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# Competitive Clustering in a Bi-disperse Granular Gas

## Abstract

A bi-disperse granular gas in a compartmentalized system is experimentally found to cluster competitively: Depending on the shaking strength, the clustering can be directed either towards the compartment initially containing mainly small particles, or to the one containing mainly large particles. The experimental observations are quantitatively explained within a flux model.

Clustering is one of the important features of granular gases, arising from the inelastic collisions between the particles. Energy is dissipated in each collision such that a dense region will dissipate more energy, becoming even denser, resulting in the formation of a cluster of slow particles Goldhirsch-Jaeger-Kadanoff . It is a prime example of structure formation in a system far from equilibrium.

Thus far, most attention has been given to clustering in mono-disperse systems where all particles are identical. In that case, the clustering simply occurs in a region that originally is a bit denser than the others. In the present paper we concentrate on a bi-disperse granular gas, consisting of large and small particles. Here the clustering turns out to be competitive: it can occur either in a region which originally is populated mainly by small particles, or in a region with mainly large particles.

The experimental setup (see Fig.1) consists of a cylindrical perspex tube with inner diameter 11.2 cm and height 42.2 cm, divided into two equal compartments by a wall of height 6.0 cm. This compartmentalizaton makes it possible to get a clear-cut picture of the clustering process. The tube is mounted on a shaker with adjustable amplitude $`a`$ and frequency $`f`$. The inverse shaking strength $`D1/(af)^2`$ (defined more precisely in Eq.(8) below) is one of the crucial parameters for the clustering behavior.

To minimize the effect of statistical fluctuations in the experiments, we take a sufficiently large number of beads of each species: $`P_1=300`$ large and $`P_2=600`$ small ones. The small and large beads are both made of steel (so they have the same coefficient of normal restitution, $`e0.85`$), with radius ratio $`\psi r_1/r_2=2`$.

Clustering behavior— The clustering behavior is strongly influenced by the initial distribution of the two species over the compartments. As an example we take an initial distribution in which compartment A has the majority of the large particles, and compartment B most of the small ones. This situation is depicted in Fig.1, left, with {$`\frac{3}{5}P_1,\frac{1}{3}P_2`$} = {180, 200} in compartment A and {$`\frac{2}{5}P_1,\frac{2}{3}P_2`$} = {120, 400} in compartment B. The outcome of the experiment (see Fig.1, right) depends on the shaking strength.

The full bifurcation diagram is given in Fig.2: For sufficiently strong shaking (small $`D`$) a uniform distribution is found. This is denoted as regime 0. For moderate shaking strength (moderate $`D`$, regime I) the particles cluster in compartment A, the one initially dominated by large particles. The reason is as follows: Many of the small beads quickly cluster in compartment A, where the dissipation is highest due to the greater number of large beads, which (with their larger mass and surface area) act as “coolers”. The remaining beads in compartment B jump higher than before, since there are fewer collisions, and also large ones now start to make it over the wall into compartment A. After about twenty seconds to a minute (depending on the value of $`D`$) the final state is reached: a dynamical equilibrium with practically all large particles and most of the small ones in compartment A, and only a few rapid small particles in compartment B (see Fig.1, top row).

For very mild shaking (high $`D`$, regime II) the clustering process is much slower and, more importantly, it goes in the opposite direction. The particles now cluster in compartment B, i.e., in the compartment initially dominated by small particles (see Fig.1, bottom row). The series of events is as follows: First, the larger particles hardly jump at all. They stay close to the bottom, transferring energy from the vibrating bottom to the smaller particles, which thereby gain comparatively large velocities (like tennis balls jumping higher on top of a basketball than on the plain floor). So it is easier for the small beads to leave compartment A (with more large beads). The remaining particles become more mobile, and after a couple of minutes the first large beads start to make it across the wall into B, where they are immediately swallowed by the developing cluster. With every particle that leaves compartment A, the process progressively speeds up. The total clustering time is in the order of five to twenty minutes, steeply increasing with the value of $`D`$.

Flux model — The above behavior can be explained in terms of a dynamical flux model. It is a generalization of the model derived by Eggers for clustering in the mono-disperse case Eggers ; Weele-Meer01 ; Meer02 . First we consider the compartments separately, and from this derive the flux of particles leaving each compartment.

The gas within a compartment is assumed to be in thermal equilibrium with respect to the granular temperature $`T=\frac{1}{2}m_iv_i^2`$ (the mean kinetic energy of the particles), which is taken to be the same for both species $`i=1,2`$. This is an approximation: Two different granular temperatures may in fact coexist in binary mixtures Losert-Wildman-Feitosa  (and at higher densities the species are known to segregate Rosato-Knight-Hong ), but taking this into account would add an unknown and possibly not constant parameter to our model. As in ref. Eggers , and in fair agreement with molecular dynamics simulations Mikkelsen-preprint , we assume that the granular temperature $`T`$ is approximately constant throughout the compartment.

The same simulations Mikkelsen-preprint  show that both species obey a barometric height distribution (as expected for dilute granular gases, where one can use the standard equation of state and momentum balance Eggers ). That is, their number densities show an exponential decay with the height $`z`$:

$$n_i(z)=n_i(0)\mathrm{exp}(m_igz/T).$$
(1)
The density at ground level follows from $`\mathrm{\Omega }_0^{\mathrm{}}n_i(z)𝑑z=N_i`$ as $`n_i(0)=m_igN_i/\mathrm{\Omega }T`$. Here $`N_i`$ is the number of particles (of species $`i`$) in the compartment under consideration and $`\mathrm{\Omega }`$ is its ground area. Eq.1 says that the larger particles, with larger $`m_i`$, become dilute faster with growing $`z`$ than the small particles.

The temperature $`T`$ is determined by the balance between energy input $`J_0`$ (through collisions with the bottom) and dissipation $`Q`$ (through the collisions between particles). To determine the energy input, we assume for simplicity a small-amplitude sawtooth motion of the bottom, such that colliding particles always find it moving upward with velocity $`v_b=af`$. This means that a particle coming down with vertical velocity component $`v_{zi}`$ is bounced back with $`v_{zi}+2v_b`$, and the energy gain per collision is $`2m_iv_b(v_{zi}+v_b)`$. Multiplying this by the number of collisions ($`n_i(0)v_{zi}`$ per species), and assuming an isotropic Maxwellian velocity distribution ($`v_{zi}^2=\frac{1}{3}v_i^2`$), this gives the rate of energy input:

$$J_0=\mathrm{\Omega }\underset{i=1,2}{}n_i(0)\left(\frac{4}{3}v_bT+\frac{2\sqrt{2}}{\sqrt{3}}v_b^2\sqrt{m_iT}\right).$$
(2)
As typically $`v_bv_i`$, the first term is much larger than the second, which we therefore neglect. Then $`J_0=\frac{4}{3}\mathrm{\Omega }(n_1(0)+n_2(0))v_bT=\frac{4}{3}gv_b(m_1N_1+m_2N_2)`$.

