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# 1 Introduction

## 1 Introduction

Noncommutative spaces arise as solutions of matrix models and in the effective description of branes in string theory -. The fluctuations of these brane or the matrix model solutions are described by noncommutative field theories. It is expected that quanta of these field theories will represent particles moving on the underlying noncommutative spaces. It is therefore of interest to examine the dynamics of these quantum mechanical particles.

Although noncommutative field theories have been extensively studied, the corresponding quantum mechanical problem has received relatively little attention until recently -. Some related studies of finite quantum mechanics and its relation to the noncommutative torus are -, and for a discussion of the modular invariace see . In , in particular, the problem of a quantum particle moving on a noncommutative plane and sphere was examined and solved. The results revealed a Landau level picture analogous to the commutative case. An important qualitative difference, however, was a modified density of states and the existence of a critical value of the magnetic field at which this density diverges. This may have a relevance to the recently proposed analogy between noncommutative field theory and the quantum Hall effect .

The purpose of this paper is to analyze the Landau problem for the case of a flat periodic space, that is, a two-torus. This situation is interesting even in the commutative case, being closely related to the Hofstadter problem. As we will show, a mapping can be established between the commutative and noncommutative cases, revealing the features of the model and the emergence of the critical magnetic field.

We will follow the approach of identifying the algebra of physical observables for the model and finding its irreducible representations. This is conceptually more fundamental than corresponding treatments based on explicit wave equations and bypasses the questions of extended gauge invariance, single-valuedness of the wavefunction etc. It is similar in spirit to the approach of isolating and examining only the gauge invariant observables and their algebra, rather than working with a gauge theory and imposing gauge invariance on the states. A connection with more traditional approaches will also be given.

The structure of the paper is as follows. In Section 2 we write the algebra of observables on the noncommutative torus and establish its equivalence with a modified commutative torus. In Section 3 we use this equivalence and obtain irreducible representations of the algebra. In Section 4 we review the algebra of observables and its representations for the noncommutative plane. In Section 5 we recover the torus representations through a reduction of the planar representation and show that they correspond to quantum bundles over the noncommutative torus. In the last section we discuss the energy eigenstates (Landau levels) and the density of states and comment on the critical case.

## 2 Algebra of observables

A noncommutative plane is defined in terms of two flat noncommutative coordinates $`X_1,X_2`$ obeying the commutation relation

$$[X_1,X_2]=i\mathrm{\Theta },$$
(1)
with $`\mathrm{\Theta }`$ a c-number parameter, equal to the noncommutative length scale squared. The motion of a particle on such a plane will be described by the above noncommutative coordinates and two corresponding momenta $`P_i`$, defined as shift operators on the $`X_i`$. In the presence of a constant magnetic field $``$ the commutator of the $`P_i`$ does not vanish and becomes proportional to $``$. ($`P_i`$ are the ‘gauge invariant’ or ‘kinematical’ momenta, rather than the ‘canonical’ momenta.) The complete algebra of observables is, then

$$\{\begin{array}{ccc}[X_1,X_2]& =& i\mathrm{\Theta },\\ [X_i,P_j]& =& i\delta _{ij},\\ [P_1,P_2]& =& i.\end{array}$$
(2)
The Hamiltonian is the free one

$$H=\frac{1}{2}(P_1^2+P_2^2).$$
(3)
To describe a particle on a noncommutative torus, we further impose the periodicity condition that

$$\stackrel{}{X}\stackrel{}{X}+\stackrel{}{a}_i,i=1,2,$$
(4)
where the components of $`\stackrel{}{a}_i`$ are $`c`$-numbers. This represents an oblique torus with period vectors $`\stackrel{}{a}_1,\stackrel{}{a}_2`$ and area $`A=\stackrel{}{a}_1\times \stackrel{}{a}_2=a_{11}a_{22}a_{12}a_{21}`$.

Clearly the $`X_i`$ are not physical operators, since they are not uniquely fixed by the position of the particle on the torus. As physical operators we take the exponentials

$$U_i=e^{i\stackrel{}{b}_i\stackrel{}{X}},$$

where $`\stackrel{}{b}_i`$ are the dual torus vectors satisfying

$$\stackrel{}{a}_i\stackrel{}{b}_j=2\pi \delta _{ij}.$$

The above unitary $`U_i`$ are invariant under the shifts (4) and are, therefore, physical operators. The complete set of physical observables for this particle are the two unitary ‘position’ operators $`U_i`$ and the two hermitian momenta $`P_i`$ satisfying the commutation relations

$$\{\begin{array}{ccc}U_1U_2& =& U_2U_1e^{i\theta },\\ P_iU_j& =& U_j(P_i+a_{ji}),\\ [P_1,P_2]& =& i,\end{array}$$

with $`\theta =(2\pi )^2\mathrm{\Theta }/A`$ a dimensionless parameter ($`1/\theta `$ effectively counts the noncommutative area ‘quanta’ contained in the torus). Finally, we can cast (2) in a form not explicitly involving the period vectors by defining new momenta

$$p_i=\frac{1}{2\pi }\stackrel{}{a}_i\stackrel{}{P},$$

in terms of which we obtain

$$\{\begin{array}{ccc}U_1U_2& =& U_2U_1e^{i\theta },\\ p_iU_j& =& U_j(p_i+\delta _{ij}),\\ [p_1,p_2]& =& iB,\end{array}$$
(5)
where

$$B=\frac{A}{(2\pi )^2}.$$

The associative algebra generated by $`U_i`$ and $`p_i`$ and satisfying the relations (5) will be denoted by $`𝒯_{\theta ,B}`$ . We can also introduce $`x_i=\stackrel{}{b}_i\stackrel{}{X}`$ and rewrite (2) as

$$\{\begin{array}{ccc}[x_1,x_2]& =& i\theta ,\\ [x_i,p_j]& =& i\delta _{ij},\\ [p_1,p_2]& =& iB.\end{array}$$
(6)
The associative algebra generated by $`x_i`$ and $`p_i`$ and satisfying the relations (6) will be denoted by $`𝒫_{\theta ,B}`$ . Note that the torus algebra $`𝒯_{\theta ,B}`$ is a subalgebra of the plane algebra $`𝒫_{\theta ,B}`$ . The Hamiltonian is given by

$$H=\frac{1}{2}(P_1^2+P_2^2)=\frac{b_1^2}{2}p_1^2+\frac{b_2^2}{2}p_2^2+\stackrel{}{b}_1\stackrel{}{b}_2(p_1p_2+p_2p_1).$$

We will now show that $`𝒯_{\theta ,B}`$ is isomorphic to $`𝒯_{0,\stackrel{~}{B}}`$ where $`\stackrel{~}{B}=B/(1B\theta )`$ . First let

$$\stackrel{~}{U}_1U_1e^{i\alpha p_2},\stackrel{~}{U}_2U_2e^{i\beta p_1},$$

where $`\alpha `$ and $`\beta `$ are two real $`c`$ -numbers. Then the $`\stackrel{~}{U}_i`$’s commute if

$$\alpha \beta B+\alpha \beta \theta =0.$$
(7)
One can also show that

$$\{\begin{array}{ccc}p_1\stackrel{~}{U}_1& =& \stackrel{~}{U}_1(p_1+1\alpha B),\\ p_2\stackrel{~}{U}_2& =& \stackrel{~}{U}_2(p_2+1+\beta B).\end{array}$$

If we set $`1\alpha B=\pm (1+\beta B)`$ and define $`\stackrel{~}{p}_1=p_1/(1\alpha B)`$ and $`\stackrel{~}{p}_2=\pm p_2/(1\alpha B)`$ we have

$$\{\begin{array}{ccc}[\stackrel{~}{U}_1,\stackrel{~}{U}_2]& =& 0,\\ \stackrel{~}{p}_i\stackrel{~}{U}_j& =& \stackrel{~}{U}_j(\stackrel{~}{p}_i+\delta _{ij}),\\ [\stackrel{~}{p}_1,\stackrel{~}{p}_2]& =& i\stackrel{~}{B},\end{array}$$

where

$$\stackrel{~}{B}=\pm \frac{B}{(1\alpha B)^2}.$$

Using (7) one can show that $`(1\alpha B)^2=\pm (1\theta B)`$, thus the choice of sign is dictated by the sign of $`1\theta B=1\mathrm{\Theta }`$ . Then $`\stackrel{~}{U}_i`$ and $`\stackrel{~}{p}_i`$ generate the algebra of observable $`𝒯_{0,\stackrel{~}{B}}`$ of a charged particle in a magnetic field $`\stackrel{~}{B}`$ on a commutative torus. In terms of $`\stackrel{~}{p}_i`$ the Hamiltonian takes the form

$$H=\frac{|1\mathrm{\Theta }|}{2}\left\{\frac{b_1^2}{2}\stackrel{~}{p}_1^2+\frac{b_2^2}{2}\stackrel{~}{p}_2^2+\stackrel{}{b}_1\stackrel{}{b}_2(\stackrel{~}{p}_1\stackrel{~}{p}_2+\stackrel{~}{p}_2\stackrel{~}{p}_1)\right\},$$

thus it only differs from the standard Hamiltonian on the commutative torus by an overall normalization.

When $`1\mathrm{\Theta }`$ vanishes we cannot define $`\stackrel{~}{p}_i`$ as above. For the choice $`\alpha =\beta =\theta `$, however, we note that each $`p_i`$ commutes with the $`\stackrel{~}{U}_i`$’s which mutually commute (this was not possible before). Thus for the critical value $`=\mathrm{\Theta }^1`$ the algebra reduces into the direct product of a Heisenberg algebra and two commuting U(1) operators and becomes

$$\{\begin{array}{ccc}\stackrel{~}{U}_1\stackrel{~}{U}_2& =& \stackrel{~}{U}_2\stackrel{~}{U}_1,\\ [p_i,\stackrel{~}{U}_j]& =& 0,\\ [p_1,p_2]& =& iB.\end{array}$$

This signals the reduction of the Hilbert space at criticality.

In the next sections we use two different methods to study the representations of the algebra $`𝒯_{\theta ,B}`$, first using the equivalence to the commutative torus, and then obtaining the quantum bundles over the noncommutative torus.

## 3 Irreducible representations

Since the noncommutative algebra (away from criticality) is equivalent to the commutative one with a new value of the magnetic field $`\stackrel{~}{B}`$, it suffices to study the irreducible representations of the algebra (5) at $`\theta =0`$. We need the Casimirs of the algebra. First note that the operators

$$\{\begin{array}{ccc}W_1& =& \mathrm{exp}(i\frac{m_1}{B}\stackrel{~}{p}_1)\stackrel{~}{U}_2^{m_1},\\ W_2& =& \mathrm{exp}(i\frac{m_2}{B}\stackrel{~}{p}_2)\stackrel{~}{U}_1^{m_2},\end{array}$$

where $`m_1`$ and $`m_2`$ are arbitrary integers, commute with $`\stackrel{~}{p}_i`$. They will also commute with $`\stackrel{~}{U}_i`$ if

$$2\pi \stackrel{~}{B}=m/n$$
(8)
for some integers $`m`$ and $`n>0`$, and we take both $`m_1`$ and $`m_2`$ to be multiples of $`m`$. If we take $`(m,n)`$ to be relatively prime integers, we obtain the minimal operators $`W_i`$, forming a complete set of generators of the Casimirs of the algebra, by choosing $`m_1=m_2=m`$. So we have

$$\{\begin{array}{ccc}W_1& =& e^{2\pi in\stackrel{~}{p}_1}\stackrel{~}{U}_2^m,\\ W_2& =& e^{2\pi in\stackrel{~}{p}_2}\stackrel{~}{U}_1^m.\end{array}$$

For $`n=1`$, (8) is the familiar condition for an integer number of magnetic flux quanta through the surface of the torus, but with the modified magnetic field $`\stackrel{~}{B}`$ now entering the quantization condition. The representation of the algebra of observables in that case is rather straightforward. As we will see, for $`n>1`$ one can obtain a representation by either considering an enlarged torus of area $`nA`$ or equivalently by introducing an internal quantum number corresponding to an $`n`$-fold wave function.

