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# Novel Quantum Spin Assisted Tunneling in Half Metallic Manganite Tunnel Junctions

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## Abstract

The electron tunneling in half metallic manganite tunnel junctions is studied by using a quantum mechanically treated double exchange model. We show that the stimulation of spin excitations, caused by the strong Hund’s coupling between the conduction $`e_g`$ electrons and the localized quantum spins of the manganite ions, would assist electrons to tunnel through the junction even with the antiparallel aligned magnetizations of the electrodes. This mechanism gives rise to an extra tunnel conductance, in addition to that predicted by Julliere’s model. Our theory is in good agreement with the voltage dependence of the tunnel conductance in manganite tunnel junctions observed by experiments.

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Tunnel magnetoresistance (TMR) in ferromagnetic junctions (FJ), first identified more than two decades ago , is of both fundermental interest and potential applications to magnetic sensors and memory devices. A simple model  proposed by Julliere is widely adopted to account for the observed TMR, in which the conductance of the polarized electrons are proportional to the product of the density of states (DOS) at the Fermi level from both magnetic electrodes for each spin channel. According to this model, the TMR ratio is given by

$$\frac{\mathrm{\Delta }R}{R}=\frac{R_{AP}R_P}{R_P}=\frac{2P^2}{1P^2},$$
(1)
where $`R_P`$ and $`R_{AP}`$ are the tunnel resistances when the magnetizations of the two ferromagnetic electrodes are in parallel (P) and antiparallel (AP) alignments. $`P`$ here is the spin polarization of the electrodes. This model works quite well for Fe, Co and Ne based ferromagnets. From Eq. (1) the TMR ratio tends to become infinity when the electrodes are made of half-metallic ferromagnets where only one spin component exists and $`P=1`$, such as in some mixed valence manganites La1-xAxMnO3, (A=Ca, Ba, Sr, etc.). The bulk of these manganese oxides, well known as the colossal magnetoresistance (CMR) materials, have been intensively studied in recent years. The involved physics is based on the double exchange (DE) model  which can be described by the following Hamiltonian

$$H=t\underset{ij,\sigma }{}c_{i\sigma }^{}c_{j\sigma }J_H\underset{i}{}\stackrel{}{S}_i\stackrel{}{\sigma }_i,$$
(2)
where the two terms represent the conduction $`e_g`$ electron hopping between neighboring Mn ions and the on-site Hund’s coupling between the electron spin $`\stackrel{}{\sigma }`$ and the localized $`t_{2g}`$ core spin $`\stackrel{}{S}_i`$ of Mn3+. It is well known that in mixed valence manganite system the strong Hund’s coupling $`J_H>>t`$ dominates the basic physics by separating the two spin subbands. The even stronger on-site Coulomb repulsion (not written out in Eq. (2)) further enhances the energy difference between the two subbands. As a result, a reasonable assumption of a full spin polarization ($`P=1`$) was extensively accepted in the literatures. For this reason, the manganese oxides have been recognized as being good candidates for the study of various spin polarized tunnelings . The authors in Refs. fabricated FJ using La0.67Sr0.33MnO3, La0.8Sr0.2MnO3 and La0.7Sr0.3MnO3 to obtain a high TMR ratio 80%, 150%, and 430% respectively . More recently, a TMR ratio as high as 730% are obtained by Jo et al. with La0.7Ca0.3MnO3 as electrodes . All these results were explained by Julliere’s model, from which a spin polarization $`P=0.54,0.65,0.83`$ and $`0.88`$ are respectively assumed. While these values are much larger than that of a typical common magnetic transition metal, they are still far away from the expected $`P=1`$ for half-metallic manganites. Furthermore, it is found that the tunnel conductance $`G`$ in these manganite junctions depends on the bias voltage $`V`$. In both the P and AP magnetization alignments, $`G`$ has a considerable increase when $`V`$ rises up to tens of mV . As a result, TMR is strongly reduced. Bratkovsky attributed the $`V`$-dependence of $`G`$ to the lowering of the barrier height of the insulator layer by the applied voltage, but his calculation shows that this effect becomes appreciable only when $`|eV|>0.3e\text{V}`$ . Therefore the origin of such a voltage dependence of the conductance can not be explained by the existing theories  and so far still is a puzzle. To account for the discrepancy between the expected full spin polarization of the observed finite TMR ratio, it was proposed that the presence of defect states in the barrier or resonant state can reduce the TMR . A reduced TMR was also obtained by Lyu et al. who introduced spin-flip matrix elements in the tunneling Hamiltonian . Recently, Itoh et al. also studied the effect of the temperature dependence of the spin polarization on TMR .

In this work, we investigate the voltage-dependent electronic tunneling in the half-metallic manganite junctions based on a quantum mechanical treatment of the DE model. It is found that in the AP aligned electrodes even without any spin-flip scattering from the tunneling Hamiltonian, an electron can still tunnel through the junction resulting in a nonzero conductance and thus finite TMR. Such a tunneling comes from the intrinsic quantum spin effect, and is accompanied by the stimulation of spin excitations in the ferromagnetic electrodes. In the classical spin $`S\mathrm{}`$ limit, our result reduces to a formula similar to that of Julliere’s model. For finite $`S`$, the quantum spin effect becomes prominent and suppresses strongly the TMR amplitude. We show that our theory explains well the voltage dependence of the tunnel conductance in manganite tunnel junctions observed in Refs. and .

We start from the following model for manganite tunnel junctions

$$H=H_L+H_R+H_T,$$
(3)
where $`H_L`$ and $`H_R`$ are the quantum DE Hamiltonian with the form of Eq. (2) in the left and right electrodes. $`H_T`$ represents the spin-conserved incoherent tunneling process of conduction electrons through the insulator barrier. In the momentum space, it is given by

$$H_T=\underset{pp^{},\sigma }{}(T_{pp^{}}c_{p^{}\sigma }^Rc_{p\sigma }^L+h.c.).$$
(4)
According to the perturbation theory, the net electronic tunnel current is

$`I={\displaystyle \frac{2\pi e}{\mathrm{}}}𝒵^1{\displaystyle \underset{m,n}{}}{\displaystyle \underset{pp^{},\sigma }{}}|n|T_{pp^{}}c_{p^{}\sigma }^Rc_{p\sigma }^L|m|^2`$ (5)
$`\times (\text{e}^{\beta E_m}\text{e}^{\beta E_n})\delta (E_nE_m+eV),`$ (6)
where $`|m`$, $`|n`$ are eigenstates of $`H_L+H_R`$ with energy $`E_m`$ and $`E_n`$, $`𝒵=`$Tr$`\text{e}^{\beta (H_L+H_R)}`$, with $`\beta =(k_BT)^1`$ the inverse temperature, and $`V`$ is the applied bias voltage. The delta function ensures the conservation of energy in the tunneling process.

To derive the tunnel current from Eq. (6), it is convenient to use the Schwinger-boson or slave-fermion representation  in which the electron operator $`c_{i\sigma }`$ is expressed as a combination of a spinless charge fermion $`f_i`$ and a neutral spin boson $`b_{i\sigma }`$. In the present strong Hund’s coupling ($`J_H\mathrm{}`$) case, the spin of an electron on a site is aligned parallelly to the local spin, and the electron operator can be written as $`c_{i\sigma }^L=f_i^Lb_{i\sigma }^L/\sqrt{2S_l+1}`$ for $`iL`$, and $`c_{i\sigma }^R=f_i^R_\sigma ^{}U_{\sigma \sigma ^{}}(\theta )b_{i\sigma ^{}}^R/\sqrt{2S_l+1}`$ for $`iR`$, where $`S_l=3/2`$ is the local spin at the site $`i`$, and $`U_{\sigma \sigma ^{}}(\theta )`$ are matrix elements of the $`2\times 2`$ matrix $`U(\theta )=\mathrm{cos}(\theta /2)\widehat{\mathrm{𝟏}}+i\mathrm{sin}(\theta /2)\sigma _y`$. Without loss of generality, we assume the magnetization in the left electrode is parallel to the z-axis while the magnetization in the right electrode makes an arbitrary angle $`\theta `$ with the z-axis. $`\theta =0`$ and $`\pi `$ correspond to the P and AP configurations of the junction magnetizations. The total spin of a site (the local spin plus the spin of the itinerant electron) is $`\stackrel{}{S}_i^{tot}=\frac{1}{2}_{\sigma \sigma ^{}}b_{i\sigma }^{}\stackrel{}{\sigma }_{\sigma \sigma ^{}}b_{i\sigma ^{}}`$, with the local constraint $`_\sigma b_{i\sigma }^{}b_{i\sigma }=2S_l+f_i^{}f_i`$. We use a mean-field approximation that was derived in Ref. for the unperturbed Hamiltonian $`H_\alpha `$ ($`\alpha =L,R`$)

$$H_\alpha =\underset{k}{}ϵ_kf_k^\alpha f_k^\alpha +\underset{k}{}\omega _kb_{k\sigma }^\alpha b_{k\sigma }^\alpha ,$$
(7)
where $`\omega _k=\rho k^2`$, with the spin stiffness $`\rho =\rho _0\{1_k\gamma _k[\text{exp}(\beta \rho _0\gamma _k)1]^1/12S\}`$, and $`ϵ_k=\overline{t}(\gamma _k6)`$ with $`\overline{t}=t_\sigma b_{i\sigma }^{}b_{j\sigma }/2S`$. Here $`\rho _0=tf_i^{}f_j/2S`$, $`\gamma _k=62(\mathrm{cos}k_x+\mathrm{cos}k_y+\mathrm{cos}k_z)`$ and $`S=S_l+(1x)/2`$ is the average spin per site. The total number of spin bosons is $`n_{}+n_{}=2NS`$, where $`n_\sigma =_kb_{k\sigma }^{}b_{k\sigma }`$ and $`N`$ is the total number of sites. At temperatures below the Curie temperature $`T_c`$ and at each electrode, there are macroscopic numbers of bosons condense into $`\stackrel{}{k}=0`$ and $`\sigma =`$ state, $`n_{0,}=n_{}n_{}=2NSm`$, where $`m=(n_{}n_{})/(n_{}+n_{})=M/M_s`$, with $`M`$ the magnetization of the electrode and $`M_s`$ its saturation value, is just the normalized magnetization of the electrode. Employing the Schwinger boson representation for Eq. (6) and after some algebra, we obtain the following tunnel current