This must be balanced by the rate of energy loss $`Q`$ through the inelastic collisions between the particles. It is equal to the product of the number of collisions per unit volume and the energy loss per collision ($`(1e^2)[m_im_j/(m_i+m_j)][v_iv_j]^2`$), averaged over the velocity distribution, and integrated over the whole compartment. It consists of three terms, representing collisions between two particles of type 1, type 2, and type 1 and 2, respectively note1 :

$`Q`$ $`=`$ $`{\displaystyle \frac{16\sqrt{\pi }g}{\mathrm{\Omega }}}(1e^2)T^{3/2}\times `$
$`\left(r_1^2\sqrt{m_1}N_1^2+r_2^2\sqrt{m_2}N_2^2+{\displaystyle \frac{4}{7}}(r_1+r_2)^2\sqrt{m_{12}}N_1N_2\right),`$
with

$$\sqrt{m_{12}}=\frac{m_1m_2\left(\frac{m_1}{\sqrt{m_2}}+\frac{m_2}{\sqrt{m_1}}+\frac{3}{4}(\sqrt{m_1}+\sqrt{m_2})\right)}{(m_1+m_2)^2}.$$
(4)
Equating $`J_0`$ and $`Q`$ yields the granular temperature $`T`$ of the compartment:

$$T=\frac{(af)^2\mu }{144\pi (1e^2)^2},$$
(5)
where the effective mass $`\mu `$ is given by:

$`\mu (N_1,N_2)`$ $`=`$
$`\left({\displaystyle \frac{\mathrm{\Omega }(m_1N_1+m_2N_2)}{r_1^2\sqrt{m_1}N_1^2+r_2^2\sqrt{m_2}N_2^2+\frac{4}{7}(r_1+r_2)^2\sqrt{m_{12}}N_1N_2}}\right)^2.`$
It is through this quantity that the populations of the two species within one compartment influence each other.

The central quantity of the model is the flux function $`F_i`$, i.e., the number of particles (of species $`i`$) that leave the compartment per unit time. It is the product of the density $`n_i(z)`$ and the horizontal velocity (= $`\sqrt{2T/3m_i}`$), integrated over the space above the wall (width $`b`$) from $`z=h`$ to some cut-off height $`h+H`$ note2 :

$`F_i(N_1,N_2)`$ $`=\sqrt{{\displaystyle \frac{2T}{3m_i}}}b{\displaystyle _h^H}n_i(z)𝑑z`$ (7)
$`=\sqrt{{\displaystyle \frac{2T}{3m_i}}}{\displaystyle \frac{bN_i}{\mathrm{\Omega }}}e^{m_igh/T}\left(1e^{m_igH/T}\right)`$
$`=AN_i\sqrt{{\displaystyle \frac{m_i}{\mu }}}e^{Dm_i/\mu }.`$
In the last step we have linearized exp$`(m_igH/T)`$, implying that $`Hv_i^2/g`$. The prefactor determining the absolute rate of the flux is given by $`A=12\sqrt{2\pi /3}(1e^2)gbH/\mathrm{\Omega }af`$. The dimensionless parameter $`D`$, which governs the clustering behavior, has the form

$$D=144\pi \frac{gh}{(af)^2}(1e^2)^2.$$
(8)
The evolution of the number of particles $`N_{iA}`$ in compartment A ($`i=1,2`$) is given by the net balance between the (outgoing) flux from A to B and the (incoming) flux from B to A:

$`{\displaystyle \frac{dN_{iA}}{dt}}`$ $`=F_i(N_{1A},N_{2A})+F_i(N_{1B},N_{2B})`$ (9)
$`=F_i(N_{1A},N_{2A})+F_i(P_1N_{1A},P_2N_{2A}),`$
where we have used particle conservation, $`N_{iA}+N_{iB}=P_i`$. The evolution of the (complementary) particle numbers in compartment B is governed by the same equation with A and B interchanged.

Flux model vs. experiment — In Fig.2 the results from the flux model are shown together with the experimental data, using the same initial distribution as in Fig.1. The agreement between theory and experiment is very good, and the same three regimes are found: For vigorous shaking (regime 0, $`D<10`$) the system settles into the unclustered homogeneous state. For moderate shaking (regime I, $`10<D<150`$) we find clustering in compartment A, and for mild shaking ($`D>150`$) the clustering takes place in compartment B. The transition from regime I to II is quite abrupt.

The experimental observation that the small particles always (in both regimes I and II) are the first to cluster, followed later by the large ones, is also reflected in the flux model. This can be seen in Fig.3, where the evolution of the various particle numbers (obtained from Eq.9) is shown. The same plots also illustrate the different timescales for type-I and type-II clustering: The time it takes the system to reach its equilibrium situation grows rapidly with growing $`D`$ (decreasing shaking strength), just as in experiment.

In the lower part of Fig.3 the corresponding flow diagrams are depicted, showing how the particle numbers $`N_{1B}`$ and $`N_{2B}`$ in compartment B evolve, for any initial condition. The cross denotes the initial condition used in the experiments ({$`N_{1B},N_{2B}`$}={$`120,400`$}), and the arrows show the evolution of the system. For very strong shaking (left plot) only one stable fixed point exists: the uniform distribution {150,300}.

In the middle plot, for moderate shaking strength, the homogeneous state has become unstable and has given way to two new stable fixed points. These correspond to the compartment B being either nearly empty (fixed point in the lower left corner) or well-filled (upper right). Their basins of attraction are indicated by the shading. Our starting point happens to lie in the basin of the lower left point, and so we end up with compartment B being nearly empty. The arrows show that the small particles cluster first, and only when these have attained their final distribution do the large ones follow. Indeed, the flux of large particles is only appreciable when the number of small particles in the compartment has become very low.

Finally, in the rightmost plot (for mild shaking) we see that the basin boundary has shifted, which explains the switch from regime I to regime II: Our initial condition now lies within the basin of attraction of the fixed point in the upper right corner. So we end up with a full compartment B. The same plot shows that the fixed points move further into their corners as $`D`$ grows, i.e., the clustering becomes more pronounced for decreasing shaking strength, just as in the mono-disperse case Eggers ; Weele-Meer01 .

Further parameters — Until now we have taken the ratio of the radii $`\psi =r_1/r_2=2`$, but how does the phenomenon depend on $`\psi `$ in general? This ratio has a marked effect on the critical $`D`$-values where the transitions between the regimes 0, I, and II take place. In Fig.4 we show the position of these regimes as a function of $`\psi `$, from the flux model and from experiments. The vertical dashed line corresponds to $`\psi =2`$ studied in Figs. 1-3. It is seen that for $`\psi <1.5`$ the transition to regime II is immediate: here the larger beads are not sufficiently big to compensate for the fact that they are a minority. It is the larger number of beads that decide where the cluster goes, just as for the mono-disperse case ($`\psi =1`$). On the other hand, for high values of $`\psi `$, the dominant size of the large beads always makes them the decisive factor (only regime I survives). It is precisely the intermediate region $`1.5<\psi 2.3`$ in which the competition takes place. For $`\psi 1.6`$ we witness the particularly interesting sequence 0-II-I-II, both in the model and in experiment.

Another parameter of interest is the ratio between the total particle numbers of each species, $`\sigma P_1/P_2`$ (up to now we have always taken $`\sigma =1/2`$). Also this ratio obviously has a big influence on the clustering behavior: a larger value of $`\sigma `$ means that the large beads become a more important minority (or even a majority for $`\sigma >1`$) and hence type-I clustering will gain ground.

Conclusion — The clustering behavior of a bi-disperse granular gas is much richer than the mono-disperse case, and shows a surprising new feature: The clustering can be directed either towards the compartment initially containing mainly large particles (type-I clustering) or to the one containing mainly small particles (type-II), simply by adjusting the shaking strength. All the experimental observations can be explained quantitatively by a bi-disperse extension of the Eggers flux model.

Acknowledgments: This work is part of the research program of the Stichting FOM, which is financially supported by NWO.


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# Continuous Melting of a “Partially Pinned” Two-Dimensional Vortex Lattice in a Square Array of Pinning Centers

## Abstract

The structure and equilibrium properties of a two-dimensional system of superconducting vortices in a periodic pinning potential with square symmetry are studied numerically. For a range of the strength of the pinning potential, the low-temperature crystalline state exhibits only one of the two basic periodicities (in the $`x`$\- and $`y`$-directions) of the pinning potential. This “partially pinned” solid undergoes a continuous melting transition to a weakly modulated liquid as the temperature is increased. A spin model, constructed using symmetry arguments, is shown to reproduce the critical behavior at this transition.

