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# 1 Introduction

## 1 Introduction

The unification of gauge couplings is one of the few believable precision predictions coming from physics beyond the Standard Model. In the Minimal Supersymmetric Standard Model the radiative corrections to the gauge couplings coming from the states of the MSSM causes the SU(3), SU(2) and U(1) gauge couplings to become very nearly equal at the scale $`(13).10^{16}`$ GeV, provided one adopts the SU(5) normalisation of the U(1) factor. It is usual to use gauge unification to predict the value of the strong coupling given the weak and electromagnetic couplings. Doing this one finds $`\alpha _3(M_Z)=0.126\pm 0.01`$ to be compared with the experimental value  $`\alpha _3(M_Z)=0.118\pm 0.002`$. However, the gauge unification prediction is really much more precise than this comparison suggests. In the MSSM the precision is limited by threshold effects associated with the masses of the supersymmetry partners of Standard Model states affecting the prediction for $`\alpha _3(M_Z)`$. In Section 2 we discuss these corrections and demonstrate that, expressed as a correlation between the gauge couplings, the prediction covers only (0.2-2)% of the overall (perturbative) parameter space. Moreover the prediction for $`\mathrm{sin}^2\theta _W`$ is much more precise than for $`\alpha _3`$, being accurate to $`1.3\%`$. The fact that experiment and theory agree to this precision seems to us unlikely to be just a happy accident. It is largely due to this circumstantial evidence for unification and the fact that supersymmetry is needed to solve the mass hierarchy problem that there has been so much interest in supersymmetric models and in compactification schemes that preserve a stage of low energy supersymmetry. For the same reason it is of interest to demand that the physics beyond the MSSM should not spoil the prediction.

There are inevitably further threshold corrections coming from new states lying at and above the unification scale. In the case of Grand Unification the states include the heavy gauge bosons and Higgs bosons needed to make up complete GUT multiplets. The threshold corrections associated with these states have been extensively discussed in the context of Grand Unification  and the condition that the gauge unification relations should not be significantly affected requires there should be no substantial splitting between the heavy Higgs and gauge boson states. Provided the ratio between these masses is less than a factor of 10 the precision is essentially unchanged in minimal GUT schemes, although the requirement of near equality of Higgs and gauge boson masses becomes much stronger for the case of non-minimal Higgs sectors responsible for breaking the GUT. While at one loop order the unification scale is well defined in a SUSY GUT, at two loop order the scale of unification is not so easy to define. We discuss this point in Section 4 and show that it is necessary to regulate the theory to determine these two loop corrections. In a string theory this regularisation introduces new threshold corrections (associated with the canonical normalisation of the Kähler term for matter fields111Additional corrections due to the rescaling of the metric (super-Weyl anomaly) exist, with similar implications .) and a sensitivity to the string (cut-off) scale. As a result there are new contributions to the gauge couplings in Grand Unified theories proportional to $`ln(M_s/M_{GUT})`$ with the string scale, $`M_s`$ providing the cut-off scale, which are not usually included in GUT calculations.

In the case of compactified string theories (with or without Grand Unification below the string scale) the threshold corrections can be much larger if the compactification scale is (significantly) different from the string scale. This may be understood (in the effective low energy field theory) as due to Kaluza Klein states associated with gauge non singlets propagating in the extra dimensions and with mass up to the string scale  which contribute to the running of the gauge couplings. For low compactification scales the number of such states is very large leading to very large threshold corrections generating power-like gauge coupling running and significant threshold sensitivity of the predictions . String calculations of the threshold effects for the weakly coupled heterotic string have been performed by several groups (for a review of the topic and references see ). The regularisation of the effective field theory is provided at the (heterotic) string level by the geometry of the string222i.e. the world-sheet torus, . In type I models with compact “in-brane” dimensions  one may have a similar (power-like) behaviour due to the associated Kaluza Klein states. Finally, power-like behaviour may also be present in type I models with anisotropic compactification. The string thresholds have been computed in  and (string) regularisation is again provided by the geometry of the string333via cancellation of the quadratic terms between the annulus and Moebius strip contributions, .. As we shall discuss in Section 3 the expectation is that all these corrections will spoil the MSSM prediction and imply the compactification scale(s) should be very close or equal to the string scale. One important implication of this is that one cannot appeal to non-standard “power law” running to lower the unification scale and one is left only with high scale unification.

The need for a high unification (and string) scale is broadly in agreement with the expectation in the heterotic string. However in the weakly coupled case there is a residual discrepancy of approximately a factor of 20 between the gauge unification scale found in MSSM unification and the string prediction. Further the requirement that the compactification scale should also be close to the string scale apparently prevents large threshold effects from coming to the rescue. However, as we discuss in Section 3.2, in cases of string thresholds with a Wilson line background, it is possible for large Wilson line effects to lower the unification scale to that of the MSSM while keeping the compactification scale close to the string scale. Thus the weakly coupled heterotic string with Wilson line background provides an example of a string model which can preserve the MSSM precision prediction and have an acceptable scale of unification. Another possibility is that the string theory has a stage of Grand Unification below the compactification scale allowing for a gauge unification scale below the compactification scale. As we discuss in Section 4, even in this case, it is necessary that the compactification scale should be close to the string cut-off scale due to the need to keep two-loop corrections under control. An alternative resolution of the discrepancy is that gravity can propagate in more dimensions than matter and gauge states, changing the string prediction for the unification scale. The original idea for this came from the strongly coupled heterotic string in which the gauge unification scale is lowered through the appearance of an 11th dimension . Even in this case the compactification scale of the other compactified dimensions cannot be far from the string scale. Our conclusions are presented in Section 5 where we present a profile of a compactified string theory capable of satisfying all the constraints needed to preserve the accuracy of the predictions for gauge couplings.

## 2 Precision gauge unification in the MSSM

In the MSSM the prediction of the gauge couplings follows from the GUT or string relation at the unification scale corrected by the renormalisation group determination of radiative corrections involving the MSSM states. By combining the standard model gauge couplings one may eliminate the one-loop dependence on the unification scale and the value of the unified coupling to obtain a relation which depends only on the threshold effects associated with the unknown masses of the supersymmetric states.

$$\alpha _3^1(M_Z)=\left\{\frac{15}{7}\mathrm{sin}^2\theta _W(M_Z)\frac{3}{7}\right\}\alpha _{em}^1(M_Z)+\frac{1}{2\pi }\frac{19}{14}\mathrm{ln}\frac{T_{eff}}{M_Z}+(twoloop)$$
(1)
Note that the leading dependence on the SUSY thresholds comes from $`T_{eff}`$, an effective supersymmetric scale, while two loop corrections, which have a milder dependence on the scale, through (gauge and matter) wavefunction renormalisation $`\mathrm{ln}Z\mathrm{ln}\alpha _i(scale)`$ can be ignored to a first approximation. In terms of the individual SUSY masses $`T_{eff}`$ is given by

$$T_{eff}=m_{\stackrel{~}{H}}\left(\frac{m_{\stackrel{~}{W}}}{m_{\stackrel{~}{g}}}\right)^{\frac{28}{19}}\left(\frac{m_H}{m_{\stackrel{~}{H}}}\right)^{\frac{3}{19}}\left(\frac{m_{\stackrel{~}{W}}}{m_{\stackrel{~}{H}}}\right)^{\frac{4}{19}}\left(\frac{m_{\stackrel{~}{l}}}{m_{\stackrel{~}{q}}}\right)^{\frac{9}{19}}$$
(2)
provided the particles have mass above $`M_Z.`$ The precision of the relation, eq.(1), between Standard Model couplings is limited by the dependence on $`T_{eff}`$. However the uncertainty in $`T_{eff}`$ is limited by the fact that the supersymmetry masses are bounded from below because no supersymmetric states have been observed and from above by the requirement that supersymmetry solve the hierarchy problem. From eq.(1) we see the dependence on the squark, slepton and heavy Higgs masses is very small, the main sensitivity being to the Higgsino, Wino and gluino masses.

If all the supersymmetric partner masses are of O(1TeV) then so is $`T_{eff}`$. However in most schemes of supersymmetry breaking radiative corrections split the superpartners. In the case of gravity mediated supersymmetry breaking with the assumption of universal scalar and gaugino masses at the Planck scale the relations between the masses imply $`T_{eff}m_{\stackrel{~}{H}}(\alpha _2(M_Z)/\alpha _3(M_Z))^2|\mu |/12,`$. For $`\mu `$ of order the weak scale $`T_{eff}`$ is approximately 20 GeV. From this we see the uncertainty in the SUSY breaking mechanism corresponds to a wide range in $`T_{eff}`$. In what follows we shall take $`20GeV<T_{eff}<1TeV`$ as a reasonable estimate of this uncertainty. Using this one may determine the uncertainty in the strong coupling for given values of the weak and electromagnetic couplings using eq.(1). The result (including two-loop effects) as a function of $`\alpha _3`$ and $`\mathrm{sin}^2\theta _W`$ is plotted in Figures 1(a) and 1(b)444Further constraints on this region, coming from small fine-tuning of other observables of the MSSM  may further constrain the area of allowed values of $`\alpha _3(M_Z)`$ vs. $`\mathrm{sin}^2\theta _W`$..

The precision of the prediction is remarkable. A measure of this is given by the area between the two curves in Figure 1 (a). If one assumes that a random model not constrained by unification may give any value for $`\alpha _3`$ and $`\mathrm{sin}^2\theta _W`$ between 0 and 1 the relative precision is an impressive 0.002! Of course this estimate is sensitive to the measure chosen. Changing to $`\alpha _3`$ and $`\mathrm{sin}\theta _W`$ makes very little difference. Changing to $`\alpha _3^1`$ and $`\mathrm{sin}^2\theta _W`$ (and restricting the possible range of $`\alpha _3^1`$ to be $`1<\alpha _3^1<10`$) increases the relative precision by a factor of 10. Using this variation as an estimate of the uncertainty associated with the measure we conclude that a reasonable estimate for the precision of the prediction for the correlation between the Standard Model couplings is in the range $`(0.22)\%.`$ One may also use the result of eq(2) to predict one of the couplings given the other. However, as may be seen from Figure 1(a), the prediction is not equally precise for each coupling. A quantitative estimate of the accuracy of the prediction for $`\alpha _3(M_Z)`$ or $`\mathrm{sin}^2\theta _W(M_Z)`$ may be obtained from eq.(1)by taking the derivative with respect to $`T_{eff}`$ giving

$$\alpha _3^1(M_Z)_{\alpha _3}+\frac{15}{7}\mathrm{sin}^2\theta _W(M_Z)\alpha _{em}^1(M_Z)_{\theta _W}\frac{19}{28\pi }+twoloop$$
(3)
where

$$_{\alpha _3}=\left|\frac{d\mathrm{ln}(\alpha _3(M_Z)}{d\mathrm{ln}T_{eff}}\right|;_{\theta _W}=\left|\frac{d\mathrm{ln}(\mathrm{sin}^2\theta _W)}{d\mathrm{ln}T_{eff}}\right|$$
(4)
The quantities $`_{\alpha _3}`$ and $`_{\theta _W}`$ give the fractional threshold sensitivity of $`\alpha _3`$ and $`\mathrm{sin}^2\theta _W`$ to a change in ln$`T_{eff}`$. From this we see that the unification prediction for $`\mathrm{sin}^2\theta _W(M_Z)`$ is more accurate than that for $`\alpha _3(M_Z)`$ since, close to the experimental point, we have from eqs.(3) and (4)

$$\frac{_{\theta _W}}{_{\alpha _3}}\frac{1}{7.6}$$
(5)
Given that the error in $`\alpha _3`$ is $`10\%`$ for a change in $`T_{eff}`$ from $`20`$ to $`1000GeV`$ we see from this equation that the corresponding error in $`\mathrm{sin}^2\theta _W`$ is $`1.3\%.`$ Thus the prediction for $`\mathrm{sin}^2\theta _W`$ provides a more realistic measure of the precision of the unification prediction. An expansion of $`\mathrm{sin}^2\theta _W`$ (corresponding to $`\alpha _3(M_z)=0.119`$) thus gives

$$\mathrm{sin}^2(\theta _W(M_Z))0.23370.25(\alpha _3(M_Z)0.119)\pm 0.0015$$
(6)
This effect may be seen directly in Figure 1(a) since the curve is more steeply varying in the $`\alpha _3`$ direction than in the $`\mathrm{sin}^2\theta _W`$ direction close to the experimental point. The optimal combination of $`\alpha _3`$ and $`\mathrm{sin}^2\theta _W`$ with minimal uncertainty normal to the curve can be determined numerically but is relatively close to $`\mathrm{sin}^2\theta _W.`$ The fact that experiment and theory agree to this level of accuracy is impressive and is a major reason why so much attention has been paid to supersymmetric extensions of the Standard Model.