$`I`$ $`={\displaystyle \frac{2\pi e|\overline{T}|^2}{\mathrm{}(2S_l+1)^2N^2}}{\displaystyle \underset{qq^{}}{}}{\displaystyle \underset{k\sigma ,k^{}\sigma ^{}}{}}|U_{\sigma \sigma ^{}}(\theta )|^2`$ (8)
$`\times `$ $`[n_q^fn_{k\sigma }^b(1n_q^{}^f)(n_{k^{}\sigma ^{}}^b(1n_q^f)(n_{k\sigma }^b+1)n_q^{}^fn_{k^{}\sigma ^{}}^b]`$ (9)
$`\times \delta (ϵ_q+\omega _kϵ_q^{}\omega _k^{}+eV),`$ (10)
where $`n_q^f=[\text{e}^{\beta (ϵ_qϵ_F)}+1]^1`$ and $`n_{k\sigma }^b=(\text{e}^{\beta \omega _k}1)^1`$ are the distribution functions of charge fermions and spin bosons. In the derivation we have treated $`|T_{pp^{}}|^2`$ as a constant $`|\overline{T}|^2`$. Taking into account the condensation of the spin bosons in the $`\stackrel{}{k}=0`$ and $`\sigma =`$ state, and that the band width of the fermion is in the order of electron volts much larger than energy scales of $`k_BT`$ and $`eV`$, thus the DOS of fermions near the Fermi level is approximated as a constant, the dynamical conductance of the junction $`G=dI/dV`$ can be derived as

$`G`$ $`(\theta )={\displaystyle \frac{1}{2}}G_0\{1+m^2\mathrm{cos}\theta +{\displaystyle \frac{1m}{S}}+{\displaystyle \frac{m}{S}}{\displaystyle _0^{e|V|}}g_b(\omega )d\omega `$ (11)
$`+`$ $`{\displaystyle \frac{1}{S^2}}{\displaystyle _0^{\omega _m}}g_b(\omega )d\omega {\displaystyle _0^{\omega +e|V|}}[n^b(\omega )n^b(\omega ^{})]g_b(\omega ^{})d\omega ^{}\},`$ (12)
where $`G_0=\frac{2\pi e^2}{\mathrm{}}(\frac{2S}{2S_l+1})^2|\overline{T}|^2g_f^2(ϵ_F)`$ with $`g_f(ϵ)`$ the DOS of fermions, $`n^b(\omega )=(\text{e}^{\beta \omega }1)^1`$, $`\omega _m=(6\pi ^2)^{2/3}\rho `$ is the maximum energy of the spin excitation, and $`g_b(\omega )`$ is the normalized DOS of bosons, i.e., $`_0^{\omega _m}g_b(\omega )𝑑\omega =1`$.

Eq. (12) is the tunnel conductance of the half-metallic manganite for arbitrary magnetization configuration, in which a voltage dependence is found in the last two terms. All the last three terms are related to the spin size $`S`$ and vanish when the spin is treated classically ($`S\mathrm{}`$). This indicates that they come from the quantum spin effect. In the classical spin limit the TMR reduces to $`\mathrm{\Delta }R/R=2m^2/(1m^2)`$, which has a similar form to Julliere’s formula Eq. (1), but the spin polarization $`P`$ there is replaced by the normalized magnetization $`m`$ here. $`P`$ and $`m`$ are usually different, the former is the relative difference of the DOS at the Fermi level between the two electron subbands split by the Hund’s coupling, in the large $`J_H`$ limit it is always 1 (see, e.g., the calculation of $`P`$ in Ref. ) so the system is half-metallic, while the latter reaches 1 only at zero temperature, and decreases with the increase temperature due to the spin wave excitations. When the quantum spin effect is taken into account, even at zero temperature with full magnetization (m=1), the fourth term contributes a nonzero conductance. In the application of a small voltage $`e|V|<\omega _m`$, this term reduces to $`(e|V|/\rho )^{3/2}/6\pi ^2S`$, so that our theory predicts the tunnel conductance $`G(\theta )`$ at low temperatures behaves as $`A+B|V|^{3/2}`$, where $`A,B`$ are constants independent of $`V`$. In Fig. 1(a) we show a comparison between our theory and experimental data in Ref. in the AP magnetization configuration of the La0.67Sr0.33MnO3/SrTiO3/La0.67Sr0.33MnO3 junction at $`T=4.2`$K. The electronic hopping $`t`$ is taken to be 0.35 eV so that $`\rho 14`$meV. Apart from the difference of a small voltage-independent constant, which may come from spin-flip centers, defect states in the barrier, $`m<1`$ at finite temperature or imperfect alignment of moments in a less-than-ideal sample, our calculated conductance is in excellent agreement with the experimental measurement. For comparison the conductance in the classical spin treatment ($`S=\mathrm{}`$) of the DE model is also plotted by the dashed line, which is independent of V. The dependence of the conductance on voltage also indicates that we have to specify the value of the bias voltage when discussing the TMR. Interestingly, for the case of $`e|V|`$ larger than the band width of spin excitations, both the fourth and the last terms in Eq. (12) become independent of the bias voltage. While further increasing of the conductance with the rise of the voltage may be still possible through lowering the energy barrier of the insulator layer , such an increase does not change the ratio of TMR. From Eq. (12) and under this large voltage, the TMR ratio in the full magnetization $`m=1`$ of an ideal half metallic manganite junction is $`\mathrm{\Delta }R/R=2S`$, which is less than $`400\%`$ for realistic $`S<2`$. A divergent TMR ratio can be obtained only when $`S`$ is treated as classically ($`S\mathrm{}`$) so that the quantum spin effect induced tunneling vanishes and the conductance in the AP magnetization configuration goes to zero.

The effect of temperature comes into the conductance mainly through the normalized magnetization $`m`$, which decreases with increasing the temperature. In Fig. 1(b) we plot the voltage-dependent conductance at different temperatures. To compare our calculations with the experimental results in Ref. in which the FJ was La0.8Sr0.2MnO3/SrTiO3/La0.8Sr0.2MnO3, we need to determine the magnetizations at different temperatures. Here the magnetizations are estimated from the measurement in Ref., they are taken as $`m=1`$ at $`T=0`$, $`m=0.6`$ at $`T=0.4T_c`$, and $`m=0.2`$ at $`T=0.8T_c`$, with $`T_c=290`$K. In Fig. 1(b) at each temperature we shift the voltage-independent constant conductance so that the comparison of the $`V`$-dependent conductance at different temperatures can be shown more clearly. Fig. 1(b) shows that the increase of the conductance with the increasing voltage becomes slower at higher temperatures, in agree with the experimental results of Ref..

At this stage, we wish to address on why it is possible for electrons to tunnel through the junction for a spin conserved tunneling Hamiltonian when the magnetizations of the two fully polarized electrodes are antiparallel to each other. Although the Schwinger boson method is convenient for calculation, the spin boson operator in it describes the total spin on a site as a whole, which conceals the actual motion of different spins. To see the physical origin of the nonvanishing $`G(\pi )`$, we now start directly from the DE Hamiltonian Eq. (2). At each site the Hund’s coupling $`J_H\stackrel{}{S}_i\stackrel{}{\sigma _i}`$ has two eigenvalues $`J_HS_l`$ and $`J_H(S_l+1)`$, where the former is $`2S_l+2`$ fold degeneracy with total spin $`S_l+1/2`$, and the latter is $`2S_l`$ degeneracy with total spin $`S_l1/2`$. In the case of the strong Hund’s coupling, at an occupied site only the lower energy state can exist, i.e., the spin of the electron must be parallel to the local spin. In this case, the effective DE hopping of the $`e_g`$ electrons between two neighboring sites is usually treated to be $`t_{eff}=t\mathrm{cos}\theta _{ij}`$ , where $`\theta _{ij}`$ is the relative angle between local spins on the two sites. When the effective hopping is generalized to manganite junctions with AP configuration at zero temperature, $`\theta _{ij}=\pi `$ for $`i`$ and $`j`$ in different electrodes, and the electron can not tunnel through the junction. That is exactly what Julliere’s model predicts. However, such a classical picture neglects the quantum nature of local spins. In fact, when the quantum effect is taken into account, the spin of a conduction electron in one electrode can not be perfectly antiparallel to a localized spin in the other electrode. For example, when a spin-up ($`s_z=1/2`$) electron in the left electrode moves to a spin-down site ($`S_z=S_l`$) in the right electrode, the formed $`|1/2,S_l`$ state, which is not an eigenstate of the Hund’s coupling, has nonzero components in both the spin parallel (the $`e_g`$ electron spin and the local spin are in parallel) and spin antiparallel subspaces. Using the method of projection operator, it is straightforward to show

$$|\frac{1}{2},S_l=\sqrt{\frac{1}{2S_l+1}}|\psi _p+\sqrt{\frac{2S_l}{2S_l+1}}|\psi _{ap},$$
(13)
where $`|\psi _p=(|1/2,S_l+\sqrt{2S_l}|1/2,S_l+1)/\sqrt{2S_l+1}`$ and $`|\psi _{ap}=(\sqrt{2S_l}|1/2,S_l|1/2,S_l+1)/\sqrt{2S_l+1}`$ are states in which the electron spin and the local spin are in parallel and antiparallel. Both $`|\psi _p`$ and $`|\psi _{ap}`$ are eigenstates of $`\widehat{S}_{tot}^z`$ (z-component of the total spin of the site) with eigenvalues $`S_l+1/2`$. At the same time, they are also eigenstates of the Hund’s coupling $`J_H\stackrel{}{S}_i\stackrel{}{\sigma _i}`$, with eigenvalues $`J_HS_l`$ for $`|\psi _p`$ and $`J_H(S_l+1)`$ for $`|\psi _{ap}`$. For large $`J_H`$, state $`|\psi _{ap}`$ is forbidden due to its very high energy. However, Eq. (13) shows that $`|1/2,S_l`$ has a nonzero component in $`|\psi _p`$, i.e., there is a finite probability $`1/(2S_l+1)`$ for the spin of a spin-up electron to be parallel to a spin-down local site, so that even in this $`J_H\mathrm{}`$ case the electron may still tunnel through the junction. This tunneling process vanishes when $`S_l\mathrm{}`$, which is an implication that this effect is induced by the quantum nature of the localized spins. In the second term of $`|\psi _p`$, the spin of the electron is flipped while the local spin of the site is twisted. Such a spin-flip and spin-twist process is an intrinsic dynamic effect originated from the Hund’s coupling and the discrete quantum spin orientations. Moreover, the twist of the local spin can spread to the whole system to further lower the energy, thus stimulates a spin excitation and enables electrons to tunnel through the barrier. This mechanism is very different from that considered in some other papers . The energy scale involved in this tunneling process is the spin excitation energy which comes from the applied voltage and thus causes the induced tunneling to be voltage dependent.

