text:
# q-Analogues for Green functions for powers of the invariant Laplacian in the unit disc

## 1 Introduction

In 1993 W.K. Hayman and B. Korenblum published among other results explicit formulae for Green functions of powers of the Laplace operator in the balls in $`^n`$ (see ). J. Peetre and M. Englis̆  have obtained analogous results for some powers of the Möbius-invariant Laplace operator in the unit ball in $`^n`$. In the particular case of the unit disc $`𝕌`$ they have presented explicit formulae for Green functions of the powers $`\mathrm{\Delta }`$, $`\mathrm{\Delta }^2`$, $`\mathrm{\Delta }^3`$, $`\mathrm{\Delta }^4`$ of the Möbius-invariant (equivalently, $`SU(1,1)`$-invariant) Laplace operator. For $`\mathrm{\Delta }`$ and $`\mathrm{\Delta }^2`$ the Green functions are

$$\frac{1}{4\pi }\mathrm{ln}t,$$

$$\frac{1}{16\pi }\left(\mathrm{ln}t\mathrm{ln}\left(1t\right)2\mathrm{L}\mathrm{i}_2\left(t\right)+\frac{\pi ^2}{3}\right),$$

where

$$t=\frac{\left(1\left|z\right|^2\right)\left(1\left|w\right|^2\right)}{\left|1z\overline{w}\right|^2},$$

$`z,w𝕌,`$ $`\mathrm{Li}_2\left(t\right)=_{m=1}^{\mathrm{}}\frac{t^m}{m^2}`$ is Euler’s dilogarithm.

The aim of the present work is the computation of q-analogues for these kernels. Namely, we will concern with the quantum unit disc which is a homogeneous space of the quantum group $`SU(1,1)`$, and q is the parameter used in the theory of quantum groups . Of course, all our formulae become the classical ones at the limit $`q1`$.

The statement of our main result (Theorem 2.2) is: for any finite function $`f`$ in the quantum unit disc the following equalities hold

$$\mathrm{\Delta }_q^1f=\underset{𝕌_q}{}𝔾_1f𝑑\nu ,$$
(1.1)
$$\mathrm{\Delta }_q^2f=\underset{𝕌_q}{}𝔾_2f𝑑\nu ,$$
(1.2)
(here $`\mathrm{\Delta }_q`$ and $`\underset{𝕌_q}{}d\nu `$ are q-analogues of the $`SU(1,1)`$-invariant Laplace operator and invariant integral in the unit disc respectively, $`𝔾_1`$ and $`𝔾_2`$ are certain kernels given by explicit formulae (2.17),(2.18); precise definitions are to be found below).

Let us outline ideas of the paper. In the classical case all the integral operators we are interested in are intertwining (i.e., they commute with the action of the group $`SU(1,1)`$ in spaces of functions in the unit disc). Thus the kernels of these operators are functions in the simplest one:

$$\frac{\left(1z\overline{z}\right)\left(1\zeta \overline{\zeta }\right)}{\left(1z\overline{\zeta }\right)\left(1\zeta \overline{z}\right)}.$$
(1.3)
In  an algebra was considered of kernels of integral operators in the quantum disc, and q-analogues were obtained of integer negative powers of (1.3):

$$G_l=\left\{\left(1\zeta \zeta ^{}\right)^l(q^2z^{}\zeta ;q^2)_l(z\zeta ^{};q^2)_l\left(1z^{}z\right)^l\right\},$$
(1.4)
with $`(a;q)_l\stackrel{\mathrm{def}}{=}\left(1a\right)\left(1aq\right)\mathrm{}\left(1aq^{l1}\right)`$. Furthermore, the kernels $`G_l`$ may be defined for any $`l`$ by ”analytic continuation” in the parameter $`q^{2l}`$ (see  or Section 2 of the present paper).

In the classical case ”any” function of the kernel (1.3) can be expanded in integral by powers of this kernel using the Melline transform. It turned out that in the quantum case as well as in the classical one the kernels $`𝔾_1`$, $`𝔾_2`$ of the intertwining integral operators $`\mathrm{\Delta }_q^1`$, $`\mathrm{\Delta }_q^2`$ can be written in the form

$$𝔾_1=G_l𝑑\sigma _1\left(l\right),$$

$$𝔾_2=G_l𝑑\sigma _2\left(l\right),$$

with some distributions $`d\sigma _1\left(l\right)`$, $`d\sigma _2\left(l\right)`$. We find these integrals applying the operators $`\mathrm{\Delta }_q^1`$, $`\mathrm{\Delta }_q^2`$ to a q-analogue (denoted by $`f_0`$ in the text) of the delta-function at the centre of the disc.

## 2 Statement of results

First of all, we remind some notations and results on function theory in the quantum unit disc (see -).

Let $`q(0;1)`$. We impose the notation $`\mathrm{Pol}\left(\right)_q`$ for the involutive algebra given by its generator $`z`$ and the unique commutation relation

$$z^{}z=q^2zz^{}+1q^2.$$
(2.1)
Let $`y\stackrel{\mathrm{def}}{=}1zz^{}.`$ It is straightforward that $`y=y^{}`$,

$$z^{}y=q^2yz^{},zy=q^2yz,$$
(2.2)
and any element $`f\mathrm{Pol}\left(\right)_q`$ admits a unique decomposition

$$f=\underset{m>0}{}z^m\psi _m\left(y\right)+\psi _0\left(y\right)+\underset{m>0}{}\psi _m\left(y\right)z^m.$$
(2.3)
It is also not hard to show that the algebra $`\mathrm{Pol}\left(\right)_q`$ admits a unique up to unitary equivalence faithful $``$-representation by bounded operators in a Hilbert space and the spectrum of the operator, corresponding to the element $`y`$, is the set $`\left\{0\right\}q^{2_+}`$ (we shall use notation $`y`$ both for the element of the polynomial algebra as well as for an indeterminate in the set $`q^{2_+}`$). This allows one to introduce the algebra $`D\left(𝕌\right)_q`$ of finite functions in the quantum unit disc. By the definition it consists of finite series of the form (2.3) with $`\mathrm{supp}\psi _mq^{2_+}`$, $`\mathrm{card}\left(\mathrm{supp}\psi _m\right)<\mathrm{}`$.

The linear functional \[7, Theorem 3.5\]

$$\underset{𝕌_q}{}f𝑑\nu \stackrel{\mathrm{def}}{=}\left(1q^2\right)\underset{m=o}{\overset{\mathrm{}}{}}\psi _0\left(q^{2m}\right)q^{2m},$$
(2.4)
where $`f=_{m>0}z^m\psi _m\left(y\right)+\psi _0\left(y\right)+_{m>0}\psi _m\left(y\right)z^mD\left(𝕌\right)_q`$, is a q-analogue for the $`SU(1,1)`$-invariant integral in the unit disc (see Section 3). We impose the notation $`L^2\left(d\nu \right)_q`$ for the completion of $`D\left(𝕌\right)_q`$ with respect to the norm

$$f\stackrel{\mathrm{def}}{=}\left(\underset{𝕌_q}{}f^{}f𝑑\nu \right)^{\frac{1}{2}}.$$
(2.5)
We need the well known first-order differential calculus over $`\mathrm{Pol}\left(\right)_q`$. It is a $`\mathrm{Pol}\left(\right)_q`$-module $`\mathrm{\Omega }^1\left(\right)_q`$ given by its generators $`dz`$, $`dz^{}`$, and the commutation relations

$$zdz=q^2dzz,z^{}dz^{}=q^2dz^{}z^{},z^{}dz=q^2dzz^{},zdz^{}=q^2dz^{}z,$$
(2.6)
and equipped with a linear map $`d:\mathrm{Pol}\left(\right)_q\mathrm{\Omega }^1\left(\right)_q`$ such that

1. $`d:zdz,z^{}dz^{};`$

2. $`d\left(f_1f_2\right)=df_1f_2+f_1df_2`$ for any $`f_1,f_2\mathrm{Pol}\left(\right)_q`$ (the Leibniz rule).

The partial derivatives $`\frac{}{z}`$, $`\frac{}{z^{}}`$ in $`\mathrm{Pol}\left(\right)_q`$ are given by

$$df=dz\frac{f}{z}+dz^{}\frac{f}{z^{}}.$$

The operator

$$\mathrm{\Delta }_qf\stackrel{\mathrm{def}}{=}\left(1zz^{}\right)^2\frac{}{z^{}}\frac{}{z}f$$
(2.7)
is a q-analogue of the invariant Laplacian in the unit disc (see ).

One can define the operators $`\frac{}{z}`$, $`\frac{}{z^{}}`$, $`\mathrm{\Delta }_q`$ on the space of finite functions (it is sufficient to use the formulae

$$df\left(y\right)=q^2\frac{f\left(y\right)f\left(q^2y\right)}{yyq^2}z^{}dzz\frac{f\left(y\right)f\left(q^2y\right)}{yyq^2}dz^{},$$

$$f\left(y\right)dz=dzf\left(y\right),$$

$$f\left(y\right)dz^{}=dz^{}f\left(y\right),$$

for $`f\mathrm{Pol}\left(\right)_q`$).

The following result was announced in \[6, Proposition 3.2\]:

###### Theorem 2.1

The operator $`\mathrm{\Delta }_q`$ can be extended to the selfadjoint bounded invertible operator in $`L^2(d\nu )_q`$.

To formulate our results we need the notion of an integral operator in the quantum case.

Impose the notation $`D\left(𝕌\times 𝕌\right)_q^{}`$ for the space of formal series of the form

$$f=\underset{(i,j)^2}{}f_{ij},$$
(2.8)
$$f_{ij}=\{\begin{array}{cc}z^i1\psi _{ij}(y1,1y)1z^j,\hfill & \hfill i0,j0,\\ z^i1\psi _{ij}(y1,1y)1z^j,\hfill & \hfill i0,j<0,\\ z^i1\psi _{ij}(y1,1y)1z^j,\hfill & \hfill i<0,j0,\\ z^i1\psi _{ij}(y1,1y)1z^j,\hfill & \hfill i<0,j<0,\end{array}$$
(2.9)
with $`\left\{\psi _{ij}\right\}`$ being any functions on $`q^{2_+}\times q^{2_+}`$. It is convenient in the sequel to write $`z,y,z^{},\zeta ,\eta ,\zeta ^{}`$ instead of $`z1,y1,z^{}1,1z,1y,1z^{}`$, respectively. Note that $`D\left(𝕌\times 𝕌\right)_q^{}`$ can be made into a topological vector space. We describe the topology in Section 3.

Let $`D\left(𝕌\right)_q^{}`$ be the space of formal series of the form (2.3) with $`\left\{\psi _m\left(y\right)\right\}_m`$ being any functions on $`q^{2_+}`$. Then one shows that for any $`KD\left(𝕌\times 𝕌\right)_q^{}`$ the map

$$\underset{𝕌_q}{}Kf𝑑\nu \stackrel{\mathrm{def}}{=}id\nu \left(K1f\right),fD\left(𝕌\right)_q,\nu \left(f\right)\stackrel{\mathrm{def}}{=}\underset{𝕌_q}{}f𝑑\nu ,$$

is a well defined operator from $`D\left(𝕌\right)_q`$ into $`D\left(𝕌\right)_q^{}`$. (Indeed, it follows from the relations

$$z^{}\varphi \left(y\right)=\varphi \left(q^2y\right)z^{},z\varphi \left(y\right)=\varphi \left(q^2y\right)z,\mathrm{supp}\varphi q^{2_+}$$

and

$$z^kz^k=\left(1q^2y\right)\left(1q^4y\right)\mathrm{}\left(1q^{2k}y\right),z^kz^k=\left(1y\right)\left(1q^2y\right)\mathrm{}\left(1q^{2k+2}y\right),$$

that $`D\left(𝕌\right)_q^{}`$ is a $`D\left(𝕌\right)_q`$-bimodule. Now to prove the correctness of the definition it sufficies to observe that for a finite $`f_2\left(y\right)`$

$$\underset{𝕌_q}{}z^kf_1\left(y\right)z^jf_2\left(y\right)𝑑\nu =0,k0\mathrm{or}j0,$$

$$\underset{𝕌_q}{}f_1\left(y\right)z^kz^jf_2\left(y\right)𝑑\nu =0,kj,$$

$$\underset{𝕌_q}{}f_1\left(y\right)z^kf_2\left(y\right)z^j𝑑\nu =0,k0\mathrm{or}j0,$$

$$\underset{𝕌_q}{}z^kf_1\left(y\right)f_2\left(y\right)z^jd\nu =0,kj.)$$

Such operators can be treated as integral operators.

We have already mentioned (see (1.4)) one important set of kernels introduced in \[8, Section 6\]:

$$G_l=\left\{\left(1\zeta \zeta ^{}\right)^l(q^2z^{}\zeta ;q^2)_l(z\zeta ^{};q^2)_l\left(1z^{}z\right)^l\right\},l=1,2,3\mathrm{},$$
(2.10)
where $`(a;q)_n\stackrel{\mathrm{def}}{=}\left(1a\right)\left(1aq\right)\mathrm{}\left(1aq^{n1}\right)`$, and the brackets $`\left\{\right\}`$ indicate that $`z,z^{}`$ should be multiplied within the algebra $`\mathrm{Pol}\left(\right)_q^{op}`$ derived from $`\mathrm{Pol}\left(\right)_q`$ by replacing its product to the opposite one (for example, $`\left\{zz^{}\right\}=z^{}z`$). These kernels are invariant in a sense (we explain the term ”invariant” in Section 3; see also ) and therefore may be regarded as q-analogues of the kernels

$$\left(\frac{\left(1z\overline{z}\right)\left(1\zeta \overline{\zeta }\right)}{\left(1z\overline{\zeta }\right)\left(1\zeta \overline{z}\right)}\right)^l,$$
(2.11)
with $`l`$ being a positive integer number. Using relation (1.3.2) from  one can rewrite

$$G_l=\underset{k=0}{\overset{\mathrm{}}{}}\underset{n=0}{\overset{\mathrm{}}{}}q^{2k}\frac{(q^{2l};q^2)_k(q^{2l};q^2)_n}{(q^2;q^2)_k(q^2;q^2)_n}z^ny^lz^k\zeta ^k\eta ^l\zeta ^n,$$
(2.12)
(the sum is finite). It is evident that for any finite functions $`\varphi _1,\varphi _2`$ the function $`t\stackrel{\mathrm{def}}{=}q^{2l}g_{\varphi _1,\varphi _2}\left(t\right)\stackrel{\mathrm{def}}{=}\underset{𝕌_q}{}\varphi _1\left(\underset{𝕌_q}{}G_l\varphi _2𝑑\nu \right)𝑑\nu `$ belongs to $`[t,t^1]`$. This observation allows one to prove (just as it was done in ) that there exists a unique vector-function of a complex variable $`t`$ with values in $`D\left(𝕌\times 𝕌\right)_q^{}`$ which coincides with the right side of (2.12) for $`tq^2`$. In the sequel $`G_l`$ will stand for this ”analytic continuation”. In this way one obtains q-analogues of (2.11) for any complex power $`l`$.