## 3 High-scale threshold sensitivity of the unification prediction

Given this impressive accuracy it is clearly of interest to determine the effect on this prediction coming from threshold effects at the unification scale in realistic string theories. Our hope is that the requirement that the precision should not be significantly degraded will give us information about the underlying string theory. The value of the gauge couplings at $`M_Z`$ is of the form

$`\alpha _i^1(M_Z)`$ $`=`$ $`\delta _i+\alpha ^1(\mathrm{\Lambda })+{\displaystyle \frac{\overline{b}_i}{2\pi }}\mathrm{\Delta }(\mathrm{\Lambda },\mu _0)+{\displaystyle \frac{b_i}{2\pi }}\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }}{M_Z}}`$ (7)
$`+{\displaystyle \frac{3T_i(G)}{2\pi }}\mathrm{ln}\left[{\displaystyle \frac{\alpha (\mathrm{\Lambda })}{\alpha _i(M_Z)}}\right]^{1/3}{\displaystyle \underset{\varphi }{}}{\displaystyle \frac{T_i(R_\varphi )}{2\pi }}\mathrm{ln}Z_\varphi (\mathrm{\Lambda },M_Z)`$
where $`\mathrm{\Delta }`$ is the string threshold correction corresponding to the particular string theory considered (hereafter renamed to $`\mathrm{\Delta }^H`$, $`\mathrm{\Delta }^I`$ to stand for the weakly coupled heterotic and type I string cases respectively). The parameter $`\mathrm{\Lambda }`$ is the unification scale, $`\alpha (\mathrm{\Lambda })`$ is the unified coupling, $`\mu _0`$ is the mass of the heavy states, often the compactification scale in string theories and $`Z_\varphi `$and ($`\alpha (\mathrm{\Lambda })/\alpha (M_Z)`$) are the matter and gauge wavefunction renormalisation coefficients respectively. In eq(7) there are additional effects due to low energy supersymmetric thresholds $`\delta _i`$ and555The definition of $`T_{eff}`$ eq.(2) in terms of $`\delta _i`$ is $`\mathrm{ln}T_{eff}/M_z=(28\pi /19)(\delta _1b_{23}/b_{12}+\delta _2b_{31}/b_{12}+\delta _3)`$, with $`b_{ij}=b_ib_j`$. $`b_i=3T_i(G)+_\varphi T_i(R_\varphi )`$ are the one-loop beta function coefficients, while $`\overline{b}_i`$ depend on the particular compactification scheme - they are non-zero only for the N=2 massive SUSY states and vanish for the N=4 spectrum.

In comparing the threshold effects at the unification scale to the SUSY threshold effects discussed above we will restrict ourselves to a measure of the sensitivity of the prediction to these scales for either the strong coupling or $`\mathrm{sin}^2\theta _W`$ while the other is maintained fixed. In leading order we have from eq(7)

$$\delta \alpha _3^1(M_Z)\frac{15}{7}\delta \mathrm{sin}^2\theta _W=\frac{1}{2\pi }\left[\overline{b}_1\frac{b_{23}}{b_{12}}+\overline{b}_2\frac{b_{31}}{b_{12}}+\overline{b}_3\right]\delta \mathrm{\Delta }(\mathrm{\Lambda },\mu _0)$$
(8)
where $`b_{ij}=b_ib_j`$, $`b_1=33/5`$, $`b_2=1`$, $`b_3=3`$. The relative sensitivity of $`\alpha _3`$ (keeping $`\mathrm{sin}^2\theta _W`$ fixed) to changes in $`\mu _0`$ and $`T_{eff}`$ is, from eqs($`\text{9})`$, (4) and (3), given by

$``$ $``$ $`\left|{\displaystyle \frac{\delta (\mathrm{ln}(\alpha _3(M_Z)))}{\delta (\mathrm{ln}(\alpha _3(M_Z)))_{MSSM}}}\right|=\left|{\displaystyle \frac{d\mathrm{ln}\alpha _3(M_Z)}{d\mathrm{ln}\mu _0}}\right|\times _{\alpha _3}^1`$ (9)
$`=`$ $`{\displaystyle \frac{14}{19}}\left|\left\{{\displaystyle \frac{5}{7}}\overline{b}_1{\displaystyle \frac{12}{7}}\overline{b}_2+\overline{b}_3\right\}{\displaystyle \frac{d\mathrm{\Delta }}{d(\mathrm{ln}\mu _0)}}\right|`$ (10)
where we have assumed that the predicted value for $`\alpha _3(M_Z)`$ in the model considered is close to that of the MSSM666For a model to be viable one must in first instance predict the right value for $`\alpha _3(M_Z)`$ and only after would the question of threshold sensitivity be relevant.. One obtains the same result for the relative threshold sensitivity if we compute the prediction for $`\mathrm{sin}^2\theta _W(M_Z)`$ (with $`\alpha _3(M_Z)`$ fixed) normalised to $`_{\theta _W}`$. For this reason in our analysis of threshold sensitivity we will focus our attention only on the value of $``$.

It follows immediately from eq(9) that models involving only complete additional GUT representations (i.e. with $`\overline{b}_i=b_i+n)`$ do not introduce any threshold sensitivity at one loop order. This will be the case if there is a Grand Unification below the compactification scale. It is also true if one can find models for which $`\overline{b}_i=\kappa b_i`$ as has been suggested  to lower the unification scale by power law running. In both these cases, however, there will be significant threshold dependence at two loop order and we will discuss this separately in Section 4.

Returning to the one-loop threshold effects of eq.(9), we will determine the sensitivity for the case of weakly coupled heterotic string with/without Wilson lines and type I/I models to analyse their relative threshold sensitivity, $``$. In what follows $`\mathrm{\Lambda }`$, $`\mu _o`$ stand for the string and compactification scale respectively. To perform this analysis we use the explicit string computations for the string thresholds, $`\mathrm{\Delta }`$ .

### 3.1 Weakly coupled heterotic models

We first consider the case of the weakly coupled heterotic string with an N=2 sector (without Wilson lines present) in which six of the dimensions are compactified on an orbifold, $`T^6/G`$. In such models the spectrum splits into N=1, N=2 and N=4 sectors, the latter two associated with a $`T^2\times T^4`$ split of the $`T^6`$ torus. Due to the supersymmetric non-renormalisation theorem, the N=4 sector does not contribute to the running of the holomorphic couplings. As we shall discuss in Section 4 even in the case of N=4, two-loop corrections to the effective gauge couplings may introduce substantial threshold corrections. The N=1 sector gives the usual running associated with light states but does not contain any moduli dependence. The latter comes entirely from the N=2 sector. For the heterotic string all states are closed string states and at one loop the string world sheet has the topology of the torus $`T^2`$. For the case of a six-dimensional supersymmetric string vacuum compactified on a two torus $`T^2`$ the string corrections take the form . Here $`TR_1R_2`$ and $`UR_1/R_2`$ where $`T`$, $`U`$ are moduli and $`R_1`$, $`R_2`$ are the radii associated with $`T^2.`$ We consider the case of a two torus $`T^2`$ with $`T=iT_2`$ (the subscript 2 denotes the imaginary part) and $`U=iU_2`$. Making the dimensions explicit $`T_2`$ should be replaced by $`T_2T_2^o/(2\alpha ^{})2R^2/(2\alpha ^{})`$. Performing a summation over momentum and winding modes and integrating over the fundamental domain of the torus gives the following result for $`\mathrm{\Delta }^H`$

$`\mathrm{\Delta }^H`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}\left\{{\displaystyle \frac{8\pi e^{1\gamma _E}}{3\sqrt{3}}}U_2T_2|\eta (iU_2)|^4\left|\eta \left(iT_2\right)\right|^4\right\}`$ (11)
$`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}\left\{4\pi ^2|\eta (i)|^4\left({\displaystyle \frac{M_s}{\mu _0}}\right)^2\left|\eta \left[{\displaystyle \frac{i\mathrm{\hspace{0.17em}3}\sqrt{3}\pi }{2e^{1\gamma }}}\left({\displaystyle \frac{M_s}{\mu _0}}\right)^2\right]\right|^4\right\}`$ (12)
with the choice $`U_2=1`$ in the last equation. $`M_s`$ is the string scale, $`\mu _o1/R`$, $`\eta (x)`$ is the Dedekind eta function and we have replaced $`\alpha ^{}`$ in terms777¿From  $`M_s=2e^{(1\gamma _E)/2}\mathrm{\hspace{0.17em}3}^{3/4}/\sqrt{2\pi \alpha ^{}}`$ where $`g_s`$ is the string coupling at the unification. of $`M_s`$. For large888Note that $`T_25.5(M_sR)^2`$ in $`\overline{DR}`$ scheme, so one can easily have $`T_220`$ while $`R`$ is still close to the string length scale, to preserve the weakly coupled regime of the heterotic string. In this section “large” $`R`$ corresponds to values of $`T_2`$ in the above range. $`T_2`$ the eta function is dominated by the leading exponential and so one finds the power law behaviour $`\mathrm{\Delta }T_2R^2`$ which has a straightforward interpretation as being due to the decompactification associated with $`T^2.`$ This contribution is basically due to the tower of Kaluza Klein states below the string scale and can be understood at the effective field theory level  whose result is regularised by the string world-sheet . The presence of power-like running, although taking place over a very small region of energy range999This takes place essentially between the compactification and the string scale , can significantly affect the sensitivity of the unification prediction for $`\alpha _3(M_Z)`$ with respect to changes of the compactification scale (which, being determined by a moduli vev, is not fixed perturbatively and hence is not presently known). To demonstrate this explicitly, consider the variation of the threshold $`\mathrm{\Delta }^H`$ with respect to $`T_2`$

$$\frac{\delta \mathrm{\Delta }^H}{\delta \mathrm{ln}T_2}=\frac{1}{2}\left\{1+4\frac{d\mathrm{ln}|\eta (iT_2)|}{d(\mathrm{ln}T_2)}\right\}$$
(13)
This gives the following relative threshold sensitivity (eq.(9)) with respect to the compactification scale $`\mu _0`$ ($`x\mu _0/M_s`$)

$$=\frac{14}{19}\left|\left\{\frac{5}{7}\overline{b}_1\frac{12}{7}\overline{b}_2+\overline{b}_3\right\}\left\{12x\frac{d}{dx}\mathrm{ln}\eta \left(i\sigma x^2\right)\right\}\right|$$
(14)
where $`\sigma =3\sqrt{3}\pi e^{\gamma _E1}/2`$. In Figure 2 we plot the second factor in curly brackets (which is equal to $`\delta \mathrm{\Delta }^H/\delta (\mathrm{ln}x)`$)101010This situation is somewhat similar to other (effective) models  where it has been shown that power-like running brings in a significant amount of threshold sensitivity..

