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# ANOMALY, CHARGE QUANTIZATION AND FAMILY

## Abstract

We first review the three known chiral anomalies in four dimensions and then use the anomaly free conditions to study the uniqueness of quark and lepton representations and charge quantizations in the standard model. We also extend our results to theory with an arbitrary number of color. Finally, we discuss the family problem.

Although the standard model  of $`SU(3)_C\times SU(2)_L\times U(1)_Y`$ has been remarkably successful experimentally, there are several puzzles, such as why the electric charges of quarks and leptons are quantized and why there are three fermion families? In this talk I would like to study these two puzzles in the viewpoint of the chiral gauge anomaly cancellations.

It is well-known that the anomaly free conditions arising from the theoretical requirements of renormalizability and self-consistency are the most elegant tool to test the gauge theory. Three anomalies thus far have been identified for chiral gauge theories in four dimensions: (1) The triangular (perturbative) chiral gauge anomaly,2 which must be canceled to avoid the breakdown of gauge invariance and renormalizability of the theory; we call this the triangular anomaly. (2) The global (non-perturbative) $`SU(2)`$ chiral gauge anomaly,3 which must be absent in order to define the fermion integral in a gauge invariant way; we call this the $`global`$ anomaly. This anomaly was first pointed out by Witten,3 and is known as the Witten $`SU(2)`$ anomaly. He showed in 1982 that any $`SU(2)`$ gauge theory with an odd number of left-handed fermion (Weyl) doublets is mathematically inconsistent. (3) The mixed (perturbative) chiral gauge-gravitational anomaly,4,5 which must be canceled in order to ensure general covariance of the theory; we call this the $`mixed`$ anomaly. This anomaly was first discussed by Delburgo and Salam4 in 1972 and its consequences studied by Alvarez-Gaumé and Witten5 in 1983, who concluded that a necessary condition for consistency of the theory coupled to gravity is that the sum of the $`U(1)`$ charges of the left-handed fermions vanishes, i.e., $`TrQ=0`$.

We now review the three chiral anomalies for the simple Lie groups.

1. The Triangular Anomaly. It has been shown6 that the simple Lie groups: $`SU(2)`$, $`SO(2k+1)(k>2)`$, $`SO(4k)(k2)`$, $`SO(4k+2)(k2)`$, $`Sp(2k)`$, $`G_2`$, $`F_4`$, $`E_6`$, $`E_7`$, and $`E_8`$ are safe groups. The only simple groups with possible triangular anomaly are the unitary groups $`SU(n)(n3)`$. Therefore, if we start with the groups which do not contain $`SU(n)(n3)`$ group, the theory will be free of triangular anomaly.

2. The Global Anomaly. We classify the simple Lie groups $`G`$ into the following two classes. (I) $`Sp(2k)(Sp(2)SU(2))`$. These groups7 have the property of

$`𝚷_4(Sp(2k))=𝐙_2,`$ (1)
where $`𝚷_4`$ is the fourth homotopy group and $`𝐙_2`$ is the two-valued discrete group (like parity). According to Witten,3 the group $`G^{(I)}=Sp(2k)`$ has global anomaly if the number of fermion zero modes (for $`SU(2)`$ group, it is equal to the number of fermion doublets) is odd. (II) $`SU(n)(n3),SO(2k+1)(k>2),SO(4k)(k2),SO(4k+2)(k2),G_2,F_4,E_6,E_7,`$ and $`E_8`$. These groups ($`G^{(II)}`$) have no global anomaly since their fourth homotopy groups are trivial,3,7 i.e.,

$`𝚷_4(G^{(II)})=0.`$ (2)
However, the interesting question8 arises as to how one can know at the level of $`G^{(II)}`$ whether such a theory is global anomaly-free when $`G^{(II)}`$ breaks down to groups which contain $`G^{(I)}`$. Recently, we present a sufficient condition8 that for any simple group $`G`$, containing $`Sp(2k)`$ as a subgroup, and for which $`𝚷_4(G)=0`$, the vanishing of the triangular perturbative anomaly for Weyl representations of $`G`$ will guarantee the absence of the global non-perturbative $`Sp(2k)`$ anomaly.

3. The Mixed Anomaly. This anomaly is non-trivial only for the theory in which there is $`U(1)`$ symmetry with non-zero total charges.5 Obviously, all the simple Lie groups ($`G^{(I),(II)}`$) are safe groups. Furthermore, when these groups break down to groups which contain $`U(1)`$, e.g.,

$`Gg\times {\displaystyle \underset{i}{}}U(1)_i,`$ (3)
unlike the previous case, there is no mixed anomaly since the $`U(1)`$ operators are the generators of $`G`$ and must be traceless.

The triangular anomaly-free of the standard model was first noted9 in 1972 for each quark-lepton family. It was clear that with only the triangular anomaly-free condition10 one could not explain the empirically determined quark-lepton representations and their quantized hypercharges. We now study11 the question of the uniqueness of quarks and leptons in the standard model by insisting on all three anomaly-free conditions. With an arbitrary color number $`N(3)`$, we begin by allowing an arbitrary number of (left-handed) Weyl representations under the group of $`SU(N)\times SU(2)\times U(1)`$, i.e.,

$`SU(N)\times SU(2)\times U(1)`$
$`N2Q_i,`$ $`i=1,\mathrm{},j`$
$`N1Q_i^{},`$ $`i=1,\mathrm{},k`$
$`\overline{N}1\overline{Q}_i,`$ $`i=1,\mathrm{},l`$ (4)
$`\overline{N}2\overline{Q}_i^{},`$ $`i=1,\mathrm{},m`$
$`12q_i,`$ $`i=1,\mathrm{},n`$
$`11\overline{q}_i,`$ $`i=1,\mathrm{},p`$
where the integers $`j,k,l,m,n`$ and $`p`$ and the $`U(1)`$ charges are all arbitrary. The triangular anomaly free conditions then lead to the following equations:

$`\left[SU\left(N\right)\right]^3`$ $`:`$ $`{\displaystyle \underset{i=1}{\overset{j}{}}}2+{\displaystyle \underset{i=1}{\overset{k}{}}}2{\displaystyle \underset{i=1}{\overset{l}{}}}1{\displaystyle \underset{i=1}{\overset{m}{}}}2=0,`$
$`\left[SU\left(N\right)\right]^2U\left(1\right)`$ $`:`$ $`2{\displaystyle \underset{i=1}{\overset{j}{}}}Q_i+{\displaystyle \underset{i=1}{\overset{k}{}}}Q_i^{}+{\displaystyle \underset{i=1}{\overset{l}{}}}\overline{Q}_i^{}+2{\displaystyle \underset{i=1}{\overset{m}{}}}\overline{Q}_i^{}=0,`$ (5)
$`\left[SU\left(2\right)\right]^2U\left(1\right)`$ $`:`$ $`N{\displaystyle \underset{i=1}{\overset{j}{}}}Q_i+N{\displaystyle \underset{i=1}{\overset{m}{}}}\overline{Q}_i^{}+{\displaystyle \underset{i=1}{\overset{n}{}}}q_i=0,`$
$`\left[U\left(1\right)\right]^3:N{\displaystyle \underset{i=1}{\overset{j}{}}}Q_i^3`$ $`+`$ $`{\displaystyle \frac{N}{2}}{\displaystyle \underset{i=1}{\overset{k}{}}}Q_i^3+{\displaystyle \frac{N}{2}}{\displaystyle \underset{i=1}{\overset{l}{}}}\overline{Q}_i^3+N{\displaystyle \underset{i=1}{\overset{m}{}}}\overline{Q}_i^3+{\displaystyle \underset{i=1}{\overset{n}{}}}q_i^3+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{p}{}}}\overline{q}_i^3=0.`$
The global $`SU(2)`$ anomaly-free condition is

$`Nj+Nm+n=E,`$ (6)
where $`E`$ is an even integer. Finally the mixed anomaly-free condition is

$`\left[U\left(1\right)\right]:N{\displaystyle \underset{i=1}{\overset{j}{}}}Q_i+{\displaystyle \frac{N}{2}}{\displaystyle \underset{i=1}{\overset{k}{}}}Q_i^{}+{\displaystyle \frac{N}{2}}{\displaystyle \underset{i=1}{\overset{l}{}}}\overline{Q}_i+N{\displaystyle \underset{i=1}{\overset{m}{}}}\overline{Q}_i^{}+{\displaystyle \underset{i=1}{\overset{n}{}}}q_i+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{p}{}}}\overline{q}_i=0.`$ (7)
The requirements of minimality and the three anomaly-free conditions \[Eqs. (5)-(7)\] lead to the values: (I) if N= even #, $`j=1`$, $`k=0`$, $`l=2`$, $`m=n=p=0`$, and

$`Q_1=0,\overline{Q}_1=\overline{Q}_2;`$ (8)
and (II) if N= odd #, $`j=1`$, $`k=0`$, $`l=2`$, $`m=0`$, $`n=1`$, $`p=1`$, and to two solutions of $`U(1)`$ charges

$`Q_1={\displaystyle \frac{1}{N}},\overline{Q}_1={\displaystyle \frac{N+1}{N}},\overline{Q}_2={\displaystyle \frac{N1}{N}},\overline{q}_1=2q_1=2,,`$ (9)
$`Q_1=q_1=\overline{q}_1=0,\overline{Q}_1=\overline{Q}_2,`$ (10)
where we have chosen the normalization $`q_1=1`$ in Eq. (9). For $`N=3`$, the solutions in Eqs. (9) and (10) are the “standard model” and the so called “bizarre” ones, respectively. We note that the “inert” state (1,1,0) for the “bizarre” solution is a non-chiral representation and it must be excluded. It is interesting to note that the “bizarre” solution may be viewed as the standard one when $`N\mathrm{}`$. Without considering the “bizarre” solution, for the odd number of color, all the $`U(1)`$ charges are uniquely determined. In this case, the resulting Weyl representations of $`SU(N)`$ and $`SU(2)`$ and their $`U(1)`$ charges are those in the standard model if N=3 (cf. Table 1). The electric charges of quarks and leptons for an arbitrary odd number of color $`N`$ are given in Table 1 where the electroweak symmetry is spontaneously broken down to $`U(1)_{EM}`$ by the Higgs mechanism.

Table 1. The quantum numbers of quark and lepton representations under $`SU(N)_C\times SU(2)_L\times U(1)_Y`$ and $`SU(N)_C\times U(1)_{EM}`$

| Particles | $`SU(N)_C\times SU(2)_L\times U(1)_Y`$ | $``$ | $`SU(N)_C\times U(1)_{EM}`$ |
| --- | --- | --- | --- |
| $`(i=1,2,3)`$ |  |  |  |
| $`\left({\displaystyle \genfrac{}{}{0pt}{}{u}{d}}\right)_L^i`$ | N 2 $`{\displaystyle \frac{1}{N}}`$ |  | $`({\displaystyle \genfrac{}{}{0pt}{}{N}{N}}`$ $`{\displaystyle \genfrac{}{}{0pt}{}{\frac{N+1}{2N}}{\frac{N1}{2N}}})`$ |
| $`u_{L}^{c}{}_{}{}^{i}`$ | $`\overline{N}`$ 1 $`{\displaystyle \frac{N+1}{N}}`$ |  | $`\overline{N}`$ $`\frac{N+1}{2N}`$ |
| $`d_{L}^{c}{}_{}{}^{i}`$ | $`\overline{N}`$ 1 $`{\displaystyle \frac{N1}{N}}`$ |  | $`\overline{N}`$ $`\frac{N1}{2N}`$ |
| $`\left({\displaystyle \genfrac{}{}{0pt}{}{\nu }{e}}\right)_L^i`$ | 1 2 $`1`$ |  | $`({\displaystyle \genfrac{}{}{0pt}{}{1}{1}}`$ $`{\displaystyle \genfrac{}{}{0pt}{}{0}{1}})`$ |
| $`e_{L}^{c}{}_{}{}^{i}`$ | 1 1 $`2`$ |  | -1 -1 |

For the standard model of $`SU(3)_C\times SU(2)_L\times U(1)_Y`$, we thus find that the requirements of minimality and freedom from all three chiral gauge anomalies lead to a unique set of Weyl representations (and their $`U(1)_Y`$ charges) of the standard group that correspond to the observed quarks and leptons of one family. Furthermore, the $`U(1)_Y`$ charges of these quarks and leptons are quantized and correctly determined by adding the mixed anomaly-free condition and thus a long-standing puzzle of the electric charge quantization of quark and lepton can be solved within the content of the standard model.