Next we find a complete set of commuting operators for the algebra containing $`\stackrel{~}{U}_i`$ . The most general choice (up to some $`\stackrel{~}{U}_i`$ factors) is to add the following two operators

$$Z_i=e^{2\pi i\stackrel{}{N}_i\stackrel{}{\stackrel{~}{p}}},i=1,2$$

defined in terms of two arbitrary integral vectors $`\stackrel{}{N}_1`$ and $`\stackrel{}{N}_2`$ satisfying $`n=\stackrel{}{N}_1\times \stackrel{}{N}_1=N_{11}N_{22}N_{12}N_{21}`$ . (Note that $`\stackrel{}{N}_1,\stackrel{}{N}_2`$ define an $`n`$-fold enlarged torus.) The set $`\{\stackrel{~}{U}_1,\stackrel{~}{U}_2,Z_1,Z_2\}`$ is complete and in particular the Casimir operators $`W_i`$ can be written in terms of the elements of this set

$$\{\begin{array}{ccc}W_1& =& e^{\pi imN_{22}N_{12}}Z_1^{N_{22}}Z_2^{N_{12}}\stackrel{~}{U}_2^m,\\ W_2& =& e^{\pi imN_{11}N_{21}}Z_1^{N_{21}}Z_2^{N_{11}}\stackrel{~}{U}_1^m.\end{array}$$

Then we can find a state denoted $`|\stackrel{}{0}`$ which satisfiesaaaWe could start with an arbitrary $`U_i`$ eigenstate and use exponentials of $`p_i`$ to get the state $`|\stackrel{}{0}`$ which has $`\stackrel{~}{U}_i`$ eigenvalues $`1`$.

$$\{\begin{array}{ccc}\stackrel{~}{U}_i|\stackrel{}{0}& =& |\stackrel{}{0},\\ Z_i|\stackrel{}{0}& =& e^{i\zeta _i}|\stackrel{}{0}.\end{array}$$

An irreducible representation is obtained by acting on this state with operators which do not commute with $`\stackrel{~}{U}_i`$ or $`Z_i`$ and modding out by zero norm states. The following states

$$|\stackrel{}{\varphi }=e^{i\stackrel{}{\varphi }\stackrel{}{\stackrel{~}{p}}}|\stackrel{}{0}$$
(9)
are obtained in this way and satisfy

$$\{\begin{array}{ccc}\stackrel{~}{U}_i|\stackrel{}{\varphi }& =& e^{i\varphi _i}|\stackrel{}{\varphi },\\ Z_i|\stackrel{}{\varphi }& =& e^{i(\zeta _i\frac{m}{n}\stackrel{}{N}_i\times \stackrel{}{\varphi })}|\stackrel{}{\varphi }.\end{array}$$

Note that the states $`|\stackrel{}{\varphi }`$ and $`|\stackrel{}{\varphi }^{}`$ have the same $`U_i`$ and $`Z_i`$ eigenvalues if

$$\stackrel{}{\varphi }^{}=\stackrel{}{\varphi }+2\pi \stackrel{}{N}_j,$$

and need not be linearly independent. In fact, it is consistent to identify them, as

$$|\stackrel{}{\varphi }+2\pi \stackrel{}{N}_i=e^{i(\zeta _i\frac{m}{2n}\stackrel{}{N}_i\times \stackrel{}{\varphi })}|\stackrel{}{\varphi }.$$
(10)
In other words, the difference of the above two states is a null state and can be consistently set to zero. The independent states are thus labeled by the vector $`\stackrel{}{\varphi }`$ living in a fundamental cell of the enlarged lattice generated by $`\stackrel{}{N}_i`$ and they form an irreducible representation. Using (3) we obtain the following expressions for the Casimirs $`W_i=e^{i\omega _i}`$ in this representation:

$$\omega _i=M_{ij}\zeta _j+\pi l_j,$$

where $`l_i=mM_{i1}M_{i2}\mathrm{mod}(2)`$ (no $`i`$ summation) and $`M`$ is the integral matrix satisfying $`MN=n\text{1I}`$ . We note that the Casimirs of the representation are related to the Wilson lines around the periods of the torus.

We have shown that for every choice of an integral lattice of area $`n`$ and of phases $`\zeta _i`$, we can construct in a standard way an irreducible representation of the algebra $`𝒯_{0,\stackrel{~}{B}}`$ starting from an anchor state satisfying (3). We will now show that any two such representations (with different $`\stackrel{}{N}_i`$ and $`\zeta _i`$) having the same Casimirs are equivalent.

First we give an abstract proof. Consider two representations: the first obtained using $`\stackrel{}{N}_i`$ and $`\zeta _i`$ and the second obtained using $`\stackrel{}{N}_i^{}`$ and $`\zeta _i^{}`$ . Since the operators $`Z_i`$ also act in the second representation and they commute with $`\stackrel{~}{U}_i`$ they can be simultaneously diagonalized. Taking an arbitrary eigenvector and acting on it with translation operators we can obtain an eigenvector with unit $`\stackrel{~}{U}_i`$ eigenvalues. The result is also an eigenvector of $`Z_i`$ with some eigenvalues $`e^{i\zeta _i}`$. Thus we have found an anchor state of the first representation as a state in the second representation and thus the two representations are equivalent.

We can also work out the explicit map between states in two representations. First we find an anchor state of the first representation (denoted with unprimed states) as a state in the second representation (denoted with primed states). Since $`Z_i`$ are lattice translation operators we make the following ansatz:

$$|\stackrel{}{0}=\underset{k_1,k_2=0}{\overset{n1}{}}C_{k_1,k_2}|2\pi k_i\stackrel{}{N}_i^{}.$$
(11)
On the right hand side the states are in the primed representation but the sum is over lattice points of the unprimed representation. Assuming that we can shift the summation index the eigenvalue equations for $`Z_i`$ give the following equations for the coefficients

$$\{\begin{array}{ccc}C_{k_1+1,k_2}& =& e^{i\zeta _1}e^{\pi imk_2}C_{k_1,k_2},\\ C_{k_1,k_2+1}& =& e^{i\zeta _2}e^{+\pi imk_1}C_{k_1,k_2}.\end{array}$$

These are solved by

$$C_{k_1k_2}=e^{i\stackrel{}{k}\stackrel{}{\zeta }}e^{\pi imk_1k_2},$$

for which one can check that we have a periodic summand in (11) if the phases $`\zeta _i`$ and $`\zeta _i^{}`$ and the two lattices are such that they give the same Casimirs (3). By acting with $`e^{i\stackrel{}{\varphi }\stackrel{}{p}}`$ on the anchor state we obtain

$$|\stackrel{}{\varphi }=\underset{k_1,k_2=0}{\overset{n1}{}}e^{i\stackrel{}{k}\stackrel{}{\zeta }}e^{\pi imk_1k_2}e^{i\frac{m}{2n}k_i\stackrel{}{N}_i\times \stackrel{}{\varphi }}|\stackrel{}{\varphi }+2\pi k_i\stackrel{}{N}_i^{}.$$

which establishes the complete explicit mapping between the two representations.

The above concludes the derivation of the irreducible Hilbert space for the particle on the torus. An important point is that the position operators $`\stackrel{~}{U}_i`$ do not suffice to fully characterize the states; the additional operators $`Z_i`$ are also required. (They are only absent in the case of integer quantization of $`\stackrel{~}{B}`$, that is $`n=1`$, in which case the $`Z_i`$ can be expressed entirely as functions of the $`\stackrel{~}{U}_i`$ and the Casimirs $`W_i`$.) This means that the set of $`\stackrel{~}{U}_i`$ eigenstates alone is not complete and a ‘torus wavefunction’ description of the states in terms of (quasi-) periodic functions on the torus is inadequate. This is common to both the commutative and noncommutative case. To fully specify the state an additional set of discrete degrees of freedom are needed. Indeed, looking at (10) we see that $`\stackrel{}{\varphi }`$, which labels independent states, takes values on an $`n`$-fold enlarged torus. Each point on the fundamental torus has $`n`$ images on the enlarged torus and we need to know the value of the wavefunction on each of these images to fully specify the state. This amounts to promoting the $`\stackrel{~}{U}_i`$-wavefunction into an $`n`$-component vector.

To make this more explicit, let us consider the representation defined in terms of the enlarged lattice $`\stackrel{}{N}_1=(n,0)`$, $`\stackrel{}{N}_2=(0,1)`$. This corresponds to enlarging the fundamental torus $`n`$-fold in the $`1`$-direction. There is no loss of generality since representations defined in terms of any $`\stackrel{}{N}_i`$ are equivalent. Then define the states

$$|\stackrel{}{\varphi };q=e^{\frac{i}{n}(\zeta _1\frac{m}{2n}\varphi _2)q}|\varphi _1+2\pi q,\varphi _2,q=0,\mathrm{}n1.$$

For each $`\stackrel{}{\varphi }`$ the above states form an $`n`$-vector with components labeled by $`q`$. By virtue of (10) this vector is quasiperiodic on the fundamental torus for the variable $`\stackrel{}{\varphi }`$, namely

$$\{\begin{array}{ccc}|\varphi _1+2\pi ,\varphi _2;q& =& e^{\frac{i}{n}(\zeta _1\frac{m}{2n}\varphi _2)}|\varphi _1,\varphi _2;q+1,\\ |\varphi _1,\varphi _2+2\pi ;q& =& e^{i(\zeta _2+\frac{m}{2n}(\varphi _1+2\pi q)}|\varphi _1,\varphi _2;q+1.\end{array}$$

We see that shifts in $`\varphi _1`$ and $`\varphi _2`$ act as “shift” and “clock” matrices on the $`q`$ components (modulo $`\stackrel{}{\varphi }`$-dependent phases). So, overall, the large gauge transformations associated with shifts in the fundamental torus for $`\stackrel{}{\varphi }`$ have been promoted to $`U(n)`$ nonabelian transformations.

## 4 Particle on the Quantum Plane in B-field

An alternative way of obtaining irreducible representation of the algebra of observables (5) of the charged particle on the quantum torus is to start with representations of the algebra of observables (6) of the particle on the quantum plane. These decompose as direct sums of irreducible representations of the algebra (5). In this section we present two ways of obtaining representations of the algebra of observable in the quantum plane case (6) , and then show that they are equivalent. In the next section we show how to select a particular irreducible representation of the algebra (5).

The first method is similar to what we did in the previous chapter for the quantum torus. First we introduce a new set of generators

$$\{\begin{array}{ccc}\stackrel{~}{x}_i& =& x_i\kappa \epsilon _{ij}p_j,\\ \stackrel{~}{p}_i& =& \frac{p_i}{1+\kappa B},\end{array}$$

where $`x_i=\stackrel{}{b}_i\stackrel{}{X}`$ and

$$\kappa =\frac{(1\theta B)^{1/2}1}{B}.$$

They satisfy

$$\{\begin{array}{ccc}[\stackrel{~}{x}_1,\stackrel{~}{x}_2]& =& 0,\\ [\stackrel{~}{x}_i,\stackrel{~}{p}_j]& =& i\delta _{ij},\\ [\stackrel{~}{p}_1,\stackrel{~}{p}_2]& =& i\stackrel{~}{B}.\end{array}$$

The associative algebra generated by $`\stackrel{~}{x}_i`$ and $`\stackrel{~}{p}_i`$ is identical to the commutative magnetic algebra and thus isomorphic to two copies of the Heisenberg algebrabbbThis can be shown by making an additional $`\stackrel{~}{x}`$-dependent linear shift of the $`\stackrel{~}{p}_i`$ generators.. Therefore it has a unique irreducible representation. Any state $`|f)`$ in this representation can be expanded in $`\stackrel{~}{x}_i`$ eigenstates

$$|f)=d^2yf(\stackrel{}{y})|\stackrel{}{y}),$$
(12)
where the eigenstates and their relative phases are chosen to satisfy

$$\{\begin{array}{ccc}\stackrel{~}{x}_i|\stackrel{}{y})& =& y_i|\stackrel{}{y}),\\ |\stackrel{}{y})& =& e^{i\stackrel{}{y}\stackrel{~}{p}}|\stackrel{}{0}).\end{array}$$

This associates a commutative wavefunction $`f(\stackrel{}{y})`$ with each state. Note that we will use a round bracket for states on the plane and an angle bracket for states on the torus.

