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# Bose-Einstein condensation in variable dimensionality

## I Introduction

The most commonly used approach to describe a dilute gas of atoms in a BEC at $`T=0`$ is mean-field theory, which takes the form of the time-independent Gross-Pitaevskii equation (GPE):

$`{\displaystyle \frac{\mathrm{}^2}{2m}}^2\psi (𝐫)+V_{trap}(r)\psi (𝐫)+NU_3|\psi (𝐫)|^2\psi (𝐫)`$ (1)
$`=\mu \psi (𝐫),`$ (2)
where the three-dimensional coupling constant is $`U_3=(4\pi \mathrm{}^2a)/m`$, a is the s-wave scattering length, $`V_{trap}`$ is the external trapping potential, $`\mu `$ is the chemical potential, and N is the number of condensate atoms. The complex order parameter, $`\psi (𝐫)`$, is referred to as “the wave function of the condensate.”

The $`N\mathrm{}`$ Thomas-Fermi approximation (TFA) has been proven to be a highly successful analytical approximation of the GPE . The strength of the $`N\mathrm{}`$ TFA is its simplicity: neglecting the kinetic energy results in a simple approximation of the ground-state condensate density that is effective in analyzing properties of large-N condensates. For condensates with a moderate number of atoms and condensates with attractive interactions, the TFA breaks down. The kinetic energy is important in each case, especially in the latter, where the kinetic energy is necessary to prevent collapse. The effects of attractive interactions have been studied using approximation techniques such as variational trial wave functions . Other approximations that have been employed to extend the TF regime of validity include the $`\mathrm{}0`$ TFA , a method that uses two-point Padé approximants between the weakly- and strongly-interacting limits of the ground-state , and a variational method for anisotropic condensates .

With the study of BEC in highly anisotropic traps as a motivation, we use a perturbation formalism that permits the effective dimensionality, D, to vary. Because it readily allows one to approximate quantities in any dimension, such a formalism is ideally suited for condensates in the anisotropic traps used in many laboratories where the condensate can be effectively one-, two- or three-dimensional. The perturbation parameter is $`\delta =1/\kappa `$, where $`\kappa `$ depends on the effective dimensionality of the condensate and on the angular momentum quantum number. The $`\delta 0`$ limit becomes an exactly soluble problem, the solution of which is used by the various dimensional-scaling methods as the starting point for the solution of the full three-dimensional problem . The $`\delta 0`$ approximation to the condensate density, which retains part of the kinetic energy, is quite accurate for both a large and moderate number of atoms in the BEC ground state, and the dimensional scaling formalism, which treats the dimensionality as a parameter, is advantageous when studying condensates of low effective dimensionality due to extreme trap anisotropy. The centrifugal term in the $`\delta 0`$ density also makes it a good physical starting point for treating vortex states.

## II $`N\mathrm{}`$ Thomas-Fermi Approximation to the Ground-state

In the case of positive scattering length, the repulsive interaction causes the density to become flat, and the kinetic energy of the condensate becomes negligible in the $`N\mathrm{}`$ limit. This limit of the GPE results in the highly successful classical approximation for the density of the condensate ground-state known as the Thomas-Fermi approximation ($`N\mathrm{}`$ TFA). The $`N\mathrm{}`$ TFA for the ground state in a three-dimensional isotropic trap is

$$\rho _{TF}(r)=|\psi |^2=\frac{1}{NU_3}(\mu _{TF}\frac{1}{2}m\omega ^2r^2)$$
(3)
for $`\mu _{TF}\frac{1}{2}m\omega ^2r^2`$ and $`\rho _{TF}=0`$ elsewhere. Eq. (3) provides an excellent description of the condensate ground-state density in the bulk interior. This approximation breaks down near the surface of the gas where the density is not flat; the wave function must vanish smoothly, making the kinetic energy appreciable in the boundary layer. The chemical potential is obtained from continuity and normalization of Eq. (3). In oscillator units, one finds

$$\mu _{TF}=\frac{1}{2}R^2,$$
(4)
where $`R=(15Na/a_{ho})^{1/5}`$ is the Thomas-Fermi classical cutoff radius in oscillator units of length, $`a_{ho}=\sqrt{\mathrm{}/m\omega }`$.

Boundary layer theory techniques have been employed to obtain corrections to the $`N\mathrm{}`$ TFA at the condensate surface where the gradient of the density is no longer small . The leading order correction to the ground state chemical potential due to the boundary layer at the surface is of order $`R^4ln(R)`$.

## III Effective Dimensionality

We use a perturbation formalism where the effective dimensionality, D, of the condensate is allowed to vary. The effective-dimensionality of the condensate depends on the relative size of the confinement length in each of the three spatial dimensions. Most experimentally realized traps are axially symmetric with some having a high degree of anisotropy . In the case of axial symmetry, the trapping potential takes the form, $`V_{trap}(r)=\frac{1}{2}m\omega _{}^2r_{}^2+\frac{1}{2}m\omega _z^2z^2=\frac{1}{2}m\omega _{}^2(r_{}^2+\lambda ^2z^2)`$, where $`\lambda =\omega _z/\omega _{}`$ is a measure of the degree of anisotropy. The system reduces to a three-dimensional isotropic condensate for $`\lambda =1`$. In the small- (large-) $`\lambda `$ limits, the system reduces to an effective one- (two-)dimensional isotropic condensate. It is conceivable that an isotropic hamiltonian in a fractional-dimensional space could be used to describe experimental condensates for intervening values of $`\lambda `$, but we will focus our attention on integer dimensions.

As an illustration, consider $`\lambda 1`$ where the motion of the atoms in the z-direction becomes frozen and their motion is described by a gaussian of small width. To determine the 2D effective coupling constant, we assume the wave function in Eq. (2) is separable: $`\psi (𝐫)=\psi _2(r_{})\chi (z)`$, where $`\chi (z)`$ is assumed to be a gaussian, and operating with $`𝑑z\chi ^{}`$, one finds a new effective 2D GPE:

$$(\frac{\mathrm{}^2}{2m}_2^2+\frac{1}{2}m\omega _2^2r^2+N_2U_3|\psi _2|^2)\psi _2=\mu _2\psi _2,$$
(5)
which has the same form as Eq. (2), but r is the 2D radius, $`\omega _2=\omega _{}`$, $`\mu _2=\mu \mathrm{}\omega _z/2`$, $`N_2=N𝑑z|\chi |^4`$. Requiring that $`\psi _2`$ and $`\chi `$ be normalized to unity, $`𝑑z|\chi |^4`$ has units of 1/length; thus, we interpret $`N_2`$ as the number of atoms in the 2D condensate per unit length along the z-axis. In our subsequent scalings, we will adopt a notation for the number of atoms that is similar to that of Jackson et. al . For $`\lambda 1`$, one may assume the motion in the radial-direction in the x-y plane is described by a gaussian of small width, $`\chi (r_{})`$, and, following the same procedure, one obtains a 1D equation analogous to Eq. (5), where $`N_1`$ would represent the number of atoms in the 1D condensate per unit area in the xy-plane.

## IV GPE in variable dimensionality

We begin by explicitly generalizing the nonlinear Schrödinger equation (NLSE), Eq. (2), to D-dimensions where r becomes the radius of a D-dimensional sphere with D-1 remaining angles. The Laplacian is generalized to D-dimensions (Bohn, Esry and Greene treat the Laplacian in a similar fashion, in which they use hyperspherical coordinates to define a mean condensate radius.), and the potential terms retain their three-dimensional form; the coupling constant is generalized in the final scaling. We obtain the Schrödinger equation:

$`\{{\displaystyle \frac{\mathrm{}^2}{2m}}[{\displaystyle \frac{1}{r^{D1}}}{\displaystyle \frac{}{r}}\left(r^{D1}{\displaystyle \frac{}{r}}\right)+{\displaystyle \frac{L_{D1}^2}{r^2}}]+{\displaystyle \frac{1}{2}}m\omega ^2r^2`$ (6)
$`+NU_3|\psi (𝐫)|^2\}\psi (𝐫)=\mu \psi (𝐫),`$ (7)
where $`L_{D1}^2`$ is a generalized angular momentum operator depending on D-1 angles with eigenvalues $`l(D+l2)`$ ; the angular momentum quantum number, $`l`$, is non-negative. Substituting these eigenvalues and introducing the radial Jacobian factor in a transformation of the wave function, $`\varphi (r)=r^{(D1)/2}\psi (r)`$, to eliminate the first derivative terms, we find

$`\{{\displaystyle \frac{\mathrm{}^2}{2m}}[{\displaystyle \frac{^2}{r^2}}{\displaystyle \frac{(D1)(D3)}{4r^2}}{\displaystyle \frac{l(D+l2)}{r^2}}]`$ (8)
$`+{\displaystyle \frac{1}{2}}m\omega ^2r^2+NU_3|\psi (𝐫)|^2\}\varphi (𝐫)=\mu \varphi (𝐫).`$ (9)
Finally, we make two sets of scalings to arrive at the NLSE in dimensionally scaled oscillator units. The first scaling is a purely dimensional scaling: $`r=\kappa ^2\stackrel{~}{r}`$, $`\stackrel{~}{\omega }=\kappa ^3\omega `$, $`\stackrel{~}{\mu }=\kappa ^2\mu `$, and $`\stackrel{~}{\psi }=\kappa ^D\psi `$, where $`\kappa =D+2l`$. The final scaling is to scaled oscillator units (denoted by bars): $`\stackrel{~}{r}=\stackrel{~}{a}_{ho}\overline{r}`$, $`\stackrel{~}{\mu }=\mathrm{}\stackrel{~}{\omega }\overline{\mu }`$, and $`\overline{\psi }=\stackrel{~}{a}_{ho}^{D/2}\stackrel{~}{\psi }`$, where $`\stackrel{~}{a}_{ho}=\sqrt{\mathrm{}/m\stackrel{~}{\omega }}`$. Combining these two scalings, we arrive at

$`\{{\displaystyle \frac{1}{2}}\delta ^2{\displaystyle \frac{^2}{\overline{r}^2}}+{\displaystyle \frac{14\delta +3\delta ^2}{8\overline{r}^2}}+{\displaystyle \frac{1}{2}}\overline{r}^2`$ (10)
$`+\overline{g}_D|\overline{\psi }(\overline{𝐫})|^2\}\overline{\varphi }(\overline{𝐫})=\overline{\mu }\overline{\varphi }(\overline{𝐫}),`$ (11)
where everything is now in dimensionally scaled oscillator units and $`\delta =1/\kappa `$. For the effective dimensions of primary interest in this study, the dimensionally scaled coupling constants are, for 3D, $`\overline{g}_3=g_3/\kappa ^{5/2}`$, where $`g_3=4\pi N_3a/a_{ho}`$ and $`N_3`$ is the number of condensate atoms; and for 2D, $`\overline{g}_2=g_2/\kappa ^2`$, where $`g_2=4\pi N_2a`$ and $`N_2`$ represents the number of atoms in the 2D condensate per unit length along the z-axis. The definition of $`N_2`$ makes $`g_2`$ dimensionless. For general D,

$$\overline{g}_D=\frac{4\pi N_Da}{\kappa ^{\frac{D+2}{2}}a_{ho}^{D2}},$$
(12)
making Eq. (11) valid for describing condensates in any effective dimension. In the next section, we describe a simple and accurate zeroth-order approximation to Eq. (11).