We will need also the kernels

$$\widehat{G}_N\stackrel{\mathrm{def}}{=}\underset{lN}{lim}\frac{G_lG_N}{lN},N=1,2,\mathrm{}$$
(2.13)
(the limit in the topology mentioned above).

Remark. Let

$$L_0\left(\xi \right)=0,L_k\left(\xi \right)\stackrel{\mathrm{def}}{=}\frac{1}{1\xi }+\frac{q^2}{1q^2\xi }+\mathrm{}+\frac{q^{2k2}}{1q^{2k2}\xi },k=1,2,\mathrm{},\mathrm{}.$$

Using (2.12) and formulae

$$\frac{d}{dl}y^l=\mathrm{ln}yy^l,\frac{d}{dl}(q^{2l};q^2)_n=hL_n\left(q^{2l}\right)(q^{2l};q^2)_n,$$

one can show that for $`h\stackrel{\mathrm{def}}{=}\mathrm{ln}q^2`$

$$\widehat{G}_N=\underset{k=0}{\overset{\mathrm{}}{}}\underset{n=0}{\overset{\mathrm{}}{}}q^{2k}\frac{(q^{2N};q^2)_k(q^{2N};q^2)_n}{(q^2;q^2)_k(q^2;q^2)_n}\mathrm{\Psi }_{N,k,n},$$
(2.14)
where

$$\mathrm{\Psi }_{N,k,n}\stackrel{\mathrm{def}}{=}h\left(L_k\left(q^{2N}\right)+L_n\left(q^{2N}\right)\right)z^ny^Nz^k\zeta ^k\eta ^N\zeta ^n+z^ny^N\mathrm{ln}\left(y\right)z^k\zeta ^k\eta ^N\zeta ^n$$

$$+z^ny^Nz^k\zeta ^k\eta ^N\mathrm{ln}\left(\eta \right)\zeta ^n.$$

Note that

$$\underset{q1}{lim}G_l=\left(\frac{\left(1z\overline{z}\right)\left(1\zeta \overline{\zeta }\right)}{\left(1z\overline{\zeta }\right)\left(1\zeta \overline{z}\right)}\right)^l,$$

$$\underset{q1}{lim}\widehat{G}_N=\left(\frac{\left(1z\overline{z}\right)\left(1\zeta \overline{\zeta }\right)}{\left(1z\overline{\zeta }\right)\left(1\zeta \overline{z}\right)}\right)^N\mathrm{ln}\left(\frac{\left(1z\overline{z}\right)\left(1\zeta \overline{\zeta }\right)}{\left(1z\overline{\zeta }\right)\left(1\zeta \overline{z}\right)}\right).$$

The principal result of the present work is

###### Theorem 2.2

For any $`fD(𝕌)_q`$

$$\mathrm{\Delta }_q^1f=\underset{𝕌_q}{}𝔾_1f𝑑\nu ,$$
(2.15)
$$\mathrm{\Delta }_q^2f=\underset{𝕌_q}{}𝔾_2f𝑑\nu ,$$
(2.16)
where

$$𝔾_1\stackrel{\mathrm{def}}{=}\underset{m=1}{\overset{\mathrm{}}{}}\frac{q^21}{q^{2m}1}G_m,$$
(2.17)
$$𝔾_2\stackrel{\mathrm{def}}{=}\underset{m=1}{\overset{\mathrm{}}{}}\frac{q^{2m2}\left(1+q^{2m}\right)\left(1q^2\right)^2}{\left(1q^{2m}\right)^2}G_m\frac{1q^2}{h}\underset{m=1}{\overset{\mathrm{}}{}}\frac{q^21}{q^{2m}1}\widehat{G}_m,$$
(2.18)
and $`G_m,\widehat{G}_m`$ are given by (2.12), (2.13), respectively.

## 3 Auxiliary result: radial part of the invariant Laplacian

It is easy to check by direct calculations that for any $`f\left(y\right)\mathrm{Pol}\left(\right)_q`$ or $`D\left(𝕌\right)_q`$

$$\mathrm{\Delta }_qf\left(y\right)=q^1y^2D\left(1qy\right)Df\left(y\right),$$

where

$$\left(Df\right)\left(t\right)\stackrel{\mathrm{def}}{=}\frac{f\left(q^1t\right)f\left(qt\right)}{q^1tqt}.$$

Let $`L^2\left(d\nu \right)_q^{\left(0\right)}\stackrel{\mathrm{def}}{=}\left\{f\left(y\right)D\left(𝕌\right)_q^{}\right|_{m=0}^{\mathrm{}}\left|f\left(q^{2m}\right)\right|^2q^{2m}<\mathrm{}\}.`$ The following proposition is proved in \[7, Lemma 5.5\]:

###### Proposition 3.1

$`\mathrm{\Delta }_q^{\left(0\right)}\stackrel{\mathrm{def}}{=}q^1y^2D\left(1qy\right)D`$ is a bounded selfadjoint invertible operator in $`L^2(d\nu )_q^{(0)}`$.

The term ”radial part of the invariant Laplacian in the quantum disc” stand for this operator.

Let $`f_0=f_0\left(y\right)`$ be such a finite function that

$$f_0=\{\begin{array}{cc}1\hfill & y=1,\hfill \\ 0\hfill & y=q^{2k},k=1,2,\mathrm{}.\hfill \end{array}$$
(3.1)
In this section we will prove the following

###### Theorem 3.2

$$\left(\mathrm{\Delta }_q^{\left(0\right)}\right)^1f_0=g_1\left(y\right),$$

$$\left(\mathrm{\Delta }_q^{\left(0\right)}\right)^2f_0=g_2\left(y\right),$$

where

$$g_1\left(y\right)=\left(1q^2\right)\underset{m=1}{\overset{\mathrm{}}{}}\frac{q^21}{q^{2m}1}y^m,$$
(3.2)
$$g_2\left(y\right)=\left(1q^2\right)$$

$$\times \left(\underset{m=1}{\overset{\mathrm{}}{}}\frac{q^{2m2}\left(1+q^{2m}\right)\left(1q^2\right)^2}{\left(1q^{2m}\right)^2}y^m\frac{1q^2}{h}\mathrm{ln}y\underset{m=1}{\overset{\mathrm{}}{}}\frac{q^21}{q^{2m}1}y^m\right).$$
(3.3)
Remind some well known notations :

$$(a;q)_n\stackrel{\mathrm{def}}{=}\left(1a\right)\left(1aq\right)\mathrm{}\left(1aq^{n1}\right),$$

$$(a;q)_{\mathrm{}}\stackrel{\mathrm{def}}{=}\left(1a\right)\left(1aq\right)\mathrm{}\left(1aq^{n1}\right)\mathrm{},$$

$$\mathrm{\Gamma }_q\left(x\right)=\frac{(q;q)_{\mathrm{}}}{(q^x;q)_{\mathrm{}}}\left(1q\right)^{1x},$$

$${}_{r}{}^{}\mathrm{\Phi }_{s}^{}\left[\genfrac{}{}{0pt}{}{a_1,a_2,\mathrm{},a_r;q;z}{b_1,\mathrm{},b_s}\right]$$

$$=\underset{n_+}{}\frac{(a_1;q)_n(a_2;q)_n\mathrm{}(a_r;q)_n}{(b_1;q)_n(b_2;q)_n\mathrm{}(b_s;q)_n(q;q)_n}\left(\left(1\right)^nq^{\frac{n\left(n1\right)}{2}}\right)^{1+sr}z^n,$$

$$\underset{0}{\overset{1}{}}f\left(y\right)d_{q^2}y=\left(1q^2\right)\underset{m=0}{\overset{\mathrm{}}{}}f\left(q^{2m}\right)q^{2m}.$$

We will use the following results from :

###### Proposition 3.3

The functions

$$\phi _\rho \left(y\right)\underset{3}{\overset{\mathrm{def}}{=}}\mathrm{\Phi }_2\left[\genfrac{}{}{0pt}{}{y^1,q^{1+2i\rho },q^{12i\rho };q^2;q^2}{q^2,0}\right],$$
(3.4)
$$\psi _\rho \left(y\right)\stackrel{\mathrm{def}}{=}y^{\frac{1}{2}i\rho }_2\mathrm{\Phi }_1\left[\genfrac{}{}{0pt}{}{q^{12i\rho },q^{12i\rho };q^2;q^2y}{q^{24i\rho }}\right],$$
(3.5)
and $`\psi _\rho (y)`$ for $`\rho \backslash \frac{1}{2i}`$ are solutions of the equation

$$\mathrm{\Delta }_q^{\left(0\right)}f\left(y\right)=\lambda \left(\rho \right)f\left(y\right),$$

where

$$\lambda \left(\rho \right)=\frac{\left(1q^{1+2i\rho }\right)\left(1q^{12i\rho }\right)}{\left(1q^2\right)^2}.$$

Moreover,

$$\phi _\rho \left(y\right)=\frac{\mathrm{\Gamma }_{q^2}\left(2i\rho \right)}{\mathrm{\Gamma }_{q^2}^2\left(\frac{1}{2}+i\rho \right)}\psi _\rho \left(y\right)+\frac{\mathrm{\Gamma }_{q^2}\left(2i\rho \right)}{\mathrm{\Gamma }_{q^2}^2\left(\frac{1}{2}i\rho \right)}\psi _\rho \left(y\right).$$
(3.6)
Remark. $`\phi _\rho \left(y\right)`$ is a q-analogue of the spherical function in the unit disc (see ).

###### Proposition 3.4

\[9, Corollary 4.2\]. The spectrum of $`\mathrm{\Delta }_q^{(0)}`$ is simple purely continuous and coincides with the segment

$$[\frac{1}{\left(1q\right)^2};\frac{1}{\left(1+q\right)^2}].$$

###### Proposition 3.5

\[9, Proposition 4.17\]. Consider the Borel measure $`d\sigma `$ on the segment $`[0;\frac{2\pi }{h}]`$ ($`h=\mathrm{ln}q^2`$) given by

$$d\sigma \left(\rho \right)=\frac{1}{4\pi }\frac{h}{1q^2}\frac{\mathrm{\Gamma }_{q^2}^2\left(\frac{1}{2}i\rho \right)\mathrm{\Gamma }_{q^2}^2\left(\frac{1}{2}+i\rho \right)}{\mathrm{\Gamma }_{q^2}\left(2i\rho \right)\mathrm{\Gamma }_{q^2}\left(2i\rho \right)}d\rho .$$
(3.7)
Then the linear operator

$$f\left(y\right)\widehat{f}\left(\rho \right)\stackrel{\mathrm{def}}{=}\underset{0}{\overset{1}{}}\phi _\rho \left(y\right)f\left(y\right)y^2d_{q^2}y,$$
(3.8)
defined on functions with finite supports inside $`q^{2_+}`$ is extendable by continuity to a unitary operator

$$u:L^2\left(d\nu \right)_q^{\left(0\right)}L^2\left(d\sigma \right).$$

For all $`fL^2(d\nu )_q^{(0)}`$

$$u\mathrm{\Delta }_q^{\left(0\right)}f=\lambda \left(\rho \right)uf,$$
(3.9)
and the inverse operator is

$$f\left(\rho \right)\underset{0}{\overset{2\pi /h}{}}\phi _\rho \left(y\right)f\left(\rho \right)𝑑\sigma \left(\rho \right).$$
(3.10)
Remark. Formulae (3.8), (3.10) present a decomposing in eigenfunctions of the operator $`\mathrm{\Delta }_q^{\left(0\right)}`$. The function $`\widehat{f}\left(\rho \right)`$ is called the spherical transform of $`f\left(y\right)`$ while $`f\left(y\right)`$ is the inverse spherical transform for $`\widehat{f}\left(\rho \right)`$.

Now let us turn to proving of Theorem 3.2

###### Lemma 3.6

Let $`g_m(y)`$ stand for the function such that

$$\mathrm{\Delta }_q^{\left(0\right)m}g_m\left(y\right)=f_0.$$
(3.11)
Then

$$g_m\left(q^{2N}\right)=\left(1\right)^m\left(1q^2\right)^{2m}(q^2;q^2)_{\mathrm{}}q^N\underset{k=0}{\overset{\mathrm{}}{}}\frac{q^{2Nk+2k}}{(q^2;q^2)_k}$$

$$\times \mathrm{Res}_{\tau =q}\left(\frac{\tau ^{N+m1}\left(1\tau ^2\right)(q^{2k+2}\tau ^2;q^2)_{\mathrm{}}d\tau }{\left(\tau q\right)^m\left(1q\tau \right)^m(q^{2k+1}\tau ;q^2)_{\mathrm{}}^2}\right).$$
(3.12)
Proof of the lemma. Applying the spherical transform to the both sides of (3.11), using (3.9) and equality $`\phi _\rho \left(1\right)=1`$ we get

$$\lambda \left(\rho \right)^m\widehat{g}_m\left(\rho \right)=1q^2$$
(3.13)
and then

$$\widehat{g}_m\left(\rho \right)=\left(1\right)^m\frac{\left(1q^2\right)^{2m+1}}{\left(1q^{1+2i\rho }\right)^m\left(1q^{12i\rho }\right)^m}.$$
(3.14)
Now to obtain $`g_m\left(y\right)`$ in an explicit form it is sufficient to apply the inverse spherical transform to the both sides of (3.14), i.e.,

$$g_m\left(y\right)=\left(1\right)^m\left(1q^2\right)^{2m+1}\underset{0}{\overset{2\pi /h}{}}\frac{\phi _\rho \left(y\right)}{\left(1q^{1+2i\rho }\right)^m\left(1q^{12i\rho }\right)^m}𝑑\sigma \left(\rho \right).$$
(3.15)
Next, to compute the integral in the right side of (3.15) we replace $`\phi _\rho \left(y\right)`$ by its decomposition into sum of two items (cf.(3.6)):

$$g_m\left(y\right)=c_m\underset{0}{\overset{2\pi /h}{}}\frac{\psi _\rho \left(y\right)}{\left(1q^{1+2i\rho }\right)^m\left(1q^{12i\rho }\right)^m}\frac{\mathrm{\Gamma }_{q^2}^2\left(\frac{1}{2}i\rho \right)}{\mathrm{\Gamma }_{q^2}\left(2i\rho \right)}𝑑\rho $$

$$+c_m\underset{0}{\overset{2\pi /h}{}}\frac{\psi _\rho \left(y\right)}{\left(1q^{1+2i\rho }\right)^m\left(1q^{12i\rho }\right)^m}\frac{\mathrm{\Gamma }_{q^2}^2\left(\frac{1}{2}+i\rho \right)}{\mathrm{\Gamma }_{q^2}\left(2i\rho \right)}𝑑\rho ,$$
(3.16)
where $`c_m=\frac{\left(1\right)^m}{4\pi }\left(1q^2\right)^{2m}h`$.

The two integrals in the right side of (3.16) are equal to each other (to check this one should replace $`\rho `$ by $`\rho `$ in the former integral and observe that all the functions under the integrals are $`\frac{2\pi }{h}`$-periodic).