Finally, it is worth to mention that in some experiments, at temperatures 77K and above, a quadratic variation of the conductance with the applied voltage were found . This is likely due to the fact that the DOS of the spin excitations near the ferromagnet/insulator (F/I) regions is different from that in the bulk manganites. Experimental study of the magnetic properties at surface boundary of the half-metallic ferromagnet La0.7Sr0.3MnO3 indeed indicates that except at very low temperature ($`T<30`$K), the temperature dependence of the surface-boundary magnetism is significantly different from that of the bulk . In the present theory, a $`V^2`$ dependence of the conductance can be produced if the spin excitation spectrum has the form $`\omega _k=\rho _{}k_{}^2+\rho _{}|k_{}|`$, where $`k_{}`$ and $`k_{}`$ are the wave vectors in and perpendicular to the plane of the F/I interface, respectively. Such a dispersion relation was proposed for the lightly doped La1-xSrxMnO3 with layered antiferromagnetic spin alignment , and it may exist in the F/I interface regions of the half metallic manganite junctions.

Acknowlegement \- This work is supported by a grant from Texas ARP grant (ARP-003652-0241-1999), the Robert A. Welch Foundation and the Texas Center for Superconductivity at the University of Houston.


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# Bell’s inequality and a strict assessment of the concept of “possession” SNUTP 01-008

## 1 Introduction

Discussions on the interpretation of quantum mechanics paved a way for a new discipline called meta-dynamics which deals with the foundation of the physical theories. Experimental metaphysics, as baptized by A. Shimony, shows the fundamental aspects of the universal descriptional system called dynamics. Especially Bell theorem verifies that the fundamental issues themselves can be analyzed as those in usual physical problems, especially in prediction-experiment manner. In that sense, Bell theorem conforms a summit of meta-dynamical investigations. However, its interpretation is not unanimous in that its premises are not examined sufficiently enough to everybody’s satisfaction.

It has widely been known that the concept of “possession by the system” is problematique in quantum mechanics. But the conception of “reality”, which is apt to be identified with the existence of values of physical quantities within the system, is so strongly engraved in human imagination that we could not easily discard the concept of “possession of physical values by the system”. The concept of nonlocality might be a convenient, if vague, concept to compromise to save the inconsistency between the quantum mechanics and this conception of reality.

Bell theorem gives a way of experimental approach to some important philosophical issues in physics, such as the concept of “locality” and “reality”. The experimental falsification of Bell’s inequalities is regarded as a verification of the failure of the theory based both on “locality” and on “reality”. Though the latter is not the fully examined conception, especially for quantum mechanics, the corroboration of quantum-mechanical prediction in experiment is usually interpreted as a vindication of the existence of “nonlocality” in Nature. However, both the notion of locality and reality must be defined more precisely, since the proof, and accordingly the interpretation, of Bell theorem might depend on them.

On the basis of such analysis, we argue in this paper that the concept of “physical quantities possessed by the system” is both redundant and inappropriate. It is redundant because it has no place in the workings of dynamical theories other than its vague implication as the “state of the system”, which is well defined on its own stance, and it is inappropriate because it brings contradiction in the light of Bell’s inequality. Two versions of the concept of “possessed values” are examined: one identical with the observed values and the other non-identical. Assuming the existence of such “physical quantities possessed by the system” and subjecting it to the framework of Bell theorem under very generous condition allowing even certain form of “nonlocality”, one can still arrive at the proper Bell’s inequality. More specifically, the concept of nonlocality here is divided into two categories, the ontological and the epistemological one. The former is shown to be perfectly permitted in the derivation, but the latter is not in one version of the “possessed values”. But since the epistemological nonlocality defined here is highly unacceptable, and the Bell’s inequality is shown not to be respected universally, it is safe to conclude that the concept of “possessed values” is in conflict with the proper physical reasoning.

In next section we give a short review of Bell theorem, with a view to fixing the situation and summarizing the received view on it. It is followed by a meticulous examination of the consequence of assuming that the system “possess” the values of the physical quantities. (The appendix shows the detailed steps of the proofs.) The final section discusses the meaning of reality of physical quantities as well as elaboration of the concept of nonlocality in two categories, viz., ontological and epistemological ones. It leads to an alternative interpretation of Bell theorem.

## 2 Received view on Bell theorem

Consider a composite system made of two two-state subsystems, such as two spin 1/2 particles or two polarized photons. Let $`𝐀`$, $`𝐁`$ be two physical quantities restricted to each subsystem and $`\alpha `$, $`\beta `$ be their adjustable parameters representing the measurement setting, such as the direction of the inhomogeneous magnetic field in Stern-Gerlach apparatus or the angle of the analyzer for two-photon cascade experiment. Denote by $`A_\alpha `$ the presumed values of observables $`𝐀`$ with the parameters of measuring apparatus being $`\alpha `$ and by $`a_\alpha `$ the corresponding outcome of the measurement. For simplicity we abbreviate $`A_\alpha `$, $`B_\beta `$, $`A_\alpha ^{}`$, $`B_\beta ^{}`$ by $`A`$, $`B`$, $`A^{}`$, $`B^{}`$ and the corresponding outcomes by $`a`$, $`b`$, $`a^{}`$, $`b^{}`$. We here are taking, deliberately, a most generous position that the measured values $`a`$, $`b`$, $`a^{}`$, $`b^{}`$ may not be identical with the actually possessed values $`A`$, $`B`$, $`A^{}`$, $`B^{}`$. (Throughout this paper, $`𝐀`$ etc. denotes the physical quantity, $`A`$ etc. the possessed value of $`𝐀`$, $`a`$ etc. the measured value.)

Bell theorem concerns with the coincidence rate defined by

$$\xi (a,b)=\frac{abN(a,b)}{N_{\mathrm{tot}}},$$
(1)
where $`N(a,b)`$ means the number of the joint event that the outcomes of two measuring apparatus are given by $`a`$ and $`b`$, respectively. $`N_{\mathrm{tot}}=N(a,b)`$ is the total number of trials which is usually, but not necessarily, taken as infinity. Other coincidence rates $`\xi (a,b^{})`$, $`\xi (a^{},b)`$, and $`\xi (a^{},b^{})`$ are defined similarly.

> \[Bell theorem\]
> If we assume the locality and the reality of physical quantities, the particular combination of the coincidence rates defined by
>
> $$:=|\xi (a,b)\xi (a,b^{})|+|\xi (a^{},b)+\xi (a^{},b^{})|$$
>
> satisfies the following (Bell’s) inequality
>
> $$2.$$

The inequality above, called CHSH(Clauser-Horne-Shimony-Holt) inequality, is more general than the original inequality that Bell derived. If one puts $`a^{}=b^{}=c`$, this inequality reduces to the original one that

$$|\xi (a,b)\xi (a,c)|1+\xi (c,b).$$
(2)
According to Bell, the ‘vital assumption is that the result $`b_\beta `$ for particle 2 does not depend on the setting $`\alpha `$, of the magnet(i.e. measuring apparatus) for particle 1, nor $`a_\alpha `$ on $`\beta `$,’ which is usually taken as a requirement due to locality.

In quantum mechanics, however, there exist a state for which

$$_{\mathrm{QM}}>2.$$
(3)
Therefore we can conclude that ‘for at least one quantum mechanical state, the statistical predictions of quantum mechanics is incompatible with separable predetermination’ à la Bell.

With certain inspection regarding the basic presumptions in the above theorem, Bell concluded that

> (Interpretation of Bell theorem 1)
>
> In a theory in which parameters are added to quantum mechanics to determine the results of individual measurements, without changing the statistical predictions, there must be a mechanism whereby the setting of one measuring device can influence the reading of another instrument, however remote. (, p. 20)

One of the important concern of Bell was the issue of (im)possibility of the hidden variable theory, which can be defined to be the physical theory in which ‘the quantum mechanical states can be regarded as ensemble of states further specified by additional variables, such that given values of these variables together with the state vector determine precisely the results of individual measurement.’ With this definition, one can say

> (Interpretation of Bell theorem 2)
>
> The quantum-mechanical result cannot be reproduced by a hidden variable theory which is local. (, p. 38)

Shimony declares a stronger version:

> (Interpretation of Bell theorem 3)
>
> No physical theory satisfying the specified independence conditions can agree in all circumstances with the predictions of quantum mechanics. (, p. 90)

For the case that the independence conditions comes from the theory of relativity as locality requirement, one can state

> (Interpretation of Bell theorem 4)
>
> No local physical theory can agree in all circumstances with the predictions of quantum mechanics. (, p. 91)

All of these “received” views on Bell theorem emphasize that the assumption of locality makes main discrepancy from quantum mechanical prediction. Logically, however, Bell theorem has as its presupposition both the separability and the reality of physical quantities, as well as other subsidiary assumptions. As Einstein expressed his firm belief that ‘the real factual situation of the system $`𝒮_2`$ is independent of what is done with the system $`𝒮_1`$, which is spatially separated from the former’, it would be a better policy to examine the other presuppositions before proceeding to find fault with the assumption of locality. One of the main concern of present paper is to examine the validity of these interpretations of Bell theorem, on the basis of clearer analysis of “locality” and “reality”.

## 3 Derivations of Bell’s inequality from the reality of physical quantities

The significance of Bell theorem stems not only from its conflict with quantum mechanics, but also from its derivation under certain conditions, irrespectively of any particular dynamics. Therefore, once Bell’s inequality could be derived under a clearly specified set of presumptions, at least one of the presumptions can be blamed to be “wrong”. The main problem is how to find out the most responsible presumptions to be blamed.

The strategy we are taking in this paper is to separate the presumably possessed values of physical quantities from the actually measured values and see clearly how they are involved in the process of deriving Bell’s inequality. By doing this, we find that the most responsible, hence vital, presumption underlying the derivation of Bell’s inequality is the very assumption that the system possesses the values of physical quantities. We will therefore examine very carefully the possible consequence of the assumption that there exist the possessed values of physical quantities for the system, irrespective of quantum mechanics. The values $`A`$, $`B`$, $`A^{}`$, $`B^{}`$ are presumably possessed by the system, and the actual measured values of them $`a`$, $`b`$, $`a^{}`$, $`b^{}`$ may or may not be different from them.

Note that while our consideration resembles the standard discussion of Bell’s inequality, the sole vital assumption here is that the system possesses the values of physical quantities.

### 3.1 Case 1

We first consider the case where the measured values $`a`$, $`b`$, are numerically equal to $`A`$, $`B`$, which are assumed to take either $`+1`$ or $`1`$. The number of possible combinations for 4 outcomes $`a`$, $`a^{}`$, $`b`$, $`b^{}`$ is $`2^4`$.

Now assume that the measured outcomes are the mere uncovering of the values of physical quantities which the system “possesses”.

In this case, whatever possible nonlocality is undergoing within the system, the coincidence rate is given by

$$\xi (a,b)=\frac{1}{N}\underset{i=1}{\overset{16}{}}a_ib_iN_i,$$
(4)
where $`a_i`$ and $`b_i`$ denote possible value of the measured outcomes $`a`$ and $`b`$ respectively.