Thin-film superconductors with artificially constructed periodic arrays of pinning centers have attracted much experimental baert ; harada ; martin1  and theoretical reich2  attention in recent years. Such arrays may consist of micro-holes (“antidots” baert ), defects produced by heavy-ion bombardment harada , or magnetic dots martin1 . The presence of a periodic pinning potential has many interesting effects on the equilibrium and transport properties of a system of vortices induced in the sample by an external magnetic field. Some of these effects, which depend crucially on the value of the filling factor $`n`$ that measures the average number of vortices per unit cell of the pin lattice, have been observed in imaging experiments harada  and in measurements of the magnetic baert  and transport martin1  properties of such samples. The melting transition of the vortex lattice in such systems provides an example of two-dimensional (2d) melting in an external periodic potential. Evidence for this melting transition has been found in imaging experiments harada  and magnetization measurements baert . Similar melting transitions are of interest in other physical systems such as atoms adsorbed on crystalline substratesnh , arrays of Josephson junctions franz , and colloidal particles in interfering laser fields laser .

The effects of a weak, commensurate, periodic potential on 2d melting have been studied nh  within the framework of the Kosterlitz-Thouless-Halperin-Nelson-Young theory nh ; kt  of defect mediated melting. For $`n1`$, this analysis predicts the occurrence of two continuous transitions: a depinning transition from a low-temperature pinned solid phase in registry with the substrate to a floating solid phase that is essentially decoupled from the substrate, and a melting transition at a higher temperature where the floating solid transforms to a liquid. This sequence of transitions has been observed in simulations reich2 ; franz  of 2d systems in weak, commensurate, periodic potentials with triangular and square symmetry. The two transitions are expected to merge into a single one (from the pinned solid to the liquid) as $`n`$ is increased nh ; franz  and/or the pinning potential is strengthened reich2 .

In this paper, we report the results of Monte Carlo (MC) simulations of the equilibrium properties of a 2d system of vortices in the presence of a square array of pinning centers. The filling factor $`n`$ is taken to be unity. We consider pinning centers that produce a repulsive potential with range comparable to that of the intervortex interaction. Pinning centers with these properties may be experimentally realized in arrays of magnetic dots each of which produces a potential that can be tailored mdots  by adjusting its magnetic moment. Another physical realization is obtained in a square array of strong, attractive, short-range pinning centers at filling $`n=2`$ reich2 . In this case, each pinning center would trap a vortex at low temperatures, and these pinned vortices would interact with the remaining interstitial vortices (assuming each pin can trap only one vortex) via an effective repulsive potential ks . The net potential produced by an array of such pinning centers has very flat minima ks  at the centers of the square unit cells of the pin lattice (see Fig.1). This kind of pinning is qualitatively different from that considered in previous studies reich2 ; franz  in which each pinning center was assumed to produce an attractive potential with range much smaller than the intervortex spacing.

We find that this difference in the nature of the pinning has strong effects on the structure of the low-temperature solid phase and its melting transition. For a range of values of the strength of the pinning potential, the low-temperature state of our vortex system is a lattice with a basis, with unit cells of size $`2d\times d`$, where $`d`$ is the spacing of the pin lattice, and two vortices in each unit cell (see Fig.1). Three other structures, related by symmetry to the one shown in Fig.1, are equally likely to occur at low temperatures. We call this phase, which exhibits one of the two basic periodicities of the square pin array, a partially pinned solid to distinguish it from the pinned and floating solid phases mentioned above.

As the temperature is increased, the partially pinned solid undergoes a continuous melting transition to a weakly modulated liquid that has the square symmetry of the substrate. We have used finite-size scaling to analyze the critical behavior at this transition. We have also used symmetry considerations to construct a spin model that is expected to exhibit a transition in the same universality class as that of the melting transition in the vortex system. The values of critical exponents obtained from a finite-size scaling analysis of the results of simulations of the spin model are consistent with those obtained for the vortex system. This transition appears to belong in an universality class not found in previous studies of similar systems.

We model the 2d system of vortices as a collection of point particles interacting via the repulsive potential

$$U(r)=U_0K_0(r/\lambda ).$$
(1)
Here, $`K_0`$ is the Hankel function and $`U_0=\mathrm{\Phi }_0^2t/(8\pi ^2\lambda ^2)`$, where $`\mathrm{\Phi }_0`$ is the flux quantum, $`\lambda `$ is the penetration depth, and $`t`$ is the film thickness. The interaction of the vortices with the pinning centers is assumed to be of the form $`AU(r)`$, where the parameter $`A`$ measures the relative strength of the pinning potential. We use parameters appropriate for the Nb sample studied in Ref.harada : $`\lambda `$ = 0.1$`\mu `$m, $`d=10\lambda `$, $`t=\lambda `$. For these parameter values, $`U(r=d)/k_B`$ 7K. We measure lengths in units of $`\lambda `$, energies in units of $`U_0`$, and the temperature in Kelvins.

In Fig.1, we have shown the variation of the net pinning potential for $`A=10^3`$ along a diagonal of a pin square, and compared it with the potential due to a system of vortices located at the centers of the pin squares. The pining potential exhibits a very flat minimum at the center of the square. This plot also shows that the pinning and interaction energies are comparable for this value of $`A`$. We used a simulated annealing procedure to find the ground states of the vortex system for various values of $`A`$. When $`A`$ is of order unity or higher, the ground state has square symmetry, with one vortex located at the center of each elementary square of the pin array. As $`A`$ is reduced below $`A_c0.012`$, the ground state is found to be made up of unit cells that consist of two pin squares. The vortices in the two squares are displaced from the centers by equal amounts in opposite directions, as shown in the lower inset of Fig.1. This displacement causes a reduction of the interaction energy, which more than compensates the increase in the pinning energy if $`A`$ is small. The distance $`D_{min}`$ of the vortices from the center of the square increases as $`A`$ is decreased, and reaches a maximum of about $`0.23d`$ for $`A10^4`$. We have also calculated the energy of a vortex lattice of this structure for different values of the displacement $`D`$ from the center and found the $`D`$ that minimizes the energy for different $`A`$. The results, shown in Fig.1, match well with those obtained from simulated annealing. These results clearly show a transition from a fully pinned structure with square symmetry to a partially pinned structure with $`D_{min}0`$ as $`A`$ is decreased below $`A_c`$. The ground states for $`A<10^5`$ appear to have a complex, disordered structure (we are not sure that our simulated annealing procedure located the true ground states for such values of $`A`$), and the triangular Abrikosov lattice is recovered for $`A=0`$.

At high temperatures, the vortices form a weakly modulated liquid with square symmetry. We used MC simulations to study how the system evolves to this state as the temperature $`T`$ is increased. We monitored structural changes by measuring the structure functions $`S(𝐤)=\rho (𝐤)\rho (𝐤)/N^2`$, where $`\mathrm{}`$ represents a thermodynamic (MC) average, $`\rho (𝐤)`$ is the Fourier transform of the local density, and $`N`$ is the number of particles in the system. We also looked for signatures of a transition by measuring the specific heat, $`C_v=(EE)^2/(Nk_BT^2)`$, where $`E`$ is the total energy of the system. When $`A`$ is large enough to have a lattice with square symmetry as the ground state, the system gradually transforms to a modulated liquid with the same symmetry with no signature of a phase transition. For lower values of $`A`$, when the symmetry of the ground state is different from that of the high temperature phase, the system undergoes a continuous transition that is signalled by a peak in the specific heat and sharp changes in $`S(𝐤)`$ for appropriate $`𝐤`$s, as shown in Fig.2 and Fig.3.

