantly reliable nuclear data, experimental where available but mostly theoretical predictions, for the neutron-rich nuclei in the r-process will be necessary to determine more accurately the ages of these old stars and put limits on the age of the Galaxy and the Universe.

## Acknowledgments

Partial support for this research was provided by the National Science Foundation (AST-9986974 to JJC and AST-9987162 to CS) and by the Space Telescope Science grant GO-08342. JJC thanks the University of Texas at Austin Department of Astronomy John W. Cox Fund for partial support while this paper was being written.


text:
# Absolute Transverse Mobility and Ratchet Effect on Periodic 2D Symmetric Substrates

## I Introduction

When an overdamped particle is driven with a dc drive, it moves in the direction of the drive, and in the absence of any other external forces the particle velocity increases linearly with the drive. If there is some form of pinning from a substrate, then in general for a finite range of low drives the particle will be immobile or pinned . For higher drives in the presence of pinning the velocity vs force curves can be highly nonlinear . For certain asymmetric substrate potentials, the particle speed can decrease with increasing applied drive, an effect that is termed negative differential resistance . Such effects can also occur for collections of classical coupled particles interacting with periodic substrates . In addition a particle may exhibit a finite average dc velocity in the absence of any external dc drive. This is often referred to as a ratchet effect, which can be thermal  or deterministic . Typically in ratchet systems there is some form of underlying asymmetric potential which leads to a spatial symmetry breaking if the potential is flashed or if an additional external ac drive is present. In the case of absolute negative mobility, when the particle is driven in the positive direction, its motion is in the opposite (negative) direction. Examples of this occur in ratchet systems composed of coupled particles, where the collective effects produce the negative mobility . More recently a spatially symmetric two-dimensional (2D) system was found which exhibits absolute negative mobility for a single classical particle . Many of these phenomena, such as negative differential resistance and absolute negative mobility, also occur in various semiconductor devices, where they arise due to quantum effects .

In a 2D system, there are additional possibilities for the motion of an overdamped particle which are not available in 1D systems. Under an external dc drive in the longitudinal or $`x`$ direction, the response can be a finite velocity in the $`y`$ or transverse direction only. We call such a phenomenon absolute transverse mobility.

In this work we present a simple model for a driven classical overdamped particle moving in a 2D symmetric potential that exhibits a variety of dynamical behaviors, including phase locking, absolute transverse mobility, and ratchet effects. Additionally we find reentrant pinning phenomena where the moving particle becomes pinned upon increasing the drive. Our system consists of a particle moving over a symmetric periodic potential with an applied dc drive in the $`x`$-direction and two additional ac drives in both the $`x`$ and $`y`$ directions. We set the amplitudes and frequencies for the two ac drives separately, and also consider highly nonlinear combinations of the ac drives which produce asymmetric closed orbits. In all cases, in the absence of a substrate and dc drive the average dc particle velocity is zero. Previous work on a similar system was performed with much simpler circular particle orbits, produced by setting the amplitudes of both ac drives equal to each other and fixing the phase difference at $`90^{}`$ .

In the previous work, several symmetrical phases were observed where the particle moves in both the transverse and longitudinal direction simultaneously when the dc drive is applied only in the longitudinal direction. In the current work we consider the case where the amplitudes or frequencies of the two ac drives are different. Here a far richer variety of classical closed orbits are realizable. The best examples of such orbits are Lissajous figures in which different sinusoidal orbits are plotted against one another.

Our results should apply to vortices moving in superconductors with periodic pinning arrays or Josephson junction arrays  when ac currents are applied in both the transverse and longitudinal directions. Additionally, the behavior described here should be observable in colloids moving over 2D periodic light arrays  or through dynamically manipulated arrays of holographic tweezers . Further systems include biomolecules moving through periodic arrays of obstacles with two applied electric fields , electrons in a strong magnetic field moving through 2D antidot arrays with an additional ac drive to elongate one direction of the electron orbit , or ions moving in dissipative optical trap arrays  with ac applied fields. In the case of superconductors our results can also have applications for the controlled motion or removal of flux from superconductors and SQUIDs. For colloids and biomolecules our results could provide a useful method for separating different particle species.

