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# A Space of Cyclohedra

## 1. Introduction

Introduced in algebraic geometry, the moduli space $`_0^n`$ of Riemann spheres with $`n`$ labeled punctures has become a central object in mathematical physics. There is a natural compactification $`\overline{}_0^n`$ of this space whose importance was emphasized by Grothendieck in his famous *Esquisse d’un programme* . It plays a crucial role in the theory of Gromov-Witten invariants and symplectic geometry, also appearing in the work of Kontsevich on quantum cohomology, and closely related to the operads of homotopy theory. The real points $`\overline{}{}_{0}{}^{n}()`$ of this space, the set of points fixed under complex conjugation, will provide our inspiration.

A beautiful fact about $`\overline{}{}_{0}{}^{n}()`$ is its tiling by convex polytopes known as associahedra . This paper is motivated in part by Rodica Simion who asked the author whether there is an analogous space tiled by the cyclohedron polytope. We show the existence of such a space, which we denote as $`\overline{𝒵}^n`$, describing it in terms of compactifications of configuration spaces. One remarkable feature is that $`\overline{𝒵}^n`$ is a $`K(\pi ,1)`$ space (it is aspherical).

There are two approaches taken to construct this space: One is local, coming from gluing copies of polytopes, giving a combinatorial feel to the problem. The second is a global perspective, in terms of blow-ups of certain hyperplane arrangements. The importance of $`\overline{𝒵}^n`$ comes from its cyclohedral tessellation. This polytope first appears in the work of Bott and Taubes who introduce it in the context of non-perturbative link invariants \[3, §1\]. It continues to show up in different areas of mathematical physics and especially knot theory .

## 2. Tiling by Associahedra

### 2.1.

Detailed ideas behind the motivating example of $`\overline{}{}_{0}{}^{n}()`$ and its tessellation by the associahedron are given in . But for the uninitiated, we present a quick review, highlighting the key points which will allow us to compare and contrast the cyclohedral space constructed in the next section. We first give the classic construction.

###### Definition 2.1.1.

The associahedron $`K_n`$ is a convex polytope of dimension $`n2`$ with codimension $`k`$ faces corresponding to using $`k`$ sets of meaningful bracketings on $`n`$ variables.

Stasheff originally defined the associahedron for use in homotopy theory in connection with associativity properties of $`H`$-spaces \[23, §2\]. He was able to show sphericity, describing it as the face poset of a CW-ball. It was given a realization as a convex polytope originally by Milnor (unpublished), and later by Lee  and Haiman (unpublished). There is an alternate definition which we will base our work on, with Figure 1 showing an example of the relationship:

###### Definition 2.1.2.

The associahedron $`K_n`$ is a convex polytope of dim $`n2`$ with codim $`k`$ faces corresponding to using $`k`$ sets of non-intersecting diagonals111Mention of diagonals will henceforth mean non-intersecting ones. on an $`(n+1)`$-gon.

### 2.2.

We define the compactified moduli space $`\overline{}_0^n`$ of Riemann punctures. Although this variety is defined over the integers, we look at the real points:

###### Definition 2.2.1.

The space $`\overline{}{}_{0}{}^{n}()`$ is the Deligne-Knudsen-Mumford compactification of the configurations of $`n`$ labeled points on $`^1`$ quotiented by the action of $`\mathrm{Gl}_2()`$. That is,

$$\overline{}{}_{0}{}^{n}()=\overline{\mathrm{Config}^n(^1)/\mathrm{Gl}_2()}.$$

Since $`\mathrm{Gl}_2()`$ is three-dimensional, $`\overline{}{}_{0}{}^{n}()`$ is a manifold of dimension $`n3`$. The moduli space is a point when $`n=3`$ and $`^1`$ when $`n=4`$. For $`n>4`$, these spaces become non-orientable, getting extremely complicated as $`n`$ increases.

To understand how the associahedron tiles $`\overline{}{}_{0}{}^{n}()`$, the idea of compactification needs to be explored. Think of configurations of $`n`$ points on an $`m`$-manifold (in our case, this space is $`^1`$), where points are allowed to move but not to touch. Compactifying allows the points to collide and a system is introduced to record the directions points arrive at the collision. In the celebrated work of Fulton and MacPherson , this method is brought to rigor in the algebro-geometric context.222Fulton-MacPherson is over the complex, but for our purposes the reals are more relevant. As points collide, they land on a screen, viewed as $`^m`$, which is identified with the point of collision.333These projective spheres have been dubbed bubbles, and the compactification process as bubbling (see  for details). Now these points on the screen are themselves allowed to move and collide, landing on higher level screens. However, they are free up to an action of $`\mathrm{Gl}_{m+1}()`$, the affine automorphism on each screen. Kontsevich describes the process in terms of a magnifying glass: On a particular level, only a configuration of points is noticeable; but one can zoom-in on a particular point and peer into its screen, seeing the space of the collided points.

The compactification of $`_0^n()`$ comes from Deligne-Knudsen-Mumford, closely related to the Fulton-MacPherson method. There are roughly two distinctions: The base space of configurations and the bubbles from collisions are both $`^1`$ with $`\mathrm{Gl}_2()`$ acting on them, making them indistinguishable. As points collide, the result is a new bubble fused to the old at the point of collision, where the collided points are now on the new bubble. Figure 2a illustrates one such example; one cannot tell on which $`^1`$ the bubbling began.

The second difference is that each bubble needs to have a minimum of three marked points. The reason for this is due to the stability condition coming from Geometric Invariant Theory \[20, §8\]. GIT gives a natural compactification of the space of genus zero algebraic curves which are stable in the sense of having only finitely many automorphisms; that is, the curves cannot have just two distinguished points.

### 2.3.

The duality presented in Figure 2 shows the relation between compactified space of points on the $`^1`$ bubbles and polygons with non-intersecting diagonals. Roughly, the $`n`$ points on a bubble correspond to an $`n`$-gon, with levels of collisions between the points giving rise to diagonals. It naturally follows that $`K_{n1}`$ appears in $`\overline{}{}_{0}{}^{n}()`$, where the tessellation by copies of associahedra comes from dealing not just with points on bubbles, but labeled points. In other words, by keeping track of possible labelings, we find $`\overline{}{}_{0}{}^{n}()`$ to be tiled by exactly $`\frac{1}{2}(n1)!`$ copies of $`K_{n1}`$: Although there are $`n!`$ possible ways of labeling the sides of an $`n`$-gon, since the dihedral group $`D_n`$ (of order $`2n`$) is in $`\mathrm{Gl}_2()`$, each associahedral domain of $`\overline{}{}_{0}{}^{n}()`$ corresponds, in some sense, to a labeled $`n`$-gon up to rotation and reflection. The idea behind how these associahedra glue together becomes fundamentally combinatorial.

###### Definition 2.3.1.

The twist of a polygon $`G`$ along a diagonal $`d`$, denoted by $`_d(G)`$, is the polygon obtained by separating $`G`$ along $`d`$, ‘twisting’ (reflecting) one of the pieces, and gluing them back (Figure 3). It does not matter which piece is twisted since the two results are identified by an action of $`\mathrm{Gl}_2()`$.

###### Theorem 2.3.2.

\[10, §4\] Two polygons $`G_1,G_2`$ with labeled sides, representing codim $`k`$ faces of associahedra, are identified in $`\overline{}{}_{0}{}^{n}()`$ if there exist diagonals $`d_1,\mathrm{},d_r`$ of $`G_1`$ such that

$$(_{d_1}\mathrm{}_{d_r})(G_1)=G_2.$$

Indeed, this shows how copies of associahedron glue together to form the moduli space. Since a codim $`k`$ face of $`K_n`$ has $`k`$ diagonals, then $`2^k`$ distinct associahedra meet at the face in the tessellation. Figure 4 demonstrates $`\overline{}{}_{0}{}^{4}()`$ tiled by three labeled $`K_3`$’s. The cross-ratio is a homeomorphism from $`\overline{}{}_{0}{}^{4}()`$ to $`^1`$, identifying three of the four points with $`0,1,`$ and $`\mathrm{}`$. The final point moves between the three fixed ones (interiors of $`K_3`$’s) or collides with them (endpoints where associahedra glue together).

## 3. Tiling by Cyclohedra

### 3.1.

The cyclohedron $`W_n`$ was originally manifested in the work of Bott and Taubes and later given its name by Stasheff. The reason for a similar name is due to its construction which closely mimics $`K_n`$.

###### Definition 3.1.1.

The cyclohedron $`W_n`$ is a convex polytope of dim $`n1`$ with codim $`k`$ faces corresponding to using $`k`$ sets of meaningful bracketings on $`n`$ variables arranged on a circle.

As it is for $`K_n`$, it would be natural to expect an alternate definition in terms of dissected polygons. It was the clever idea of Simion to come up with one. She formulates it in terms of centrally symmetric polygons with even numbers of sides. Henceforth, any mention of a (non-intersecting) diagonal on such a $`2n`$-gon will either mean a pair of centrally symmetric diagonals or the diameter of the polygon.

###### Definition 3.1.2.

The cyclohedron $`W_n`$ is a convex polytope of dim $`n1`$ with codim $`k`$ faces corresponding to using $`k`$ sets of non-intersecting diagonals on a $`2n`$-gon.

Figure 5 shows an example of the two descriptions of $`W_3`$. Note a crucial difference between $`K_n`$ and $`W_n`$: For the codim one faces of the associahedron, we do not place brackets around all $`n`$ variables. In contrast, the cyclohedron allows this since one can distinguish the cyclic manner in which the $`n`$ variables are combined. This fact plays a role in the compactification defined below.

### 3.2.

Before moving to understand the space of cyclohedra, it is worthwhile to explore its properties. It was noted by Stasheff \[23, §2\] that the boundaries of $`K_n`$ can be identified with products of lower dimensional associahedra. He makes a similar observation for $`W_n`$.

###### Proposition 3.2.1.

\[24, §4\] Faces of cyclohedra are products of lower dimensional cyclohedra and associahedra. In particular, given $`W_n`$ where $`k1+n_i=n`$, there are various inclusions of the form

$$W_k\times K_{n_1}\times \mathrm{}K_{n_k}W_n.$$

###### Example 3.2.2.

Since $`W_5`$ is a four-dimensional polytope, we look at its possible top dim (codim one) faces. They are given by the different ways of placing a diagonal in a $`10`$-gon. Figure 6 illustrates the four possible cases. The far left is the product $`W_4\times K_2`$. Since $`K_2`$ is simply a point, the result is $`W_4`$ itself. The middle figures show $`W_3\times K_3`$ and $`W_2\times K_4`$, where on one hand the line segment is $`K_3`$ and on the other $`W_2`$. The last possible type is $`W_1\times K_5`$, which is simply $`K_5`$.

###### Remark.

For the associahedron, it is well known that the inclusions of lower dimensional faces form the structure maps of an operad . However, Stasheff and Markl show that the inclusion maps above give the collection $`\{W_n\}`$ a right module operad structure \[19, §2\].