To understand the importance of $`\mathrm{\Delta }^H`$ and the implications it has for the threshold sensitivity of $`\alpha _3(M_Z)`$, we note that $`\mathrm{\Delta }^H`$ plays a central role in the attempts to bridge the well-known “gap” (of a factor of $`20`$)  between the heterotic string scale and the MSSM unification scale. It has been found (for a review see ) that for generic examples ($`Z_8`$ orbifold) this condition requires $`\mathrm{\Delta }8.5`$  which in turn requires moduli of considerable size, $`T_218.7`$ corresponding to a small value of $`x0.53`$ 111111This values for $`T_2`$ can still be on the edge of the weakly coupled regime of the 10D heterotic string as its coupling is equal to $`\lambda =(_iReT_i/ReS)^{1/2}`$). As may be seen from Figure 2 this leads to an even larger value for $`|d\mathrm{\Delta }^H/d(\mathrm{ln}x)|`$ and an enhanced relative threshold sensitivity. For the $`Z_8`$ orbifold , we find (using $`\overline{b}_a=(9/2,5/2,3/2)`$) $`=5.9`$ for $`x0.53`$. Since $``$ gives the relative sensitivity of the gauge coupling predictions to the N=2 threshold and the SUSY threshold we see that even for $`x=0.5`$ the precision of the gauge coupling prediction is substantially reduced. The requirement that this precision should not be lost constrains $`x1`$ (i.e.$`\mu _0=M_{string}`$). However this fails to “bridge the gap”.

This example clearly illustrates the general problem that weakly coupled heterotic string models have to reconcile two conflicting constraints, namely the need for a large $`\mathrm{\Delta }^H`$ to solve the scale mismatch between the MSSM unification scale and the heterotic string scale and the need for a small derivative of $`\mathrm{\Delta }^H`$ to avoid a large threshold sensitivity of the gauge couplings. The latter constraint is introduced by the power-law dependence121212This is due almost entirely to the presence of the towers of Kaluza-Klein modes rather than to winding modes, . of the thresholds on the compactification scale, and even though such running takes place over a small energy range it still gives significant effects. The problem can be avoided if $`x1`$, corresponding to the compactification scale being very close to the string scale. On the other hand the former constraint seems to require a small value for $`x.`$ As we shall discuss this conclusion may be evaded in theories with Wilson line breaking.

These conclusions apply to string theories with an $`N=2`$ sector. It is possible to construct string theories in which this sector is absent in which case there is no significant one-loop sensitivity of the unification prediction for the gauge couplings to changes of the high scale/moduli fields. The downside is that then one does not have the large $`\mathrm{\Delta }^H`$ needed to “close the gap”. Even if this problem is solved in another way the $`N=4`$ sector necessarily present introduces strong threshold dependence at two loop order which provides almost as restrictive a bound on the compactification scale. We shall discuss this further in Section 4.

### 3.2 Weakly coupled heterotic models with Wilson lines.

In the case that there are Wilson lines characterised by the moduli $`B`$ the masses of the heavy states contributing to the RG flow of the gauge couplings become $`B`$-dependent. For this class of models the string calculation of the threshold contribution to the gauge couplings was computed in . The presence of the Wilson lines may or may not break the symmetry group. In the latter case the threshold corrections do not seem to be large enough  to account for the energy gap between the MSSM unification scale and that of the weakly coupled heterotic string. The case when Wilson lines break the symmetry gauge group is more interesting, as one can obtain a symmetry group close to that of the standard model . We will consider only the class of models with (0,2) compactifications which have the additional advantage of avoiding the doublet-triplet splitting problem. For the case of the $`Z_8`$ orbifold the threshold contribution is then  (see also )

$$\mathrm{\Delta }^H=\frac{1}{20}\mathrm{ln}\left[Y^{10}\left|\frac{1}{128}\underset{k=1}{\overset{10}{}}\theta _k(\mathrm{\Omega })\right|^4\right]$$
(15)
with $`\theta _k`$ the ten even, genus two theta functions. As has been shown in , in this case one can obtain a large value of the threshold $`\mathrm{\Delta }^H`$ which may help solve the mismatch between the MSSM unification scale and that of the heterotic string theory, without the need of large moduli. For example one obtains131313with our normalisation for $`\mathrm{\Delta }^I`$, $`\mathrm{\Delta }^H8.5`$ for $`T_2=U_2=4.5`$ and $`B=1/2`$. The derivative of $`\mathrm{\Delta }^H`$ with respect to $`T_2`$ can easily be taken by using the expansion of (15)  up to $`𝒪(B^4)`$, to give

$`{\displaystyle \frac{\delta \mathrm{\Delta }^H}{\delta \mathrm{ln}T_2}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left\{{\displaystyle \frac{4U_2T_2}{4U_2T_2B^2}}+{\displaystyle \frac{24}{5}}{\displaystyle \frac{d\mathrm{ln}|\eta (iT_2)|}{d\mathrm{ln}T_2}}{\displaystyle \frac{12}{5}}{\displaystyle \frac{B^2T_2d_{T_2}^2\mathrm{ln}\eta ^2(iT_2)d_{U_2}\mathrm{ln}\eta ^2(iU_2)}{16B^2d_{T_2}\mathrm{ln}\eta ^2(iT_2)d_{U_2}\mathrm{ln}\eta ^2(iU_2)}}\right\}`$ (16)
$``$ $`{\displaystyle \frac{1}{2}}\left\{1+{\displaystyle \frac{24}{5}}{\displaystyle \frac{d\mathrm{ln}|\eta (iT_2)|}{d\mathrm{ln}T_2}}\right\}`$ (17)
where $`d_{T_2}`$ stands for a derivative with respect to $`T_2`$ and where the approximation used above holds for the particular point in the moduli space giving the right size of the threshold $`\mathrm{\Delta }^H`$. One may observe that this expression is very close to that of (13), with the difference that one has smaller moduli than in the case without Wilson lines present. For the $`Z_8`$ orbifold at the point in moduli space given above we obtain $`=1.50`$ which is lower than in the case without Wilson lines by a factor of $`4`$ for the same value of the threshold $`\mathrm{\Delta }^H`$.

The overall conclusion one may draw from this example is that the Wilson line background can give a threshold $`\mathrm{\Delta }H`$ which is large enough to obtain the correct unification scale with the additional benefit that its derivative with respect to $`T_2`$ is not significantly affected, leading to a significantly lower threshold sensitivity than in the other cases without Wilson lines. Such models can preserve the precision prediction for gauge coupling and give good agreement between the string unification scale and the MSSM value.

### 3.3 Type I/I models with a N=2 sector.

In this case the corrections to the gauge couplings come from the N=1 (massless) sector and from the N=2 massive winding (Type I) sector. The massive N=2 threshold corrections to $`\alpha _i^1`$ at the string scale $`M_I`$ were computed in  giving

$$\mathrm{\Delta }^I=\frac{1}{2}\underset{k}{}\overline{b}_{i,k}\mathrm{ln}\left(\sqrt{G_k}ImU_kM_I^2|\eta (U_k)|^4\right)$$
(18)
Here $`G_k`$ is the metric on the torus141414We consider in the following only compactification on a single torus, $`T^1`$. $`T^k`$, and $`\sqrt{G_1}=R_1R_2`$ (for a rectangular torus). The behaviour of the thresholds when $`ImU=R_1/R_2`$ is of order one is logarithmic, $`\mathrm{\Delta }_a\mathrm{ln}(R_1R_2)`$ and when $`ImU=R_1/R_21`$ it is power-like, $`\mathrm{\Delta }_aR_1/R_2`$.

The interest in this class of models was initially due to the observation that, in contrast to the heterotic case, the $`\mathrm{\Delta }^I`$’s have logarithmic running which, even for a low string scale, may continue up to the Planck scale  (more precisely up to the first winding mode close to this scale). Despite the absence of power-like terms in (18), such models still have fine-tuning problems and this has been extensively discussed in . The origin of the fine tuning is the difficulty in keeping light the closed string state with vacuum quantum numbers (dual to the first winding mode) which provides the cut-off for the gauge coupling running. Its mass is $`M_I^2/M_P`$ and to obtain running to the MSSM gauge unification scale $`M_I`$ should be large ($`>10^{10}`$ GeV).

In the following we will determine the relative precision factor $``$, induced by the structure of the thresholds (18), assuming that the linear combination of beta functions entering the definition of $``$ is of order $`𝒪(1)`$. The case this is not true is discussed in Section 4. The variation of the thresholds with respect to $`r_{1,2}=M_IR_{1,2}`$ where $`R_{1,2}`$ are the compactification scale(s) gives the relative fine tuning measure

$$\frac{d\mathrm{\Delta }^I}{d(\mathrm{ln}r_1)}=\frac{1}{2}2\rho \frac{d}{d\rho }\mathrm{ln}\eta (i\rho )$$
(19)
where $`\rho =r_1/r_2`$. Quantitatively $``$ $`10`$ for $`r_1/r_2<1/20`$ or $`r_1/r_2>20.`$ Since this significantly degrades the precision we are led to the conclusion that anisotropic compactifications are severely limited for reasonable values of the beta coefficients. Models with large radii of compactification are apparently still allowed as it is possible to have $`r_1`$ and $`r_2`$ very large while keeping $`\rho r_1/r_2𝒪(1)`$. However they suffer from an even more severe problem in that the $`N=2`$ beta functions have to be proportional to the $`N=1`$ beta functions if the MSSM predictions are to be preserved. We should stress that this sector does not correspond to Kaluza Klein excitations of the Standard Model states and so to obtain negative beta functions it is necessary that it involves a new massive gauge sector which also carries Standard Model gauge quantum numbers. Even with this it is very difficult to construct a spectrum giving beta functions proportional to the Standard Model beta functions because a N=2 copy of the MSSM representations gives a contribution to the beta functions which is not proportional to the $`N=1`$ contribution . Even more implausible is the possibility that two-loop corrections should be the same as in the MSSM. Thus in this case the good prediction of the MSSM must be viewed as a complete accident as the running above the string scale comes from a spectrum completely unrelated to that of the MSSM.

### 3.4 Type I/I models without a N=2 sector

For models of this class we address a generic type I string inspired model  which shares some similarities with the MSSM because it only has logarithmic running, but the spectrum of the light states and the hypercharge normalisation are different. Somewhat unexpectedly, we will show that logarithmic RG evolution is not always a sufficient condition for a low threshold sensitivity of $`\alpha _3(M_Z)`$ prediction. This is so because the definition of $``$ depends not only on the scale, but also on the beta function coefficients which in the model to discuss will play a more important role following the non-standard hypercharge normalisation.

The model is derived from D=4, N=1 compact type IIB orientifolds with $`D_p`$ branes and anti-$`D_p`$ branes located at different points of the underlying orbifold . It has gravity mediated supersymmetry breaking, full Standard Model gauge group, has no N=2 sector and the UV cut-off scale for the N=1 sector is the string scale. The predictions of the model for the gauge couplings unification were discussed at one loop order in  and at two loop level in. It involves logarithmic unification at a low value of the string scale ($`10^{12}`$ GeV). Here we address the issue of the relative sensitivity $``$ of the prediction for $`\alpha _3(M_Z)`$ (or $`\mathrm{sin}^2\theta _W)`$ to the heavy thresholds compared to the SUSY thresholds. The reason a low unification scale is possible in such models is because the (string) unification relation between gauge couplings is not that given by $`SU(5)`$ due to a different hypercharge normalisation. To compensate for this it is necessary to extend the MSSM light spectrum to include five further pairs of Higgs doublets (of mass $`\stackrel{~}{m}`$) and three vector-like right handed colour triplets $`(d+d^c)`$. When the latter have a mass equal to $`\stackrel{~}{m}`$ as well, the full two loop RGE equations derived from (7) are given by

$$\alpha _i^1(M_Z)=\delta _i+\alpha _g^1+\frac{b_i}{2\pi }\mathrm{ln}\left[\frac{M_s}{M_Z}\right]+\frac{\delta b_i}{2\pi }\mathrm{ln}\left[\frac{M_s}{\stackrel{~}{m}}\right]+\frac{1}{4\pi }\underset{j=1}{\overset{3}{}}Y_{ij}\mathrm{ln}\left[\frac{\alpha _g}{\alpha _j(\stackrel{~}{m})}\right]+\frac{1}{4\pi }\underset{j=1}{\overset{3}{}}\frac{b_{ij}}{b_j}\mathrm{ln}\left[\frac{\alpha _g}{\alpha _j(M_Z)}\right]$$
(20)
where $`Y_{ij}=\delta b_j/(b_jb_j^{})(2b_jT_j(G)\delta _{ij}b_{ij})`$, with $`T_j(G)=\{0,2,3\}_j`$; $`b_{ij}`$ is the two loop beta function as in the MSSM but with $`3/11`$ hypercharge normalisation, $`b_j=\{11\xi ,1,3\}_j`$, ($`\xi =3/11`$), $`b_j^{}=b_j+\delta b_j`$, with $`\delta b_j=\{7\xi ,5,3\}`$ to account for the additional five Higgs pairs and three pairs of right handed colour triplets.