The second method of obtaining the irreducible representation of the quantum algebra of observables (6) is through the $`x`$-operator representation of fields on the noncommutative plane. Define the commuting operators

$$\mathrm{\Delta }_i=\frac{p_i+\kappa B\theta ^1\epsilon _{ij}x_j}{1+\kappa B},$$
(13)
with $`\kappa `$ as above. The algebra of observables for the quantum plane (6) is also generated by $`x_i`$ and $`\mathrm{\Delta }_i`$ which satisfy

$$\{\begin{array}{ccc}[x_1,x_2]& =& i\theta ,\\ [x_i,\mathrm{\Delta }_j]& =& i\delta _{ij},\\ [\mathrm{\Delta }_1,\mathrm{\Delta }_2]& =& 0.\end{array}$$

One obvious representation of the algebra defined by relations (6) is the algebra itself with the action given by the left algebra multiplication. The subalgebra generated by $`x_i`$ is also a representation. To see this first note that, since $`\mathrm{\Delta }_i`$ commute, we can define a state $`|1)`$ satisfying

$$\mathrm{\Delta }_i|1)=0.$$
(14)
Then a representation is obtained by acting with arbitrary numbers of $`x_i`$ and $`p_i`$ on $`|1)`$ . We can eliminate the $`p_i`$ ’s using the inverse of (13)

$$p_i=(1+\kappa B)\mathrm{\Delta }_i\kappa B\theta ^1\epsilon _{ij}x_j,$$

and after commuting all the $`\mathrm{\Delta }_i`$ to the right and using (14) every state can be written as $`\widehat{f}|1)`$ , where $`\widehat{f}`$ denotes an operator constructed out of $`x_i`$ ’s. Thus we can identify this representation with the associative algebra generated by $`x_i`$ and it is convenient to drop the state $`|1)`$ and simply write states as $`\widehat{f}`$ . The generators act on such a state as

$$\{\begin{array}{ccc}x_i(\widehat{f})& =& x_i\widehat{f},\\ \mathrm{\Delta }_i(\widehat{f})& =& [\mathrm{\Delta }_i,\widehat{f}]=\theta ^1\epsilon _{ij}[x_i,\widehat{f}],\end{array}$$

thus $`x_i`$ acts by left multiplication and $`\mathrm{\Delta }_i`$ as a commutator. In the last line we first used (14), then, used the fact that in commutators we can freely substitute $`\theta ^1\epsilon _{ij}x_j`$ for $`\mathrm{\Delta }_i`$ to express the result of the action of $`\mathrm{\Delta }_i`$ only in terms of $`x_i`$ .

Next we find the explicit state-operator map relating the two representations. First we need the operators corresponding to the eigenstates $`|\stackrel{}{y})`$ . After expressing the generators in (4) in terms of the generators in (4) we have

$$\stackrel{~}{x_i}(\widehat{f})=\left(1+\frac{\kappa }{\theta }\right)\{x_i,\widehat{f}\}.$$

The operator $`\widehat{f}`$ corresponding to the state $`|\stackrel{}{0})`$ must satisfy

$$\{x_i,\widehat{f}\}=0,$$

thus it must be proportional to the parity operator $`P`$. A representation of $`P`$ is

$$P=\frac{1}{(2\pi )^2}d^2ke^{i\stackrel{}{k}\stackrel{}{x}}.$$

We can fix the overall normalization by requiring that we have the map

$$|\stackrel{}{0})P.$$

Then we also have

$$|\stackrel{}{y})e^{i\stackrel{}{y}\stackrel{~}{p}}(P)=\frac{1}{(2\pi )^2}d^2ke^{i\stackrel{}{k}(\stackrel{}{x}\lambda \stackrel{}{y})},$$

where

$$\lambda =\frac{(1\theta B)^{1/2}+1}{2(1\theta B)^{1/2}}=1+\frac{1}{4}\theta B+\mathrm{}.$$

Finally for an arbitrary state (12) we have

$$|f)\widehat{f}=\frac{1}{(2\pi )^2}d^2yd^2kf(\stackrel{}{y})e^{i\stackrel{}{k}(\stackrel{}{x}\lambda \stackrel{}{y})}.$$
(15)
This is almost the standard map from commutative functions to operators for the quantum plane except for the factor $`\lambda `$ , and it can be used to define a $``$-product on the space of commutative functions on the plane. Note that for $`B=0`$ we have $`\lambda =1`$ and the map reduces to the standard case. One can also check that

$$2\pi \theta \mathrm{Tr}(\widehat{f})=d^2yf(\stackrel{}{y}),$$

thus the inner product of commutative wave functions is mapped into

$$(\widehat{f},\widehat{g})=2\pi \theta \mathrm{Tr}(\widehat{f}^{}\widehat{g}).$$

## 5 Quantum Bundles

We now discuss how to formally obtain the representations for the torus algebra (5) by reducing the corresponding representation for the plane. The magnetic translations

$$D_i=\frac{1}{1\theta B}(p_iB\epsilon _{ij}x_j),i=1,2,$$

commute with $`p_i`$ and shift the $`x_i`$ in the standard way. Therefore the operators

$$V_ie^{2\pi iD_i}$$

also commute with $`U_i`$ . Thus $`V_i`$ generate the commutant of the torus algebra (5) in the planar algebra (6). The $`V_i`$, however, do not mutually commute but rather satisfy the ‘clock and shift’ algebra

$$V_1V_2=V_2V_1e^{2\pi im/n}.$$
(16)
A maximal commutative subalgebra of the algebra generated by $`V_i`$ is generated by the operators

$$T_iV_1^{N_{i1}}V_2^{N_{i2}},$$

if $`\stackrel{}{N}_1\times \stackrel{}{N}_2=n`$ . We choose the phases such that

$$T_i\mathrm{exp}\left(\frac{2\pi iB}{1\theta B}\stackrel{}{N}_i\times \stackrel{}{x}\right)\mathrm{exp}\left(\frac{2\pi i}{1\theta B}\stackrel{}{N}_i\stackrel{}{p}\right).$$

Since $`T_i`$ commute with the generators of the algebra (5) we can obtain a representation of this algebra by requiring states to satisfy

$$T_i|f=e^{i\zeta _i}|f.$$
(17)
This representation is in fact irreducible. If we suppose that it is not, there must exist an operator commuting with the generators of the algebra (5) and taking distinct eigenvalues in each irreducible subrepresentation. But then this operator must commute with $`T_i`$ and, since the algebra generated by $`T_i`$ is maximal, it must itself be expressed in terms of $`T_i`$. Thus it must be proportional to the identity on the whole representation. Using the constraint (17) on a state (12) implies the following quasi-periodicity

$$f(\stackrel{}{y}+2\pi \stackrel{}{N}_i)=e^{i(\zeta _i\frac{m}{2n}\stackrel{}{N}_i\times \stackrel{}{y})}f(\stackrel{}{y}).$$
(18)
Using this quasi-periodicity we can rewrite the integral over the plane as an integral over a fundamental cell of the lattice generated by $`\stackrel{}{N}_i`$

$$|f=_{\mathrm{cell}}d^2yf(\stackrel{}{y})|\stackrel{}{y},$$

where

$$|\stackrel{}{y}=\underset{k_i}{}(1)^{mk_1k_2}e^{ik_i(\zeta _i\frac{m}{2n}\stackrel{}{N}_i\times \stackrel{}{x})}|\stackrel{}{y}+2\pi k_i\stackrel{}{N}_i).$$

Then one can check that the states $`|\stackrel{}{y}`$ satisfy the quasi-periodicity (10). Thus we have identified the representations of Section 3 embedded in the planar representation.

Alternatively we can obtain the same representations in the noncommutative plane operator representation by imposing

$$T_i(\widehat{f})=e^{i\zeta _i}(\widehat{f}),$$
(19)
on the state-operator $`\widehat{f}`$. If we write $`\widehat{f}(\stackrel{}{x})`$ i.e. $`\widehat{f}`$ is an ordered “function” of $`x_1`$ and $`x_2`$ the constraint (19) implies

$$\widehat{f}(\stackrel{}{x}+2\pi \stackrel{}{N}_i)=\widehat{f}(\stackrel{}{x})\mathrm{exp}\left(i\zeta _i+\frac{im}{n}(1+\frac{\kappa }{\theta })\stackrel{}{N}_i\times \stackrel{}{x}\right),$$
(20)
These relations are exactly the defining relations of quantum bundles as discussed in -. Note that using the the mapping (15) from commutative functions to operators, any vector bundle with transition functions as in (18) can be mapped into a quantum bundle whose sections satisfy (20).

## 6 Landau Levels

We conclude by determining the structure of the energy spectrum of the particle. We can immediately see that the eigenvalues of the energy are independent of both the noncommutativity parameter and the torus periods. The Hamiltonian (3) has a harmonic oscillator structure. Defining the ladder operators $`a,a^{}`$

$$a=(P_1+i\mathrm{sgn}()P_2)/\sqrt{2||}$$

the Hamiltonian becomes

$$H=||(a^{}a+\frac{1}{2}).$$

Therefore, its energy levels are of the form $`E_n=||(n+\frac{1}{2})`$ which are the usual Landau level eigenvalues. (By the standard argument, there cannot be any levels in between these values, since they would violate unitarity.) It remains to determine the degeneracy of these levels. The set of all degenerate states at a given energy level can be obtained by acting on any representative state for each level with the set of all physical operators commuting with the Hamiltonian. The operators $`\stackrel{~}{V}_i`$ defined as

$$\{\begin{array}{ccc}\stackrel{~}{V}_1& =& \mathrm{exp}\left(\frac{i}{B}p_1\right)U_2,\\ \stackrel{~}{V}_2& =& \mathrm{exp}\left(\frac{i}{B}p_2\right)U_1^1,\end{array}$$

commute with $`P_i`$ and they are the minimal complete set of such operators (it can be seen that the only operator commuting with $`H`$ but not the individual $`P_i`$ is $`H`$ itself.) They are the same as the operators $`W_i`$ defined in section 3, but with the minimal choice of exponents $`m_1=m_2=1`$ since we are not concerned with their commutation properties with the $`U_i`$. They can also be thought of as the operators $`V_i`$ on the plane, generated by the magnetic translations, but raised to a fractional power $`1/\stackrel{~}{B}`$ in order to make the physical coordinate operators $`U_i=e^{ix_i}`$ appear. They satisfy the commutation relations

$$\stackrel{~}{V}_1\stackrel{~}{V}_2=e^{i\omega }\stackrel{~}{V}_2\stackrel{~}{V}_1,$$

where the phase $`\omega `$ is

$$\omega =\frac{1\theta B}{B}=\frac{1}{\stackrel{~}{B}}=2\pi \frac{n}{m}.$$

This is a ‘clock and shift’ algebra whose irreducible representations are $`|m|`$-dimensional (since $`m`$ and $`n`$ are relatively prime). In fact, each degenerate energy multiplet forms one such irreducible representation. Otherwise, there should exist some operator commuting with $`H`$ and mixing the different irreducible components, and thus not belonging to the set generated by the $`\stackrel{~}{V}_i`$, which is not the case since $`\stackrel{~}{V}_1,\stackrel{~}{V}_2`$ generate all the commutants of $`H`$. Therefore, we conclude that the degeneracy of each Landau level is $`|m|`$.

The result above can be understood in terms of the density of states in each Landau level in the planar case. Using the density of states

$$\rho =\frac{1}{2\pi }\left|\frac{}{1\mathrm{\Theta }}\right|,$$

we obtain the total number of states

$$\rho A=2\pi |\stackrel{~}{B}|=|m/n|.$$

Consistency of quantization on the torus requires that there be an integer number of states per total torus area. We saw that the Hilbert space of the problem for $`A/2\pi =m/n`$ corresponds to quantizing on a larger torus of area $`nA`$. On that torus the number of states per Landau level is $`\rho nA=|m|`$.

The above results hold for $`\mathrm{\Theta }=\theta B1`$. For the critical case $`=\mathrm{\Theta }^1`$, $`\stackrel{~}{B}=\mathrm{}`$, the above argument gives an infinite degeneracy of states per Landau level. In fact, at the critical value of $``$, the representation of the physical observables reduces into the sum of an infinite number of irreducible components of the reduced algebra (2). The operators $`\stackrel{~}{U}_i`$ are superselected and there is nothing that could induce transitions between states $`|\stackrel{}{\varphi }`$ with different $`\stackrel{}{\varphi }`$. Each irreducible component is labeled by the eigenvalues of $`\stackrel{~}{U}_i`$ and has a unique state per Landau level.

Finally, the algebra (6) has only infinite-dimensional representations when $`A/2\pi `$ is irrational, and the degeneracy of each Landau level becomes infinite. The Hilbert space of the noncommutative torus in this case is the same as the one of the noncommutative plane, since there is no finite multiple of the torus containing an integer number of states per Landau level.

## Acknowledgments

We would like to thank K. Bering and V.P. Nair for helpful discussions. This work was supported in part by the U.S. Department of Energy under Contract Number DE-FG02-91ER40651-TASK B.


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# Liquid-Solid Phase Transition and the Change of the Frictional Force of the System with Two particles in a Box.