###### Remark.

The inclusion $`K_nW_n`$ coming from the proposition above shows associahedra as faces of the cyclohedron. A. Tonks has constructed an explicit map $`W_nK_{n+1}`$ between polytopes of the same dimension, in the spirit of his map from the permutohedron $`P_n`$ to $`K_{n+1}`$ . It is also noteworthy to point out a similar insight discovered by A. Ulyanov, where he shows associahedra gluing together to form the cyclohedron.

###### Proposition 3.2.3.

 The cyclohedron $`W_n`$ is made up of $`n`$ copies of $`K_{n+1}`$.

For example, the line segment $`W_2`$ is made up of two $`K_3`$ line segments with a pair of end points identified. Figure 7 shows the example of how $`W_4`$ can be constructed using four copies of $`K_5`$.

### 3.3.

The original definition of $`W_n`$ describes it in terms of a compactified configuration space of unlabeled points . However, by adding labels, we go from one polytope to a space tiled by copies of it.

###### Definition 3.3.1.

The moduli space $`\overline{𝒵}^n`$ is a real Fulton-MacPherson444Bott and Taubes use the Axelrod-Singer compactification , which is the differential geometric version of Fulton-MacPherson differing by a $`_2`$ quotient at the blow-ups. compactification of the configurations of $`n`$ labeled points on $`S^1`$ quotiented by the action of $`S^1`$. That is,

$$\overline{𝒵}{}_{}{}^{n}=\overline{\mathrm{Config}^n(S^1)/S^1}.$$

The manifold $`\overline{𝒵}^n`$ has dimension $`n1`$ and is without boundary. It is a point when $`n=1`$ and $`S^1`$ when $`n=2`$. As we will show, it becomes non-orientable for $`n>2`$. Recall the difference in compactifications noted in §2.2. The moduli space we have defined using the Fulton-MacPherson method distinguishes the basespace $`S^1`$ from the bubbles $`^1`$ coming from collisions. We keep track of this information by shading in the circle corresponding to the base space, shown in Figure 8, along with its duality in terms of $`2n`$-gons with centrally symmetric diagonals. It naturally demonstrates the appearance of $`W_n`$ as its fundamental domain. Note that whenever points collide, this is represented as drawing a diagonal and its symmetric counterpart.

One might ask why a $`2n`$-gon is needed in the case of $`\overline{𝒵}^n`$. The reason is due to the group action on the configuration space. Since the symmetric group $`𝕊_3`$ is in $`\mathrm{Gl}_2()`$, this allows us to fix three out of the $`n`$ points allowed to move on any of the bubbles in $`\overline{}{}_{0}{}^{n}()`$. In terms of polygon duals, we are guaranteed at least a triangle. For $`\overline{𝒵}^n`$, although there is still an action of $`\mathrm{Gl}_2()`$ on the bubbles, the base space only has $`S^1`$ acting on it. To help visualize the properties in terms of polygons, we double the sides of the base space (giving a $`2n`$-gon) and take care of the bubblings by adding centrally symmetric diagonals to the polygon.

### 3.4.

It was the combinatorial construction of $`\overline{}{}_{0}{}^{n}()`$ using the twist operation \[10, §3\] which prompted Simion to wonder about a space of cyclohedra. Although we use her Definition 3.1.2 of the cyclohedron, our results are independent of her work. We mimic the idea above to show how cyclohedra glue together. The twist of a $`2n`$-gon $`G`$ along a (pair of centrally symmetric) diagonal $`d`$, denoted by $`_d(G)`$, is the polygon obtained by separating $`G`$ along $`d`$, ‘twisting’ (reflecting) both pieces symmetrically, and gluing them back (Figure 9). Context will make it clear whether twist is being performed on an $`n`$-gon or a symmetric $`2n`$-gon.

We develop the combinatorial formation of $`\overline{𝒵}^n`$ as follows: Label the edges of a $`2n`$-gon with $`\{1,2,\mathrm{},n\}`$ such that the antipodal edge has the same label. There will be $`n!`$ such possible labelings. However, since $`\overline{𝒵}^n`$ is defined modulo the action of $`S^1`$, two such labeled polygons are identified by a rotational action, yielding $`(n1)!`$ distinct labeled polygons. We obtain the following:

###### Theorem 3.4.1.

The space $`\overline{𝒵}^n`$ is tiled by $`(n1)!`$ copies of $`W_n`$. Two centrally symmetric labeled $`2n`$-gons $`G_1,G_2`$ with $`k`$ sets of diagonals (representing codim $`k`$ faces of cyclohedra) are identified in $`\overline{𝒵}^n`$ if there exist diagonals $`d_1,\mathrm{},d_r`$ of $`G_1`$ such that

$$(_{d_1}\mathrm{}_{d_r})(G_1)=G_2.$$

The proof of is an immediate consequence of the argument given in \[10, §3.1\]. Roughly, since $`\mathrm{Gl}_2()`$ acts on each bubble and since $`D_n\mathrm{Gl}_2()`$, there is a reflection (twisting in terms of polygon duals) allowed enabling polytopes to be identified. Figure 10 demonstrates the construction of $`\overline{𝒵}^2`$ from one copy of $`W_2`$ to form $`S^1`$. Figure 16b shows the gluing of two $`W_3`$ hexagons resulting in $`\overline{𝒵}^3`$.

###### Remark.

Faces of the associahedron are decomposed into the categories of dimension, type, and class, where they are used to better understand the structure of $`\overline{}{}_{0}{}^{n}()`$ (see  for definitions and details). For example, the enumeration of faces with respect to dimension leads to the Euler characteristic of $`\overline{}{}_{0}{}^{n}()`$. Using methods and results from , the initiated reader could easily carry out similar combinatorial calculations for the cyclohedron to further describe properties of $`\overline{𝒵}^n`$.

###### Remark.

The classical $`A_{\mathrm{}}`$ operad is defined from the associahedron. The map

$$K_n\times 𝕊_n\stackrel{~}{}_0^{n+1}(),$$

where $`\stackrel{~}{}_0^{n+1}()`$ is the double cover with one point marked with a tangent direction, enables us to define a cyclic operad of mosaics, having $`\overline{}{}_{0}{}^{n}()`$ as its underlying space \[10, §2\]. Although algebras over the $`A_{\mathrm{}}`$ operad are not commutative, those over the mosaic operad in some sense are, defining a class of coherently homotopy associative commutative algebras. Similarly, the module operadic structure of $`W_n`$ transfers to $`\overline{𝒵}^n`$ with additional cyclic properties coming from the surjection

$$W_n\times 𝕊_{n1}\overline{𝒵}^n$$

given by the twist operation.

## 4. Coxeter Groups and Blow-Ups

### 4.1.

In light of understanding the global structure of these moduli spaces, the relationship between Coxeter groups and the polytopes $`K_n`$ and $`W_n`$ is introduced. We begin by looking at certain hyperplane arrangements and refer the reader to Brown  for any underlying terminology.

###### Definition 4.1.1.

For a Euclidean space $`V`$, a linear hyperplane is a subspace $`HV`$ of codim one passing through the origin. A finite reflection group $`W`$ is a finite group of linear transformations of $`V`$ generated by reflections over a set of linear hyperplanes.

Let $`V^n^{n+1}`$ be the hyperplane defined by $`\mathrm{\Sigma }x_i=0`$ and $`W=𝕊_{n+1}`$. Then $`W`$ is generated by transpositions acting as orthogonal reflections across the hyperplanes $`x_i=x_j`$. The collection of such hyperplanes forms the braid arrangement. Let $`𝕊V^n`$ and $`V^n`$ respectively be the sphere and the projective space in $`V^n`$; that is, $`V^n`$ is isomorphic to $`^{n1}`$. Note that the braid arrangement gives $`V^n`$ a CW-cellular decomposition into $`\frac{1}{2}(n+1)!`$ open simplices. Figure 11 depicts the $`n=3`$ case.

###### Definition 4.1.2.

For a linear subspace $`XY`$, we blow-up $`Y`$ along $`X`$ by removing $`X`$, replacing it with the sphere bundle associated to the normal bundle of $`XY`$, and then projectifying the bundle.

Blow-ups are the tools used by the compactification, keeping records of directions in which the colliding points approach $`X`$. A general collection of blow-ups is usually non-commutative in nature; in other words, the order in which spaces are blown up is important. For a given arrangement, De Concini and Procesi  establish the existence (and uniqueness) of a minimal building set, a collection of subspaces for which blow-ups commute for a given dimension, and for which the resulting manifold has only normal crossings. For the braid arrangement, we use a combinatorially equivalent definition given in \[10, §4.1\].

###### Definition 4.1.3.

A codim $`k`$ minimal element $`𝔪_k`$ of the minimal building set of $`V^n`$ is a subspace where $`\left(\genfrac{}{}{0pt}{}{k+1}{2}\right)`$ hyperplanes of the braid arrangement intersect.

It is due to M. Kapranov that the connection between blowing up the braid arrangement and the moduli space $`\overline{}{}_{0}{}^{n}()`$ is made. An intuition for it comes from the definition of the braid arrangement, Theorem 2.3.2, and the construction of the associahedron using truncations.

###### Theorem 4.1.4.

\[16, §4.3\] The iterated blow-up of $`V^n`$ along the cells $`\{𝔪_k\}`$ in increasing order of dimension yields $`\overline{}{}_{0}{}^{n+2}()`$.

###### Example 4.1.5.

Figure 12 shows $`V^3`$ before and after blowing up. The minimal elements of codim two turn out to be the points of triple intersection; blowing up along these components yield hexagons with antipodal identifications. The diagram on the left has $`^2`$ tiled by twelve simplices; the one on the right after blow-ups is the connected sum of five projective planes, tiled by twelve $`K_4`$ pentagons.

###### Remark.

The diagram shown in Figure 12b is first found in the work of Brahana and Coble in $`1926`$ \[5, §1\], relating to possibilities of maps with twelve five-sided countries.

### 4.2.

As demonstrated, blowing up minimal elements of arrangements has a local consequence of truncating the simplex to construct the associahedron. This is best understood in light of Coxeter groups. The Coxeter (or Weyl) group of type $`A_n`$ is the symmetric group $`𝕊_{n+1}`$; moreover, it is the full symmetry group of the $`(n+1)`$-simplex, coming from representing the simplex as a convex linear combination of vectors. The Coxeter diagram of $`A_n`$

$$\mathrm{}$$

with $`n`$ nodes gives a presentation by $`n`$ transpositions $`\{s_i\}`$, with the relations $`(s_i,s_{i+1})^3=1`$ for adjacent generators and $`(s_i,s_j)^2=1`$ otherwise. From the braid arrangement, we can identify the nodes of the Coxeter diagram of $`A_n`$ with the top dim faces of the $`(n1)`$-simplex.

###### Proposition 4.2.1.

Truncating the faces of the simplex which correspond to connected subdiagrams of the Coxeter diagram of $`A_n`$ in increasing order of dimension results in $`K_{n+1}`$.

The proof follows immediately from the construction of $`K_n`$ given in \[10, §5.4\]. Lee \[18, §3\] also obtains this using a sequence of stellar subdivisions on the polar dual to the associahedron. Figure 13 shows an example of the $`3`$-simplex, with the initial truncation of vertices and then of edges, resulting in $`K_5`$.