Hence

$$g_m\left(y\right)=\frac{\left(1\right)^m}{2\pi }\left(1q^2\right)^{2m}h\underset{0}{\overset{2\pi /h}{}}\frac{\psi _\rho \left(y\right)}{\left(1q^{1+2i\rho }\right)^m\left(1q^{12i\rho }\right)^m}\frac{\mathrm{\Gamma }_{q^2}^2\left(\frac{1}{2}i\rho \right)}{\mathrm{\Gamma }_{q^2}\left(2i\rho \right)}𝑑\rho .$$
(3.17)
Now let us make use of the equalities

$$\psi _\rho \left(y\right)=y^{1/2i\rho }\underset{k=0}{\overset{\mathrm{}}{}}\frac{(q^{12i\rho };q^2)_k^2}{(q^{24i\rho };q^2)_k(q^2;q^2)_k}q^{2k}y^k$$
(3.18)
and

$$\frac{\mathrm{\Gamma }_{q^2}^2\left(\frac{1}{2}i\rho \right)}{\mathrm{\Gamma }_{q^2}\left(2i\rho \right)}=\frac{\frac{(q^2;q^2)_{\mathrm{}}^2}{(q^{12i\rho };q^2)_{\mathrm{}}^2}\left(1q^2\right)^{1+2i\rho }}{\frac{(q^2;q^2)_{\mathrm{}}}{(q^{4i\rho };q^2)_{\mathrm{}}}\left(1q^2\right)^{1+2i\rho }}=(q^2;q^2)_{\mathrm{}}\frac{(q^{4i\rho };q^2)_{\mathrm{}}}{(q^{12i\rho };q^2)_{\mathrm{}}^2}.$$
(3.19)
Thus

$$g_m\left(y\right)=\frac{\left(1\right)^mh}{2\pi }\left(1q^2\right)^{2m}(q^2;q^2)_{\mathrm{}}y^{1/2}\underset{k=0}{\overset{\mathrm{}}{}}\frac{q^{2k}y^k}{(q^2;q^2)_k}$$

$$\times \underset{0}{\overset{2\pi /h}{}}\frac{1}{\left(1q^{1+2i\rho }\right)^m\left(1q^{12i\rho }\right)^m}\frac{(q^{12i\rho };q^2)_k^2}{(q^{24i\rho };q^2)_k}\frac{(q^{4i\rho };q^2)_{\mathrm{}}}{(q^{12i\rho };q^2)_{\mathrm{}}^2}y^{i\rho }d\rho $$

(we have exchanged summation over $`k`$ and integration over $`[0;\frac{2\pi }{h}]`$ because of the uniform convergence of the series (3.18) for any fixed $`yq^{2_+}`$).

Let $`y=q^{2N}`$. Remind that $`q=e^{h/2}`$. Then

$$\underset{0}{\overset{2\pi /h}{}}\frac{1}{\left(1q^{1+2i\rho }\right)^m\left(1q^{12i\rho }\right)^m}\frac{(q^{12i\rho };q^2)_k^2}{(q^{24i\rho };q^2)_k}\frac{(q^{4i\rho };q^2)_{\mathrm{}}}{(q^{12i\rho };q^2)_{\mathrm{}}^2}q^{2Ni\rho }𝑑\rho $$

$$=\underset{0}{\overset{2\pi /h}{}}\frac{1}{\left(1qe^{hi\rho }\right)^m\left(1qe^{hi\rho }\right)^m}\frac{(qe^{hi\rho };q^2)_k^2}{(q^2e^{2hi\rho };q^2)_k}\frac{(e^{2hi\rho };q^2)_{\mathrm{}}}{(qe^{hi\rho };q^2)_{\mathrm{}}^2}e^{hNi\rho }𝑑\rho $$

$$=\frac{1}{hi}\underset{𝕋}{}\frac{1}{\left(1\frac{q}{\tau }\right)^m\left(1q\tau \right)^m}\frac{(q\tau ;q^2)_k^2}{(q^2\tau ^2;q^2)_k}\frac{(\tau ^2;q^2)_{\mathrm{}}}{(q\tau ;q^2)_{\mathrm{}}^2}\tau ^{N1}𝑑\tau $$

$$=\frac{1}{hi}\underset{𝕋}{}\frac{\tau ^{N+m1}}{\left(\tau q\right)^m\left(1q\tau \right)^m}\left(1\tau ^2\right)\frac{(q^{2k+2}\tau ^2;q^2)_{\mathrm{}}}{(q^{2k+1}\tau ;q^2)_{\mathrm{}}^2}𝑑\tau .$$

This completes the proof of the lemma. $`\mathrm{}`$

Thus by Lemma 3.6 we have

$$g_1\left(q^{2N}\right)=\left(1q^2\right)^2(q^2;q^2)_{\mathrm{}}q^{2N}\underset{k=0}{\overset{\mathrm{}}{}}\frac{q^{2Nk+2k}}{(q^2;q^2)_k}\frac{(q^{2k+4};q^2)_{\mathrm{}}}{(q^{2k+2};q^2)_{\mathrm{}}^2}$$

$$=\left(1q^2\right)^2(q^2;q^2)_{\mathrm{}}q^{2N}\underset{k=0}{\overset{\mathrm{}}{}}\frac{q^{2Nk+2k}}{(q^2;q^2)_k\left(1q^{2k+2}\right)(q^{2k+2};q^2)_{\mathrm{}}}$$

$$=\left(1q^2\right)^2(q^2;q^2)_{\mathrm{}}q^{2N}\underset{k=0}{\overset{\mathrm{}}{}}\frac{q^{2Nk+2k}}{\left(1q^{2k+2}\right)(q^2;q^2)_{\mathrm{}}}.$$

Hence

$$g_1\left(y\right)=\left(1q^2\right)\underset{m=1}{\overset{\mathrm{}}{}}\frac{q^21}{q^{2m}1}y^m.$$
(3.20)
For $`g_2`$ the calculations are much more complicated

$$\mathrm{Res}_{\tau =q}\left(\frac{\tau ^{N+1}\left(1\tau ^2\right)(q^{2k+2}\tau ^2;q^2)_{\mathrm{}}d\tau }{\left(\tau q\right)^2\left(1q\tau \right)^2(q^{2k+1}\tau ;q^2)_{\mathrm{}}^2}\right)$$

$$=\frac{d}{d\tau }\left(\frac{\tau ^{N+1}\left(1\tau ^2\right)}{\left(1q\tau \right)^2}(q^{2k+2}\tau ^2;q^2)_{\mathrm{}}\frac{1}{(q^{2k+1}\tau ;q^2)_{\mathrm{}}^2}\right)_{\tau =q}.$$

One proves that

$$\frac{d}{d\tau }(\tau ;q^2)_{\mathrm{}}=(\tau ;q^2)_{\mathrm{}}L_{\mathrm{}}\left(\tau \right)$$

(here we use the notation $`L_{\mathrm{}}`$ from Section 2). Thus

$$\frac{d}{d\tau }\left(\frac{\tau ^{N+1}\left(1\tau ^2\right)}{\left(1q\tau \right)^2}(q^{2k+2}\tau ^2;q^2)_{\mathrm{}}\frac{1}{(q^{2k+1}\tau ;q^2)_{\mathrm{}}^2}\right)$$

$$=\frac{\left(N+1\right)\tau ^N\left(N+3\right)\tau ^{N+2}}{\left(1q\tau \right)^2}\frac{(q^{2k+2}\tau ^2;q^2)_{\mathrm{}}}{(q^{2k+1}\tau ;q^2)_{\mathrm{}}^2}$$

$$+\frac{2q\left(\tau ^{N+1}\tau ^{N+3}\right)}{\left(1q\tau \right)^3}\frac{(q^{2k+2}\tau ^2;q^2)_{\mathrm{}}}{(q^{2k+1}\tau ;q^2)_{\mathrm{}}^2}+\frac{\tau ^{N+1}\tau ^{N+3}}{\left(1q\tau \right)^2}$$

$$\times \left(2q^{2k+2}\tau L_{\mathrm{}}\left(q^{2k+2}\tau ^2\right)\frac{(q^{2k+2}\tau ^2;q^2)_{\mathrm{}}}{(q^{2k+1}\tau ;q^2)_{\mathrm{}}^2}+2q^{2k+1}L_{\mathrm{}}\left(q^{2k+1}\tau \right)\frac{(q^{2k+2}\tau ^2;q^2)_{\mathrm{}}}{(q^{2k+1}\tau ;q^2)_{\mathrm{}}^2}\right).$$

For $`\tau =q`$ we get

$$\frac{\left(N+1\right)q^N\left(N+3\right)q^{N+2}}{\left(1q^2\right)^2}\frac{(q^{2k+4};q^2)_{\mathrm{}}}{(q^{2k+2};q^2)_{\mathrm{}}^2}+\frac{2q\left(q^{N+1}q^{N+3}\right)}{\left(1q^2\right)^3}\frac{(q^{2k+4};q^2)_{\mathrm{}}}{(q^{2k+2};q^2)_{\mathrm{}}^2}$$

$$\frac{q^{N+1}q^{N+3}}{\left(1q^2\right)^2}2q^{2k+3}L_{\mathrm{}}\left(q^{2k+4}\right)\frac{(q^{2k+4};q^2)_{\mathrm{}}}{(q^{2k+2};q^2)_{\mathrm{}}^2}$$

$$+\frac{q^{N+1}q^{N+3}}{\left(1q^2\right)^2}2q^{2k+1}L_{\mathrm{}}\left(q^{2k+2}\right)\frac{(q^{2k+4};q^2)_{\mathrm{}}}{(q^{2k+2};q^2)_{\mathrm{}}^2}$$

$$=q^N\frac{\left(N+1\right)\left(N+3\right)q^2}{\left(1q^2\right)^2}\frac{1}{\left(1q^{2k+2}\right)(q^{2k+2};q^2)_{\mathrm{}}}$$

$$+\frac{2q^{N+2}}{\left(1q^2\right)^2}\frac{1}{\left(1q^{2k+2}\right)(q^{2k+2};q^2)_{\mathrm{}}}$$

$$\frac{q^{N+1}}{\left(1q^2\right)}2q^{2k+3}L_{\mathrm{}}\left(q^{2k+4}\right)\frac{1}{\left(1q^{2k+2}\right)(q^{2k+2};q^2)_{\mathrm{}}}$$

$$+\frac{q^{N+1}}{\left(1q^2\right)}2q^{2k+1}L_{\mathrm{}}\left(q^{2k+2}\right)\frac{1}{\left(1q^{2k+2}\right)(q^{2k+2};q^2)_{\mathrm{}}}$$

$$=\frac{1}{\left(1q^2\right)\left(1q^{2k+2}\right)(q^{2k+2};q^2)_{\mathrm{}}}$$

$$\times \left(q^N\left(N+1\right)+2q^{2k+1}q^{N+1}\left(L_{\mathrm{}}\left(q^{2k+2}\right)q^2L_{\mathrm{}}\left(q^{2k+4}\right)\right)\right).$$

But

$$L_{\mathrm{}}\left(q^{2k+2}\right)q^2L_{\mathrm{}}\left(q^{2k+4}\right)=\underset{m=0}{\overset{\mathrm{}}{}}\frac{q^{2m}}{1q^{2m+2k+2}}\underset{m=0}{\overset{\mathrm{}}{}}\frac{q^{2m+2}}{1q^{2m+2k+4}}=\frac{1}{1q^{2k+2}}.$$

Hence finally we obtain

$$\mathrm{Res}_{\tau =q}\left(\frac{\tau ^{N+1}\left(1\tau ^2\right)(q^{2k+2}\tau ^2;q^2)_{\mathrm{}}d\tau }{\left(\tau q\right)^2\left(1q\tau \right)^2(q^{2k+1}\tau ;q^2)_{\mathrm{}}^2}\right)$$

$$=\frac{1}{\left(1q^2\right)\left(1q^{2k+2}\right)^2(q^{2k+2};q^2)_{\mathrm{}}}\left(q^N\left(N+1\right)\left(1q^{2k2}\right)+2q^Nq^{2k+2}\right),$$

and, using (3.12),

$$g_2\left(q^{2N}\right)=\left(1q^2\right)^3(q^2;q^2)_{\mathrm{}}q^{2N}\underset{k=0}{\overset{\mathrm{}}{}}\frac{q^{2Nk+2k}}{(q^2;q^2)_k\left(1q^{2k+2}\right)^2(q^{2k+2};q^2)_{\mathrm{}}}$$

$$\times \left(\left(N+1\right)\left(1q^{2k+2}\right)+2q^{2k+2}\right).$$

Now to complete the proof of Theorem 3.2 it is sufficient to replace $`q^{2N}`$ by $`y`$ and $`N`$ by $`\frac{1}{h}\mathrm{ln}y`$ in the last formula.

Remark.

1. The explicit form (3.2) of $`g_1\left(y\right)`$ was obtained in \[9, Proposition 1.1\] in another way.

2. The function $`g_2\left(y\right)`$ given by (3.3) can be treated as a q-analogue of Rogers’ dilogarithm.

## 4 Some more auxiliary results: quantum symmetry

Remind that the quantum universal enveloping algebra $`U_q𝔰𝔩_2`$ is a Hopf algebra over $``$ determined by the generators $`K,K^1,E,F`$ and the relations

$$KK^1=K^1K=1,K^{\pm 1}E=q^{\pm 2}EK^{\pm 1},K^{\pm 1}F=q^2FK^{\pm 1},$$

$$EFFE=\left(KK^1\right)/\left(qq^1\right),$$

$$\mathrm{\Delta }\left(K^{\pm 1}\right)=K^{\pm 1}K^{\pm 1},\mathrm{\Delta }\left(E\right)=E1+KE,\mathrm{\Delta }\left(F\right)=FK^1+1F.$$

Note that

$$\epsilon \left(E\right)=\epsilon \left(F\right)=\epsilon \left(K^{\pm 1}1\right)=0,$$

$$S\left(K^{\pm 1}\right)=K^1,S\left(E\right)=K^1E,S\left(F\right)=FK,$$

with $`\epsilon :U_q𝔰𝔩_2`$ and $`S:U_q𝔰𝔩_2U_q𝔰𝔩_2`$ being respectively the counit and the antipode of $`U_q𝔰𝔩_2`$.

Let $`F`$ stand for an algebra over $``$ with a unit and equipped also with a structure of $`U_q𝔰𝔩_2`$-module. $`F`$ is called an $`U_q𝔰𝔩_2`$-module (covariant) algebra if

1. the multiplication $`m:FFF`$ is a morphism of $`U_q𝔰𝔩_2`$-modules;

2. for any $`\xi U_q𝔰𝔩_2`$

$$\xi \left(1\right)=\epsilon \left(\xi \right)1$$

(here $`1`$ is the unit of $`F`$). Note that an element $`v`$ of an $`U_q𝔰𝔩_2`$-module is called invariant if for any $`\xi U_q𝔰𝔩_2`$

$$\xi \left(v\right)=\epsilon \left(\xi \right)v.$$

Let $`M`$ be an $`U_q𝔰𝔩_2`$-module and $`F`$-bimodule for some covariant algebra $`F`$. Then $`M`$ is called covariant if the multiplication maps

$$m_L:FMM,m_R:MFM$$

are morphisms of $`U_q𝔰𝔩_2`$-modules.