From the positive-definiteness of probability, Bell’s inequality is derived à la Wigner(See Appendix for detail.).

$$:=|\xi (a,b)\xi (a,b^{})|+|\xi (a^{},b)+\xi (a^{},b^{})|2$$
(5)
It should be noticed that the only assumption made here is that the system eventually came to possess four values $`A`$, $`B`$, $`A^{}`$, $`B^{}`$ without any regard how they come to be existent and the measured outcomes are numerically equal to these possessed values. The possible correlations are fully allowed, and even the putative nonlocal influences between them are not excluded, since all we need is the outcomes which can be measured explicitly.

### 3.2 Case 2

We now consider the more general case where the actual measured values $`a`$, $`b`$ of certain observables A, B can be unequal to the presumably possessed values $`A`$, $`B`$. Suppose that $`a`$ and $`b`$ can depend also on $`\alpha `$, $`\beta `$, the parameters representing the measuring apparatus (such as direction of the magnet), and on whatever hidden parameters $`\lambda `$, and that the coincidence rate $`\xi (a,b)`$ for the measurement $`a`$, $`b`$ is given by the expectation value of the product of two possessed values

$$\xi (a,b)=\underset{\lambda }{}A(\alpha ,\lambda )B(\beta ,\lambda )P(A,B|\alpha ,\beta ,\lambda ),$$
(6)
where $`P(A,B|\alpha ,\beta ,\lambda )`$ is the joint probability for the event that the values $`A(\alpha ,\lambda )`$ and $`B(\beta ,\lambda )`$ to be observed as $`a`$ and $`b`$, respectively, given the the parameters of apparatus and some hidden parameters. By this, we permit the possibility of $`\xi (a,b)`$ depending on the setting of the measuring apparatus and also unknown hidden parameters $`\lambda `$. Without loss of generality we can choose the values of four physical quantities as lying in $`[1,1]`$, which includes the dichotomic case.

In order to derive Bell’s inequality, it is necessary to assume the “factorizability” condition

$$P(A,B|\alpha ,\beta ,\lambda )=P_1(A|\alpha ,\lambda )P_2(B|\beta ,\lambda )p(\lambda ),$$
(7)
where $`P_1(A|\alpha ,\lambda )`$ and $`P_2(B|\beta ,\lambda )`$ are the probability distribution restricted to each subsystem and $`p(\lambda )`$ is the unknown, but arbitrary, distribution for hidden parameters. The condition Eq. (7) requires both the value independence between $`A`$ and $`B`$, and the parameter independence between $`\alpha `$ and $`\beta `$. As it was noticed in Case 1, when we assume that the system possesses the four values $`A`$, $`B`$, $`A^{}`$, $`B^{}`$, all the possible correlations between them are fully taken account, and even the possible nonlocal influences, if any, might have been taken account in the process of possessing such values. It is therefore quite natural to require the value independence between $`A`$ and $`B`$ in this context. \[Otherwise, the measurement of the value $`A`$ would lose any meaning because quantities other than $`A`$ (not only $`B`$ but any value in the world) would be involved in the process.\] Also the assumption of parameter independence between $`\alpha `$ and $`\beta `$ is rather benign. If we have to allow the parameter dependence, no meaningful experiment can be performed because any instrument located at any place in the universe may influence the values in a undetermined way, even if we disregard the celebrated ‘relativistic causality’.

From the assumption of factorizability, Eq. (7), the coincidence rate is given by

$$\xi (a,b)=\underset{\lambda }{}A(\alpha ,\lambda )P_1(A|\alpha ,\lambda )B(\beta ,\lambda )P_2(B|\beta ,\lambda )p(\lambda )=\underset{\lambda }{}\stackrel{~}{A}_\alpha (\lambda )\stackrel{~}{B}_\beta (\lambda )p(\lambda )$$
(8)
where $`\stackrel{~}{A}_\alpha (\lambda )=A(\alpha ,\lambda )P_1(A|\alpha ,\lambda )`$ and $`\stackrel{~}{B}_\beta (\lambda )=B(\beta ,\lambda )P_2(B|\beta ,\lambda )`$, which do not exceed unity. For these four numbers, it holds that(See Appendix for detail.)

$$𝒬:=|\stackrel{~}{A}_\alpha \stackrel{~}{B}_\beta \stackrel{~}{A}_\alpha \stackrel{~}{B}_\beta ^{}|+|\stackrel{~}{A}_\alpha ^{}\stackrel{~}{B}_\beta +\stackrel{~}{A}_\alpha ^{}\stackrel{~}{B}_\beta ^{}|2.$$
(9)
From this inequality, we obtain

$$:=|\xi (a,b)\xi (a,b^{})|+|\xi (a^{},b)+\xi (a^{},b^{})|=\underset{\lambda }{}𝒬p(\lambda )𝒬_{\mathrm{max}}\underset{\lambda }{}p(\lambda )2.$$
(10)
where $`𝒬_{\mathrm{max}}`$ means the maximum value of $`𝒬`$.

Note that Eq. (7) can be compared with Eq. (10) of Ref. . In the latter the probability distribution $`p(\lambda )`$ for the hidden parameters is absent. Though one can absorb $`p(\lambda )`$ mathematically into the definition of $`\stackrel{~}{A}`$ or $`\stackrel{~}{B}`$, its physical meaning is not unimportant. While we do not allow $`P_1(A|\alpha ,\lambda )`$ to be dependent on $`B`$ or $`\beta `$, we don’t have to care about the way how two subsystems happen to possess the values $`A`$ and $`B`$ respectively. This ignorance is generally expressed by a probability distribution for the unknown parameters. In this sense $`p(\lambda )`$ shows that a sort of nonlocality is allowed, so long as it is not observed at all and is prior to any measuring process.

### 3.3 A variation of Case 2

We examine here a variation of the previous case. Instead of the factorizability condition, Eq. (7), we can assume that the joint probability distributions for two physical quantities are not dependent on specific parameter adjust for measuring apparatus, viz.,

$$P(A,B|\alpha ,\beta ,\lambda )=P(A,B|\alpha ,\beta ^{},\lambda )=P(A,B|\alpha ^{},\beta ,\lambda )=P(A,B|\alpha ^{},\beta ^{},\lambda ).$$
(11)
Invoking this assumption at the first step of Eq. (A.21)(See Appendix for detail.), we arrive at Bell’s inequality. This is a rather strong assumption, since it means that the joint probability of of the distant events does not depend on the settings of the measuring apparatus at all. In fact, it is stronger than our factorizability requirement, Eq. (7). In his own derivation of the inequality, Bell employed the above assumption, Eq. (11) implicitly, in addition to the explicit locality requirement, Eq. (7).

## 4 Alternative interpretation of Bell theorem

In the previous section, we considered the consequences of the assumption that the system “possesses” the values of physical quantities. For the Case 1, in which the measured values are assumed to be equal to the values which the system possesses, one can derive Bell’s inequality, fully permitting any sort of nonlocality. But, for the Case 2, in which the measured values are not equal to the values presumably possessed by the system, some added assumption is need to arrive at the Bell’s inequality. In this case, one should invoke either the ‘factorizability’ condition, Eq. (7), or the strong assumption of the identical probability for the joint event of each pair, Eq. (11). But are these additional assumptions really matter? What kind of locality does it demand or prohibit? Are the interpretations mentioned in Sec. 2 still valid?

In order to discuss these questions, it might perhaps be convenient to separate the concept of nonlocality into two parts: one the ontological one, and the other, the epistemological one. By the ontological nonlocality we mean any possible nonlocal influences engendered in the process of determining the presumably existent values $`A`$, $`B`$, $`A^{}`$, $`B^{}`$ in the system, and by the epistemological nonlocality, the presumable nonlocal influences occurring in the measuring process of obtaining the values $`a`$, $`b`$, $`a^{}`$, $`b^{}`$ from the existent values $`A`$, $`B`$, $`A^{}`$, $`B^{}`$.

The factorizability condition, Eq. (7), for instance, implies that we would have to allow the epistemological nonlocality if we uphold the fact that there exist the values of physical quantities, which are different from the measured values of them but somehow possessed by the system.

Using the above terminology, we summarize our conclusion as following: the measured values $`a`$, $`b`$, $`a^{}`$, $`b^{}`$ corresponding to physical observables $`𝐀`$, $`𝐁`$ cannot be claimed to be existent in the system in general no matter what nonlocality is assumed, and the possessed values $`A`$, $`B`$, $`A^{}`$, $`B^{}`$ corresponding to $`𝐀`$, $`𝐁`$ which are different from but somehow related to the measured values $`a`$, $`b`$, $`a^{}`$, $`b^{}`$ cannot be claimed to be existent in the system unless the highly unprobable epistemological nonlocality is assumed. This shows that it is not legitimate for the system to possess the set of observed values. Moreover, it is also illegitimate to have the set of presumed values related to the actual measured ones via possible parameters of the measuring apparatus or other hidden variables, unless we assume such a weird situation that any physical values or instrumental setups space-likely separated from the measuring activity can influence the measurement result.

On the other hand, the abandonment of the conception of the possessed physical values does not cost at all in physical theories. The concept of possession of observable values by the system, or the concept of the existence of such values within the system does not have any significance even in classical physics. What is needed instead is the concept of the state of the system. In classical mechanics, for instance, the state of the system is represented by the pair of measured values, not possessed values, of position and momentum, which is used only as the initial conditions for the prediction of future events. It utterly does not concern whether such values are possessed by the system or not. In other words, the conception of possessed physical values is fully redundant in classical mechanics.

In quantum mechanics, however, the conception of possessed physical values is no longer redundant but contradictory to the concept of the state. As we already have seen, we have to accept an absurd conception like epistemological nonlocality just to save this conception without gaining any benefit in the description of physical world.

Recently Ref. discussed a refutation of Bell theorem, maintaining that one cannot compare an a local realistic inequality based on Eq. (11), which implies that ‘all four pairs of directions are considered simultaneously relevant to each particle pair’, with the quantum mechanical prediction derived from “weakly objective interpretation” which permits different joint probability distributions for four pairs of observables. For ‘there is no way to derive a Bell inequality’ within the weakly objective interpretation. However, one can derive Bell’s inequality with a weaker presumption of the factorizability, Eq. (7) without assuming Eq. (11). This shows very well that ‘within a strictly quantum mechanical framework’ only the state of the system is considered and there is no place for the assumption of “possession of the values of physical quantities”. We see that the conflict is not between local hidden variable theory and quantum mechanics, but between the assumption of reality of physical quantities and the experiment.

Our consideration in this paper is deeply related to the general investigations on the foundations of dynamics in totality and can be extended to an alternative interpretation of quantum mechanics, as well as other dynamics, within a more systematic framework of meta-dynamics.