### 4.3.

We now show the moduli space $`\overline{𝒵}^n`$ as an affine analogue of $`\overline{}{}_{0}{}^{n}()`$. Let $`\stackrel{~}{A}_n`$ denote the affine root system of type $`A_n`$ (see Bourbaki  for details). The Coxeter diagram of $`\stackrel{~}{A}_n`$ is $`n`$ vertices arranged on a circle. Its Coxeter group is the semi-direct product

$$\stackrel{~}{𝕊}_n=^{n1}𝕊_n,$$

where the $`n`$ generators (transpositions) satisfy $`(s_i,s_j)^3=1`$ when adjacent on the diagram, and commute otherwise. Let the nodes on the Coxeter diagram of $`\stackrel{~}{A}_n`$ correspond to the top dimensional faces of the $`(n1)`$-simplex.

###### Proposition 4.3.1.

Truncating the faces of the simplex which correspond to connected subdiagrams of $`\stackrel{~}{A}_n`$ in increasing order of dimension results in $`W_n`$.

The proof of the statement follows from the construction of $`W_n`$ given in \[24, Appendix B\]. Figure 14 shows an example from $`\stackrel{~}{A}_4`$, with the initial truncation of vertices and then of edges, resulting in $`W_4`$.

In terms of hyperplane arrangements, we move from spherical geometry coming from linear hyperplanes to Euclidean geometry arising from affine hyperplanes.

###### Definition 4.3.2.

An affine hyperplane of $`V`$ is a subset of the form $`x+H`$, where $`xV`$ and $`H`$ is a linear hyperplane of $`V`$. An affine reflection group $`W`$ is a locally finite group of affine isometries of $`V`$ generated by reflections over a set of affine hyperplanes.

We follow the construction given in Brown \[6, §6.1\]. Let $`V^n^n`$ be the hyperplane defined by $`\mathrm{\Sigma }x_i=0`$. The affine braid arrangement is the set of affine hyperplanes in $`V^n`$ of the form $`x_i=x_j+k`$, where $`k`$, having $`\stackrel{~}{𝕊}_n`$ as its affine reflection group. This arrangement gives $`V^n`$ a CW-cellular decomposition into an infinite collection of open $`(n1)`$-simplices. Figure 15 gives the example when $`n=3`$ generated by the reflections $`\{(12),(23),(13)\}`$.

Previously, we looked to the projective sphere $`V^n`$ to give a compact space. In the affine case, the natural candidate is the quotient $`𝕃V^n=V^n/^{n1}`$, which is homeomorphic to the $`(n1)`$-torus tiled by $`(n1)!`$ simplices. The shaded region in Figure 15, after quotienting, yields the two-torus $`𝕃V^3`$. By changing the fundamental domain (Figure 15b), we see the braid arrangement $`A_2`$ naturally appearing in $`\stackrel{~}{A}_3`$. The affine braid arrangement also has a combinatorial notion of minimal building set: A codim $`k`$ minimal element $`𝔪^k`$ of the minimal building set of $`𝕃V^n`$ is a subspace where $`\left(\genfrac{}{}{0pt}{}{k+1}{2}\right)`$ hyperplanes intersect.

###### Theorem 4.3.3.

The iterated blow-up of $`𝕃V^n`$ along the cells $`\{𝔪^k\}`$ in increasing order of dimension yields $`\overline{𝒵}^n`$.

###### Proof.

We show the moduli space $`\overline{𝒵}^n`$ as the minimal blow-up of the Coxeter group $`\stackrel{~}{A}_n`$ modulo the action of $`^{n1}`$ inside the translation subgroup. Note that there are $`(n1)!`$ simplices in $`𝕃V^n`$, each with a particular ordering given by the hyperplanes. It follows from Proposition 4.3.1 that the iterated blow-ups of $`𝕃V^n`$ do indeed give a tiling by cyclohedra $`W_n`$. The affine braid arrangement is simply a way of keeping track of all the gluings defined by the twisting operation in a global setting. Adjacent polytopes can be accessed by crossing a hyperplane ($`x_i=x_j`$) or an intersection of hyperplanes, thereby permuting their labelings. Indeed, our notation of labeled polygons with twisting of diagonals mimics the information found in the hyperplane arrangement. ∎

###### Example 4.3.4.

Figure 16a shows the result after blowing up the minimal elements of $`𝕃V^3`$. We see a tiling by the hexagons $`W_3`$, illustrated in detail on the right of the figure. The resulting manifold $`\overline{𝒵}^3`$ is homeomorphic to $`^2\mathrm{\#}^2\mathrm{\#}^2`$.

### 4.4.

Our motivation in further analyzing $`\overline{𝒵}^n`$ comes from some observations in Figure 16. The minimal point after blow-up becomes a hexagon with antipodal identification. This is essentially a triangle, which can be seen as $`\overline{}{}_{0}{}^{4}()`$ shown in Figure 4b. Note also that the three lines on $`𝕃V^3`$ become line segments with endpoint identifications in $`\overline{𝒵}^3`$, which is seen from Figure 10 as three copies of $`\overline{𝒵}^2`$. In general, we observe the following:

###### Theorem 4.4.1.

In $`\overline{𝒵}^n`$, there are $`\left(\genfrac{}{}{0pt}{}{n}{k+1}\right)`$ copies of $`\overline{}{}_{0}{}^{k+2}()\times \overline{𝒵}^{nk}`$.

###### Proof.

We show that the blow-up of a minimal element $`𝔪_k𝕃V^n`$ results in $`\overline{}{}_{0}{}^{k+2}()\times \overline{𝒵}^{nk}`$. From the combinatorics of the affine braid arrangement, it is not hard to see that each $`𝔪_k`$ corresponds to a choice of $`k+1`$ elements from the set $`\{1,\mathrm{},n\}`$. Choose an arbitrary minimal cell and assign it such a choice, say $`\{p_1,\mathrm{},p_{k+1}\}`$. We view this as a centrally symmetric $`2n`$-gon having a diagonal partitioning it into a pair of $`k+1`$ symmetrically labeled sides $`\{p_1,\mathrm{},p_{k+1}\}`$, with the sides of the central polygon using the remaining labels. Note the correspondence of this dissected $`2n`$-gon to the product $`K_{k+1}\times W_{nk}`$. As this minimal cell is blown-up, we see $`(k+1)!`$ different ways in which the labels can be arranged on the non-central polygons. However, since twisting is allowed along the diagonals, we get $`\frac{1}{2}(k+1)!`$ different labelings, each corresponding to a $`K_{k+1}`$. Indeed, this is exactly how one gets $`\overline{}{}_{0}{}^{k+2}()`$, with the associahedra glued as defined above. Therefore, a fixed labeling of the central polygon gives $`\overline{}{}_{0}{}^{k+2}()\times W_{nk}`$, while allowing all possible labelings gives the result. ∎

###### Example 4.4.2.

We move to the $`n=4`$ case to further illustrate the theorem above. The left most drawing of Figure 17 shows the fundamental cube tiling $`^3`$ with hyperplane cuts. Blowing up the minimal point (codim three) and then the codim two elements yield the middle and the right hand pictures. The space $`\overline{𝒵}^4`$ is shown to be tiled by $`3!`$ copies of $`W_4`$. Notice the vertex of the cube (identified to form the $`3`$-torus) becomes $`\overline{}{}_{0}{}^{5}()`$ after blow-ups, tiled by twelve pentagons. The minimal lines become triangular tori, that is, $`\overline{}{}_{0}{}^{4}()\times \overline{𝒵}^2`$. The faces of the cube can be seen to form the $`2`$-torus with blow-ups, resulting in $`\overline{𝒵}^3`$ tiled by two $`W_3`$ hexagons.

## 5. Some Observations

### 5.1.

We have shown the cyclohedron to be the $`\stackrel{~}{A}_n`$ affine analogue of the associahedron. However, Simion thought of it as a type $`B_n`$ associahedron.555By taking minimal blow-ups coming from the hyperoctahedral root system of type $`B_n`$, we would still arrive at the associahedron, not the cyclohedron. The reasoning behind this is explained by looking at the combinatorial question that motivated her. We thank V. Reiner for helpful insights into his work .

###### Definition 5.1.1.

A $`k`$-partition separates $`\{1,\mathrm{},n\}`$ into disjoint sets $`B_1,\mathrm{},B_k`$. A partition is non-crossing if for elements $`x_1,x_2B_i`$ and $`y_1,y_2B_j`$ such that $`x_1<y_1<x_2<y_2`$, then $`i=j`$. Let $`NC(n,k)`$ be the number of non-crossing $`k`$-partitions of $`\{1,\mathrm{},n\}`$.

The $`f`$-vector $`\{f_i\}`$ of a polytope $`P`$ is a combinatorial invariant, where $`f_k(P)`$ equals the number of $`k`$-dimensional faces. Another method of encapsulating this information is by the $`h`$-vector $`\{h_i\}`$ (see  for details). Denoting $`K_n^{}`$ as the combinatorial dual of the associahedron, the following remarkable equivalence exists:

$$NC(n,nk)=h_k(K_{n+1}^{}).$$

The poset of partitions of $`\{1,\mathrm{},n\}`$ is isomorphic to the lattice of intersection subspaces for the type $`A_n`$ braid arrangement. For example, a partition $`\{1,2,4\}\{3,5\}`$ corresponds to the intersection subspace of $`x_1=x_2=x_4`$ and $`x_3=x_5`$. Similarly, by replacing the set with $`\{1,\mathrm{},n,\overline{1},\mathrm{},\overline{n}\}`$, we can consider the hyperoctahedral hyperplane arrangement for type $`B_n`$. The barring is an involution denoting the sign change coming from the hyperplanes $`x_i=\pm x_j`$.

###### Definition 5.1.2.

A $`k_B`$-partition separates $`\{1,\mathrm{},n,\overline{1},\mathrm{},\overline{n}\}`$ into disjoint sets $`B_0,B_1,\mathrm{},B_k,\overline{B}_1,\mathrm{},\overline{B}_k`$, where $`\overline{B}_i=\{\overline{x}|xB_i\}`$ and $`B_i=\overline{B}_i`$ only when $`i=0`$.

Let $`NC_B(n,k)`$ be the number of non-crossing $`k_B`$-partitions of $`\{1,\mathrm{},n,\overline{1},\mathrm{},\overline{n}\}`$. Simion was able to show that the cyclohedron satisfies the equality:

$$NC_B(n,nk)=h_k(W_{n+1}^{}).$$

###### Remark.

Combinatorially, Simion was able to construct a space tiled by eight copies of $`W_3`$ hexagons, using the twist operation defined in . We now see that she had arrived at the four-fold cover of $`\overline{𝒵}^3`$ (in Figure 15, choose a region four times that of the shaded one). By labeling the antipodal sides of the polygons with $`i`$ and $`\overline{i}`$, a $`2^n`$-fold cover of the moduli space $`\overline{𝒵}^n`$ is created.

###### Remark.

Burgiel and Reiner  discuss two more type $`B_n`$ analogues of the associahedron, both being different from the cyclohedron.