The reciprocal lattice vectors of the structure with the unit cell shown in Fig.1 are $`𝐆(n_1,n_2)=(n_1\frac{\pi }{d},n_2\frac{2\pi }{d})`$, where $`n_1`$ and $`n_2`$ are integers. For this structure, $`\rho (𝐆)`$ vanishes for the smallest $`𝐆`$ corresponding to $`n_1=1`$, $`n_2=0`$. We have measured the temperature-dependence of $`S(𝐆)`$ for the next three smallest $`𝐆`$s: $`𝐆_1=𝐆(2,0)`$, $`𝐆_2=𝐆(1,1)`$, and $`𝐆_3=𝐆(0,1)`$. Note that $`𝐆_1`$ and $`𝐆_3`$ are reciprocal lattice vectors of the square pin array, but $`𝐆_2`$ is not. Simulation data obtained in a cooling run for a sample with $`A=10^4`$ are shown in Fig.2. At high temperatures, $`S(𝐆_1)`$ and $`S(𝐆_3)`$ have the same small value, whereas $`S(𝐆_2)`$ is smaller, indicating a weakly modulated phase with square symmetry. As the temperature is decreased, $`S(𝐆_1)`$ and $`S(𝐆_2)`$ increase sharply near $`T5.0`$K, while $`S(𝐆_3)`$ decreases at about the same temperature. As the temperature is decreased further, the values of $`S(𝐆_1)`$ and $`S(𝐆_2)`$ approach unity, while $`S(𝐆_3)`$ goes to zero, indicating a partially pinned structure. As shown in the inset of Fig.2, the average displacement $`D`$ of the vortices from the centers of the pin squares exhibits a sharp increase as the temperature is decreased across $`T5.0`$K. These results strongly suggest a phase transition between the partially pinned state and a state with square symmetry at $`T=T_c5`$K.

In order to determine the nature of the transition, we have carried out a finite-size scaling study of the specific heat $`C_v`$ of the system. As shown in Fig.3, $`C_v`$ peaks at the transition temperature obtained from the behavior of $`S(𝐆)`$ and $`D`$, and the peak becomes higher and sharper as the size of the system is increased. This is the behavior expected at a continuous phase transition for which finite-size scaling theory fsc  predicts that the peak value of $`C_v`$ should scale as $`L^{\alpha /\nu }`$ where $`L=\sqrt{N}`$ is the linear size of the system, and $`\alpha `$ and $`\nu `$ are, respectively, the critical exponents for the specific heat and the correlation length. As shown in the inset of Fig.3, our data are quite consistent with this behavior, with $`\alpha /\nu 0.46`$. Moreover, we have checked for hysteresis by measuring the specific heat during heating and cooling runs. We did not find any evidence for hysteresis, confirming that the transition is a continuous one. The transition temperature is found unpub  to depend non-monotonically on the strength $`A`$ of the pinning potential. As $`A`$ is decreased below a critical value near $`10^2`$, the transition temperature increases from zero, attains a maximum near $`A=8.10^5`$, and then decreases as $`A`$ is decreased further.

We have used symmetry arguments to construct a spin model that should exhibit a phase transition in the same universality class as the transition found in the vortex system. As noted earlier, the vortex system has four degenerate ground states: two in which the displacements from the centers of the pin squares are $`\pm D_{min}\widehat{𝐲}`$ ($`D_{min}\widehat{𝐲}`$) in even (odd) columns of the pin lattice, and two others in which the displacements are $`\pm D_{min}\widehat{𝐱}`$ ($`D_{min}\widehat{𝐱}`$) in even (odd) rows ($`\widehat{𝐱}`$ and $`\widehat{𝐲}`$ are unit vectors in the horizontal and vertical directions, respectively). We, therefore, consider four-state planar “spin” variables $`𝝈_i`$ located at the sites of the dual of the pin lattice. Each of these variables has unit length and can point in the four directions, $`\pm \widehat{𝐱}`$, and $`\pm \widehat{𝐲}`$. One may think of these variables as representing the directions of small displacements of magnitude $`\delta `$ from the centers of the pin squares. The distance $`s_{ij}`$ between two vortices in neighboring pin squares, with displacements $`\delta 𝝈_i`$ and $`\delta 𝝈_j`$, is given by

$$s_{ij}^2=d^2+2\delta ^2(1𝝈_i.𝝈_j)+2\delta d(\sigma _{j\alpha }\sigma _{i\alpha }),$$
(2)
where $`\alpha `$ is $`x`$ ($`y`$) if the spins $`𝝈_i`$ and $`𝝈_j`$ are separated horizontally (vertically). Since the intervortex interaction depends only on the distance, and the pinning potential is independent of the orientation of the $`𝝈`$s, the symmetry of the vortex problem would be preserved in the spin model if its Hamiltonian is taken to be a suitably chosen function of $`s^2`$ that leads to the fourfold-degenerate ground-state structures described above. We have found that the Hamiltonian

$$=J_o\underset{<ij>}{}\mathrm{exp}(s_{ij}^2/s_0^2),$$
(3)
where the sum is over nearest-neighbor pairs and $`J_0`$ is an energy parameter, leads to the expected ground state structure if the length parameter $`s_0`$ is sufficiently large. By expanding the exponential in Eq.(3) and making use of the properties of the $`𝝈_i`$s, this Hamiltonian may be written as

$``$ $`=`$ $`{\displaystyle \underset{<ij>}{}}[J_1\sigma _{i\alpha }\sigma _{j\alpha }+J_2\sigma _{i\beta }\sigma _{j\beta }+J_3\sigma _{i\alpha }\sigma _{j\alpha }(\sigma _{i\alpha }\sigma _{j\alpha })`$ (4)
$`+`$ $`J_4\sigma _{i\alpha }^2\sigma _{j\alpha }^2+J_5\sigma _{i\beta }^2\sigma _{j\beta }^2],`$
where $`\alpha ,\beta `$ are $`x,y`$ ($`y,x`$) for horizontal (vertical) bonds, and $`J_1,J_2,J_3,J_4`$ and $`J_5`$ are functions of $`J_0,\delta ,d`$ and $`s_0`$. While the spins in our model are analogous to those in the four-state clock model, the Hamiltonian of Eq.(4) does not have the $`z(4)`$ symmetry of the clock model.

We have performed extensive MC simulations of the thermodynamics of the spin model for $`J_0=10`$ (this sets the temperature scale), $`d/s_0=2`$ and $`d/\delta =4`$. For these parameter values, we find four degenerate ground states in which the spins point in $`\pm \widehat{𝐱}`$ directions in alternate rows, or in $`\pm \widehat{𝐲}`$ directions in alternate columns. The order parameter $`m`$ is defined as

$$m=\frac{1}{N}|\mathrm{\Sigma }_1\sigma _{ix}\mathrm{\Sigma }_2\sigma _{ix}|+|\mathrm{\Sigma }_3\sigma _{iy}\mathrm{\Sigma }_4\sigma _{iy}|,$$
(5)
where the four sums $`\mathrm{\Sigma }_k,k=14`$ are over even rows, odd rows, even columns, and odd columns, respectively. This definition ensures that $`m=1`$ in any of the four ground states. The transition temperature $`T_c`$ and the correlation-length exponent $`\nu `$ were determined from a finite-size scaling analysis of the data for the Binder cumulant fsc  for the order parameter, $`c_m1m^4/(3m^2^2)`$. The $`L`$\- and $`T`$-dependence of this quantity near the transition is expected to have the form $`c_m(L,T)=f(L^{1/\nu }t)`$ where $`f`$ is a scaling function and $`t=(TT_c)/T_c`$. As shown in Fig.4, plots of $`c_m`$ vs. $`T`$ for different sample sizes intersect at $`T=T_c3.8`$, confirming the occurrence of a continuous transition. The inset of Fig.4 shows that the data for $`c_m`$ for different $`L`$ and $`T`$ collapse to the same scaling curve when plotted against $`L^{1/\nu }(TT_c)`$ with $`\nu =0.8`$. The other critical exponents, computed from finite-size scaling analysis of specific heat, order parameter and susceptibility data unpub  are: $`\beta 0.05`$, $`\gamma 1.5`$ and $`\alpha 0.4`$. These values are consistent, within error bars, with the value of $`\alpha /\nu `$ obtained for the vortex system. These exponent values establish that the transition in our model is not in the universality class of the four-state clock model. The observed critical behavior is also quite different from that expected nh ; kt  near a Kosterlitz-Thouless-type transition. It appears that the universality class of this transition is different from those found in earlier studies of similar systems.