## Appendix: Detailed derivations of Bell inequality

### A.1 Quantum-mechanical result

As a typical example of the composite system of two-state systems which violates Bell’s inequality, consider two spin 1/2 particles in a singlet state

$$|\mathrm{\Psi }=\frac{1}{\sqrt{2}}\left(|_1|_2|_1|_2\right).$$
(A.1)
For this state, the coincidence rate is given by

$$\xi _{\mathrm{QM}}(a,b)=\mathrm{cos}(\alpha \beta )$$
(A.2)
and

$$_{\mathrm{QM}}=|\mathrm{cos}(\alpha \beta )\mathrm{cos}(\alpha \beta ^{})|+|\mathrm{cos}(\alpha ^{}\beta )+\mathrm{cos}(\alpha ^{}\beta ^{})|.$$
(A.3)
If we choose

$$|\alpha \beta ^{}|=3\pi /4,|\alpha \beta |=|\alpha ^{}\beta |=|\alpha ^{}\beta ^{}|=\pi /4,$$
(A.4)
the violation of Bell’s inequality is maximal:

$$_{\mathrm{QM}}=2\sqrt{2}>2.$$

In the experiment by A. Aspect, P. Grangier and G. Roger, for instance, the quantum-mechanical prediction is

$$_{\mathrm{QM}}=2.70\pm 0.05,$$
(A.5)
with the incompleteness in the apparatus considered, whereas the experimental result is

$$_{\mathrm{exp}}=2.6970\pm 0.015$$
(A.6)
in great agreement with the quantum-mechanical prediction.

However, the above calculation has a loophole with the compatibility of the associated observables. Consider explicitly four self-adjoint operators acting on $`=^2^2`$, such as

$$A=\stackrel{}{\sigma }𝐧_\alpha 1\mathrm{l},A^{}=\stackrel{}{\sigma }𝐧_\alpha ^{}1\mathrm{l},B=1\mathrm{l}\stackrel{}{\sigma }𝐧_\beta ,B^{}=1\mathrm{l}\stackrel{}{\sigma }𝐧_\beta ^{}.$$
(A.7)
Note that while $`[A,B]=[A,B^{}]=[A^{},B]=[A^{},B^{}]=0`$, it is no longer the case for the pairs $`(A,A^{})`$ and $`(B,B^{})`$. The above derivation demands that the system should possess the values $`(A,A^{},B,B^{})`$ simultaneously, which is forbidden for quantum mechanics.

### A.2 Detailed proof for Case 1

Consider four physical quantities $`A_\alpha `$, $`A_\alpha ^{}`$, $`B_\beta `$, $`B_\beta ^{}`$, which are assumed to be two-valued, $`+1`$ or $`1`$. Denote the outcomes of these physical quantities by $`a`$, $`a^{}`$, $`b`$, $`b^{}`$, respectively. If these outcomes are just the values which the system “possessed” prior to measurement, the coincidence rate for pairs of physical quantities are plainly given by the simple expectation value of the products of these.

The number of the possible combination of the products is 16. Let the frequency for each case $`N_i`$ ($`i=1,\mathrm{},16`$) and the corresponding probability $`p_i`$. Then for $`N`$ measurements,

$$p_i\frac{N_i}{N},N=N_1+N_2+\mathrm{}+N_{16},0p_i1,i=1,\mathrm{},16$$
(A.8)
It is convenient to have the following table:

|  | $`a`$ | $`b`$ | $`a^{}`$ | $`b^{}`$ | $`ab`$ | $`ab^{}`$ | $`a^{}b`$ | $`a^{}b^{}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | $`+`$ | $`+`$ | $`+`$ | $`+`$ | $`+`$ | $`+`$ | $`+`$ | $`+`$ |
| 2 | $`+`$ | $`+`$ | $`+`$ | $``$ | $`+`$ | $``$ | $`+`$ | $``$ |
| 3 | $`+`$ | $`+`$ | $``$ | $`+`$ | $`+`$ | $`+`$ | $``$ | $``$ |
| 4 | $`+`$ | $`+`$ | $``$ | $``$ | $`+`$ | $``$ | $``$ | $`+`$ |
| 5 | $`+`$ | $``$ | $`+`$ | $`+`$ | $``$ | $`+`$ | $``$ | $`+`$ |
| 6 | $`+`$ | $``$ | $`+`$ | $``$ | $``$ | $``$ | $``$ | $``$ |
| 7 | $`+`$ | $``$ | $``$ | $`+`$ | $``$ | $`+`$ | $`+`$ | $``$ |
| 8 | $`+`$ | $``$ | $``$ | $``$ | $``$ | $``$ | $`+`$ | $`+`$ |
| 9 | $``$ | $`+`$ | $`+`$ | $`+`$ | $``$ | $``$ | $`+`$ | $`+`$ |
| 10 | $``$ | $`+`$ | $`+`$ | $``$ | $``$ | $`+`$ | $`+`$ | $``$ |
| 11 | $``$ | $`+`$ | $``$ | $`+`$ | $``$ | $``$ | $``$ | $``$ |
| 12 | $``$ | $`+`$ | $``$ | $``$ | $``$ | $`+`$ | $``$ | $`+`$ |
| 13 | $``$ | $``$ | $`+`$ | $`+`$ | $`+`$ | $``$ | $``$ | $`+`$ |
| 14 | $``$ | $``$ | $`+`$ | $``$ | $`+`$ | $`+`$ | $``$ | $``$ |
| 15 | $``$ | $``$ | $``$ | $`+`$ | $`+`$ | $``$ | $`+`$ | $``$ |
| 16 | $``$ | $``$ | $``$ | $``$ | $`+`$ | $`+`$ | $`+`$ | $`+`$ |

Here the value of the column of $`ab`$ is just the product of two values of $`a`$ and $`b`$. Hence the value of $`\xi (a,b)`$, for instance, is given by

$`\xi (a,b)=p_1`$ $`+p_2+p_3+p_4p_5p_6p_7p_8`$
$`p_9p_{10}p_{11}p_{12}+p_{13}+p_{14}+p_{15}+p_{16}`$ (A.9)
and similarly for $`\xi (a,b^{})`$, $`\xi (a^{},b)`$ and $`\xi (a^{},b^{})`$.

Since the difference of two arbitrary positive number cannot be larger than their sum, we have

$`|\xi (a,b)\xi (a,b^{})|`$ $`=2(p_2+p_4p_5p_7p_{10}p_{12}+p_{13}+p_{15})`$
$`2(p_2+p_4+p_5+p_7+p_{10}+p_{12}+p_{13}+p_{15})`$ (A.10)
and similarly

$`|\xi (a^{},b)+\xi (a^{},b^{})|`$ $`=2(p_1p_3p_6+p_8+p_9p_{11}p_{14}+p_{16})`$
$`2(p_1+p_3+p_6+p_8+p_9+p_{11}+p_{14}+p_{16}).`$ (A.11)
Therefore we obtain

$$:=|\xi (a,b)\xi (a,b^{})|+|\xi (a^{},b)+\xi (a^{},b^{})|2\underset{i=1}{\overset{16}{}}p_i=2.$$
(A.12)
### A.3 Detailed proof of Case 2

For arbitrary two real numbers $`y`$, $`y^{}`$ such that $`|y|1`$, $`|y^{}|1`$,

$$|y\pm y^{}|1\pm yy^{},$$
(A.13)
because

$$|y\pm y^{}|^2(1\pm yy^{})^2=y^2(1y^{}{}_{}{}^{2})+y^{}{}_{}{}^{2}11y^{}{}_{}{}^{2}+y^{}{}_{}{}^{2}1=0,$$
(A.14)
where the last step results from $`|y|1`$.

Using Eq. (A.13), for four real numbers $`x`$, $`x^{}`$, $`y`$, $`y^{}`$ whose absolute values are not larger than 1,

$`|xyxy^{}|=|x||yy^{}||x|(1yy^{})1yy^{},`$ (A.15)
$`|x^{}y+x^{}y^{}|=|x^{}||y+y^{}||x^{}|(1+yy^{})1+yy^{}`$ (A.16)
and hence

$$|xyxy^{}|+|x^{}y+x^{}y^{}|(1yy^{})+(1+yy^{})=2.$$
(A.17)
For four numbers $`\stackrel{~}{A}_\alpha `$, $`\stackrel{~}{A}_\alpha ^{}`$, $`\stackrel{~}{B}_\beta `$, $`\stackrel{~}{B}_\beta ^{}`$ the magnitude of which do not exceed unity, one has

$$𝒬:=|\stackrel{~}{A}_\alpha \stackrel{~}{B}_\beta \stackrel{~}{A}_\alpha \stackrel{~}{B}_\beta ^{}|+|\stackrel{~}{A}_\alpha ^{}\stackrel{~}{B}_\beta +\stackrel{~}{A}_\alpha ^{}\stackrel{~}{B}_\beta ^{}|2.$$
(A.18)
Using the “factorizability” condition, Eq. (7), Bell’s inequality is derived.

### A.4 Detailed proof of a variation of Case 2

We give another derivation of Bell’s inequality, motivated by a recent proof. We indicated the intermediate steps in order to make the assumptions more explicit. As in Sec. A.3, we have

$$|A_\alpha B_\beta A_\alpha B_\beta ^{}|+|A_\alpha ^{}B_\beta +A_\alpha ^{}B_\beta ^{}|2.$$
(A.19)
for four random variables $`A_\alpha `$, $`A_\alpha ^{}`$, $`B_\beta `$, $`B_\beta ^{}`$ whose ranges lie in $`[1,1]`$.

Since for $`X[1,1]`$,

$$|E(X)|=\left|\underset{i}{}X_ip_i\right|\underset{i}{}|X_i|p_i=E(|X|),$$
(A.20)
we have

$`|E(A_\alpha B_\beta )E(`$ $`A_\alpha B_\beta ^{})|+|E(A_\alpha ^{}B_\beta )+E(A_\alpha ^{}B_\beta ^{})|`$
$`=|E(A_\alpha B_\beta A_\alpha B_\beta ^{})|+|E(A_\alpha ^{}B_\beta +A_\alpha ^{}B_\beta ^{})|`$
$`E(|A_\alpha B_\beta A_\alpha B_\beta ^{}|)+E(|A_\alpha ^{}B_\beta +A_\alpha ^{}B_\beta ^{}|)`$
$`=E(|A_\alpha B_\beta A_\alpha B_\beta ^{}|+|A_\alpha ^{}B_\beta +A_\alpha ^{}B_\beta ^{}|)`$
$`\mathrm{max}(|A_\alpha B_\beta A_\alpha B_\beta ^{}|+|A_\alpha ^{}B_\beta +A_\alpha ^{}B_\beta ^{}|)`$
$`2.`$ (A.21)
The equalities in the first and third line comes from the linearity of expectation value. The inequality in the second line is Eq. (A.20) and the fourth line results from

$$E(Y)\underset{i}{}Y_{\mathrm{max}}p_i=Y_{\mathrm{max}}\underset{i}{}p_i=Y_{\mathrm{max}}$$
(A.22)
where $`Y_{\mathrm{max}}`$ is the maximum value which the random variable $`Y`$ can assume. We used the fact $`0p_i1`$. The last line of Eq. (A.21) is Eq. (A.19).