### 5.2.

The cyclohedron made its debut in knot theory implicitly through the work on Kontsevich  and explicitly by Bott-Taubes. The imbedding $`S^1^3`$ defining a knot induces a map onto their compactified $`n`$ point configuration spaces, thereby introducing $`W_n`$. Roughly, one then ‘carefully’ integrates certain pullbacks of volume forms on $`S^2`$ using the inclusion $`S^1^3S^2`$; for a good topological understanding, see the work of D. Thurston .

The cyclohedron also appears in the work of Bar-Natan in a different setting \[2, §4\]. He gives a combinatorial approach of sketching some relations that arise in computing certain Kontsevich-KZ invariants coming from braids and chord diagrams (note that chord diagrams come from $`2n`$ marked points on $`S^1`$ with pairwise identification). He introduces a multitude of relations and their corresponding polytopal structures, including Kapranov’s permutoassociahedron $`KP_n`$ and $`W_n`$.

### 5.3.

Davis, Januszkiewicz, and Scott show the minimal blow-ups of certain hyperplane arrangements to be $`K(\pi ,1)`$ spaces \[8, §5\]. In other words, the homotopy properties of these spaces are completely encapsulated in their fundamental groups. The crucial result motivating their work comes from Gromov , where he relates nonpositive curvature of manifolds to flag complexes. For our purposes, we get the following striking fact:

###### Theorem 5.3.1.

The moduli spaces $`\overline{}{}_{0}{}^{n}()`$ and $`\overline{𝒵}^n`$ are aspherical.

There is a close similarity between the fundamental group of $`\overline{}{}_{0}{}^{n}()`$ and the braid group, described from a combinatorial viewpoint in \[10, §6\]. Recall that the Artin group of $`A_n`$ is the classic braid group on $`n+1`$ strings between points on an interval (Figure 18a) or on a circle (Figure 18b); simply cut the circles open and lay the strings flat to obtain an isomorphism. The affine analog of classical braids is the Artin group of $`\stackrel{~}{A}_n`$; this can be presented as braids on $`n+1`$ strands restricted to a cylindrical shell. The latter diagrams in Figure 18 show two distinct elements of the $`\stackrel{~}{A}_2`$ braid group. There is a parallel between these cylinder braids and the fundamental group of $`\overline{𝒵}^n`$, with notably deeper relations to knot invariants and the cyclohedron.

### 5.4.

It seems quite natural to generalize what we have done. The motivation for the real moduli space of points $`\overline{}{}_{0}{}^{n}()`$ comes from its complex counterpart $`\overline{}_0^n`$. The importance of $`\overline{}_0^n`$ can be seen, for example, as being a fundamental building block in the theory of Gromov-Witten invariants, among numerous other appearances in literature. A reasonable candidate for the complex analogue for $`\overline{𝒵}^n`$ could be:

$$\overline{𝒵}{}_{}{}^{n}()=\overline{\mathrm{Config}^n(S^2)/SO(3)}.$$

Again, we would like to know the role this space would play in mathematical physics and algebraic geometry. Similarly, we can generalize by mimicking the construction to other Coxeter groups. Much has been done in terms of the minimal blow-ups in . However, there have been a wealth of new compactifications that have been studied recently and we discuss the interplay between these ideas in a forth coming work .


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# Supersymmetric Phase Transitions and Gravitational Waves at LISA

\[

## Abstract

Gravitational waves generated during a first-order electroweak phase transition have a typical frequency which today falls just within the band of the planned space interferometer LISA. Contrary to what happens in the Standard Model, in its supersymmetric extensions the electroweak phase transition may be strongly first order, providing a mechanism for generating the observed baryon asymmetry in the Universe. We show that during the same transition the production of gravitational waves can be rather sizable. While the energy density in gravitational waves can reach at most $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}10^{16}`$ in the Minimal Supersymmetric Standard Model, in the Next-to-Minimal Supersymmetric Model, in some parameter range, $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}`$ can be as high as $`4\times 10^{11}`$. A stochastic background of gravitational waves of this intensity is within the reach of the planned sensitivity of LISA. Since in the Standard Model the background of gravitational waves is totally neglegible, its detection would also provide a rather unexpected experimental signal of supersymmetry and a tool to descriminate among supersymmetric models with different Higgs content.

\]

During its evolution the Universe has probably undergone a series of phase transitions and some important remnants of these events may exist today, including the observed baryon asymmetry of the Universe and a stochastic background of gravitational waves (GWs). During a first-order phase transition the Universe is “trapped” in a metastable state – the false vacuum – which is separated from the true vacuum by a barrier in the potential of the order parameter, usually a scalar field $`\varphi `$. The transition takes place through the nucleation of bubbles of the new phase and most of the latent heat released in the transition is converted into kinetic energy that makes the bubbles expand. When the bubble walls collide particle production takes place  and part of the energy is radiated into gravitational waves . The properties of this gravitational radiation – such as the characteristic frequency and the intensity – depend on the typical energy scales involved in the transition. In particular, the electroweak phase transition is expected to produce a background of GWs with a peak frequency around the milliHertz. This frequency happens to be the range most relevant for the space interferometer LISA , which is planned to fly by 2010.

A strongly first order phase transition could also provide a mechanism for generating the observed baryon asymmetry in the Universe . For such a reason, the strength of the phase transition has been investigated in details in the Standard Model (SM) and in extensions of it. Unfortunately, non-perturbative results have revealed that there is no hot electroweak phase transition in the Standard Model for Higgs masses larger than $`m_W`$ . Therefore, GWs are not produced at the SM electroweak transition.

Among the possible extensions of the SM at the weak scale, its supersymmetric extensions are the best motivated ones. In the Minimal Supersymmetric Standard Model (MSSM), a strong enough phase transition requires light Higgs and stop eigenstates. For a Higgs mass in the range $`(110115`$) GeV, there is a window in the right-handed stop mass $`m_{\mathrm{stop}}`$ in the range $`(105165)`$ GeV . If the Higgs is heavier than about 115 GeV, stronger constraints are imposed on the space of supersymmetric parameters. However, the strength of the transition can be further enhanced in extensions of the MSSM, for instance with the addition of a gauge singlet in the Higgs sector .

The goal of this paper is to compute the amount of gravitational waves generated during the electroweak phase transition in supersymmetric extensions of the SM. We will find that, depending on the model and on the region of parameter space, the stochastic background of GWs generated in the collision of bubbles nucleated during the supersymmetric electroweak phase transition can be within the sensitivity of the planned space-interferometer LISA. This opens the exciting possibility that the very same supersymmetric physics responsible for the generation of the primordial baryon asymmetry is also able to provide us with a detectable background of gravitational waves.

A stochastic background of GWs  can be characterized by the dimensionless quantity

$$\mathrm{\Omega }_{\mathrm{gw}}(f)=\frac{1}{\rho _c}\frac{d\rho _{\mathrm{gw}}}{d\mathrm{log}f},$$
(1)
where $`\rho _{\mathrm{gw}}`$ is the energy density associated to GWs, $`f`$ is their frequency and $`\rho _c`$ is the present value of the critical energy density, $`\rho _c=3H_0^2/(8\pi G_N)`$, with $`H_0=100h_0`$ Km/sec Mpc; $`h_0`$ parametrizes the uncertainty in $`H_0`$. In fact, it is more convenient to characterize the stochastic background of GWs with the quantity $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}(f)`$, which is independent of $`h_0`$. In Fig. 1 we show the most relevant bounds on cosmological stochastic GW backgrounds, together with the experimental sensitivities of the various detectors under construction, as discussed in Refs. . In particular, LISA is expected to reach a sensitivity of order $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}10^{12}`$ at $`f=1`$ mHz. At this frequency – however – a cosmological signal could be masked by an astrophysical background due to unresolved compact white dwarf binaries. Its strength is uncertain, since it depends on the rate of white dwarf mergers and it is estimated to be $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}10^{11}`$ . At a frequency $`f10`$ mHz the LISA sensitivity is expected to be of order $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}10^{11}`$, and the astrophysical background is below this value. (Correlating two detectors one usually gains many orders of magnitudes in the sensitivity, but because of this extragalactic background, even if one would fly two LISA detectors, the sensitivity of the correlation would be limited to $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}5\times 10^{13}`$ ).

Two are the basic quantities which play a role in the determination of the GW background generated during a first-order phase transition. The parameter $`\alpha `$ gives a measure of the jump in the energy density experienced by the order parameter $`\varphi `$ during the transition from the false to the true vacuum and it is the ratio between the false vacuum energy density and the energy density of the radiation at the transition temperature $`T_{}`$. The parameter $`\beta `$ characterizes the bubble nucleation rate per unit volume, which can be expressed as $`\mathrm{\Gamma }=\mathrm{\Gamma }_0\mathrm{exp}(\beta t)`$ . Thus $`\beta ^1=\mathrm{\Gamma }/\dot{\mathrm{\Gamma }}`$ represents roughly the duration of the phase transition and the characteristic frequency of the gravitational radiation is expected to be $`2\pi f\beta `$. The stronger is the transition, the larger is $`\alpha `$ and the smaller is $`\beta `$ because of the larger amount of supercooling experienced by the system before the transition. The present (i.e. properly red-shifted) peak frequency of the GW background is determined by $`\beta `$ and by $`H_{}`$, $`T_{}`$, $`g_{}`$, which are respectively the Hubble parameter, the temperature and the number of relativistic degrees of freedom at the moment of the transition ,

$$f_{\mathrm{peak}}5.2\times 10^8\left(\frac{\beta }{H_{}}\right)\left(\frac{T_{}}{1\mathrm{GeV}}\right)\left(\frac{g_{}}{100}\right)^{1/6}\mathrm{Hz}.$$
(2)
Typical values for $`\beta /H_{}`$ for the electroweak phase transition are between $`10^2`$ and $`10^3`$, with $`T_{}=𝒪(100)`$ GeV. This gives a frequency $`f_{\mathrm{peak}}`$ in the range $`(10^45\times 10^3)`$ Hz. From Fig. 1 we see that this is precisely the range in which LISA achieves its maximum sensitivity.

The intensity of the radiation produced is given by

$`h_0^2\mathrm{\Omega }_{\mathrm{gw}}`$ $``$ $`10^6({\displaystyle \frac{0.7\alpha +0.2\sqrt{\alpha }}{1+0.7\alpha }}\times {\displaystyle \frac{\alpha }{1+\alpha }})^2\times `$ (4)
$`\times \left({\displaystyle \frac{H_{}}{\beta }}\right)^2\left({\displaystyle \frac{v^3}{0.25+v^3}}\right)\left({\displaystyle \frac{100}{g_{}}}\right)^{1/3},`$
where $`v`$ is the velocity at which the bubble expands. In the following we will use a value of the velocity $`v=v(\alpha )`$ as given in Ref.  for bubble detonation. Eq. (4) makes it clear that – in order to produce a relevant signal – one needs large $`\alpha `$ and small $`\beta `$, i.e. a strongly first-order transition.