## II Model

In our model we consider an overdamped particle moving over a 2D periodic substrate. The equation of motion is:

$$𝐟=𝐟_s+𝐟_{DC}+𝐟_{AC}=\eta \frac{d𝐫}{dt}$$
(1)
with the damping constant $`\eta =1`$. The assumption of overdamped motion should be valid for vortices in superconductors or Josephson junction arrays as well as for colloidal systems. The substrate consists of a periodic square array of obstacles with lattice constant $`a`$. The force from the substrate, composed of a fixed square array of repulsive particles, is $`𝐟_s=U(x,y)`$. This substrate can be realized in superconductors with a square periodic array of holes  or magnetic dots  when each site captures one vortex and additional vortices sit in the interstitial regions between the sites. The interstitial vortices move in a periodic potential created by the repulsive interaction from the pinned vortices so that $`U(r)=F_0\mathrm{ln}(r)`$ for $`r2\lambda ^2/d`$. Here forces are measured in units of $`F_0=\mathrm{\Phi }_0^2d/16\pi \lambda ^2`$, where $`\mathrm{\Phi }_0`$ is the flux quantum, $`d`$ is the film thickness, and $`\lambda `$ is the London penetration depth. This potential can be treated as in Ref. . The motion of interstitial vortices has been directly imaged in experiments with this geometry , and phase-locking effects, dc, and ac driven interstitial vortex motion have also been observed . For most of the results presented here we use a system of size $`8a\times 8a`$. For larger systems we observe the same results, indicating that our system is large enough to capture the essential physics. We have tested different initial conditions by placing the particle at different locations at the start of the simulations and find that the general results are unchanged. Additionally, we have considered other potentials, such as those created by fixed Coulomb charges or Yukawa potentials, and find that they produce the same phases.

Throughout this work the dc drive $`𝐟_{DC}`$=$`f_{DC}\widehat{𝐱}`$ is applied along the positive longitudinal ($`x`$ direction) symmetry axis of the pinning array. The ac drive is applied in both the $`x`$ and $`y`$ directions and is given by

$$𝐟_{AC}=A\mathrm{sin}(\omega _At)\widehat{𝐱}B\mathrm{cos}(\omega _Bt)\widehat{𝐲}.$$
(2)
Note that there is no dc driving component in the transverse or $`y`$ direction. In the first part of this work we set $`\omega _A=\omega _B`$, fix $`B=0.24`$, and vary $`A`$. For $`A=B`$ the particle moves in a clockwise circle just large enough to encircle one maximum of the substrate potential. As $`A`$ decreases the particle orbit becomes elliptical with the long side in the $`y`$-direction. We monitor the time averaged particle velocity $`V_x=\frac{1}{TN}_{t=0}^T_{i=0}^Nv_i(t)\widehat{𝐱}`$, where $`T`$ is the period and $`N`$ is the number of particles, and similarly the time averaged transverse velocity $`V_y`$ as $`𝐟_{DC}`$ is increased from 0 to $`1.0`$ in increments of $`2.5\times 10^4`$, with $`3\times 10^5`$ time steps spent at each drive to ensure a steady state. Time is measured in units of $`t_0=\eta /F_0`$. We also investigate $`\omega _B\omega _A`$ for varied ac amplitude. In this case we find a ratchet effect.