The value of $``$ is easily computed at one loop giving

$$=\frac{14}{19}\left(2\delta b_13\delta b_2+\delta b_3\right)6$$
(21)
where the definition of $``$, (similar to that of (9) with $`\mu _0=\stackrel{~}{m}`$, $`M_s`$ fixed) takes into account the different hypercharge normalisation of the model. This value for $``$ implies a threshold sensitivity with respect to $`M_s/\stackrel{~}{m}`$ significantly greater than that of the MSSM with respect to $`T_{eff}`$. This may also be seen in the full two loop analysis which is used in Figure 4(a) and shows (at a global level) that a change of the ratio $`M_s/\stackrel{~}{m}`$ by a factor of 4, to match the uncertainty151515corresponding to a change of $`T_{eff}`$ between 250 to 1000 GeV. in $`T_{eff}`$, gives a much larger variation than that found due to SUSY threshold uncertainty. The ratio of the two areas is $`6.`$

The problem is even worse if one relaxes the assumption of equal bare masses for the five Higgs pairs and colour triplets.

This example illustrates the problems associated with any model which seeks to reduce the unification scale by going to a non-SU(5) normalisation for the weak hypercharge. While the increased threshold sensitivity and the associated loss of precision in the prediction for gauge couplings is bad enough we think an even more significant indictment of the scheme is that such models require that the precision agreement of the MSSM unification prediction with experiment is just a celestial joke!

## 4 Two loop limits on the compactification scale

So far we have discussed the one-loop threshold corrections coming from eq(7). We now turn to the case the linear combination

$$f(b_i,\overline{b}_i)=\overline{b}_1\frac{b_{23}}{b_{12}}+\overline{b}_2\frac{b_{31}}{b_{12}}+\overline{b}_3$$
(22)
is zero and the one-loop corrections to the correlation between $`\alpha _3`$ and $`\mathrm{sin}^2\theta _W`$ vanish. In such a case the heavy threshold correction only comes from two loops (and beyond).

The two loop corrections come from the coefficients $`Z_\varphi (\mathrm{\Lambda },Q)`$ in eq(7). These are the one-loop matter wavefunction renormalisation coefficients above the scale $`Q`$. It is necessary to regulate the theory in order to determine the $`Z_\varphi (\mathrm{\Lambda },Q).`$ In the case of a GUT (effective) theory it is normally assumed that they are unity at the GUT scale (i.e. $`\mathrm{\Lambda }`$ is chosen as the GUT scale). However this is not the correct prescription if the GUT emerges from string compactification for the string regularisation requires that $`\mathrm{\Lambda }`$ be the string cut-off scale, usually the string scale.

The coefficients $`Z`$ have two contributions. One is due to the usual (gauge and Yukawa) corrections from the N=1 “MSSM-like” massless states which generate the $`Z_\varphi (\mathrm{\Lambda },Q)`$ at one loop. These lead to corrections in the gauge couplings at $`𝒪(\alpha ^2/(4\pi ))`$. The second contribution to $`Z_\varphi (\mathrm{\Lambda },Q)`$ comes (for $`Q>\mu _0`$) from towers of (N=2,4) Kaluza Klein states. Such corrections of order $`𝒪(N\alpha ^2/4\pi )`$ and will give $``$ $`N\alpha /4\pi `$. The constraint that $``$ should not be large requires $`N<4\pi /\alpha `$ (equivalent to the requirement that the theory remain perturbative). While less constraining than the one-loop constraint, this is still very strong due to the rapid increase in the number of Kaluza Klein states, $`N(\mathrm{\Lambda }/\mu _0)^\delta `$, $`\delta `$ being the number of extra dimensions. For $`\delta =2,`$ $`\mathrm{\Lambda }<10\mu _0`$ while for $`\delta =6,`$ $`\mathrm{\Lambda }<2.5\mu _0.`$ Thus, even if one can avoid the large threshold sensitivity (“power-like” ) induced at one loop level by the (heterotic) string thresholds $`\mathrm{\Delta }`$ (or at the effective field theory level by towers of Kaluza Klein states) through an (string) construction which sets $`f(b_i,\overline{b}_i)=0`$, the constraint on two-loop contributions still requires the cut-off (string scale) $`\mathrm{\Lambda }`$ and the compactification scale $`\mu _0`$ should be very close. In particular string models with a Grand Unified group unbroken below the compactification scale should still have the compactification scale close to the string scale.

## 5 Summary : A profile of a String Model

In this paper we have considered two issues. The first is the precision of the prediction in the MSSM for low-energy gauge couplings assuming an underlying unification at a high scale. Taking account of the uncertainties due to the unknown masses of the SUSY partners of Standard Model states we found that the predicted range for the gauge couplings compared to the a priori range of possible couplings is remarkably precise, between 2 and 0.2%. This gives a quantitative estimate of how significant is the gauge unification prediction. The prediction for $`\mathrm{sin}^2\theta _W`$ itself is also impressive with an accuracy of $`1.3\%`$.

This remarkable precision led us to consider the nature of an underlying (string) theory that can maintain this accuracy. Due to the non-decoupling of the contribution of massive states to renormalisable terms in the low energy effective Lagrangian, the requirement that the gauge predictions be undisturbed places strong constraints on the massive sector. We determined the contribution of states transforming non-trivially under the Standard Model gauge group in compactified string models. Requiring that these contributions leave the MSSM predictions intact leads to a constraint on the magnitude of the compactification radius associated with the propagation of such states to limit the number of states in the Kaluza Klein tower. We found that for a wide class of string theories the contribution of heavy states occurs at one-loop order and the radius should be very close to the inverse of the string scale (well within a factor of 2). In the cases the one-loop contributions vanishes the limit is only slightly relaxed.

The implication of this result is quite far-reaching. One immediate one is that unification at a low scale through power law running of the gauge couplings cannot maintain the precision of the MSSM predictions. Indeed, due to the different contributions to the beta functions of massive compared to massless SUSY representations, low scale unification requires a very different multiplet content from the MSSM in order to obtain the same gauge unification prediction. As a result the precision prediction for gauge couplings must be considered a fortuitous accident, something we find hard to accept given the remarkable precision of the prediction. Even if we do accept this, and the N=2 sector happens to give the same beta function as the N=1 MSSM spectrum, power law running introduces a strong dependence on the heavy thresholds so that the precision of the “prediction” is lost. For both these reasons we consider a low scale of unification due to power law running to be unlikely. Models with a low scale of unification due to a non-$`SU(5)`$ hypercharge normalisation do not require power law running. Nonetheless it turns out that they too have enhanced threshold dependence due to the need for additional light states and again this loses the predictive power of the MSSM.

The profile of our string model which preserves the precision prediction for gauge couplings found in the MSSM therefore requires a large scale of unification with an $`SU(5)`$ normalisation for the weak hypercharge. Even so, there is still a strong constraint on the compactification scale because the cutoff of the contribution of heavy states is at the string scale or higher. To avoid the same power law running corrections that degraded the predictions in the case of low scale unification, the radius of compactification of those dimensions in which Standard Model gauge non-singlet fields propagate must not be large compared to the cutoff radius. This means the compactified string theory lies far from the Calabi-Yau limit and close to the superconformal limit. This is quite attractive in that many aspects of the effective low-energy field theory, such as Yukawa couplings, are amenable to calculation in the superconformal limit.

The need for a high scale of unification broadly fits the expectation in the (weakly coupled) heterotic string. However in detail there is a discrepancy between the MSSM value for the unification scale of $`3.10^{16}GeV`$ and the prediction in the weakly coupled heterotic string, approximately a factor of 20 larger. Three explanations have been suggested.

The first is that heavy threshold effects raises the unification scale to the predicted value. The requirement that the precision of the gauge coupling prediction be maintained severely limits the magnitude of these threshold effects and precludes explanations requiring large radii. However in models with Wilson line breaking it is possible to have very large threshold corrections to the unification scale while keeping the threshold contribution to gauge couplings small. Given that such Wilson line breaking is very often needed to break the underlying gauge symmetry of the heterotic string, this explanation seems very reasonable.

A second possibility is to have a GUT below the string compactification scale, the GUT breaking scale being the unification scale . Even in this case it is still necessary for the compactification scale to be very close to the string scale to keep the two loop contributions from the Kaluza Klein states small. If this theory comes from the weakly coupled heterotic string the compactification and string scales must be close to the Planck scale.

Of course our analysis does not preclude the existence of large new dimensions not associated with the propagation of Standard Model states. A particular example is the strongly coupled heterotic string in which gravity but not the Standard Model states propagate in the eleventh dimension. For the case the eleventh dimension is three orders of magnitude larger than the string length, corresponding to a compactification radius of $`O(10^{14}fm),`$ the gauge unification scale may be reduced to that found in the MSSM. This provides a third way to reconcile the predicted unification scale with that needed in the MSSM. However the size of the extra dimensions is still severely constrained by the need to have a high unification scale, the minimum occurring for just one additional dimension as in the strongly coupled heterotic case. Thus even in the case of large new dimensions in which Standard Model states do not propagate, the new dimension cannot be larger than $`10^{14}`$ fm.

Acknowledgement The work of D.G. was supported by the University of Bonn under the European Commission RTN programme HPRN-CT-2000-00131 and by the University of Oxford (Leverhulme Trust research grant). This research is also supported in part by the EEC research network HPRN-CT-2000-00148.


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# The Polarizability and Electric Field-Induced Energy Gaps In Carbon Nanotubes

## Abstract

A simple method to calculate the static electric polarization of single-walled carbon nanotube (SWNT) is obtained within the second-order perturbation approximation. The results are in agreement with the previous calculation within the random-phase approximation. We also find that the low energy electronic band structure of SWNT can be affected by an external electric field perpendicular to the axis of the tube. The field-induced energy gap shows strong dependence on the electric field and the size of the tubes, and a metal-insulator transition is predicted for all $`(n,n)`$ tubes. Universal scaling is found for the gap as function of the electric field and the radius of SWNTs. The fact that the external field required to induce a $`0.1`$ $`\mathrm{eV}`$ gap in SWNTs can be reached under the currently available experimental conditions indicates a possibility of further applying nanotubes to electric signal-controlled nanoscale switching devices.

The prospect of nanoscale electronic devices has engaged great interest. Single-walled carbon nanotubes (SWNTs) are significant application as nanoscale devices  due to their extraordinarily small diameter and versatile electronic properties . It is suggested that individual SWNT may act as devices such as field-effect transistors (FETs) , single-electron-tunneling transistors , rectifiers , or p-n junctions . The most exciting expectancy lies in the devices fabricated on a single tube . In recent years, the interplay between mechanical deformation and electrical properties of SWNTs have been extensively studied . Tombler et al.  used an atomic force microscope tip to manipulate a metallic SWNT, leading to a reversible two-order magnitude change of conductance, and Lammert et al.  applied a uniaxial stress to squash SWNTs and detect a similar reversible metal-insulator (M-I) transition. It is also well known that a magnetic field can also change the conductance of carbon nanotubes . A possible electric field-controlled M-I transition are considered to be more exciting because of its easy implementation in the actual applications. Yet, a question remains: Can electric field change the electronic properties of a tube?