The coincidence rate of two physical quantities is given by the expectation value of the joint event,

$$\xi (a,b)=E(A_\alpha B_\beta ).$$
(A.23)
Substituting this into Eq. (A.21), we get

$$:=|\xi (a,b)\xi (a,b^{})|+|\xi (a^{},b)+\xi (a^{},b^{})|2.$$
(A.24)
Note that the crucial assumption in the first and third line of Eq. (A.21) is that

$$P(A_\alpha ,B_\beta )=P(A_\alpha ,B_\beta ^{})=P(A_\alpha ^{},B_\beta )=P(A_\alpha ^{},B_\beta ^{}),$$
(A.25)
for all four parameters $`\alpha `$, $`\beta `$, $`\alpha ^{}`$, $`\beta ^{}`$.


text:
# Thermodynamic Properties of the Dimerised and Frustrated 𝑆=1/2 Chain

## I Introduction

Quantum spin systems are amongst the most interesting and challenging problems of many-body theory in solid state physics. Due to their intrinsic many-body quantum character it is not possible to compute even simple quantities like magnetic susceptibilities or specific heats in a straightforward fashion. But there are by now a number of powerful approaches like exact diagonalisaton, quantum Monte Carlo, temperature density-matrix renormalisation or high temperature series expansion which yield the desired quantities.

The first aim of our present paper is to provide high temperature series data which in combination with some $`T=0`$ information can serve as an input for quick data analysis. High order series expansions constitute an efficient, frequently used technique gelfa00 . Exact diagonalisation and temperature density-matrix renormalisation will serve as benchmarks to assess the reliability of the method proposed. Similar analyses are carried out in Refs. johns00a, ; johns00b,  for unfrustrated dimerised spin chains and ordinary spin ladders.

The second aim of our work is to demonstrate that it is essentially impossible to deduce from one quantity like the magnetic susceptibility $`\chi (T)`$ at not too small temperatures alone more than two of the three magnetic couplings of dimerised and frustrated spin chains. This should caution anybody who is analysing such data in great detail. To illustrate the type of problem one can run in we refer the reader to the analysis of (VO)2P2O7 which was analysed in the very beginning as dimerised chain johns87 . Then it was thought to be a two-leg spin-ladder with $`J_{||}J_{}`$ eccle94 . But lately unambiguous evidence from inelastic neutron scattering was found garre97a  that it is a set of weakly coupled dimerised chains proko98 ; uhrig98c . The magnetic susceptibility $`\chi (T)`$ is compatible with both scenarios barne94 .

In this article we focus on gapped one-dimensional spin systems. These form a rather large class comprising dimerised spin chains, strongly frustrated spin chains but also spin ladders, cf. Fig. 1. A representative for a moderately dimerised spin chain is (VO)2P2O7 garre97a ; proko98 ; uhrig98c ; a strongly dimerised spin chain realised in Cu2(1,4-C5H12N2)2Cl4 chabo97a ; chabo97b ; hamma98 ; elstn98 ; an example for a significantly frustrated spin chain is the spin-Peierls substance CuGeO3 (see e.g. Ref. knett01a,  and the discussion therein) which is undimerised in its high temperature phase ($`T>T_C14`$K) but weakly dimerised in its low temperature phase. An important spin ladder compound is SrCu2O3 azuma94 .

All these substances are interesting because they constitute disordered antiferromagnets with low coordination number. This means that their ground state is not given by a Néel-type state (i.e. with finite sublattice magnetisation) but by a Resonating-Valence Bond (RVB) state made of superposed singlet-product states liang88 . If the systems are indeed gapped the average range of the singlet pairs present in the ground state is finite. In other words, the correlation length is finite. Generally, an RVB state is favoured over a Néel state by low coordination numbers, by low values of the spin and by frustration (which simply weakens the classical ordered Néel-state).

If it is possible to dope the insulating magnetic systems unusual electronic properties emerge due to the strong interplay between charge and spin degrees of freedom. Some spin ladders like Sr0.4Ca13.6Cu24O41.84 become even superconducting under pressure uehar96 . Of course, the appearance of a true phase transition at finite temperatures requires a higher dimensionality than one mermi66 ; hohen67 ; nagat98 . But the driving mechanisms can be present already in the low-dimensional systems. So, a deeper understanding of unusual electronic behaviour in doped antiferromagnets requires a thorough understanding of the magnetic subsystem. It is in this context that we perform the present investigation which is designed to determine the relevant magnetic couplings easily and reliably.

Starting point of our theoretical study is the Hamilton

$$H=\underset{i=1}{\overset{N}{}}\left(J\left[\left(1+(1)^i\delta \right)S_iS_{i+1}+\alpha S_iS_{i+2}\right]\right)$$
(1)
with dimerised nearest and and uniform next-nearest neighbour interaction. The dimerisation is parameterised by $`\delta `$. The ratio of nearest and next-nearest neighbor interaction is given by $`\alpha `$. The dimerisation can arise from chemically different bonds as is the case in (VO)2P2O7. Alternatively, it may be induced by a static lattice distortion via spin-phonon coupling as in CuGeO3. The Hamiltionian can also be viewed as a spin ladder with an extra diagonal coupling $`(1\delta )J`$ (see Fig. 1). In the limit $`\delta =1`$ it is equivalent to a regular ladder model. In the limit $`\delta =1`$, $`\alpha =0`$ a system of isolated dimers is obtained.

The ground state properties of the model (1) are investigated recently in numerous papers, see e.g. chitr95 ; uhrig96b ; uhrig96be ; white96 ; brehm96 ; yokoy97 ; brehm98 ; knett00a .

In the next section II we discuss briefly aspects of the methods we employ. The subsequent section III is devoted to the results for the magnetic susceptibility $`\chi (T)`$. In particular, we will discuss to which extent several couplings can be deduced reliably from $`\chi (T)`$ data alone. Section IV contains the results for the specific heat. We discuss how much can be learnt from $`C(T)`$ data. The Summary V concludes this article.

## II Methods

The present work is concerned with the finite temperature properties of the magnetic susceptibility $`\chi (T)`$ and the magnetic specific heat $`C(T)`$. The analytic method we use is high temperature series expansion (HTSE). Its results are obtained as polynomials in the coupling parameters with fractions of integers as coefficients so that no accuracy is lost. Details of the calculation are found in Ref. buhle00, . Furthermore, the data is provided in electronic form so that they can be put to use quickly. In order to maximise the range of applicability some extrapolation schemes are necessary which are described below in detail.

In addition, we use numerical methods to cross-check the validity of the analytic results and to supplement them where necessary. A statistical method is quantum Monte Carlo (QMC) evert93 . In its present form, however, it suffers from the sign problem for frustrated systems so that we use it only in the unfrustrated cases. Mostly we employ the method of exact diagonalisation (ED) for smaller finite clusters bonne66 ; fabri98a . It is based on the determination of all eigen-values so that the partition sum can be computed directly. Thereby any thermodynamic quantity is accessible. For not too low temperatures the results describe reliably the thermodynamic limit. The third technique that we use is temperature density-matrix renormalisation (T-DMRG)klump99a ; johns00b . By this numerical method very low temperatures can be reached reliably.

We deal with the static magnetic susceptibility

$$\chi (\beta ;\delta ,\alpha )=\frac{\beta }{N}\frac{\mathrm{tr}M^2e^{\beta H}}{\mathrm{tr}e^{\beta H}}=\frac{\beta }{N}M^2$$
(2)
and the specific heat

$$C(\beta ;\delta ,\alpha )=\frac{1}{N}\frac{}{T}\left(\frac{\frac{}{\beta }\mathrm{tr}e^{\beta H}}{\mathrm{tr}e^{\beta H}}\right)$$
(3)
In the Appendices the series coefficients are given. For the dimerised and frustrated chain the coefficients for both quantities $`\chi (T)`$ and $`C(T)`$ are provided up to order 10 in the inverse temperature $`\beta `$. For the unfrustrated dimerised chain they are given up to order 18. The bare truncated series, however, are not sufficient to describe the quantities under study at low values of $`T`$. To enhance the region of validity of the high temperature series expansion Dlog-Padé representations domb89  are used. We show in the following that the complete susceptibility of gapped spin chains can be obtained if some low temperature information is incorporated in a simple way. This is explained subsequently in detail.

A Dlog-Padé approximant of the expansion of the magnetic susceptibility $`\chi (\beta )`$ is given by

$$\chi (\beta )=\frac{1}{4T}exp\left(\underset{0}{\overset{\beta }{}}P_l^k(\beta ^{})𝑑\beta ^{}\right),$$
(4)
where $`P_l^k(\beta ^{})`$ is the rational Dlog-Padé approximant with a polynomial of degree $`k`$ in the numerator and a polynomial of degree $`l`$ in the denominator of

$$f=_\beta ^{}\mathrm{ln}(4T\chi (\beta ^{}))=\frac{_\beta ^{}4T\chi }{4T\chi }.$$
(5)
Possible orders $`[k,l]`$ of $`P_l^k(\beta )`$ have to fulfill $`k+l=n1`$ where $`n`$ is the order of the truncated series available. This can be seen by comparing the number of series coefficients obtained and the number of independent (one less than the total number) coefficients in the two polynomials of $`P_l^k(\beta )`$. Due to the derivative on the right side of (5) one coefficient of the series expansion is lost.

Additionally, we incorporate $`T=0`$ information to supplement the high temperature expansion. In the case of ungapped spin chains buhle00  we used knowledge of the full dispersion for this purpose. Though successful this approach is cumbersome in general. Therefore, we now simplify the procedure to incorporate $`T=0`$ information considerably. It is described for the case of gapped spin chains.

At zero temperature the susceptibility of a gapped system vanishes and at finite but small temperature the deviation is exponentially small due to the spin gap $`\mathrm{\Delta }`$

$$\chi (T)e^{\frac{\mathrm{\Delta }}{T}}\text{ for T}\mathrm{\Delta }.$$
(6)
Furthermore, the leading power in $`T`$ can be determined on the basis of the dimensionality of the problem and of the behaviour of the dispersion close to its minima. For one-dimensional systems with quadratic minima , which is generic for gapped systems, one obtains troye94

$$\chi (T)\frac{1}{\sqrt{T}}e^{\frac{\mathrm{\Delta }}{T}}\text{ for T}\mathrm{\Delta }.$$
(7)
This equation provides information for two additional coefficients of the Dlog-Padé approximant. Let us extend the series expansion of $`\chi `$ by two terms $`a\beta ^{n+1}+b\beta ^{n+2}`$ yielding $`\chi _\mathrm{e}`$. Then the degree of the approximant $`P_l^k(\beta )`$ can be incremented by two fulfilling $`k+l=n+1`$. The two additional conditions deriving from (7) follow from

$$P_l^k(\beta )=\mathrm{\Delta }1/(2\beta )+𝒪(\beta ^2)$$
(8)
in the limit $`\beta \mathrm{}`$. This condition requires that $`P_l^k(\beta )`$ is finite for $`\beta \mathrm{}`$ imposing the severe constraint $`l=k`$ on the possible degrees of the Dlog-Padé approximant. To circumvent this constraint we substitute

$$u=\beta /(1+\beta )\beta =u/(1u)$$
(9)
thereby mapping the complete $`\beta `$-interval $`[0,\mathrm{}]`$ to the $`u`$-interval $`[0,1]`$. This mapping is justified by the continuity of $`P_l^k(\beta )`$ in the limit $`\beta \mathrm{}`$.