Equip $`U_q𝔰𝔩_2`$ with the involution given by

$$E^{}=KF,F^{}=EK^1,\left(K^{\pm 1}\right)^{}=K^{\pm 1}.$$
(4.1)
$`U_q𝔰𝔲_{1,1}`$ is the $``$-Hopf algebra produced this way.

An involutive algebra $`F`$ is said to be $`U_q𝔰𝔲_{1,1}`$-module algebra (covariant $``$-algebra) if it is an $`U_q𝔰𝔩_2`$-module one and

$$\left(\xi f\right)^{}=\left(S\left(\xi \right)\right)^{}f^{}$$

for any $`\xi U_q𝔰𝔲_{1,1}`$ and $`fF`$.

It is very well known (see, for instance, ) that $`\mathrm{Pol}\left(\right)_q`$ can be equipped with a structure of a covariant $``$-algebra in the following way:

$$K^{\pm 1}z=q^{\pm 2}z,Ez=q^{1/2}z^2,Fz=q^{1/2},$$
(4.2)
$$K^{\pm 1}z^{}=q^2z^{},Ez^{}=q^{3/2},Fz=q^{5/2}z^2.$$
(4.3)
The formulae (4.2),(4.3) imply: for any polynomial $`f`$

$$\genfrac{}{}{0pt}{}{K^{\pm 1}f\left(y\right)=f\left(y\right),Ef\left(y\right)=\frac{q^{1/2}}{1q^2}z(f\left(y\right)f\left(q^2y\right)),}{Ff\left(y\right)=\frac{q^{5/2}}{1q^2}(f\left(y\right)f\left(q^2y\right))z^{}.}$$
(4.4)
(4.4) allow one to ”transfer” the structure of $`U_q𝔰𝔲_{1,1}`$-module from $`\mathrm{Pol}\left(\right)_q`$ onto $`D\left(𝕌\right)_q`$.

Remark.  The functional (2.4) possesses the following properties: for any $`fD\left(𝕌\right)_q`$, $`\xi U_q𝔰𝔩_2`$

$`1.\underset{𝕌_q}{}f^{}𝑑\nu =\underset{𝕌_q}{}f𝑑\nu `$ (follows from the definition);

$`2.\underset{𝕌_q}{}f^{}f𝑑\nu >0,f0`$ (\[7, Remark 3.6\]);

$`3.\underset{𝕌_q}{}\xi f𝑑\nu =\epsilon \left(\xi \right)\underset{𝕌_q}{}f𝑑\nu `$ (\[7, Theorem 3.5\]).

These properties allow one to regard the functional as a $`q`$-analogue of the $`SU(1,1)`$-invariant integral.

Note (see \[7, Proposition 4.1\]) that 1–3 imply: for any $`f_1,f_2D\left(𝕌\right)_q`$, $`\xi U_q𝔰𝔩_2`$

$$(\xi f_1,f_2)=(f_1,\xi ^{}f_2),$$
(4.5)
where $`(f_1,f_2)\stackrel{\mathrm{def}}{=}\underset{𝕌_q}{}f_2^{}f_1𝑑\nu .`$

The following formulae can be obtained

$$K^{\pm 1}z^jf\left(y\right)=q^{\pm 2j}z^jf\left(y\right),K^{\pm 1}f\left(y\right)z^j=q^{2j}f\left(y\right)z^j,$$
(4.6)
$$E\left(z^jf\left(y\right)\right)=\frac{q^{1/2}}{1q^2}z^{j+1}\left(f\left(y\right)q^{2j}f\left(q^2y\right)\right),$$
(4.7)
$$E\left(f\left(y\right)z^j\right)=\frac{q^{1/2}}{1q^2}\left(\left(yq^{2j}\right)f\left(y\right)+\left(1y\right)f\left(q^2y\right)\right)z^{\left(j1\right)},j1,$$
(4.8)
$$F\left(z^jf\left(y\right)\right)=\frac{q^{5/2}}{1q^2}z^{j1}\left(\left(yq^{2j}\right)f\left(y\right)+\left(1y\right)f\left(q^2y\right)\right),j1,$$
(4.9)
$$F\left(f\left(y\right)z^j\right)=\frac{q^{5/2}}{1q^2}\left(f\left(y\right)q^{2j}f\left(q^2y\right)\right)z^{\left(j+1\right)}.$$
(4.10)
Impose the notation $`l_{i,j}`$, $`i=0,1,2,\mathrm{},`$ $`j=0,\pm 1,\pm 2,\mathrm{},`$ for the functional

$$\underset{m>0}{}z^m\psi _m\left(y\right)+\psi _0\left(y\right)+\underset{m>0}{}\psi _m\left(y\right)z^m\psi _j\left(q^{2i}\right)$$

on the space $`D\left(𝕌\right)_q^{}`$ (see Section 1). Endow $`D\left(𝕌\right)_q^{}`$ with the weakest among the topologies in which all the linear functionals $`l_{i,j}`$ are continuous. Obviously, $`D\left(𝕌\right)_q`$ is a dense subspace in $`D\left(𝕌\right)_q^{}`$. As a straightforward consequence of (4.6)–(4.10) we get

###### Proposition 4.1

Any element $`\xi U_q𝔰𝔩_2`$ defines a continuous linear operator $`D(𝕌)_qD(𝕌)_q`$ (here $`D(𝕌)_q`$ is regarded as a topological vector space with the topology induced by the topology on $`D(𝕌)_q^{}`$ described above).

###### Corollary 4.2

The $`U_q𝔰𝔩_2`$-action on $`D(𝕌)_q`$ can be transferred by continuity onto the space $`D(𝕌)_q^{}`$.

In fact the $`U_q𝔰𝔩_2`$-module $`D\left(𝕌\right)_q^{}`$ is a covariant $`D\left(𝕌\right)_q`$-bimodule.

One can apply the above arguments to $`D\left(𝕌\right)_qD\left(𝕌\right)_q`$, $`D\left(𝕌\times 𝕌\right)_q^{}`$, $`\left\{l_{i,j}l_{m,n}\right\}`$ instead of $`D\left(𝕌\right)_q`$, $`D\left(𝕌\right)_q^{}`$, $`\left\{l_{i,j}\right\}`$ to make $`D\left(𝕌\times 𝕌\right)_q^{}`$ into a topological vector space and an $`U_q𝔰𝔩_2`$-module. The continuity of the $`U_q𝔰𝔩_2`$-action in $`D\left(𝕌\times 𝕌\right)_q^{}`$ may be proved just as in the case of $`D\left(𝕌\right)_q^{}`$.

The results listed below are proved in ,.

###### Proposition 4.3

\[7, Proposition 4.5\]. An integral operator with a kernel $`K`$ is a morphism of the $`U_q𝔰𝔩_2`$-module $`D(𝕌)_q`$ onto the $`U_q𝔰𝔩_2`$-module $`D(𝕌)_q^{}`$ iff $`K`$ is an invariant.

###### Proposition 4.4

\[8, Section 6\]. $`G_l`$ given by (2.12) is invariant for any $`l`$.

###### Proposition 4.5

\[7, Theorem 4.3, Proposition 5.2\] $`\mathrm{\Delta }_q`$ being regarded as an operator $`D(𝕌)_qD(𝕌)_q^{}`$ is a morphism of $`U_q𝔰𝔩_2`$-modules. Moreover, $`\mathrm{\Delta }_q=q^1\mathrm{\Omega }`$ where

$$\mathrm{\Omega }\stackrel{\mathrm{def}}{=}FE+\frac{1}{\left(q^1q\right)^2}\left(q^1K^1+qKqq^1\right)$$
(4.11)
is an element of the centre of $`U_q𝔰𝔩_2`$ called the Casimir element.

###### Proposition 4.6

\[7, Theorem 3.9\]. $`f_0`$ given by (3.1) generates the $`U_q𝔰𝔩_2`$-module $`D(𝕌)_q`$.

###### Corollary 4.7

Let $`A,B`$ be morphisms of $`U_q𝔰𝔩_2`$-modules $`D(𝕌)_qD(𝕌)_q^{}`$. Then $`A=B`$ iff $`Af_0=Bf_0`$.

## 5 Proof of Theorem 2.2: reduction to the results of Section 3 about radial part of the quantum Laplacian

Firstly it should be proved that the integral operators in the right-hand sides of (2.15) and (2.16) are well defined (i.e., $`𝔾_1`$ and $`𝔾_2`$ do belong the space $`D\left(𝕌\times 𝕌\right)_q^{}`$). It could be done just as in the case of $`G_l`$ and $`\widehat{G}_N`$ (see Section 1) and we don’t adduce such calculations.

###### Lemma 5.1

For any $`N`$ the kernel $`\widehat{G}_N`$ given by (2.13) is invariant.

Proof. In our case the invariance of $`\widehat{G}_N`$ means

$$E\left(\widehat{G}_N\right)=F\left(\widehat{G}_N\right)=\left(K^{\pm 1}1\right)\left(\widehat{G}_N\right)$$

and follows from the continuity of the $`U_q𝔰𝔩_2`$-action in $`D\left(𝕌\times 𝕌\right)_q^{}`$ and Proposition 4.4. $`\mathrm{}`$

###### Lemma 5.2

$$\underset{𝕌_q}{}𝔾_1f_0𝑑\nu =g_1\left(y\right),\underset{𝕌_q}{}𝔾_2f_0𝑑\nu =g_2\left(y\right),$$
(5.1)
where $`g_1(y)`$, $`g_2(y)`$ are given by (3.2) and (3.3) respectively.

Proof. (5.1) reduce to (2.12), (2.14) and the following equalities:

1. $`z^{}f_0=0`$ (see \[7, Proposition 3.1\]);

2. $`f\left(y\right)f_0=f\left(1\right)`$ (follows from the definition (3.1) of $`f_0`$);

3. $`\underset{𝕌_q}{}z^kf_0𝑑\nu =\{\begin{array}{cc}1q^2,\hfill & k=0,\hfill \\ 0,\hfill & k=1,2,\mathrm{}\hfill \end{array}`$ (follows from the definition (2.4) of the integral). $`\mathrm{}`$

Thus we have proved (Proposition 4.4, Lemma 5.1) that the operators in the right-hand sides of (2.15) and (2.16) are morphisms of $`U_q𝔰𝔩_2`$-modules. By Lemma 5.2 and Theorem 3.2

$$\underset{𝕌_q}{}𝔾_1f_0𝑑\nu =\mathrm{\Delta }_q^1f_0,$$

$$\underset{𝕌_q}{}𝔾_2f_0𝑑\nu =\mathrm{\Delta }_q^2f_0.$$

By Corollary 4.7 to complete the proof of Theorem 2.2 it suffices now to prove the following lemma.

###### Lemma 5.3

$`\mathrm{\Delta }_q^1`$ and $`\mathrm{\Delta }_q^2`$ being regarded as operators from $`D(𝕌)_q`$ onto $`D(𝕌)_q^{}`$ are morphisms of $`U_q𝔰𝔩_2`$-modules.

Proof. Let $`t_\varphi `$ be the automorphism of the algebra $`\mathrm{Pol}\left(\right)_q`$ given by

$$t_\varphi \left(z\right)=e^{i\varphi }z,t_\varphi \left(z^{}\right)=e^{i\varphi }z^{}.$$

Impose the same notation $`t_\varphi `$ for the automorphism

$$\underset{m>0}{}z^m\psi _m\left(y\right)+\psi _0\left(y\right)+\underset{m>0}{}\psi _m\left(y\right)z^m$$

$$\underset{m>0}{}e^{im\varphi }z^m\psi _m\left(y\right)+\psi _0\left(y\right)+\underset{m>0}{}e^{im\varphi }\psi _m\left(y\right)z^m$$

of the algebra $`D\left(𝕌\right)_q`$.

Obviously, each operator $`t_\varphi `$ can be extend to a unitary operator $`L^2\left(d\nu \right)_qL^2\left(d\nu \right)_q`$ and thus we obtain a unitary representation of the group $`U\left(1\right)`$.

Let’s prove that for any $`\varphi `$

$$t_\varphi \mathrm{\Delta }_q=\mathrm{\Delta }_qt_\varphi .$$

Indeed, let $`L_n`$ be the subspace in $`D\left(𝕌\right)_q`$ of function of the form $`z^nf\left(y\right)`$ (for $`n>0`$), $`f\left(y\right)`$ (for $`n=0`$) or $`f\left(y\right)z^n`$ (for $`n<0`$). Then it is obvious that

$$L_n=\{fD\left(𝕌\right)_q:t_\varphi \left(f\right)=e^{in\varphi }f,\varphi [0;2\pi )\}=\{fD\left(𝕌\right)_q:K\left(f\right)=q^{2n}f\}.$$

The latter equality and Proposition 4.5 imply $`\mathrm{\Delta }_q\left(L_n\right)L_n`$ and thus

$$t_\varphi \left(\mathrm{\Delta }_q\left(f\right)\right)=\mathrm{\Delta }_q\left(t_\varphi \left(f\right)\right)$$

for any $`t_\varphi `$ and $`fD\left(𝕌\right)_q`$.

Let $`\overline{L_n}`$ be the closure of $`L_n`$ in $`L^2\left(d\nu \right)_q`$. It is evident that $`\mathrm{\Delta }_q\left(\overline{L_n}\right)\overline{L_n}`$ and, moreover, $`\mathrm{\Delta }_q^1\left(\overline{L_n}\right)\overline{L_n}`$ (this follows from the invertibility of $`\mathrm{\Delta }_q`$).

Denote by $`L^2\left(d\nu \right)_q^{fin}`$ the space $`_n\overline{L_n}`$ (note that $`\overline{L_n}\overline{L_m}`$ for $`nm`$). We have established that

$$\mathrm{\Delta }_q\left(L^2\left(d\nu \right)_q^{fin}\right)L^2\left(d\nu \right)_q^{fin},$$

and

$$\mathrm{\Delta }_q^1\left(L^2\left(d\nu \right)_q^{fin}\right)L^2\left(d\nu \right)_q^{fin}.$$

Obviously, $`D\left(𝕌\right)_qL^2\left(d\nu \right)_q^{fin}`$ and therefore

$$\mathrm{\Delta }_q^m\left(D\left(𝕌\right)_q\right)L^2\left(d\nu \right)_q^{fin}$$

for any $`m`$.

To complete the proof of Lemma 5.3 it suffices to prove that $`L^2\left(d\nu \right)_q^{fin}`$ is an $`U_q𝔰l_2`$-submodule in $`D\left(𝕌\right)_q^{}`$. Thus we have to verify inclusions

$$K\left(L^2\left(d\nu \right)_q^{fin}\right)L^2\left(d\nu \right)_q^{fin},$$
(5.2)
$$E\left(L^2\left(d\nu \right)_q^{fin}\right)L^2\left(d\nu \right)_q^{fin},$$
(5.3)
$$F\left(L^2\left(d\nu \right)_q^{fin}\right)L^2\left(d\nu \right)_q^{fin}.$$
(5.4)
(5.2) is evident. Let us prove (5.3) ((5.4) can be proved in a similar way).