In spite of the success of the standard model, it is still a mystery why the three anomaly cancellations, especially the global and the mixed ones, should be satisfied. Naturally one hopes that new physics beyond the standard model can provide us an explanation to this question. From the above studies we see that the three anomaly-free conditions in the standard model may be automatically satisfied if it comes from a large group, especially, a grand unification group. For example, with the $`E_6`$ grand unification theory, the triangular, the global, and the mixed anomalies are trivial at the level of $`E_6`$ which guarantees their freedom at the standard group level. We thus conclude that the resolution of the question of the uniqueness of the massless fermion representations and $`U(1)_Y`$ charges for the standard group – when viewed from the standpoint of the perturbative triangular and mixed chiral gauge-gravitational anomalies and the absence of the non-perturbative global $`SU(2)`$ chiral gauge anomaly in four dimensions – argues strongly for some new physics beyond the standard model.

Finally, we discuss the family issue. It is clear that, as one can see from the above study, the imposition of all three anomaly-free conditions for the standard model does not shed any immediate light on the “generation problem”. In fact, the quantum numbers in Table 1 are generation blind. Moreover, if one enlarges the standard group to include an $`SU(2)`$ or $`SU(3)`$ group, one can show that the theories are precisely the one family fermion structure of the left-right symmetric model11 $`SU(3)_C\times SU(2)_L\times SU(2)_R\times U(1)`$ and the chiral-color model,12 $`SU(3)_{CL}\times SU(3)_{CR}\times SU(2)_L\times U(1)_Y`$, respectively, instead of having a family group. Clearly, some new ideas13 are needed to constrain on the number of families which would be a key to the new physics. We now present a toy model which gives rise to three families of quarks and leptons. In the standard model, in each family there are 15 Weyl spinors. With a right handed neutrino, the number becomes 16. For three families, the total numbers are 48. One may put all these 48 Weyl spinors into a flavor box to form a large global symmetry as $`U(48)`$.13 From the study in Eqs. (4)-(10), we can extend the group of $`SU(N)\times SU(2)\times U(1)`$ with both even and odd numbers of $`N`$ to a larger group of $`SU(N)\times SU(2)\times SU(2)`$ in which $`N`$ has to be an even number as shown in Table 2. For N=4, it is just the Pati-Salam model,14 which contains a right-handed neutrino. We remark that the representations under $`SU(N)\times SU(2)\times SU(2)`$ in Table 2 are unique unlike the case with a $`U(1)`$ symmetry and there is no more “bizarre” solution like the one in Eq. (10).

Table 2. The fermion quantum numbers under $`SU(N)\times SU(2)\times SU(2)`$

| $`SU(N)_C`$ | $`\times `$ | $`SU(2)`$ | $`\times `$ | $`SU(2)`$ |
| --- | --- | --- | --- | --- |
| $`N`$ |  | 2 |  | 1 |
| $`\overline{N}`$ |  | 1 |  | 2 |

We now take the global flavor symmetry $`U(48)`$ and gauge its subgroup $`SU(12)\times SU(2)\times SU(2)`$ so that the fermions transform according to the representations given in Table 2 with $`N=12`$. Thus, the model is a generalized Pati-Salam theory with the color being 12. The symmetry breaking chains by various suitable scalars are given as follows:

$`SU(12)_C\times SU(2)_L\times SU(2)_R`$

$`\mathrm{12\; 2\; 1}`$

$`\overline{12}\mathrm{1\; 2}`$

$``$

$`SU(12)_C\times SU(2)_L\times SU(2)_R`$

$``$

$`SU(8)_C\times SU(4)_{C1}\times SU(2)_L\times SU(2)_R\times U(1)`$

$``$

$`SU(4)_{C3}\times SU(4)_{C2}\times SU(4)_{C1}\times SU(2)_L\times SU(2)_R\times U(1)\times U(1)`$

$``$

$``$

$`SU(4)_C\times SU(2)_L\times SU(2)_R`$

$``$

$``$

$`SU(3)_C\times SU(2)_L\times U(1)_Y`$

$`\underset{}{threequarkandleptonfamilies}`$

Therefore, there are three generations of quarks and leptons under the standard group of $`SU(3)_C\times SU(2)_L\times U(1)_Y`$. However, before taking this model seriously, more works have to be done.

In sum, we have found that the requirements of minimality and freedom from all three chiral gauge anomalies in four dimensions lead to a unique set of Weyl representations of the standard group, corresponding to the observed quarks and leptons of one family. Furthermore, the $`U(1)_Y`$ charges of these quarks and leptons are quantized and correctly determined by adding the mixed anomaly-free condition and thus a long-standing puzzle of the electric charge quantization of quark and lepton can be solved within the content of the standard model. The determination of the uniqueness of the standard model due to the anomaly cancellations argues strongly for new physics beyond the standard model, especially some form of the quark-lepton unification. However, there is still no answer to the family problem. Maybe there are possibly some as-yet-unidentified anomalies in four dimensions, or larger symmetries like $`SU(12)_C\times SU(2)_L\times SU(2)_R`$, or higher dimensions,13 or presons,15 or others.

Acknowledgements

This work was supported in part by the National Science Council of the Republic of China under contract number NSC-89-2112-M-007-013.


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# 1 Introduction

## 1  Introduction

Our understanding of nonequilibrium statistical physics is far behind that for the equilibrium theory. Even simple models may pose a formidable problem if one wants to approach them analytically. As an interesting example of stochastic models, which may be investigated analytically in some few cases, are one–dimensional reaction–diffusion processes which are of both theoretical and experimental interest in a very wide context of physics and chemistry, such as stochastic spin flip dynamics , traffic flow , the kinetics of bipolymerization , reptation of DNA in gels , interface growth , diffusion in zeolites , and many other phenomena.

Asymmetric Simple Exclusion Processes (ASEP) in one dimension, is one of the simplest example of a driven diffusion system . For example, the totally ASEP model describes a process in which each lattice site can be occupied by at most one particle and the particles hop to their right neighboring site if they are not already occupied, with a rate which is the same for all particles, otherwise the attempted move is rejected. The dynamics of these models can be fully specified by a master equation and an appropriate boundary condition, which imposed on the probabilities appear in the master equation. Using the coordinate Bethe ansatz, the author of  has exactly obtained the $`N`$–particle conditional probabilities of totally ASEP, in which the particles can move to left and right with different rates.

Now the interesting point is that if one changes the boundary condition, without altering the master equation, one can model another reaction–diffusion processes even with long range interactions. For example in , the so called ”generalized totally ASEP model” has been exactly solved in this way. In this model the particle hops to the next right site by pushing all the neighboring particles to their next right sites, with a rate depending on the number of right neighboring particles. The partially generalized ASEP model has also been studied in . Note that in all of these cases, the solvability of the models is shown by proving the factorization of $`N`$–particle S–matrices into 2–particle ones, which the latter were found exactly.

In all the above ASEPs, there is only one species of particle, that is all the particles are of the same type. But if one considers the two, or more, species problems, the situation becomes more complicated. The main complexity arises from the fact that the above mentioned factorization of $`N`$–particle systems, reduces to the condition of satisfying the two–particle S–matrices in the Quantum Yang–Baxter Equation (QYBE). In one species models, the S–matrices are not really matrices, they are c–numbers and therefore their satisfying in QYBE becomes trivial. This new condition can hardly restrict the number of solvable models with more than one–species particles. In , a class of two species reaction–diffusion processes with following properties has been considered: 1) the particles diffuse to their right neighboring sites, 2) they can be annihilated or created, but the total number of particles are constant, and 3) the interaction rates are all the same. It is shown that among 4096 types of models with the above properties, which can be modeled by a master equation and a number of boundary conditions, there are only 28 independent interactions which their two–particle S–matrices satisfy the QYBE and therefore are solvable. The third condition (equality of the interaction rates) was very crucial in proof of solvability.

In this paper we want to study the effect of interaction rates in solvability of $`p`$–species reaction–diffusion processes, by considering a specific model. We begin our investigation by choosing one of the two–species interactions that has been introduced in , but with different interaction rates, and try to obtain the range of parameters to insure the solvability of the corresponding extended $`p`$–species model. As we show, we must restrict ourselves to a narrower and narrower range of parameters, as we go ahead, and finally arrive at a model with a specific relation between the interaction rates and also a specific range for these rates.

The plan of the paper is as following. In section 2, we begin with following two–species reaction–diffusion processes:

$$A+\mathrm{}\stackrel{D_A}{}\mathrm{}+A,$$

$$B+\mathrm{}\stackrel{D_B}{}\mathrm{}+B,$$

$$A+B\stackrel{s}{}B+A,$$
(1)
$$B+A\stackrel{r}{}A+B,$$

and write down a master equation and a number of boundary conditions to describe the dynamics of these interactions. $`D_A`$ and $`D_B`$ are the right–diffusion rates of $`A`$ and $`B`$ particles, respectively, and $`s`$ and $`r`$ are the rates of transforming (exchanging) $`A`$ and $`B`$ particles to each other for (…$`AB`$…) and (…$`BA`$…) configurations, respectively. We will show that only for $`D_A=D_B=1`$ case, there exists the coordinate Bethe–ansatz solution for probabilities (note that taking $`D1`$ is in fact a choosing of time scale). Moreover, we will see that the consistency of the solutions (which will be appeared as satisfaction of 2–particle S–matrix in QYBE) restricts us to $`r=0`$ or $`s=0`$ cases (which are the same after relabeling $`AB`$). We therefore conclude that the solvable model (interaction) is the following one–parameter family process

$$A+\mathrm{}\stackrel{1}{}\mathrm{}+A,$$

$$B+\mathrm{}\stackrel{1}{}\mathrm{}+B,$$
(2)
$$B+A\stackrel{r}{}A+B.$$

Note that for $`r=1`$, interactions (2) are one of the 28 interactions introduced in . We then generalize the interactions (2) to a $`p`$–species model in which the particles $`A_i(i=1,\mathrm{},p)`$ can diffuse to their right neighboring sites, all with equal rate one, and also they have exchange interactions with different rates:

$`A_i+\mathrm{}\stackrel{1}{}\mathrm{}+A_i,`$
$`A_j+A_i\stackrel{}{\stackrel{r_{ij}}{}A_i+A_j,(j>i).}`$ (3)
We label the species such that the configuration (…$`A_jA_i`$…) can go to (…$`A_iA_j`$…), only when $`j>i`$, therefore $`r`$ in eq.(2) is in fact $`r_{12}`$. After a lengthy calculation, we show that there must be a specific relations between $`r_{ij}`$s until the $`p^2\times p^2`$ two–particle S–matrix satisfying the QYBE.

In section 3, we calculate the two–particle conditional probabilities of reaction (2), and show that only for $`0r<2`$ we are able to calculate these probabilities by a standard superposition of the eigenfunctions with real eigenvalues. The long–time behavior of the probabilities is also discussed. Finally in section 4, we generalize the reactions (2) to the case where the particles can diffuse to both right and left, as following:

$`A+\mathrm{}\stackrel{D_R}{}\mathrm{}+A,`$
$`B+\mathrm{}\stackrel{D_R}{}\mathrm{}+B,`$
$`\mathrm{}\stackrel{D_L}{+AA+}\mathrm{},`$ (4)
$`\mathrm{}\stackrel{D_L}{+BB+}\mathrm{},`$
$`B+A\stackrel{r}{}A+B,`$
$`A+B\stackrel{s}{}B+A.`$
We show that there must be a fine tuning of parameters if one demands the reactions (4) to be solvable.