## V zeroth-order density

It has been pointed out by Schuck and Viñas  that the true TF limit ($`\mathrm{}0`$ as originally applied to the case of Fermi statistics ) is not equivalent to $`N\mathrm{}`$, and they show that the $`\mathrm{}0`$ TF limit for bosons does not neglect the kinetic energy for the ground state. The $`N\mathrm{}`$ TFA to the ground state is too harsh on the kinetic energy for a moderate number of atoms. A less harsh and nearly as simple approximation is the zeroth-order ($`\delta 0`$) approximation of Eq. (11). Unlike the ground-state $`N\mathrm{}`$ TFA, which neglects the entire kinetic energy, our zeroth-order approximation of the generalized GPE neglects the derivative part of the kinetic energy but retains a centrifugal term. For vortex states, one understands this term as being a centrifugal barrier due to quantized circulation, which pushes atoms away from the axis of rotation. This centrifugal barrier arises from the condensate phase: $`|S|^2`$ ($`\psi =\sqrt{\rho }e^{iS}`$, where $`\rho `$ is the condensate density and $`S`$ is the spatially dependent condensate phase; then the condensate velocity is given by $`𝐯=\frac{\mathrm{}}{m}S`$). For the ground state, this centrifugal term in the zeroth-order density has an alternate, quantum mechanical interpretation, which helps explain its good agreement with numerical calculations. We discuss this interpretation in Section VI.

The $`\delta 0`$ limit of the angular-dimensional perturbation parameter in Eq. (11) results in the following zeroth-order density in scaled oscillator units:

$$\rho (\overline{r})=|\overline{\psi }|^2=\frac{1}{\overline{g}_D}(\overline{\mu }\frac{1}{8\overline{r}^2}\frac{1}{2}\overline{r}^2),$$
(13)
for $`\overline{R}_o(\overline{\mu })\overline{r}\overline{R}_{max}(\overline{\mu })`$ and $`\rho =0`$ elsewhere. The normalization condition becomes

$$\mathrm{\Omega }(D)\underset{\overline{R}_o(\overline{\mu })}{\overset{\overline{R}_{max}(\overline{\mu })}{}}𝑑\overline{r}\overline{r}^{D1}|\overline{\psi }|^2=1,$$
(14)
where $`\mathrm{\Omega }(D)=2\pi ^{D/2}/\mathrm{\Gamma }(D/2)`$***As the GPE is nonlinear, one cannot treat excited-$`l`$ states (vortices) for $`D>2`$ radially symmetric traps in the usual manner of separating the wave function into radial and angular parts. Presently, however, vortices in 3D radially symmetric traps are not realized. Vortex states in a 2D isotropic trap do not pose a problem to theory because the spherical harmonic wave function acts as a phase factor. In 1D, the spherical harmonic wave function is a constant and, since there are no angles, one can think of $`l=0`$ and $`l=1`$ as even and odd parity states.. The $`\delta 0`$ limit can be thought of as a large-D or large-l limit.

Eq. (13) is valid where the density is non-negative. In addition to the $`N\mathrm{}`$ TF-like classical cutoff radius near the surface, $`\overline{R}_{max}`$, the centrifugal term requires that another cutoff be defined, $`\overline{R}_o`$, slightly removed from the origin, to satisfy the requirement that the density be non-negative. In terms of the chemical potential, the cutoff radii in scaled oscillator units are defined as

$`\overline{R}_o^2(\overline{\mu })=\overline{\mu }\sqrt{\overline{\mu }^2{\displaystyle \frac{1}{4}}}`$ (15)
$`and`$ (16)
$`\overline{R}_{max}^2(\overline{\mu })=\overline{\mu }+\sqrt{\overline{\mu }^2{\displaystyle \frac{1}{4}}}.`$ (17)
In regular oscillator units ($`a_{ho}`$),

$`R_o^2(\mu )=\mu \sqrt{\mu ^2{\displaystyle \frac{\kappa ^2}{4}}}`$ (18)
$`and`$ (19)
$`R_{max}^2(\mu )=\mu +\sqrt{\mu ^2{\displaystyle \frac{\kappa ^2}{4}}}.`$ (20)
Notice for the ground state in the strongly interacting regime that $`\mu 1`$ and the cutoff radii for the ground state become $`N\mathrm{}`$ TF-like: $`R_o0`$ and $`\mu R_{max}^2/2`$; the strongly interacting limit, or, equivalently, the $`N\mathrm{}`$ limit of our zeroth-order approximation collapses to the $`N\mathrm{}`$ TFA, as expected. (For finite N, as will be shown later, our zeroth-order approximation gives better agreement with the numerical solution of the GPE than the $`N\mathrm{}`$ TFA.) Using the integration limits defined in Eq. (17), along with the condensate density defined in Eq. (13), the normalization condition (Eq. 14) gives an equation for the zeroth-order chemical potential that is easily solved in any dimension. (See Section VII where this procedure is illustrated for two dimensions.)

Once the chemical potential is calculated, it is then used in Eq. (13) to complete the description of the zeroth-order wave function. One can then calculate the energy from

$`E/N`$ $`=`$ $`{\displaystyle d^D𝐫\left[\frac{\mathrm{}^2}{2m}|\psi |^2+\frac{1}{2}m\omega ^2r^2\psi ^2+\frac{g_D}{2}\psi ^4\right]}`$ (21)
$`=`$ $`E_{kin}/N+E_{ho}/N+E_{int}/N,`$ (22)
or in the zeroth-order approximation and scaled oscillator units,

$`\overline{E}/N`$ $``$ $`\mathrm{\Omega }(D){\displaystyle \underset{\overline{R}_o(\overline{\mu })}{\overset{\overline{R}_{max}(\overline{\mu })}{}}}\overline{r}^{D1}𝑑\overline{r}\left[{\displaystyle \frac{1}{8\overline{r}^2}}\overline{\psi }^2+{\displaystyle \frac{1}{2}}\overline{r}^2\overline{\psi }^2+{\displaystyle \frac{\overline{g}_D}{2}}\overline{\psi }^4\right]`$ (23)
$``$ $`\overline{E}_{kin}/N+\overline{E}_{ho}/N+\overline{E}_{int}/N.`$ (24)
## VI Ground state in three dimensions

The numerical effect of the centrifugal-like term in the zeroth-order approximation on the ground state of a stationary condensate is clear from Fig. 1, where we compare the numerical solution of the GPE chemical potential with our zeroth-order approximation and the $`N\mathrm{}`$ TFA for up to $`10,000`$ $`{}_{}{}^{87}Rb`$ atoms in a spherical trap. Our zeroth-order approximation is more accurate than the $`N\mathrm{}`$ TFA for all N, most notably for a moderate number of atoms. The accuracy of the zeroth-order approximation is comparable to boundary layer corrections: the zeroth-order approximation is slightly more accurate for small coupling constant, while boundary layer theory is slightly more accurate for larger coupling constant, but the difference between all three approximations becomes small for very large coupling constant.

The correct physical interpretation of this centrifugal-like term, as originally noted by Chatterjee, is that it is the component of the kinetic energy needed to satisfy the minimum uncertainty principle. The zeroth-order density includes a centrifugal term from the kinetic energy, which pushes the wave function away from the origin in the ground state as if there were a non-zero quantum of angular momentum; however, the $`1/r^2`$ contribution to the ground state density of a nonrotating cloud clearly is not due to any rotational motion of the cloud. This effect, which becomes less pronounced as N increases, is demonstrated in Figs. 2 and 3, which show the numerically calculated GPE ground-state non-Jacobian weighted wave function ($`\psi `$) along with our zeroth-order approximation and the $`N\mathrm{}`$ TFA.

The centrifugal-like term in the lowest order of dimensional perturbation theory ($`\delta 0`$) can be understood as arising from the requirement that the system’s uncertainty product be a minimum. Another way to see how a centrifugal term may arise in the ground state – this time within the $`N\mathrm{}`$ TFA – is by applying the Langer modification of WKB theory to the $`N\mathrm{}`$ TF density. For vortices, one may not neglect the entire kinetic energy in the $`N\mathrm{}`$ limit. A slightly more general $`N\mathrm{}`$ TF density than Eq. (3) that includes vortices is

$$\rho _{TF}(r)=|\psi |^2=\frac{1}{NU_3}(\mu _{TF}\frac{\mathrm{}^2\mathrm{\Lambda }^2}{2mr^2}\frac{1}{2}m\omega ^2r^2).$$
(25)
For a spherical trap, $`\mathrm{\Lambda }^2=l(l+1)`$, which reduces to the usual ground state $`N\mathrm{}`$ TF density for $`l=0`$, but using the Langer modification, where the correct asymptotic phase of the WKB wave function is obtained by the replacement $`l(l+1)(l+1/2)^2`$ in the centrifugal potential, a centrifugal barrier remains in the ground-state:

$$\rho _{TF}(r)|\psi |^2=\frac{1}{NU_3}(\mu _{TF}\frac{\mathrm{}^2}{8mr^2}\frac{1}{2}m\omega ^2r^2).$$
(26)
The dependence of our perturbation parameter on the angular momentum quantum number suggests that the zeroth-order density will be a good physical starting point for vortex states, which we explore in the next section for $`D=2`$. The remaining centrifugal term in our zeroth-order approximation is a lowest-order correction to the kinetic energy, which, for a moderate number of atoms, greatly improves the ground state approximation ($`l=0`$) over the $`N\mathrm{}`$ TFA. For a very large number of atoms, the contribution from the kinetic energy becomes very small, as can be seen by comparing the wave functions in Figs. 2 and 3, for $`N=10^4`$ and $`N=10^6`$ $`{}_{}{}^{87}Rb`$ atoms, respectively. As the number of atoms increases, our unphysical core becomes smaller than the healing length, eventually vanishing: our zeroth-order and the $`N\mathrm{}`$ TF wave functions become indistinguishable from the numerical solution for large N.

## VII Lower dimension

The $`\delta 0`$ density (Eq. 13) is well suited for describing condensates in the presence of a vortex, where the centrifugal term models the vortex core (see Fig. 4). In this section, we present explicit expressions for the $`D=2`$ ground-state and vortex states. In the angular-dimensional scaling of the GPE, one has considerable freedom in the choice of the scaling parameter, $`\delta =1/\kappa `$. In the previous section, we used $`\kappa =D+2l`$ or, for the ground state, $`\kappa =D`$. The choice $`\kappa =D+2l2`$ exactly reduces our expressions below for the chemical potential and energy to a two-dimensional $`N\mathrm{}`$ TFA that includes the leading contribution to the kinetic energy due to fluid motion of the condensate. Slightly improved agreement of the zeroth-order energy with the numerical solution of the 2D GPE for a wide range of mean-field coupling constant can be obtained by choosing $`\kappa =D+2l1`$, which changes the numerator in the centrifugal term of Eq. (11) to $`1\delta ^2`$. Zeroth order predictions show a small amount of variability with the choice of $`\kappa `$, but the results of higher order perturbation theory should not depend on the particular choice of $`\kappa `$.