Before launching ourselves into details, let us briefly describe how we have computed the relevant quantities appearing in Eqs. (2) and (4), namely $`T_{}`$, $`\alpha `$ and $`\beta /H_{}`$, once the thermal effective potential $`V(\varphi ,T)`$ for the Higgs scalar field(s) is given. The rate of tunneling per unit volume from the metastable minimum to the stable one is suppressed by the exponential of an effective action $`\mathrm{\Gamma }=\mathrm{\Gamma }_0e^{\frac{S_3(T)}{T}}`$, where $`\mathrm{\Gamma }_0`$ is of the order of $`T^4`$, and $`S_3`$ is the extremum of the spatial Euclidean action $`S_3(T)=d^3x\left[\text{1000}\frac{1}{2}(\stackrel{}{}\varphi _b)^2+V(\varphi _b,T)\right]`$ computed for the configuration of the scalar field(s) describing the bubble wall which interpolates between the false and the true vacuum. The transition takes place when the probability of nucleating a single bubble within one horizon volume becomes $`𝒪(1)`$. This condition fixes $`T_{}`$ to satisfy $`S_3(T_{})/T_{}\mathrm{ln}(M_{\mathrm{Pl}}/100\mathrm{GeV})^4140`$ for the electroweak transition. The parameter $`\alpha `$ is readily computed from the definition given above, while $`\beta /H_{}`$ is given by

$$\frac{\beta }{H_{}}=T_{}\frac{d\left(S_3/T\right)}{dT}|_T_{}.$$
(5)
As we have already noticed, extensions of the SM are required to obtain a first-order phase transition at the electroweak scale.

In the MSSM two complex Higgs doublets $`H_1`$ and $`H_2`$ are present in the Higgs sector and new CP-violating phases appear which can drive enough amount of baryon asymmetry. If the mass $`m_A`$ of the CP-odd field in the Higgs sector is much larger than $`m_W`$, only one light Higgs scalar $`\varphi `$ is left and its potential is similar to the one in the SM. When $`m_Am_W`$ the full two-Higgs potential should be considered, but the strength of the phase transition is weakened . The one-loop thermal corrections to the effective potential make the quadratic term positive at high temperature and create a negative cubic term due to loops of the massive bosons in the theory. Due to the presence of this cubic term and the positivity of the quadratic one, there exists a range of temperature in which the point $`\varphi =0`$ is a local minimum separated from the true simmetry-breaking one by a small potential barrier, that is precisely the set-up for a first-order phase transition. The strength of the phase transition is enhanced by the presence of new bosons coupled to the Higgs, a significant role being played by the right-handed stop, which is – apart from the Higgs itself – the lightest scalar in the theory and has the largest Yukawa coupling to the Higgs $`\varphi `$.

To study the amount of gravitational waves generated during the electroweak phase transition within the MSSM we have made use of the thermal potential corrected up to two-loop level. Indeed, two-loop corrections have been shown to render the phase transition significantly stronger in the MSSM . The most relevant parameters in the game are the Higgs mass $`m_{\mathrm{higgs}}`$, the right-handed stop mass $`m_{\mathrm{stop}}`$ and the zero temperature ratio between the vacuum expectation values of the two neutral Higgses $`\mathrm{tan}\beta _{\mathrm{MSSM}}=H_2/H_1`$.

Our strategy has been the following. For any given choice of the parameters of the model, we have first numerically computed the nucleation temperature $`T_{}`$ by imposing that, for the Higgs field configuration describing the nucleated bubble, the condition $`S_3(T_{})/T_{}140`$ is satisfied. Then we have computed the parameters $`\alpha `$ and $`\beta `$ through Eq. (5). Our results are summarized in Figs. 2 and 3.

The general prediction is that the intensity of the gravitational waves produced during the MSSM phase transition is too small for LISA. For instance, taking a Higgs mass of 110 GeV, the right-handed stop mass of 140 GeV and $`\mathrm{sin}^2\beta _{\mathrm{MSSM}}=0.8`$, we find $`\alpha 3\times 10^2`$ and $`\beta /H_{}`$$`4\times 10^3`$, leading to $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}2\times 10^{18}`$. Notice that one is not allowed to lower too much the right-handed stop mass because the thermal squared mass for the stop itself would become negative at small temperature, thus leading to a physically unacceptable stable color breaking vacuum state at zero temperature.

We have also estimated what happens if we lower the Higgs mass down to (the already excluded value of) 80 GeV, setting the right-handed stop mass at 155 GeV – which is the lower value compatible with the absence of color breaking minima – and $`\mathrm{sin}^2\beta =0.8`$. We obtain $`\alpha 0.1`$ and $`\beta /H_{}`$$`2\times 10^3`$, giving $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}2\times 10^{16}`$, a signal still not relevant. The situation does not improve when both Higgses are involved in the transition because the strength of the phase transition is weaker. A complete analysis of the results within the MSSM will be presented elsewhere . An uncertainty in this estimate is due to the determination of $`v`$. If the phase transition is not strong enough, then $`v`$ is subsonic, so that the value of $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}`$ that we have found is really an upper bound.

The situation improves considerably if we enlarge the MSSM sector adding a gauge singlet $`N`$ . This is the so-called Next-to-Minimal Supersymmetric Standard Model (NMSSM) and is a particularly attractive model to explain the observed baryon asymmetry at the electroweak phase transition. The relevant part of the superpotential is given by $`W=\lambda H_1H_2N\frac{k}{3}N^3`$, where now the supersymmetric $`\mu `$-parameter of the MSSM is substituted by the the combination $`\lambda N`$, and $`k`$ is a free parameter. The corresponding Higgs potential reads $`V=V_F+V_D+V_{\mathrm{soft}}`$, where

$`V_F`$ $`=`$ $`|\lambda |^2\left[|N|^2(|H_1|^2+|H_2|^2)+|H_1H_2|^2\right]`$ (6)
$`+`$ $`k^2|N|^4(\lambda k^{}H_1H_2N_{}^{2}{}_{}{}^{}+\mathrm{h}.\mathrm{c}.),`$ (7)
$`V_D`$ $`=`$ $`{\displaystyle \frac{g^2+g^2}{8}}(|H_2|^2|H_1|^2)^2+{\displaystyle \frac{g^2}{2}}|H_1^{}H_2|^2,`$ (8)
$`V_{\mathrm{soft}}`$ $`=`$ $`m_{H_1}^2|H_1|^2+m_{H_2}^2|H_2|^2+m_N^2|N|^2`$ (9)
$``$ $`(\lambda A_\lambda H_1H_2N{\displaystyle \frac{1}{3}}kA_kN^3+\mathrm{h}.\mathrm{c}.).`$ (10)
The presence of the cubic supersymmetry breaking soft terms proportional to the parameters $`A_\lambda `$ and $`A_k`$ already at zero temperature makes it clear that within the NMSSM it is quite easy to get a very strong first-order phase transition at the electroweak scale . The order of the transition is determined by these trilinear soft terms rather than by the cubic term appearing in the finite temperature one-loop corrections and the preservation of baryon asymmetry after the phase transition is possible for masses of the lightest scalar up to about 170 GeV. Barring the possibility that the transition occurs along CP-violating directions, the potential becomes a function of three real scalar fields $`(\mathrm{Re}N,\mathrm{Re}H_1,\mathrm{Re}H_2)`$. In our numerical analysis we have made use of the tree-level potential (6) plus the one-loop corrections appearing at finite temperature. Overall, we have six free parameters: the coupling parameters $`\lambda `$ and $`k`$; the soft-breaking mass terms $`A_\lambda `$ and $`A_k`$; the zero-temperature vacuum expectation value of the singlet $`x`$ and $`\mathrm{tan}\beta _{\mathrm{MSSM}}`$.

Given a set of parameters, the strategy has been again to determine the nucleation temperature $`T_{}`$ and the parameters $`\alpha `$ and $`\beta `$ which in turn determine the intensity and the frequency of the stochastic gravitational background. In our analysis we have focussed on those regions of the parameter space which previous studies have shown to give rise to a large enough baryon asymmetry.

Typical results are summarized in Figs. 4 and 5, where we plot $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}`$ as a function of $`A_\lambda `$ and $`A_k`$, respectively, with $`A_k=480`$ GeV in Fig. 4 and $`A_\lambda =450`$ GeV in Fig. 5. Note also that, since the transition in the NMSSM is strongly first order, it is correct to use the expression for $`v(\alpha )`$ computed for detonation bubbles .

The intensity of the produced gravity waves rapidly grows as a function of the soft breaking mass terms. This is explained by the fact that $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}`$ scales roughly as $`\alpha ^3/\beta ^2`$ and a mild increase of $`\alpha `$ and decrease of $`\beta `$ leads to a rapid growth of the intensity. However, $`A_\lambda ,A_k`$ cannot be increased beyond the values shown in the figure because for higher values the condition $`S_3(T_{})/T_{}140`$ is never satisfied and the transition does not take place.

The conclusion is that values $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}4\times 10^{11}`$ are reachable in the NMSSM in some regions of the parameter space (we have found similar values of $`h_0^2\mathrm{\Omega }_{\mathrm{gw}}`$ also in other regions of the parameter space ). A background of this intensity would be within the reach of LISA.

We find interesting that the very same supersymmetric phase transition which provides us with a mechanism to generate the observed baryon asymmetry might also be the source of a sizeable background of gravitational waves. If such background is detected, it will be not only an indication that supersymmetry might play a role at the electroweak phase transition, but even a way to discriminate among supersymmetric models with different Higgs sectors.


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# Entangling capacity of global phases and implications for Deutsch-Jozsa algorithm

## I Introduction

In recent years, entanglement has become an important resource for quantum communications . Quantum computation , which is more efficient than classical computation for certain problems , could also potentially owe its efficiency to entanglement . Though the precise role of entanglement in quantum computation is not yet well understood, entangled states are certainly generated during the course of certain quantum computations. A quantum computation, when halted at an appropriate point, can be regarded as a method of generating entanglement. Typically, a quantum computation is a multiparticle interference experiment with different phases applied to distinct multiparticle states . In general, the phases applied to the multiparticle states during a quantum computation are global phases as they depend on the total state of a collection of qubits. In this paper, we will investigate the types of entanglement generated by such global phases and the conditions under which such phases do not generate any entanglement.

The model of quantum computation which motivates our work is that presented by Cleve, Ekert, Macchiavello and Mosca . This model (with a slight alteration which does not change its principal ingredient) is illustrated in Fig. 1. Each of the qubits, initially in the $`|0`$ state, is first transformed according to a Hadamard transformation. This is shown in the figure by the giant Hadamard transformation acting on all the qubits and converts the total state of the qubits to

$$|\varphi _{1,\mathrm{},N}=\frac{1}{2^{N/2}}\underset{j=0}{\overset{2^N1}{}}|j,$$
(1)
where $`N`$ is the total number of qubits and the index $`j`$ labels the $`2^N`$ possible states of the type $`|j_1,\mathrm{},j_N`$ in which each $`j_i=0`$ or $`1`$. $`|\varphi _{1,\mathrm{},N}`$ is a disentangled state. A state dependent global phase $`f(j)`$ is now applied to each state $`|j`$. This is shown as the second giant transformation $`F`$ in the figure. This converts the total state to

$$|\psi _{1,\mathrm{},N}=\frac{1}{2^{N/2}}\underset{j=0}{\overset{2^N1}{}}e^{if(j)}|j,$$
(2)
where $`\{f(j)\}`$ are real and $`0f(j)<2\pi `$ ($`f(j)=2\pi `$ is reassigned the value $`0`$). This state $`|\psi _{1,\mathrm{},N}`$, generated as a result of global phases, can be entangled. We propose to halt the quantum computation at this stage and investigate the amount of entanglement generated. A complete quantum computation, of course, consists of one more step in which another giant Hadamard transformation is applied to all the qubits as shown in Fig. 1. But in this paper we are interested in the entanglement of the state prior to this last transformation.