## III Absolute Transverse Mobility

In Fig. 1 we plot $`V_x`$ (heavy line) and $`V_y`$ (light line) vs $`f_{DC}`$ for different values of $`A/B`$ at fixed $`\omega _A/\omega _B=1`$ and $`a=1.42\lambda `$. In Fig. 1(a) at $`A/B=0.875`$, $`V_x=0`$ for $`f_{DC}<0.03`$, indicating that the particle is pinned in the $`x`$-direction. For $`f_{DC}0.03`$, $`V_x`$ increases in a series of steps of height $`a\omega `$. These steps are a signature of the phase locking which occurs due to resonances between the applied ac frequency and the washboard frequency generated as the particle moves over the periodic substrate. As shown in Fig. 1(a), $`V_y`$ has a finite value of $`V_y=a\omega `$ for $`f_{DC}<0.03`$, indicating that even though the dc drive is strictly in the $`x`$-direction the particle is moving strictly in the $`y`$-direction. In analogy with the

phenomena of absolute negative mobility, where a particle moves in the opposite direction of an applied driving force, we term the strictly $`y`$ direction motion absolute transverse mobility. For large enough drives, $`f_{DC}0.16`$, the motion is strictly in the $`x`$ direction. At intermediate drives $`0.03<f_{DC}<0.16`$, different dynamical phases appear. For $`0.045<f_{DC}<0.065`$ the particle moves in the $`x`$-direction only, while for $`0.07<f_{DC}<0.158`$, $`V_x=V_y`$, indicating that the particle is moving at $`45^{}`$ with respect to the drive. There is also a small region near $`f_{DC}=0.035`$ where $`45^{}`$ motion occurs. In Fig. 1(b) for $`A/B=0.625`$ there is a clear pinned phase at low $`f_{DC}`$ where both $`V_x`$ and $`V_y`$ are zero. As we increase the drive, we observe the same phases shown in Fig. 1(a), with the boundaries shifted. Near the transitions of these phases, smaller steps in $`V_x`$ and $`V_y`$ can occur with height $`pa\omega /q`$ where $`p`$ and $`q`$ are integers. In Fig. 1(c), for $`A/B=0.375`$, $`45^{}`$ motion no longer appears. Instead, there is a remarkable reentrant pinned phase for $`0.1385<f_{DC}<0.148`$. As $`f_{DC}`$ increases, the particle is first pinned, then moves in the $`y`$-direction, is repinned again, and finally moves in the $`x`$-direction.

We next consider the particle trajectories in these different phases. We term the pinned regime Phase Ip, the absolute transverse mobility regime Phase IIy, the $`45^{}`$ motion regime Phase IIIx-y, and the strictly $`x`$ direction motion Phase IVx. In Fig. 2 we illustrate these phases

for fixed values of $`f_{DC}`$ from the system in Fig. 1(a) with $`A/B=0.875`$. The black lines are the trajectories of the moving particle and the black dots are the potential maxima of the underlying periodic substrate. Figure 2(a) shows the trajectory of the moving particle in Phase IIy at $`f_{DC}=0.025`$. In every period the particle makes a small loop, but the net motion of the particle is in the positive $`y`$ direction only. In Phase IIIx-y, shown in Fig. 2(b) for $`f_{DC}=0.0375`$, the particle moves equal distances in the $`x`$ and $`y`$ directions. At $`f_{DC}=0.06`$, illustrated in Fig. 2(c), the Phase IVx motion is strictly in the $`x`$ direction, and the particle translates a distance $`a`$ every period. In Fig. 2(d) we show the reentrant Phase IIIx-y flow for $`f_{DC}=0.125`$, very similar to that seen in Fig. 2(b). For higher drives $`f_{DC}>0.16`$, the motion is strictly in the $`x`$ direction and is similar to Fig. 2(c).

For the simulations shown in Figs. 1 and 2, the particle initially begins in the center of the plaquette with zero dc drive. We considered the effect both of using different starting locations, and of setting $`f_{DC}`$ to a finite initial value. In each case we find that the particle quickly settles into a regular orbit. The orbits that appear when $`V_x`$ or $`V_y`$ are constant correspond to the same periodic, phase locked attractor orbits that were obtained previously in Figs. 1 and 2. We do find some non-periodic orbits in the regions where $`V_x`$ or $`V_y`$ are not constant, such as in the transition regimes between the different phases.