## 2  $`p`$–species exchange–diffusion processes

### 2.1  The master equation for 2–species case

Consider the interactions introduced in eq.(1). The basic quantities that must be calculated are the probabilities $`P_{\alpha _1\alpha _2\mathrm{}\alpha _N}(x_1,x_2,\mathrm{},x_N;t)`$ for finding at time $`t`$ the particle of type $`\alpha _1`$ at site $`x_1`$, particle of type $`\alpha _2`$ at site $`x_2`$, etc.. Each $`\alpha _i`$ can be $`A`$ or $`B`$. Following , we take these functions to define probabilities only in the physical region $`x_1<x_2<\mathrm{}<x_N`$, and the regions where any two adjacent coordinates are equal, are the boundaries of the physical region. For $`x_{i1}x_i>1,i`$, the particles can only hop to their right neighboring sites and therefore the master equation is:

$$\frac{}{t}P_{\alpha _1\alpha _2\mathrm{}\alpha _N}(x_1,x_2,\mathrm{},x_N;t)=\underset{i=1}{\overset{N}{}}D_{\alpha _i}[P_{\alpha _1\alpha _2\mathrm{}\alpha _N}(x_1,\mathrm{},x_{i1},x_i1,x_{i+1},\mathrm{},x_N;t)$$

$$P_{\alpha _1\alpha _2\mathrm{}\alpha _N}(x_1,x_2,\mathrm{},x_N;t)],$$
(5)
where the first $`N`$ terms are the sources of $`P_{\alpha _1\alpha _2\mathrm{}\alpha _N}(x_1,x_2,\mathrm{},x_N;t)`$ and the second $`N`$ terms are the sinks of it. It is obvious that if $`x_{i+1}=x_i+1`$ for some $`i`$’s, then some of the probability functions in the right hand side of eq.(5) go out from the physical region. So we need to specify the boundary terms. The specification of these terms depends on the details of the interactions of the particles. For exchange interactions defined in eq.(1), the suitable boundary conditions are:

$`D_AP_{BA}(x,x)`$ $`=`$ $`sP_{AB}(x,x+1)+(D_Br)P_{BA}(x,x+1),`$
$`D_BP_{AB}(x,x)`$ $`=`$ $`rP_{BA}(x,x+1)+(D_As)P_{AB}(x,x+1),`$ (6)
$`P_{\alpha \alpha }(x,x)`$ $`=`$ $`P_{\alpha \alpha }(x,x+1),(\alpha =A,B),`$
in which the time variable and all the other coordinates have been suppressed for simplicity. To justify these boundary conditions, it is enough to examine them in some specific cases. Let us do it for a rather complicated case, for example $`P_{ABBA}(x,x+1,x+2,x+3).`$ From master equation (5), we have,

$$\frac{}{t}P_{ABBA}(x,x+1,x+2,x+3)=D_AP_{ABBA}(x1,x+1,x+2,x+3)$$

$$+D_BP_{ABBA}(x,x,x+2,x+3)+D_BP_{ABBA}(x,x+1,x+1,x+3)$$
(7)
$$+D_AP_{ABBA}(x,x+1,x+2,x+2)2(D_A+D_B)P_{ABBA}(x,x+1,x+2,x+3).$$

If we use the relations (6) in the second, third and fourth terms of the right hand side of (7), we find

$$\frac{}{t}P_{ABBA}(x,x+1,x+2,x+3)=D_AP_{ABBA}(x1,x+1,x+2,x+3)+$$

$$rP_{BABA}(x,x+1,x+2,x+3)+sP_{ABAB}(x,x+1,x+2,x+3)(D_A+r+s)P_{ABBA}(x,x+1,x+2,x+3).$$

This equation is exactly what we expect from interactions (1), because the source terms of configuration (…$`\mathrm{}ABBA\mathrm{}`$…) are: (…$`A\mathrm{}BBA\mathrm{}`$…) (with rate $`D_A`$), (…$`\mathrm{}BABA\mathrm{}`$…) (with rate $`r`$) and (…$`\mathrm{}ABAB\mathrm{}`$…) (with rate $`s`$), and its sink terms are: (…$`\mathrm{}ABB\mathrm{}A`$…) (with rate $`D_A`$), (…$`\mathrm{}BABA\mathrm{}`$…) (with rate $`s`$) and (…$`\mathrm{}ABAB\mathrm{}`$…) (with rate $`r`$). It can be shown that the boundary conditions (6) results the correct terms for any desired configuration.

### 2.2  the Bethe ansatz solution (2–species)

Now we want to solve the master equation (5) with boundary conditions (6) by the coordinate Bethe ansatz method. First we define $`\mathrm{\Psi }_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_N)`$ through,

$$P_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_N;t)=e^{ϵ_Nt}\mathrm{\Psi }_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_N),$$
(8)
and then substitute it in eq.(5), which results

$$\underset{i=1}{\overset{N}{}}D_{\alpha _i}\mathrm{\Psi }_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_{i1},x_i1,x_{i+1},\mathrm{},x_N)=(\underset{i=1}{\overset{N}{}}D_{\alpha _i}ϵ_N)\mathrm{\Psi }_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_N).$$
(9)
To solve this equation, we use the coordinate Bethe ansatz for each of the components $`\mathrm{\Psi }_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_N):`$

$$\mathrm{\Psi }_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_N)=\underset{\sigma }{}A_\sigma ^{(\alpha _1\mathrm{}\alpha _N)}e^{i\sigma (𝐩).𝐱},$$
(10)
where $`𝐱`$ and $`𝐩`$ stands for $`N`$–tuples coordinates and momenta, respectively, and $`\sigma (𝐩)`$ is a permutation of momenta. The sum is over all permutations. Inserting (11) into (10) yields:

$$\underset{\sigma }{}\left[ϵ_N\underset{j=1}{\overset{N}{}}D_{\alpha _j}+\underset{j=1}{\overset{N}{}}D_{\alpha _j}e^{i\sigma (p_j)}\right]A_\sigma ^{(\alpha _1\mathrm{}\alpha _N)}e^{i\sigma (𝐩).𝐱}=0.$$
(11)
As $`A_\sigma ^{(\alpha _1\mathrm{}\alpha _N)}e^{i\sigma (𝐩).𝐱}`$s are linearly independent for different $`\sigma ^{}`$s, the only solution of eq.(12) is:

$$ϵ_N\underset{j=1}{\overset{N}{}}D_{\alpha _j}+\underset{j=1}{\overset{N}{}}D_{\alpha _j}e^{i\sigma (p_j)}=0,\sigma ,$$
(12)
or

$$\underset{j=1}{\overset{N}{}}D_{\alpha _j}e^{i\sigma _1(p_j)}=\underset{j=1}{\overset{N}{}}D_{\alpha _j}e^{i\sigma _2(p_j)}=\mathrm{}=\underset{j=1}{\overset{N}{}}D_{\alpha _j}e^{i\sigma _n(p_j)},$$
(13)
where $`n`$ is the number of elements of permutation group. As these equalities must hold for an arbitrary $`𝐩`$, the only nontrivial solution is:

$$D_A=D_B1.$$
(14)
Now as for any group element $`\sigma `$ we have

$$\underset{j=1}{\overset{N}{}}e^{i\sigma (p_j)}=e^{ip_1}+\mathrm{}+e^{ip_N},$$
(15)
the equalities (14) satisfy satisfactorily. Therefore, the Bethe ansatz solution exists only for equal diffusion rates, which in this case the eigenvalue $`ϵ_N`$ is found to be (by eq.(13)):

$$ϵ_N=\underset{j=1}{\overset{N}{}}(1e^{ip_j}).$$
(16)
It is easier to consider $`\mathrm{\Psi }_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_N)`$ and $`A_\sigma ^{(\alpha _1\mathrm{}\alpha _N)}`$ as the components of the tensors $`𝚿`$ and $`𝐀_\sigma `$with rank $`N`$, respectively. therefore eq.(11) can be written as

$$𝚿(x_1,\mathrm{},x_N)=\underset{\sigma }{}𝐀_\sigma e^{i\sigma (𝐩).𝐱}.$$
(17)
The boundary conditions of $`𝚿`$ can be obtained by substituting eq.(9) in (6), with $`D_A=D_B1.`$ The resulting equation is

$$𝚿(\mathrm{},\zeta ,\zeta ,\mathrm{})=𝐛_{k,k+1}𝚿(\mathrm{},\zeta ,\zeta +1,\mathrm{}),$$
(18)
where

$$\begin{array}{ccc}𝐛_{k,k+1}=\mathrm{𝟏}\mathrm{}\mathrm{𝟏}& \underset{}{𝐛}& \mathrm{𝟏}\mathrm{}\mathrm{𝟏},\\ & k,k+1& \end{array}$$
(19)
with

$$𝐛=\left(\begin{array}{cccc}1& 0& 0& 0\\ 0& 1s& r& 0\\ 0& s& 1r& 0\\ 0& 0& 0& 1\end{array}\right).$$
(20)
The coefficients $`𝐀_\sigma `$’s in eq.(18) must be found by substituting the wavefunction (18) into the boundary condition (19), which yields

$$\underset{\sigma }{}e^{i\underset{jk,k+1}{}\sigma (p_j)x_j+i(\sigma (p_k)+\sigma (p_{k+1}))\xi }(1e^{i\sigma (p_{k+1})}𝐛_{k,k+1})𝐀_\sigma =0.$$
(21)
As the exponential part of eq.(22) is symmetric with respect to $`p_kp_{k+1}`$, if we also symmetrize the remaining terms with respect to this interchange, we obtain

$$(1e^{i\sigma (p_{k+1})}𝐛_{k,k+1})𝐀_\sigma +(1e^{i\sigma (p_k)}𝐛_{k,k+1})𝐀_{\sigma \sigma _k}=0,$$
(22)
where $`\sigma _k`$ represent the permutation group element which only interchanges $`p_k`$ and $`p_{k+1}.`$ Therefore

$$𝐀_{\sigma \sigma _k}=𝐒_{k,k+1}(\sigma (p_k),\sigma (p_{k+1}))𝐀_\sigma ,$$
(23)
where

$$\begin{array}{ccc}𝐒_{k,k+1}(z_1,z_2)=\mathrm{𝟏}\mathrm{}\mathrm{𝟏}& \underset{}{S(z_1,z_2)}& \mathrm{𝟏}\mathrm{}\mathrm{𝟏},\\ & k,k+1& \end{array}$$
(24)
in which

$$𝐒(z_1,z_2)=(\mathrm{𝟏}z_1𝐛)^1(\mathrm{𝟏}z_2𝐛).$$
(25)
In above equations, $`z_k`$ stands for $`e^{ip_k}`$. In this way, all the $`𝐀_\sigma `$ coefficients are determined in terms of $`𝐀_1`$ which is fixed by the initial conditions (the particles’ positions at $`t=0`$). It seems that we have solved the problem for arbitrary $`𝐛`$ (i.e. interaction), but it is not true (note that we have not yet used the explicit form of $`𝐛`$ in deriving $`𝐀_\sigma `$). The crucial point is that $`\sigma _1\sigma _2\sigma _1`$ and $`\sigma _2\sigma _1\sigma _2`$ are equal as elements of permutation group, therefore we should impose the following condition on the corresponding $`𝐀_\sigma `$’s:

$$𝐀_{\sigma _1\sigma _2\sigma _1}=𝐀_{\sigma _2\sigma _1\sigma _2},$$
(26)
and this highly restricts the allowed $`𝐛`$ matrices (i.e. interactions ). It can be shown that eq.(27) reduces to following relation for $`S(z_1,z_2)`$ matrices (see  for more details),

$$(S(w,t)1)(1S(z,t))(S(z,w)1)=(1S(z,w))(S(z,t)1)(1S(w,t)),$$
(27)
in which $`z=e^{ip_1},w=e^{ip_2},`$ and $`t=e^{ip_3}`$. Note that eq.(28) is nothing but the Quantum Yang–Baxter equation.

Now if one calculates the S–matrix from eq.(26), using $`𝐛`$ from (21), the QYBE (28) reduces to a $`8\times 8`$ matrix with fourteen nonzero elements (after writing eq.(28) as RHS – LHS = 0) that must be equated to the zero matrix. The elements are functions of $`p_1,p_2,p_3,r`$ and $`s`$ which all must be equal to zero for arbitrary momentum values $`p_1,p_2`$ and $`p_3`$. It can be shown that the unique solutions of these fourteen equations are:

$`\mathrm{solution}1`$ $`:`$ $`r=0,\mathrm{arbitrary}s,`$
$`\mathrm{solution}2`$ $`:`$ $`s=0,\mathrm{arbitrary}r.`$ (28)
As these two solutions are equivalent (by relabeling $`AB`$), so the only integrable model is the one indicated in eq.(2).

### 2.3  The $`p`$–species model

Now let us generalize the reaction (2) to the case where there exists $`p`$ kinds of particles, which we label them by $`A_1,A_2,\mathrm{},A_p.`$ Each particle can diffuse to its right neighboring site, and any two particle can exchange with each other. From the results obtained in previous subsection, we know that if we want the model to be integrable, we must restrict ourselves to the case where the particles’ diffusion rates are equal (scaled to one), and also for each two particles there is only one allowed exchange interaction. For example $`A_2+A_1A_1+A_2`$ is allowed, but $`A_1+A_2A_2+A_1`$ is forbidden. We label the particles such that $`A_j+A_iA_i+A_j`$ is allowed only for $`j>i`$, and denote the reaction rate of this interaction by $`r_{ij}`$, see eq.(3).