Using Eqs.(13,14,17) for $`D=2`$, one finds that the scaled chemical potential satisfies

$$\frac{\overline{g}_2}{2\pi }=\frac{\overline{\mu }}{2}\sqrt{\overline{\mu }^2\frac{1}{4}}+\frac{1}{16}\mathrm{ln}\left(\frac{\overline{\mu }\sqrt{\overline{\mu }^2\frac{1}{4}}}{\overline{\mu }+\sqrt{\overline{\mu }^2\frac{1}{4}}}\right).$$
(27)
Recalling the earlier conversion relations leading to Eq. (11), the chemical potential, in regular oscillator units, satisfies

$$\frac{g_2}{2\pi }=\frac{\mu }{2}\sqrt{\mu ^2\frac{\kappa ^2}{4}}+\frac{\kappa ^2}{16}\mathrm{ln}\left(\frac{\mu \sqrt{\mu ^2\frac{\kappa ^2}{4}}}{\mu +\sqrt{\mu ^2\frac{\kappa ^2}{4}}}\right).$$
(28)
Solving Eq. (27) for the scaled zeroth-order chemical potential, $`\overline{\mu }`$, and using the resulting wave function, Eq. (13) and Eq. (24) give a simple analytical approximation for the 2D energy,

$$E=\frac{2\pi }{3g_2}\left(\mu ^2\frac{\kappa ^2}{4}\right)^{3/2},$$
(29)
where we have already converted to regular oscillator units. Eq. (28) and Eq. (29) for the chemical potential and energy per atom, respectively, are analagous to the results of the $`N\mathrm{}`$ TFA for vortices given in Ref. , which includes a kinetic energy term associated with the fluid motion that is encoded in the wave function’s phase. This similarity is due to the zeroth-order $`\delta 0`$ limit being a large angular momentum limit or, in the language of hydrodynamics, a large quantum of circulation limit. The zeroth-order approximation for $`D=2`$ results in a shifted TF-like energy spectrum, whose ground state approximation is, just as for $`D=3`$, more accurate than the $`N\mathrm{}`$ TFA for any coupling constant, most noticeably for smaller coupling. For the energy of a single charge vortex located at the center of the trap, the above expressions are more accurate than the unregulated $`N\mathrm{}`$ TFA in Ref.  for a moderately sized coupling constant, and slightly less accurate for very large coupling. For our zeroth-order approximation and $`N\mathrm{}`$ TFA, respectively, the relative errors in the first vortex state energy are $`0.56\%`$ and $`0.88\%`$ for $`g_2=1,000`$; and $`0.015\%`$ and $`0.012\%`$ for $`g_2=100,000`$.

## VIII Conclusions

We allow the effective dimensionality of the condensate to be a variable quantity, and we use the parameter $`\delta =1/\kappa `$ to scale the GPE in arbitrary dimension, where $`\kappa `$ depends on the effective dimensionality of the condensate and on the angular momentum quantum number. We have shown that our zeroth-order ($`\delta 0`$) limit of the Gross-Pitaevskii equation provides a less severe approximation of the kinetic energy than the $`N\mathrm{}`$ Thomas-Fermi approximation for the ground state, which neglects the entire kinetic energy. The zeroth-order ($`\delta 0`$) limit is a simple approximation that, in order to satisfy the minimum uncertainty principle, retains a kinetic energy contribution, rather than neglecting the entire KE, making it more accurate and flexible than the ground-state $`N\mathrm{}`$ TFA. As shown in Fig. 1, our zeroth-order approximation is more accurate than the $`N\mathrm{}`$ TFA for the chemical potential. This improvement is caused by the centrifugal-like term, which brings in the kinetic energy needed to satisfy the minimum uncertainty principle and which adds a needed outward push to the wave function. The accuracy of the zeroth-order approximation is comparable to the lowest order correction due to the boundary layer at the condensate surface. Improved accuracy for the ground state is most noticeable for a moderate number of atoms, the case in which the kinetic energy is most significant. For a sufficiently large number of atoms with positive scattering length, the kinetic energy becomes small for the ground state chemical potential, and the three approximations converge to the numerical solution of the GPE.

The core near the origin and the presence of the angular momentum quantum number, $`l`$, in the scaling parameter, $`\delta =1/\kappa `$, make the zeroth-order ($`\delta 0`$) density an especially good starting point for studying properties of vortices. The ground-state $`N\mathrm{}`$ TFA is unable to accommodate such states, but it can be extended to include vortices by introducing the gradient of the phase from the Laplacian . We expect higher order, finite-$`\delta `$ corrections to further refine the shape of our zeroth-order density for the ground state and vortex states.

We have shown that the dimensional scaling formalism is conducive to analysis of condensates of any dimension. We outlined how simple yet accurate approximations can be achieved for any effective D, and we demonstrated the improved numerical results for $`D=3`$. In addition to 3D BEC, the dimensional scaling formalism provides a useful analytical tool in the study of BEC in lower effective dimensionality. In future work, we plan to test the approximation presented here on other observables and states of BEC in D-dimensions, and we are extending the methods presented herein to D-dimensional cylindrical coordinates, where the anisotropy parameter is included explicitly for treatment of axially symmetric traps with arbitrary anisotropy.

###### Acknowledgements.

This research was supported by the Office of Naval Research Grant No. N00014-00-1-0576. We would like to thank Olen Boydstun, Michael Crescimanno, Martin Dunn, and Brett Esry for helpful discussions.


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# On a universal photonic tunnelling time

## I Introduction

In recent times, some photonic experiments - dealing with evanescent mode propagation have drawn some attention because of their intriguing results. All such experiments have measured the time required for the light to travel through a region in which only evanescent propagation occurs, according to classical Maxwell electrodynamic. If certain conditions are fulfilled (i.e. in the limit of opaque barriers), the obtained transit times are usually shorter than the corresponding ones for real (not evanescent) propagation through the same region. Due to the experimental setups, this has been correctly interpreted in terms of group velocities  greater than $`c`$ inside the considered region. Although there has been some confusion in the scientific community, leading also to several different definitions of the transit time , these results are not at odds with Einstein causality since, according to Sommerfeld and Brillouin , the front velocity rather than the group velocity is relevant for this. Waves which are solutions of the Maxwell equations always travel in vacuum with a front velocity equal to $`c`$ while, in certain conditions, their phase and group velocities can be different from $`c`$ . It is worthwhile to observe that the quoted experiments are carried out studying different phenomena (undersized waveguide, photonic bandgap, total internal reflection) and exploring different frequency ranges (from optical to microwave region).
The interest in such experiments is driven by the fact that evanescent mode propagation through a given region can be viewed as a photonic tunnelling effect through a “potential” barrier in that region. This has been shown, for example, in Ref.  using the formal analogy between the (classical) Helmholtz wave equation and the (quantum mechanical) Schrödinger equation (see also Ref. ). In this respect, the photonic experiments are very useful to study the question of tunnelling times, since experiments involving charged particle (e.g. electrons) are not yet sensible enough to measure transit times due to some technical difficulties .
From an experimental point of view, the transit time $`\tau `$ for a wave-packet propagating through a given region is measured as the interval between the arrival times of the signal envelope at the two ends of that region whose distance is $`D`$. In general, if the wave-packet has a group velocity $`v_g`$, this means that $`\tau =D/v_g`$. Since $`v_g=d\omega /dk`$ ($`k`$ wave-vector, $`\omega `$ angular frequency), then we can write :

$$\tau =\frac{d\varphi }{d\omega },$$
(1)
where $`d\varphi =Ddk`$ is the phase difference acquired by the packet in the considered region. The above argument works as well for matter particles in quantum mechanics, changing the role of angular frequency and wave-vector into the corresponding ones of energy and momentum through the Planck - de Broglie relations.
However, difficulties arise when we deal with tunnelling times, since inside a barrier region the wave-vector (or the momentum) is imaginary, and hence no group velocity can be defined. As a matter of fact, different definitions of tunnelling time exist. While we refer the read to the quoted literature , here we use the simple definition of phase time which coincides with Eq. (1). In fact, although $`v_g`$ seems meaningless in this case, nevertheless Eq. (1) is meaningful also for evanescent propagation. The adopted point of view takes advantage of the fact that experimental results - seem to confirm the definition of phase time for the tunnelling transit time.
Recently, Haibel and Nimtz  have noted that, regardless of the different phenomena studied, all experiments have measured photonic tunnelling times which are approximately equal to the reciprocal of the frequency of the radiation used in the given experiment. Such a “universal” behaviour is quite remarkable in view of the fact that, although photonic barrier traversal takes place in all the quoted experiments, nevertheless the boundary conditions are peculiar of each experiment.
In the present paper we carefully study the proposed universality starting from a common feature of tunnelling phenomena and, in the following section, derive a general expression for the transit (phase) time. Different experiments manifest themselves into different dispersion relations for the barrier region. We then analyze each peculiar experiment in Sects. III,IV,V and compare theoretical predictions with experimental observations. Finally, in Sect. VI, we discuss our results and give conclusions.
Note that, differently from other possible analysis (see, for example, the comparison with a photonic bandgap experiment in ), we deal with only tunnelling times, which have been directly observed, and not with velocities which, in the present case, are derived from transit times.

## II Phase time and dispersion relation

In this paper we study one-dimensional problems or, more in general, phenomena in which evanescent propagation takes place along one direction, say $`z`$. Let us then consider a particle or a wave-packet moving along the $`z`$-axis entering in a region $`[0,a]`$ with a potential barrier $`V(z)`$ or a refractive index $`n(z)`$, as depicted in Figure 1. The energy/frequency of the incident particle/wave is below the maximum of the potential or cutoff frequency. For all experiments we’ll consider, the barrier can be modelled as a square one, in which $`V(z)`$ or $`n(z)`$ is constant in regions I,II,III but different from one region to another. We also assume that $`V(z)`$ or $`n(z)`$ is equal in I and III and take this value as the reference one.