In previous studies on electronic transports , the potential of a weak longitudinal electric field (bias voltage) in conductors was treated approximately to a slowly change variable in the range of the primitive unit cell. The electric field makes all the electronic energy and the Fermi level have a gradient along the field direction, but the energy-band structure is not change. The controlled potential, such as the gate voltage without a drop of component in the direction perpendicular to the tube axis in the case of FET, is only used to shift the Fermi level or changed the carrier concentration . In the literature, according to our knowledge, there is no report on using a transverse electric field to control the longitudinal electronic transport of conductors. In $`(n,n)`$ metallic SWNT, the electrons nearby Fermi energy are nonlocal in the circumference of the tube since their circumference-Fermi wavevector is zero , the classic wave-package approximation in slow-change voltage may be not suitable in the presence of the strong transverse electric field. The $`\mathrm{V}/\mathrm{nm}`$ order electric field is enough to obviously break the rotational symmetry about the tube axis, and create new interband and intraband coupling, which may change the low energy electronic properties of SWNTs, and hence affect the electronic transport. In the other hand, the field is still less than the $`23`$ orders of the atomic interior electric field, can be treated as perturbation.

In this Letter, we first report the result by using a tight-binding (TB) model to calculate the polarizability of SWNTs in the application of an external electric field perpendicular to the tube axis. The calculated polarizability of SWNT is in agreement with the previous results within the random-phase approximation (RPA) . Then we calculate the low energy electronic structure of SWNTs in the electric field. The results show obviously valuable effects: (1) The electric field can always induce an energy gap in $`(n,n)`$ metallic SWNTs; (2) There is a maximum gap strongly depended on the radius of the tubes; (3) Universal scaling is found for the gap as a function of the field and the size of the tubes, and the numerical results are testified by the second order perturbation calculations. Our results indicate that the magnitude of the electric field required to induce a sizable energy gap in metallic SWNTs falls into the range of currently available experimental conditions.

In density function theory, single electronic Kohn-Sham Hamiltonian is

$`=T+V_{KS}[\rho (𝐫)]+V_e(𝐫),`$ (1)
where $`V_{KS}[\rho (𝐫)]`$ is the effective potential, self-consistently depended on the electronic density $`\rho (𝐫)`$, hence the external electric field $`𝐄_e`$. $`V_e(𝐫)`$ is the electrostatic potential of $`𝐄_e`$. $`V_p(𝐫)=V_{KS}[\rho (𝐫)]V_{KS}[\rho _0(𝐫)]`$ can be acted as the contribution of the polarized charge, where $`\rho _0`$ is the unperturbed electronic density. So we can rewritten (1) as

$`=T+V_{KS}[\rho _0(𝐫)]+V(𝐫)`$ (2)
where $`V(𝐫)=V_e(𝐫)+V_p(𝐫)`$ is the total perturbed potential. We have

$`V(𝐫)=V_e(𝐫)+{\displaystyle \frac{\rho _b(𝐫^{})}{|𝐫𝐫^{}|}𝑑𝐫^{}}+\mathrm{\Delta }V_{xc}(𝐫)`$ (3)
where $`\rho _b(𝐫)=\rho (𝐫)\rho _0(𝐫)`$ is the polarized charge density, $`V_{xc}`$ is the exchange-correlation potential. If $`V(𝐫)`$ or $`V_e(𝐫)`$ is very small, using the second-order perturbation theory, we know $`\mathrm{\Delta }U=\frac{1}{2}\rho _b(𝐫)V(𝐫)𝑑𝐫`$ and

$`\mathrm{\Delta }U={\displaystyle \frac{1}{2}}{\displaystyle G(𝐫,𝐫^{})V(𝐫)V(𝐫^{})𝑑𝐫𝑑𝐫^{}},`$ (4)
$`\mathrm{\Delta }V_{xc}(𝐫)={\displaystyle \frac{\delta V_{xc}[\rho (𝐫)]}{\delta \rho _0(𝐫^{})}\rho _b(𝐫^{})𝑑𝐫^{}},`$ (5)
where $`\mathrm{\Delta }U`$ is the change of total energy of electrons, $`G(𝐫,𝐫^{})`$ can be gained from the unperturbed electronic wave functions $`\mathrm{\Psi }_i(𝐫)`$ and the unperturbed energy levels $`E_i`$,

$`G(𝐫,𝐫^{})={\displaystyle \underset{i=occ}{}}{\displaystyle \underset{j=unocc}{}}{\displaystyle \frac{1}{E_iE_j}}[\rho _{ij}(𝐫)\rho _{ij}^{}(𝐫^{})+c.c]`$ (6)
where $`\rho _{ij}(𝐫)=\mathrm{\Psi }_i^{}(𝐫)\mathrm{\Psi }_j(𝐫)`$, or,

$`G(𝐫,𝐫^{})={\displaystyle \frac{\delta ^2\mathrm{\Delta }U}{\delta V(𝐫)\delta V(𝐫^{})}}.`$ (7)
For an approximation, we treat the $`V(𝐫)`$ of (3) as a electrostatic potential. If we suppose the polarization in SWNT is uniform and due to the induced-surface-charge distribution under a constant external field $`𝐄_e`$ , we have $`E=E_e\frac{2p}{R^2}`$, where $`p=\alpha _0E`$ is the dipole moment per length and R being the radius of tubes. By selecting a set basis, using slater $`X_\alpha `$ local exchange-correlation approximation, we have numerically solved (3) in small tubes with the calculated TB-electron-energy change $`\mathrm{\Delta }U`$. We found the nonhomogenous effect is very small . Here we will only report the results within the uniform polarization approximation. From $`\alpha _0=\frac{\delta ^2\mathrm{\Delta }U}{\delta E^2}`$, we gain the dielectric function $`ϵ`$,

$`ϵ=E_e/E=1+2{\displaystyle \frac{\alpha _0}{R^2}}.`$ (8)
Considering the screened electrons are not confined to the surface containing the ions in tubes, after calculating the $`\alpha _0`$ within RPA, Benedict et al. replaced the $`R`$ of (8) with $`R_{eff}=R+\delta R`$ for calculating $`ϵ`$. Fitting the result of $`C_{60}`$, they gave $`\delta R=1.2\AA `$ for some small radius tubes. If Directly starting from the exactly unperturbed wave functions and energy levels of tubes, we can gain the real distribution of polarized charges. By numerically solving (3), (5) and (7), we found that the exchange-correlation potential maybe decrease partly the depolarized field which is completely attributed to $`R_{eff}`$ by Benedict et al. However, the order of magnitude of $`ϵ`$ which we need can be identically obtained from one of both (3) and (8).

The nearest-neighbor TB Hamiltonian has been used successfully for calculating the electronic structure of graphite sheet and nanotubes . Our previous works  show the model can well describe the electronic perporties and total energy. The Hamiltonian is dependent on the matrix element of potential $`V(𝐫)`$,

$`<\varphi _i(𝐫𝐑_l)||\varphi _j(𝐫𝐑_k)>=_0^{ij}(l,k)+V_{ij}(l,k),`$ (9)
where $`|\varphi _i(𝐫𝐑_l)>`$ is the $`i`$th ($`2s`$ or $`2p`$) orbit of the $`𝐑_l`$ carbon atom, $`_0^{ij}(l,k)`$ are the Slater-Koster TB parameters in the absence of electric field . Expanding the $`V(𝐫)`$ near the lattice vector $`𝐑_l`$,

$`V(𝐫+𝐑_l)V(𝐑_l)𝐄(𝐑_l)𝐫,`$ (10)
where we suppose the $`𝐄`$ is uniform or slowly change in the size of atom. Only considering the nearest-neighbor contribution, we have

$`V_{ij}(l,l)`$ $``$ $`\delta _{ij}V(𝐑_l)𝐄(𝐑_l)𝐏_{ij}(0),`$ (11)
$`V_{ij}(l,k)`$ $``$ $`s_{ij}V(𝐑_{lk}^c)𝐄(𝐑_{lk}^c)𝐏_{ij}(𝐝),`$ (12)
where $`𝐏_{ij}(0)`$ and $`𝐏_{ij}(𝐝)`$ are the dipole matrix elements, and $`s_{ij}`$ are overlap integrals which are only slightly affect the electronic energy bands, $`𝐝=𝐑_l𝐑_k`$, and $`𝐑_{lk}^c=(𝐑_l+𝐑_K)/2`$ is the position of mass centre of $`l`$ atom and $`k`$ atom. Benedict et al.  showed that the $`𝐏_{ij}`$ can be neglected except the $`𝐏_{sp}(0)=R_{sp}\widehat{x}0.5\widehat{x}`$ $`\mathrm{\AA }`$. From the Hamiltonian, we can calculate the total electronic energy in presence of any total electric field $`𝐄(𝐫)`$. Since the polarizability of $`\sigma `$ electrons is smaller than that of $`\pi `$, we only calculate the contribution of $`\pi `$. The results are shown at Fig.2. The values of $`\alpha _0`$ of a few small radius tubes are in agreement with the previous results , but $`\alpha _02.4R^{2.4}`$ is faster increase as the radius increase than the result of Benedict et al. ($`\alpha _02.6R^2`$). Fig.2(b) shows the obtained value of $`ϵ`$ of some $`(n,n)`$ tubes using the $`R`$ and $`R_{eff}`$, respectively. The $`ϵ`$ is about order of $`515`$ for a few small tubes, slowly increases to about $`20`$ for $`(60,60)`$ tube. Since the polarization is nearly constant in SWNT, we will only calculate the effects of a uniform total electric field in this letter. Fig.3 shows the electronic energy bands of a $`(10,10)`$ tube. When $`V_0=0.5`$ $`\mathrm{V}`$, where $`V_0=ER`$, a sizable gap about $`0.3`$ $`\mathrm{eV}`$ is found at $`K_0`$, the Fermi wavevector in zero field. As $`E`$ increases, the gap increases, and when $`V_0=1.5`$ $`\mathrm{V}`$, the bands structure is obviously deformed. It is surprising to find that the gap decreases as $`E`$ increases further. When $`V_0=3.0`$ $`\mathrm{V}`$, the zero gap is found, but the Fermi point dramatically moves from $`K_0`$.

To probe the above effect in general, we performed the computation for a series of $`(n,n)`$ tubes. Fig.4 shows the gap as a function of the applied field $`V_0`$ in $`(n,n)`$ tubes, where $`n`$ is from $`5`$ to $`15`$. From the figure, we find the determined effect: The electric field can always induce a gap in $`(n,n)`$ tubes, and the size of the gap strongly depends on the amplitude of the transverse field and the tube parameter $`n`$. For any $`(n,n)`$ tubes, the gap first increases with increasing field, and reaches a maximum value $`E_{gm}`$ at the $`V_{0m}`$, then drops again. Both the maximum gap $`E_{gm}`$ and the corresponding $`V_{0m}`$ are approximately proportional to $`1/n`$, and hence inversely proportional to the radius of tubes, i.e.,

$`E_{gm}6.89\mathrm{eV}/n,ϵ_m12.09\mathrm{eV}/n.`$ (13)
The finding shown in (13) that electric field effects fastly decrease as the size of conductor increases might be the reason why people have not yet recognized the effect in previous studies. The field dependence of the gap is quite similar for tubes with various cross-sectional radii, which invokes us to scale both $`E_g`$ and $`V_0`$ up $`n`$ times their original values. The obtained results are shown in Fig.5. From it we do find the scaled gap to be a universal function of the scaled electric field for all $`(n,n)`$ tubes. In the low field range, for all calculated eleven $`(n,n)`$ tubes there exists a simple relation: $`nE_g=\lambda (nV_0)^2`$, where $`\lambda `$ is a constant, about $`0.07`$ $`(\mathrm{eV})^1`$. In the higher field range, except for a few small-radius tubes such as $`(5,5)`$ and $`(6,6)`$ tubes, the universal scaling law still holds.