The entanglement of $`|\psi _{1,\mathrm{},N}`$ comes from the global phase factors $`f(j)`$. First, we study conditions on the phase function $`f(j)`$ for the state $`|\psi _{1,\mathrm{},N}`$ to be disentangled. Next, we derive the entanglement of three-qubit pure states ($`N=3`$) for the special case in which only one or two of the global phase parameters are nonzero. We study variation of the entanglement as a function of one global phase parameter for a mixed state of three qubits by numerical calculations. Finally, we discuss the implications of this type of entanglement arising in Deutsch-Jozsa algorithm. In particular we show that for obtaining exponential advantage over its classical counterpart, entangled states must necessarily arise in Deutsch-Jozsa algorithm.

## II Necessary and sufficient conditions for the generation of entanglement by global phases

We first derive the conditions on $`\{f(j)\}`$ for $`|\psi _{1,\mathrm{},N}`$ to be disentangled, i.e.,

$$|\psi _{1,\mathrm{},N}=|\psi _1\mathrm{}|\psi _N.$$
(3)
In a case of two qubits ($`N=2`$), we can write the condition as follows,

$$[f(0)f(1)][f(2)f(3)]=2\pi n,$$
(4)
where $`n`$ is an arbitrary integer.

We now consider the case of three qubits,

$$|\psi _{ABC}=\frac{1}{2^{3/2}}\underset{j=0}{\overset{7}{}}e^{if(j)}|j.$$
(5)
First, we derive condition that the qubit $`C`$ is disentangled from the qubits $`AB`$. The density matrix of the qubit $`C`$ is given by

$$\rho _C=\text{tr}_{AB}(|\psi _{ABC}\psi _{ABC}|)=\frac{1}{8}\left(\begin{array}{cc}4& \gamma \\ \gamma ^{}& 4\end{array}\right),$$
(6)
with taking a basis $`\{|0,|1\}`$ and

$`\gamma `$ $`=`$ $`e^{i[f(0)f(1)]}+e^{i[f(2)f(3)]}`$ (8)
$`+e^{i[f(4)f(5)]}+e^{i[f(6)f(7)]}.`$
(From now on, when we give a matrix representation of a density operator on a $`2^N`$-dimensional space, we always take a logical basis of $`\{|x:x\{0,1\}^N\}`$.) If and only if $`\text{tr}(\rho _{C}^{}{}_{}{}^{2})=1`$, the qubit $`C`$ is disentangled from the qubits $`AB`$. Hence we obtain the following constraints,

$`[f(0)f(1)][f(2)f(3)]`$ $`=`$ $`2\pi n_1,`$ (9)
$`[f(0)f(1)][f(4)f(5)]`$ $`=`$ $`2\pi n_2,`$ (10)
$`[f(0)f(1)][f(6)f(7)]`$ $`=`$ $`2\pi n_3.`$ (11)
Next, we consider the condition that the qubit $`B`$ is disentangled from the qubits $`AC`$. From similar considerations before, we obtain another constraint,

$$[f(0)f(2)][f(4)f(6)]=2\pi n_4.$$
(12)
From these results, we obtain four constraints, Eqs. (9), (10), (11) and (12), where $`n_1,\mathrm{},n_4`$ are arbitrary integers, so that $`|\psi _{ABC}`$ is disentangled perfectly.

Next consider the general case of $`N`$ qubits. Before deriving the condition for $`|\psi _{1,\mathrm{},N}`$ to be disentangled, we think how many constraints of $`\{f(j)\}`$ do we need to disentangled $`|\psi _{1,\mathrm{},N}`$ completely. In Eq. (2), the number of real parameters is equal to $`2^N`$. On the other hand, if $`|\psi _{1,\mathrm{},N}`$ is disentangled, we can describe it as

$`|\psi _{1,\mathrm{},N}`$ (13)
$`=`$ $`e^{i\theta _0}(|0+e^{i\theta _1}|1)\mathrm{}(|0+e^{i\theta _N}|1),`$ (14)
where $`0\theta _i<2\pi `$ for $`0iN`$ and the number of real parameters is equal to $`(N+1)`$. Therefore, to disentangle $`|\psi _{1,\mathrm{},N}`$ to an $`N`$-qubit product state, we need $`[2^N(N+1)]`$ constraints. The constraints are given as follows,

$$\begin{array}{c}[f(0)f(1)][f(2)f(3)]=2\pi n_1,\hfill \\ [f(0)f(1)][f(4)f(5)]=2\pi n_2,\hfill \\ \mathrm{}\hfill \\ [f(0)f(1)][f(2^N2)f(2^N1)]\hfill \\ =2\pi n_{2^{N1}1},\hfill \\ [f(0)f(2)][f(4)f(6)]=2\pi m_1,\hfill \\ \mathrm{}\hfill \\ [f(0)f(2)][f(2^N4)f(2^N2)]\hfill \\ =2\pi m_{2^{N2}1},\hfill \\ \mathrm{}\hfill \\ [f(0)f(2^{N2})][f(2^{N1})f(32^{N2})]\hfill \\ =2\pi l,\hfill \end{array}$$
(15)
and we can confirm that the number of the above constraints is

$$\underset{k=1}{\overset{N}{}}(2^{Nk}1)=2^N(N+1).$$
(16)
As $`|\psi _{1,\mathrm{},N}`$ being disentangled automatically implies that all the above constraints hold, if any of them fail, $`|\psi _{1,\mathrm{},N}`$ is necessarily entangled. A sufficient condition for global phase functions $`f(j)`$ to produce entanglement is thus the violation of any of the above constraints.

In a compact form the above expression can be rewritten as

$$f(j)=\stackrel{}{\theta }\stackrel{}{j}+\theta _0,\text{(mod }2\pi \text{)}$$
(17)
where $`\stackrel{}{\theta }=(\theta _1,\mathrm{},\theta _N)`$, $`\stackrel{}{j}=(j_1,\mathrm{},j_N)`$, and the components $`j_i`$ are obtained from the binary expression of $`j`$ as $`j_1,\mathrm{},j_N`$, and ‘$``$’ means the inner product of $`N`$-component vectors. An easy argument now proves that the violation of Eq. (17) is also a necessary condition for the generation of entanglement by global phases. Consider a phase function $`f(j)`$ expressible in the form of Eq. (17). Then the whole state, after application of the global phases, can be rewritten in the form of Eq. (13). This is a disentangled state. This means that the ability to express $`f(j)`$ in the form of Eq. (17) implies no generation of entanglement. In other words, to generate entanglement it is necessary to have a violation of Eq. (17). We have thus found that the necessary and sufficient condition for the generation of entanglement by global phases is the impossibility of the expansion given by Eq. (17) of the global phase function. In the subsequent sections, we proceed to study the degree and type of entanglement generated by some global phase functions which generate entanglement.

## III Entanglement between two qubits on three-qubit pure states

The general problem of entanglement generation by global phase functions for $`N`$ qubits is very complicated as it involves $`2^N`$ phase parameters. We will consider the simpler case of three-qubit pure states that have just one or two nonzero phase parameters. We first derive how the entanglement between two qubits of a three-qubit pure state varies as a function of global phase functions. For this, we evaluate the complete three-qubit pure state after application of the global phases, compute the reduced density matrix for any two qubits, and obtain the entanglement between these two qubits using the formula for entanglement of formation by Wootters . We estimate values of phase parameters that give the maximum entanglement.

First, we consider the following pure state with only one global phase parameter $`\theta `$,

$$|\psi _{ABC}=\frac{1}{2\sqrt{2}}(e^{i\theta }|000+|001+\mathrm{}+|111).$$
(18)
Defining $`\rho _{BC}=\text{tr}_A|\psi _{ABC}\psi _{ABC}|`$, we obtain $`\rho _{AB}=\rho _{BC}=\rho _{CA}`$ and we get $`E(\rho _{AB})=E(\rho _{BC})=E(\rho _{CA})`$. If we decided to apply the phase factor $`e^{i\theta }`$ to $`|001`$, instead of $`|000`$, and calculated the entanglement between any two qubits, we would obtain the same amount of entanglement as before. To understand this, we apply $`I^{(A)}I^{(B)}\sigma _x^{(C)}`$ to Eq. (18), and we obtain

$`|\psi _{ABC}^{}`$ (19)
$`=`$ $`(I^{(A)}I^{(B)}\sigma _x^{(C)})|\psi _{ABC}`$ (20)
$`=`$ $`{\displaystyle \frac{1}{2\sqrt{2}}}(|000+e^{i\theta }|001+|010+\mathrm{}+|111).`$ (21)
In general, due to local convertibility, applying a phase factor $`e^{i\theta }`$ to any of the kets $`|x`$ ($`x\{0,1\}^3`$) is equivalent in terms of entanglement as long as it is the only phase which is applied.

Here, we evaluate the entanglement between the qubits $`B`$ and $`C`$ for the state given by Eq. (18). The reduced density matrix for $`\rho _{BC}`$ for the qubits $`B`$ and $`C`$ is given by

$$\rho _{BC}=\frac{1}{8}\left[\begin{array}{cccc}2& 1+\tau & 1+\tau & 1+\tau \\ 1+\overline{\tau }& 2& 2& 2\\ 1+\overline{\tau }& 2& 2& 2\\ 1+\overline{\tau }& 2& 2& 2\end{array}\right],$$
(22)
where $`\tau =e^{i\theta }`$. Before computing the entanglement, we have to compute another density matrix $`\stackrel{~}{\rho }`$ from $`\rho `$ following the prescription given in Ref.. We get

$$\rho _{BC}\stackrel{~}{\rho }_{BC}=\frac{1}{64}\left[\begin{array}{cccc}X& X& X& Z\\ Y& Y& Y& X\\ Y& Y& Y& X\\ Y& Y& Y& X\end{array}\right],$$
(23)
where

$$\begin{array}{ccccccc}\hfill X& =& 4\tau +|1+\tau |^2,\hfill & & \hfill Y& =& 4(1+\overline{\tau }),\hfill \\ \hfill Z& =& 2(1\tau ^2).\hfill & & & & \end{array}$$
(24)
Defining an eigenvalue of $`\rho _{BC}\stackrel{~}{\rho }_{BC}`$ as $`(\lambda /64)`$, we can write an equation for $`\lambda `$ as

$$\text{det}|\rho _{BC}\stackrel{~}{\rho }_{BC}\frac{\lambda }{64}I|=0,$$
(25)
and finally we obtain the following equation,

$$\lambda ^2[\lambda ^2+2\lambda (YX)+X^2YZ]=0.$$
(26)
Solutions of this equation are $`\lambda =0`$ for a double root and

$$\lambda _\pm =2(\sqrt{2}\pm 1)^2(1\mathrm{cos}\theta )(0).$$
(27)
Therefore, because of $`\lambda _+\lambda _{}`$, the concurrence  is given by

$$C=\frac{1}{8}(\sqrt{\lambda _+}\sqrt{\lambda _{}})=\frac{1}{2\sqrt{2}}\sqrt{1\mathrm{cos}\theta }(0),$$
(28)
and entanglement can be written as $`(C)=H(p)`$, where

$$p=\frac{1}{2}[1+\sqrt{1\frac{1}{8}(1\mathrm{cos}\theta )}].$$
(29)
From Eqs. (28) and (29), we find

$$0C\frac{1}{2},\frac{1}{2}(1+\frac{\sqrt{3}}{2})p1,$$
(30)
where $`p`$ gets maximum at $`\theta =0`$ ($`C=0`$) and gets minimum at $`\theta =\pi `$ ($`C=1/2`$). (In this range, $`H(p)`$ decreases monotonously.) $`H(p)`$ gets the maximum value of $`H((1/2)[1+(\sqrt{3}/2)])0.36`$ at $`\theta =\pi `$ and gets the minimum one of $`H(1)=0`$ at $`\theta =0`$. In Fig. 2, we show a variation of entanglement $`E`$ as a function of $`\theta `$.