## Abstract

Liquid-solid phase transition and the change of the frictional force of a system with two hard spheres in a two-dimensional rectangular box are discussed. Under controlling the pressure or the supply of energy from the wall, the solid like state, the solid-liquid temporal coexistence state, and the liquid like state are alternatively observed. The frictional force which works on particles and the mobility of the system are measured under the supply of the energy with an asymmetric external force. Characters of frictional forces for the $`0`$ mobility state and that for the large mobility state are obtained like, respectively, that of the static and the dynamic frictions of solid-on-solid system. The strong temperature dependency is also observed in the profile of the relation between the above frictional force and the mobility. From above results, the relation between the friction and the velocity of a plate on granular layers which includes the hysteresis loop \[S.Nasuno et al.,Phys. Rev. Lett 79 (1997) 949 et. al.\] is discussed. PACS number(s):

The appearance of the static friction and the dynamic friction, and the change between them are familiar and important subjects of fundamental physics. They are universal phenomena which are usually observed at surfaces of macro-scale objects. From the microscopic point of view, the change between above two types of frictions is expected to have close relationship with the liquid-solid phase transition around surfaces. Here, the liquid-solid phase transition in this case is caused by variances of external driving forces like shear forces, which means that this transition occurs under non-equilibrium states. By numerical simulations of systems containing $`10^{14}`$ hard or soft core particles, the liquid-solid phase transition with a Van der Waals loop was observed. Very similar relations were observed also in the system with two hard spheres in a rectangular box . Moreover, this system showed not only the solid-liquid phase transition but also the transition like glass transition with the appearance of $`\alpha `$ and $`\beta `$ like relaxation and the disappearance of the Van der Waals loop. From these facts, we can expect that the appearances of above phase transitions are universal characters caused by the effect of the excluded volume independent of the number of associating particles. In this paper, we try to discuss the appearance of the static and the dynamic frictions and the change between them through a simple model with a few modifications of that introduced in the previous paper. First, phase transitions of the system under equilibrium and non-equilibrium states by controlling the supply of energy and the pressure in horizontal direction, are investigated. This controlled pressure corresponds to the normal reaction in the general treatment of friction. Based on these investigation, characteristic features of frictional forces in this system are discussed.

The system of our considerations consists of two-dimensional hard sphere particles with unit mass and unit radius which are confined in a two-dimensional rectangular box (Fig. 1). The right wall with unit mass of the box can move in the horizontal direction. The position of the right wall is $`X(t)`$ $`(X(t)>2)`$ and the constant force $`f`$ is working on this wall in the horizontal direction. The left wall is set at the origin of the horizontal axis and are connected to the energy source. The bottom of the box is set at the zero height of the vertical direction, and the position of the top of the box (the box height) is $`Y`$ ($`Y>4`$). All walls are rigid, and interactions between two particles, and, between a particle and a wall without energy sources, are only through hard core collisions. These tasks are implemented in the following manner; the tangential velocities to the collision plane are preserved, while the normal component of relative velocity $`\mathrm{\Delta }v_n`$ changes into $`\mathrm{\Delta }v_n`$. A particle hitting the left wall connected to the energy source with the velocity $`(v_h,v_v)`$ bounces back with the velocity $`(V_h,V_v)`$ ($`V_h>0`$). Here, subscripts $`h`$ and $`v`$ indicate, respectively, the horizontal and the vertical direction. The velocity $`(V_h,V_v)`$ is chosen ramdomly from the probability distributions $`P_h(V_h)`$ and $`P_v(V_v)`$

$$P_h(V_h)=T^1V_hexp(\frac{V_h^2}{2T})$$
(1)
$$P_v(V_v)=(2\pi T)^{\frac{1}{2}}exp(\frac{(V_vU)^2}{2T})$$
(2)
where $`T`$ is the temperature of the energy source. (We give the Boltzmann constant as $`1`$.) The case with $`U0`$ means the asymmetric force working on the system from the energy source in vertical direction. We only consider the case of $`Y>4`$ which means these two particles can exchange their positions in horizontal direction with each other. When $`X(t)>4`$, these spheres can exchange their positions in vertical direction. On the contrary, these particles cannot exchange their positions in vertical direction when $`X(t)<4`$. In the previous paper, we fixed $`X(t)=X`$ and defined the state with $`X>4`$ as the liquid state and that with $`X<4`$ as the solid state. In this paper, however, because we will treat probability distributions of $`X(t)`$ in the following discussions, we slightly modify definitions of these states as follows; The solid state is defined as the state in which the probability distribution of $`X(t)`$ has a peak at $`X(t)<4`$, and the liquid state is defined as the state in which the distribution has a peak at $`X(t)>4`$.

First, we focus on the cases of $`U=0`$ which are the same as the situation that a heat bath is connected to the left wall. Figure 2 is the probability distribution of the position of right wall $`X(t)`$ for, respectively, when (a)$`Y=4.5`$, (b)$`Y=5.0`$, and (c)$`Y=5.5`$ for typical values $`f`$ under the same temperature $`T`$ ($`=0.1`$). Independent of $`Y`$, each distribution has only one peak at $`X(t)<4`$ for large value of $`f`$ (solid state), or $`X(t)>4`$ for small value of $`f`$ (liquid state). For middle values of $`f`$, however, each distribution has two peaks for the case of $`Y5.0`$; One of them is at $`X(t)<4`$ and the other is at $`X(t)>4`$ (Fig. 2 (a)). This indicates, in the present situation, the system passes between the liquid state and the solid state. Thus, the discontinuous transition between the solid state and the liquid state appears like in the system with many hard spheres. These two peaks become blunt with the increase of $`Y`$, and the probability distribution around $`X(t)=4.0`$ becomes almost flat for $`Y5.0`$ (Fig. 2 (b)). Differently from the case of $`Y5.0`$, each distribution has always only one peak in the case of $`Y>5.0`$ (Fig. 2 (c)), where this peak crosses the line $`X=4`$ with no singularities for the middle $`f`$. The appearance and the disappearance of the discontinuous transition are considered to be strongly related to those of Van der Waals loop which were observed when the width of the box is fixed. However, the height with no discontinuous transition is $`Y>Y^{}5.0`$, while the one with no Van der Waals loop is $`Y^{}>Y^{}6.0`$ in our previous paper. Our value $`Y^{}`$ is, if anything, similar to another critical height $`Y_c^{}5.0`$ for the previous model, where $`\beta `$ and $`\alpha `$ like relaxations appear for $`Y^{}Y_c^{}`$. If we fix the value $`f`$ and change the value $`\beta =1/T`$, we observe qualitatively the same results as the above.

Next, we discuss the cases with $`U>0`$. In these cases, the system becomes non-equilibrium because of the asymmetric force working on particles in vertical direction along the left wall. Figure 3 is the probability distribution of the position of the right wall $`X(t)`$ for, respectively, when (a)$`Y=4.5`$ with low temperature ($`T=0.1`$), (b)$`Y=4.5`$ with high temperature ($`T=0.4`$), (c)$`Y=5.5`$ with low temperature ($`T=0.1`$), and (d) $`Y=5.5`$ with high temperature ($`T=0.4`$), for typical values $`U`$ under constant value $`f`$($`=1`$). Here, we set $`T`$ with which the probability distribution of $`X(t)`$ has only one peak for $`X(t)<4`$ (the solid state is realized) for the case of $`U=0`$. The discontinuous phase transition between the solid state and the liquid state with the liquid-solid temporal coexistence state is realized for $`Y5.0`$ by varying the value $`U`$ (Fig. 3 (a) and (b)). Differently from cases of the previous discussions with $`U=0`$, however, such a discontinuous phase transition is observed also for cases with $`Y>5.0`$. In these situations, two particles are compressed near the top wall of the box by the asymmetric force with $`U>0`$. This means the region in which particles spend almost all the time becomes smaller in vertical direction. Then, the $`Y`$-dependent characters of the phase transition become blunt. With increase of $`T`$ and $`Y`$, these two peaks become smoother and the top of the probability distribution of $`X(t)`$ for middle $`U`$ comes close to be flat (Fig. 3(d)).

Now, we define the mobility $`m`$ of the system as the average frequency of the change of sign of $`\delta y`$. Here, $`\delta y`$ is the relative position between two particles in vertical direction. The solid state is realized when $`m=0`$, and the liquid state is realized when $`m`$ is large. From the asymmetric force characterized by the velocity $`U`$, the force $`F_{ex}=lim_t\mathrm{}\frac{1}{t}(_{col}(V_vv_v))`$ works on particles at the left wall in average. Here, $`_{col}`$ is the sum of individual collisions between the left wall and particles. Figure 4 is the relation between (a)$`U`$ and $`m`$, and (b)$`U`$ and $`F_{ex}`$ for typical values $`T`$ under constant values $`f=1`$ and $`Y=5.0`$. For small $`U`$, $`m=0`$ and $`F_{ex}U`$ are realized, and $`mU`$ and $`F_{ex}=constant`$ are realized for large $`U`$. Here, $`F_{ex}`$ for each $`U`$ becomes large with $`T`$ decreasing, although $`T`$ dependencies of $`F_{ex}`$ are small for large $`U`$. Moreover, each $`U`$-$`F_{ex}`$ curve for small $`T`$ has a peak which disappears for large $`T`$. When the width of the box becomes larger, $`m`$ become larger. Then, frequency of collisions between particles and the left wall connected to energy source decreases. These facts make $`F_{ex}`$ to be almost constant for large $`m`$ although $`U`$ increases. Figure 5 indicates relations between $`m`$ and $`F_{ex}`$ by increasing $`U`$ for typical values $`T`$ under constant values $`f=1`$, where (a)$`Y=5.0`$ and (b)$`Y=4.5`$. Here, each state of the system is almost stationary in which $`m`$ looks constant if averaged over the macroscopic time scale sufficiently larger than the mean free time of particles. Then, $`F_{ex}`$ is regarded as the driving force to keep each steady state. This also means that the effective frictional force $`R`$, the magnitude of which is equal to that of $`F_{ex}`$, emerges in the system to inhibit the mobilization of the system. Hence, Fig. 5 also indicates the relations between the mobility $`m`$ and the frictional force $`R`$. Here, $`f`$ plays a role of the normal reaction of this system which is treated as the constant $`1`$. Thus, the relations between $`m`$ and $`R`$ are equivalent to those of $`m`$ and the effective friction coefficient $`\mu =\frac{R}{f}`$. In Fig. 5, for small $`T`$, $`R`$ has a maximum value at a neighborhood of $`m=0`$, and this decreases monotonically and becomes almost constant with the increase of $`m`$. These characteristics of $`m`$-$`R`$ relation are similar to those of velocity-friction relations of solid-on-solid system which satisfies Coulomb-Amontons’s frictions laws. For large $`T`$, on the contrary, $`R`$ increases monotonically and becomes almost constant value with the increase of $`m`$ different from Coulomb-Amontons’s frictions laws. When $`Y`$ become small, $`R`$ increases a little with $`m`$ for large $`m`$ (Fig. 5 (b)). However, this increase is small, and qualitative characteristics obtained in the above are considered to be independent of $`Y`$.

Figure 6 is the relations between, respectively, (a)$`m`$ and the friction coefficient $`\mu =\frac{R}{f}`$, and (b)$`f`$ and $`\mu `$ by increasing $`f`$ for typical values $`T`$ under a constant value $`U`$ ($`Y=5.0`$). In this case, the liquid state with large $`m`$ and the solid state with $`m=0`$ are realized for, respectively, small $`f`$ and large $`f`$. In cases with $`U=0`$, large $`f`$ states are equivalent to small $`T`$ states. Hence, it is natural that profiles of the relations for small $`m`$ in Fig. 6 (a) become similar to those of relations with small $`T`$ in Fig. 5. Because of the same reason, the probability distribution of $`X(t)`$ for large $`f`$ also behaves similarly to those with small $`T`$ in Fig. 3. In Fig. 6 (a), $`\mu `$ of the $`m=0`$ states is obtained which is larger than $`\mu `$ of the large $`m`$ state. Moreover, $`\mu `$ remains constant independently of $`m`$ for large $`m`$. In Fig. 6 (b), the derivative $`\frac{d\mu }{df}`$ is small if $`f`$ is small or large. This means the frictional force is almost proportional to the normal reaction in these region. These characteristics are also similar to those of solid-on-solid frictions which satisfy Coulomb-Amontons’s frictions laws. In Fig. 6 (b), for middle $`f`$, friction coefficients for each $`T`$ increase with the increase of $`m`$. With the decrease of $`T`$, the friction constant increases sharply.