To understand the above scaling relation, we use perturbation theory to calculate the field-induced gap in low field limit. The first-order perturbation approximation only causes shift in the Fermi level, showing no contribution to the gap change. Calculating up to the second order perturbation at $`K_0`$ point, we obtained the following analytic result

$$E_g\frac{\sqrt{3}}{2\pi h}nE^2R^2,$$
(14)
where $`h`$ (=$`3.033`$ eV) is the hopping parameter in the absence of the electric field . The contribution of the overlap integral $`s`$, which is very small, is neglected. Obviously, the second-order perturbation calculation gives almost the same scaling relation as the numerical results in the low field, though the obtained $`\lambda 0.09`$ (eV)-1 is slightly larger than the numerical result $`0.07`$ (eV)-1. In the high field range, since the Fermi wavevector is moved from $`K_0`$, the perturbation theory becomes not suitable. However, the low field range may be more compatible with the practical application. In order to open a $`0.1`$ $`\mathrm{eV}`$ gap in the energy bands of $`(n,n)`$ tubes, $`n`$ must be smaller than $`n_0=6.89/E_g68`$, and the required electric field is,

$$|\stackrel{}{E}|=\frac{2\pi }{3r_0e}\sqrt{\frac{E_g}{\lambda }}n^{\frac{3}{2}},$$
(15)
where $`r_0`$ (=$`1.42`$ $`\mathrm{\AA }`$) is the bond length of carbon atoms in the SWNT. Therefore, for example for a $`(10,10)`$ tube, the required field is about $`5\times 10^8`$ $`\mathrm{V}/\mathrm{m}`$, and for a $`(60,60)`$ tube, it is about $`3\times 10^7`$ $`\mathrm{V}/\mathrm{m}`$. Considering the polarizing, the needed external field is about $`0.5`$ $`\mathrm{V}/\mathrm{\AA }`$ and $`0.06`$ $`\mathrm{V}/\mathrm{\AA }`$, respectively. Our results are encouraged by an important fact that the perturbation approximation is suitable only required the small total field $`𝐄`$, need not the small external field $`𝐄_e=ϵ𝐄`$. Even though $`ϵ`$ is larger, our conclusion is still correct, but needing stronger external field. The magnitude of the required external field for inducing a sizable gap in tubes with larger radius can be reached by the currently available experimental conditions, we wish the above prediction can be checked in near future.

In summary, we have proposed an electric field-induced M-I transition in $`(n,n)`$ SWNTs for the first time. The results support the argument that SWNTs can be applied as nanoscale electric signal-controlled switching devices.

The authors would like to thank Prof. H.-W. Peng, Prof. Z.-B. Su and Dr. H.-J. Zhou for many discussions on the results. The numerical calculations were performed partly at ITP-Net and partly at the State Key Lab. of Scientific and Engineering Computing.


text:
# Entropy, von Neumann and the von Neumann entropy 11footnote 1This work was supported by the Hungarian National Foundation for Scientific Research grant no. OTKA T 032662 and published in John von Neumann and the Foundations of Quantum Physics, eds. M. Rédei and M. Stöltzner, Kluwer, 2001.

## 1 General introduction to entropy

The word “entropy” was created by Rudolf Clausius and it appeared in his work “Abhandlungen über die mechanische Wärmetheorie” published in 1864. The word has a Greek origin, its first part reminds us of “energy” and the second part is from “tropos” which means turning point. Clausius’ work is the foundationstone of classical thermodynamics. According to Clausius, the change of entropy of a system is obtained by adding the small portions of heat quantity received by the system divided by the absolute temperature during the heat absorption. This definition is satisfactory from a mathematical point of view and gives nothing other than an integral in precise mathematical terms. Clausius postulated that the entropy of a closed system cannot decrease, which is generally referred to as the second law of thermodynamics. On the other hand, he did not provide any heuristic argument to support the law. This fact might partly be responsible for the mystery surrounding entropy for a long time. As an extreme, we can cite Alfred Wehrl who had the opinion in 1978 that “the second law of thermodynamics does not appear to be fully understood yet” .

The concept of entropy was really clarified by Ludwig Boltzmann. His scientific program was to deal with the mechanical theory of heat in connection with probabilities. Assume that a macroscopic system consists of a large number of microscopic ones, we simply call them particles. Since we have ideas of quantum mechanics in mind, we assume that each of the particles is in one of the energy levels $`E_1<E_2<\mathrm{}<E_m`$. The number of particles in the level $`E_i`$ is $`N_i`$, so $`_iN_i=N`$ is the total number of particles. A macrostate of our system is given by the occupation numbers $`N_1,N_2,\mathrm{},N_m`$. The energy of a macrostate is $`E=_iN_iE_i`$. A given macrostate can be realized by many configurations of the $`N`$ particles, each of them at a certain energy level $`E_i`$. Those configurations are called microstates. Many microstates realize the same macrostate. We count the number of ways of arranging $`N`$ particles in $`m`$ boxes (i.e., energy levels) such that each box has $`N_1,N_2,\mathrm{},N_m`$ particles. There are

$$\left(\begin{array}{c}N\\ N_1,N_2,\mathrm{},N_m\end{array}\right):=\frac{N!}{N_1!N_2!\mathrm{}N_m!}$$
(1)
such ways. This multinomial coefficient is the number of microstates realizing the macrostate $`(N_1,N_2,\mathrm{},N_m)`$ and it is proportional to the probability of the macrostate if all configurations are assumed to be equally likely. Boltzmann called (1) the thermodynamical probability of the macrostate, in German “thermodynamische Wahrscheinlichkeit”, hence the letter $`W`$ was used. Of course, Boltzmann argued in the framework of classical mechanics and the discrete values of energy came from an approximation procedure with “energy cells”.

If we are interested in the thermodynamic limit $`N`$ increasing to infinity, we use the relative numbers $`p_i:=N_i/N`$ to label a macrostate and, instead of the total energy $`E=_iN_iE_i`$, we consider the average energy pro particle $`E/N=_ip_iE_i`$. To find the most probable macrostate, we wish to maximize (1) under a certain constraint. The Stirling approximation of the factorials gives

$$\frac{1}{N}\mathrm{log}\left(\begin{array}{c}N\\ N_1,N_2,\mathrm{},N_m\end{array}\right)=H(p_1,p_2,\mathrm{},p_m)+O(N^1\mathrm{log}N),$$
(2)
where

$$H(p_1,p_2,\mathrm{},p_m):=\underset{i}{}p_i\mathrm{log}p_i.$$
(3)
If $`N`$ is large then the approximation (2) yields that instead of maximizing the quantity (1) we can maximize (3). For example, maximizing (3) under the constraint $`_ip_iE_i=e`$, we get

$$p_i=\frac{e^{\lambda E_i}}{_je^{\lambda E_j}},$$
(4)
where the constant $`\lambda `$ is the solution of the equation

$$\underset{i}{}E_i\frac{e^{\lambda E_i}}{_je^{\lambda E_j}}=e.$$

Note that the last equation has a unique solution if $`E_1<e<E_m`$, and the distribution (4) is known as the discrete Maxwell-Boltzmann law today.

Let $`p_1,p_2,\mathrm{},p_n`$ be the probabilities of different outcomes of a random experiment. According to Shannon, the expression (1) is a measure of our ignorance prior to the experiment. Hence it is also the amount of information gained by performing the experiment. (1) is maximum when all the $`p_i`$’s are equal. In information theory logarithms with base 2 are used and the unit of information is called bit (from binary digit). As will be seen below, an extra factor equal to Boltzmann’s constant is included in the physical definition of entropy.

## 2 Von Neumann’s contribution to entropy

The comprehensive mathematical formalism of quantum mechanics was first presented in the famous book “Mathematische Grundlagen der Quantenmechanik” published in 1932 by Johann von Neumann. In the traditional approach to quantum mechanics, a physical system is described in a Hilbert space: Observables correspond to selfadjoint operators and statistical operators are asssociated with the states. In fact, a statistical operator describes a mixture of pure states. Pure states are the really physical states and they are given by rank one statistical operators, or equivalently by rays of the Hilbert space.

Von Neumann associated an entropy quantity to a statistical operator in 1927  and the discussion was extended in his book . His argument was a gedanken experiment on the ground of phenomenological thermodynamics. Let us consider a gas of $`N(1)`$ molecules in a rectangular box $`K`$. Suppose that the gas behaves like a quantum system and is described by a statistical operator $`D`$ which is a mixture $`\lambda |\phi _1\phi _1|+(1\lambda )|\phi _1\phi _2|`$, $`|\phi _i\phi `$ is a state vector $`(i=1,2)`$. We may take $`\lambda N`$ molecules in the pure state $`\phi _1`$ and $`(1\lambda )N`$ molecules in the pure state $`\phi _2`$. On the basis of phenomenological thermodymanics we assume that if $`\phi _1`$ and $`\phi _2`$ are orthogonal, then there is a wall which is completely permeable for the $`\phi _1`$-molecules and isolating for the $`\phi _2`$-molecules. (In fact, von Neumann supplied an argument that such a wall exists if and only if the state vectors are orthogonal.) We add an equally large empty rectangular box $`K^{}`$ to the left of the box $`K`$ and we replace the common wall with two new walls. Wall (a), the one to the left is impenetrable, whereas the one to the right, wall (b), lets through the $`\phi _1`$-molecules but keeps back the $`\phi _2`$-molecules. We add a third wall (c) opposite to (b) which is semipermeable, transparent for the $`\phi _2`$-molecules and impenetrable for the $`\phi _1`$-ones. Then we push slowly (a) and (c) to the left, maintaining their distance. During this process the $`\phi _1`$-molecules are pressed through (b) into $`K^{}`$ and the $`\phi _2`$-molecules diffuse through wall (c) and remain in $`K`$. No work is done against the gas pressure, no heat is developed. Replacing the walls (b) and (c) with a rigid absolutely impenetrable wall and removing (a) we restore the boxes $`K`$ and $`K^{}`$ and succeed in the separation of the $`\phi _1`$-molecules from the $`\phi _2`$-ones without any work being done, without any temperature change and without evolution of heat. The entropy of the original $`D`$-gas ( with density $`N/V`$ ) must be the sum of the entropies of the $`\phi _1`$\- and $`\phi _2`$-gases ( with densities $`\lambda N/V`$ and $`(1\lambda )N/V`$, respectively. ) If we compress the gases in $`K`$ and $`K^{}`$ to the volumes $`\lambda V`$ and $`(1\lambda )V`$, respectively, keeping the temperature $`T`$ constant by means of a heat reservoir, the entropy change amounts to $`\kappa \lambda N\mathrm{log}\lambda `$ and $`\kappa (1\lambda )N\mathrm{log}(1\lambda )`$, respectively. Indeed, we have to add heat in the amount of $`\lambda _iN\kappa T\mathrm{log}\lambda _i`$ ($`<0`$) when the $`\phi _i`$-gas is compressed, and dividing by the temperature $`T`$ we get the change of entropy. Finally, mixing the $`\phi _1`$\- and $`\phi _2`$-gases of identical density we obtain a $`D`$-gas of $`N`$ molecules in a volume $`V`$ at the original temperature. If $`S_0(\psi ,N)`$ denotes the entropy of a $`\psi `$-gas of $`N`$ molecules ( in a volume $`V`$ and at the given temperature ), we conclude that

$`S_0(\phi _1,\lambda N)+S_0(\phi _2,(1\lambda )N)`$
$`=S_0(D,N)+\kappa \lambda N\mathrm{log}\lambda +\kappa (1\lambda )N\mathrm{log}(1\lambda )`$
must hold, where $`\kappa `$ is Boltzmann’s constant. Assuming that $`S_0(\psi ,N)`$ is proportional to $`N`$ and dividing by $`N`$ we have