The physical reason for the entanglement peaking at $`\theta =\pi `$ can be understood if $`|\psi _{ABC}`$ is rewritten in the following manner

$`|\psi _{ABC}`$ $``$ $`|0_A(e^{i\theta }|00+|01+|10+|11)_{BC}`$ (32)
$`+|1_A(|00+|01+|10+|11)_{BC}.`$
The state $`\rho _{BC}`$ is essentially a mixture of the state $`e^{i\theta }|00+|01+|10+|11`$, which is maximally entangled for $`\theta =\pi `$, and $`|00+|01+|10+|11`$, which is always disentangled. (If we apply Hadamard transformation to the first qubit of the Bell-singlet, we obtain $`|00+|01+|10+|11`$.) Hence it is only expected that the entanglement of the mixture will be maximum at $`\theta =\pi `$. It is also clear that the entanglement can never be maximal in magnitude because an entangled and a disentangled state are always mixed in equal proportions in $`\rho _{BC}`$.

Next, we consider pure states with two phase parameters $`\theta `$ and $`\sigma `$. For example, consider the following state,

$`|\psi _{ABC}`$ (33)
$`=`$ $`{\displaystyle \frac{1}{2\sqrt{2}}}(e^{i\theta }|000+e^{i\sigma }|001+|010+\mathrm{}+|111),`$ (34)
we trace out the qubit $`A`$ and get

$`\rho _{BC}`$ $`=`$ $`{\displaystyle \frac{1}{8}}[(e^{i\theta }|00+e^{i\sigma }|01+|10+|11)`$ (38)
$`\times (e^{i\theta }00|+e^{i\sigma }01|+10|+11|)`$
$`+(|00+|01+|10+|11)`$
$`\times (00|+01|+10|+11|)]`$
$`=`$ $`{\displaystyle \frac{1}{8}}\left[\begin{array}{cccc}2& \overline{\zeta }\tau +1& \tau +1& \tau +1\\ \zeta \overline{\tau }+1& 2& \zeta +1& \zeta +1\\ \overline{\tau }+1& \overline{\zeta }+1& 2& 2\\ \overline{\tau }+1& \overline{\zeta }+1& 2& 2\end{array}\right],`$ (43)
where $`\tau =e^{i\theta }`$ and $`\zeta =e^{i\sigma }`$. Writing an eigenvalue of $`\rho _{BC}\stackrel{~}{\rho _{BC}}`$ as $`(\lambda /64)`$, we obtain $`\lambda =0`$ and

$$\lambda _\pm =2(\sqrt{2}\pm 1)^2[1\mathrm{cos}(\theta \sigma )](0),$$
(44)
Hence, the concurrence is

$$C=\frac{1}{2\sqrt{2}}\sqrt{1\mathrm{cos}(\theta \sigma )}(0),$$
(45)
and the entanglement can be written as $`(C)=H(p)`$, where

$$p=\frac{1}{2}\{1+\sqrt{1\frac{1}{8}[1\mathrm{cos}(\theta \sigma )]}\}.$$
(46)
From Eqs. (45) and (46), we find that $`C`$ and $`p`$ can take values in the ranges of Eq. (30). Because $`p`$ gets maximum at $`\theta =\sigma `$ ($`C=0`$) and gets minimum at $`\theta =\sigma \pm \pi `$ ($`C=1/2`$), $`H(p)`$ gets the maximum value at $`\theta =\sigma \pm \pi `$ and gets the minimum one at $`\theta =\sigma `$. In Fig. 3, we show a variation of entanglement $`E`$ as a function of $`\theta `$ and $`\sigma `$.

Again, in this case it is easy to see why the entanglement is minimum for $`\theta =\sigma `$. The whole state can be rewritten as

$`|\psi _{ABC}`$ (47)
$``$ $`|0_A[e^{i\theta }|0(|0+e^{i(\sigma \theta )}|1)+|1(|0+|1)]_{BC}`$ (49)
$`+|1_A(|0+|1)_B(|0+|1)_C.`$
This makes it clear that the state $`\rho _{BC}`$ is a mixture of the state $`[e^{i\theta }|0(|0+e^{i(\sigma \theta )}|1)+|1(|0+|1)]_{BC}`$, which is entangled for $`\sigma \theta `$, and the always disentangled state $`(|0+|1)_B(|0+|1)_C`$. The entanglement of $`\rho _{BC}`$ will thus depend entirely on the entanglement of $`[e^{i\theta }|0(|0+e^{i(\sigma \theta )}|1)+|1(|0+|1)]_{BC}`$, whose entanglement will be zero when $`\theta =\sigma `$ and maximum when $`\theta \sigma =\pi `$.

The entanglement between the qubits $`B`$ and $`C`$ will depend on the choice of the two kets from the set $`\{|x:x\{0,1\}^3\}`$ to which we decide to apply the global phases ($`e^{i\theta }`$ and $`e^{i\sigma }`$) (It is different from the one-parameter case of Eq. (18)). Imagine that we had applied the phases to $`|000`$ and $`|011`$. Then the reduced density matrix for $`\rho _{BC}^{^{}}`$ would be

$`\rho _{BC}^{^{}}`$ $`=`$ $`{\displaystyle \frac{1}{8}}[(e^{i\theta }|00+|01+|10+e^{i\sigma }|11)`$ (53)
$`\times (e^{i\theta }00|+01|+10|+e^{i\sigma }11|)`$
$`+(|00+|01+|10+|11)`$
$`\times (00|+01|+10|+11|)].`$
Because we cannot transform the density matrix $`\rho `$ of Eq. (53) to that of Eq. (43) by local unitary transformations $`U^{(A)}U^{(B)}U^{(C)}`$, the entanglement of Eq. (43) need not be equal to that of Eq. (53) in general.

Writing $`\rho _{BC}^{^{}}`$ as

$$\rho _{BC}^{^{}}=\frac{1}{8}\left[\begin{array}{cccc}2& \tau +1& \tau +1& \tau \overline{\zeta }+1\\ \overline{\tau }+1& 2& 2& \overline{\zeta }+1\\ \overline{\tau }+1& 2& 2& \overline{\zeta }+1\\ \overline{\tau }\zeta +1& \zeta +1& \zeta +1& 2\end{array}\right],$$
(54)
and an eigenvalue of $`\rho _{BC}^{^{}}\stackrel{~}{\rho }_{BC}^{^{}}`$ as $`(\lambda /64)`$, we obtain $`\lambda =0`$ and

$$\lambda _\pm =2\{3r+2ts\pm 2[2r(r+ts)]^{1/2}\},$$
(55)
where $`t=1\mathrm{cos}\theta `$, $`s=1\mathrm{cos}\sigma `$, and $`r=1\mathrm{cos}(\theta +\sigma )`$. The concurrence is given by $`C=(1/8)(\sqrt{\lambda _+}\sqrt{\lambda _{}})`$ and $`0C1/2`$. At $`\theta +\sigma =0`$ $`(\text{mod }2\pi )`$, $`C=0`$ and the entanglement $`E`$ gets minimum. At $`\theta +\sigma =\pi `$ $`(\text{mod }2\pi )`$, $`C=1/2`$ and $`E`$ gets maximum. In Fig. 4, we show a variation of entanglement $`E`$ as a function of $`\theta `$ and $`\sigma `$. As in the previous cases, the entanglement is entirely due to the entanglement of the first part $`e^{i\theta }|00+|01+|10+e^{i\sigma }|11`$ of the density matrix $`\rho _{BC}^{^{}}`$.

Note that in both the cases of Eqs. (43) and (53) maximal entanglement between $`B`$ and $`C`$ can never be reached by varying $`\theta `$ and $`\sigma `$. However, one could get maximal entanglement if one applied the two phase parameters to two different global states. This is equivalent to applying same sets of phases as before, but examining the entanglement between the pair of qubits $`A`$ and $`C`$ or $`A`$ and $`B`$. Let us consider the three-qubit pure state of Eq. (34) again and trace out the qubit $`C`$ (in contrast to $`A`$) to get

$`\rho _{AB}`$ $`=`$ $`{\displaystyle \frac{1}{8}}[(e^{i\theta }|00+|01+|10+|11)`$ (59)
$`\times (e^{i\theta }00|+01|+10|+11|)`$
$`+(e^{i\sigma }|00+|01+|10+|11)`$
$`\times (e^{i\sigma }00|+01|+10|+11|)]`$
$`=`$ $`{\displaystyle \frac{1}{8}}\left[\begin{array}{cccc}2& \zeta +\tau & \zeta +\tau & \zeta +\tau \\ \overline{\zeta }+\overline{\tau }& 2& 2& 2\\ \overline{\zeta }+\overline{\tau }& 2& 2& 2\\ \overline{\zeta }+\overline{\tau }& 2& 2& 2\end{array}\right].`$ (64)
If we write an eigenvalue of $`\rho _{AB}\stackrel{~}{\rho _{AB}}`$ as $`(\lambda /64)`$, we obtain $`\lambda =0`$ and

$$\lambda _\pm =2[4(t+s)u\pm 2\{2(t+s)[2(t+s)u]\}^{1/2}],$$
(65)
where $`t`$ and $`s`$ are defined before and $`u=1\mathrm{cos}(\theta \sigma )`$. In Fig. 5, we show a variation of entanglement of $`\rho _{AB}`$ as a function of $`\theta `$ and $`\sigma `$.