The propagation of the particle/wave through the barrier is described a by a scalar field $`\psi `$ representing the Schrödinger wave function in the particle case or some scalar component of the electric or magnetic field in the wave case. (The precise meaning of $`\psi `$ in the case of wave propagation depends on the particular phenomenon we consider. However, the aim of this paper is to show that a common background for all tunnelling phenomena exist). Given the formal analogy between the Schrödinger equation and the Helmholtz equation , , this function takes the following values in regions I,II,III, respectively:

$`\psi _I`$ $`=`$ $`e^{ikz}+Re^{ikz}`$ (2)
$`\psi _{II}`$ $`=`$ $`Ae^{\chi z}+Be^{\chi z}`$ (3)
$`\psi _{III}`$ $`=`$ $`Te^{ik(za)},`$ (4)
where $`k`$ and $`k_2=i\chi `$ are the wave-vectors ($`p=\mathrm{}k`$ is the momentum) in regions I (or III) and II, respectively. Note that we have suppressed the time dependent factor $`e^{i\omega t}`$. Obviously, the physical field is represented by a wave-packet with a given spectrum in $`\omega `$:

$$\psi (z,t)=𝑑\omega \eta (\omega )e^{i(kz\omega t)}.$$
(5)
where $`\eta (\omega )`$ is the envelope function. Keeping this in mind we use, however, for the sake of simplicity, the simple expressions in Eqs. (2), (3), (4). Furthermore, for the moment, we disregard the explicit expression fro $`k`$ and $`\chi `$ in terms of the angular frequency $`\omega `$ (or the relation between $`p`$ and $`E=\mathrm{}\omega `$). As well known, the coefficients $`R,T,A,B`$ can be calculated from the matching conditions at interfaces:

$`\psi _I(0)=\psi _{II}(0)`$ , $`\psi _{II}(a)=\psi _{III}(a)`$ (6)
$`\psi _I^{}(0)=\psi _{II}^{}(0)`$ , $`\psi _{II}^{}(a)=\psi _{III}^{}(a),`$ (7)
where the prime denotes differentiation with respect to $`z`$. Substituting Eqs. (2), (3), (4) into (6), (7) we are then able to find $`R,T,A,B`$ and thus the explicit expression for the function $`\psi `$. Here we focus only on the transmission coefficient $`T`$; its expression is as follows:

$$T=\left[1r^2e^{2\chi a}\right]^1\left(1r^2\right)e^{\chi a}$$
(8)
with:

$$r=\frac{\chi +ik}{\chi ik}.$$
(9)
The interesting limit is that of opaque barriers, in which $`\chi a1`$. All photonic tunnelling experiments have mainly dealt with this case, in which “superluminal” propagation is predicted . Taking this limit into Eq. (8) we have:

$$T\mathrm{\hspace{0.33em}2}\left[1i\frac{k^2\chi ^2}{2k\chi }\right]^1e^{\chi a}.$$
(10)
The quantity $`\varphi `$ in Eq. (1), relevant for the tunnelling time, is just the phase of $`T`$:

$$\varphi \mathrm{arctan}\frac{k^2\chi ^2}{2k\chi }.$$
(11)
The explicit evaluation of $`\tau `$ in Eq. (1) depends, clearly, from the dispersion relations $`k=k(\omega )`$ and $`\chi =\chi (\omega )`$. However, by substituting Eq. (11) into (1) we are able to write:

$$\tau =\mathrm{\hspace{0.33em}2}\left[1+\left(\frac{k}{\chi }\right)^2\right]^1\frac{d}{d\omega }\frac{k}{\chi },$$
(12)
showing that $`\tau `$ depends only on the ratio $`k/\chi `$. We can also obtain a particularly expressive relation by introducing the quantities:

$$\frac{k_1}{v_1}=k\frac{dk}{d\omega },\frac{k_2}{v_2}=\chi \frac{d\chi }{d\omega }.$$
(13)
In fact, in this case we get:

$$\tau =\frac{2}{\chi k}\left[\frac{\chi ^2}{k^2+\chi ^2}\frac{k_1}{v_1}+\frac{k^2}{k^2+\chi ^2}\frac{k_2}{v_2}\right].$$
(14)
Note that while $`k_1`$ and $`k_2`$ are the real or imaginary wave-vectors in regions I (or III) and II, $`v_1`$ and $`v_2`$ represent the “real” or “imaginary” group velocities in the same regions. Obviously, an imaginary group velocity (which is the case for $`v_2`$) has no physical meaning, but we stress that in the physical expression for the time $`\tau `$ in (14) only the ratio $`k_2/v_2`$ enters, which is a well-defined real quantity.
Equations (12) and (14) are very general ones (holding in the limit of opaque barriers): they apply to all tunnelling phenomena. It is nevertheless clear that peculiarities of a given experiment enter in $`\tau `$ only through the dispersion relations $`k=k(\omega )`$ and $`\chi =\chi (\omega )`$ or, better, $`k(\omega )/\chi (\omega )`$.
As an example of application of the obtained general formula, we here consider the case of tunnelling of non relativistic electrons with mass $`m`$ through a potential square barrier of height $`V_0`$. (In the next sections we then study in detail the three types of experiment already performed). The electron energy is $`E=\mathrm{}\omega `$ (with $`E<V_0`$) while the momenta involved in the problem are $`p=\mathrm{}k`$ and $`iq=\mathrm{}k_2=i\mathrm{}\chi `$. In this case, the dispersion relations read as follows:

$`k`$ $`=`$ $`\sqrt{{\displaystyle \frac{2m\omega }{\mathrm{}}}}`$ (15)
$`\chi `$ $`=`$ $`\sqrt{{\displaystyle \frac{2m(V_0\mathrm{}\omega )}{\mathrm{}^2}}}`$ (16)
and thus:

$$\frac{k}{\chi }=\sqrt{\frac{\mathrm{}\omega }{V_0\mathrm{}\omega }}.$$
(17)
By substituting into Eq. (12) we immediately find:

$$\tau =\frac{\mathrm{}}{\sqrt{E(V_0E)}}=\frac{1}{\mathrm{}}\frac{2m}{\chi k}.$$
(18)
## III Total internal reflection

The first photonic tunnelling phenomenon we consider is that of frustrated total internal reflection . This is a two-dimensional process, but tunnelling proceeds only in one direction. With reference to Figure 2, a light beam impinges from a dielectric medium (typically a prism) with index $`n_1`$ onto a slab with index $`n_2<n_1`$. If the incident angle is greater than the critical value $`\theta _c=\mathrm{arcsin}n_2/n_1`$, most of the beam is reflected while part of it tunnels through the slab and emerges in the second dielectric medium with index $`n_1`$. Note that wave-packets propagate along the $`x`$ direction, while tunnelling occurs in the $`z`$ direction.
The wave-vectors $`k_1,k_2`$ in regions I (or III) and II satisfy:

$`k_1^2`$ $`=`$ $`k_x^2+k^2`$ (19)
$`k_2^2`$ $`=`$ $`k_x^2\chi ^2,`$ (20)
where $`k_x`$ is the $`x`$ component of $`k_1`$ or $`k_2`$ and $`k,\chi `$ are as defined in the previous section. The dispersion relations in regions I (or III) and II are, respectively:

$`k_1`$ $`=`$ $`{\displaystyle \frac{\omega }{c}}n_1`$ (21)
$`k_2`$ $`=`$ $`{\displaystyle \frac{\omega }{c}}n_2.`$ (22)
These equations also define the introduced quantities:

$`v_1`$ $`=`$ $`{\displaystyle \frac{c}{n_1}}`$ (23)
$`v_2`$ $`=`$ $`{\displaystyle \frac{c}{n_2}}.`$ (24)
It is now very simple to obtain the tunnelling time in the opaque barrier limit for this process; in fact, by substituting Eqs. (21)-(24) into Eq. (14) we find:

$$\tau =\frac{1}{\omega }\frac{2k_x^2}{\chi k}.$$
(25)
Furthermore, using the obvious relations:

$`k_x`$ $`=`$ $`k_1\mathrm{sin}\theta ={\displaystyle \frac{\omega }{c}}n_1\mathrm{sin}\theta `$ (26)
$`k`$ $`=`$ $`k_1\mathrm{cos}\theta ={\displaystyle \frac{\omega }{c}}n_1\mathrm{cos}\theta `$ (27)
$`\chi `$ $`=`$ $`\sqrt{k_1^2\mathrm{sin}^2\theta k_2^2}={\displaystyle \frac{\omega }{c}}\sqrt{n_1^2\mathrm{sin}^2\theta n_2^2},`$ (28)
we finally get:

$$\tau =\frac{1}{\nu }\frac{n_1\mathrm{sin}^2\theta }{\pi \mathrm{cos}\theta \sqrt{n_1^2\mathrm{sin}^2\theta n_2^2}}.$$
(29)
This formula can be directly checked with experiments. However, we firstly observe the interesting feature of this expression which does satisfy the property pointed out by Haibel and Nimtz . In fact, the time $`\tau `$ in Eq. (29) is just given, apart from a numerical factor depending on the geometry and construction of the considered experiment, by the reciprocal of the frequency of the radiation used. In a certain sense, the numerical factor can be regarded as a “correction” factor to the “universality” property of Haibel and Nimtz.
Several experiments measuring the tunnelling time in the considered process have been performed .
In the experiment carried out by Balcou and Dutriaux , two fused silica prisms with $`n_1=1.403`$ and an air gap ($`n_2=1`$) are used. They employed a gaussian laser beam of wave-length $`3.39\mu m`$ with an incident angle $`\theta =45.5^o`$. Using these values into Eq. (29) we predict a tunnelling time of $`36.8fs`$, to be compared with the experimental result of about $`40fs`$. As we can see, the agreement is good and the “correction” factor in (29) is quite important for this to occur (compare with the Haibel and Nimtz prediction of $`11.3fs`$).
In the measurements by Mugnai, Ranfagni and Ronchi , the microwave region is explored, with a signal whose frequency is in the range $`9÷10GHz`$. They used two paraffin prisms ($`n_1=1.49`$) with an air gap ($`n_2=1`$), while the incidence angle is about $`60^o`$. For this experiment we predict a tunnelling time of $`87.2ps`$, while the experimental result is $`87\pm 7ps`$ ***Note that the value of $`134ps`$ used by Haibel and Nimtz refers to the gap filled with paraffin. In this case no tunnelling effect is present. We observe that also for this experiment the “correction” factor in (29) plays a crucial role for the tunnelling times.
Finally, we consider the recent experiment performed by Haibel and Nimtz  with a microwave radiation at $`\nu =8.45GHz`$ and two perspex prisms ($`n_1=1.605`$) separated by an air gap ($`n_2=1`$). For an incident angle of $`45^o`$, from (29) we predict $`\tau =80.8ps`$. The observed experimental result is, instead, $`117\pm 10ps`$. In this case, the agreement is not very good (while, dropping the “correction” factor, Haibel and Nimtz find a better agreement); probably this is due to the fact that the condition of opaque barrier is not completely fulfilled.

## IV Undersized waveguide

Let us now consider propagation through undersized rectangular waveguides as observed in . Also in this case, evanescent propagation proceeds along one direction (say $`z`$) and the results obtained in Sect. II may apply. With reference to Figure 3, a signal propagating inside a “large” waveguide at a certain point undergoes through a “smaller” waveguide for a given distance $`a`$. As well known , the signal propagation inside a waveguide is allowed only for frequencies higher than a typical value (cutoff frequency) depending on the geometry of the waveguide. In the considered setup, the two differently sized waveguides I (or III) and II have, then, different cutoff frequencies (the first one, $`\omega _1`$, is smaller than the second one, $`\omega _2`$), and we consider the propagation of a signal whose frequency (or range of frequencies) is larger than $`\omega _1`$ but smaller than $`\omega _2`$: $`\omega _1<\omega <\omega _2`$. In such a case, in the region $`0<z<a`$ only evanescent propagation is allowed and, thus, the undersized waveguide acts as a barrier for the photonic signal. With the same notation of Sect. II, the dispersion relations in the large and small waveguide are, respectively:

$`ck`$ $`=`$ $`\sqrt{\omega ^2\omega _1^2}`$ (30)
$`c\chi `$ $`=`$ $`\sqrt{\omega _2^2\omega ^2},`$ (31)
so that:

$$\frac{k}{\chi }=\sqrt{\frac{\omega ^2\omega _1^2}{\omega _2^2\omega ^2}},$$
(32)
By substituting this expression into Eq. (12), we immediately find the tunnelling time in the regime of opaque barrier ($`\chi a1`$):

$$\tau =\frac{1}{\nu }\frac{1}{\pi }\sqrt{\frac{\nu ^4}{(\nu ^2\nu _1^2)(\nu _2^2\nu ^2)}}.$$
(33)
On the contrary to what happens for tunnelling in total internal reflection setups, the coefficient of the term $`1/\nu `$ isn’t constant but depends itself on frequency. Thus, in the case of undersized waveguides, the assumed “universality” property of Haibel and Nimtz cannot apply in general; depending on the cutoff frequencies, it is only a partial approximate property for frequencies far way from the cutoff values (i.e. when the term in the square root does not strongly depend on $`\nu `$).
Let us now compare the prediction (33) with the experimental results obtained in . In the performed experiment we have microwave radiation along waveguides whose cutoff frequencies are $`\nu _1=6.56GHz`$ and $`\nu _2=9.49GHz`$, respectively. The radiation frequencies are around $`\nu =8.7GHz`$, so that tunnelling phenomena occur in the undersized waveguide. By substituting these values into Eq. (33), we predict a tunnelling time of $`128ps`$, confronting the observed time of about $`130ps`$.
As it is evident, also for an undersized waveguide setup the theory matches quite well with experiments. Note that, despite of the rich frequency dependence in Eq. (33), the Haibel and Nimtz property also works quite well (although some correction needs), since the central frequency value of the radiation used in the experiment is far enough from the cutoff values.