$`\lambda S(\phi _1)+(1\lambda )S(\phi _2)`$ (5)
$`=S(D)+\kappa \lambda \mathrm{log}\lambda +\kappa (1\lambda )\mathrm{log}(1\lambda ),`$
where $`S`$ is certain thermodynamical entropy quantity ( relative to the fixed temperature and molecule density ). We arrived at the mixing property of entropy, but we should not forget about the initial assumption: $`\phi _1`$ and $`\phi _2`$ are supposed to be orthogonal. Instead of a two-component mixture, von Neumann operated by an infinite mixture, which does not make a big difference, and he concluded that

$$S\left(\underset{i}{}\lambda _i|\phi _i\phi _i|\right)=\underset{i}{}\lambda _iS(|\phi _i\phi _i|)\kappa \underset{i}{}\lambda _i\mathrm{log}\lambda _i.$$
(6)
Before we continue to follow his considerations, let us note that von Neumann’s argument does not require that the statistical operator $`D`$ is a mixture of pure states. What we really needed is the property $`D=\lambda D_1+(1\lambda )D_2`$ in such a way that the possible mixed states $`D_1`$ and $`D_2`$ are disjoint. $`D_1`$ and $`D_2`$ are disjoint in the thermodynamical sense, when there is a wall which is completely permeable for the molecules of a $`D_1`$-gas and isolating for the molecules of a $`D_2`$-gas. In other words, if the mixed states $`D_1`$ and $`D_2`$ are disjoint, then this should be demonstrated by a certain filter. Mathematically, the disjointness of $`D_1`$ and $`D_2`$ is expressed in the orthogonality of the eigenvectors corresponding to nonzero eigenvalues of the two density matrices. The essential point is in the remark that equation (5) must hold also in a more general situation when possibly the states do not correspond to density matrices but orthogonality of the states makes sense:

$`\lambda S(D_1)+(1\lambda )S(D_2)`$ (7)
$`=S(D)+\kappa \lambda \mathrm{log}\lambda +\kappa (1\lambda )\mathrm{log}(1\lambda )`$
Equation (6) reduces the determination of the (thermodynamical) entropy of a mixed state to that of pure states. The so-called Schatten decomposition $`_i\lambda _i|\phi _i\phi _i|`$ of a statistical operator is not unique even if $`\phi _i,\phi _j=0`$ is assumed for $`ij`$. When $`\lambda _i`$ is an eigenvalue with multiplicity, then the corresponding eigenvectors can be chosen in many ways. If we expect the entropy $`S(D)`$ to be independent of the Schatten decomposition, then we are led to the conclusion that $`S(|\phi \phi |)`$ must be independent of the state vector $`|\phi `$. This argument assumes that there are no superselection sectors, that is, any vector of the Hilbert space can be a state vector. On the other hand, von Neumann wanted to avoid degeneracy of the spectrum of a statistical operator (as well as the possible degeneracy of the spectrum of observables as we shall see below).

Von Neumann’s proof of the property that $`S(|\phi \phi |)`$ is independent of the state vector $`|\phi `$ was different. He did not want to refer to a unitary time development sending one state vector to another, because that argument requires great freedom in choosing the energy operator $`H`$. Namely, for any $`|\phi _1`$ and $`|\phi _2`$ we would need an energy operator $`H`$ such that

$$e^{\mathrm{i}tH}|\phi _1=|\phi _2.$$

This process would be reversible. (It is worthwhile to note that the problem of superselection sectors appears also here.)

Von Neumann proved that $`S(|\phi _1\phi _1|)S(|\phi _2\phi _2|)`$ by constructing a great number of measurement processes sending the state $`|\phi _1`$ into an ensemble, which differs from $`|\phi _2\phi _2|`$ by an arbitrarily small amount. The measurement of an observable $`A=_i\lambda _i|\psi _i\psi _i|`$ in a state $`|\phi `$ yields an ensemble of the pure states $`|\psi _i\psi _i|`$ with weights $`|\phi |\psi _i|^2`$. This was a basic postulate in von Neumann’s measurement theory when the eigenvalues of $`A`$ are non-degenerate, that is, $`\lambda _i`$’s are all different. In a modern language, von Neumann’s measurement is a conditional expectation onto a maximal Abelian subalgebra of the algebra of all bounded operators acting on the given Hilbert space. Let $`(|\psi _i)_i`$ be an orthonormal basis consisting of eigenvectors of the observable under measurement. For any bounded operator $`T`$ we set

$$E(T)=\underset{i}{}\psi _i|T|\psi _i|\psi _i\psi _i|.$$
(8)
The linear transformation $`E`$ possesses the following properties:

* $`E=E^2`$.
* If $`T0`$ then $`E(T)0`$.
* $`E(I)=I`$.
* $`\mathrm{Tr}\left(E(T)\right)=\mathrm{Tr}T`$.

In particular, for a statistical operator $`D`$ its transform $`E(D)`$ is a statistical operator as well. It follows immediately from definition (8) that

$$E(|\phi \phi |)=\underset{i}{}|\phi |\psi _i|^2|\psi _i\psi _i|$$

and the conditional expectation $`E`$ acts on the pure states exactly in the same way as it is described in the measurement procedure. It was natural for von Neumann to assume that

$$S(D)S\left(E(D)\right),$$
(9)
at least if the statistical operator $`D`$ corresponds to a pure state. Inequality (9) is nothing other than the manifestation of the second law for the measurement process.

In the proof of the inequality $`S(|\phi _1\phi _1|)S(|\phi _2\phi _2|)`$ one can assume that the vectors $`|\phi _1`$ and $`|\phi _2`$ are orthogonal. The idea is to construct measurements $`E_1,E_2,\mathrm{},E_k`$ such that

$$E_k\left(\mathrm{}\left(E_1(|\phi _1\phi _1|)\right)\mathrm{}\right)$$
(10)
is in a given small neighbourhood of $`|\phi _2\phi _2|`$. The details are well-presented in von Neumann’s original work, but we confine ourselves here to his definition for $`E_n`$. He set a unit vector

$$\psi ^{(n)}=\mathrm{cos}\frac{\pi n}{2k}|\phi _1+\mathrm{sin}\frac{\pi n}{2k}|\phi _2$$

and extended it to a complete orthonormal system. The measurement conditional expectation $`E_n`$ corresponds to this basis ($`1nk`$). It is elementary to show that (10) tends to $`|\phi _2\phi _2|`$ as $`k\mathrm{}`$. We stress again that the argument needs that $`|\phi _1`$ and $`|\phi _2`$ are in the same superselection sector, so that their linear combinations may be state vectors.

Let us summarize von Neumann’s discussion of the thermodynamical entropy of a statistical operator $`D`$. First of all, he assumed that $`S(D)`$ is a continuous function of $`D`$. He carried out a reversible process to obtain the mixing property (5) for orthogonal pure states, and he concluded (6). He referred to the second law again when assuming (9) for pure states. Then he showed that $`S(|\phi \phi |)`$ is independent of the state vector $`|\phi `$ so that

$$S\left(\underset{i}{}\lambda _i|\phi _i\phi _i|\right)=\kappa \underset{i}{}\lambda _i\mathrm{log}\lambda _i$$
(11)
up to an additive constant which could be chosen to be 0 as a matter of normalization. (11) is von Neumann’s celebrated entropy formula; it has a more elegant form

$$S(D)=\kappa \mathrm{Tr}\eta (D),$$
(12)
where $`\eta :\mathrm{I}\mathrm{R}^+\mathrm{I}\mathrm{R}`$ is the continuous function $`\eta (t)=t\mathrm{log}t`$. (The modern notation for $`t\mathrm{log}t`$ comes from information theory which did not exist at that time.)

When von Neumann deduced (12), his natural intention was to make mild assumptions. For example, the monotonicity (9) was assumed only for pure states. If we already have (12) as a definition, then (9) can be proved for an arbitrary statistical operator $`D`$. The argument is based on the Jensen inequality, and von Neumann remarked that for

$$S_f(D)=\mathrm{Tr}f(D)$$

with a differentiable concave function $`f:[0,1]\mathrm{I}\mathrm{R}`$,

$$S_f(D)S_f\left(E(D)\right)$$
(13)
holds for every statistical operator $`D`$. His analysis also indicated that the measurement process is typically irreversible, the finite entropy of a statistical operator definitely increases if a state change occurs.

Von Neumann solved the maximization problem for $`S(D)`$ under the constraint $`\mathrm{Tr}DH=e`$. This means the determination of the ensemble of maximal entropy when the expectation of the energy operator $`H`$ is a prescribed value $`e`$. It is convenient to rephrase his argument in terms of conditional expectations. $`H=H^{}`$ is assumed to have a discrete spectrum and we have a conditional expectation $`E`$ determined by the eigenbasis of $`H`$. If we pass from an arbitrary statistical operator $`D`$ with $`\mathrm{Tr}DH=e`$ to $`E(D)`$, then the entropy is increasing on the one hand and the expectation of the energy does not change on the other hand, so the maximizer should be searched among the operators commuting with $`H`$. In this way we are (and von Neumann was) back to the classical problem of statistical mechanics treated at the beginning of this article. In terms of operators the solution is in the form

$$\frac{\mathrm{exp}(\beta H)}{\mathrm{Tr}\mathrm{exp}(\beta H)},$$

which is called the Gibbs state today.

## 3 Some topics about entropy from von Neumann to the present

After Boltzmann and von Neumann, it was Shannon who initiated the interpretation of the quantity $`_ip_i\mathrm{log}p_i`$ as “uncertainty measure” or “information measure”. The American electrical engineer/scientist Claude Shannon created communication theory in 1948. He posed a problem in the following way:

“Suppose we have a set of possible events whose probabilities of occurence are $`p_1,p_2,\mathrm{},p_n`$. These probabilities are known but that is all we know concerning which event will occur. Can we find a measure of how much “choice” is involved in the selection of the event or how uncertain we are of the outcome?”

Denoting such a measure by $`H(p_1,p_2,\mathrm{},p_n)`$ he listed three very reasonable requirements which should be satisfied. He concluded that the only $`H`$ satisfying the three assumptions is of the form

$$H=K\underset{i=1}{\overset{n}{}}p_i\mathrm{log}p_i,$$

where $`K`$ is a positive constant. For $`H`$ he used different names such as information, uncertainty and entropy. Many years later Shannon said :

“My greatest concern was what to call it. I thought of calling it ‘information’, but the word was overly used, so I decided to call it ‘uncertainty’. When I discussed it with John von Neumann, he had a better idea. Von Neumann told me, ‘You should call it entropy, for two reasons. In the first place your uncertainty function has been used in statistical mechanics under that name, so it already has a name. In the second place, and more important, nobody knows what entropy really is, so in a debate you will always have the advantage.”

Shannon’s postulates were transformed later into the following axioms:

* Continuity: $`H(p,1p)`$ is continuous function of $`p`$.
* Symmetry: $`H(p_1,p_2,\mathrm{},p_n)`$ is a symmetric function of its variables.
* Recursion: For every $`0\lambda <1`$ the recursion $`H(p_1,\mathrm{},p_{n1},\lambda p_n,(1\lambda )p_n)=H(p_1,\mathrm{},p_n)+p_nH(\lambda ,1\lambda )`$ holds.

These axioms determine a function $`H`$ up to a positive constant factor. Excepting the above story about a conversation between Shannon and von Neumann, we do not know about any mutual influence. Shannon was interested in communication theory and von Neumann’s thermodynamical entropy was in the formalism of quantum mechanics. Von Neumann himself never made any connection between his quantum mechanical entropy and information. Although von Neumann’s entropy formula appeared in 1927, there was not much activity concerning it for several decades. At the end of the 1960’s, the situation changed. Rigorous statistical mechanics came into being  and soon after that the needs of rigorous quantum statistical mechanics forced new developments concerning von Neumann’s entropy formula.