Formulae (4.8), (4.10), imply $`E\left(L_n\right)L_{n+1}`$ and we need to prove that $`E`$ is extendable onto $`\overline{L_n}`$. Let $`f\overline{L_n}`$. Then (see (4.5))

$$(Ef,Ef)=(f,E^{}Ef)\stackrel{\left(\mathrm{see}\left(\text{4.1}\right)\right)}{=}(f,KFEf)$$

$$\stackrel{\left(\mathrm{see}\left(\text{4.11}\right)\right)}{=}(f,K\left(\mathrm{\Omega }\frac{q^1K^1+qKq^1q}{\left(q^1q\right)^2}\right)f)$$

$$=(f,K\mathrm{\Omega }f)+(f,\frac{q^1+qK^2\left(q^1+q\right)K}{\left(q^1q\right)^2}f)$$

$$=q^{2n}(f,\mathrm{\Omega }f)+\frac{q^1+q^{4n+1}\left(q^1+q\right)q^{2n}}{\left(q^1q\right)^2}(f,f)$$

$$\stackrel{\left(\mathrm{Proposition}4.5\right)}{=}q^{2n+1}(f,\mathrm{\Delta }_qf)+\frac{q^1+q^{4n+1}\left(q^1+q\right)q^{2n}}{\left(q^1q\right)^2}(f,f).$$

So the boundedness of $`\mathrm{\Delta }_q`$ allows one to establish the boundedness of $`E:L_nL_{n+1}`$. This completes the proof of Lemma 5.3 and thus of Theorem 2.2.

Acknowledgement. I am very grateful to L.L. Vaksman who explained me general ideas ,  of producing invariant kernels for quantum homogeneous spaces.


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# Thermodynamic perturbation theory for dipolar superparamagnets

## I Introduction

In paramagnetic systems the relative weakness of the dipole-dipole interaction between magnetic ions results in characteristic temperatures lying in the range of $`0.01`$$`0.1`$ K. Besides, the dipolar coupling usually coexists with the exchange interaction. However, for superparamagnets (nanoscale solids or clusters whose net spin rotates thermally activated in the magnetic anisotropy potential), the exchange or other competing interactions can usually be discarded and the dipole-dipole interaction can be studied in pure form. In addition, the size of their typical magnetic moments ($`S10^2`$$`10^5`$) shifts the relevant temperatures up to the range of a few Kelvin, facilitating greatly the experimental study of this interaction.

The calculation of the relevant statistical-mechanical quantities constitutes a formidable problem in most many-body systems. Apart from various specific solution ansatzs, a number of systematic expansions (in the density, coupling parameter, etc.) have been developed for weak interactions. In spin and dipole systems, the moment method of Van Vleck  (a high-temperature expansion of the partition function) permits to study the equilibrium properties in the absence of cooperative phenomena. This technique is one of the few analytical tools available to handle systems coupled by the dipole-dipole interaction, due to the long-range and reduced symmetry of this interaction.

An important property of superparamagnets is their magnetic anisotropy, which results in a number of spin orientations of minimum energy separated by potential barriers. For uniaxial spins  the characteristic time for the thermo-activated rotation of the spin over the anisotropy barrier $`A`$ can approximately be written as

$$\tau \tau _0\mathrm{exp}(A/k_\mathrm{B}T),$$
(1)
where $`\tau _0`$ is weakly temperature dependent and takes values $`\tau _010^{10}`$$`10^{12}`$ s for magnetic nanoparticles. Then, for a given measurement time, $`t_\mathrm{m}`$, the system exhibits its thermal-equilibrium response when the condition of superparamagnetism, $`t_\mathrm{m}\tau `$, is obeyed, which corresponds to the temperature range (in units of $`A/k_\mathrm{B}`$):

$$\mathrm{ln}(t_\mathrm{m}/\tau _0)>A/k_\mathrm{B}T0.$$
(2)
In “static” measurements ($`t_\mathrm{m}1`$$`100`$ s), due to the small value of $`\tau _0`$, this equilibrium range extends down to very low temperatures ($`25>A/k_\mathrm{B}T`$), showing that the naive ascription of superparamagnetism to the range in which “the thermal energy is comparable or larger than the anisotropy energy” ($`1A/k_\mathrm{B}T`$) is unduly restrictive. Indeed, as $`T`$ decreases the system displays different behaviors ranging from almost isotropic ($`A/k_\mathrm{B}T1`$), then moderately anisotropic ($`A/k_\mathrm{B}T1`$), and eventually strongly anisotropic ($`A/k_\mathrm{B}T1`$) without leaving the equilibrium regime. Therefore, descriptions based on the assumption of isotropic behavior or the opposite discrete-orientation or plane-rotator approximations (for easy-axis and easy-plane anisotropy), necessarily have a reduced range of validity in superparamagnets.

Due to the mentioned characteristics of the dipole-dipole coupling and the difficulties introduced by the anisotropy, most rigorous calculations in interacting superparamagnets have been done by numerical simulation techniques. In this article we apply thermodynamic perturbation theory  to calculate analytically the linear susceptibility and the specific heat of lattices of uniaxial classical spins coupled by the dipole-dipole interaction, accounting exactly (non-perturbatively) for their anisotropy energy. Along with the study of the dependence on the shape of the system of certain quantities (due to the long-range of the dipole-dipole interaction ), our treatment permits to investigate the effects of the strength and sign of the anisotropy, as well as of the orientational distribution of anisotropy axes.

We find that for systems with axes oriented at random the corrections to the specific heat and the linear susceptibility become independent of the anisotropy (at least to second order in the interaction coupling) in certain spatial arrangements of the spins (e.g., cubic or completely disordered). The latter is a generalization to interacting systems of the well known absence of anisotropy effects on the equilibrium linear susceptibility of dipoles with random anisotropy (discussed in Ref. ). However, apart from the important exception of random axes, the anisotropy is an essential element in the determination of the corrections due to the interactions. This is illustrated with the response of systems with parallel anisotropy axes, where an ordinary high-temperature expansion, either disregarding the anisotropy or in the discrete orientation limit, poorly describes the susceptibility curves (computed for comparison by Monte Carlo simulation), while the thermodynamic perturbation theory describes the results with reasonable accuracy.

## II Thermodynamic perturbation theory for interacting dipoles

In this section we introduce the spin system studied and discuss the application of perturbation theory to calculate approximately thermodynamic quantities.

### A Hamiltonian of a system of interacting anisotropic spins

Let us consider a system of $`N`$ magneto-anisotropic spins coupled by the dipole-dipole interaction. The magnetic anisotropy energy is assumed to be uniaxial

$$E_\mathrm{a}=A\underset{i}{}(\stackrel{}{s}_i\stackrel{}{n}_i)^2,$$
(3)
where $`A`$ is the anisotropy parameter (for magnetic nanoparticles $`A=KV`$, where $`K`$ and $`V`$ are the anisotropy constant and volume), and $`\stackrel{}{s}_i`$ and $`\stackrel{}{n}_i`$ are, respectively, unit vectors along the magnetic moment and anisotropy axis of the $`i`$th spin. The dipole-dipole interaction energy can be written as

$$E_\mathrm{d}=\frac{\mu _0m^2}{4\pi a^3}\underset{i>j}{}\omega _{ij},\omega _{ij}=\stackrel{}{s}_i𝐆_{ij}\stackrel{}{s}_j,$$
(4)
where $`m`$ is the magnitude of the magnetic moment, $`a`$ is an appropriate characteristic length (see below), and

$`𝐆_{ij}`$ $`=`$ $`{\displaystyle \frac{1}{r_{ij}^3}}\left(3\widehat{r}_{ij}\widehat{r}_{ij}\mathrm{𝟏}\right),`$ (5)
$`\stackrel{}{r}_{ij}`$ $`=`$ $`\stackrel{}{r}_i\stackrel{}{r}_j,\widehat{r}_{ij}=\stackrel{}{r}_{ij}/r_{ij}.`$ (6)
Here $`\mathrm{𝟏}`$ is the unit tensor and $`\stackrel{}{r}_{ij}`$ the vector joining the sites $`i`$ and $`j`$ (measured in units of $`a`$). The action of a tensor dyadic $`𝐓=\stackrel{}{u}\stackrel{}{v}`$ on a vector $`\stackrel{}{w}`$ is the usual one $`(\stackrel{}{u}\stackrel{}{v})\stackrel{}{w}\stackrel{}{u}(\stackrel{}{v}\stackrel{}{w})`$, and hence the tensor $`𝐆_{ij}`$, when multiplied with $`\stackrel{}{s}_j`$, gives (except for a constant) the field at the position of the $`i`$th dipole created by $`\stackrel{}{s}_j`$.

For notational simplicity we are assuming that the parameters characterizing the different dipoles are identical, but it is immediate to generalize the expressions for different anisotropy constants, magnetic moments, volumes, etc. Similarly, although the assumption of uniaxial anisotropy is not necessary until the end of the calculation we made it here for definiteness. Concerning the characteristic length $`a`$, it is defined in such a way that $`a^3`$ is the mean volume around each spin. Thus, $`a`$ is the lattice constant in a simple cubic arrangement, and for nanoparticles the volume concentration of particles is $`c=V/a^3`$.

Finally, introducing $`\beta =1/k_\mathrm{B}T`$ and the following dimensionless quantities (anisotropy and coupling constant relative to the thermal energy)

$$\sigma =\frac{A}{k_\mathrm{B}T},\xi _\mathrm{d}=\frac{\mu _0m^2}{4\pi a^3}\frac{1}{k_\mathrm{B}T},$$
(7)
we can write the total energy $`E=E_\mathrm{a}+E_\mathrm{d}`$ as

$$\beta E=\sigma \underset{i}{}(\stackrel{}{s}_i\stackrel{}{n}_i)^2+\xi _\mathrm{d}\underset{i>j}{}\omega _{ij}.$$
(8)
Note that the interaction strength can also be measured by the temperature independent coupling parameter

$$h_\mathrm{d}=\xi _\mathrm{d}/2\sigma ,$$
(9)
which is the magnitude of the field (measured in units of the maximum anisotropy field $`\mu _0H_K=2A/m`$) produced at a given position by a dipole at a distance $`a`$.

### B Equilibrium linear susceptibility and specific heat

The thermal-equilibrium average of any quantity $`B(\stackrel{}{s}_1,\mathrm{},\stackrel{}{s}_N)`$ is given by

$$B=\frac{1}{Z}𝑑\mathrm{\Gamma }B\mathrm{exp}(\beta E),$$
(10)
where $`Z=𝑑\mathrm{\Gamma }\mathrm{exp}(\beta E)`$ is the partition function. In classical spins the different states correspond to different spin orientations so that $`d\mathrm{\Gamma }=_id\mathrm{\Omega }_i`$, with $`d\mathrm{\Omega }_i=d^2\stackrel{}{s}_i/2\pi `$.

The linear susceptibility is defined as the derivative of the magnetization $`\frac{1}{N}_i\stackrel{}{s}_i`$ with respect to the external magnetic field (which is the experimentally manipulable quantity in contrast to the internal macroscopic field). However, from basic statistical mechanics we know that the response to a probing field $`\mathrm{\Delta }\stackrel{}{H}`$ can be obtained in terms of suitable averages of the net spin taken in the absence of $`\mathrm{\Delta }\stackrel{}{H}`$. If in addition there is no external bias field applied, the susceptibility is simply given by

$$\chi =\frac{\mu _0m^2}{k_\mathrm{B}T}\frac{1}{N}s_z^2,s_z=\underset{i}{}(\stackrel{}{s}_i\stackrel{}{h}),$$
(11)
where $`\stackrel{}{h}`$ is a unit vector along $`\mathrm{\Delta }\stackrel{}{H}`$ and $`s_z`$ is the field projection of the net moment. The specific heat at constant volume $`c_v=E/T`$ can be obtained directly from $`Z`$ as

$$\frac{c_v}{k_\mathrm{B}}=\beta ^2\frac{^2}{\beta ^2}(\mathrm{ln}Z)=\sigma ^2\frac{^2}{\sigma ^2}(\mathrm{ln}Z),$$
(12)
where to take the $`\sigma `$-derivative, the coupling parameter $`\xi _\mathrm{d}`$ is expressed as $`\xi _\mathrm{d}=2\sigma h_\mathrm{d}`$ \[Eq. (9)\]. As in the calculation of $`\chi `$, we only consider the zero-field specific heat.

### C Thermodynamic perturbation theory

We shall now use thermodynamic perturbation theory,  to expand the Boltzmann distribution $`W=Z^1\mathrm{exp}(\beta E)`$ in powers of $`\xi _\mathrm{d}`$. This will lead to an expression of the form

$$W=W_\mathrm{a}\left(1+\xi _\mathrm{d}F_1+\frac{1}{2}\xi _\mathrm{d}^2F_2+\mathrm{}\right),$$
(13)
where $`F_1`$ is linear in $`E_\mathrm{d}`$ (and hence quadratic in the spins), $`F_2`$ is up to quadratic in $`E_\mathrm{d}`$ (quartic in the $`\stackrel{}{s}_i`$), and

$$W_\mathrm{a}=Z_\mathrm{a}^1\mathrm{exp}(\beta E_\mathrm{a}),$$
(14)
is the Boltzmann distribution of the noninteracting ensemble. Therefore, the calculation of an observable $`B`$ is reduced to the calculation of averages weighted by $`W_\mathrm{a}`$ (denoted $`_\mathrm{a}`$) of typically low grade powers of the spin variables: $`B_\mathrm{a}`$, $`BF_1_\mathrm{a}`$, $`BF_2_\mathrm{a}`$, etc. An ordinary high-temperature expansion corresponds to expand Eq. (14) further in powers of $`\beta =1/k_\mathrm{B}T`$. In the present calculation, however, the averages are kept weighted over $`W_\mathrm{a}`$, so they will be exact in the magnetic anisotropy and only perturbational in the dipolar interaction.

A convenient way of performing the expansion in powers of $`\xi _\mathrm{d}`$ is to introduce the Mayer functions $`f_{ij}`$ defined by $`1+f_{ij}=\mathrm{exp}(\xi _\mathrm{d}\omega _{ij})`$, which permits to write the exponential in the Boltzmann factor as

$$\mathrm{exp}(\beta E)=\mathrm{exp}(\beta E_\mathrm{a})\underset{i>j}{}(1+f_{ij}).$$
(15)
Expanding the product to second order in the $`f_{ij}`$ gives

$$\underset{i>j}{}(1+f_{ij})=1+\xi _\mathrm{d}G_1+\frac{1}{2}\xi _\mathrm{d}^2G_2+O(\xi _\mathrm{d}^3),$$
(16)
where

$`G_1`$ $`=`$ $`{\displaystyle \underset{i>j}{}}\omega _{ij},`$ (17)
$`G_2`$ $`=`$ $`{\displaystyle \underset{i>j}{}}\omega _{ij}^2+{\displaystyle \underset{i>j}{}}{\displaystyle \underset{k>l}{}}\omega _{ij}\omega _{kl}q_{ik:jl}q_{il:jk},`$ (18)
and the symbol $`q_{ik:jl}`$ annihilates terms containing duplicate pairs: $`q_{ik:jl}=\frac{1}{2}(2\delta _{ik}\delta _{jl})(1+\delta _{ik})(1+\delta _{jl})`$.