The master equation of this $`p`$–species model is again eq.(5) (with $`D_{\alpha _i}=1`$), but now each $`\alpha _i`$ can be $`A_1,A_2,\mathrm{},`$ and $`A_p`$. The boundary conditions are the generalization of eq.(6) but now for each two particle species $`A_i`$ and $`A_j`$, i.e. $`P_{AB}P_{ij}`$, $`P_{BA}P_{ji}`$, $`s=0`$, $`D_A=D_B=1`$, and $`rr_{ij}`$; so

$`P_{ij}(x,x)`$ $`=`$ $`P_{ij}(x,x+1)+r_{ij}P_{ji}(x,x+1),j>i,`$
$`P_{ji}(x,x)`$ $`=`$ $`(1r_{ij})P_{ji}(x,x+1),j>i,`$ (29)
$`P_{ii}(x,x)`$ $`=`$ $`P_{ii}(x,x+1).`$
The wavefunctions can be again factorized by the eq.(9), and the coordinate Bethe ansatz solution (18) is yet valid. The boundary conditions can be rewritten as (19), but here $`𝐛`$ is the following $`p^2\times p^2`$ matrix:

$$𝐛=\underset{ij}{}E_{ii}E_{jj}+\underset{i<j}{}r_{ij}E_{ij}E_{ji}+\underset{i>j}{}(1r_{ji})E_{ii}E_{jj},$$
(30)
where $`E_{ij}`$ is a $`p\times p`$ matrix with elements $`(E_{ij})_{kl}=\delta _{ik}\delta _{jl}`$. It can be shown that the S–matrix (26) becomes:

$$S(z,w)=\underset{i,j=1}{\overset{p}{}}\frac{1w(1r_{ji}^{})}{(1r_{ji}^{})z1}E_{ii}E_{jj}+\underset{i,j=1}{\overset{p}{}}r_{ij}^{}\frac{zw}{(z1)(1z+zr_{ij}^{})}E_{ij}E_{ji,}$$
(31)
in which,

$$r_{ij}^{}=\{\begin{array}{c}0\mathrm{if}ij\\ r_{ij}\mathrm{if}i<j\end{array}.$$
(32)
Now expression (32) must satisfy the QYBE (28). After a lengthy calculation, it can be shown that the only nontrivial solutions of QYBE are as following (for each $`i<j<k`$ indices):

$`\mathrm{solution}1`$ $`:`$ $`r_{ij}=0,r_{ik}\mathrm{and}r_{jk}\mathrm{arbitrary},`$
$`\mathrm{solution}2`$ $`:`$ $`r_{ik}=0,r_{jk}=0,\mathrm{and}r_{ij}\mathrm{arbitrary},`$ (33)
$`\mathrm{solution}3`$ $`:`$ $`r_{ij}=r_{ik},r_{jk}\mathrm{arbitrary}.`$
For any set of interaction rates where each three of them satisfy any of the solutions $`1,2`$ or $`3`$, with the constraint that the relations between $`r_{ij}`$s must be consistent in all subsets, we have an integrable $`p`$–species model with wavefunction (18) whose coefficients are determined by eq.(24) and S–matrix introduced in (32).

For $`p=3`$, the allowed sets of interaction rates are exactly the same as the three solutions (34) with $`(ijk)=(123)`$. But for $`p>3`$ cases, we can choose different consistent solutions for any $`(ijk)`$’s and therefore extracting all the allowed sets are not so easy. For example for $`p=4`$, in which there are six interaction rates $`r_{12},r_{13},r_{14},r_{23},r_{24},`$ and $`r_{34}`$, the allowed sets of parameters are as following:

$`\{r_{14},r_{24},r_{34}\},`$
$`\{r_{12},r_{34}\},`$
$`\{r_{13},r_{23}\},`$
$`\{r_{13},r_{24}\},`$
$`\{r_{14},r_{23}\},`$
$`\left\{r_{14},r_{34},r_{23}=r_{24}\right\},`$
$`\left\{r_{24},r_{34},r_{12}=r_{14}\right\},`$
$`\left\{r_{24},r_{34},r_{13}=r_{14}\right\},`$ (34)
$`\left\{r_{24},r_{34},r_{12}=r_{13}=r_{14}\right\},`$
$`\left\{r_{13},r_{23}=r_{24}\right\},`$
$`\left\{r_{23},r_{12}=r_{13}\right\},`$
$`\left\{r_{23},r_{13}=r_{14}\right\},`$
$`\left\{r_{23},r_{12}=r_{13}=r_{14}\right\},`$
$`\left\{r_{34},r_{13}=r_{14},r_{23}=r_{24}\right\},`$
$`\left\{r_{34},r_{12}=r_{13}=r_{14},r_{23}=r_{24}\right\}.`$
Note that in all the above allowed sets, we have only brought the free parameters and the relations that must be satisfied by them, and the zero reaction rates have not been written. In this way we find a large class of multi–parameter $`p`$–species integrable reaction–diffusion models.

## 3  two–particle conditional probabilities for 2–species model

Now for the simplest case, that is the 2–species reactions (2), let us calculate the two–particle conditional probabilities $`P(\alpha _1,\alpha _2,x_1,x_2;t|\beta _1,\beta _2,y_1,y_2;0)`$, which is the probability of finding particles $`\alpha _1`$ and $`\alpha _2`$ at time $`t`$ at sites $`x_1`$ and $`x_2`$, respectively, if at $`t=0`$ we have the particles $`\beta _1`$ and $`\beta _2`$ at sites $`y_1`$ and $`y_2`$, respectively. These probabilities can be found by a linear combination of eigenfunctions $`P(x_1,x_2)`$. Therefore,

$$\begin{array}{c}\left(\begin{array}{c}P_{AA}\\ P_{AB}\\ P_{BA}\\ P_{BB}\end{array}\right)(𝐱;t|\beta ,𝐲;0)=\hfill \\ =f(p_1,p_2)e^{ϵ_2t}𝚿(x_1,x_2)𝑑p_1𝑑p_2\hfill \\ =\frac{1}{(2\pi )^2}e^{ϵ_2t}e^{i𝐩.𝐲}\left\{\left(\begin{array}{c}a\\ b\\ c\\ d\end{array}\right)e^{i(p_1x_1+p_2x_2)}+S_{12}(p_1,p_2)\left(\begin{array}{c}a\\ b\\ c\\ d\end{array}\right)e^{i(p_2x_1+p_1x_2)}\right\}𝑑p_1𝑑p_2.\hfill \end{array}$$
(35)
In these expansion, $`P(𝐱;t|\beta ,𝐲;0)`$ stands for $`P(\alpha _1,\alpha _2,x_1,x_2;t|\beta _1,\beta _2,y_1,y_2;0)`$ and $`f(p_1,p_2)`$ is the coefficient of expansion, where in the second equality we choose it to be $`\frac{1}{(2\pi )^2}e^{i𝐩.𝐲}`$ (see  \- ). $`ϵ_2=2e^{ip_1}e^{ip_2}`$ (see (17)) and $`𝚿`$ is the two–particle wave function (18), in which eq.(24) has been used for $`𝐀_{\sigma _1}(𝐀_{\sigma _1}=S_{12}(p_1,p_2)𝐀_1).`$ The column matrix $`\left(\begin{array}{c}a\\ b\\ c\\ d\end{array}\right)`$stands for $`𝐀_1`$, which its components must be determined by initial condition and $`S_{12}(p_1,p_2)`$ is:

$$S_{12}(p_1,p_2)=\left(\begin{array}{cccc}s_1& 0& 0& 0\\ 0& s_1& s_2& 0\\ 0& 0& s_3& 0\\ 0& 0& 0& s_1\end{array}\right),$$
(36)
where

$`s_1`$ $`=`$ $`{\displaystyle \frac{1e^{ip_2}}{e^{ip_1}1}},`$
$`s_2`$ $`=`$ $`{\displaystyle \frac{r(e^{ip_2}e^{ip_1})}{(1e^{ip_1})\left[1+(r1)e^{ip_1}\right]}},`$ (37)
$`s_3`$ $`=`$ $`{\displaystyle \frac{(1r)e^{ip_2}1}{1+(r1)e^{ip_1}}}.`$
The matrix $`S_{12}(p_1,p_2)`$ is obtained from eq.(26) in which the matrix $`𝐛`$ in eq.(21) (with $`s=0`$) has been used. By inserting eq.(37) into eq.(36), we find:

$$\left(\begin{array}{c}P_{AA}\\ P_{AB}\\ P_{BA}\\ P_{BB}\end{array}\right)(𝐱;t|\beta ,𝐲,0)=\left(\begin{array}{c}a(F_0(t)+F_1(t))\\ b(F_0(t)+F_1(t))+cF_2(t)\\ c(F_0(t)+F_3(t))\\ d(F_0(t)+F_1(t))\end{array}\right),$$
(38)
in which,

$`F_0(t)`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle e^{ϵ_2t}e^{i𝐩.(𝐱𝐲)}𝑑p_1𝑑p_2},`$ (39)
$`F_i(t)`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle e^{ϵ_2t}e^{i(\stackrel{}{𝐩}.𝐱𝐩.𝐲)}s_i(p_1,p_2)𝑑p_1𝑑p_2},(i=1,2,3).`$ (40)
In above equations, we have suppressed the $`𝐱`$ and $`𝐲`$ dependence of $`F_i`$’s, for simplicity, and $`\stackrel{}{𝐩}\stackrel{}{=(p_2,p_1)}`$. Now at $`t=0`$, the configuration of the system can be one of the ($`A,A`$), ($`A,B`$), ($`B,A`$) or ($`B,B`$), where the first particle is at site $`y_1`$ and the second one at $`y_2`$, therefore the only acceptable behavior of $`F_i(0)`$ ($`i=0,1,2,3`$) are:

$`F_0(0)`$ $`=`$ $`\delta _{x_1,y_1}\delta _{x_2,y_2},`$
$`F_1(0)`$ $`=`$ $`F_2(0)=F_3(0)=0.`$ (41)
$`F_0(0)`$ is obviously correct (see eq.(40)). For other $`F_i`$’s, first we must set $`p_1p_1+i\epsilon `$ to avoid the singularity arising from $`e^{ip_1}1`$ term in denominator of $`s_1`$ and $`s_2`$ (see \[14–17\]). In this way one can show that $`F_1(0)=0`$. But $`F_2`$ and $`F_3`$ have another singularity because of $`1+(r1)e^{ip_1}`$ term in denominator of $`s_2`$ and $`s_3`$. One can easily show that this singularity can be avoided only when

$$0r<2,$$
(42)
and for this range of interaction rates, we have $`F_2(0)=F_3(0)=0.`$ Therefore the validity of expansion (36) is restricted to range (43). At $`t0`$, we find

$`F_0(t)`$ $`=`$ $`e^{2t}{\displaystyle \frac{t^{x_1y_1}}{(x_1y_1)!}}{\displaystyle \frac{t^{x_2y_2}}{(x_2y_2)!}},`$
$`F_1(t)`$ $`=`$ $`e^{2t}\left[{\displaystyle \frac{t^{x_1y_2+1}}{(x_1y_2+1)!}}{\displaystyle \frac{t^{x_1y_2}}{(x_1y_2)!}}\right]{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{t^{x_2y_1+k}}{(x_2y_1+k)!}},`$ (43)
$`F_2(t)`$ $`=`$ $`re^{2t}{\displaystyle \frac{t^{x_1y_2}}{(x_1y_2)!}}{\displaystyle \underset{l,k=0}{\overset{\mathrm{}}{}}}\left[{\displaystyle \frac{1}{x_1y_2+1}}{\displaystyle \frac{1}{x_2y_1+k+l+1}}\right](1r)^l{\displaystyle \frac{t^{x_2y_1+k+l+1}}{(x_2y_1+k+l)!}},`$
$`F_3(t)`$ $`=`$ $`e^{2t}{\displaystyle \frac{t^{x_1y_2}}{(x_1y_2)!}}\left[{\displaystyle \frac{(1r)t}{(x_1y_2+1)!}}1\right]{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}(1r)^k{\displaystyle \frac{t^{x_2y_1+k}}{(x_2y_1+k)!}}.`$
One can now obtain the two–particle conditional probabilities for different initial conditions:

1. If at $`t=0`$, the particles $`\beta _1=\beta _2=A`$ were at $`y_1`$ and $`y_2`$, respectively, we must take $`a=1`$ and $`b=c=d=0.`$ So at $`t0`$, we have

$$P_{AA}(𝐱;t|A,A,𝐲;0)=F_0(t)+F_1(t),$$
(44)
and all other $`P`$’s are zero.