We performed a series of simulations at different values of $`A/B`$ to identify the onset of the four phases as a function of $`f_{DC}`$. In Fig. 3 we present the resulting dynamic phase diagram $`A/B`$ vs $`f_{DC}`$ which shows a very rich structure. For $`A/B=0`$ the system depins directly into Phase IVx and there are no phases that involve motion in the $`y`$-direction. Phase IIy first occurs for $`A/B>0.03`$, and gradually increases in width until $`A/B0.43`$, when Phase IIIx-y appears. The reentrant pinning Phase Ip decreases in size and then disappears over this same interval. There is also a small region around $`A/B0.43`$ where Phase IIy and Phase IIIx-y are both reentrant. A reentrant tongue of Phase IVx at low drives appears for $`A/B>0.55`$. At all values of $`A/B`$, the flow at large $`f_{DC}`$ is strictly in the $`x`$ direction (Phase IVx). The width of the pinned Phase I$`{}_{p}{}^{}{}_{}{}^{}`$ increases upon approaching $`A/B=1`$ from below since the almost circular particle orbit around one potential maximum is highly stable. Motion in the $`y`$ direction (Phase IIy) still appears for the symmetric ac drive $`A/B=1`$ due to the fact that the particular chirality of the ac drive breaks the reflection symmetry across the $`y`$ axis.

For $`A/B>0.6`$, the sliver of reentrant Phase IIIx-y falling between Phases IIy and IVx becomes gradually smaller as $`A/B`$ increases until it vanishes above $`A/B=0.88`$. The transition from Phase IIy to Phase IVx at higher values of $`A/B>0.88`$ occurs in a very small window of of $`f_{DC}`$ but is not completely sharp. Instead there is a small region where the flowing particle moves in both the $`x`$ and $`y`$ direction but at an angle less than $`45^{}`$. The flow is intermittent and jumps among different orbits or angles. We have also considered the effect of starting the particle at a nonzero fixed $`f_{DC}`$ in the transition region between Phases IIy and IVx and find that the flow will settle quickly to Phase IIy or IVx.

We now consider the conditions under which transverse mobility and the reentrant pinning can occur, and indicate where the boundaries between the different phases are expected to fall.

Pinned phases Ip and I$`{}_{p}{}^{}{}_{}{}^{}`$: The particle remains in the pinned phase Ip as long as the combined dc and maximum ac components are less than the confining barrier produced by the repulsive obstacles. This barrier has a strong angular dependence due to its egg-carton shape, and the lowest points of the barrier fall at the center of each of the four sides of the plaquette, at $`x_{\mathrm{min}}^\pm `$ and $`y_{\mathrm{min}}^\pm `$, where the x- or y-confining forces pass through a minimum. The largest thresholds occur for a particle trajectory along a 45 angle passing through the potential maximum. At $`A/B0.88`$, a transition to a new pinned phase I$`{}_{}{}^{}{}_{p}{}^{}`$ occurs. For $`A/B<0.88`$, the pinned particle orbit is contained inside a single plaquette. For $`A/B>0.88`$, the orbit becomes too large to fit inside the plaquette, and the particle switches to a larger orbit centered around one of the potential maxima.

Transition from Ip to IIy: For $`A=0`$ and fixed B, the particle orbit consists of a single line extending from the top to the bottom of the plaquette, close to the minimum y-confining force points of the potential, $`y_{\mathrm{min}}^\pm `$. Due to this proximity induced by the y-component of the ac drive, the particle depins in the y-direction before it depins in the x-direction for nonzero values of A, and enters phase IIy. The particle hops from one plaquette to the next plaquette in the positive y-direction during a brief interval at the end of the rising phase of the particle orbit. In order to make this hop, the particle must be moving rapidly enough to reach the next plaquette before the ac phase reaches the downward portion of the cycle. Increasing $`f_{DC}`$ or increasing $`A`$ both contribute to increasing the velocity of the particle during the hop. The minimum $`f_{DC}`$ value required to permit the particle to hop at low but nonzero $`A`$ is $`f_{DC}0.11`$. As $`A/B`$ increases, the x-component of the ac force also contributes to the particle velocity during the hop, so the value of $`f_{DC}`$ that must be applied to induce y-direction motion drops, such that the particle velocity during the hop at the onset of phase IIy remains roughly constant as $`A/B`$ increases.