To obtain the average of any quantity $`B`$ we introduce the expansion (16) in both the numerator and denominator of $`B=𝑑\mathrm{\Gamma }B\mathrm{exp}(\beta E)/𝑑\mathrm{\Gamma }\mathrm{exp}(\beta E)`$, and work out the expansion of the quotient, getting

$`B`$ $``$ $`B_\mathrm{a}+\xi _\mathrm{d}\left[BG_1_\mathrm{a}B_\mathrm{a}G_1_\mathrm{a}\right]`$
$`+{\displaystyle \frac{1}{2}}\xi _\mathrm{d}^2\{BG_2_\mathrm{a}B_\mathrm{a}G_2_\mathrm{a}`$
$`2G_1_\mathrm{a}[BG_1_\mathrm{a}B_\mathrm{a}G_1_\mathrm{a}]\}.`$
However, since in our case $`W_\mathrm{a}(\stackrel{}{s}_i)=W_\mathrm{a}(\stackrel{}{s}_i)`$ (because the single-spin anisotropy has inversion symmetry and there is no bias field) and in $`G_1=_{i>j}\omega _{ij}`$ a dipole does not interact with itself, the result $`G_1_\mathrm{a}=0`$ holds. Under these conditions we finally find the simpler form

$`B`$ $``$ $`B_\mathrm{a}+\xi _\mathrm{d}BG_1_\mathrm{a}`$ (20)
$`+{\displaystyle \frac{1}{2}}\xi _\mathrm{d}^2\left[BG_2_\mathrm{a}B_\mathrm{a}G_2_\mathrm{a}\right].`$
To complete the calculation we need to obtain averages of low grade powers of $`\stackrel{}{s}`$ weighted by the noninteracting distribution (moments), which is the only place where one needs to specify the form of $`E_\mathrm{a}`$. We can write the susceptibility and specific heat to second order in $`\xi _\mathrm{d}`$ using up to fourth order moments, which are calculated in Appendix A \[Eqs. (A1) and (A7)\] for the uniaxial distribution $`W_\mathrm{a}\mathrm{exp}[\sigma (\stackrel{}{s}\stackrel{}{n})^2]`$. For instance, the first two moments read $`(\stackrel{}{c}_1\stackrel{}{s})_\mathrm{a}=0`$ and

$`(\stackrel{}{c}_1\stackrel{}{s})(\stackrel{}{c}_2\stackrel{}{s})_\mathrm{a}={\displaystyle \frac{1S_2}{3}}\stackrel{}{c}_1\stackrel{}{c}_2+S_2(\stackrel{}{c}_1\stackrel{}{n})(\stackrel{}{c}_2\stackrel{}{n}),`$

where the $`\stackrel{}{c}_n`$ are arbitrary constant vectors and $`S_l`$ is the average of the $`l`$th Legendre polynomial $`P_l(z)`$ over $`W_\mathrm{a}`$:

$$S_l(\sigma )=P_l(\stackrel{}{s}\stackrel{}{n})_\mathrm{a}.$$
(21)
In particular, $`S_0=1`$ and $`S_2(\sigma )=\frac{1}{2}3(\stackrel{}{s}\stackrel{}{n})^21_\mathrm{a}`$ can be expressed in terms of familiar special functions (error functions or the Dawson integral), while other $`S_l`$ appearing in higher order moments, can be obtained by means of the recurrence relation they satisfy \[Eq. (A16)\].

## III Analytical expressions for the susceptibility and specific heat

We shall now present the general form of the perturbative expressions for the susceptibility and specific heat and discuss their properties in some important cases.

### A Linear susceptibility

Using the results of the previous section, we have averaged the square of the field projection of the net spin \[$`B=(_i\stackrel{}{s}_i\stackrel{}{h})^2]`$, which yields an expansion for the equilibrium linear susceptibility \[Eq. (11)\] of the form

$$\chi =\frac{\mu _0m^2}{k_\mathrm{B}T}\left(a_0+\xi _\mathrm{d}a_1+\frac{1}{2}\xi _\mathrm{d}^2a_2\right).$$
(22)
The lengthy general expressions for the coefficients $`a_n`$, which include sums over the lattice of the dipolar tensor $`𝐆_{ij}`$ and the $`S_l`$, are written in full in Appendix B.

The coefficients $`a_n`$ simplify notably for some orientational distributions of the anisotropy axes. For systems with parallel axes (e.g., single crystals of magnetic molecular clusters, or a ferrofluid frozen in a strong field), the coefficients for the longitudinal response read

$`a_{0,}`$ $`=`$ $`{\displaystyle \frac{1+2S_2}{3}}`$ (23)
$`a_{1,}`$ $`=`$ $`{\displaystyle \frac{1+4S_2+4S_2^2}{9}}𝒞`$ (24)
$`{\displaystyle \frac{1}{2}}a_{2,}`$ $`=`$ $`{\displaystyle \frac{1+4S_2+4S_2^2}{27}}`$ (28)
$`\times \left[(1S_2)\left(\overline{}𝒮\right)+3S_2\left(𝒯𝒰\right)\right]`$
$`+{\displaystyle \frac{7+10S_235S_2^2+18S_4}{315}}`$
$`\times \left[(1S_2)𝒱+3S_2\left(𝒯{\displaystyle \frac{1}{3}}\overline{}\right)\right],`$
where $`𝒞`$, $``$ ($`\overline{}`$), $`𝒮`$, $`𝒯`$, $`𝒰`$, and $`𝒱`$ are certain lattice sums whose properties are discussed below.

To obtain the susceptibility when the anisotropy axes are distributed at random, we average the general expressions for the $`a_n`$ over $`\stackrel{}{n}`$, with help from Eqs. (A19) and (A22) (with $`\stackrel{}{s}\stackrel{}{n}`$), getting

$`a_{0,\mathrm{ran}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}`$ (29)
$`a_{1,\mathrm{ran}}`$ $`=`$ $`{\displaystyle \frac{1}{9}}𝒞`$ (30)
$`{\displaystyle \frac{1}{2}}a_{2,\mathrm{ran}}`$ $`=`$ $`{\displaystyle \frac{1}{27}}\left(\overline{}𝒮\right)+{\displaystyle \frac{1}{45}}(1S_2^2)𝒱.`$ (31)
Note that in the limit of isotropic spins (where $`S_l0`$) the results for coherent axes and for random anisotropy duly coincide.

### B Specific heat

To obtain the specific heat we can expand directly the partition function in powers of $`\xi _\mathrm{d}`$ by introducing the expanded Boltzmann factor \[Eqs. (15) and (16)\] in the definition of $`Z`$

$`Z`$ $`=`$ $`{\displaystyle 𝑑\mathrm{\Gamma }\mathrm{exp}(\beta E_a)(1+\xi _\mathrm{d}G_1+\frac{1}{2}\xi _\mathrm{d}^2G_2)}`$ (32)
$`=`$ $`Z_\mathrm{a}(1+{\displaystyle \frac{1}{2}}\xi _\mathrm{d}^2G_2_\mathrm{a}),`$ (33)
where the linear term vanishes because $`G_1_\mathrm{a}=0`$. Then $`c_v`$ is obtained \[Eq. (12)\] by differentiating the logarithm of the above expansion, which poses no problem of the type of expanding a quotient, since to second order in $`\xi _\mathrm{d}`$ we can use $`\mathrm{ln}(1+x\xi _\mathrm{d}^2)x\xi _\mathrm{d}^2`$. The result has the form

$$\frac{c_v}{Nk_\mathrm{B}}=\sigma ^2b_0+\frac{1}{2}\xi _\mathrm{d}^2b_2,$$
(34)
where the zeroth order coefficient

$$b_0=\frac{4}{315}(18S_435S_2^2+10S_2+7),$$
(35)
gives the specific heat in the absence of interactions.

The general formula for $`b_2`$ is given in Appendix C \[Eq. (C5)\]. Again, it simplifies for coherent axes and for random anisotropy. In the first case ($`\stackrel{}{n}_i=\stackrel{}{n}`$, $`i`$) we obtain

$`b_{2,}`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left\{1S_2^24\sigma S_2S_2^{}\sigma ^2[S_2S_2^{\prime \prime }+(S_2^{})^2]\right\}`$ (39)
$`+{\displaystyle \frac{1}{3}}(2S_2(1S_2)+4\sigma S_2^{}(12S_2)`$
$`+\sigma ^2\{S_2^{\prime \prime }2[S_2S_2^{\prime \prime }+(S_2^{})^2]\})𝒱`$
$`+\left\{S_2^2+4\sigma S_2S_2^{}+\sigma ^2[S_2S_2^{\prime \prime }+(S_2^{})^2]\right\}𝒯,`$
where $`f^{}=df/d\sigma `$. For randomly distributed axes, on averaging the general expression for $`b_2`$ over $`\stackrel{}{n}`$ by means of Eq. (A23), one gets

$$b_{2,\mathrm{ran}}=\frac{1}{3}.$$
(40)
This is the same correction term as that obtained for isotropic spins by Waller  and Van Vleck.

### C The lattice sums

An essential element of the expressions derived for $`\chi `$ and $`c_v`$ are the following “lattice sums”

$`𝒞`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}\stackrel{}{h}𝐆_{ij}\stackrel{}{h}`$ (41)
$``$ $`=`$ $`{\displaystyle \frac{2}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}r_{ij}^6`$ (42)
$`\overline{}`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}\stackrel{}{h}𝐆_{ij}𝐆_{ij}\stackrel{}{h}`$ (43)
$`𝒮`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}{\displaystyle \underset{kj}{}}\stackrel{}{h}𝐆_{ij}𝐆_{jk}\stackrel{}{h}`$ (44)
$`𝒯`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}(\stackrel{}{h}𝐆_{ij}\stackrel{}{h})^2`$ (45)
$`𝒰`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}{\displaystyle \underset{kj}{}}(\stackrel{}{h}𝐆_{ij}\stackrel{}{h})(\stackrel{}{h}𝐆_{jk}\stackrel{}{h})`$ (46)
$`𝒱`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}r_{ij}^3\stackrel{}{h}𝐆_{ij}\stackrel{}{h}`$ (47)
(replace $`\stackrel{}{h}`$ by $`\stackrel{}{n}`$ in the formulas for $`c_v`$). Considering the structure of these sums along with the form of the dipolar tensor $`𝐆_{ij}`$ \[Eq. (4)\], some physical interpretation can be provided for the different terms in the perturbative series. The first order term $`a_1`$ incorporates through $`𝒞`$ the direct action ($`ji`$) on each spin of the remainder spins, when aligned along the probing field. No term of this type appears in the specific heat since the absence of any external field yields $`b_10`$. The second order terms $`a_2`$ and $`b_2`$ involve lattice sums including products of $`𝐆_{ij}`$ with $`𝐆_{jk}`$ so they take into account the action on a given spin of the others but through intermediate spins (indirect action $`kji`$). In particular, if $`k=i`$ we have the reaction on the $`i`$th spin of its direct action on the remainder spins.

In the next section we shall compute $`\chi `$ and $`c_v`$ for “sufficiently isotropic” lattices, in the sense of fulfilling $`(r_x)^n=(r_y)^n=(r_z)^n`$, e.g., cubic and completely disordered lattices (incidentally, the type of arrangements for which in the classical Lorentz cavity-field calculation the contribution of the dipoles inside the “small sphere” vanishes). In these lattices we have two important results: (i) $`\overline{}`$ coincides with the more familiar lattice sum $``$ (which justifies the notation) and (ii) $`𝒱=0`$.

### D Ordinary high-temperature expansions and other approximations

The effects of the anisotropy are included exactly in our formulas through the anisotropy-weighted averages of the Legendre polynomials $`S_2(\sigma )`$ and $`S_4(\sigma )`$, which modulate the different contributions and introduce an extra dependence on the temperature via $`\sigma =A/k_\mathrm{B}T`$. This reflects the fact that the dipolar field at a given site is different if the source spins are almost freely rotating (high $`T`$, $`S_l0`$) or, for example, lay almost parallel to their respective anisotropy axes (low $`T`$, $`S_l1`$).

The approximate behavior of $`S_2`$ and $`S_4`$ for weak ($`|\sigma |1`$) and strong ($`|\sigma |1`$) anisotropy is

$`S_2(\sigma )`$ $`=`$ $`\{\begin{array}{cc}\frac{2}{15}\sigma +\frac{4}{315}\sigma ^2+\mathrm{}\hfill & |\sigma |1\hfill \\ 1\frac{3}{2\sigma }\frac{3}{4\sigma ^2}+\mathrm{}\hfill & \sigma 1\hfill \\ \frac{1}{2}(1+\frac{3}{2\sigma })+\mathrm{}\hfill & \sigma 1\hfill \end{array},`$ (51)
$`S_4(\sigma )`$ $`=`$ $`\{\begin{array}{cc}\frac{4}{315}\sigma ^2+\mathrm{}\hfill & |\sigma |1\hfill \\ 1\frac{5}{\sigma }+\frac{25}{4\sigma ^2}+\mathrm{}\hfill & \sigma 1\hfill \\ \frac{3}{8}(1+\frac{5}{\sigma }+\frac{35}{4\sigma ^2})+\mathrm{}\hfill & \sigma 1\hfill \end{array}.`$ (55)
The results of an ordinary high temperature expansion, in which all terms in $`\mathrm{exp}(\beta E)`$ are expanded, correspond to replace $`S_2`$ and $`S_4`$ in the coefficients $`a_n`$ and $`b_n`$ by their weak anisotropy approximations. Besides, taking the $`\sigma 0`$ limit (where $`S_l=0`$) we get the known results for isotropic spins (in a slightly more general form, since the terms including $`𝒱`$ are usually omitted due to the lattices assumed). In addition, substituting the above strong anisotropy formulas in $`\chi `$ and $`c_v`$ we get these quantities in the discrete-orientation and plane-rotator cases (with the corresponding corrections in powers of $`1/\sigma `$).

## IV Behavior of the susceptibility and the specific heat

In this section we study the features of the susceptibility and specific heat emerging from the analytical expressions derived. We shall discuss the shape dependence of these quantities, investigate the dependence on the anisotropy (on both its strength and the axes distribution), and finally estimate the limits of validity of the expansions. For concreteness, we shall consider the behavior of spins with easy-axis anisotropy ($`A>0`$) in simple cubic lattices.

### A Shape dependence

Here we restrict our attention to systems with ellipsoidal shape, which is the geometry usually consider in studies of the dipole-dipole interaction because: (i) in the continuous limit the demagnetizing field is spatially homogeneous and parallel to the external field when this is along one of the three principal axes  and (ii) it covers as limit cases important geometries such as those of disks or long cylinders.