2. If $`\beta _1=A`$ and $`\beta _2=B`$, we must take $`b=1`$ and $`a=c=d=0.`$ Therefore the only nonzero probability is

$$P_{AB}(𝐱;t|A,B,𝐲;0)=F_0(t)+F_1(t).$$
(45)
3. If $`\beta _1=B`$ and $`\beta _2=A`$, we have $`c=1`$ and $`a=b=d=0.`$ So $`P_{AA}=P_{BB}=0`$ and

$`P_{AB}(𝐱;t|B,A,𝐲;0)`$ $`=`$ $`F_2(t),`$
$`P_{BA}(𝐱;t|B,A,𝐲;0)`$ $`=`$ $`F_0(t)+F_3(t).`$ (46)
4. And finally if $`\beta _1=\beta _2=B`$, we have $`d=1`$ and $`a=b=c=0.`$ So the only nonzero probability is

$$P_{BB}(𝐱;t|B,B,𝐲;0)=F_0(t)+F_1(t).$$
(47)
Note that the appearance of the above probabilities is in agreement with our reactions (2).

As another check of our results, it may be interesting to study the long time behavior of these probabilities, in special $`P_{AB}(𝐱;t|B,A,𝐲;0)`$ which is the only nondiagonal nontrivial case. We expect that if at $`t=0`$ we have a $`B`$ particle at site $`y_1`$ and an $`A`$ particle at site $`y_2`$ (with $`y_2>y_1`$), we must certainly have two $`B`$ particles at $`t\mathrm{}`$ somewhere at $`y_1x_1<x_2`$ and $`y_2x_2<\mathrm{}`$ sites. In other words, we expect

$$\underset{x_2=y_2}{\overset{\mathrm{}}{}}\underset{x_1=y_1}{\overset{x_21}{}}P_{AB}(𝐱;t\mathrm{}|B,A,𝐲;0)1.$$
(48)
After some calculations, one can show that

$$\underset{x_2=y_2}{\overset{\mathrm{}}{}}\underset{x_1=y_1}{\overset{x_21}{}}P_{AB}(𝐱;t|B,A,𝐲;0)=e^{2t}\underset{n=0}{\overset{\mathrm{}}{}}\left[1(1r)^{n+1}\right]\left[I_{n+y_2y_1}(2t)+I_{n+y_2y_1+1}(2t)\right],$$
(49)
where $`I_n(x)`$ is the $`n`$–th order Bessel function of the first kind. To obtain the long–time behavior of (50), one may simply use the following asymptotic form of $`I_n(x)`$ at $`x\mathrm{},`$

$$I_n(x)\frac{e^x}{\sqrt{2\pi x}},$$
(50)
in eq.(50). But it is not correct since eq.(51) is only valid for $`x>n`$, but in eq.(50) we have a sum over $`n`$ where for every large definite $`t`$, there exist infinite number of $`n`$ which are greater than $`t`$ (it can be shown that if one calculates this limit without noting this point, finds infinity for eq.(50), which is obviously wrong). To calculate this limit, if one uses the identity $`\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}I_n(x)=e^x`$ and takes advantage of equality $`I_n(x)=I_n(x)`$, can show that $`\underset{n=0}{\overset{\mathrm{}}{}}I_{n+k}(x)=\frac{1}{2}(e^x\underset{n=k+1}{\overset{k1}{}}I_n(x))`$. Therefore

$$e^{2t}\underset{n=0}{\overset{\mathrm{}}{}}\left[1(1r)^{n+1}\right]I_{n+k}(2t)=\frac{1}{2}e^{2t}\underset{n=k+1}{\overset{k1}{}}I_n(2t)e^{2t}\underset{n=0}{\overset{\mathrm{}}{}}(1r)^{n+1}I_{n+k}(2t).$$
(51)
Now in the second term of the RHS of (52) $`n`$ is bounded, so eq.(51) can be used for it which leads to zero in $`t\mathrm{}`$ limit. For the third term we note that $`1<1r<1`$ (see eq.(43)), so $`(1r)^{n+1}0`$ for large $`n`$ . One can show that this extra $`(1r)^{n+1}`$ factor causes the third term in RHS of (52) goes also to zero at $`t\mathrm{}`$ limit. Therefore the $`t\mathrm{}lim`$it of RHS of (51) is equal to 1/2, from which eq.(49) is proved.

## 4  2–species model with left–right diffusion

In this section we want to study the range of parameters (reaction rates), which makes the reactions (4) integrable. In this case the master equation is

$`{\displaystyle \frac{}{t}}P_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_N;t)`$ $`=`$ $`D_R{\displaystyle \underset{i=1}{\overset{N}{}}}P_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_{i1},x_i1,x_{i+1},\mathrm{},x_N;t)`$ (52)
$`+D_L{\displaystyle \underset{i=1}{\overset{N}{}}}P_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_{i1},x_i+1,x_{i+1},\mathrm{},x_N;t)`$
$`NP_{\alpha _1\mathrm{}\alpha _N}(x_1,\mathrm{},x_N;t),`$
in which we have used a time scale so that

$$D_R+D_L1.$$
(53)
The boundary conditions are

$`D_RP_{AB}(x,x)+D_LP_{AB}(x+1,x+1)`$ $`=`$ $`rP_{BA}(x,x+1)+(1s)P_{AB}(x,x+1),`$
$`D_RP_{BA}(x,x)+D_LP_{BA}(x+1,x+1)`$ $`=`$ $`sP_{AB}(x,x+1)+(1r)P_{BA}(x,x+1),`$ (54)
$`D_RP_{\alpha \alpha }(x,x)+D_LP_{\alpha \alpha }(x+1,x+1)`$ $`=`$ $`P_{\alpha \alpha }(x,x+1),(\alpha =A,B).`$
Note that for $`D_L=0,`$ eqs.(53) and (55) reduce to eqs.(5) and (6), respectively, and for $`r=s=0`$, these equations lead to corresponding ones in .

We must proceed the same steps as previous section, where in this case lead to the following relations for energy and boundary conditions:

$$ϵ_N=\underset{j=1}{\overset{N}{}}(1D_Re^{ip_j}D_Le^{ip_j}),$$
(55)
and

$$D_R𝚿(\mathrm{},\zeta ,\zeta ,\mathrm{})+D_L𝚿(\mathrm{},\zeta +1,\zeta +1,\mathrm{})=𝐛_{k,k+1}𝚿(\mathrm{},\zeta ,\zeta +1,\mathrm{}),$$
(56)
where $`𝐛_{k,k+1}`$ is defined through (20) with $`𝐛`$ in eq.(21). If we substitute the coordinate Bethe ansatz (18) in eq.(57), the relation between coefficients is like eq.(24), but now with following S-matrix:

$$𝐒(z_1,z_2)=(D_R+z_1z_2D_Lz_1𝐛)^1(D_R+z_1z_2D_Lz_2𝐛).$$
(57)
This S–matrix must satisfy the QYBE (28). Like the previous case, here there are also fourteen equations that must be solved for $`r,s`$ and an extra $`D_R`$ parameters ($`D_L`$ is fixed by $`D_R`$ through eq.(54)). These equations are highly nonlinear and we are not able to solve them exactly, even by using the standard programs like MAPLE. So we restrict ourselves to the cases in which

$$r+s=1.$$
(58)
In this way, we can find the complete set of solutions. We believe that there are no other solutions even if the constraint (59) is removed (we have checked many other cases, but no one satisfied QYBE). The solutions with $`r=0`$ or $`s=0`$ are not new. They are the known models like the models introduced in (29), or the simple diffusion models introduced in  (in which both $`r`$ and $`s`$ are zero). There are only two new integrable models, as follows:

$`A+\mathrm{}\stackrel{D_R}{}\mathrm{}+A,`$
$`B+\mathrm{}\stackrel{D_R}{}\mathrm{}+B,`$
$`\mathrm{}\stackrel{D_L}{+AA+}\mathrm{},`$ (59)
$`\mathrm{}\stackrel{D_L}{+BB+}\mathrm{},`$
$`B+A\stackrel{D_R}{}A+B,`$
$`A+B\stackrel{D_L}{}B+A,`$
and

$`A+\mathrm{}\stackrel{D_R}{}\mathrm{}+A,`$
$`B+\mathrm{}\stackrel{D_R}{}\mathrm{}+B,`$
$`\mathrm{}\stackrel{D_L}{+AA+}\mathrm{},`$ (60)
$`\mathrm{}\stackrel{D_L}{+BB+}\mathrm{},`$
$`B+A\stackrel{D_L}{}A+B,`$
$`A+B\stackrel{D_R}{}B+A,`$
in which $`D_R=1D_L`$. In this way we find two one–parameter family integrable models, which their time dependent probabilities can be found by eq.(9), with $`ϵ_N`$ in eq.(56), $`𝚿`$ is given by (18) and (24), with S–matrix introduced in (58), and $`𝐛`$ in (21).

## 5 Acknowledgment

We would like to thank the research council of the University of Tehran for partial financial support.


text:
# References

On the Sums $`_{k=\mathrm{}}^{\mathrm{}}(4k+1)^n`$

Noam D. Elkies

> Abstract. The sum in the title is a rational multiple of $`\pi ^n`$ for all integers $`n=2,3,4,\mathrm{}`$ for which the sum converges absolutely. This is equivalent to a celebrated theorem of Euler. Of the many proofs that have appeared since Euler, a simple one was discovered only recently by Calabi : the sum is written as a definite integral over the unit $`n`$-cube, then transformed into the volume of a polytope $`\mathrm{\Pi }_n𝐑^n`$ whose vertices’ coordinates are rational multiples of $`\pi `$. We review Calabi’s proof, and give two further interpretations. First we define a simple linear operator $`T`$ on L$`{}_{}{}^{2}(0,\pi /2)`$, and show that $`T`$ is self-adjoint and compact, and that $`Vol(\mathrm{\Pi }_n)`$ is the trace of $`T^n`$. We find that the spectrum of $`T`$ is $`\{1/(4k+1):k𝐙\}`$, with each eigenvalue $`1/(4k+1)`$ occurring with multiplicity $`1`$; thus $`Vol(\mathrm{\Pi }_n)`$ is the sum of the $`n`$-th powers of these eigenvalues. We also interpret $`Vol(\mathrm{\Pi }_n)`$ combinatorially in terms of the number of alternating permutations of $`n+1`$ letters, and if $`n`$ is even also in terms of the number of cyclically alternating permutations of $`n`$ letters. We thus relate these numbers with $`S(n)`$ without the intervention of Bernoulli and Euler numbers or their generating functions.

1. INTRODUCTION. Euler proved that the sums

$$\zeta (n):=\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{k^n}=1+\frac{1}{2^n}+\frac{1}{3^n}+\frac{1}{4^n}+\mathrm{}$$
(1)
for even $`n2`$ and

$$L(n,\chi _4):=\underset{k=0}{\overset{\mathrm{}}{}}\frac{(1)^k}{(2k+1)^n}=1\frac{1}{3^n}+\frac{1}{5^n}\frac{1}{7^n}+\mathrm{}$$
(2)
for odd $`n3`$ are rational multiples of $`\pi ^n`$. (See Ayoub  for more on Euler’s work on these and related sums.) This result can be stated equivalently as follows:

$$S(n):=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\frac{1}{(4k+1)^n}$$
(3)
is a rational multiple of $`\pi ^n`$ for all integers $`n=2,3,4,\mathrm{}`$ for which the sum converges absolutely. This is equivalent to (1) and (2) because

$$S(n)=\{\begin{array}{cc}(12^n)\zeta (n),\hfill & \text{if }n\text{ is even;}\hfill \\ L(n,\chi _4),\hfill & \text{if }n\text{ is odd.}\hfill \end{array}$$
(4)
For future reference we tabulate for $`n10`$ the rational numbers $`\pi ^nS(n)`$, as well as $`\pi ^n\zeta (n)`$ for $`n`$ even. To this end, we define

$$S(1)=1\frac{1}{3}+\frac{1}{5}\frac{1}{7}+\mathrm{}=\frac{\pi }{4}.$$
(5)
| $`n`$ | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| $`\pi ^nS(n)`$ | 1/4 | 1/8 | 1/32 | 1/96 | 5/1536 | 1/960 |
| $`\pi ^n\zeta (n)`$ |  | 1/6 |  | 1/90 |  | 1/945 |

| $`n`$ | 7 | 8 | 9 | 10 |
| --- | --- | --- | --- | --- |
| $`\pi ^nS(n)`$ | 61/184320 | 17/161280 | 277/8257536 | 31/2903040 |
| $`\pi ^n\zeta (n)`$ |  | 1/9450 |  | 1/93555 |

One standard proof of the rationality of $`\pi ^nS(n)`$ is via the generating function

$$G(z):=\underset{n=1}{\overset{\mathrm{}}{}}S(n)z^n=\underset{n=1}{\overset{\mathrm{}}{}}\left(\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\frac{1}{(4k+1)^n}\right)z^n,$$
(6)
in which the inner sum is taken in the order $`k=0,1,1,2,2,3,3,\mathrm{}`$. The power series representing $`G(z)`$ converges for all $`z`$ such that $`|z|<1`$. Since the sum of the terms with $`n>1`$ converges absolutely, we may interchange the order of summation in (6), obtaining

$$\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\left(\underset{n=1}{\overset{\mathrm{}}{}}\frac{z^n}{(4k+1)^n}\right)=z(\frac{1}{1z}\frac{1}{3+z}+\frac{1}{5z}\frac{1}{7+z}+\mathrm{}).$$
(7)
Comparing the latter sum with the partial-fraction expansions for the tangent and cosecant, we find that

$$G(z)=\frac{\pi z}{4}\left(\mathrm{sec}\frac{\pi z}{2}+\mathrm{tan}\frac{\pi z}{2}\right).$$
(8)
Since the Taylor series of $`z(\mathrm{sec}(z)+\mathrm{tan}(z))`$ about $`z=0`$ has rational coefficients, it follows from (8) that for each $`n`$ the coefficient $`S(n)`$ of $`z^n`$ in $`G(z)`$ is a rational multiple of $`\pi ^n`$.