Transition from IIy to Ip: As $`f_d`$ increases further within Phase IIy, for $`A/B<0.45`$, a transition to a reentrant pinned phase occurs. Here, the x-velocity of the particle has increased enough that the particle is swept past the minimum in the y-confining potential, $`y_{\mathrm{min}}^+`$, before it has time to hop to the next plaquette. Thus the particle returns to a pinned orbit. The IIy-Ip transition line moves to higher $`f_d`$ with increasing $`A/B`$ due to the fact that the time required for the particle to complete its hop to the next plaquette drops as $`A/B`$ increases. Therefore, a higher $`f_{DC}`$ is required to sweep the particle past $`y_{\mathrm{min}}^+`$ before the hop is complete.

Transition from Ip to IVx: Beyond the second pinned phase Ip, as $`f_{DC}`$ is further increased, the particle orbit is shifted closer to the minimum in the x-confining potential on the right side of the plaquette, $`x_{\mathrm{min}}^+`$, and when the combined ac and dc forces in the x-direction exceed the potential strength at this minimum, the particle depins in the positive x-direction. For $`A/B<0.45`$, $`f_{DC}`$ at the depinning transition decreases with increasing $`A/B`$ due to the fact that the ac force also contributes to the net x-force on the particle. This contribution saturates at $`A/B0.45`$, when the IIy-Ip line meets the Ip-IVx line and the reentrant phase disappears.

Transition from IIy to IVx, with a reentrant IIIx-y: For $`A/B>0.45`$, as $`f_{DC}`$ is increased, the particle motion leaves Phase IIy, passing briefly through a sliver of Phase IIIx-y before entering phase IVx, with motion in the x-direction only. Depinning of the particle in the x-direction first occurs when the x-component of the ac drive combined with $`f_{DC}`$ exceeds the x-confining force of the potential at $`x_{\mathrm{min}}^+`$. At this value of $`f_{DC}`$, the particle is moving in both the x and y directions in phase IIIx-y. Due to the x-motion of the particle, however, the y-motion becomes unstable, and at slightly higher values of $`f_{DC}`$, the y-motion ends and the particle moves only in the x-direction in phase IVx. As the drive is further increased, stable y-motion becomes possible again, and the particle enters a wide region of phase IIIx-y.

Transition from IIIx-y to IVx at high $`f_{DC}`$: As $`f_{DC}`$ is increased further, the y-direction motion of phase IIIx-y

ends when the particle orbit becomes so extended in the x-direction due to the increased $`f_{DC}`$ that it can no longer depin in the y-direction since it has moved away from the y-minimum location $`y_{\mathrm{min}}^+`$.

We next consider the effect of changing the density of the system. We achieve this by performing a series of simulations for fixed $`A/B=1.0`$ while varying the lattice constant of the periodic substrate and changing the system size accordingly. This increases the effective substrate strength since it increases the barrier to hop from one plaquette to another. In Fig. 4 we show the phase diagram of the substrate lattice constant $`a`$ vs $`f_{DC}`$. We consider lattice constants ranging from $`1.42\lambda `$ to $`1.8\lambda `$. New dynamic phases appear for lattice constants outside of this range. For smaller lattice constants $`a<1.42`$, the zero-dc drive orbits start to encircle two or more potential maxima. For larger lattice constants, $`a>1.8`$, the phases start to show disordered or chaotic behavior, and Phases Ip to IVx become difficult to define. Fig. 4 shows that the width of the pinned Phase Ip grows for denser systems, as expected due to the increased barriers for inter-plaquette jumps. It might be expected that Phase IIy would grow for smaller $`a`$ as the plaquettes shrink; however, the increased repulsion caused by the shorter distance between the potential maxima and the particle causes the particle orbit to shrink as well. Both Phase IIy and the first Phase IVx shrink with decreasing $`a`$, while the second onset of Phase IVx occurs at a lower value of $`f_{DC}`$ since the particle does not need to move as far in the x-direction in order to reach the next plaquette.