To conclude, we have shown that a 2d system of particles in a periodic potential with square symmetry can have a partially pinned low-temperature phase that undergoes a continuous transition to a weakly modulated liquid as the temperature is increased. After the submission of this paper, we came across two recent papers that confirm some of our predictions. An experimental study fasano  has analyzed the vortex structure at the bottom surface of a thin superconductor with a commensurate square array of pinning centers on the top surface. Vortex lines pinned at the top surface provide, via their elastic energy, an effective pinning potential of square symmetry at the bottom surface whose strength is a decreasing function of the sample thickness. The experiment finds a structure with the same symmetry as that of our “partially pinned” lattice for a range of thicknesses. A numerical modeling theory  of the experimental system also yields results quite similar to those shown in the insets of Fig.1.


text:
# Violation of local realism vs detection efficiency

## I Introduction

Since the work of Bell Bell  it is well known that ”non-local” correlations can be extracted from entangled states by performing certain measurements on spatially separated regions. More precisely by ”non-local” correlations, one means correlations that cannot be reproduced by local realistic theories. Non-locality and entanglement are closely connected and they form a most remarkable features of quantum mechanics. But the relation between these two concepts is still not perfectly clear. One difference between them is that while entanglement is a characteristic *per se* of a quantum system, non-locality depends on the specific experiment carried on the quantum system, in particular it depends on the measurements performed and on practical details such as the efficiency and the background of the detectors, the amount of noise present, etc. It is therefore much more difficult to compare non-locality exhibited by different experiments and to find measures of non-locality than it is for entanglement.

Possible ways to quantify the non-local character of quantum correlations exploit their dependence to experimental imperfections like the maximum amount of noise or the minimum detection efficiency still allowing a violation of local realism. The amount of communication needed to reproduce the quantum correlations in a classical scenario can also serve to gauge their non-local nature.

In the present paper we concentrate on the resistance to inefficient detectors and try to put bounds on how much increase in non-locality can be expected from that point of view. We suppose that each detector has a probability $`\eta `$ of giving a result and a probability $`1\eta `$ of not giving a result. If $`\eta `$ is sufficiently small, the quantum correlations produced in a Bell experiment can be explained by a local hidden variables (LHV) model. We denote by $`\eta ^{}`$ the maximum detection efficiency for which a LHV model exists. Thus if $`\eta >\eta ^{}`$ the correlations are indeed non-local. To put bounds on $`\eta ^{}`$, we construct several LHV models that take advantage of the inefficiency of the detectors to reproduce the quantum correlations. LHV models exploiting the detection loophole have already been constructed to reproduce the result of specific experiments Santos ; Szabo . There have also been attempts to build more general LHV models that can for example reproduce measurements performed on the singlet state Gisin ; Larsson  or experiments performed using parametric-down conversion sources cas . In this paper we try to be more general than that. Indeed, our purpose is to understand how $`\eta ^{}`$ is constrained by simple parameters such as the number of measurements settings or the dimensionality of the quantum system. We therefore introduce a first LHV model in section III which depend only on the number of measurements settings at each site (it is a generalization of a model first discussed in Gisin  and M ). We describe it both in the case of two parties and in the case of many parties. In the case of two measurements per site, the bound on $`\eta ^{}`$ our LHV model implies is saturated by Eberhard’s Eb  and Larsson and Semitecolos’s Larsson2  schemes. In section IV, we introduce a second model for maximally entangled states that depend only of the dimension $`d`$ of the Hilbert space and which reproduce the quantum correlations up to small errors. This LHV model will be analyzed in the case of two parties, altough it could probably be generalized to more parties. These two LHV models work for arbitrary measurements (POVM’s) carried out by the parties. Before presenting them, let us briefly recall the principle of Bell experiments and the content of LHV theories.

## II Bell experiments and LHV theories

In a typical Bell experiment, two parties Alice and Bob (the generalization to $`N`$ parties is straightforward) share an entangled state $`\rho _{AB}`$. Alice selects one of $`M_A`$ measurements on his sub-system and Bob one of $`M_B`$. We will consider the most general type of measurements, namely Positive Operator Valued Measurements (POVM). Let $`X`$ be Alice’s measurement and $`Y`$ be Bob’s measurements and $`a`$ and $`b`$ Alice and Bob’s outcomes. The POVM $`X`$ thus consists of the positive operators $`x_a`$ with the property that $`_ax_a=I_A`$. Similarly the POVM $`Y`$ consists of the positive operators $`y_b`$ with the property that $`_by_b=I_B`$. Here $`I_A`$ and $`I_B`$ are the identity operators. Quantum mechanics predicts the probabilities

$`P^{QM}(a,b|X,Y)`$ $`=`$ $`\text{Tr}(x_ay_b\rho _{AB}),`$
$`P^{QM}(a|X)`$ $`=`$ $`\text{Tr}(x_aI\rho _{AB}),`$
$`P^{QM}(b|Y)`$ $`=`$ $`\text{Tr}(Iy_b\rho _{AB}).`$ (1)
If the detectors aren’t perfect, i.e. $`\eta <1`$, a supplementary outcome is possible, corresponding to the case where the detector don’t fire. We denote this outcome by the symbol $`\mathrm{}`$. We then have the probabilities:

$`P_\eta ^{QM}(a,b|X,Y)`$ $`=`$ $`\eta ^2P^{QM}(a,b|X,Y)a,b\mathrm{},`$
$`P_\eta ^{QM}(\mathrm{},b|X,Y)`$ $`=`$ $`\eta (1\eta )P^{QM}(b|Y)b\mathrm{},`$
$`P_\eta ^{QM}(a,\mathrm{}|X,Y)`$ $`=`$ $`\eta (1\eta )P^{QM}(a|X)a\mathrm{},`$
$`P_\eta ^{QM}(\mathrm{},\mathrm{}|X,Y)`$ $`=`$ $`(1\eta )^2.`$ (2)
In a local hidden variable theory, the quantum correlations (II) or (II) are reproduced with the help of a random variable $`\lambda `$ shared by both parties. Moreover the outcomes of measurements performed by one of the parties are determined by the settings of the measurement apparatus of that party only. Correlations predicted by these theories are thus of the form:

$$P^{LHV}(a,b|X,Y)=\text{d}\lambda p(\lambda )P(a|X,\lambda )P(b|Y,\lambda )$$
(3)
where $`\lambda `$ is the shared randomness. In the case of inefficient detectors, $`a`$ and $`b`$ can take either a value different from $`\mathrm{}`$, or the value $`\mathrm{}`$. In the latter case the LHV model just instructs the detectors not to fire.