Now, we focus on the relation between the velocity of a plate on granular layers and the friction between the plate and granular layers. Recently, from a sensitive experiment, Nasuno et al. found that the relation between the plate velocity and the frictional force makes a hysteresis loop; The frictional force is multi-valued, which is less for decreasing velocity to $`0`$ than for increasing velocity from $`0`$. It is remarkable that a loop, which looks very similar to above one, can be created by combining $`m`$-$`R`$ relations for large and small $`T`$ (see Fig. 5). Thus, we try to understand qualitatively the mechanism of history dependencies of velocity-friction relations on granular layers from the $`m`$-$`R`$ relations in Fig. 5. Here, $`m`$ corresponds to plate velocity and $`R`$ corresponds to friction on granular layers. We assume that the granular temperature $`T_g`$ of the surface of granular layers plays similar roles to the temperature of energy source in our system. Here, $`T_g`$ is defined as the half of the mean-square of velocity fluctuation of each granular particle. Initially, the plate and each particle in granular layers do not move, where $`T_g=0`$. Soon after the plate starts slipping, $`T_g`$ increases but it is expected to be small at the early stage. Hence, the frictional force decreases with increasing the plate velocity on granular layers like $`m`$-$`R`$ relations with small $`T`$ in Fig. 5. When plate moves faster, however, $`T_g`$ is expected to become large because the plate excites each particle in granular layers. Then, the frictional force is almost constant for finite plate velocity like $`m`$-$`R`$ relations with middle or large $`T`$ in Fig. 5. By this friction, in the final stage, the plate stops and $`T_g`$ becomes $`0`$ again. Thus, in this granular system, $`T_g`$ varies with time and this variance of $`T_g`$ iterates all along because the plate is pushed continuously. This iteration and the temperature dependency of the frictional force explain the appearance of such a hysteresis loop in granular materials.

In this paper, we discussed the liquid-solid phase transition and the occurrence of static and dynamic frictions of the system with two particles in a rectangular box. First, we discussed the liquid-solid phase transition by controlling the pressure in horizontal direction or the temperature of a heat bath. When the height of the box is small, the discontinuous liquid-solid phase transition with the appearance of the liquid-solid temporal coexistence was observed. However, the liquid-solid phase transition becomes continuous when the height of the box is higher than a critical value. Next, we discussed the relation between the mobility and the frictional force of the system in which particles are excited by an asymmetric force in the vertical direction. In the simulation, we observed the frictional forces which are quite similar to the static friction and the dynamic friction observed in solid-on-solid system. Moreover, we found that the relation between these frictional forces and the mobility strongly depends on the temperature of the heat bath. Taking these characteristics into consideration, we discussed the origin of the hysteresis loop in the granular friction. Our discovery of temperature dependency of these characters of frictions is an important result of our simulation. More discussions together with theoretical, numerical, and experimental studies are needed in the future. Also the analytical study of dynamical properties of frictional forces on granular layers is left as an important issue.

The author is grateful to H.Nishimori, K.Sekimoto, S.Nasuno, and S.Yukawa for useful discussions. This research was supported in part by Grant-in-Aid for JSPS Felows 10376.


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# White-Scalapino-like Stripes in a Mean-Field Hubbard Model

## Abstract

A mean field calculation of the Hubbard model finds a rich phase diagram. The antiferromagnetic phase is generally unstable away from half filling, and there are several regions of phase separation. One solution in particular closely resembles the stripe phase of White and Scalapino. By comparison to unrestricted Hartree-Fock calculations (for which this phase is metastable), it is demonstrated that this phase arises from phase separation. The interface surface tension is found to change sign below a particular stripe width, at which point the stripes begin to meander, gradually crossing over to diagonal.

When the Hubbard model is doped away from the antiferromagnetic insulator at half filling, a number of calculations find evidence for spatially inhomogeneous solutions. There is considerable debate as to whether these solutions are generic features of the Hubbard model, or arise only in a restricted parameter domain. Related issues are whether the inhomogeneity is driven by phase separation or antiferromagnetic (AFM) domain wall formation, and how these features are related to ‘stripes’ in cuprates and other oxides. Similarly, in the doped tJ model, various calculations find that the ground state is striped, or uniform, or phase separated. Inclusion of realistic values of $`t^{}`$ into the model further reduces stripe stability. Reference to earlier calculations may be found in these articles and in the reviews.

Unrestricted Hartree-Fock (UHF) calculations find that the holes form filled (one additional hole per row) stripes which act as antiphase boundaries between AFM domains. Such filled domain wall stripes are not found in more advanced calculations of the Hubbard model, and are not consistent with experiment on the cuprates. We here analyze a metastable state of the UHF calculations, which closely resembles the White-Scalapino (WS) stripes, and agrees better with experiment. These stripes can be understood from a phase separation approach, comparing the free energies of low-order commensurate magnetic phases, $`q_x,q_y`$ 0 or $`Q_i=\pi /a`$. The resulting mean-field phase diagrams involve phase separation between the AFM phase and a metallic phase, either ferromagnetic (FM), as in early ferron phase approaches to the Hubbard model, or a phase resembling WS stripes, depending on the value of second neighbor hopping parameter $`t^{}`$. These stripes are stable local free energy minima in UHF calculations, but globally there are alternative states of lower free energy. However, these solutions can be stabilized by additional interactions beyond the pure Hubbard model (e.g., charge-density wave or superconducting), and hence may be relevant to experiment. These additional interactions will be discussed in a companion publication; here we introduce the mean-field model and utilize UHF calculations to calculate the surface tension in the resulting stripe phases. We find that WS-like stripes are stable against macroscopic phase separation.

We study a one-band electron-hole symmetric Hubbard model \[interaction = $`U_i(n_i1/2)(n_i1/2)`$\] with bare dispersion $`ϵ_k=2t(c_x+c_y)4t^{}c_xc_y`$, with $`c_i=\mathrm{cos}k_ia`$. In the presence of a mean-field magnetization $`m_q`$ at wave vector $`\stackrel{}{q}`$, the quasiparticle dispersion becomes

$$E_\pm =\frac{1}{2}(ϵ_k+ϵ_{k+q}\pm E_0),$$
(1)
where $`E_0=\sqrt{(ϵ_kϵ_{k+q})^2+4U^2m_q^2}`$. The site magnetization is found self-consistently from

$$m_q=\underset{k}{}(f(E_{})f(E_+))\frac{Um_q}{E_0},$$
(2)
with Fermi function $`f(E)=1/(1+e^{(EE_F)/k_BT})`$. The free energy is

$$F=\underset{k,i=\pm }{}E_if(E_i)TS+U(m_q^2+\frac{x^2}{4}),$$
(3)
where $`S`$ is the entropy.

The phase with $`\stackrel{}{q}=\stackrel{}{Q}(\pi ,\pi )`$ provides a good model for the AFM phase at half filling with Mott gap, successfully describing the spin wave dispersion and Monte Carlo results, and serving as the basis for a number of treatments of strong correlation effects. A fit to the dispersion of the magnetic insulator SrCuO2Cl2 finds $`t=325meV`$, $`U=6.03t`$, and $`t^{}=0.276t`$, which will be assumed below unless stated otherwise. We use the same model, with different choices of $`\stackrel{}{q}\stackrel{}{Q}`$, to describe a number of competing magnetically ordered states. While at half filling the AFM state has lowest free energy, this is not true for finite doping $`x`$, leading to a rich phase diagram, with regimes of phase separation. Figure 1 shows the low-temperature free energy as a function of doping for the case $`t^{}=0`$ for three magnetic phases, the standard antiferromagnet (AFM) $`\stackrel{}{q}=\stackrel{}{Q}`$, a ferromagnet (FM) with $`\stackrel{}{q}=(0,0)`$, and a linear antiferromagnet (LAF) with $`\stackrel{}{q}=(\pi ,0)`$ (see Fig. 3g, below). The curves are symmetric about half filling ($`x=0`$). For $`|x|0.25`$ the AFM lies lowest in energy; between $`0.25|x|0.65`$ the LAF lies lowest, and beyond that, the ground state is nonmagnetic ($`m_q=0`$). For all dopings, the FM state is metastable. At high doping the magnetic phases terminate when $`m_q0`$. The inset to Fig. 1 shows the dispersions for the stable phases, AFM at $`x=0`$ (solid lines) and LAF at $`x=0.353`$ (dashed lines).

The antiferromagnetic state has a cusp at half filling, with the slope discontinuity being the Mott-Hubbard gap. Away from half-filling, this state is always thermodynamically unstable – the compressibility $`^2f/x^2`$ is negative. The tangent construction (dashed lines) shows that the equilibrium state between zero doping and $`|x|=x_c=0.353`$ consists of a phase separation between the AFM and LAF phases. Note that the mean-field model misses the true UHF ground state, which has filled ($`x=1`$) stripes in an AFM background. It can be shown that, if the last term in Eq. 3 is omitted, this ground state would be recovered for large $`U`$, with the LAF phase stable only for a small parameter range near $`U/t=68`$ ($`t^{}=0`$).

The resulting phase diagram $`x`$ vs $`U`$ is shown in Fig. 2. Phase separation persists for all finite $`U`$, but while the insulating state is always AFM, there is a crossover in the metallic stripe component from paramagnetic phase for $`U<U_c=5.3t`$ to LAF for $`U>U_c`$). When $`t^{}0`$, the phase diagram is completely different, with phase separation between the AFM and a FM phase. For large $`U`$, the Hubbard model should reduce to the tJ model; agreement with recent calculations for the phase separation boundary in the Hubbard and tJ models is satisfactory (triangles and $`+`$’s in Fig. 2a). The deviation at small $`U`$ (large $`J`$) is expected, since the models are equivalent only in the large-$`U`$ limit. While the metallic phase in the tJ model is usually taken as paramagnetic, the WS results may hint that it is an LAF phase near $`U=11t`$.

Figure 3 illustrates some of the low-energy textures found in UHF calculations, and shows that in the LAF stripe phase dispersions the added states form additional bands near midgap, as found in ordered stripe arrays and for randomly distributed magnetic polarons (Fig. 3a,b). \[For the left-hand panels of Fig. 3, the UHF calculations were iterated to self-consistency on 24$`\times `$24 (a), 32$`\times `$6 (c), or 12$`\times `$12 (e,g) lattices with periodic boundary conditions. For the dispersions of the right-hand panels of Fig. 3, these solutions were extended to a 32$`\times `$32 (d,h) or 36$`\times `$36 (f) lattice, with one additional iteration (Fig. 3b was on a 24$`\times `$24 lattice).\]

The LAF stripes resemble the WS stripes of the tJ model: the minimum LAF stripe is two cells wide, and acts as an antiphase boundary between AFM domains, Fig. 3c. In both calculations, the doped ground state is found to involve mixtures of LAF and AFM stripes, with no sign of insulating, empty stripes. The doping is comparable: the star in Fig. 2a represents the WS stripe, assuming an effective $`U/t=4t/J`$, with $`J=0.35t`$. Both kinds of stripe have similar fractional transfer of holes onto adjacent AFM rows (see caption of Fig. 3), and both are destabilized by non-zero $`t^{}`$. We find that the charged stripes have a fixed, minimal width for $`x1/6`$, with the charge per row of a stripe doubling at higher doping, and the stripe phase terminating near $`x=1/3`$; WS find similar doping dependences, systematically shifted due to the difference in hole density (1/3 vs 1/4) on a stripe. Similar LAF stripes were found previously as metastable UHF solutions. An LAF-like state has also been found in recent Monte Carlo calculations in the manganites; interestingly, a spin flux phase can form from a coherent superposition of two LAF phases.

It is clear from Fig. 3 that the LAF-AFM stripes arise from phase separation, with the stripe spacing evolving as expected with doping. However the question remains as to whether the stripes are stable against macroscopic phase separation – i.e., is the free energy of the stripe phase $`F_{str}`$ higher or lower than that of the separated bulk phases (tie-line) $`F_{sep}`$? We answer this via UHF calculations, taking care to minimize finite size effects. This is done by (a) adjusting $`U`$ so that $`x_0`$ is a simple rational fraction (at $`U/t=8`$, $`x_01/3`$), and (b) working with large lattices, up to $`128\times 6`$. Figure 4 shows (a) the average free energy on each row of a series of AFM-LAF stripe arrays, of the same average doping ($`x=1/6`$) but different stripe widths and (b) the resulting surface tension $`\sigma `$ (free energy difference $`F_{str}F_{sep}`$ per domain wall atom). The magnetic contribution, associated with excess holes pushed onto the magnetic bounding layers, is positive and saturates for wider stripes, while the LAF energy is negative, and oscillates on the stripes, in parallel with hole density oscillations. These oscillations are due to quantum confinement, similar to the Friedel oscillations seen in electrons confined on a step on a Cu surface. The confinement oscillations lead to a long-range interaction between domain walls (across a charged stripe), which explains why the net surface tension saturates so slowly as a function of stripe width, and why it depends mainly on the width of the LAF stripes.