The long range of the dipole-dipole interaction leads to a shape dependence of the physical quantities in an external field and hence of the linear susceptibility (which is a field derivative). In the expressions obtained, this shape dependence is borne by the slowly convergent lattice sums $`𝒞`$, $`𝒮`$, and $`𝒰`$. For the class of sufficiently isotropic lattices mentioned, these sums vanish in macroscopically large spherical systems, being nonzero otherwise. The sums $``$ ($`\overline{}`$), $`𝒯`$, and $`𝒱`$, on the other hand, contain $`r_{ij}^6`$ (instead of $`r_{ij}^3`$ or $`r_{ij}^3r_{jk}^3`$), which makes them rapidly convergent and shape-independent.

Figure 1 shows the thermodynamic perturbation theory susceptibility (thin lines) for $`h_\mathrm{d}=\xi _\mathrm{d}/2\sigma =0.02`$ and $`\chi `$ in the noninteracting limit (thick lines) for a system with parallel axes with the form of a prolate ellipsoid, a sphere, and an oblate ellipsoid (the symbols correspond to Monte Carlo simulations to be discussed below). For the non spherical systems $`𝒞0`$, and the corrections to the susceptibility are largely dominated by the first order term, which corresponds to the direct action discussed above. The shape dependence is easily understood by recalling the behavior of two dipoles: if their axes are aligned, they minimize their dipole-dipole energy lying parallel along the line joining them, while if this line is perpendicular to the axes, they minimize the interaction energy pointing along opposite directions. Therefore, in elongated systems the aligning effect dominates and $`\chi `$ is larger than the noninteracting susceptibility \[Fig. 1(a)\], while in oblate systems the opposite occurs with the associated decrease of $`\chi `$ \[Fig. 1(c)\]. In the sphere the direct term exactly cancels ($`𝒞=0`$), and negative second order corrections (which incorporate indirect and reaction terms) determine the susceptibility \[Fig. 1(b)\].

Concerning the specific heat, due to the presence of the rapidly convergent lattice sums $``$, $`𝒯`$, and $`𝒱`$, this quantity does not depend on the shape of the system. Physically, this is a consequence of the absence of linear term in Eq. (33), which follows from $`G_1_\mathrm{a}=0`$, which in turn requires the absence of a bias field.

### B Anisotropy dependence

To illustrate the importance of taking the anisotropy into account, we are going to compare the thermodynamic perturbation theory results with: (i) those obtained by an ordinary high temperature expansion for zero anisotropy (the $`S_l0`$ limit of our expressions) and (ii) the results in the discrete orientation limit ($`S_l1`$).

In the cases of cubic or completely disordered lattices we already know that the lattice sum $`𝒱`$ vanishes. Then, the first corrections to the susceptibility due to the interactions become exactly independent of the anisotropy if the axes are distributed at random \[see Eqs. (29)–(31) where the only anisotropy dependent term is multiplied by $`𝒱`$\]. Therefore, the susceptibility coincides with that obtained by an ordinary high-temperature expansion for isotropic dipoles (see Ref. ; $`𝒱=0`$ was implicitly used in that work) but also with the perturbative $`\chi `$ for Ising-like spins with randomly distributed “Ising” axes \[Fig. 2(a)\]. This generalizes to interacting spins the well known result, discussed in Ref.  (see also Ref. ), i.e., the absence of anisotropy effects on the equilibrium linear susceptibility of systems with random anisotropy.

Nevertheless, when $`𝒱0`$ (as occurs in tetragonal lattices) the susceptibility will show some anisotropy dependence for random axes (although weak, since $`𝒱0`$ is accompanied by $`𝒞0`$ and $`\chi `$ is then dominated by the anisotropy independent first order term). In any case, on inspecting Eqs. (23)–(28) one would expect important differences for parallel axes between the thermodynamic perturbation theory results and those were the anisotropy is not included ($`S_l0`$). This is what actually occurs as Fig. 2(b) illustrates: the susceptibility is not only larger for parallel axes than for isotropic dipoles, but also the temperature dependence is stronger, owing to the extra, anisotropy-induced, temperature dependence of the coefficients $`a_n`$ via $`S_l(\sigma )`$. This is clearly seen when comparing the correction terms $`\mathrm{\Delta }\chi `$ themselves \[inset of Fig. 2(b)\].

Note that the susceptibilities in the isotropic and Ising cases constitute lower and upper bounds to the actual $`\chi `$. The upper bound is slowly approached at low enough temperatures ($`\sigma 1`$), completing in this way the crossover from isotropic behavior at high $`T`$ to the discrete-orientation behavior at low $`T`$. Note finally that the lowest temperatures displayed ($`\sigma 20`$) are still inside the range where an ordinary magnetization experiment yields the equilibrium response ($`\sigma 25`$).

Concerning the specific heat, the part corresponding to the noninteracting system, $`b_0`$, does not depend on the anisotropy axes orientations. The reason is that if the spins are independent, they cannot probe the relative orientations of their axes and there is no preferential direction to compare their orientations with (as that of the probing field in the susceptibility). Thus, the noninteracting specific heat (inset in Fig. 3) only reflects the individual behavior of the spins in their single-spin anisotropy potentials, and its peak (at $`\sigma 5`$) reflects the “transition” from the isotropic behavior at high $`T`$ (with $`c_v1/T^2`$) to the discrete orientation behavior at low $`T`$. This can be considered as a sort of Schottky peak, due in this case to the “depopulation” of the high-energy “barrier levels”.

The corrections due to the coupling depend naturally on the orientations of the axes. For a given axes distribution the specific heat increases with the interaction strength (Fig. 3), since an amount of heat injected in the system can partially be stored in the form of the potential energy of interaction. For the same reason, since the average of the interaction energy is larger (in magnitude) in systems with aligned axes, one would expect a larger $`c_v`$ in this case. Figure 3 shows that the effect of the interaction is indeed stronger in a system with aligned axes than in a system with random anisotropy.

### C Validity limits of the perturbational results

Since the analytic expressions derived for $`\chi `$ and $`c_v`$ are expansions valid in principle for $`\xi _\mathrm{d}1`$, which corresponds to $`T1/\sigma 2h_\mathrm{d}`$ \[Eq. (9)\], the results will deviate appreciably from the exact quantities at sufficiently low $`T`$. In order to estimate the limits of validity, it would be desirable to compare the formulas with the results of some method treating the interactions without approximations. Besides, as the fundamentals of the expansion are the same for the different quantities, it would suffice to estimate the range of validity for one of them.

We have compared the analytical $`\chi `$ with the susceptibility computed by a Monte Carlo method (described in Appendix D), which except for statistical and finite sampling errors is exact to compute equilibrium properties. Returning to Fig. 1 we observe that $`\chi `$ obtained by thermodynamic perturbation theory (thin lines) describes accurately the simulated susceptibility (symbols) at high and intermediate $`T`$, while the results start to deviate slightly at the lowest temperatures displayed ($`\sigma 4`$). Therefore, since $`h_\mathrm{d}=0.02`$ was used in this graph, an estimate of the lower temperatures attainable is $`\xi _\mathrm{d}1/6`$, which is milder than the a priori restriction $`\xi _\mathrm{d}1`$.

## V Summary and Conclusions

We have obtained approximate analytical expressions for the equilibrium linear susceptibility and specific heat of classical spins interacting via dipole-dipole interactions by means of thermodynamic perturbation theory. The formulas account for the interactions to second order in the coupling constant over temperature but are exact in the anisotropy. As the results are valid for any strength and sign of the anisotropy, provided only the interaction strength is weak enough ($`\xi _\mathrm{d}1/6`$), they include as particular cases the linear response and specific heat of isotropic as well as strongly anisotropic spins (discrete-orientation model and plane rotators).

The expressions derived also account for the different orientational distributions of anisotropy axes. For randomly distributed axes and sufficiently isotropic lattices (e.g., cubic or completely disordered), the linear susceptibility becomes independent of the anisotropy, at least to second order in the coupling constant. This extends to interacting systems the well known absence of anisotropy effects on the equilibrium linear response of systems with random anisotropy. The same holds for the corrections to the specific heat due to the interactions (indeed, without restrictions on the lattice type). For a general axes distribution, however, the anisotropy effects do not disappear. The importance of including them has been illustrated in the case of coherent axes by showing the failure of ordinary high-temperature expansions (for either isotropic or strongly anisotropic spins) to describe the exact susceptibility in cases where the thermodynamic perturbation theory yields accurate results.

###### Acknowledgements.

We acknowledge F. J. Lázaro for useful discussions and The Swedish Natural Science Research Council (NFR) for financial support.

## A Averages weighted with the uniaxial anisotropy Boltzmann factor

The averages we need to calculate are all of products of the form $`I_m=_{n=1}^m(\stackrel{}{c}_n\stackrel{}{s})_\mathrm{a}`$, where the $`\stackrel{}{c}_n`$ are arbitrary constant vectors. Introducing the polar and azimuthal angles of the spin, $`(\vartheta ,\phi )`$, we can write $`I_m`$ as

$`I_m={\displaystyle \frac{_0^{2\pi }𝑑\phi _0^\pi 𝑑\vartheta \mathrm{sin}\vartheta _{n=1}^m(\stackrel{}{c}_n\stackrel{}{s})\mathrm{exp}[\sigma (\stackrel{}{s}\stackrel{}{n})^2]}{_0^{2\pi }𝑑\phi _0^\pi 𝑑\vartheta \mathrm{sin}\vartheta \mathrm{exp}[\sigma (\stackrel{}{s}\stackrel{}{n})^2]}}.`$

For odd $`m`$, $`I_m`$ is an integral of an odd function over a symmetric interval and hence $`I_m=0`$. To calculate the susceptibility and specific heat to second order in $`\xi _\mathrm{d}`$, we require $`I_2`$ and $`I_4`$, which will be calculated using symmetry arguments similar to those employed to derive the $`\sigma =0`$ unweighted averages (see, for instance, Ref. ).

Note that $`I_2`$ is a scalar bilinear in $`\stackrel{}{c}_1`$ and $`\stackrel{}{c}_2`$. The most general scalar with this property that can be constructed with the vectors of the problem ($`\stackrel{}{c}_1`$, $`\stackrel{}{c}_2`$, and $`\stackrel{}{n}`$) has the form

$`I_2=A\stackrel{}{c}_1\stackrel{}{c}_2+B(\stackrel{}{c}_1\stackrel{}{n})(\stackrel{}{c}_2\stackrel{}{n}).`$

To find the coefficients $`A`$ and $`B`$ one chooses particular values for the $`\stackrel{}{c}_n`$: (i) If $`\stackrel{}{c}_1\stackrel{}{c}_2\stackrel{}{n}`$ then $`I_2=A`$. Thus, setting $`\stackrel{}{n}=\widehat{z}`$ and $`\stackrel{}{c}_1=\stackrel{}{c}_2=\widehat{x}`$, one has $`\stackrel{}{s}\stackrel{}{n}=\mathrm{cos}\vartheta z`$ and $`(\stackrel{}{c}_1\stackrel{}{s})(\stackrel{}{c}_2\stackrel{}{s})=(1z^2)\mathrm{cos}^2\phi `$, so the integral reads

$`A`$ $`=`$ $`{\displaystyle \frac{_0^{2\pi }𝑑\phi \mathrm{cos}^2\phi _1^1𝑑z(1z^2)\mathrm{exp}(\sigma z^2)}{_0^{2\pi }𝑑\phi _1^1𝑑z\mathrm{exp}(\sigma z^2)}}`$
$`=`$ $`{\displaystyle \frac{1}{2}}\left[1z^2_\mathrm{a}\right]={\displaystyle \frac{1S_2}{3}},`$
where $`S_2(\sigma )=P_2(z)_\mathrm{a}`$ is the average of the second Legendre polynomial $`P_2(z)=\frac{1}{2}\left(3z^21\right)`$ over the noninteracting distribution. (ii) If $`\stackrel{}{c}_1\stackrel{}{c}_2\stackrel{}{n}`$, then $`I_2=A+B`$. Putting $`\stackrel{}{n}=\stackrel{}{c}_1=\stackrel{}{c}_2=\widehat{z}`$ the integral is given by

$`A+B={\displaystyle \frac{_1^1𝑑zz^2\mathrm{exp}(\sigma z^2)}{_1^1𝑑z\mathrm{exp}(\sigma z^2)}}=z^2_\mathrm{a}={\displaystyle \frac{1+2S_2}{3}}.`$

Therefore, since $`I_2=(\stackrel{}{c}_1\stackrel{}{s})(\stackrel{}{c}_2\stackrel{}{s})_\mathrm{a}`$, we get for the second order moment

$$(\stackrel{}{c}_1\stackrel{}{s})(\stackrel{}{c}_2\stackrel{}{s})_\mathrm{a}=\frac{1S_2}{3}\stackrel{}{c}_1\stackrel{}{c}_2+S_2(\stackrel{}{c}_1\stackrel{}{n})(\stackrel{}{c}_2\stackrel{}{n}).$$
(A1)
We can similarly calculate $`I_4`$ by constructing the most general scalar fulfilling certain properties, getting

$`(\stackrel{}{c}_1\stackrel{}{s})(\stackrel{}{c}_2\stackrel{}{s})(\stackrel{}{c}_3\stackrel{}{s})(\stackrel{}{c}_4\stackrel{}{s})_\mathrm{a}`$ (A2)
$`=`$ $`\mathrm{\Delta }_4[(\stackrel{}{c}_1\stackrel{}{c}_2)(\stackrel{}{c}_3\stackrel{}{c}_4)+(\stackrel{}{c}_1\stackrel{}{c}_3)(\stackrel{}{c}_2\stackrel{}{c}_4)+(\stackrel{}{c}_1\stackrel{}{c}_4)(\stackrel{}{c}_2\stackrel{}{c}_3)]`$ (A7)
$`+\mathrm{\Delta }_2[(\stackrel{}{c}_1\stackrel{}{c}_2)(\stackrel{}{c}_3\stackrel{}{n})(\stackrel{}{c}_4\stackrel{}{n})+(\stackrel{}{c}_1\stackrel{}{c}_3)(\stackrel{}{c}_2\stackrel{}{n})(\stackrel{}{c}_4\stackrel{}{n})`$
$`+(\stackrel{}{c}_1\stackrel{}{c}_4)(\stackrel{}{c}_2\stackrel{}{n})(\stackrel{}{c}_3\stackrel{}{n})+(\stackrel{}{c}_2\stackrel{}{c}_3)(\stackrel{}{c}_1\stackrel{}{n})(\stackrel{}{c}_4\stackrel{}{n})`$
$`+(\stackrel{}{c}_2\stackrel{}{c}_4)(\stackrel{}{c}_1\stackrel{}{n})(\stackrel{}{c}_3\stackrel{}{n})+(\stackrel{}{c}_3\stackrel{}{c}_4)(\stackrel{}{c}_1\stackrel{}{n})(\stackrel{}{c}_2\stackrel{}{n})]`$
$`+S_4(\stackrel{}{c}_1\stackrel{}{n})(\stackrel{}{c}_2\stackrel{}{n})(\stackrel{}{c}_3\stackrel{}{n})(\stackrel{}{c}_4\stackrel{}{n}),`$
where $`\mathrm{\Delta }_2`$ and $`\mathrm{\Delta }_4`$ are combinations of the first $`S_l(\sigma )`$

$$\mathrm{\Delta }_2=\frac{1}{7}(S_2S_4),\mathrm{\Delta }_4=\frac{S_4}{35}\frac{2S_2}{21}+\frac{1}{15}.$$
(A8)
Therefore, Eq. (A7) involves $`S_2`$ as well as $`S_4(\sigma )=P_4(z)_\mathrm{a}`$, the average of the fourth Legendre polynomial $`P_4(z)=\frac{1}{8}\left(35z^430z^2+3\right)`$ with respect to $`W_\mathrm{a}`$.