This also lets us easily compute the rational numbers $`\pi ^nS(n)`$. The numbers for even and odd $`n`$ come from the even and odd parts $`(\pi z/4)\mathrm{tan}(\pi z/2)`$ and $`(\pi z/4)\mathrm{sec}(\pi z/2)`$ of $`G(z)`$. In the literature these are usually treated separately, and their coefficients are expressed in terms of Bernoulli and Euler numbers $`B_n`$ and $`E_{n1}`$, respectively, which are related to $`S(n)`$ by the formulas

$$B_{2m}=\frac{(1)^{m1}}{2^{2m1}\pi ^{2m}}\zeta (2m)=(1)^{m1}\frac{2}{2^{2m}1}\pi ^{2m}S(2m),$$
(9)
$$E_{2m}=\frac{(1)^m}{(2m)!\mathrm{\hspace{0.17em}2}^{2m+2}}\pi ^{(2m+1)}S(2m+1).$$
(10)
(The formulas (9) and (10) specify only the Bernoulli and Euler numbers of positive even order. The odd-order ones all vanish except for $`B_1=1/2`$. This definition, as well as the initial value $`B_0=1`$, is needed for another important use of these numbers; namely, the formula

$$\underset{k=1}{\overset{N}{}}k^{n1}=\frac{1}{n}\underset{m=1}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{m}\right)B_mN^{nm}$$
(11)
for summing powers of the first $`N`$ integers.) A short table of Euler and Bernoulli numbers of even order follows:

| $`B_0`$ | $`E_0`$ | $`B_2`$ | $`E_2`$ | $`B_4`$ | $`E_4`$ | $`B_6`$ | $`E_6`$ | $`B_8`$ | $`E_8`$ | $`B_{10}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 1/6 | $`1`$ | $`1/30`$ | 5 | 1/42 | $`61`$ | $`1/30`$ | 1385 | 5/66 |

It is known that all the Euler numbers are integers; we shall give a combinatorial interpretation of their absolute values $`(1)^mE_{2m}`$ at the end of this paper.

The sums $`S(n)`$ continue to attract considerable interest in mathematical disciplines ranging from Fourier analysis to number theory. Euler’s formulas predate the year 1750, and over the years since Euler’s time, many new proofs of the rationality of $`S(n)/\pi ^n`$ have been given. But it was only recently that Calabi111 The only paper by Calabi that contains this proof is one co-authored with Beukers and Kolk . Nevertheless, the proof is due to Calabi alone; Beukers and Kolk’s contribution to  concerns other aspects of that paper. They were shown this proof by Don Zagier, who also introduced me to it. Note that Kalman  also writes that he first learned of this proof in a talk by Zagier. found a proof using only the formula for change of variables of multiple integrals. For instance, to prove that $`\zeta (2)=\pi ^2/6`$, or equivalently that $`S(n)=\pi ^2/8`$ for $`n=2`$, Calabi argues as follows: Write each term $`(2k+1)^2`$ of the infinite sum in (1) as $`_0^1_0^1(xy)^{2k}𝑑x𝑑y`$, and thus rewrite that sum as

$`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{(2k+1)^2}}`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle _0^1}{\displaystyle _0^1}(xy)^{2k}𝑑x𝑑y`$ (12)
$`=`$ $`{\displaystyle _0^1}{\displaystyle _0^1}\left({\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}(xy)^{2k}\right)𝑑x𝑑y`$ (13)
$`=`$ $`{\displaystyle _0^1}{\displaystyle _0^1}{\displaystyle \frac{dxdy}{1(xy)^2}}.`$ (14)
(The interchange of sum and integral in (13) is readily justified, for instance by observing the positivity of each integrand.) Then perform the change of variable

$$x=\frac{\mathrm{sin}u}{\mathrm{cos}v},y=\frac{\mathrm{sin}v}{\mathrm{cos}u},$$
(15)
under which the integrand in (14) miraculously transforms to $`1dudv`$, and the region of integration $`\{(x,y)𝐑^2:0<x,y<1\}`$ is the one-to-one image of the isosceles right triangle $`\{(u,v)𝐑^2:u,v>0,u+v<\pi /2\}`$ (these assertions will be proved in greater generality below). Thus the value of the integral (14) is just the area $`\pi ^2/8`$ of that triangle, Q.E.D.

In general, Calabi writes $`S(n)`$ as a definite integral over the $`n`$-cube $`(0,1)^n`$ and transforms it to the integral representing the volume of the $`n`$-dimensional polytope

$$\mathrm{\Pi }_n:=\{(u_1,u_2,\mathrm{},u_n)𝐑^n:u_i>0,u_i+u_{i+1}<\frac{\pi }{2}(1in)\}.$$
(16)
Note that the $`u_i`$ are indexed cyclically mod $`n`$, so

$$u_{n+1}:=u_1,$$
(17)
here and henceforth. Since all the coordinates of each vertex of $`\mathrm{\Pi }_n`$ are rational multiples of $`\pi `$, the volume of $`\mathrm{\Pi }_n`$ must be a rational multiple of $`\pi ^n`$. It turns out that there is another way to interpret $`S(n)`$ as the volume of $`\mathrm{\Pi }_n`$; this alternative approach requires more analytical machinery, but better explains the appearance of the sum $`S(n)`$. We shall also give combinatorial interpretations of $`S(n)`$ by relating this volume to the enumeration of alternating permutations of $`n+1`$ letters, and to the enumeration of cyclically alternating permutations of $`n`$ letters when $`n`$ is even. This leads to known formulas involving $`B_n`$ and $`E_{n1}`$. Our treatment via $`\mathrm{\Pi }_n`$ and another polytope relates those permutation counts directly to $`S(n)`$ without the intervention of Bernoulli and Euler numbers or their generating functions.

To keep this paper self-contained, we first review Calabi’s transformation  that proves $`S(n)=Vol(\mathrm{\Pi }_n)`$. This elegant proof remains little-known (except possibly for the case $`n=2`$ shown above, which was the second of Kalman’s six proofs of $`\zeta (2)=\pi ^2/6`$ ), and deserves wider exposure. We then give the analytic interpretation of both $`S(n)`$ and $`Vol(\mathrm{\Pi }_n)`$ as the trace of $`T^n`$ for a certain compact self-adjoint operator $`T`$ on the Hilbert space L$`{}_{}{}^{2}(0,\pi /2)`$. (I thank the referee for bringing to my attention a similar evaluation of an integral studied by Kubilius .) Finally, we relate $`S(n)`$ and polytope volumes to the enumeration of alternating and cyclically alternating permutations.

2. EVALUATING $`S(n)`$ BY CHANGE OF VARIABLES. Following Calabi , we generalize (15) to the $`n`$-variable transformation

$$x_1=\frac{\mathrm{sin}u_1}{\mathrm{cos}u_2},x_2=\frac{\mathrm{sin}u_2}{\mathrm{cos}u_3},\mathrm{},x_{n1}=\frac{\mathrm{sin}u_{n1}}{\mathrm{cos}u_n},x_n=\frac{\mathrm{sin}u_n}{\mathrm{cos}u_1},$$
(18)
some of whose properties are established in the following two lemmas.

Lemma 1. The Jacobian determinant of the transformation (18) is

$$\frac{(x_1,\mathrm{},x_n)}{(u_1,\mathrm{},u_n)}=1\pm (x_1x_2\mathrm{}x_n)^2,$$
(19)
the sign $``$ or $`+`$ chosen according to whether $`n`$ is even or odd.

Proof. The partial derivatives $`x_i/u_j`$ are given by

$$\frac{x_i}{u_j}=\{\begin{array}{cc}(\mathrm{cos}u_i)/(\mathrm{cos}u_{i+1}),\hfill & \text{if }j=i\text{;}\hfill \\ (\mathrm{sin}u_i\mathrm{sin}u_{i+1})/(\mathrm{cos}^2u_{i+1}),\hfill & \text{if }ji+1modn\text{;}\hfill \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$
(20)
Thus the expansion of the Jacobian determinant has only two nonzero terms, one coming from the principal diagonal $`j=i`$, one from the cyclic off-diagonal $`ji+1modn`$. The product of the principal diagonal entries $`(\mathrm{cos}u_i)/(\mathrm{cos}u_{i+1})`$ simplifies to 1, and always appears with coefficient $`+1`$. The product of the off-diagonal entries is

$$\underset{i=1}{\overset{n}{}}\frac{\mathrm{sin}u_i\mathrm{sin}u_{i+1}}{\mathrm{cos}^2u_{i+1}}=\underset{i=1}{\overset{n}{}}x_i^2,$$
(21)
and appears with coefficient $`(1)^{n1}`$, the sign of an $`n`$-cycle in the permutation group. Therefore the Jacobian determinant is given by (19), as claimed. $`\mathrm{}`$

Lemma 2. The transformation (18) maps the polytope $`\mathrm{\Pi }_n`$ one-to-one to the open unit cube $`(0,1)^n`$.

Proof. Certainly if $`u_i,u_{i+1}`$ are positive and $`u_i+u_{i+1}<\pi /2`$ then

$$0<x_i=\frac{\mathrm{sin}u_i}{\mathrm{cos}u_{i+1}}<\frac{\mathrm{sin}(\pi /2u_{i+1})}{\mathrm{cos}u_{i+1}}=1.$$
(22)
Likewise we see that, given arbitrary $`x_i`$ in $`(0,1)`$, any $`(u_1,\mathrm{},u_n)`$ in $`(0,\pi /2)^n`$ satisfying (18) must lie in $`\mathrm{\Pi }_n`$. It remains to show that there exists a unique such solution $`(u_1,\mathrm{},u_n)`$. Rewrite the equations (18) as

$$u_1=f_{x_1}(u_2),u_2=f_{x_2}(u_3),\mathrm{},u_{n1}=f_{x_{n1}}(u_n),u_n=f_{x_n}(u_1),$$
(23)
where $`f_x`$ ($`0<x<1`$) is the map

$$f_x(u):=\mathrm{sin}^1(x\mathrm{cos}u)$$
(24)
of the interval $`(0,\pi /2)`$ to itself. Since

$$\left|\frac{d}{du}f_x(u)\right|=\left|\frac{x\mathrm{sin}u}{\sqrt{1x^2\mathrm{cos}^2u}}\right|<\frac{x\mathrm{sin}u}{\sqrt{x^2x^2\mathrm{cos}^2u}}=1,$$
(25)
each $`f_{x_i}`$ is a contraction map of the interval $`[0,\pi /2]`$; hence so is their composite, which thus has a unique fixed point in that interval. This point cannot be at either endpoint, because $`f_x(\pi /2)=0`$ and $`f_x(0)=\mathrm{sin}^1(x)`$ belongs to $`(0,\pi /2)`$ for all $`x`$ in the interval $`(0,1)`$. Therefore $`f_{x_1}f_{x_2}\mathrm{}f_{x_{n1}}f_{x_n}`$ has a unique fixed point in $`(0,\pi /2)`$, and the simultaneous equations (23) have a unique solution $`(u_1,\mathrm{},u_n)`$ for each $`(x_1,\mathrm{},x_n)`$, as claimed. $`\mathrm{}`$

Thus we see that the volume of the polytope $`\mathrm{\Pi }_n`$ is

$`\underset{\genfrac{}{}{0pt}{}{u_i>0}{u_i+u_{i+1}<\pi /2}}{{\displaystyle \mathrm{}}}1du_1\mathrm{}du_n`$ $`=`$ $`{\displaystyle _0^1}\mathrm{}{\displaystyle _0^1}{\displaystyle \frac{dx_1\mathrm{}dx_n}{1\pm (x_1\mathrm{}x_n)^2}}`$ (26)
$`=`$ $`{\displaystyle _0^1}\mathrm{}{\displaystyle _0^1}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}(1)^{nk}(x_1\mathrm{}x_n)^{2k}dx_1\mathrm{}dx_n.`$ (27)
Note that when $`n`$ is even, the second integral in (26) is improper due to the singularity at $`(x_1,\mathrm{},x_n)=(1,\mathrm{},1)`$, but the change of variable remains valid because the integrand is everywhere positive. By absolute convergence we may now interchange the sum and multiple integral in (27), obtaining

$$\underset{k=0}{\overset{\mathrm{}}{}}(1)^{nk}_0^1\mathrm{}_0^1(x_1\mathrm{}x_n)^{2k}𝑑x_1\mathrm{}𝑑x_n=\underset{k=0}{\overset{\mathrm{}}{}}\frac{(1)^{nk}}{(2k+1)^n}=S(n).$$
(28)
We have thus proved:

Theorem 1. The volume of the polytope $`\mathrm{\Pi }_n`$ is $`S(n)`$ for all $`n2`$.