The asymptotic behaviour (8) transforms under the mapping (9) to

$`P_l^k(u)|_{u=1}`$ $`=`$ $`\mathrm{\Delta }`$ (10a)
$`_uP_l^k(u)|_{u=1}`$ $`=`$ $`1/2,`$ (10b)
where we use $`P_l^k`$ now for the rational function in $`u`$. We will henceforth consider only approximants in $`u`$ so that no confusion should arise.

The Dlog-Padé approximant $`P_l^k(u)`$ is chosen such that it approximates $`_u4T\chi _\mathrm{e}/4T\chi _\mathrm{e}`$ where $`\beta `$ is expressed according to (9) as function of $`u`$. In this way, reliable interpolations between the low temperature behaviour and the high temperature series expansion can be obtained for arbitrary orders $`k`$ and $`l`$ complying with $`k+l=n+1`$.

To assess the range of validity of the Dlog-Padé approximant various orders of $`P_l^k`$ are investigated. Examination of the positions $`\beta _i`$ of the poles of $`P_l^k`$ and especially of the largest modulus of them leads to a reliable estimate of the radius of convergence $`\beta _\mathrm{r}`$ of the series in $`\beta `$ (Cauchy’s theorem). We find roughly $`\beta _\mathrm{r}2/J`$ as for the ungapped spin chains buhle00 . This means that the truncated series will always diverge around $`T0.5J`$ even for arbitrary high order in $`\beta `$. Thus the polynomial representation is not sufficient to describe the maximum of $`\chi (T)`$ quantitatively.

## III Magnetic Susceptibility $`\chi (T)`$

### III.1 Applicability of the High Temperature Series Expansion

In Fig. 2 various representations of the susceptibility are shown and compared. For fixed order $`l`$ of $`P_l^k`$ the Dlog-Padé representation of $`\chi `$ moves for $`l=2`$ upwards, for $`l=4`$ downwards and for $`l=5`$ in both directions (for $`l=3`$ no evaluation is possible due to defective approximants in all orders). All representations converge for increasing order.

The $`[5,4]`$ and $`[4,5]`$ approximants cannot be discerned. But this is not a general feature. Other reflected approximants of the type $`[k,l]`$ and $`[l,k]`$ yield substantially differing results. In order to present our results in a systematic and unbiased way we choose the $`P_4^m`$ representation for all curves shown below (if not denoted otherwise). Deduced from Fig. 2 we expect quantitatively reliable results down to $`T/J0.25`$ for the dimerised, frustrated chain. This conclusion is based on considering the highest orders and on looking for the range of $`T/J`$ where they are consistent.

In the purely dimerised case, see Fig. 3, almost the whole temperature regime is excellently described. This is due to the high orders reached ($`𝒪(\beta ^{18})`$). In Fig. 3, the HTSE results are depicted in comparison to results from numerical methods (ED, QMC) and the exact result of the uniform chain klump93b . In particular, the agreement between the HTSE result and the exact one for the uniform chain is impressive. We think that this is the optimum which can be obtained by high temperature expansion since it is certainly not possible to assess the logarithmic low temperature corrections coming from the high temperature end. Technically, we used for the uniform chain instead of (10) the obvious relations

$`P_l^k(u)|_{u=1}`$ $`=`$ $`0`$ (11a)
$`_uP_l^k(u)|_{u=1}`$ $`=`$ $`1.`$ (11b)
The second relation (11b) reflects the fact that $`\chi (0)`$ is finite.

In Fig. 4

the $`[7,4]`$ HTSE representation chosen is compared to exact diagonalisation and temperature density-matrix renormalisation data klump99a . The results are in very good accordance with each other. Only in the regime $`T/J<0.2`$ there is a slight difference between the HTSE representation and the numerical results.

In Fig. 5 the susceptibilities for various sets of parameters are shown. The behaviour of the maximum of the susceptibility depends upon the parameters under study. For fixed next-nearest neighbour interaction $`\alpha `$ the position of the maximum moves to higher values of $`T/J`$ for increasing $`\delta `$ while the maximum value decreases. These effects are induced by the increasing gap.

Fixing $`\delta `$, the position of the maximum moves to the left for increasing $`\alpha `$. This can be understood from the reduction of the dispersion on increasing frustration. The mobility of the excitations is more and more restricted uhrig96b ; uhrig96be ; knett00a . The maximum value of $`\chi (T)`$ remains almost constant. This can be seen as the result of an compensation of two contrary effects. On the one hand, the susceptibility would rise due to the shift of the maximum position to lower temperatures where the global $`1/T`$ factor (cf. (2)) enhances its value. But on the other hand, the frustration provides an additional antiferromagnetic coupling in the system which works against an alignment of the spins. For instance, the antiferromagnetic next-nearest neighbour coupling induces a strong repulsion between aligned adjacent triplets on the dimers uhrig96b ; uhrig96be ; knett00a .

### III.2 Information Content of $`\chi (T)`$

In this section we address the question to which extent the parameters of the model Eq. 1 can be extracted from measurements of the susceptibility. In other words, we adopt the experimentalist’s point of view who wants to determine the coupling parameters from experimental data. Obviously, the main feature in the susceptibility curve is the maximum. So it is natural to use in the first place the maximum value $`\chi _{\mathrm{max}}`$ and its position $`T=T_{\mathrm{max}}`$. We consider the product $`\chi _{\mathrm{max}}T_{\mathrm{max}}`$ since it is experimentally easily accessible and does not depend on the exchange coupling $`J`$.

The data shown in Fig. 6 are obtained by exact diagonalisation of the full Hamitonian of a 16 site system. For $`\alpha <0.75`$ the data are exact to many digits for a system of this size. For $`\alpha >0.75`$ and $`\delta =0`$ finite-size effects of several percent occur.

Note that for $`\delta =0`$ the quantity $`\chi _{\mathrm{max}}T_{\mathrm{max}}`$ reaches its minimum at $`\alpha 0.5`$ and then starts to increase again. This is due to the fact, that on growing $`\alpha `$ the system approaches two independent chains of half the size of the original chain with $`\alpha =0`$.

Fig. 6 can be used easily: given the experimental input for $`\chi _{\mathrm{max}}T_{\mathrm{max}}`$ one can read off the value for $`\delta `$ for a chosen $`\alpha `$.

To complete the analysis we plot in Fig. 7 the variable $`J/T_{\mathrm{max}}`$ as a function of $`\delta `$ for various values of $`\alpha `$. So, once the value of $`\delta `$ (for given $`\alpha `$) is determined from Fig. 6, Fig. 7 helps to determine the exchange coupling $`J`$ by reading off $`J/T_{\mathrm{max}}`$ and multiplying by $`T_{\mathrm{max}}`$.

We want to point out here that it is almost impossible to determine the values of $`J`$, $`\alpha `$ and $`\delta `$ from the temperature dependence of the susceptibility alone (cf. also low00, ). This phenomenon is well known from the investigations of (VO)2P2O7. In the case of this substance the susceptibility of the isotropic ladder i.e. a ladder with $`J_{||}=J_{}`$ and the susceptibility of a dimerised spin chain with $`\delta =0.2`$ fit both the experimental data equally well. For illustration the possible results for (VO)2P2O7, where $`\chi _{\mathrm{max}}=\mathrm{2.07\; 10}^3`$ emu/mol V and $`T_{\mathrm{max}}=74K`$ correspond to the horizontal dashed line at 0.15 emu K/mol V in Fig. 6.

The difficulty to distinguish different sets of ($`J,\delta ,\alpha `$) yielding the same value of $`\chi _{\mathrm{max}}T_{\mathrm{max}}`$ is visualised strikingly in Fig. 8. The re-scaled susceptibilities belonging to various values of $`\chi _{\mathrm{max}}T_{\mathrm{max}}`$ are depicted. In the temperature region around the maxima and for larger temperatures the differences within each set are minute. Thereby we conclude that it is impossible to determine all three coupling parameters from $`\chi (T)`$ at moderate and at large values of temperature alone. In Fig. 9 the values of $`\alpha `$ and $`\delta `$ are shown which belong to the various sets displayed in Fig. 8.

Next we use the high temperature expansion results (see Appendix A2) to understand such a scaling behaviour in the lowest orders of $`\beta `$. It is obvious that the zeroth order $`4T\chi 1`$ does not allow the determination of any parameters. The first order of the susceptibility of a model with given frustration $`\alpha `$ and exchange coupling $`J`$ is identical to the first order of another model with frustration $`\alpha _1`$ and coupling $`J_1`$ if

$$J_1(1+\alpha _1)=J(1+\alpha )$$
(12)
holds. In other words, if one had only first order results for the susceptibility it would be impossible to determine $`J`$ and $`\alpha `$ independently.

The second order of the HTSE depends on $`\delta `$. But again one can choose a particular value $`\delta _1`$ such that the sets $`(J,\alpha ,\delta )`$ and $`(J_1,\alpha _1,\delta _1)`$ lead to identical zeroth, first and second order terms in $`\beta `$. This choice is

$$\delta _1^2=2\alpha _1(2\alpha \delta ^2)\left(\frac{1+\alpha _1}{1+\alpha }\right)^2.$$
(13)
If the susceptibility is determined mainly by the first three orders the relations (12,13) provide the recipe to re-scale the susceptibility such that different parameter sets yield similar temperature dependences. Indeed, if one focuses on the high temperature range this is true. The precise position and value of the maxima, however, cannot be deduced from the first three orders alone. This implies that Eq. 13 provides only rough estimates for the curves displayed in Fig. 9.

To be cautious, we like to stress that we are not claiming that it is impossible to determine all three coupling $`J,\alpha ,\delta `$ if sufficient low temperature data is available to obtain the value of the gap. The gap $`\mathrm{\Delta }`$ depends in a different way on the couplings than $`\chi (T)`$ does knett00a . Very often, however, the dependence at low values of the temperature is either not accessible or it no longer corresponds to a pure 1D system. In particular, interchain couplings $`J_{}`$ lead to significantly altered gaps (for examples see Refs. knett01a, ; uhrig01a, ) although the behaviour at higher temperatures $`T>J_{}`$ is still well described by a 1D model.