## V Photonic bandgap

The last phenomenon we consider is that of light propagation through photonic bandgap materials. The ideal setup is depicted in Figure 4. Light impinges on a succession of thin plane-parallel films composed of $`N`$ two-layer unit cells of thicknesses $`d_1,d_2`$ and constant, real refractive indices $`n_1,n_2`$, embedded into a medium of index $`n_0`$. It is known  that such a multilayer dielectric mirror possesses a (one-dimensional) “photonic bandgap”, that is a range of frequencies corresponding to pure imaginary values of the wave-vector. In practice, it is the optical analog of crystalline solids possessing bandgaps. Increasing the number of periods will result in an exponential increase of the reflectivity, and thus the opaque barrier condition can be fulfilled. In general, the study of electromagnetic properties of such materials is very complicated, and the dispersion relation we need to evaluate the phase time in the proposed formalism is quite involved for physical situations. This study was performed analytically in  where the dispersion relation (and other useful quantities) was derived starting from the complex transmission coefficient of the considered barrier. It is, then, quite a meaningless issue to get the tunnelling time from the dispersion relation obtained from the transmission coefficient, while it is easier to have directly the phase time $`\tau `$ from Eq. (1), where $`\varphi `$ is the phase of the complex transmission coefficient.

### A Quarter-wave stack

We first consider the relevant case in which each layer is designed so that the optical path is exactly $`1/4`$ of some reference wave-length $`\lambda _0`$: $`n_1d_1=n_2d_2=\lambda _0/4`$. In such a case, $`\lambda _0`$ corresponds to the midgap frequency $`\omega _0`$ ($`\lambda _0=2\pi c/\omega _0`$). This condition is fulfilled in the considered experiments . Finally, we further assume normal incidence of the light on the photonic bandgap material.
From  we then obtain the following expression for the transmission coefficient:

$$T=\left[\left(ACB\right)+iAD\right]^1,$$
(34)
where $`A,B,C,D`$ are real quantities given by:

$`A`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}N\beta }{\mathrm{sin}\beta }}`$ (35)
$`B`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(N1)\beta }{\mathrm{sin}\beta }}`$ (36)
$`C`$ $`=`$ $`a\mathrm{cos}{\displaystyle \frac{\pi \omega }{\omega _0}}+b`$ (37)
$`D`$ $`=`$ $`c\mathrm{sin}{\displaystyle \frac{\pi \omega }{\omega _0}}`$ (38)
$`a`$ $`=`$ $`{\displaystyle \frac{1r_{02}^2}{t_{02}t_{21}t_{12}}}`$ (39)
$`b`$ $`=`$ $`{\displaystyle \frac{r_{12}^2(r_{02}^21)}{t_{02}t_{21}t_{12}}}`$ (40)
$`c`$ $`=`$ $`{\displaystyle \frac{2r_{02}r_{12}r_{02}^21}{t_{02}t_{21}t_{12}}}`$ (41)
$`r_{ij}`$ $`=`$ $`{\displaystyle \frac{n_in_j}{n_i+n_j}}`$ (42)
$`t_{ij}`$ $`=`$ $`{\displaystyle \frac{2n_j}{n_i+n_j}}`$ (43)
$$\mathrm{sin}\beta =\frac{1}{t_{12}t_{21}}\sqrt{2r_{12}^2\left(\mathrm{cos}\frac{\pi \omega }{\omega _0}\mathrm{\hspace{0.17em}1}\right)+\mathrm{sin}^2\frac{\pi \omega }{\omega _0}}$$
(44)
($`i,j=1,2`$).The phase $`\varphi `$ of the transmission coefficient thus satisfies:

$$\mathrm{tan}\varphi =\frac{AD}{BAC}.$$
(45)
By substituting into Eq. (1), we finally get an analytic expression for the tunnelling time of light with frequency $`\nu `$ close to the midgap one $`\nu _0`$ for $`N`$ layers:

$$\tau =\frac{1}{\nu _0}\frac{1}{2}\frac{c\mathrm{sinh}N\theta }{\mathrm{sinh}(N1)\theta +(ba)\mathrm{sinh}N\theta },$$
(46)
where $`\theta `$ is simply obtained from:

$$\mathrm{sinh}\theta =\frac{1}{2}\left(\frac{n_2}{n_1}\frac{n_1}{n_2}\right).$$
(47)
Note that, although the tunnelling behaviour is quite different if the number of periods $`N`$ is an even or odd number (see, for example, ), the expression for the tunnelling time given in (46) (and also in (48)) is the same in both cases.
For future reference, we also report the appropriate formula for $`N=k+(1/2)`$ (integer $`k`$) multilayer dielectric mirrors. In practice, this models the case of a stratified medium whose structure has the form $`n_1n_2n_1n_2\mathrm{}n_1n_2n_1`$ (note, however, this is an approximation since, in general, $`d/2`$ is not equal to $`a`$). In such a case, Eq. (46) is just replaced by:

$$\tau =\frac{1}{\nu _0}\frac{1}{2}\frac{c\mathrm{cosh}N\theta }{\mathrm{cosh}(N1)\theta +(ba)\mathrm{cosh}N\theta },$$
(48)
Let us observe that, similarly to total internal reflection, at midgap the time $`\tau `$ in Eq. (46) or (48) is again given by the reciprocal of the frequency times a “correction” constant factor.
We now analyze experimental results  in the light of our theoretical speculations.
In the experiment performed by Steinberg, Kwiat and Chiao, the authors used a quarter-wave multilayer dielectric mirror with a $`(HL)^5H`$ structure with a total thickness of $`d=1.1\mu m`$ attached on one side of a substrate and immersed in air. Here, $`H`$ represents a titanium oxide film with $`n_1=2.22`$, while $`L`$ is a fused silica layer with $`n_2=1.41`$. Thus, we have approximately $`N=5+(1/2)`$. As incident light, they employed a wave-packet centred at a wave-length $`\lambda _0=702nm`$, corresponding to the midgap frequency $`\nu _0`$ of about $`427THz`$. By substituting these numbers in our formula (48) we predict a tunnelling time $`\tau =2.66fs`$, corresponding to a delay time $`\mathrm{\Delta }t`$, with respect to non tunnelling photons propagating at the speed of light the distance $`d`$, of $`1.01fs`$. This has to be compared with the experimental result of $`\mathrm{\Delta }t=(1.47\pm 0.2)fs`$. However, we point out that our analytical prediction is affected by two major approximations. The first one is, as already remarked, that the experimental sample is not really a $`5+(1/2)`$ periodic structure. A better approximation is achieved by using Eq. (46) with $`N=6`$ and subtracting the time required for travelling at the speed of light the quarter-wave thickness $`d_2=\lambda _0/4n_2`$. In this case we have $`\tau =2.02fs`$ or a delay time $`\mathrm{\Delta }t=1.65fs`$, which is in better agreement with the experimental result. Furthermore, in our analysis (leading to Eq, (46) or (48)) there is no room for considering an asymmetric structure (like the substrate-air one) in which the photonic bandgap material is embedded. This cannot be taken into account in an analytic framework, but has to be studied using numerical matrix transfer method which would give quite a good agreement with observations .
Finally, we consider the experiment carried out by Spielmann et al.  on alternated quarter-wave layers of fused silica $`L`$ and titanium dioxide $`H`$ having the structure of $`(substrate)(HL)^n(air)`$ with $`N=3,5,7,9,11`$. They used optical pulses of frequency $`375`$$`THz`$ corresponding to the midgap frequency of their photonic bandgap material. Obviously, increasing $`N`$ we have a better realization of opaque barrier condition. From Eq. (46) with $`N=11`$ (note, however, that for $`N5`$ the factor $`\mathrm{sinh}(N1)\theta /\mathrm{sinh}N\theta `$ is almost constant) we have a tunnelling time of $`2.98fs`$ to be compared with the observed value of about $`2.71fs`$. We address the fact that, apart the presence of the asymmetric substrate-air structure which introduces some approximation as discussed above, in the considered experiment the incidence of the light on the sample is not normal, being $`20^o`$ the angle between the axis of the sample and the beam propagation direction. In this case, the described computations are only approximated ones and, again, the exact result can be obtained only through numerical implementation. Nevertheless, also within the limits of our calculations, the agreement between theory and experiment is quite good.
A final comment regards the predictions of the “universality” property proposed by Haibel and Nimtz. Neglecting the “correction” factor in Eq. (46) would yield the values of $`\mathrm{\Delta }t=1.33fs`$ and $`\tau =2.67fs`$ for the delay time in the Steinberg, Kwiat and Chiao experiment and the transit time for the Spielmann et al. experiment, respectively. In both cases, the agreement with the observed values seems better than our approximated predictions, showing that the presence of an asymmetric substrate-air structure (and the non normal incidence in the second experiment) pushes up the “correction” factor in Eq. (46).