## III A LHV model that depend only on the number of settings

A classical theory can reproduce all the results of quantum mechanics if information on which measurement has been selected can flow from one side to the other. It is to guarantee that such mechanism cannot account of the observed data that measurements in Bell tests must be carried out at spatially separated regions. A LHV model can nevertheless exploit the limited detection efficiency by guessing *a priori* which measurement will be performed on one side. If the actual measurement and the guessed one coincide, the model will output results in agreement with quantum mechanics. If they don’t, it simply tells the detectors not to fire. Building a LHV model out of this idea will enable us to prove the following bound:

Theorem 1 : In experiments where Alice can choose between $`M_A`$ measurements and Bob $`M_B`$, the maximum detection efficiency $`\eta ^{}`$ for which a LHV model exist is at least

$$\eta ^{}\frac{M_A+M_B2}{M_AM_B1}.$$
(4)
Proof : The proof consist of constructing a LHV model that reproduce the correlations (II) with $`\eta `$ given by the bound. In this model, the local hidden variable $`\lambda `$ consist of the pair $`\lambda =(a^{},X^{})`$ where $`X^{}`$ correspond to one of the $`M_A`$ possible measurements of Alice and $`a^{}`$ to one of the possible outcomes. $`X^{}`$ is chosen with probability $`1/M_A`$ and $`a^{}`$ with probability $`P^{QM}(a^{}|X^{})`$, so that $`p(\lambda )=P^{QM}(a^{}|X^{})/M_A`$. If Alice’s actual measurement $`X`$ coincides with $`X^{}`$ (this occurs with probability $`1/M_A`$), Alice outputs $`a^{}`$, otherwise she outputs $`\mathrm{}`$. We thus have $`P(a|X,\lambda )=\delta _{aa^{}}\delta _{XX^{}}`$ if $`a\mathrm{}`$ and $`P(a|X,\lambda )=1\delta _{XX^{}}`$ if $`a=\mathrm{}`$. On the other hand, Bob always gives an output different from $`\mathrm{}`$. He randomly chooses a result $`b`$ using the probability distribution $`P(b|Y,\lambda )=P^{QM}(a^{},b|X^{},Y)/P^{QM}(a^{}|X^{})`$.

So far, Alice’s efficiency $`\eta _A`$ is equal to $`1/M_A`$ and Bob’s efficiency $`\eta _B=1`$. To make the protocol symmetric, Alice and Bob must exchange their role part of the time. This is done with the help of a supplementary hidden variable which tells both parties to run the protocol as above with probability $`p`$ and the permuted one with probability $`1p`$. There is then one problem left with the model, it never happens that both detector don’t fire. This can be corrected by adding yet another supplementary LHV that instruct Alice’s and Bob’s detectors to both produce the result $`\mathrm{}`$ with probability $`(1q)`$ and to proceed as above with probability $`q`$. Using (3), it is then not difficult to check that our model produces the following correlations:

$`P^{LHV}(a,b|X,Y)`$ $`=`$ $`q\left({\displaystyle \frac{p}{M_A}}+{\displaystyle \frac{1p}{M_B}}\right)P^{QM}(a,b|X,Y),`$
$`P^{LHV}(\mathrm{},b|X,Y)`$ $`=`$ $`qp{\displaystyle \frac{M_A1}{M_A}}P^{QM}(b|Y),`$
$`P^{LHV}(a,\mathrm{}|X,Y)`$ $`=`$ $`q\left(1p\right)\left({\displaystyle \frac{M_B1}{M_B}}\right)P^{QM}(a|X),`$
$`P^{LHV}(\mathrm{},\mathrm{}|X,Y)`$ $`=`$ $`1q.`$ (5)
These correlations are similar to the quantum ones (II), modulo the detection probabilities, i.e. the probability that Alice’s and Bob’s, Alice’s only, Bob’s only or neither detector fire. The two distributions will be identical if these detection probabilities coincide:

$`\eta ^2`$ $`=`$ $`p\left({\displaystyle \frac{q}{M_A}}+{\displaystyle \frac{1q}{M_B}}\right),`$
$`\eta (1\eta )`$ $`=`$ $`pq{\displaystyle \frac{M_A1}{M_A}},`$
$`\eta (1\eta )`$ $`=`$ $`p\left(1q\right)\left({\displaystyle \frac{M_B1}{M_B}}\right),`$
$`(1\eta )^2`$ $`=`$ $`1p.`$ (6)
Solving for $`\eta `$ gives the right-hand side of (4). $`\mathrm{}`$

When $`M_A=M_B=2`$, the simplest non-trivial case, our bound predicts $`\eta ^{}2/3`$. It follows from Eberhard’s result Eb  that this value is optimal. Indeed Eberhard has shown that there exists a 2-settings Bell experiments performed on a non-maximally entangled state of two qubits that violate local realism for value of $`\eta `$ arbitrarily close to $`2/3`$. For larger values of $`M_A`$ and $`M_B`$, $`\eta ^{}`$ as given by (4) decreases and tends to zero when both $`M_A`$ and $`M_B`$ tends to infinity. It is not known whether our bound can be attained by quantum mechanics in these situations. However note that there are quantum correlations produced by experiments with exponentially many measurement settings, and for which $`\eta ^{}`$ is exponentially small M . It is thus at least possible to approach the bound (4) for large $`M_A`$, $`M_B`$.

We have attempted to generalise this result to the case of many parties. For simplicity we have considered the case where each party can choose between the same number $`M`$ of measurements.

We have only been able to prove our strongest result for less than 500 parties because we had to resort to numerical computations to finish the proof. We state it as a conjecture:

Conjecture 2 (proven for $`N500`$): In a Bell experiment with $`N`$ parties, each of whose measuring apparatus can have $`M`$ settings,

$$\eta ^{}\frac{N}{(N1)M+1}.$$
(7)
When the number of measurements on each site is $`M=2`$, the bound (7) reduces to

$$\eta ^{}\frac{N}{2N1}$$
(8)
For two parties, we recover Eberhard threshold $`\eta ^{}2/3`$ and as we have already mentioned this bound can be saturated by quantum mechanics. However, the threshold (8) can be saturated by quantum mechanics for the other values of $`N`$ as well. Indeed Larsson and Semitecolos Larsson2  have generalized Eberhard’s result to the case of many parties and have shown that $`N`$ qubits in a non-maximally entangled state can lead to violation of local realism for detection efficiencies $`\eta `$ arbitrarily close to (8) for any $`N`$.

For number of measurements settings $`M>2`$, it is not known whether the bound (7) can be saturated. However one can come close to saturating it when the number of parties is large. Indeed for large $`N`$, fixed $`M`$, eq. 7 becomes $`\eta ^{}1/M+O(1/N)`$. And in buhr  it is shown that there exists a measurement scenario for $`M=2^l`$ ($`l=1,2,\mathrm{}`$) settings performed on $`N`$ qubits that exhibit non-locality for value of $`\eta `$ approaching $`1/M`$ as $`N\mathrm{}`$ for fixed $`l`$.

As a final remark, note that our conjecture seems quite constraining as regards the possible decrease of $`\eta ^{}`$ by increasing the number of parties. Indeed, for fixed $`M`$, replacing $`N=2`$ by $`N\mathrm{}`$ one can expect at best a decrease of $`\eta ^{}`$ by a factor of $`2M/(M+1)2`$. From the resistance to detection inefficiency point of view, it seems thus more advantageous to consider experiments with many settings than with many parties.

As mentioned above we have not been able to prove eq. (7) for all numbers of parties. However we have been able to prove a weaker result valid for any number $`N`$ of parties. In this weaker result we do not ask the LHV model to reproduce all the quantum correlations. Rather we only ask that if all the detectors click, then the correlations exactly coincide with the quantum correlations. On the other hand we do not put any constraint on the correlations when one or more of the detectors do not click. This type of model has been considered previously in M ; buhr .

Theorem 3 :  Consider Bell experiments with $`N`$ parties and $`M`$ measurements settings per site. We require that if all detectors click, the correlations should coincide with the quantum correlations, but we do not put any condition on the correlations when one or more of the detectors do not click. Then the maximum detection efficiency $`\eta ^{}`$ for which a LHV model exists satisfies

$$\eta ^{}\frac{1}{M^{(N1)/N}}$$
(9)
We begin by proving Theorem 3. We then turn to the arguments behind Conjecture 2.

Proof of Theorem 3 :

As in Theorem 1, we can build a LHV model to reproduce the correlations based on the remark that it is possible to predict outcomes for all measurements performed at one site if measurements are guessed at the other sites. A LHV will thus predetermine particular measurements and corresponding outcomes for $`N1`$ of the parties. If the guessed and the actual measurements coincide which happens with probability $`1/M`$, these parties output the selected result, if not, which happens with probability $`(M1)/M`$ their detectors keep quiet. Assuming that the measurements performed by the other parties are the ones specified by the hidden variable, the last party always output a result different from $`\mathrm{}`$. Since each party has the choice between the same number $`M`$ of measurements there is no privileged site and each party has the same probability $`1/N`$ to be selected as the special one for which the detector always fire.