## IV Specific Heat $`C(T)`$

It is a straightforward idea to extract further information about the magnetic properties of certain materials by considering also the specific heat $`C`$. Only in very rare cases, however, the magnetic part of $`C`$ can be extracted in a reliable way from the measured data because the phononic contributions dominate $`C`$ whenever the energy scale of the lattice vibrations is of the order of the magnetic coupling $`J`$.

At low temperatures where the phononic contributions vanish following the usual $`T^3`$ law a reliable extraction of $`C`$ is possible. For high temperatures such a procedure will fail in general as can be seen, for instance, in a simple model of Einstein (dispersionless) phonons coupled to Heisenberg chains kuhne99b . So the full temperature dependence of the magnetic part of $`C`$ can be measured only in substances with a small exchange coupling $`J`$ as it occurs, for instance, in organic magnetic materials, see e.g. Ref. rapp95, .

Furthermore, it is in order to mention that there are indirect techniques to obtain the magnetic part of $`C(T)`$ where the energy fluctuations are linked to dissipation. The latter is measured by the intensity of elastic scattering in spectroscopic investigations, see e.g. kuroe97 ; grove00 . The indirect approaches, however, may provide information on $`T_{\mathrm{max}}`$ of $`C(T)`$ but not on $`C_{\mathrm{max}}`$ itself since overall factors are not known. (In this section $`T_{\mathrm{max}}`$ refers always to $`C(T)`$. The position of the maximum of $`\chi (T)`$ is denoted $`T_{\mathrm{max}}^\chi `$.)

In the Appendices A and B the coefficients for the specific heat are provided. In order to compute $`C(T)`$ additional information on the low temperature behaviour is included as was done for $`\chi (T)`$. At zero temperature the magnetic specific heat of a gapped system vanishes and at finite but small temperatures the deviation is exponentially small. For one-dimensional systems one has troye94

$$C(T)T^{\frac{3}{2}}e^{\frac{\mathrm{\Delta }}{T}}.$$
(14)
This asymptotic behaviour leads to a Dlog-Padé representation of $`C`$ equivalent to the one of the susceptibility (see Eqs. 4 to 10). The function approximated by $`P_l^k`$ reads

$$g=_\beta \mathrm{ln}\left(\left[\frac{3}{16}\left(1+\delta ^2+\alpha ^2\right)\beta ^2\right]^1C(\beta )\right)$$
(15)
where the additional factor ensures that the argument of the logarithm tends to unity for $`\beta 0`$. As for the susceptibility two additional terms are taken into account which are determined such that the correct asymptotics in $`u=\beta /(1+\beta )`$ is guaranteed

$`P_l^k(u)|_{u=1}`$ $`=`$ $`\mathrm{\Delta }`$ (16)
$`_uP_l^k(u)|_{u=1}`$ $`=`$ $`7/2.`$ (17)
In Fig. 10 the specific heat for various sets of parameters $`\alpha `$ and $`\delta `$ is compared to numerical ED and T-DMRG results. For large enough dimerisation $`\delta `$, the ED and HTSE results agrees perfectly. For $`\delta =0.1`$ and $`\alpha =0.24`$ the HTSE describes the position of the maximum of the specific heat very well, but the absolute value deviates slightly from the ED and the T-DMRG results. This problem arises since the maximum in the specific heat occurs at fairly low values of $`T/J0.3`$. In the purely dimerised case where we have reached 18th order in $`\beta `$, the HTSE describes the maximum perfectly. Only in the regime $`T/J<0.25`$ there is a slight difference to the ED and to the T-DMRG results. The same is true for the uniform chain (see inset of Fig. 10) where some deviations from the exact solution occur well below $`T_{\mathrm{max}}`$. We attribute these deviations below the maximum position $`T_{\mathrm{max}}`$ to logarithmic corrections which cannot be assessed by the high temperature series expansion.

Fig. 11 displays $`C(T)`$ for the points in Fig. 9 belonging to $`\chi _{\mathrm{max}}T_{\mathrm{max}}^\chi =0.15`$ emu K/mol. Therefore, the temperature dependence is given in units of the maximum temperature $`T_{\mathrm{max}}^\chi `$ of the susceptibility. Clearly, the curves differ from each other. Hence the knowledge of $`C(T)`$, in addition to the knowledge of $`\chi (T)`$, renders a complete determination of all three couplings possible. This is our main point in the present section. In other words, the knowledge of $`\chi (T)`$ allows to fix $`\delta `$ and $`J`$ for given $`\alpha `$. But $`\alpha `$ cannot be determined easily since there are sets of parameters leading to very similar $`\chi (T)`$ curves, see Fig. 8. The corresponding $`C(T)`$ curves, however, differ significantly as illustrated in Fig. 11 and thus provide a proper distinction of different parameter sets.

To complete our analysis for the specific heat we provide for $`C(T)`$ in the Figs. 12 and 13 the analoga of Figs. 6 and 7 for $`\chi (T)`$. Fig. 12 displays the dimensionless (if $`k_\mathrm{B}`$ is set to unity) specific heat which is independent of the value of the exchange coupling $`J`$. For given dimerisation $`\delta `$ the frustration parameter $`\alpha `$ can be read off. Once $`\alpha `$ is known the curves in Fig. 13 allow to determine the energy scale.

Let us briefly describe the principal behaviour of $`C(T)`$ as a function of $`\delta `$ and $`\alpha `$. Some of the features of the curves can be understood by simple arguments. In Fig. 12 all curves converge to the dotted line for increasing values of $`\alpha `$. The value of the dotted line is $`C_{\mathrm{max}}`$ of a uniform chain without dimerisation and frustration. This is implied by the simple fact that the system approaches the limit of two independent chains for $`\alpha \mathrm{}`$. Then the couplings $`J(1+\delta )`$ and $`J(1\delta )`$ between the two legs (cf. Fig. 1) become less and less important

$$\underset{\alpha \mathrm{}}{lim}C_{\mathrm{max}}(\alpha ,\delta )=C_{\mathrm{max}}(\alpha =0,\delta =0).$$
(18)
For fixed value of the dimerisation $`\delta `$ the position $`T_{\mathrm{max}}`$ of the maximum of $`C`$ is shifted to lower values on increasing $`\alpha `$. This can be understood by the suppression of the dispersion of the elementary excitations due to the frustration uhrig96b ; uhrig96be ; knett00a . Thereby the overall energy scale on which excitations exist is reduced. The same was observed for the susceptibility as shown in the preceding section. A minimum is reached for a certain value of $`\alpha 0.5`$ because $`T_{\mathrm{max}}`$ has to rise again since the system approaches the limit of two independent chains. Quantitatively, the large $`\alpha `$ limit fulfills

$$\underset{\alpha \mathrm{}}{lim}\frac{T_{\mathrm{max}}(\alpha ,\delta )}{J\alpha }=\frac{T_{\mathrm{max}}(\alpha =0,\delta )}{J}.$$
(19)
independent of $`\delta `$.

It should be noted that for large $`\delta `$ (cf. Fig. 13) the value of $`C_{\mathrm{max}}`$ does not substantially change which makes it difficult to discriminate the curves experimentally. The data shown are obtained for a $`N=16`$ cluster. A finite size analysis shows that the finite cluster results coincide with the infinite chain result except for points with $`\delta =0`$ and $`\alpha >0.5`$.

## V Summary

The aim of the present article was two-fold. In the first place, we provided results and tools to facilitate and to expedite the analysis of experimental data in terms of a one-dimensional $`S=1/2`$ model, namely dimerised and frustrated spin chains. This model can also be seen as zig-zag chain and comprises in particular the usual spin ladder. Secondly, we demonstrated to which extent it is possible to determine the model parameters quantitatively from the temperature dependences of the magnetic susceptibility $`\chi `$ and of the specific heat $`C`$.

We showed in detail how analytic high temperature series in high orders can be used to obtain reliable approximants, namely Dlog-Pad e approximants. The key point is to use additional well-known information on the $`T=0`$ and on the low-temperature behaviour to stabilise the approximants in the low-temperature region. We use the size of the gap, the form (linear or quadratic) of the dispersion in the vicinity of its minimum and the dimensionality of the system as additional input. Thereby we achieve very good results in a straightforward fashion. The validity of the results is comparable to the one achieved by another extrapolation procedure introduced previously buhle00 . The approach used in the present work is simpler since it requires less additional input. In Ref. buhle00,  knowledge of the whole dispersion was used.

With the help of a computer algebra programme the approximants can be computed very quickly and easily. Thereby efficient data analysis becomes possible.

The extrapolated series expansion results were gauged carefully by comparing them to numerical data. The methods employed are exact diagonalisation, quantum Monte Carlo and temperature density-matrix renormalisation.

To ease data analysis further we included in the present work results for many sets of parameters. Figs. 6, 7, 12 and 13 make it possible to read off the coupling parameters $`J,\alpha `$ and $`\delta `$ if as little as the maximum values of the magnetic susceptibility, of the specific heat and the corresponding positions $`T_{\mathrm{max}}^\chi `$ and $`T_{\mathrm{max}}^C`$ are known.

It turned out that the knowledge of $`\chi (T)`$ at moderate and high temperatures alone is not sufficient to determine the three model parameters. Any additional knowledge, for instance on $`C(T)`$ or on the singlet-triplet gap $`\mathrm{\Delta }`$, solves the problem. But such additional information is difficult to obtain. The specific heat is mostly dominated by the phonon contribution making it difficult to be extracted. The gap $`\mathrm{\Delta }`$ is in principle well defined. Frequently, however, the real systems lose their one-dimensionality at low energies, for instance due to small interchain couplings. Then the gap is influenced decisively by these additional residual couplings although the behaviour at moderate and higher temperatures is perfectly described by a one-dimensional model. In the analysis of experimental data it is certainly helpful to consider these facts.

###### Acknowledgements.

We wish to acknowledge E. Müller-Hartmann for useful discussions and support. We thank R. Raupach and F. Schönfeld for placing their T-DMRG programme at our disposal, C. Knetter for help in computing the gaps from his series and A. Klümper for providing the data for the undimerised, unfrustrated spin chain. This work is supported by the DFG in the Schwerpunkt 1073.

## Appendix A Dimerised and frustrated chain

### A.1 Specific heat

### A.2 Susceptibility

## Appendix B Dimerised chain

### B.1 Specific heat

### B.2 Susceptibility


text:
# 1 Typical predicted values for 𝑉₂₃ and 𝑉₁₃ in various models [].

## Acknowledgement

This work was also supported in part by the Grant-in-Aid for Scientific Research from the Ministry of Education, Science, Sports and Culture of Japan, on Priority Area 707 “Supersymmetry and Unified Theory of Elementary Particles” (J.H.).