### B Distributed Bragg Reflector

We now relax the assumption of a quarter-wave stack $`n_1d_1=n_2d_2=\lambda _0/4`$ but, for simplicity, we consider only the case in which the photonic bandgap structure is embedded into a material whose refractive index $`n_0`$ is equal to that of one of the two layers of the periodic structure, that is $`n_0=n_2`$. We again assume normal incidence of the light on the photonic bandgap material. In this case the transmission coefficient $`T`$ and its phase $`\varphi `$ have the expressions as in (34) and (45), where $`A`$,$`B`$ are given by (35), (36) and :

$`C`$ $`=`$ $`a\mathrm{cos}\pi \mathrm{\Omega }_+\omega b\mathrm{cos}\pi \mathrm{\Omega }_{}\omega `$ (49)
$`D`$ $`=`$ $`a\mathrm{sin}\pi \mathrm{\Omega }_+\omega +b\mathrm{sin}\pi \mathrm{\Omega }_{}\omega `$ (50)
$$\mathrm{\Omega }_\pm =\frac{n_1d_1\pm n_2d_2}{c}$$
(51)
$$\mathrm{sin}\beta =\frac{1}{t_{12}t_{21}}\sqrt{P+Q+R}$$
(52)
$`P`$ $`=`$ $`r_{12}^4\mathrm{sin}^2\pi \mathrm{\Omega }_{}\omega `$ (53)
$`Q`$ $`=`$ $`2r_{12}^2\left(\mathrm{cos}\pi \mathrm{\Omega }_+\omega \mathrm{cos}\pi \mathrm{\Omega }_{}\omega \mathrm{\hspace{0.17em}1}\right)`$ (54)
$`R`$ $`=`$ $`\mathrm{sin}^2\pi \mathrm{\Omega }_+\omega `$ (55)
By substituting into Eq. (1) we obtain the tunnelling time relative to an $`N`$-layer structure:

$$\tau =\frac{1}{\nu }\frac{XY}{Z}$$
(56)
$`X`$ $`=`$ $`F\mathrm{sin}^2\beta \mathrm{cos}N\beta \mathrm{sin}N\beta `$ (57)
$`Y`$ $`=`$ $`G\left(\mathrm{cos}\beta \mathrm{cos}N\beta \mathrm{sin}N\beta N\mathrm{sin}\beta \right)`$ (58)
$`Z`$ $`=`$ $`2\mathrm{sin}\beta \left(D^2\mathrm{sin}^2N\beta +\mathrm{sin}^2\beta \mathrm{cos}^2N\beta \right)`$ (59)
$`F`$ $`=`$ $`a\mathrm{\Omega }_+\omega \mathrm{cos}\pi \mathrm{\Omega }_+\omega b\mathrm{\Omega }_{}\omega \mathrm{cos}\pi \mathrm{\Omega }_{}\omega `$ (60)
$`G`$ $`=`$ $`a^2\mathrm{\Omega }_+\omega \mathrm{sin}^2\pi \mathrm{\Omega }_+\omega +b^2\mathrm{\Omega }_{}\omega \mathrm{sin}^2\pi \mathrm{\Omega }_{}\omega +`$ (61)
$`\mathrm{\hspace{0.17em}2}ab(\mathrm{\Omega }_++\mathrm{\Omega }_{})\omega \mathrm{sin}\pi \mathrm{\Omega }_+\omega \mathrm{sin}^2\pi \mathrm{\Omega }_{}\omega `$ (62)
Note that, again, the formula above for $`\tau `$ holds both for even $`N`$ and for odd $`N`$.
The obtained expression for the tunnelling time can be directly tested by analyzing the experiment carried out by Mojahedi, Schamiloglu, Hegeler and Malloy . In this experiment the authors used a (1D) photonic crystal composed of 5 polycarbonate sheets with refractive index $`n_1=1.66`$ and thickness $`d_1=1.27cm`$ separated by regions of air $`n_2=1`$ with thickness $`d_2=4.1cm`$. The bandgap was tuned to the main frequency component ($`\nu =9.68GHz`$) of the incident microwave pulse. By measuring both the signal travelling through the photonic bandgap structure and the one propagating in free space, the authors found that the pulse undergoing tunnelling has a delay time $`\mathrm{\Delta }t=(440\pm 20)ps`$ with respect to the other signal. By using Eq. (56) with the above numbers we predict a tunnelling time of $`320ps`$ Such a result was also obtained in  using a formalism described in  which is different from the one proposed here., corresponding to a delay time of $`\mathrm{\Delta }t=438ps`$, which is in excellent agreement with the reported experimental result.
We point out that, in this case, the simple $`1/\nu `$ law proposed by Haibel and Nimtz does not work, since it would predict a tunnelling time $`\tau =103ps`$ or $`\mathrm{\Delta }t=655ps`$. This can be easily explained by looking at Eq. (56). In fact, we immediately recognize that the “correction” factor in this equation is strongly frequency-dependent and, for the frequency of the light used in the considered experiment, it is sensibly bigger than one.

## VI Conclusions

In this paper we have scrutinized the recently proposed  “universality” property of the photonic tunnelling time, according to which the barrier traversal time for photons propagating through an evanescent region is approximately given by the reciprocal of the photonic frequency, irrespective of the particular setup employed. To this end, the transit time in the relevant region, defined here as in Eq. (1), needs to be computed for the different explored phenomena, and in Sect. II we have given general expressions for this time in the opaque barrier limit. The peculiarities of a given photonic setup enter in these expression only through the dispersion relation relating the wave-vector and the frequency. More in detail, we have shown how the knowledge of the ratio between the wave-vectors in the barrier region and outside it, as a function of the photon frequency, is sufficient to evaluate the transit time $`\tau `$ in Eq. (12).
Several specific cases, corresponding to the different classes of experimentally investigated phenomena, have then been considered. In particular, in Sect. III we have studied light propagation in a setup in which the evanescent region is provided by total internal reflection, while in Sect. IV the propagation through undersized waveguides has been considered and, finally, in Sect. V the case of a photonic bandgap has been analyzed. The relevant results for the three mentioned phenomena are given in Eqs. (29), (33) and (46) or (56), respectively. As can be easily seen from these expressions, the frequency dependence of the tunnelling time for the cases of total internal reflection and quarter-wave photonic bandgap is just as predicted by the property outlined by Haibel and Nimtz , although we have derived a “correction” factor depending on the geometry and on the intrinsic properties of the sample (this factor is not far from unity). On the contrary, such a factor is frequency dependent for undersized waveguides and distributed Bragg reflectors, revealing a more rich dependence of $`\tau `$ on $`\nu `$ than the simple $`1/\nu `$ one (see Eq. (33)). We can then conclude that the “universality” property of Haibel and Nimtz is only an approximation, but it gives the right order of magnitude for the tunnelling time. This conclusion holds also for undersized waveguide propagation, provided that the photon frequency is far enough from the cutoff frequencies.

We have then calculated the tunnelling times for the different existing experiments and compared the theoretical values with the observed ones. Results are summarized in Table 1, where we also report the Haibel and Nimtz prediction $`1/\nu `$. From these we can see that, in general, the agreement of our prediction with the experimental values is satisfactory. As pointed out in the previous section, the calculations performed here for photonic bandgap materials assume some approximations in treating the complex sample, which are nevertheless required to obtain analytical expressions. Our prediction then suffer of this and, in the case in which the setup is designed to verify the quarter-wave condition $`n_1d_1=n_2d_2=\lambda _0/4`$, the simple $`1/\nu `$ rule fits better with experiments while, for general photonic bandgap structures, the tunnelling time displays a very complicated dependence on frequency. In this last case, as well as in all other non photonic bandgap experiments, the “correction” factor introduced in this paper is quite relevant for the agreement with observations to be good.

###### Acknowledgements.

The author is indebted with Prof. E. Recami for many fruitful discussions and useful informations about the subject of this paper and with an anonymous referee for having drawn his attention on the experiments in , . He also gratefully acknowledges Prof. A. Della Selva for discussions.


text:
# Chern-Simons Theories on Noncommutative Plane

\[

## Abstract

We investigate $`U(N)`$ Chern-Simons theories on noncommutative plane. We show that for the theories to be consistent quantum mechanically, the coefficient of the Chern-Simons term should be quantized $`\kappa =n/2\pi `$ with an integer $`n`$. This is a surprise for the $`U(1)`$ gauge theory. When uniform background charge density $`\rho _e`$ is present, the quantization rule changes to $`\kappa +\rho _e\theta =n/2\pi `$ with noncommutative parameter $`\theta `$. With the exact expression for the angular momentum, we argue in the $`U(1)`$ theory that charged particles in the symmetric phase carry fractional spin $`1/2n`$ and vortices in the broken phase carry half-integer or integer spin $`n/2`$.

\]

Recently there has been a considerable interest in the noncommutative gauge theories with Yang-Mills kinetic term . The Wilson loop line segments and the covariant position operators play a crucial role in defining the covariant semi-local densities . The energy momentum tensors are gauge covariant and so the issue of the gauge invariant local operator has been discussed in many directions.

The Chern-Simons gauge theories on noncommutative plane have been studied also recently . There was a claim that there is no need for the Chern-Simons coefficient in the noncommutative case .

In this letter, we show that the Chern-Simons coefficient should be quantized if the noncommutative $`U(N)`$ Chern-Simons theories are consistent quantum mechanically. This is true even for the $`U(1)`$ theory. One can also introduce an additional uniform charge as the background, in which case only a linear combination of the background charge and the Chern-Simons coefficient is quantized. We also find the conserved angular momentum and calculate it for any rotationally symmetric configuration. The result is identical to the commutative case, implying that the spin-statistics theorem holds even for the noncommutative field theories.

Recently Susskind  argued that the noncommutative version of the $`U(1)`$ Chern-Simons theory at level $`n`$ is exactly equivalent to the Laughlin theory of the filling fraction $`1/n`$. In this argument, the quantization of the Chern-Simons coefficient is essential. The present paper provides the proof of the quantization.

The noncommutative plane is defined by the coordinates $`(x,y)`$ satisfying the commutative relation

$$[x,y]=i\theta .$$
(1)
We choose $`\theta >0`$ without loss of generality. The Hilbert space of harmonic oscillator is defined by the annihilation and creation operators

$$a=\frac{x+iy}{\sqrt{2\theta }},\overline{a}=\frac{xiy}{\sqrt{2\theta }}$$
(2)
which satisfy $`[a,a^{}]=1`$. The space integration $`d^2x`$ becomes $`2\pi \theta \mathrm{Tr}`$.

For the $`U(N)`$ gauge group, the gauge field $`A(x)`$ is hermitian matrix valued operator on the noncommutative space. For simplicity, we just include a charged matter field $`\varphi (x)`$. The action for the theory is the sum of the Yang-Mills action, the Chern-Simons action, and the matter action. The Yang-Mills action is

$$S_{YM}=𝑑t\mathrm{\hspace{0.33em}2}\pi \theta \mathrm{Tr}\left(\frac{1}{4e^2}\mathrm{tr}F_{\mu \nu }F^{\mu \nu }\right),$$
(3)
where $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu i[A_\mu ,A_\nu ]`$. The small $`\mathrm{tr}`$ is over the $`N`$ by $`N`$ group indices. The Chern-Simons action  is

$$S_{CS}=𝑑t2\pi \theta \mathrm{Tr}\frac{\kappa }{2}ϵ^{\mu \nu \rho }\mathrm{tr}\left(A_\mu _\nu A_\rho \frac{2i}{3}A_\mu A_\nu A_\rho \right).$$
(4)
The matter action is

$$S_{matter}=𝑑t\mathrm{\hspace{0.33em}2}\pi \theta \mathrm{Tr}\mathrm{tr}\left(_\mu \varphi ^\mu \overline{\varphi }U(\varphi ,\overline{\varphi })\right),$$
(5)
where the covariant derivative is $`_\mu \varphi =(_\mu iA_\mu )\varphi `$.