Corollary 1.1. $`S(n)`$ is a rational multiple of $`\pi ^n`$ for all $`n2`$.

Indeed, the volume of $`\mathrm{\Pi }_n`$ is $`(\pi /2)^n`$ times the volume of the polytope

$$\frac{2}{\pi }\mathrm{\Pi }_n=\{(v_1,v_2,\mathrm{},v_n)𝐑^n:v_i>0,v_i+v_{i+1}<1(1in)\},$$
(29)
which is clearly a rational number. $`\mathrm{}`$

Remark. These results hold also when $`n=1`$, though a bit more justification is needed because the alternating sum (2) no longer converges absolutely when $`n=1`$. In that case $`\mathrm{\Pi }_n`$ reduces to the line segment $`0<u_1<\pi /4`$, and the change of variable (18) simplifies to $`x_1=\mathrm{tan}u_1`$, so we recover the evaluation of

$$S(1)=1\frac{1}{3}+\frac{1}{5}\frac{1}{7}+\mathrm{}$$
(30)
as the arctangent integral

$$_0^1\frac{dx}{1+x^2}=\mathrm{tan}^1(1)=\frac{\pi }{4}.$$
(31)
3. RELATING $`S(n)`$ TO $`\mathrm{\Pi }_n`$ VIA LINEAR OPERATORS. For $`u,v`$ in $`(0,\pi /2)`$, define $`K_1(u,v)`$ to be the characteristic function of the isosceles right triangle $`\{(u,v)𝐑^2:u,v>0,u+v<\pi /2\}`$ encountered in the introduction, that is,

$$K_1(u,v)=\{\begin{array}{cc}1,\hfill & \text{if }u+v<\pi /2\text{;}\hfill \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$
(32)
We may then rewrite the volume of the polytope $`\mathrm{\Pi }_n`$ as

$`{\displaystyle _0^{\pi /2}}\mathrm{}{\displaystyle _0^{\pi /2}}{\displaystyle \underset{i=1}{\overset{n}{}}}K_1(u_i,u_{i+1})du_1du_2\mathrm{}du_n`$ (33)
$`={\displaystyle _0^{\pi /2}}K_n(u,u)𝑑u`$ (34)
(recall that $`u_{n+1}=u_1`$), where

$`K_n(u,v)={\displaystyle _0^{\pi /2}}K_1(u,u_1)K_{n1}(u_1,v)𝑑u_1`$ (35)
$`=`$ $`{\displaystyle _0^{\pi /2}}\mathrm{}{\displaystyle _0^{\pi /2}}K_1(u,u_1){\displaystyle \underset{i=1}{\overset{n2}{}}}K_1(u_i,u_{i+1})K_1(u_{n1},v)du_1du_2\mathrm{}du_{n1}`$ (36)
(the equivalence of these two formulas, and thus also of (33) with (34), is easily established by induction on $`n`$). We now interpret $`K_n`$ and the integral (34) in terms of linear operators on L$`{}_{}{}^{2}(0,\pi /2)`$. Let $`T`$ be the linear operator with kernel $`K_1(,)`$ on L$`{}_{}{}^{2}(0,\pi /2)`$:

$$(Tf)(v)=_0^{\pi /2}f(u)K_1(u,v)𝑑u=_0^{(\pi /2)v}f(u)𝑑u.$$
(37)
Then we see from either (35) or (36) that $`K_n(,)`$ is the kernel of $`T^n`$:

$$(T^nf)(v)=_0^{\pi /2}f(u)K_n(u,v)𝑑u.$$
(38)
The next lemma gives the spectral decomposition of this operator $`T`$, and thus also of its powers $`T^n`$.

Lemma 3. The transformation $`T`$ is a compact, self-adjoint operator on L$`{}_{}{}^{2}(0,\pi /2)`$. Its eigenvalues, each of multiplicity one, are $`1/(4k+1)(k𝐙)`$; the corresponding orthogonal eigenfunctions are $`\mathrm{cos}((4k+1)u)`$.

Proof. $`T`$ is self-adjoint because its kernel is symmetric: $`K_1(u,v)=K_1(v,u)`$. Compactness can be obtained from general principles (the functions in the image $`\{Tf:f1\}`$ of the unit ball are a uniformly continuous family), or from the determination of $`T`$’s eigenvalues. Let $`\lambda `$, then, be an eigenvalue of $`T`$, and $`f`$ a corresponding eigenfunction, so

$$_0^{(\pi /2)v}f(u)𝑑u=\lambda f(v)$$
(39)
for almost all $`v`$ in $`(0,\pi /2)`$. Note that $`\lambda `$ may not vanish, because then (39) would give $`f=0`$ in L$`{}_{}{}^{2}(0,\pi /2)`$. So we may divide (39) by $`\lambda `$, and use the left-hand side to realize $`f`$ as a continuous function, and again to show that it is differentiable, with

$$f(\frac{\pi }{2}v)=\lambda f^{}(v)$$
(40)
for all $`v`$ in $`(0,\pi /2)`$. Differentiating (40) once more, we find that

$$\lambda ^2f^{\prime \prime }(v)=\lambda \frac{d}{dv}f(\frac{\pi }{2}v)=\lambda f^{}(\frac{\pi }{2}v)=f(v),$$
(41)
whence

$$f(v)=A\mathrm{cos}\frac{v}{\lambda }+B\mathrm{sin}\frac{v}{\lambda }$$
(42)
for some constants $`A`$ and $`B`$. But from (39) we see that $`f(\pi /2)=0`$; substituting this into (40) we obtain $`f^{}(0)=0`$, so $`B=0`$. The condition $`f(\pi /2)=0`$ then becomes $`\mathrm{cos}(\pi /2\lambda )=0`$ and forces $`\lambda `$ to be the reciprocal of an an odd integer, say $`\lambda =1/m`$. Now $`\lambda `$ and $`\lambda `$ would both give rise to the same function $`f(v)=\mathrm{cos}(v/\lambda )`$, but only one of them may be its eigenvalue. To choose the sign, take $`v=0`$ in (39), finding that

$$\lambda =\lambda f(0)=_0^{\pi /2}\mathrm{cos}(mu)𝑑u=\frac{1}{m}\mathrm{sin}\frac{m\pi }{2}=\frac{(1)^{(m1)/2}}{m},$$
(43)
or equivalently that $`\lambda =1/m`$ with $`m1mod4`$. We then easily confirm that each of these $`\lambda =1,1/3,1/5,1/7,\mathrm{}`$ and the corresponding $`f(v)=\mathrm{cos}(v/\lambda )`$ satisfy (39) for all $`v`$ in $`(0,\pi /2)`$, completing the proof of the Lemma. Alternatively, having obtained the eigenfunctions $`\mathrm{cos}(u)`$, $`\mathrm{cos}(3u)`$, $`\mathrm{cos}(5u),\mathrm{}`$, we need only invoke the theory of Fourier series to show that these form an orthogonal basis for L$`{}_{}{}^{2}(0,\pi /2)`$ and then verify that they satisfy (39) with the appropriate $`\lambda `$. $`\mathrm{}`$

Corollary 3.1. The transformation $`T^n`$ is a compact self-adjoint operator on L$`{}_{}{}^{2}(0,\pi /2)`$. Its eigenvalues, each of multiplicity one, are $`1/(4k+1)^n`$ ($`k𝐙`$), with corresponding eigenfunctions $`\mathrm{cos}((4k+1)u)`$.

In particular, once $`n2`$, the sum of the eigenvalues of $`T^n`$ converges absolutely, so $`T^n`$ is of trace class (see Dunford and Schwartz \[5, XI.8.49, pp.1086–7\]), and its trace is the sum

$$\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\frac{1}{(4k+1)^n}=S(n)$$
(44)
of these eigenvalues. But it is known that the trace of a trace-class operator is the integral of its kernel over the diagonal (a continuous analog of the fact that the trace of a matrix is the sum of its diagonal entries \[5, XI.8.49(c),pp.1086–7\]). Thus the trace $`S(n)`$ of $`T^n`$ is given by the integral (34), i.e., by the volume of $`\mathrm{\Pi }_n`$. So we have an alternative proof of Theorem 1, in which the power sum (44) appears naturally, without separating the cases of even and odd $`n`$.

For future use, we give the orthogonal expansion of an arbitrary L2 function and a consequence of Corollary 3.1:

Corollary 3.2. For any $`f`$ in $`\mathrm{L}^2(0,\pi /2)`$ we have

$$f=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}f_k\mathrm{cos}((4k+1)u),$$
(45)
with coefficients $`f_k`$ given by

$$\frac{4}{\pi }_0^{\pi /2}f(u)\mathrm{cos}((4k+1)u)𝑑u.$$
(46)
For each $`n0`$ we have

$$_0^{\pi /2}f(u)(T^nf)(u)𝑑u=\frac{\pi }{4}\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\frac{f_k^2}{(4k+1)^n}.$$
(47)
Proof. Formulas (45) and (46) follow as usual from the orthogonality of the eigenfunctions $`\mathrm{cos}((4k+1)u)`$ and the fact that

$$_0^{\pi /2}\mathrm{cos}^2((4k+1)u)𝑑u=\frac{\pi }{4}$$
(48)
for each integer $`k`$. This, together with the eigenvalues of $`T^n`$ given in Corollary 3.1, yields (47) as well. $`\mathrm{}`$

4. ALTERNATING PERMUTATIONS, $`S(n)`$, AND $`\mathrm{\Pi }_n`$. We shall see that $`S(n)`$ is closely related with the enumeration of alternating (also known as “up-down” or “zig-zag”) permutations of $`n`$ letters. A permutation $`\sigma `$ of

$$[n]:=\{1,2,\mathrm{},n\}$$
(49)
is said to be alternating if

$$\sigma (1)<\sigma (2)>\sigma (3)<\sigma (4)><\mathrm{}\genfrac{}{}{0pt}{}{>}{<}\sigma (n)$$
(50)
(the last inequality is $`<`$ or $`>`$ for $`n`$ even and odd, respectively); such $`\sigma `$ is cyclically alternating if, in addition, $`n`$ is even and $`\sigma (n)>\sigma (1)`$ .222 The term “permutation alternée” was introduced by André  (see also ) in the paper that first introduced alternating permutations and related their enumeration to the power series for $`\mathrm{sec}x`$ and $`\mathrm{tan}x`$. This notion should not be confused with the “alternating group” of even permutations of $`[n]`$.  Let $`A(n)`$ be the number of alternating permutations of $`[n]`$, and $`A_0(n)`$ the number of cyclically alternating permutations when $`n`$ is even. We tabulate these numbers for $`n10`$:

$`n`$ 1 2 3 4 5 6 7 8 9 10    $`A(n)`$ 1 1 2 5 16 61 272 1385 7936 50521  $`A_0(n)`$  1  4  48  1088  39680

The table suggests a relationship between $`A(2m1)`$ and $`A_0(2m)`$, which we prove next.