Von Neumann was aware of the fact that statistical operators form a convex set whose extreme points are exactly the pure states. He also knew that entropy is a concave functional, so

$$S\left(\underset{i}{}\lambda _iD_i\right)\underset{i}{}\lambda S(D_i)$$
(14)
for any convex combination. To determine the entropy of a statistical operator, he used the Schatten decomposition, which is an orthogonal extremal decomposition in our present language. For a statistical operator $`D`$ there are many ways to write it in the form

$$D=\underset{i}{}\lambda _i|\psi _i\psi _i|$$

if we do not require the state vectors to be orthogonal. The geometry of the statistical operators, that is the state space, allows many extremal decompositions and among them there is a unique orthogonal one if the spectrum of $`D`$ is not degenerate. Non-orthogonal pure states are essentially nonclassical. They are between identical and completely different. Jaynes recognized in 1956 that from the point of view of information the Schatten decomposition is optimal. He proved that

$`S(D)`$ $`=`$ $`sup\{{\displaystyle \underset{i}{}}\lambda _i\mathrm{log}\lambda _i:D={\displaystyle \underset{i}{}}\lambda _iD_i`$
$`\mathrm{for}\mathrm{some}\mathrm{convex}\mathrm{combination}\mathrm{and}\mathrm{statistical}\mathrm{operators}\}.`$
This is Jaynes contribution to the von Neumann entropy . (However, he became known for the very strong advocacy of the maximum entropy principle.)

Certainly the highlight of quantum entropy theory in the 70’s was the discovery of subadditivity. Before we state it in precise mathematical form, we describe the setting where this property is crucial. A one-dimensional quantum lattice system is a composite system of $`2N+1`$ subsystems, indexed by the integers $`NnN`$. Each of the subsystems is described by a Hilbert space $`_n`$; those Hilbert spaces are isomorphic if we assume that the subsystems are physically identical, and even the very finite dimensional case dim$`_n=2`$ can be interesting if the subsystem is a “spin $`1/2`$” attached to the lattice site $`n`$. The finite chain of $`2N+1`$ spins is described in the tensor product Hilbert space $`_{n=N}^N_n`$, whose dimension is $`(dim_n)^{2N+1}`$. For a given Hamiltonian $`H_N`$ and inverse temperature $`\beta `$ the equilibrium state maximizes the free energy functional

$$F_N(D_N)=\mathrm{Tr}_NH_ND_N\frac{1}{\beta }S(D_N),$$
(15)
and the actual maximizer is the Gibbs state

$$\frac{\mathrm{exp}(\beta H_N)}{\mathrm{Tr}\mathrm{exp}(\beta H_N)}.$$
(16)
It seems that this was already known in von Neumann’s time but not the thermodynamical limit, $`N\mathrm{}`$. Rigorous statistical mechanics of spin chains was created in the 70’s. Since entropy, energy, and free energy are extensive quantities, the infinite system should be handled by their normalized versions, called entropy density, energy density, etc. One possibility to describe the equilibrium of the infinite system is to carry out a limiting procedure from the finite volume equilibrium states, and another is to solve the variational principle for the free energy density on the state space of the infinite system. In a translation invariant theory the two approaches lead to the same conclusion, but many technicalities are involved. The infinite system is modeled by a $`C^{}`$-algebra and their states are normalized linear functionals instead of statistical operators. The rigorous statistical mechanics of quantum spin systems was one of the successes of the operator algebraic approach.  and Sec. 15 of  are suggested further readings about details of quantum spin systems. One of the key points in this approach is the definition of entropy density of a state of the infinite system which goes back to the subadditivity of the von Neumann entropy. Let $`_1`$ and $`_2`$ be possibly finite dimensional Hilbert spaces corresponding to two quantum systems. A mixed state of the composite system is determined by a statistical operator $`D_{12}`$ acting on the tensor product $`_1_2`$. Assume that we are to measure observables on the first subsystem. What is the statistical operator we need? The statistical operator $`D_1`$ has to fulfill the condition

$$\mathrm{Tr}_1AD_1=\mathrm{Tr}_{12}(AI)D_{12}$$
(17)
for any observable $`A`$. Indeed, the left hand side is the expectation of $`A`$ in the subsystem and the right hand side is that in the total system. It is easy to see that condition

$$\psi |D_1|\psi =\underset{i}{}|\psi |\phi _i,D_{12}|\psi |\phi _i$$
(18)
gives the statistical operator $`D_1`$, where $`|\psi _1`$ and $`|\phi _i`$ is an arbitrary orthonormal basis in $`_2`$. (In fact equation (18) is obtained from (17) by putting $`|\psi \psi |`$ in place of $`A`$.) It is not difficult to state the subadditivity property now:

$$S(D_{12})S(D_1)+S(D_2).$$
(19)
This is a particular case of the strong subadditivity

$$S(D_{123})S(D_{12})+S(D_{23})S(D_2)$$
(20)
for a system consisting of three subsystems. (We hope that the notation is selfexplanatory, otherwise see ,  or p. 23 in .) If the second subsystem is lacking, (20) reduces to (19). (19) was proven first by Lieb and Ruskai in 1973 .

The measurement conditional expectation was introduced by von Neumann as the basic irreversible state change, and it is of the form

$$D\underset{i}{}P_iDP_i,$$
(21)
where $`P_i`$ are pairwise orthogonal projections and $`_iP_i=I`$. (We are in the Schrödinger picture.) The measurement conditional expectation has the following generalization. Assume that our quantum system is described by an operator algebra $``$ whose positive linear functionals correspond to the states. A functional $`\tau :\text{ }\mathrm{C}`$ is a state if $`\tau (A)0`$ for any positive observable $`A`$ and $`\tau (I)=1`$. An operational partition of unity is a finite subset $`𝒲=(V_1,V_2,\mathrm{},V_n)`$ of $``$ such that $`_iV_i^{}V_i=I`$. In the Heisenberg picture $`𝒲`$ acts on the observables as

$$A\underset{i}{}V_i^{}AV_i$$

and the corresponding state change in the Schrödinger picture is

$$\tau ()\tau \left(\underset{i}{}V_i^{}V_i\right).$$

Let us compare this with the traditional formalism of quantum mechanics. If $`\tau (A)=\mathrm{Tr}DA`$, then

$$\tau \left(\underset{i}{}V_i^{}AV_i\right)=\mathrm{Tr}\left(D\underset{i}{}V_i^{}AV_i\right)=\mathrm{Tr}\left(\underset{i}{}V_iDV_i^{}\right)A,$$

hence the transformation of the statistical operator is

$$D\underset{i}{}V_iDV_i^{}$$

which is an extension of von Neumann’s measurement conditional expectation (21). Given a state $`\tau `$ of the quantum system, the observed entropy of the operational process is defined to be the von Neumann entropy of the finite statistical operator

$$\left[\tau (V_i^{}V_j)\right]_{i=j=1}^n,$$

which is an $`n\times n`$ positive semidefinite matrix of trace 1. If we are interested in the entropy of a state, we perform all operational processes and compute their entropy. If the operational process changes the state of our system, then the observed operational entropy includes the entropy of the state change. Hence we have to restrict ourself to state invariant operational processes when focusing on the entropy of the state. The formal definition

$$S^L(\tau )=sup\left\{S\left(\left[\tau (V_i^{}V_j)\right]_{i=j=1}^n\right)\right\}$$

is the operational (or Lindblad) entropy of the state $`\tau `$ if the least upper bound is taken over all operational partitions of unity $`𝒲=(V_1,V_2,\mathrm{},V_n)`$ such that

$$\tau (A)\tau \left(\underset{i}{}V_i^{}AV_i\right),$$

for every observable $`A`$. For a statistical operator $`D`$ we have

$$S^L(D)=2S(D),$$

and we may imagine that the factor 2 is removable by appropriate normalization, so that we are back to the von Neumann entropy. The operational entropy satisfies von Neumann’s mixing condition and is a concave functional on the states even in the presence of superselection rules. However, it has some new features. To see a concrete example, assume that there are two superselection sectors and the operator algebra is $`M_2(\text{ }\mathrm{C})M_3(\text{ }\mathrm{C})`$, that is, the direct sum of two full matrix algebras. Let a state $`\tau _0`$ be the mixture of the orthogonal pure states $`|\psi _i`$ with weights $`\lambda _i`$, where $`|\psi _1,|\psi _2`$ are in the first sector and $`|\psi _3`$ is in the second. This assumption implies that there is no dynamical change sending $`|\psi _1`$ into $`|\psi _3`$, and superpositions of those states are also prohibited. One computes

$`S^L(\tau _0)`$ $`=`$ $`2{\displaystyle \underset{i}{}}\lambda _i\mathrm{log}\lambda _i`$
$`(\lambda _1+\lambda _2)\mathrm{log}(\lambda _1+\lambda _2)(\lambda _1+\lambda _2+\lambda _3)\mathrm{log}(\lambda _1+\lambda _2+\lambda _3),`$
which shows that this entropy is really sensitive to the superselection sectors. (For further properties on $`S^L`$ we refer to pp. 121–124 of .)

Nowdays some devices are based on quantum mechanical phenomena, and this holds also for information transmission. For example, in optical communication a polarized photon can carry information. Although von Neumann apparently did not see an intimate connection between his entropy formula and the formally rather similar Shannon information measure, many years later an information theoretical reinterpretation of von Neumann’s entropy is becoming common. Communication theory deals with coding, transmission, and decoding of messages. Given a set $`\{a_1,a_2,\mathrm{},a_n\}`$ of messages, a coding procedure assigns to each $`a_i`$ a physical state, say a quantum mechanical state $`|\psi _i`$. The states are transmitted and received. During the transmission some noise can enter. The receiver uses some observables to recover the transmitted message. Shannon’s classical model is stochastic, so it is assumed that each message $`a_i`$ should be teleported with some probability $`\lambda _i`$, $`_i\lambda _i=1`$. Hence in the quantum model the input state of the channeling transformation is a mixture; its statistical operator is $`D_{\mathrm{in}}=_ip_i|\psi _i\psi _i|`$. This is the state we need to transmit, and after transmission it changes into $`T(D_{\mathrm{in}})=D_{\mathrm{out}}`$ which is formally a statistical operator but may correspond to a state of a very different system. Input and output could be far away in space as well as in time. The observer measures the observable $`A_j`$ and $`p_i=\mathrm{Tr}D_{\mathrm{out}}A_i`$ is the probability with which he concludes the message $`a_j`$ was transmitted. Here we need $`_jA_j=I`$ and $`0A_i`$. More generally, we assume that

$$p_{ji}=\mathrm{Tr}T(|\psi _i\psi _i|)A_j$$

is the probability that the receiver deduces the transmission of the message $`a_j`$ when actually the message $`a_i`$ was transmitted. If we forget about the quantum mechanical coding, transmission and decoding (measurement), we see a classical information channel in Shannon’s sense. According to Shannon, the amount of information going through the channel is

$$I=\underset{ij}{}p_{ji}\mathrm{log}\frac{p_{ji}}{p_i}.$$

One of the basic problems of communication theory is to maximize this quantity subject to certain constraints. For the sake of simplicity, assume that there is no noise. This may happen when the channel is actually the memory of a computer; storage of information might be a noiseless channel in Shannon’s sense. We have then $`T=`$identity, $`D_{\mathrm{in}}=D_{\mathrm{out}}=D`$ and the inequality

$$IS(D)$$

holds. If we fix the channel state $`D`$ and optimize with respect to the probabilities $`\lambda _i`$, the states $`|\psi _i`$ and the observables $`A_j`$, then the maximum information transmittable through the channel is exactly the von Neumann entropy. What we are considering is a simple example, probably the simplest possible. However, it is well demonstrated that the von Neumann entropy is actually the capacity of a communication channel. Recently, there has been a lot of discussion about capacities of quantum communication channels, which is outside of the scope of the present article. However, the fact that von Neumann’s entropy formula has much to do with Shannon theory and possesses an interpretation as measure of information must be conceptually clear without entering more sophisticated models and discussions. More details are in  and a mathematically full account is .

Further sources about quantum entropy and quantum information are ,  and .