We now compare the entanglement of $`\rho _{AB}`$ for Eq. (64) and $`\rho _{BC}`$ for Eq. (43) with fixed $`\theta `$. In Fig. 6, we show the variation of entanglement of $`\rho _{AB}`$ and $`\rho _{BC}`$ with $`\theta =\pi `$. From Fig. 6, we notice the following facts. When the entanglement $`E`$ of $`\rho _{BC}`$ decreases, $`E`$ of $`\rho _{AB}`$ increases. $`\rho _{AB}`$ becomes the maximally entangled state at $`\theta =\sigma =\pi `$. To understand this, we rewrite $`\rho _{AB}`$ with $`\theta =\pi `$ as follows

$`\rho _{AB}`$ $`=`$ $`{\displaystyle \frac{1}{4}}[(|0|+|1|+)(0||+1|+|)`$ (67)
$`+(|0|\varphi _\sigma +|1|+)(0|\varphi _\sigma |+1|+|)],`$
where

$`|`$ $`=`$ $`(1/\sqrt{2})(|0+|1),`$ (68)
$`|+`$ $`=`$ $`(1/\sqrt{2})(|0+|1),`$ (69)
$`|\varphi _\sigma `$ $`=`$ $`(1/\sqrt{2})(e^{i\sigma }|0+|1).`$ (70)
Note that $`(|0|+|1|+)`$ is the maximally entangled state and the phase parameter $`\sigma `$ controls the entanglement of the second term in Eq. (67). As $`|\varphi _{\sigma =\pi }=|`$, $`A`$ and $`B`$ are maximally entangled in the state $`(|0|+|1|+)`$ (with $`C`$ being completely disentangled from them) for $`\sigma =\pi `$.

## IV Entanglement between two qubits for three-qubit mixed states

In previous sections, we have studied the entanglement between two qubits on pure states with phase factors. The pure state of Eq. (18) is prepared by taking a three-qubit states $`(|++|)^3`$, and giving a phase $`e^{i\theta }`$ on the ket vector $`|000`$. (In this section, we will often use the basis $`\{|\pm =(1/\sqrt{2})(|0\pm |1)\}`$.)

Here, instead of the pure state $`(|++|)^3`$, we take a mixed state,

$$[(1q)|++|+q||]^3,$$
(71)
where $`0q1/2`$. Then, we consider the application of a single phase factor as follows

$$|000e^{i\theta }|000.$$
(72)
Tracing out any qubit out of the three qubits, we obtain the density matrix in the form of

$$\rho =\frac{1}{4}\left[\begin{array}{cccc}1& (1+\tau )\alpha & (1+\tau )\alpha & 2(1+\tau )\alpha ^2\\ (1+\overline{\tau })\alpha & 1& 4\alpha ^2& 2\alpha \\ (1+\overline{\tau })\alpha & 4\alpha ^2& 1& 2\alpha \\ 2(1+\overline{\tau })\alpha ^2& 2\alpha & 2\alpha & 1\end{array}\right],$$
(73)
where $`\tau =e^{i\theta }`$ and $`\alpha =(1/2)q`$. Now we proceed to derive the entanglement $`E(\rho )`$ as a function of $`\theta `$ and $`q`$.

We already know that entanglement takes the maximum value at $`\theta =\pi `$ when we fix $`q=0`$. The interesting question is whether that peak of entanglement remains in the same place for a nonzero $`q`$. Before evaluating $`E(\rho )`$ explicitly, we show that it gets a local stationary value at $`\theta =\pi `$ for arbitrary fixed $`p`$ ($`0q1/2`$). (It remains stationary locally along $`\theta `$-axis at any fixed $`q`$.)

We first show that an infinitesimal variation of $`\theta `$ from $`\theta =\pi `$ does not affect an equation of eigenvalues of $`\rho \stackrel{~}{\rho }`$. The equation of eigenvalues of $`\rho \stackrel{~}{\rho }`$ with $`\theta =\pi +\delta `$ and $`|\delta |1`$ is given by

$`\text{det}|\rho \stackrel{~}{\rho }\lambda I|\text{ }_{\theta =\pi +\delta }`$ (74)
$`=`$ $`\text{det}|\rho \stackrel{~}{\rho }\lambda I|\text{ }_{\theta =\pi }+\delta {\displaystyle \frac{}{\theta }}[\text{det}|\rho \stackrel{~}{\rho }\lambda I|]\text{ }_{\theta =\pi }+O(\delta ^2)`$ (75)
$`=`$ $`0.`$ (76)
Hence, if $`_\theta [\text{det}|\rho \stackrel{~}{\rho }\lambda I|]\text{ }_{\theta =\pi }=0`$, the equation is not affected by $`\delta `$ and the eigenvalues of $`\rho \stackrel{~}{\rho }`$ get stationary around a neighborhood of $`\theta =\pi `$ for fixed $`q`$.

Writing

$$\rho \stackrel{~}{\rho }\lambda I=\left[\begin{array}{cccc}X+L& V& V& W\\ Y& Z+L& Z& V\\ Y& Z& Z+L& V\\ Z& Y& Y& X+L\end{array}\right],$$
(77)
where

$`X`$ $`=`$ $`(1/16)(1\overline{\tau })\alpha ^2[(1\tau )\alpha ^2+\tau ],`$ (78)
$`Y`$ $`=`$ $`(1/16)(1\overline{\tau })\alpha (1+4\alpha ^2),`$ (79)
$`Z`$ $`=`$ $`(1/4)(1\overline{\tau })\alpha ^2,`$ (80)
$`V`$ $`=`$ $`(1/16)(1\overline{\tau })\alpha [2\alpha ^2+\tau (1+2\alpha ^2)],`$ (81)
$`W`$ $`=`$ $`(1/8)(1\tau ^2)\alpha ^2,`$ (82)
$`L`$ $`=`$ $`\lambda +(1/16)(1+2\alpha )^2(12\alpha )^2,`$ (83)
we can obtain the following result with some calculations,

$`{\displaystyle \frac{}{\theta }}[\text{det}|\rho \stackrel{~}{\rho }\lambda I|]\text{ }_{\theta =\pi }`$ (85)
$`=`$ $`[|\begin{array}{cccc}_\theta X& _\theta V& _\theta V& _\theta W\\ Y& Z+L& Z& V\\ Y& Z& Z+L& V\\ Z& Y& Y& X+L\end{array}|`$ (100)
$`+2\left|\begin{array}{cccc}X+L& V& V& W\\ _\theta Y& _\theta Z& _\theta Z& _\theta V\\ Y& Z& Z+L& V\\ Z& Y& Y& X+L\end{array}\right|`$
$`+\left|\begin{array}{cccc}X+L& V& V& W\\ Y& Z+L& Z& V\\ Y& Z& Z+L& V\\ _\theta Z& _\theta Y& _\theta Y& _\theta X\end{array}\right|]\text{ }_{\theta =\pi }`$
$`=`$ $`0.`$ (101)
Therefore, $`E(\rho )`$ remains stationary at $`\theta =\pi `$ for any fixed $`q`$ and we can expect that it gets maximum there along $`\theta `$-axis.

By numerical calculations, we get Fig. 7. It is clear from this figure that the basic behaviour of entanglement with variation of a single phase parameter $`\theta `$ does not change for a mixed initial state and it is still maximum at $`\theta =\pi `$. Fig. 8 shows variation of $`E`$ as a function of $`q`$ for $`\theta =\pi `$. This figure illustrates that the entanglement is lost rapidly as $`q`$ gets larger. This is also an expected result: the more mixed the initial state is, the harder it is to entangle it by global phase functions.

## V Necessity of entanglement for exponential speedup in Deutsch-Jozsa algorithm

We now present an application of our results on entangling by global phases to the question of necessity of entanglement in quantum computation. In the Deutsch-Jozsa algorithm, the following state appears,

$$|\mathrm{\Psi }=2^{n/2}\underset{j\{0,1\}^n}{}e^{if(j)}|j,$$
(102)
where $`0f(j)2\pi `$ for $`j`$. If $`f(j)`$ is constant for $`j`$, $`|\mathrm{\Psi }`$ is a uniform superposition, and we get $`|0\mathrm{}0`$ by applying the quantum Fourier transformation (QFT) to $`|\mathrm{\Psi }`$. On the other hand, if $`\{f(j)\}`$ takes on values $`0`$ or $`\pi `$ randomly but in a balanced manner (i.e. equal occurrences of $`0`$ and $`\pi `$), $`|\mathrm{\Psi }`$ is orthogonal to the uniform superposition and we get a state orthogonal to $`|0\mathrm{}0`$ after QFT. Therefore, we can investigate whether $`f`$ is constant or balanced by a single application of the global phase function using a quantum computer. On the other hand, in the worst case scenario using a classical algorithm, one may have to evaluate this function for at least half the number of possible arguments $`j`$. This implies $`2^n/2`$ (exponential) function evaluations. This is why Deutsch-Jozsa algorithm is regarded as having an exponential advantage over its classical counterpart.

To see that entanglement is necessary for the exponential advantage of this algorithm, consider the following scenario. It is given that the global phase functions, apart from being constant or balanced and taking values $`0`$ or $`\pi `$, are also restricted in such a manner that they never produce an entangled state in the course of the entire computation. This implies (according to the conditions obtained in Section II),

$$f(j)=\stackrel{}{\theta }\stackrel{}{j}+\theta _0(\text{mod }2\pi ).$$
(103)
If we know beforehand that $`f`$ can be written as Eq. (103), we can estimate $`f`$ completely with $`O(n)`$ steps of classical algorithm, even in the worst case. We supply $`(0\mathrm{}0)`$ and strings where only one digit is $`1`$ and the others are $`0`$, $`(10\mathrm{}0)`$, $`\mathrm{}`$, $`(0\mathrm{}01)`$, as $`j`$ of inputs for $`f`$, and we get $`\theta _0`$ and $`\overline{\theta }`$ as outputs. Hence, when we restrict the possible set of functions to those which are non-entanglement producing, a polynomial time classical algorithm exists. In other words, there is only a polynomial advantage of quantum computation over classical computation. To make the quantum algorithm have an exponential advantage over its classical counterpart, we must remove the restriction of Eq. (103) on the global phase functions $`f(j)`$, which implies that entanglement cannot be prevented from arising any more during the course of the quantum computation. As no entanglement implies only polynomial advantage, to get exponential advantage, entanglement is necessary.

## VI Conclusions

In this paper, we have investigated the generation of entanglement through global phase functions. We have obtained necessary and sufficient conditions for the application of global phases to the pure product state $`|0\mathrm{}00+|0\mathrm{}01+\mathrm{}+|1\mathrm{}11`$ to result in entanglement. We have then investigated the amount of two qubit entanglement that can be generated in three-qubit pure states when only one or two of the global phase parameters are nonzero. An interesting, though potentially difficult, future direction will be in the investigation of the quantity of entanglement when all phase parameters are present for an arbitrary number of qubits. While we have obtained the conditions for presence or absence of entanglement in the general case, it would be interesting to classify functions according to the degree of entanglement they can generate. We have also examined entanglement generation through a single global phase parameter for mixed initial states. The general problem of finding necessary and sufficient conditions for entanglement by global phases for mixed states remains open. One could expect counterintuitive results in that case as the same global phase function might entangle one pure component and disentangle another pure component of a mixture of two pure states. Finally, we have applied our conditions to prove the necessity of entanglement in the Deutsch-Jozsa algorithm for the algorithm to have an exponential advantage over its classical counterpart. It would be interesting to apply similar techniques to the investigation of the role of entanglement in other quantum algorithms.