We have also considered the effects of adding a phase shift to the ac drives. We shift the phase of the x-component of the ac drive by $`\delta `$: $`A\mathrm{sin}(\omega _At+\delta )\widehat{𝐱}`$. This

causes the particle orbits to become tilted and elliptical. We restrict ourselves to the region $`0.05/\pi <\delta <0.1/\pi `$ in phase space where the four phases described above occur. For larger shifts new phases can arise. In Fig. 5 we plot the phase diagram as a function of phase shift $`\delta `$ vs $`f_{DC}`$. At $`\delta =\pi /2`$ the ac orbit would be a straight line along $`45^{}`$. Fig. 5 shows that as $`\delta `$ increases from zero, which corresponds to the elliptical orbit being tilted toward the right, Phase IIy increases in size and Phase Ip decreases in size. For large enough shifts $`\delta `$, Phase IIIx-y disappears. For negative phase shifts a new region of Phase IVx appears between Phases Ip and IIy. For large enough negative phase shifts we observe a ratchet effect in which the particle moves in the $`x`$-direction with zero dc drive. We discuss this more in the next section. Also for increasing negative phase shifts, Phase IIy decreases in size while Phase IIIx-y increases in size.

## IV Ratchet Effects

The elliptical ac drives in the previous sections preserve the combined $`x`$ and $`y`$ reflection symmetries of the system. ac drives with additional asymmetries can produce a net dc motion or ratchet effect in the absence of a dc drive. We consider a system with $`f_{DC}=0`$ under an asymmetric applied ac drive of the form

$$𝐟_{AC}=A[\mathrm{sin}(\omega _At)+\mathrm{sin}^3(\omega _Bt)]\widehat{𝐱}B\mathrm{cos}(\omega _Bt)\widehat{𝐲}$$
(3)
where $`\omega _B/\omega _A=0.8`$. In Fig. 6(a) we plot $`V_y`$ vs $`A`$ for constant $`B=0.34`$ and $`f_{DC}=0`$. In this regime, $`V_x=0`$. There are a series of regions for increasing $`A`$ that have

a finite dc value of $`V_y`$ in both the positive and negative direction, indicating a ratchet effect with velocity $`a\omega _B/2`$. In Fig. 6(c) we illustrate a positive $`V_y`$ orbit from the system in Fig. 6(a) at $`A=0.285`$. The orbit has alternating lobes which are angled in the positive $`y`$ direction. In Fig. 6(d) we show that the negative $`V_y`$ orbit at $`A=0.5`$ is composed of an alternating double rectangular orbit which is tilted in the negative $`y`$ direction.

We have also found ratchet regimes where there is a finite dc velocity in the opposite direction of the applied dc drive. In Fig. 6(b), we plot $`V_x`$ vs $`f_{DC}`$ for a system with $`𝐟_{AC}=A\mathrm{sin}(\omega _At)\widehat{𝐱}B\mathrm{cos}(\omega _Bt)\widehat{𝐲}`$, $`B/A=0.7`$, and $`\omega _A/\omega _B=1.85`$. Here there is a regime $`0<f_{DC}<0.0075`$ where the particle is moving backward with respect to the dc drive, which is applied in the positive $`x`$-direction.

The system enters a pinned phase for $`0.009<f_{DC}<0.014`$ before beginning to move strictly in the positive $`x`$-direction for $`f_{DC}>0.014`$. We note that this negative velocity in opposition to the dc drive is not a negative mobility regime. Instead it is a ratchet effect which can persist for a range of opposite dc drive. The fact that there is a finite negative velocity even at $`f_{DC}=0.0`$ as seen in Fig. 6(b) shows that the dc drive is not causing the net dc motion.