Thus when all detectors click, which occurs with probability $`1/M^{(N1)}`$, the results obtained will agree with those of quantum mechanics. This probability should be identified with $`\eta ^N`$, the probability that all detectors click. This proves Theorem 3. $`\mathrm{}`$

We now turn to Conjecture 2.

Proof of Conjecture 2 for $`N500`$ :

The basic idea is to try to use the LHV model introduced in the proof of Theorem 3 to reproduce all the correlations, and not only the restricted one obtained when all detectors clicks.

Note that in the model introduced in the proof of Theorem 3, a detector clicks only if we are sure that it will output an answer that agrees with quantum mechanics. The only way for the LHV model and quantum mechanics to differ is thus in the probabilities that the detectors click, not in the correlations of outputs *conditional* on the firing of the detector. Similarly to (III), predictions of quantum mechanics and the LHV model will therefore be identical provided they give the same detection probabilities $`q(k)`$ that $`k`$ given detectors don’t fire and the remaining $`Nk`$ do. For quantum mechanics these probabilities are given by

$$q^{QM}(k)=\eta ^{Nk}(1\eta )^k$$
(10)
In particular this implies that the ratios

$$\frac{q^{QM}(k)}{q^{QM}(k+1)}=\frac{\eta }{1\eta }$$
(11)
are independent of $`k`$.

The LHV model introduced in Theorem 3 predicts the probabilities

$$q^{LHV}(k)=\frac{Nk}{N}\frac{(M1)^k}{M^{N1}}$$
(12)
(see eq. (15) with $`i=0`$ and the explanation in the paragraph following eq. (15)). It has thus the property that

$$\frac{q^{LHV}(0)}{q^{LHV}(1)}=\frac{N}{(N1)(M1)}$$
(13)
Using eq. (11) and solving for $`\eta `$ yields eq. (7). This is the basis for Conjecture 2.

But from (12) we also deduce

$$\frac{q^{LHV}(1)}{q^{LHV}(2)}>\frac{q^{LHV}(0)}{q^{LHV}1}$$
(14)
in contradiction with (11). Furthermore the model introduced in Theorem 3 never instructs the $`N`$ dectector to keep quiet simultanously.

We can try to correct the model so as to recover eq. (11, while leaving (13) unchanged, by increasing the probability $`q^{LHV}(k)`$, $`k2`$ that more than one party does not fire.

A natural way to extend our protocol so that it can reproduce the whole set of correlations is to introduce the possibility for it to constrain $`i`$ ($`i=2,\mathrm{},N`$) of the parties to output $`\mathrm{}`$, similarly to the proof of Theorem 1 where part of the time Alice and Bob had both to produce result $`\mathrm{}`$

The new LHV model will therefore be build out of a family of $`N`$ protocols $`𝒫_i`$ ($`i=0,2,\mathrm{},N)`$. In protocol $`𝒫_i`$, a subset of $`i`$ of the $`N`$ parties is forced to output $`\mathrm{}`$ independently of the measurement performed at these $`i`$ sites. Since they are $`\left(\genfrac{}{}{0pt}{}{N}{i}\right)`$ possible choices of $`i`$ parties among the $`N`$, the probability that one particular subset is chosen is $`1/\left(\genfrac{}{}{0pt}{}{N}{i}\right)`$. The protocol then works as before with $`N`$ replaced by $`Ni`$. The probabilities $`q^i(k)`$ that $`k`$ given detectors don’t fire and the remaining $`Nk`$ do for protocol $`𝒫_i`$ are given by

$$q^i(k)=\{\begin{array}{cc}0\hfill & k<i\text{,}\hfill \\ \frac{\left(\genfrac{}{}{0pt}{}{k}{i}\right)}{\left(\genfrac{}{}{0pt}{}{N}{i}\right)}\frac{Nk}{Ni}\frac{(M1)^{ki}}{M^{Ni1}}\hfill & ki\hfill \\ 1\hfill & k\text{ and }i=N\text{.}\hfill \end{array}$$
(15)
The first and the last case of (15) are trivial. Indeed, in our protocols at least $`i`$ parties produce the result $`\mathrm{}`$ so that their contribution to events where $`k<i`$ parties don’t fire is null. On the other hand, the protocol $`𝒫_N`$ always output $`\mathrm{}`$ for the $`N`$ parties. For the remaining case when $`ki`$ detectors don’t click, the subset of $`i`$ parties that are forced to output $`\mathrm{}`$ must certainly be included in the subset of the $`k`$ parties that don’t click. Since they are $`\left(\genfrac{}{}{0pt}{}{k}{i}\right)`$ subset out of the $`\left(\genfrac{}{}{0pt}{}{N}{i}\right)`$ possible that satisfy this condition we have the term $`\left(\genfrac{}{}{0pt}{}{k}{i}\right)/\left(\genfrac{}{}{0pt}{}{N}{i}\right)`$. Secondly, the special party for which the detector always fire can not be one of the $`k`$ not clicking. There thus remain only $`Nk`$ possibilities over the $`Ni`$ original one, hence the term $`(Nk)/(Ni)`$. Finally, in the remaining $`Ni1`$ parties $`ki`$ of them must output $`\mathrm{}`$, which happens with probability $`(M1)^{ki}/M^{Ni1}`$.

If the LHV model instructs to use protocol $`𝒫_i`$ ($`i=0,2,\mathrm{}N`$) with probability $`p_i`$ we find

$`q^{LHV}(k)`$ $`=`$ $`p_0q^0(k)+{\displaystyle \underset{i=2}{\overset{N}{}}}p_iq^i(k)`$ (16)
$`=`$ $`p_0q^0(k)+{\displaystyle \underset{i=2}{\overset{k}{}}}p_iq^i(k)`$
since $`q^i(k)=0`$ for $`i>k`$.

As already stated above our model predict the correct probabilities *conditional* on the firing of the detectors. It will thus properly reproduce the quantum probabilities obtained in an experiment provided the detection probabilities satisfy $`q^{LHV}(k)=q^{QM}(k)`$ or

$$\eta ^{Nk}(1\eta )^k=p_0q^0(k)+\underset{i=2}{\overset{k}{}}p_iq^i(k)\text{for all }k.$$
(17)
This will be the case if this set of equations for the $`p_i`$ admits a solution such that the $`p_i`$ are positive and sum to one, i.e. they form an actual probability distribution.

The fact that they sum to one is already implied by the structure of (17). Indeed summing both sides of (17) over all possible subset of parties for which the detector fire and don’t fire, we deduce that $`p_0+_{i=2}^Np_i=1`$, since $`_k\left(\genfrac{}{}{0pt}{}{N}{k}\right)\eta ^{Nk}(1\eta )^k=_k\left(\genfrac{}{}{0pt}{}{N}{k}\right)q^i(k)=1`$ .