Lemma 4. For all $`m=1,2,3,\mathrm{}`$, the counts $`A(2m1)`$ and $`A_0(2m)`$ are related by

$$A_0(2m)=mA(2m1).$$
(51)
Proof. We construct a 1-to-$`m`$ correspondence between alternating permutations of $`[2m1]`$ and cyclically alternating permutations of $`[2m]`$. Note first that, if $`\sigma `$ is a cyclically alternating permutation of $`[2m]`$, then so is

$$(\sigma (2j+1),\sigma (2j+2),\mathrm{},\sigma (2j+2m1))=\sigma \tau ^{2j}$$
(52)
for each $`j=0,1,2,\mathrm{},m1`$, where $`\tau `$ is the $`2m`$-cycle sending each $`i`$ to $`i+1`$ (and as usual $`i+1`$ and $`2j+1,2j+2,\mathrm{}`$ are taken mod $`2m`$). This partitions the cyclically alternating permutations into sets of $`m`$. Now each of these sets contains a unique permutation $`\sigma _0`$ taking $`2m`$ to $`2m`$. But such $`\sigma _0`$ correspond bijectively to the alternating permutations  $`(\sigma _0(1),(\sigma _0(2),\mathrm{},\sigma _0(2m1))`$ of $`[2m1]`$. This establishes the identity (51). $`\mathrm{}`$

The number $`A_0(n)`$ of cyclically alternating permutations of $`[n]`$ is given by the formula

$$A_0(n)=2^{n1}(2^n1)|B_n|$$
(53)
(see, for instance, Stanley ). By (9), this is equivalent to

$$A_0(n)=\left(\frac{2}{\pi }\right)^nn!S(n).$$
(54)
The identity (53) is usually obtained by identifying the exponential generating functions, not via $`S(n)`$ and the zeta function. But $`A_0(n)`$ can also be expressed directly in terms of the volume of the polytope $`\mathrm{\Pi }_n`$ (or rather in terms of the scaled polytope (29)), thus leading to (54) and showing that the appearance of $`S(n)`$ there is not merely accidental.

A general principle for enumerating permutations  shows that the number of cyclically alternating permutations of $`[n]`$ is $`n!`$ times the volume in the unit cube $`(0,1)^n`$ of the region $`P_0(n)`$ determined by the inequalities

$$t_1<t_2>t_3<t_4>\mathrm{}<t_n>t_1.$$
(55)
(Recall that “cyclically alternating permutations of $`[n]`$” can exist only if n is even.) This is because $`P_0(n)`$ is the order polytope associated to the partial order $`_0^{}`$ on $`[n]`$ in which

$$1_0^{}2_0^{}3_0^{}4_0^{}\mathrm{}_0^{}n_0^{}1$$
(56)
and all other pairs in $`[n]`$ are incomparable. In general, the (open) order polytope associated by Stanley to a partial order $``$ on $`[n]`$ is the set of all $`(t_1,\mathrm{},t_n)`$ in the unit cube such that $`t_i<t_j`$ whenever $`ij`$; and the volume of this polytope is an integer multiple of $`1/n!`$. Specifically, we cite Corollary 4.2 from .

Lemma 5. The volume of the order polytope associated to any partial order $``$ on $`[n]`$ is $`1/n!`$ times the number of permutations $`\sigma `$ of $`[n]`$ such that $`\sigma (i)<\sigma (j)`$ whenever $`ij`$.

In other words, the volume is $`1/n!`$ times the number of extensions of $``$ to a linear order on $`[n]`$. To see that this is equivalent to the assertion of the lemma, consider that there are $`n!`$ linear orders on $`[n]`$, each determined by the permutation of $`[n]`$ that sends the the minimal element to $`1`$, the next one to $`2`$, and so on until the maximal element is sent to $`n`$. This order extends $``$ if and only if $`\sigma (i)<\sigma (j)`$ whenever $`ij`$.

Lemma 5 appears in  as part of a corollary to a much more powerful theorem. For our purposes the following direct proof suffices.

Proof. Decompose the closed unit $`n`$-cube into $`n!`$ simplices, one for each permutation $`\sigma `$ of $`[n]`$, so that the simplex indexed by $`\sigma `$ consists of all $`t_1,\mathrm{},t_n`$ in $`[0,1]`$ with

$$t_{\sigma ^1(1)}t_{\sigma ^1(2)}\mathrm{}t_{\sigma ^1(n)}.$$
(57)
Each of these simplices has the same volume; hence this common volume is $`1/n!`$. The union of those simplices indexed by $`\sigma `$ satisfying $`\sigma (i)<\sigma (j)`$ whenever $`ij`$ is the closure of the order polytope of $``$. Thus the volume of this polytope is $`1/n!`$ times the number of such $`\sigma `$. $`\mathrm{}`$

Equivalently, and perhaps more intuitively: the volume of the order polytope is the probability that $`n`$ independent variables $`t_i`$ drawn uniformly at random from $`[0,1]`$ satisfy $`t_i<t_j`$ whenever $`ij`$, i.e., that their linear order inherited from $`[0,1]`$ extends the partial order $``$. This, however, is the same as the probability that a randomly chosen permutation of $`[n]`$ yields a partial order extending $``$, because (excepting the negligible case that some $`t_i`$ coincide) the order of the $`t_i`$ determines a permutation, and all permutations are equally likely.

We return now to the order polytope (55) associated to $`_0`$. The affine change of variables

$$u_i=\{\begin{array}{cc}t_i,\hfill & i\text{ odd;}\hfill \\ 1t_i,\hfill & i\text{ even,}\hfill \end{array}$$
(58)
which has constant Jacobian determinant $`(1)^{n/2}`$, transforms this region (55) to the familiar polytope $`v_i>0,v_i+v_{i+1}<1`$,333 Richard Stanley notes that this polytope (29) is also a special case of a construction from his paper : it is the chain polytope associated with the same partial order $`_0^{}`$. The result in  that contains our Lemma 4 asserts that the chain and order polytopes associated with any partial order have the same volume. In general this is proved by a piecewise linear bijection, but for partial orders of “rank 1”, i.e., for which there are no distinct $`a,b,c`$ such that $`abc`$, the polytopes are equivalent by a single affine chain of variables. The partial order $`_0^{}`$ has rank 1, as does the partial order we define next in (62) to deal with $`A(n)`$. Stanley’s affine change of variables for these two partial orders is just our (58); thus this part of our argument is again a simple special case of his.  whose volume we have already identified with $`(2/\pi )^nS(n)`$ in two different ways. Thus

$$A_0(n)=\left(\frac{2}{\pi }\right)^nn!S(n)$$
(59)
for all even $`n`$.

By Lemma 4, we also recover a formula for $`A(2m1)`$:

$$A(2m1)=\frac{A_0(2m)}{m}=\frac{2^{2m1}(2^{2m}1)}{m}|B_{2m}|=\frac{2^{2m+1}}{\pi ^{2m}}(2m1)!S(2m).$$
(60)
In other words,

$$A(n)=\frac{2^{n+2}}{\pi ^{n+1}}n!S(n+1)$$
(61)
when $`n`$ is odd. We next prove this formula directly for all $`n`$, whether even or odd.

Theorem 2. The number $`A(n)`$ of alternating permutations of $`[n]`$ is given by (61) for every positive integer $`n`$.

Proof. Let $``$ be the partial order on $`[n]`$ in which

$$1234\mathrm{}\genfrac{}{}{0pt}{}{}{}n$$
(62)
and all other pairs in $`[n]`$ are incomparable. Then $`A(n)`$ is the number of permutations $`\sigma `$ of $`[n]`$ such that $`\sigma (i)<\sigma (j)`$ whenever $`ij`$. Accordingly, $`A(n)`$ is $`n!`$ times the volume of the associated order polytope

$$\{(t_1,t_2,\mathrm{},t_n)𝐑^n:0<t_i<1,t_1<t_2>t_3<t_4><\mathrm{}\genfrac{}{}{0pt}{}{>}{<}t_n\}.$$
(63)
The change of variables (58) transforms (63) into the region

$$\{(v_1,v_2,\mathrm{},v_n)𝐑^n:v_i>0,v_i+v_{i+1}<1(1in1)\}.$$
(64)
(N.B. This looks like the familiar $`(2/\pi )\mathrm{\Pi }_n`$, but in fact strictly contains $`(2/\pi )\mathrm{\Pi }_n`$, because we do not impose the condition $`v_n+v_1<1`$.) On the other hand, under the further linear change of variable $`v_i=(2/\pi )u_i`$, the region (64) maps to

$$\{(u_1,u_2,\mathrm{},u_n)𝐑^n:u_i>0,u_i+u_{i+1}<\pi /2(1in1)\},$$
(65)
a region whose volume is $`(\pi /2)^n`$ times larger than that of (64). Thus the volume of (64) is

$`\left({\displaystyle \frac{2}{\pi }}\right)^n{\displaystyle _0^{\pi /2}}\mathrm{}{\displaystyle _0^{\pi /2}}{\displaystyle \underset{i=1}{\overset{n1}{}}}K_1(u_i,u_{i+1})du_1\mathrm{}du_n`$ (66)
$`=`$ $`\left({\displaystyle \frac{2}{\pi }}\right)^n{\displaystyle _0^{\pi /2}}\mathrm{}{\displaystyle _0^{\pi /2}}K_{n1}(u_1,u_n)𝑑u_1\mathrm{}𝑑u_n.`$
Now by (38) the function

$$u_n_0^{\pi /2}K_{n1}(u_1,u_n)𝑑u_1$$
(67)
in $`\mathrm{L}^2(0,\pi /2)`$ is the image under $`T^{n1}`$ of the constant function $`1`$. Thus the integral (66) is $`(2/\pi )^n`$ times the inner product of $`1`$ and $`T^{n1}1`$ in $`\mathrm{L}^2(0,\pi /2)`$. By (47) in Corollary 3.2, this inner product is

$$\frac{\pi }{4}\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\frac{c_k^2}{(4k+1)^{n1}},$$
(68)
where $`c_k`$ is the coefficient of $`\mathrm{cos}((4k+1)u)`$ in the orthogonal expansion of $`1`$. Using (46) of the same corollary, we calculate

$$c_k=\frac{4}{\pi }_0^{\pi /2}\mathrm{cos}((4k+1)u)𝑑u=\frac{4}{\pi }\frac{\mathrm{sin}((4k+1)u)}{4k+1}|_0^{\pi /2}=\frac{4}{\pi }\frac{1}{4k+1}.$$
(69)
Therefore,

$$\frac{A_n}{n!}=\left(\frac{2}{\pi }\right)^n\left(\frac{4}{\pi }\right)S(n+1),$$
(70)
from which (61) follows. $`\mathrm{}`$

Remark. Some time before publishing , Stanley proposed the computation of the volume of the region in (65) as a Monthly problem . The published solution  used generating functions to express the volume in terms of $`E_n`$ or $`B_{n+1}`$. But the “Editor’s Comments” at the end of the solution include the note: “Several solvers observed that \[$`n!`$ times the volume of the polytope\] is the number of zig-zag permutations of $`1,2,\mathrm{},n`$, …” This suggests that, even if the elementary proof of Lemma 4 is not yet in the literature, it is obvious enough that these solvers at least implicitly recognized it, and applied it together with the change of variables (58) to relate the polytope volume to $`A_n`$.

Theorem 2, together with Lemma 4, yields the following amusing corollary: as $`m\mathrm{}`$,

$$\frac{A_0(2m)}{A(2m)}=m\frac{A(2m1)}{A(2m)}=\frac{\pi }{4}\frac{S(2m)}{S(2m+1)}\frac{\pi }{4}.$$
(71)
That is, a randomly chosen alternating permutation $`\sigma `$ of $`[2m]`$ is cyclically alternating with probability approaching $`\pi /4`$ ! The convergence is quite rapid, with error falling as a multiple of $`3^{2m}`$; for instance, for $`m=5`$ we already find $`39680/505210.785416`$, while $`\pi /40.785398`$.

When $`n`$ is even, say $`n=2m`$, the formula (61) simplifies to

$$A(2m)=(1)^mE_{2m}=|E_{2m}|$$
(72)
by (10). We have thus given a combinatorial interpretation of the positive integer $`(1)^mE_{2m}`$, as promised in the Introduction: it is the number of alternating permutations of $`[2m]`$.

ACKNOWLEDGEMENTS. Don Zagier first showed me Calabi’s proof and later provided the reference . Richard Stanley furnished references to and remarks on his work on order polytopes and the enumeration of alternating permutations, and later gave the reference . The referees drew my attention to the work of Kubilius  and Kalman . They made other suggestions that improved the paper. I thank them for their respective contributions. I am also grateful to the Mathematical Sciences Research Institute for its hospitality during the completion of this paper, and to the National Science Foundation and the Packard Foundation for partial support during the preparation of this work.