Under the local $`U(N)`$ gauge transformation $`g=e^{i\mathrm{\Lambda }(x)}`$, the gauge field $`A_\mu `$ transforms as $`A_\mu (x)gA_\mu \overline{g}i_\mu g\overline{g},`$ and $`\varphi g\varphi `$. The Yang-Mills and matter actions are manifestly invariant under this transformation. However, the Chern-Simons action is not manifestly invariant. Rather its change is

$$\mathrm{\Delta }S_{CS}=i\pi \kappa \theta 𝑑t\mathrm{Tr}\mathrm{tr}ϵ^{\mu \nu \rho }_\mu (_\nu gA_\rho \overline{g})4\pi ^2\kappa 𝒩,$$
(6)
where

$$𝒩=\frac{1}{24\pi ^2}𝑑t\mathrm{\hspace{0.33em}2}\pi \theta \mathrm{Tr}\mathrm{tr}ϵ^{\mu \nu \rho }\left(\overline{g}_\mu g\overline{g}_\nu g\overline{g}_\rho g\right).$$
(7)
This quantity $`𝒩`$ is the analogue of the ‘topological number’ for the mapping from $`S^3SU(2)`$. As $`_ig=[\widehat{}_i,g]`$ with $`\widehat{}_i=\frac{i}{\theta }ϵ_{ij}x^j`$, the topological number becomes

$$𝒩(g)=\frac{i}{4\pi }𝑑t\mathrm{Tr}\mathrm{tr}\left(\overline{g}_tg[\overline{g}[a,g],\overline{g}[\overline{a},g]]\right).$$
(8)
As we make successive gauge transformations which go to the identity quickly at infinity, their topological numbers add up. Thus, we see that $`𝒩(g_1g_2)=𝒩(g_1)+𝒩(g_2)`$.

The gauge transformation is $`g(x)=e^{i\mathrm{\Lambda }(x)}`$ with a hermitian matrix valued function $`\mathrm{\Lambda }(x)`$. As $`\mathrm{\Lambda }`$ is hermitian also as an operator on the Hilbert space, we can find a unitary transformation $`U(x)`$ which diagonalize $`\mathrm{\Lambda }`$ and so $`g`$. That is $`g=Ue^{i\mathrm{\Lambda }_D}\overline{U}`$ with a diagonal $`\mathrm{\Lambda }_D`$. The topological charge would not change with this diagonalization. Thus we need to calculate the topological number for $`g=e^{i\mathrm{\Lambda }_D}`$. The general expression for the diagonal function $`\mathrm{\Lambda }_D(x)`$ is

$$\mathrm{\Lambda }_D(x)=\underset{l}{}\mathrm{diag}(f_{1l}(t),f_{2l}(t),\mathrm{},f_{Nl}(t))|ll|,$$
(9)
where $`f_{al}(t)`$ are the real functions of time only. The contribution of each diagonal element is independent and adds to the topological charge,

$$𝒩(g)=\frac{1}{2\pi }\underset{la}{}\left(f_{al}(\mathrm{})f_{al}(\mathrm{})\right).$$
(10)
For gauge transformations which go to the identity transformation at the spacetime infinity, $`f_{al}(t)`$ approaches $`2\pi \times (\mathrm{integer})`$ as $`t\pm \mathrm{}`$ and $`f_{al}(t)0`$ as $`l\mathrm{}`$. Thus the above topological charge should be integer even in the noncommutative $`U(1)`$ gauge theory.

The path integral amplitude for a given configuration is proportional to $`𝒜=e^{iS_{CS}},`$ which can change nontrivially under the gauge transformations which go to the identity at spacetime infinity. That change should be unity for the theory to be consistent,

$$e^{i\mathrm{\Delta }S_{CS}}=e^{i4\pi ^2\kappa 𝒩}=1,$$
(11)
for arbitrary integer $`𝒩`$. This consistency leads to the quantization rule

$$\kappa =\frac{n}{2\pi }$$
(12)
with an integer $`n`$. Thus the Chern-Simons coefficient should be quantized for the noncommutative $`U(N)`$ gauge theory. The parameter $`n`$ is also called the ‘level’ of the Chern-Simons term. This quantization rule is identical to that for the commutative theory with larger gauge group but is novel for the noncommutative $`U(1)`$ theory.

It seems that the gauge transformations considered above do not have the smooth limit when $`\theta 0`$. One can write the noncommutative version of more familiar map from $`R^3SU(2)`$ with nonzero wrapping. Define a generator of $`U(N)`$ group

$$\mathrm{\Theta }(z,\overline{z})=\overline{W}(\overline{z})\frac{1}{W\overline{W}}W(z)$$
(13)
with holomorphic $`N`$ dimensional row vector $`W(z)`$ whose components are polynomials of order $`l`$. Consider a gauge transformation $`g=e^{if(t)\mathrm{\Theta }(\mathrm{})}e^{if(t)\mathrm{\Theta }(z,\overline{z})}`$ with the boundary condition that $`f(\pm \mathrm{})=2\pi m_\pm `$ with integers $`m_\pm `$. This gauge transformation goes to the identity at spacetime boundary. This gauge transformation has the topological charge $`𝒩=(m_+m_{})l`$ and also a smooth $`\theta =0`$ limit. The expression (13) has a smooth $`\theta =0`$ limit except for the $`U(1)`$ theory. (When $`W`$ is antiholomorphic, one gets opposite topological number if $`W\overline{W}`$ is invertible.) A similar expression for the above gauge transformation appears also in the calculation of the topological number for noncommutative $`CP(N)`$ theories .

A different form of the Chern-Simons action can be obtained by using the covariant position operator

$$X^i=x^i+\theta ϵ_{ij}A_j.$$
(14)
These operators appear in the matrix interpretation of the noncommutative Yang-Mills term. The Chern-Simons term becomes

$$S_{CS}^{}=𝑑t\mathrm{\hspace{0.33em}2}\pi \theta \mathrm{Tr}\left\{\frac{\kappa }{2\theta ^2}\mathrm{tr}ϵ_{ij}_0X^iX^j\frac{\kappa }{\theta }\mathrm{tr}A_0\right\},$$
(15)
where $`_0X^i=_0X^ii[A_0,X^i]`$. This expression is possible only for the noncommutative gauge theory. The first term of the right side is manifestly gauge invariant. The second term is not gauge invariant. Under the local gauge transformation $`e^{i\mathrm{\Lambda }_D}`$, it changes identically as before, leading to the same quantization condition. The quantization of the coefficient of $`A_0`$ has appeared before. In the gauged dynamics of quantum mechanics with zero spatial dimension, the term linear in $`A_0`$ is a one-dimensional analogue of the three dimensional Chern-Simons term and the quantization of its coefficient in the $`U(1)`$ theory has been explored before . The reasons for the quantization in both cases are identical.

This gauge noninvariant term has been studied also in different context. The term proportional to $`A_0`$ is the background electric charge density. As explored in the Maxwell and Chern-Simons theories before , one can add an action which describes the effect of uniform background electric charge density. In the Chern-Simons theory, it can be translated to a uniform background magnetic field. The action is

$$S_{back}=𝑑t\mathrm{\hspace{0.33em}2}\pi \theta \mathrm{Tr}\left\{\rho _e\mathrm{tr}A_0\right\},$$
(16)
where $`\rho _e`$ is constant. This action is not gauge invariant, and looks identical to the last term for the alternative Chern-Simons action in the previous paragraph. Thus the gauge invariance implies the modification of the quantization rule (12) to

$$\kappa +\rho _e\theta =\frac{n}{2\pi }.$$
(17)
Only a linear combination of these two parameters is quantized.

The Chern-Simons theories can be used to describe anyons, or particles of fractional spin and statistics. The commutation relation (1) which defines the noncommutativity does not violate the translation and rotation symmetries. Thus, we expect that there exist corresponding conserved quantities. (See Ref.  for the previous discussion for these conserved quantities.) Under the rotation $`x^ix^i=x^i+\delta x^i`$ with $`\delta x^i=ϵ_{ij}x^j`$, the fields in the commutative theories transform as $`\delta \varphi (x)=\delta x^i_i\varphi `$ and $`\delta A_i(x)=ϵ_{ij}A_j\delta x^j_jA_i`$. Here we have dropped the infinitesimal parameter in the front of the variation. We can decompose the transformation of the fields into the gauge covariant one plus a pure gauge transformation . In the noncommutative field theories, one should be careful about the ordering of coordinates. Especially, with $`\varphi ^{}(x^{})=\varphi (x)`$ under the rotation, we notice that in the fourier expansion

$`\delta \varphi `$ $`=`$ $`{\displaystyle d^2p\varphi (p)\left(e^{i(x^i\delta x^i)p_i}e^{ix^ip_i}\right)}`$ (18)
$`=`$ $`{\displaystyle \frac{1}{2}}(\delta x^i_i\varphi +_i\varphi \delta x^i).`$ (19)
Here we have used the identity $`e^{i(x^i\delta x^i)p_i}=e^{i\delta x^ip_i/2}e^{ix^ip_i}e^{i\delta x^ip_i/2}`$ when $`\delta x^i`$ is linear in $`x^i`$. Thus, the generalization of the transformation to the noncommutative case is that the transformation $`\delta \varphi `$ and $`\delta A_i`$ is the sum of the covariant transformation

$`\delta _{cov}\varphi ={\displaystyle \frac{1}{2}}ϵ_{ij}\left(X^i_j\varphi +_j\varphi x^i\right),`$ (20)
$`\delta _{cov}A_i={\displaystyle \frac{1}{2}}(X^iF_{12}+F_{12}X^i),`$ (21)
plus a local gauge transformation $`\delta _{gauge}\varphi =i\mathrm{\Lambda }\varphi `$ and $`\delta _{gauge}A_i=_i\mathrm{\Lambda }`$ with

$$\mathrm{\Lambda }=\frac{1}{2}\left[ϵ_{ij}(x^iA_j+A_jx^i)+\theta A_i^2\right].$$
(22)
The above expression has the well defined commutative limit as $`\theta 0`$.

The Noether charge we are interested in is that for the covariant transformation $`\delta _{cov}=\delta \delta _{gauge}`$. While the action is invariant under $`\delta `$, the action under $`\delta _{gauge}`$ changes by a total time derivative term after the Gauss law is used. This is due to the Chern-Simons term and the background charge. The gauge invariant angular momentum is then

$`J=`$ $`2\pi \theta \mathrm{Tr}\mathrm{tr}\{{\displaystyle \frac{1}{e^2}}F_{0i}\delta _{cov}A_i+_0\varphi \delta _{cov}\overline{\varphi }+\delta _{cov}\varphi _0\overline{\varphi }`$ (24)
$`+{\displaystyle \frac{\rho _e}{2}}(X^i)^2F_{12}\}.`$
We have discarded gauge noninvariant boundary terms, which are related to the manifestly conserved current. This is the generalization of the angular momentum  to the noncommutative space. In the symmetric phase $`F_{12}`$ can have a uniform nonzero value in the symmetric phase, in which case this ground value should be substracted from the above expression. (See for detail in Ref. .)