A basic question is what are the minimal ac drive criteria required to produce a ratchet effect at $`f_{DC}=0.0`$. In general we find that ratchet effects occur for ac drives in which at least one of the spatial reflection symmetries is broken. An example of a simple ac drive that produces a zero-dc ratchet effect is $`𝐟_{AC}=A\mathrm{sin}(\omega _At)\widehat{𝐱}+A\mathrm{sin}(1.5\omega _At)\widehat{𝐱}B\mathrm{cos}(1.5\omega _Bt)\widehat{𝐲}`$, with $`A/B=1`$ and $`\omega _A/\omega _B=1`$. In Fig. 7(a) we plot $`F_x`$ vs $`F_y`$ for this ac drive in the absence of a substrate with $`A=1.0`$. In Fig. 8(a) we show the particle motion over the substrate for $`f_{DC}=0.0`$. The particle translates in the negative $`y`$-direction. Fig. 7(a) shows that the ac drive breaks a spatial symmetry across the $`y`$-axis. The orbit of the particle thus breaks an $`x`$-axis symmetry. In Fig. 7(c) we plot $`F_x`$ vs $`F_y`$ for $`𝐟_{AC}=A\mathrm{sin}(\omega _At)\widehat{𝐱}B\mathrm{cos}(\omega _Bt)\widehat{𝐲}`$ with $`A/B=1`$ and $`\omega _A/\omega _B=1`$, and in Fig. 7(d) we plot $`F_x`$ vs $`F_y`$ for $`𝐟_{AC}=A\mathrm{sin}(\omega _At)\widehat{𝐱}B\mathrm{cos}(2\omega _Bt)\widehat{𝐲}`$ with $`A/B=1`$ and $`\omega _A/\omega _B=1`$. These drives do not produce a zero-dc ratchet effect, and these orbits do not break

a reflection symmetry. As indicated in the phase diagram of Fig. 6, the addition of a phase shift to the ac drive in the x-direction produces another simple ac drive that exhibits a zero-dc ratchet effect. In Fig. 8(b) we show a particle orbit under the addition of a negative phase shift, $`𝐟_{AC}=A\mathrm{sin}(\omega _At+\delta )\widehat{𝐱}B\mathrm{cos}(\omega _Bt)`$ with $`\delta =0.287`$, $`A/B=1`$, and $`\omega _A/\omega _B=1`$, that produces a zero-dc ratchet effect in the x-direction. $`F_x`$ vs. $`F_y`$ for this orbit is illustrated in Fig. 7(b). The ac drive in Fig. 7(b) breaks both the $`x`$ and $`y`$ reflection symmetries. We note that even if an ac drive breaks a reflection symmetry it does not necessarily produce a zero-dc ratchet. However, we have never observed zero-dc ratcheting for symmetrical ac drives.

## V Summary

We have presented a simple model of a particle driven in a two-dimensional symmetric periodic substrate with an elliptical ac drive. In certain regimes, the particle moves strictly in the $`y`$-direction when the dc drive is applied in the $`x`$-direction. We term this effect absolute transverse mobility. Additionally we have mapped several dynamic phase diagrams for this system, which feature a number of dynamical phases including simultaneous motion in the $`x`$ and $`y`$ direction, as well as a reentrant pinned phase. For ac drives which produce asymmetric orbits, net dc motion or a zero-dc ratchet effect can arise in the absence of an applied dc drive. Our results can be tested experimentally and have useful applications for controlling flux motion in superconductors, colloids in optical trap arrays, and biomolecules moving through a periodic obstacle array.

We thank C. Bechinger, D. Grier, M.B. Hastings, and P. Korda for useful discussions. This work was supported by the US DOE under Contract No. W-7405-ENG-36.