For the widest stripes, the surface tension $`\sigma `$ starts to level off to a value of $`0.1t`$ per domain wall atom for an isolated domain wall. As the stripes move closer $`\sigma `$ decreases, ultimately changing sign (negative surface tension). When the LAF stripe has a width of 8 cells, the surface tension is essentially zero. For narrower LAF stripes straight vertical stripes are unstable, but can be pinned by commensurability effects on specially chosen lattices; the free energy is generally high (dotted lines in Fig. 4b). On larger lattices, the UHF spontaneously evolves to a meandering stripe pattern, Fig. 4d, with free energy lower than the tieline (Fig. 4b, lowest points of solid lines). The meandering LAF stripes are composed of straight diagonal segments, separated by kinks. On the straight segments, holes on successive rows are shifted diagonally by one Cu site, leading to ferromagnetic alignment between kinks. Remarkably, the free energy of the meandering stripes is lower than that of the corresponding straight diagonal stripes, Fig. 4c (although the difference is very small, and could be a finite size effect). The crossover appears to be kinetic energy driven: the holes in the LAF phase are delocalized along the (FM) rows, but when the LAF stripes get too narrow, adjacent rows shift to provide a FM coupling. Due to commensurability pinning effects, it will be hard to repeat this calculation for arbitrary values of $`U`$, although $`x_0`$1/4 at $`U=16t`$.

There is a gradual crossover (Fig. 4c) from vertical (at $`x`$=2/9) to meandering (1/6, 1/9) to diagonal stripes (1/12). At $`x`$=1/12, the diagonal stripes have a low free energy, and meandering configurations are unstable. Figure 4c also includes the free energy of the diagonal, one hole per row stripes which are the UHF ground state. The free energy differences are small, and the order of states may be reversed by including some additional (perhaps phononic or Coulomb) interactions.

Some mention must be made about the size of the lattice used. Most of the results correspond to lattices $`96\times 6`$ (for $`x`$ = 1/9 and 2/9), $`128\times 6`$ (for all $`x`$ = 1/12, and for the largest period at $`x`$ = 1/6), or $`64\times 6`$ (for the remaining $`x`$ = 1/6), with periodic boundary conditions assumed. The meandering stripes were all on $`48\times 12`$ lattices, and the diagonal on $`24\times 24`$ ($`48\times 16`$ for 1/12). Straight stripes are metastable when the LAF stripe width is 4, and we had to use special lattices to stabilize this configuration: $`12\times 24`$ for $`x`$ = 2/9, and $`N^{}\times 12`$, with $`N^{}`$ = 48 (1/6), 24 (1/9), and 32 (1/12) (there was no similar problem for the LAF width=2 stripes, which are also metastable). The surface tension also depends sensitively on the free energies of the reference end phases. These can be calculated either exactly, from the mean field theory, or numerically from the UHF. For the LAF the agreement is quite good: energy per site $`E_{LAF}/t`$ = 1.46579 (mean field) vs 1.46578 (UHF); $`E_{AFM}/t`$ = 2.46577 (mean field) vs 2.46588 (UHF) (UHF’s on $`24\times 24`$ matrices). It was necessary to use the UHF value for $`E_{AFM}`$ to calculate surface tensions.

The present calculations shed some light on the controversy in the tJ model. The doped AFM phase is so unstable in the Hubbard model, that it is likely that the elementary excitations in the ‘uniform’ lightly-doped tJ model are really magnetic polarons. A recent Quantum Monte Carlo study of the Hubbard model also finds that holes add new dispersionless bands, and do not uniformly dope the AFM phase. (See also Ref. .) Hence, the three-sided debate about ‘uniform’ (or magnetic polaron) vs stripe vs (macroscopically) phase-separated tJ ground state is in all probability really a debate about three kinds of phase separated ground state. Our results favor (meandering) stripes.

In conclusion, we find WS-like stripes at the HF level in the Hubbard model (albeit as metastable states), and we demonstrate that they arise from a tendency to phase separation, providing the first estimate of their surface tension.

Acknowledgment: CK’s research was supported in part by NSF Grant NSF-9711910. These computations were carried out using the facilities of the Advanced Scientific Computation Center at Northesatern University (NU-ASCC). Their support is gratefully acknowledged. Publication 783 of the Barnett Institute.


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# Nearest-neighbour Attraction Stabilizes Staggered Currents in the 2D Hubbard Model

Doped Mott insulators such as the cuprates are riddled with competing ordering tendencies. In addition to antiferromagnetism, $`d_{x^2y^2}`$ pairing, and charge ordering, staggered orbital antiferromagnetism produced by local circulating currents has joined the list of physical states that might occupy a central place in the phase diagram of the cuprates. Namely, staggered flux order might be at the heart of the elusive psuedogap phase. It has been proposed that such a state produces a genuine gap in the single-particle spectrum at the $`(\pi ,0)`$ point and competes with d-wave pairing leading to the termination of superconductivity in the underdoped regime. Physically, currents which alternate in sign from plaquette to plaquette in the copper-oxygen plane comprise the staggered flux phase. Consequently, the staggered flux phase can be thought of as a density wave having $`d_{x^2y^2}`$ symmetry. As charge density wave and superconducting order are well known to compete in strongly-correlated systems, a psuedogap arising from a d-density wave state has immediate appeal.

The earliest theoretical work which showed that staggered flux states might be the relevant low-energy excitations of 2D Heisenberg antiferromagnets was based on $`1/N`$ expansions of the $`tJ`$ model. Such expansions cannot access the strong-coupling limit relevant to the copper oxides. Numerical simulations using a variational Gutzwiller-projected d-wave superconducting state for the $`tJ`$ model on a $`10\times 10`$ lattice revealed power law decay of the staggered current. Leung introduced two holes into a 32 site t-J cluster and also found nonzero staggered vorticity correlations. More recently, density matrix renormalization group (DMRG) calculations on two-leg ladders have found the rung-rung current correlation function to decay exponentially indicating an absence of staggered flux ordering. Consequently, convincing computational evidence for staggered flux ordering is lacking. In addition, there has been no study of the staggered flux phase based on a model in which double occupancy is explicitly retained.

To fill this void, we start with the Hubbard model. We use the Hubbard operator approach as these operators are tailor-made for treating the strong-coupling regime, $`Ut`$ because they diagonalize the on-site Coulomb repulsion. We have shown recently that this approach yields a stable $`d_{x^2y^2}`$ superconducting state in the absence of dynamical self-energy corrections. We show here that an equivalent treatment of the d-density wave state leads to an absence of any long-range order of this type when $`U`$ is at least on the order of the bandwidth ($`U=8t`$), the relevant magnitude for the cuprates. Absence of d-density wave ordering at this level of theory is significant because the dynamical or quantum corrections tend to destroy long-range order. Hence, we conclude that for $`U=8t`$, d-density wave ordering is absent at any filling from the 2D Hubbard model. However, we find that when a nearest-neighbour Coulomb interaction, $`V=0.25t`$, is present, the staggered flux phase is stabilized. A gap opens along the $`(\pi ,0)(0,\pi )`$ direction as anticipated in Ref. (1). Our results suggest that Coulomb attractions, perhaps arising from phonons, could be relevant to the phenomenology of the cuprates.

The starting point for our analysis is the Hubbard model

$`H={\displaystyle \underset{i,j,\sigma }{}}t_{ij}c_{i\sigma }^{}c_{\sigma j}+U{\displaystyle \underset{i}{}}n_in_i+{\displaystyle \underset{i,j}{}}V_{ij}n_in_j`$ (1)
with $`t_{ij}=t\alpha _{ij}`$ and $`V_{ij}=V\alpha _{ij}`$ where $`\alpha _{ij}=1`$ when $`ij`$ are nearest-neighbours and zero otherwise and $`U`$ the on-site Coulomb repulsion. For the cuprates, $`U8t`$ and $`t=0.5eV`$. As $`U`$ is the largest energy scale in the problem, we use the eigen operators of the atomic limit, namely $`\eta _{i\sigma }=c_{i\sigma }n_{i\sigma }`$ and $`\xi _{i\sigma }=c_{i\sigma }(1n_{i\sigma })`$, which define the upper and lower Hubbard bands, respectively. These operators diagonalise the on-site interaction term, $`Un_in_i=\frac{U}{2}_\sigma \eta _{i\sigma }^{}\eta _{i\sigma }`$ and hence are the natural starting point for a strong-coupling analysis. The Hubbard operators are cumbersome in that they do not obey usual fermionic anticommutation relationships. However, equation of motion techniques have proven quite useful in circumventing the lack of a diagrammatic scheme. We provide here only a sketch of the method as the full details have been published elsewhere. First, we break the system into two sublattices and hence consider the 4-component spinor,

$`\psi _\sigma (i,i^{})=\left(\begin{array}{c}\psi _{i\sigma }^A\hfill \\ \psi _{i^{}\sigma }^B\hfill \end{array}\right)`$ (4)
defined on two sites $`i,i^{}`$ with

$`\psi _\sigma ^A(i)=\left(\begin{array}{c}\xi _{i\sigma }^A\hfill \\ \eta _{i\sigma }^A\hfill \end{array}\right)\psi _\sigma ^B(i^{})=\left(\begin{array}{c}\xi _{i^{}\sigma }^B\hfill \\ \eta _{i^{}\sigma }^B\hfill \end{array}\right).`$ (9)
The key quantity of interest is the corresponding Green function,

$`G(i,i^{},t;j,j^{},t^{})`$ $`=`$ $`\theta (tt^{})\{\psi _\sigma (i,i^{},t),\psi _\sigma (j,j^{},t^{}\}`$ (10)
$`=`$ $`\left(\begin{array}{cc}G^{AA}(i,j)\hfill & G^{AB}(i,j^{})\hfill \\ G^{BA}(i^{},j)\hfill & G^{BB}(i^{},j^{})\hfill \end{array}\right).`$ (13)
where $`\{X,Y\}`$ is the anticommutator and $`\mathrm{}`$ is the thermal average. Thermal averages involving operators on two sites $`(i,j)`$

$`A_iB_j=\alpha _{ij}AB^{}+ie^{𝐐𝐫_i}\gamma _{ij}AB^{}_1`$ (14)
will in general contain a real part, $`AB^{}`$ and in the flux phase, an imaginary part, $`AB^{}_1`$ as a consequence of the local broken time-reversal symmetry. Here, $`\gamma _{ij}=1`$ if $`ij`$ are nearest neighbours along the x-axis, whereas $`\gamma _{ij}=1`$ if the two neighbours are along the y-axis and zero otherwise, $`𝐐=(\pi ,\pi )`$ so that the imaginary term alternates in sign between the two sublattices and the prime superscript signifies that the operators $`A`$ and $`B`$ are defined on nearest neighbour sites.