To calculate the angular momentum of the various objects in the theory, let us focus on the $`U(1)`$ gauge theory without the Maxwell term nor the background charge. The angular momentum then has only the matter contribution. We are interested in finding the explicit angular momentum for an initial configuration of the gauge field and the Higgs field. We assume that the initial velocity or time derivative is zero, but there is nonzero $`A_0`$ to satisfy the Gauss law constraint. In addition we assume that the initial configuration is rotationally symmetric. The most general ansatz with the covariant position operators instead of the gauge field is then

$`\varphi (x)={\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}f_l|ll+\mu |,A_0(x)={\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}a_l|ll|,`$ (25)
$`Z=X+iY={\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}\sqrt{2\theta (l+1+k_l)}|ll+1|,`$ (26)
with real coefficients $`f_l,a_l,k_l`$. We call $`\mu `$ the vorticity of the Higgs field at origin. This can be positive or negative integer. In the negative case, the coefficients $`f_0,..,f_{|\mu |1}`$ vanish. When $`A_i=0`$, the coefficients $`k_l`$ vanish. For localized configurations the coefficient $`k_l`$ should converge to a finite value in the large $`l`$ limit. Also we choose $`k_1=0`$. As $`F_{12}=\frac{1}{\theta }+\frac{[Z,\overline{Z}]}{2\theta ^2}`$, the total magnetic flux $`\mathrm{\Psi }=2\pi \theta \mathrm{Tr}F_{12}`$ becomes

$$\mathrm{\Psi }=2\pi \underset{l\mathrm{}}{lim}k_l2\pi (\mu +\alpha ).$$
(27)
This limit can be positive or negative. Its analogue in the commutative theory is the expression for the magnetic flux as the line integration of the gauge field at the spatial infinity, $`\mathrm{\Psi }=_{\mathrm{}}𝑑l^iA_i`$. The Gauss law $`\kappa F_{12}\rho =0`$ where the charge density is $`\rho =i(_0\varphi \overline{\varphi }\varphi _0\overline{\varphi })`$ becomes

$$\frac{\kappa }{\theta }(k_lk_{l1})=2f_l^2a_l.$$
(28)
for all $`l`$. The conserved electric charge $`Q=2\pi \theta \mathrm{Tr}\rho =\kappa \mathrm{\Psi }`$ is

$$Q=2\pi \kappa (\mu +\alpha ).$$
(29)
In the symmetric phase, the electric charge is quantized in integer in quantum mechanics as the field is invariant under $`2\pi `$ phase rotation. A configuration without vorticity describes a collection of elementary particles. A single particle would have the values $`\mu =0`$ and $`\alpha =1/(2\pi \kappa )=1/n`$, and so its magnetic flux is fractional.

The angular momentum in the theory without the Maxwell term can be rewritten as

$`J=`$ $`i\pi \mathrm{Tr}\{(X^i)^2(_0\varphi \overline{\varphi }\varphi _0\overline{\varphi })`$ (31)
$`(_0\varphi (x^i)^2\overline{\varphi }\varphi (x^i)^2_0\overline{\varphi })\}.`$
The angular momentum for the rotationally symmetric ansatz becomes

$$J=\pi \kappa (\alpha ^2\mu ^2).$$
(32)
This expression is identical to one appeared in Ref. . When this result is combined with the quantization rule, the consequence is fascinating.

In the symmetric phase, our initial configuration is a generic one which may describe a q-ball with vortices in the middle. Many elementary particles could make q-balls. Elementary particle has charge quantized. In noncommutative theory, the charged matter field can carry only unit charge. Thus, the magnetic flux is fractional $`1/\kappa =2\pi /n`$. The spin of elementary particles and antiparticles with $`\alpha =\pm 1/2\pi \kappa `$ and $`\mu =0`$ is identical to

$$s_{particle}=\frac{1}{2n},$$
(33)
which has a fractional spin as $`n`$ is an integer. In the commutative case, their statistics comes from the Aharonov-Bohm phase. We expect that is true even in the noncommutative case.

In the broken phase, the scalar field has nonzero expectation value, $`lim_l\mathrm{}f_l=v`$. For finite energy configurations, the gradient energy $`_i\varphi _i\overline{\varphi }`$ should vanish quickly, which implies that $`k_l\mu `$ or $`\alpha =0`$. Then the magnetic flux is determined by the vorticity $`\mathrm{\Psi }=2\pi \mu `$ as in the commutative case. Elementary vortices and antivortices with $`\alpha =0,\mu =1`$ carry the spin

$$s_{vortex}=\frac{n}{2}.$$
(34)
Thus vortices in the broken phase can be fermions, bosons. The sign difference between the spin of elementary particles and that of vortices appears also in the commutative case. The statistics of vortices is expected to be due to the Aharonov-Bohm phase plus the Magnus phase, as in the commutative case .

We have shown that the Chern-Simons coefficient is quantized on noncommutative space. When the background charge is introduced, only a linear combination of the Chern-Simons coefficient is quantized. Furthermore, we argued that elementary particles in the symmetric phase can have fractional spin but vortices in the broken phase can be only fermions or bosons.

Acknowledgment

This work is supported in part by KOSEF 1998 Interdisciplinary Research Grant 98-07-02-07-01-5 (DB and KL) and by UOS Academic Research Grant (DB).

Note Added: Up on finishing this paper, a related paper  appeared in the hep-th.


text:
# 1 The use of structure functions to discriminate models

## 1 The use of structure functions to discriminate models

Financial markets display some common properties with fluid turbulence, and their fluctuations are often characterized as being “turbulent”. Indeed, as for fluid turbulent fluctuations, financial fluctuations display intermittency at all scales. In fluid turbulence, a cascade of energy flux is known to occur from the large scale of injection to the small scales of dissipation. Since the 1980’s, this cascade is mainly modeled by multiplicative cascades,1 generically leading to multifractal fields.2,3

In finance, the picture of a cascade of information flowing from large-scale investors to small scale ones has been proposed,4-6 and several authors showed empirically that the fluctuations of various financial time series possess multifractal statistics.6-9 This corresponds to abandoning the classical Brownian motion picture, and even all other models based on additive processes: fractionnal Brownian motion, Lévy and truncated Lévy processes. Here we show how structure function analysis is a simple yet powerful tool in comparing the different models.

Assuming statistical time translational invariance, the structure functios $`S^{(q)}(\tau )`$, i.e. the statistical moments of the increment of the Foreign Exchange rate $`X(t)`$ will depend only on the time lag $`\tau `$, and according to a power law if the process is scaling:

$$S^{(q)}(\tau )=<|X(t+\tau )X(t)|^q>S^{(q)}(T)\left(\frac{\tau }{T}\right)^{\zeta (q)}$$
(0.1)
where $`T`$ is the fixed largest time scale of the system, $`<.>`$ denotes statistical average (for non-overlapping increments of length $`\tau `$), $`q`$ is the order of the moment (we take here $`q>0`$), and $`\zeta (q)`$ is the scale invariant structure function exponent. Structure function analysis corresponds in fact to studying “generalized” average volatilities at scale $`\tau `$, since only moments of order $`1`$ or $`2`$ are usually used to define the volatility. Furthermore, the present analysis consists in analysing this generalized volatility for all time scales.

The average of the fluctuations correspond to $`q=1`$, and $`H=\zeta (1)`$ is the so-called “Hurst” exponent characterizing the scaling non-conservation of the mean. The second moment is linked to the slope $`\beta `$ of the Fourier power spectrum: $`\beta =1+\zeta (2)`$. The main property of a multifractal processes is that it is characterized by a nonlinear $`\zeta (q)`$ function.10 This function is convex, being proportionnal to the second Laplace characteristic function of the generator of the cascade.1,3 Multifractals are the generic result of multiplicative cascades. A continuous-scale limit of such processes leads to the family of log-infinitely divisible distributions, among which are the universal multifractals,1 which have a normal or Levy generator, and for which:

$$\zeta (q)=qH\frac{C_1}{\alpha 1}(q^\alpha q)$$
(0.2)
where $`C_1d`$ is an intermittency parameter, $`d`$ is the dimension of the space (here thus $`d=1`$) and $`0<\alpha 2`$ is the basic parameter which characterizes the process; $`\alpha =2`$ corresponds to the log-normal distribution (a normal generator).

On the other hand, additive models correspond to a linear or bilinear $`\zeta (q)`$. Indeed, for Brownian motion (Bm) $`\zeta (q)=q/2`$, and for fractionnal Brownian motion (fBm) $`\zeta (q)=qH`$, for a fractionnal integration of order $`H+1/2`$ of a Gaussian noise. Thus a purely linear $`\zeta (q)`$ function indicates Bm or fBm. We showed numerically in Ref.6 that several ARCH and GARCH models quickly converge to giving $`\zeta (q)=q/2`$. We obtained also a bilinear expression for the quite popular Lévy-stable and truncated Lévy-stable processes11-13: $`\zeta (q)=qH`$ for$`q<1/H`$ and $`=1`$ for $`q1/H`$, where $`H=1/\alpha `$, and $`\alpha `$ is the Lévy index ($`0\alpha 2`$). For $`q1/H`$ the above expression is valid for one realization; when the number of realization increases, because of the divergence of moments of order $`\alpha `$ of Lévy processes, $`\zeta (q)`$ diverges (but its estimate on finite samples is always finite1,3).

It is important to note that multiplicative cascades generically produce also hyperbolic tails leading to divergence of moments of order $`q_D`$ which could be larger than $`2`$,1 whereas additive processes are bounded to $`q_D<2`$. Equation (1.2) is a nonlinear behaviour obtained for $`qq_D`$, whereas for $`q>q_D`$, $`\zeta (q)`$ is linear, with a slope depending on the number of realizations studied.2

## 2 Multifractal data analysis: an example

We show here as a case study the analysis of a daily US Dollar/French Franc exchange rate from 1 January 1979 to 30 November 1993. This corresponds to 3680 data points, and a scaling of nearly three orders of magnitude (but the analysis of intraday data showed that the scaling of the financial fluctuations can go from several minutes to several years).

In Fig. 1a we show the structure functions in log-log plot for different orders of moments. The straight lines show that the scaling of Eq.(1) is very well respected; we repeated this for moments up to $`4.0`$, with a $`0.1`$ increment; only for moments larger than about $`4.0`$, the scaling begins to be broken because of the insufficient amount of data analyzed. The resulting $`\zeta (q)`$ function is shown in Fig. 1b: there is a clear nonlinearity; we also directly estimated the scaling exponent of the nonlinear term $`\tau ^{qH}/<(\mathrm{\Delta }X_\tau )^q>`$, which is a convex function plotted on the same graph. We obtain the following values for several currencies (slightly different values for each currency were obtained, but nevertheless in each case the resulting $`\zeta (q)`$ function was nonlinear): $`H=.58\pm 0.03`$ and $`\zeta (2)=1.06\pm 0.05`$, and using specific analysis techniques, $`C_1=.05\pm .03`$ and $`\alpha =1.5\pm .3`$. We also obtained $`q_D=3.0\pm .5`$, a value which is confirmed by an analysis on a much larger dataset.14 This seems to indicate that, in general, FX data are characterized by multifractal processes with a hyperbolic slope of 3; a structure function analysis does indeed display a nonlinear curve up to the third order moment, and then a straight line with a slope linear in $`\mathrm{ln}N`$, where $`N`$ is the number of datapoints used for the statistical estimates.6

The main application of this new approach is predictability: past and present values of the time series can be exploited in order to provide an optimal forecast. This contradicts the Efficient Market Hypothesis, which relies on memoryless models. As with all symmetry principles, in the absence of specific, strong scale breaking mechanisms, we must assume that the scaling is unbroken and that the small empirical deviations are due to poor statistics. The observed nonlinearity of $`\zeta (q)`$ thus demonstrates that it is multifractal. Nevertheless, proposals have been made to either intentionally15 or inadvertently16 drop the scaling assumption and consider complex transient (”cross-over”) regimes of models which are only monoscaling in the limit. However, let us emphasis that this corresponds to come back to a non-scaling framework, and by consequence to face many theoretical and practical difficulties.

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