Finally, introducing the following tensor and scalar shorthands

$`𝚪`$ $`=`$ $`{\displaystyle \frac{1S_2}{3}}\mathrm{𝟏}+S_2\stackrel{}{n}\stackrel{}{n},`$ (A9)
$`𝚲`$ $`=`$ $`\sqrt{\mathrm{\Delta }_4}\mathbf{\hspace{0.17em}1}+{\displaystyle \frac{\mathrm{\Delta }_2}{\sqrt{\mathrm{\Delta }_4}}}\stackrel{}{n}\stackrel{}{n},\mathrm{\Omega }=S_43{\displaystyle \frac{\mathrm{\Delta }_2^2}{\mathrm{\Delta }_4}},`$ (A10)
where $`\mathrm{𝟏}`$ is the identity tensor, the results for the moments can compactly be written as

$`(\stackrel{}{c}_1\stackrel{}{s})(\stackrel{}{c}_2\stackrel{}{s})_\mathrm{a}`$ $`=`$ $`(\stackrel{}{c}_1𝚪\stackrel{}{c}_2)`$ (A11)
$`(\stackrel{}{c}_1\stackrel{}{s})(\stackrel{}{c}_2\stackrel{}{s})(\stackrel{}{c}_3\stackrel{}{s})(\stackrel{}{c}_4\stackrel{}{s})_\mathrm{a}`$ $`=`$ $`(\stackrel{}{c}_1𝚲\stackrel{}{c}_2)(\stackrel{}{c}_3𝚲\stackrel{}{c}_4)`$ (A15)
$`+(\stackrel{}{c}_1𝚲\stackrel{}{c}_3)(\stackrel{}{c}_2𝚲\stackrel{}{c}_4)`$
$`+(\stackrel{}{c}_1𝚲\stackrel{}{c}_4)(\stackrel{}{c}_2𝚲\stackrel{}{c}_3)`$
$`+\mathrm{\Omega }(\stackrel{}{c}_1\stackrel{}{n})(\stackrel{}{c}_2\stackrel{}{n})(\stackrel{}{c}_3\stackrel{}{n})(\stackrel{}{c}_4\stackrel{}{n}),`$
which facilitates the manipulation of the observables.

The quantities $`S_l`$ can be computed using the following homogeneous three-term recurrence relation

$$\left[1\frac{2\sigma }{(2l1)(2l+3)}\right]S_l\frac{2\sigma }{2l+1}\left[\frac{l1}{2l1}S_{l2}\frac{l+2}{2l+3}S_{l+2}\right]=0,$$
(A16)
knowing the first two terms: $`S_0=1`$ and $`S_2`$, which is given by

$`S_2`$ $`=`$ $`{\displaystyle \frac{3}{2}}\left({\displaystyle \frac{e^\sigma }{\sigma Z_\mathrm{a}}}{\displaystyle \frac{1}{2\sigma }}\right){\displaystyle \frac{1}{2}}.`$ (A17)
The one-spin partition function $`Z_\mathrm{a}=_1^1𝑑z\mathrm{exp}(\sigma z^2)`$ can be written in terms of error functions of real and “imaginary” argument as

$$Z_\mathrm{a}=\{\begin{array}{cc}\sqrt{\pi /\sigma }\mathrm{erfi}(\sqrt{\sigma }),\hfill & \sigma >0\hfill \\ \sqrt{\pi /|\sigma |}\mathrm{erf}(\sqrt{|\sigma |}),\hfill & \sigma <0\hfill \end{array}$$
(A18)
The less familiar $`\mathrm{erfi}(x)`$ is related with the Dawson integral $`D(x)`$, so in the easy-axis case one can write $`Z_\mathrm{a}=(2e^\sigma /\sqrt{\sigma })D(\sqrt{\sigma })`$ and compute $`D(x)`$ with the subroutine DAWSON of Ref. .

Note finally that in the isotropic limit ($`S_l0`$), Eqs. (A1) and (A7) reduce to the known moments for the isotropic distribution

$`(\stackrel{}{c}_1\stackrel{}{s})(\stackrel{}{c}_2\stackrel{}{s})_{\mathrm{iso}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}\stackrel{}{c}_1\stackrel{}{c}_2,`$ (A19)
$`(\stackrel{}{c}_1\stackrel{}{s})(\stackrel{}{c}_2\stackrel{}{s})(\stackrel{}{c}_3\stackrel{}{s})(\stackrel{}{c}_4\stackrel{}{s})_{\mathrm{iso}}`$ $`=`$ $`{\displaystyle \frac{1}{15}}[(\stackrel{}{c}_1\stackrel{}{c}_2)(\stackrel{}{c}_3\stackrel{}{c}_4)`$ (A22)
$`+(\stackrel{}{c}_1\stackrel{}{c}_3)(\stackrel{}{c}_2\stackrel{}{c}_4)`$
$`+(\stackrel{}{c}_1\stackrel{}{c}_4)(\stackrel{}{c}_2\stackrel{}{c}_3)].`$
These expressions are formally identical to those for the average of a quantity involving the anisotropy axes $`\stackrel{}{n}_i`$, when these are distributed at random $`\frac{1}{N}_if(\stackrel{}{n}_i)\frac{d^2\stackrel{}{n}}{4\pi }f(\stackrel{}{n})\overline{f}`$. For instance, for arbitrary $`\stackrel{}{n}`$-independent vectors $`\stackrel{}{v}_1`$ and $`\stackrel{}{v}_2`$, we have

$$\frac{1}{N}\underset{i}{}(\stackrel{}{v}_1\stackrel{}{n}_i)(\stackrel{}{v}_2\stackrel{}{n}_i)\overline{(\stackrel{}{v}_1\stackrel{}{n})(\stackrel{}{v}_2\stackrel{}{n})}=\frac{1}{3}\stackrel{}{v}_1\stackrel{}{v}_2.$$
(A23)
## B General formulae for the coefficients of the susceptibility

The general expression for the equilibrium linear susceptibility is given by Eq. (22) with the following expressions for the coefficients

$`a_0`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}\stackrel{}{h}𝚪_i\stackrel{}{h}`$
$`a_1`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}\stackrel{}{h}\left(𝚪_i𝐆_{ij}𝚪_j\right)\stackrel{}{h}`$
$`a_2`$ $`=`$ $`{\displaystyle \frac{2}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}\stackrel{}{h}\left(𝚪_i𝐆_{ij}𝚪_j𝐆_{ij}𝚪_i\right)\stackrel{}{h}`$
$`+{\displaystyle \frac{2}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}{\displaystyle \underset{kj}{}}\stackrel{}{h}\left(𝚪_i𝐆_{ij}𝚪_j𝐆_{jk}𝚪_k\right)\stackrel{}{h}`$
$`+{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}\{{\displaystyle \frac{1S_2}{r_{ij}^6}}[(\stackrel{}{h}𝚲_i\stackrel{}{h})(\widehat{r}_{ij}𝚲_i\widehat{r}_{ij})`$
$`+2(\stackrel{}{h}𝚲_i\widehat{r}_{ij})^2`$
$`+\mathrm{\Omega }(\stackrel{}{h}\stackrel{}{n}_i)^2(\stackrel{}{n}_i\widehat{r}_{ij})^2]`$
$`+S_2[(\stackrel{}{h}𝚲_i\stackrel{}{h})(\stackrel{}{n}_j𝐆_{ij}𝚲_i𝐆_{ij}\stackrel{}{n}_j)`$
$`+2(\stackrel{}{h}𝚲_i𝐆_{ij}\stackrel{}{n}_j)^2`$
$`+\mathrm{\Omega }(\stackrel{}{h}\stackrel{}{n}_i)^2(\stackrel{}{n}_i𝐆_{ij}\stackrel{}{n}_j)^2]\}`$
$`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}(\stackrel{}{h}𝚪_i\stackrel{}{h})[{\displaystyle \frac{1S_2}{r_{ij}^6}}(\widehat{r}_{ij}𝚪_i\widehat{r}_{ij})`$
$`+S_2(\stackrel{}{n}_j𝐆_{ij}𝚪_i𝐆_{ij}\stackrel{}{n}_j)]`$
where $`𝐆_{ij}`$, $`\stackrel{}{r}_{ij}`$ and $`\widehat{r}_{ij}`$ are defined in Eq. (5), and $`𝚪`$, $`𝚲`$, and $`\mathrm{\Omega }`$ in Eqs. (A9)–(A10) and also involve the $`S_l(\sigma )`$.

When calculating these coefficients, the same type of averages appear as in the isotropic case (see Refs.  for details of the calculation) and with the same multiplicities. The only difference is the weight function and hence the formulas required to calculate those averages \[Eqs. (A1) and (A7) instead of Eqs. (A19) and (A22)\].

## C General formula for the coefficient $`b_2`$ of the specific heat

In the general expression (34) for the specific heat the coefficient $`b_0`$ is given by Eq. (35), while $`b_2`$ reads

$`Nb_2`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left\{2(1S_2)4\sigma S_2^{}\sigma ^2S_2^{\prime \prime }\right\}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}r_{ij}^6`$ (C5)
$`+{\displaystyle \frac{1}{2}}\{2S_2(1S_2)+4\sigma S_2^{}(12S_2)`$
$`+\sigma ^2[S_2^{\prime \prime }(12S_2)2(S_2^{})^2]\}`$
$`\times {\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}r_{ij}^6[(\widehat{r}_{ij}\stackrel{}{n}_i)^2+(\widehat{r}_{ij}\stackrel{}{n}_j)^2]`$
$`+\left\{S_2^2+4\sigma S_2S_2^{}+\sigma ^2[S_2S_2^{\prime \prime }+(S_2^{})^2]\right\}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}(\stackrel{}{n}_i𝐆_{ij}\stackrel{}{n}_j)^2,`$
where $`f^{}=df/d\sigma `$. An arbitrary $`S_l^{}`$ can be expressed in terms of averaged Legendre polynomial by means of the following differential-recurrence relation

$`{\displaystyle \frac{dS_l}{d\sigma }}`$ $`=`$ $`{\displaystyle \frac{(l1)l}{(2l1)(2l+1)}}S_{l2}+{\displaystyle \frac{2l(l+1)}{3(2l1)(2l+3)}}S_l`$ (C7)
$`+{\displaystyle \frac{(l+1)(l+2)}{(2l+1)(2l+3)}}S_{l+2}{\displaystyle \frac{2}{3}}S_2S_l.`$
This useful formula can readily be demonstrated by taking the derivative of the definition of $`S_lP_l_\mathrm{a}=_1^1𝑑zP_le^{\sigma z^2}/_1^1𝑑ze^{\sigma z^2}`$:

$`{\displaystyle \frac{dS_l}{d\sigma }}`$ $`=`$ $`{\displaystyle \frac{_1^1𝑑zz^2P_le^{\sigma z^2}}{_1^1𝑑ze^{\sigma z^2}}}{\displaystyle \frac{_1^1𝑑zP_le^{\sigma z^2}_1^1𝑑zz^2e^{\sigma z^2}}{\left(_1^1𝑑ze^{\sigma z^2}\right)^2}}`$ (C8)
$`=`$ $`z^2P_l_\mathrm{a}{\displaystyle \frac{1}{3}}S_l\left(1+2S_2\right),`$ (C9)
where $`z^2_\mathrm{a}=(1+2S_2)/3`$ has been used. The product of $`P_l`$ with $`z`$ can be expanded in Legendre polynomials by using the corresponding relation for associated Legendre functions $`P_l^m`$ (Ref. , Ch. 12)

$$zP_l=\frac{1}{2l+1}\left[lP_{l1}+(l+1)P_{l+1}\right].$$
(C10)
Multiplying $`zP_l`$ by $`z`$, using again Eq. (C10) to expand $`zP_{l\pm 1}`$ on the right-hand side, and gathering terms yields

$`z^2P_l`$ $`=`$ $`{\displaystyle \frac{(l1)l}{(2l1)(2l+1)}}P_{l2}+{\displaystyle \frac{2l(l+1)1}{(2l1)(2l+3)}}P_l`$
$`+{\displaystyle \frac{(l+1)(l+2)}{(2l+1)(2l+3)}}P_{l+2}.`$
Averaging this result and substituting in Eq. (C8), we finally get the desired Eq. (C7).

## D Monte Carlo simulations

In order to obtain nonperturbative results to test the analytical expressions we have performed careful Monte Carlo simulations, by a method similar to that employed in Ref. . The trial Monte Carlo step (MCS) is a random rotation of the spin within a cone, achieved by generating a random vector with uniform probability on the surface of a sphere of radius $`\varrho `$, adding the random vector to the initial spin, and finally normalizing the resulting vector. For a better acceptance ratio of the generated configurations, we scale that radius with $`T`$ as $`\varrho =0.7/\sqrt{\sigma }`$.

In terms of the maximum anisotropy field $`\mu _0H_K=2A/m`$, where $`A`$ is the anisotropy parameter and $`m`$ is the magnetic moment, a dimensionless probing field can be defined as $`\mathrm{\Delta }H/H_K`$ or, in temperature units, as $`\mathrm{\Delta }\xi =2\sigma \mathrm{\Delta }H/H_K`$. The latter is the argument in the Langevin function for the (isotropic) magnetization, and it controls if the response is linear in $`\mathrm{\Delta }H`$. Therefore, to treat all the temperatures on the same footing $`\mathrm{\Delta }\xi \mathrm{\Delta }H/T`$ is kept constant in the simulation ($`\mathrm{\Delta }\xi =0.15`$) which requires to decrease the probing field with $`T`$. The value $`\mathrm{\Delta }\xi =0.15`$ used should ensure linear response since it is well below the values $`\mathrm{\Delta }\xi =0.3`$$`0.5`$, where nonlinear terms can start to contribute appreciably to the equilibrium response (see, for instance, Appendix C of Ref. ).

The number of dipoles in each simulation is indicated in the panels of Fig. 1 and the simulations are done with open boundary conditions. The absolute value of the coefficient in front of Eq. (4) can be written as $`2Ah_\mathrm{d}`$, so that $`h_\mathrm{d}`$ \[Eq. (9)\] is used as the input in the simulation. In order to control that the response is the equilibrium one, we apply a sinusoidal probing field of low frequency ($`f=8\times 10^6`$ MCS<sup>-1</sup>) and check that further reducing $`f`$ does not change the results. Besides, the 10 first periods are excluded from the average and the susceptibility sampled over the 20 following periods.