To develop a system of self-consistent equations, we start by writing the equations of motion,

$`j_{i\sigma }^{(1)}`$ $`=`$ $`i\dot{\xi }_{i\sigma }^A=\mu \xi _{i\sigma }^A{\displaystyle \underset{j}{}}t_{ij}c_{j\sigma }^B4t\pi _{i\sigma }^A+\xi _{i\sigma }^A{\displaystyle \underset{j}{}}V_{ik}n_j^B`$ (15)
$`j_{i\sigma }^{(2)}`$ $`=`$ $`\dot{\eta }_{i\sigma }^A=(\mu U)\eta _{i\sigma }^A+4t\pi _{i\sigma }^A+\eta _{i\sigma }^A{\displaystyle \underset{j}{}}V_{ij}n_j^B`$ (16)
for the Hubbard operators in the presence of a finite chemical potential, $`\mu `$. The new operator $`\pi `$ is defined by

$`\pi _{i\sigma }^A=\alpha _{ij}n_{i\sigma }^Ac_{j\sigma }^B+\alpha _{ij}c_{i\sigma }^Ac_{i\sigma }^Ac_{j\sigma }^B\alpha _{ij}c_{i\sigma }^Ac_{i\sigma }^Ac_{j\sigma }^A`$ (17)
The remaining components, $`j^{(3)}`$ and $`j^{(4)}`$ are constructed simply by interchanging $`A`$ and $`B`$ and $`i`$ and $`i^{}`$ in $`j^{(1)}`$ and $`j^{(2)}`$, respectively. In the static (or pole) approximation, the Green function equations are closed using the Roth projector

$`𝒫(j_i)={\displaystyle \underset{ln}{}}\{j_i,\psi _l^{}\}I_{ln}^1\psi _n.`$ (18)
which explicitly removes the components of $`j^{(i)}`$ which are orthogonal to the Hubbard basis. The overlap matrix $`𝐈=F.T.\{\psi _\sigma (i,i^{}),\psi _\sigma ^{}(j,j^{})\}`$ is an enitirely diagonal $`4\times 4`$ matrix with $`I_{11}=I_{33}=1n_\sigma `$ and $`I_{22}=I_{44}=n_\sigma `$. Here $`F.T.`$ signifies the Fourier transform. At this level of theory, the energy levels are sharp as the Green function

$`G(𝐤,\omega )=(\omega \mathrm{𝟏}𝐄)^1I={\displaystyle \underset{i=1}{\overset{4}{}}}{\displaystyle \frac{\sigma _i(𝐤)}{\omega E_i(𝐤)+i\eta }}`$ (19)
has poles at the real energies, $`E_i(k)`$, where $`i=1,2`$ indexes the lower Hubbard band and $`i=3,4`$ the upper Hubbard band. Because of the two sublattice construction, $`E_1(𝐤)=E_2(𝐤+𝐐)`$ and likewise, $`E_3(𝐤)=E_4(𝐤+𝐐)`$. In Eq. (19), $`\sigma _i=z(E_i)/_{ji}(E_iE_j)`$ where $`z(\omega )=\mathrm{Det}(\omega \mathrm{𝟏}𝐄)(\omega \mathrm{𝟏}𝐄)^1𝐈`$. The poles of the Green function result from diagonalising the matrix

$`𝐄=\mathrm{𝐌𝐈}^1`$ (20)
where and $`𝐌=F.T.\{j_\sigma (i,i^{}),\psi _\sigma ^{}(i,j^{})\}`$ is a $`4\times 4`$ matrix defined on the two sublattices. The matrix elements of $`𝐌`$ contain two types of correlation functions. The first class, $`a=\xi _{i\sigma }^A\xi _{j\sigma }^B`$, $`b=\xi _{i\sigma }^A\eta _{j\sigma }^B=\eta _{i\sigma }^A\xi _{j\sigma }^B`$, and $`c=\eta _{i\sigma }^A\eta _{j\sigma }^B`$ involves operators which appear in the Hubbard basis and hence enter directly as self-consistent parameters in the closure for the Green function. In the second class, correlations of the form,

$`p=n_{i\sigma }^An_{j\sigma }^B+c_{i\sigma }^Ac_{i\sigma }^Ac_{j\sigma }^Bc_{j\sigma }^Bc_{i\sigma }^Ac_{i\sigma }^Ac_{j\sigma }^Bc_{j\sigma }^B`$ (21)
which corresponds to the bandwidth renormalization and $`g=\mathrm{Re}n_{i\sigma }^An_{j\sigma }^B`$, arise between entities outside the Hubbard basis. Both of these correlation functions must be decoupled and expressed in terms of correlation functions of the type $`ac`$. Expressions appear in our earlier paper for the real part of the correlation function $`p`$. The important difference here is that now $`p`$ is complex. Its imaginary part is given by

$`\mathrm{Im}pp_1={\displaystyle \frac{\delta _1}{\alpha +1}}`$ (22)
where

$`\alpha ={\displaystyle \frac{1}{n_\sigma }}\left(C_{22}+C_{12}\right){\displaystyle \frac{1}{1n_\sigma }}\left(C_{11}+C_{21}\right)`$ (23)
and

$`\delta _1`$ $`=`$ $`{\displaystyle \frac{4}{n_\sigma (2n_\sigma )}}[\mathrm{Re}(a+b)\mathrm{Im}(c+b)`$ (25)
$`+\mathrm{Im}(a+b)\mathrm{Re}(c+b)]`$
where $`C_{12}=\xi _{i\sigma }\eta _{i\sigma }^{}=C_{21}`$, $`C_{11}=\xi _{i\sigma }\xi _{i\sigma }^{}`$, and $`C_{22}=\eta _{i\sigma }\eta _{i\sigma }^{}`$.

Noting that any correlation function of the form, $`\psi _m(i)\psi _n^{}(j)`$ is related to the Green function through

$`\psi _m(i)\psi _n^{}(j)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }}{(2\pi )^2}}{\displaystyle d^2k𝑑\omega e^{i𝐤(𝐫_i𝐫_j)}(1f(\omega ))}`$ (27)
$`\times {\displaystyle \underset{i=1}{\overset{4}{}}}\left(\sigma _i\right)_{mn}(𝐤)\delta (\omega E_i(𝐤))`$
the complete set of equations for the correlation functions, $`a`$, $`b`$, $`c`$, $`p`$, and $`g`$ together with the equation for the Green function, Eq. (19), represent a closed set of integral equations that must be solved self-consistently. In the absence of nearest-neighbour interactions, the terms containing $`a`$, $`b`$, and $`c`$ are summed over nearest neighbour sites. Hence, the imaginary part cancels as a result of the alternating signs. Such is not the case for $`p`$, however. Consequently, staggered current vorticity is stable if the closed set of equations admits a non-zero value of $`\mathrm{Im}p=p_1`$, the key signature of the broken symmetry. Shown in Fig. (1) is the self-consistent solution for the lower Hubbard bands for $`U=8t`$, $`n=0.79`$, $`T=0.01t`$ and $`V=0`$.

The two bands in Fig. (1) correspond to $`E_1(𝐤)`$ and $`E_2(𝐤)=E_1(𝐤+Q)`$. As the spectral function attests (see inset Fig. (1)), only one of the bands has a non-zero weight as is expected in the absence of staggered currents. The spectral function shown in the inset $`1/\pi \mathrm{Im}_{mn}\left(G^{AA}+G^{AB}\right)_{mn}`$ in actuality consists of a series of $`\delta `$-functions. Each peak has been given an artificial width of $`0.2t`$.

To investigate the stability of staggered currents, we set $`p_1`$ to a fixed value, $`p_{\mathrm{in}}`$, and determine the self-consistent values of all correlation functions upon successive iteration. We then obtained the output value of $`p_1=p_{\mathrm{out}}`$ by using Eq. (22). Staggered current vorticity is stable if $`p_{\mathrm{in}}=p_{\mathrm{out}}`$ or equivalently, $`\lambda (p_{\mathrm{in}})=p_{\mathrm{out}}/p_{\mathrm{in}}=1`$ and $`d\lambda /dp_{\mathrm{in}}<0`$. As is evident from Fig. (2), $`\lambda <1`$ and it is a decreasing function of $`p_{\mathrm{in}}`$, proving that staggered currents are absent for $`U=8t`$, $`V=0.0`$ and $`T=0.01t`$. This can also be seen from the inset of Fig. (2) which contains the average energy per particle ($`H`$) as a function of $`p_1`$. The minimum value of the energy corresponds to $`p_1=0`$, further affirming the absence of staggered currents.

Although the flux phase is absent for the parameters above, we can examine the tendency towards such ordering as a function of density for a sufficiently small value of $`p_1`$ such that $`\lambda \lambda (0)`$, the maximum value of $`\lambda `$ as shown in Fig. (2). Shown in Fig. (3) is the density dependence of the tendency towards staggered flux ordering for $`p_1=0.001`$ for three values of the on-site Coulomb repulsion, $`U=8t,4t,2t`$, $`V=0.0`$ and $`T=0.01t`$.

As is evident, stable staggered currents are most likely at small values of $`U`$ and as the density approaches half-filling as has been reported earlier in mean-field studies of the $`tJ`$ model. However, for the parameters of the Hubbard model that are relevant for the copper oxides, $`Ut`$, such ordering is absent at this level of theory. Going beyond the static approximation involves including quantum fluctuations. Such processes can only suppress ordering. Hence, we conclude that for $`Ut`$, the Hubbard model (with $`V=0`$) cannot sustain staggered flux ordering.

What about nearest-neighbour Coulomb interactions? As is evident from Fig. (4), the flux phase is destabilised even further for $`V>0`$. However, for $`V<0`$, $`\lambda `$ crosses unity and staggered flux ordering obtains. This is the primary result of this study. The inset shows the temperature dependence of $`\lambda `$ for $`V=0.0`$ as well as for $`V=0.25t`$. The onset temperature for the flux phase is $`T0.033t160K`$. For $`V=0.0`$, $`\lambda `$ is relatively flat indicating further that even at $`T=0`$, such ordering is absent. To examine the impact of the staggered current on the band structure, we recalculated the lower Hubbard band for $`V=0.25t`$, $`n=0.79`$, $`U=8t`$ and $`T=0.01t`$. From Fig. (5), we see that a non-zero staggered current vorticity has opened a gap near the Fermi energy along the $`(\pi ,0)(0,\pi )`$ direction. The inset shows more clearly that the Fermi level lies in the gap near the $`(\pi ,0)`$ and $`(0,\pi )`$ regions. The position of the Fermi energy relative to the gap edge is doping dependent.

Our work clearly shows that for the parameters relevant to the copper oxides, staggered current vorticity cannot be stabilized unless attractive interactions are present. Further, the apparent doping dependence (see Fig. (3)) of the staggered current is not entirely consistent with competing order in the underdoped regime. Hence, either staggered flux order is irrelevant to the copper oxides or at least nearest neighbour attractions are essential to their stabilization. An obvious source of such an attraction are local phonon modes as has been discussed recently. Our work suggests (assuming the flux phase is relevant) that the strange phenomenology of the cuprates arises from cooperation between phonons and strong on-site Coulomb repulsions.

###### Acknowledgements.

We thank Brad Marston for a useful e-mail exchange and the NSF grant No. DMR98-96134.


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# Direct link between Coulomb blockade and shot noise in a quantum coherent structure

\[

## Abstract

We analyze the current-voltage characteristic of a quantum conduction channel coupled to an electromagnetic environment of arbitrary frequency-dependent impedance. In the weak blockade regime the correction to the ohmic behavior is directly related to the channel current fluctuations vanishing at perfect transmission in the same way as shot noise. This relation can be generalized to describe the environmental Coulomb blockade in a generic mesoscopic conductor coupled to an external impedance, as the response of the latter to the current fluctuations in the former.

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The way in which quantum mechanics affect the laws ruling electrical circuits is presently understood only for some elementary situations. For instance, in the case of a quantum coherent nanostructure connecting two independent electron reservoirs with a voltage difference $`V`$, quantum mechanics results in current fluctuations, the so-called shot noise, which at low frequency and zero temperature have a spectrum of the form $`S=2eVG_0\tau _i(1\tau _i)`$, where the $`\{\tau _i\}`$ are the transmissions of the conduction channels and $`G_0=2e^2/h`$ is the conductance quantum . The reduction of noise with increasing transmission as $`(1\tau _i)`$ is a consequence of the Fermi statistics in the reservoirs, a prediction which has been tested quantitatively in different types of nanostructures . Another important consequence of quantum mechanics is that Ohm’s law does not apply when two elements are connected in series, because each element is not simply voltage biased. The phase across each element $`\varphi =\frac{e}{\mathrm{}}v(t)𝑑t`$, where $`v(t)`$ is the voltage drop, develops quantum fluctuations, and the electrical properties of the series-connection cannot be inferred from the conductance of the separate elements. More generally, the phase differences add in series, and parallel connected branches share the same phase, but the general rules to predict the properties of the whole circuit from those of the constitutive elements are not known, except for macroscopic electromagnetic impedances. When a low transmissive nanostructure, i.e. one with negligible noise reduction, is connected in series with a macroscopic impedance $`Z(\omega )`$, the conductance of the series circuit is suppressed at sufficiently low voltage and temperature . This phenomenon, called environmental Coulomb blockade, has been thoroughly investigated in small metallic tunnel junctions . How is this phenomenon modified in the case of a coherent structure whose transmissions $`\tau _i`$ approach unity? One might speculate that a noiseless structure cannot be “felt” by the series impedance $`Z(\omega )`$, and, reciprocally, should not be affected by its presence. We show here that this naive reasoning which predicts the restoration of Ohm’s law at large transmission is correct, and more precisely that Coulomb blockade is modified in the same way as shot noise.

In this Letter we address the simple case of a single channel quantum point contact with transmission $`\tau `$ connected in series with a macroscopic impedance $`Z(\omega )`$. We develop a theory of the environmental Coulomb blockade which permits to analyze the current-voltage characteristic at arbitrary transmission for a generic frequency-dependent impedance. We show that in the limit of low impedance $`Z1/G_0`$ the blockade is intimately connected with the fluctuations in the current through the channel.

A single channel contact of arbitrary transmission between two electrodes can be modeled with a simple Hamiltonian resembling the usual tunneling Hamiltonian for a tunnel junction . The coupling to the environment can be then introduced in the usual way , which leads to a model Hamiltonian $`\widehat{H}=\widehat{H}_L+\widehat{H}_R+\widehat{H}_T`$, where $`\widehat{H}_{L,R}`$ describe the uncoupled left and right leads, characterized by flat densities of states $`\rho _{L,R}1/\pi W`$ and

$$\widehat{H}_T=\underset{\sigma }{}T_0\widehat{c}_{L\sigma }^{}\widehat{c}_{R\sigma }\widehat{\mathrm{\Lambda }}_e+h.c.,$$
(1)
describes the transfer of an electron between the leads in terms of a hopping element $`T_0`$. The translation operator $`\widehat{\mathrm{\Lambda }}_e=e^{i\widehat{\varphi }}`$ , where $`\widehat{\varphi }`$ is the phase operator satisfying the commutation relation $`[\widehat{Q},\widehat{\varphi }]=ie`$, takes into account the change in the charge $`\widehat{Q}`$ of the environment associated with the transfer process. If the coupling to the environment is neglected the normal transmission of this model is given by $`\tau =4\beta /(1+\beta )^2`$, where $`\beta =(T_0/W)^2`$ .

We are interested in calculating the current through the channel under a constant bias voltage $`V`$ in the presence of the environment. The current operator within this model is given by

$$\widehat{I}=\frac{ie}{\mathrm{}}\underset{\sigma }{}T_0\widehat{c}_{L\sigma }^{}\widehat{c}_{R\sigma }\widehat{\mathrm{\Lambda }}_eh.c.,$$
(2)
In order to evaluate the mean current we use the Keldysh formalism  which is suitable for calculating averages in a non-equilibrium state. The mean current is formally given by

$$<\widehat{I}(t)>=<\widehat{T}_c\left[\widehat{I}_I(t)\widehat{S}_c(\mathrm{},\mathrm{})\right]>,$$
(3)
where $`\widehat{T}_c`$ is the chronological ordering operator along the Keldysh contour, $`\widehat{I}_I`$ is the current operator in the interaction representation and $`\widehat{S}_c(\mathrm{},\mathrm{})`$ is the corresponding evolution operator along the closed time contour. Introducing the series expansion of $`\widehat{S}_c`$ in terms of $`\widehat{H}_T`$ and applying Wick theorem we obtain a perturbative expansion for the evaluation of the current which can be expressed in terms of Keldysh Green functions. The lowest order diagrams within this theory are depicted in Fig. 1a. In these diagrams we associate a full line with an arrow to the electron propagators for the uncoupled leads (denoted below by $`g_{L,R}^{\alpha ,\beta }`$), crosses indicate hopping events, and wavy lines correspond to the environment correlators given by

$$P^{\alpha ,\beta }(t,t^{})=e^{J^{\alpha ,\beta }(t,t^{})},$$
(4)
where $`\alpha ,\beta +,`$ indicate the branch on the Keldysh contour for the two time arguments, and $`J^{\alpha ,\beta }`$ are the phase correlation functions

$`J^{\alpha ,\beta }(t,t^{})=<\widehat{T}_c\left[\widehat{\varphi }(t_\alpha )\widehat{\varphi }(t_\beta ^{})\right]><\widehat{\varphi }^2>.`$

As usual, we assume that the modes in the environment (or photon states) are populated according to the equilibrium distribution at a given temperature. In this case $`J^{\alpha ,\beta }(t,t^{})=J^{\alpha ,\beta }(tt^{})`$.

The evaluation of the complete perturbative series is a formidable task. One can, however, obtain useful results in the limit of weak impedance $`Z1/G_0`$. In this limit $`P^{\alpha ,\beta }`$ can be approximated by $`1+J^{\alpha ,\beta }`$. To the first order in $`J^{\alpha ,\beta }`$ one obtains the family of diagrams depicted in Fig 1b, where the phase correlation functions are represented by a dashed line. These diagrams correspond to single “photon” processes and can be associated into four groups depending on the types of hopping event (left to right or right to left) connected by the wavy line. By introducing renormalized electron propagators and renormalized hopping amplitudes each one of these groups gives rise to a diagram like the one depicted in Fig. 1c. The remaining part of the calculation relies in obtaining the expression of these diagrams in terms of Keldysh Green functions.

A further simplification of the calculation is obtained by considering the wide band limit, i.e. to assume that the electron band width is much larger than all other relevant energy scales involved in the problem. Within this approximation the propagators for the isolated leads are given by

$`\widehat{g}_{L,R}(\omega )`$ $`=`$ $`\left(\begin{array}{cc}g_{L,R}^{++}(\omega )& g_{L,R}^+(\omega )\\ g_{L,R}^+(\omega )& g_{L,R}^{}(\omega )\end{array}\right)=`$ (10)
$`{\displaystyle \frac{i}{W}}\left(\begin{array}{cc}2f_{L,R}(\omega )1& 2f_{L,R}(\omega )\\ 2(f_{L,R}(\omega )1)& 2f_{L,R}(\omega )1\end{array}\right),`$
where $`f_{L,R}(\omega )`$ are the Fermi distribution functions on the left and right lead respectively.

Another basic ingredient in the calculation is the convolution of electron propagators with phase correlations $`\delta g_{L,R}^{\alpha ,\beta }(\omega )=𝑑\omega ^{}J^{\alpha ,\beta }(\omega ^{})g_{L,R}^{\alpha ,\beta }(\omega +\omega ^{})`$. In the wide band limit these can be approximated as

$$\delta \widehat{g}_{L,R}(\omega )=\frac{i}{W}\left(\begin{array}{cc}f_{L,R}^+(\omega )+f_{L,R}^{}(\omega )& 2f_{L,R}^+(\omega )\\ 2f_{L,R}^{}& f_{L,R}^+(\omega )+f_{L,R}^{}(\omega )\end{array}\right)$$
(11)
where $`f_{L,R}^\pm (\omega )=𝑑\omega ^{}J(\omega ^{})f_{L,R}(\omega \pm \omega ^{})`$, $`J(\omega )=J^+(\omega )`$ being the Fourier transform of the phase correlation function.

For an energy independent transmission coefficient one then obtains the following expression for the correction to the current induced by the environment:

$`\delta I(V)`$ $`=`$ $`{\displaystyle \frac{e}{h}}\tau (1\tau ){\displaystyle }d\omega [f_R(\omega )(f_L^{}(\omega )f_L^+(\omega ))`$ (15)
$`f_L(\omega )(f_R^{}(\omega )f_R^+(\omega ))]`$
$`+{\displaystyle \frac{e}{h}}\tau ^2{\displaystyle }d\omega [f_L(\omega )(f_L^{}(\omega )f_L^+(\omega ))`$
$`f_R(\omega )(f_R^{}(\omega )f_R^+(\omega ))].`$
By analyzing the Fermi factors, this expression can be decomposed as $`\delta I=\delta I^{}\delta I^{}`$, where $`\delta I^{}`$ and $`\delta I^{}`$ correspond to currents flowing in the two opposite directions. Both terms can be interpreted as arising from the coupling between the contact current fluctuations and the phase fluctuations due to the finite impedance of the environment. In fact, as described below, this expression can be directly related to the current fluctuations. In the absence of environment the noise spectrum in a single channel contact is given by

$`S(V,\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{2e^2}{h}}\tau (1\tau ){\displaystyle }d\omega [f_R(\omega )(1f_L(\omega +\mathrm{\Omega }))`$ (20)
$`+f_L(\omega )(1f_R(\omega +\mathrm{\Omega }))]`$
$`+{\displaystyle \frac{2e^2}{h}}\tau ^2{\displaystyle }d\omega [f_L(\omega )(1f_L(\omega +\mathrm{\Omega }))`$
$`+f_R(\omega )(1f_R(\omega +\mathrm{\Omega }))]`$
$`+\left[\mathrm{\Omega }\mathrm{\Omega }\right].`$
On the other hand $`S(V,\mathrm{\Omega })=𝑑te^{i\mathrm{\Omega }t}\left[K(t)+K(t)\right]`$ where $`K(t)=<\widehat{I}(t)\widehat{I}(0)><\widehat{I}^2>`$ is the current correlation function. By comparing Eqs. (15) and (20) we arrive to the simple relation

$`e\left(\delta I^{}+\delta I^{}\right)`$ $`=`$ $`{\displaystyle 𝑑tJ(t)\left[K(t)K(t)\right]}.`$ (21)
This expression can be considered as a generalization of the fluctuation-dissipation theorem to the present non-equilibrium situation. As in the low impedance regime the coupling between the contact and its environment is of the form $`\widehat{I}\widehat{\varphi }`$ we expect this result to be valid for a generic situation with the same type of system-environment interaction. In particular the result (21) would apply for any mesoscopic conductor that can be modeled as a collection of channels.

In order to understand the effects on the $`IV`$ characteristic it is instructive to consider first the case of an environment with just a single mode at zero temperature, for which $`J(\omega )=\pi G_0Z_0(\delta (\omega \omega _0)\delta (\omega ))/2`$ . For this model the conductance exhibits a discontinuity at $`eV=\mathrm{}\omega _0`$. For $`eV<\mathrm{}\omega _0`$ there is a reduction in the conductance $`\delta G=\pi G_0^2Z_0\tau (1\tau )/2`$ while for $`eV>\mathrm{}\omega _0`$, $`\delta G=0`$. This simple case shows that the blockade is proportional to shot noise and vanishes at perfect transmission.

In the general situation the environment is characterized by a complex impedance $`Z(\omega )`$. The phase correlation function is related to the impedance by the expression

$$J(t)=G_0𝑑\omega \frac{\text{Re}Z(\omega )}{\omega }\frac{e^{i\omega t}1}{1e^{\beta \mathrm{}\omega }},$$
(22)
which at zero temperature leads to a correction in the differential conductance given by

$$\frac{\delta G}{G}=G_0(1\tau )_{eV}^{\mathrm{}}𝑑\omega \frac{\text{Re}Z(\omega )}{\omega }.$$
(23)
This is the same result one obtains for a tunnel junction except for the reduction factor $`(1\tau )`$. In the simple but realistic case in which the impedance $`Z(\omega )`$ is composed by the resistance $`R`$ of the leads embedding the contact in parallel with the capacitance $`C`$ of the contact itself, $`Z(\omega )=R/(1+i\omega RC)`$, and the integral in (23) yields

$$\frac{\delta G}{G}=G_0R(1\tau )\mathrm{ln}\sqrt{1+\left(\frac{\mathrm{}\omega _R}{eV}\right)^2},$$
(24)
where $`\omega _R=1/RC`$. For finite temperature $`\delta G`$ can be evaluated numerically from Eq. (15). Fig. 2 shows the evolution of the correction to the differential conductance with temperature. For an energy independent transmission the temperature dependence is the same as for a tunnel junction except for a a global factor $`(1\tau )`$. For increasing temperatures the dip in the conductance at zero bias is progressively washed out.

The multichannel extension of these results is straightforward. One can for instance analyze the case of a diffusive conductor by replacing the reduction factor $`(1\tau )`$ by its average over many channels (which in the diffusive case is known to be $`1/3`$) and $`R`$ by the resistance of the conductor itself . This analysis leads to quantitative agreement with recent experimental results .

As a final remark we would like to stress that the results of the present theory can be thoroughly tested experimentally using atomic contacts that can be produced by scanning tunneling microscope or break junction techniques . These contacts accommodate a small number of channels, and the ensemble of the transmissions $`\{\tau _i\}`$ can be determined experimentally and varied over a wide range including the $`\tau 1`$ limit . Moreover, the impedance of the environment embedding such contacts can be tuned within a desired range using nanolithography . Experimental work along these lines is currently under progress.

In conclusion we have presented a theoretical analysis of the environmental Coulomb blockade in coherent nanostructures. We have considered the weak blockade regime and showed that the corrections in the current-voltage characteristic can be related to the structure current fluctuations. The blockade vanishes at perfect transmission as $`\tau (1\tau )`$, in the same way as shot noise. The temperature dependence of the conductance is similar to the one observed in ultrasmall tunnel junctions. The present calculation provides a first step towards the understanding of Coulomb blockade effects in coherent nanostructures. Although derived for a particular model it has been argued that the expression (21) is more general and valid for a generic mesoscopic conductor coupled to an arbitrary external impedance. The strong blockade limit could be addressed through the analysis of multiple photon processes along the lines suggested in this work.

###### Acknowledgements.

We acknowledge fruitful discussions with R. Cron, J.C. Cuevas, M. Devoret, M. Goffman and P. Joyez. We also thank A.D. Zaikin for calling to our attention the experimental results of Ref. . This work was partially supported by BNM and MAE through PICASSO and the Spanish CICyT under contract PB97-0044.