To check wether the $`p_i`$ are positive we use

$$\frac{\eta }{1\eta }=\frac{q^0(0)}{q^0(1)}=\frac{_{i=0}^{k1}p_iq^i(k1)}{_{i=0}^kp_iq^i(k)}$$
(18)
to write

$$p_k=\frac{1}{q^k(k)}\underset{i=0}{\overset{k1}{}}p_i\left(\frac{q^0(1)}{q^0(0)}q^i(k1)q^i(k)\right)$$
(19)
This define recursively the $`p_i`$ starting from $`p_0`$=cst$`>0`$ and $`p_1=0`$. Note that the $`p_i`$ depends of $`N`$ and $`M`$. If we define $`r_k=M^k/(M1)^kp_k`$ we obtain for the $`r_k`$ the recursive definition

$$r_k=\frac{1}{q^k(k)}\underset{i=0}{\overset{k1}{}}r_i\left(\frac{q^0(1)}{q^0(0)}q^i(k1)q^i(k)\right)$$
(20)
where $`q^i(k)=M^{Ni1}/(M1)^{ki}q^i(k)`$. Since the $`q^i(k)`$ are indepent of $`M`$ so are the $`r_k`$. If all the $`r_i`$ are positive for given $`N`$ it thus follows that all the $`p_i`$ are also positive for that given $`N`$ and for all values of $`M`$. We checked this positivity condition for the $`r_i`$ for $`N500`$ using a symbolic mathematics software (Mathematica) that performs exact computations (indeed, non-linear recursive equations as (20) are sensitive to small numerical perturbations and we didn’t find any stable method of solving (20) using finite precision arithmetics). This concludes the proof of Conjecture 2 for $`N500`$. $`\mathrm{}`$

## IV A LHV model that approximately reproduces the quantum correlations for given dimensionality

We now present a LHV model inspired by the communication protocol described in MBCC . Though this model is probably not optimal, it shows that it is in principle possible to build LHV models that depend only of the dimension of the quantum system. In this model $`\eta `$ decreases exponentially with $`d`$. This behavior of $`\eta `$ must be shared by all models that depends only on the dimension since in M  it is shown that there are quantum correlations which are non local even when the detector efficiency is exponentially small in $`d`$. Note however that the quantum correlations in M  require an almost complete absence of noise to exhibit non-locality, whereas the model described below reproduces noisy correlations (although the amount of noise decreases with the dimension for fixed $`\eta `$).

Note: for simplicity of notation, in this section all the probabilities $`P^{LHV}`$ or $`P^{QM}`$ we compute or refer to are probabilities conditional on the firing of both the detectors.

Theorem 4 : For measurements performed on the maximally entangled state $`|\mathrm{\Phi }=_{i=0}^{d1}\frac{1}{\sqrt{d}}|ii`$ and for given $`ϵ<2d`$, there exists a LHV model that produces a probability distribution $`P^{LHV}(a,b|X,Y)`$ such that for all $`X,Y`$, $`P^{LHV}(a|X)=P^{QM}(a|X)`$, $`P^{LHV}(b|Y)=P^{QM}(b|Y)`$ and $`|P^{LHV}(a,b|X,Y)P^{QM}(a,b|X,Y)|ϵP^{QM}(a|X)P^{QM}(b|Y)`$ when the efficiency of the detectors is

$$\eta =\left(\frac{ϵ}{4d}\right)^{2(d1)}$$
(21)
Proof : We recall that Alice and Bob carry out the POVM’s $`X`$ and $`Y`$ with elements $`x_a`$ and $`y_b`$. Without loss of generality we can suppose that $`x_a`$ and $`y_b`$ are rank one bar . We rewrite them as

$$x_a=|x_a||x_ax_a|,y_b=|y_b||y_by_b|$$

where $`|x_a,|y_b`$ are normalized states. In the case of the maximally entangled state, the marginals and the joint outcome probability are

$`\begin{array}{ccc}P^{QM}(a|X)=\frac{|x_a|}{d}\hfill & \text{,}& \hfill P^{QM}(b|Y)=\frac{|y_b|}{d}\end{array}`$ (23)
$`P^{QM}(a,b|X,Y)={\displaystyle \frac{1}{d}}|x_a||y_b||x_a^{}|y_b|^2`$ (24)
where $`|x_a^{}=_ix_a^i|i`$ with $`x_a^i`$ the components of $`|x_a`$ in the basis where $`|\mathrm{\Phi }=\frac{1}{\sqrt{d}}_i|ii`$.

The local hidden variable consists of the classical description of a pure quantum state $`|\varphi `$. This state is uniformly chosen in the Hilbert space using the invariant measure over $`SU(d)`$. Alice’s strategy is the following: she first chooses $`a`$ with probability $`|x_a|/d`$, in agreement with the marginal probability $`P^{QM}(a|X)`$. Having fixed $`a`$ she then computes $`s=|\varphi |x_a|^2`$. If $`s<\mathrm{cos}^2\delta `$, she outputs “no result”. If $`s\mathrm{cos}^2\delta `$, she outputs $`a`$ (where $`\delta >0`$ will be fixed below). The probability $`Q`$ for Alice to give an outcome is

$$Q=_{SU(d)}d\varphi \mathrm{\Theta }(|\varphi |x_a|^2\mathrm{cos}^2\delta )$$
(25)
To compute this expression we write $`|\varphi =\mathrm{cos}\theta |x_a+e^{i\rho }\mathrm{sin}\theta |\varphi _{d1}`$ where $`|\varphi _{d1}`$ lies in the subspace orthogonal to $`|x_a`$. Since $`\mathrm{d}\varphi =\frac{d1}{\pi }\mathrm{cos}\theta (\mathrm{sin}\theta )^{2d3}\mathrm{d}\theta \mathrm{d}\rho \mathrm{d}\varphi _{d1}`$ we find

$`Q`$ $`=`$ $`2(d1){\displaystyle _0^{\pi /2}}d\theta \mathrm{cos}\theta (\mathrm{sin}\theta )^{2d3}\mathrm{\Theta }(\mathrm{cos}^2\theta \mathrm{cos}^2\delta )`$ (26)
$`=`$ $`(\mathrm{sin}\delta )^{2(d1)}.`$
As expected, the probability to give an outcome is independent of Alice’s particular result $`a`$.

Bob’s strategy is as follows: he gives output $`b`$ with probability

$$P(b|Y,\varphi )=|y_b||\varphi ^{}|y_b|^2.$$
(27)
This results in the marginal probability

$`P^{LHV}(b|Y)`$ $`=`$ $`{\displaystyle _{SU(d)}}d\varphi P(b|Y,\varphi )`$ (28)
$`=`$ $`2(d1)|y_b|{\displaystyle _0^{\pi /2}}d\theta \mathrm{cos}^3\theta (\mathrm{sin}\theta )^{2d3}`$
$`=`$ $`{\displaystyle \frac{|y_b|}{d}}`$
where we have taken $`|\varphi =\mathrm{cos}\theta |y_b^{}+e^{i\rho }\mathrm{sin}\theta |\varphi _{d1}`$ and $`|\varphi _{d1}^{}`$ orthogonal to $`|y_b`$ to pass from the first line to the second one.

Let us now compute the joint probability of outcomes $`a`$ and $`b`$ given that an outcome has been produced. This is

$`P^{LHV}(a,b|X,Y)`$
$`=`$ $`{\displaystyle \frac{1}{Q}}{\displaystyle _{SU(d)}}d\varphi P(a|X,\varphi )P(b|Y,\varphi )`$
$`=`$ $`{\displaystyle \frac{1}{Q}}{\displaystyle _{SU(d)}}d\varphi {\displaystyle \frac{|x_a|}{d}}\mathrm{\Theta }(|\varphi |x_a|^2\mathrm{cos}^2\delta )|y_b||\varphi ^{}|y_b|^2`$
To compute how much this differs from the true probability, let us evaluate

$`D=|\varphi ^{}|y_b|^2|x_a^{}|y_b|^2.`$ (30)
Writing $`|\varphi =\mathrm{cos}\theta |x_a+e^{i\rho }\mathrm{sin}\theta |\varphi _{d1}`$ where $`x_a|\varphi _{d1}=0`$ we find

$`|D|`$ $`=`$ $`|\mathrm{sin}^2\theta |x_a^{}|y_b|^2+\mathrm{sin}^2\theta |\varphi _{d1}^{}|y_b|^2`$ (31)
$`+(\mathrm{sin}\theta \mathrm{cos}\theta x_a^{}|y_by_b|\varphi _{d1}^{}+c.c).|`$
$``$ $`\mathrm{sin}^2\theta +2\mathrm{sin}\theta .`$
From which we deduce

$`|P^{LHV}(a,b|X,Y)P^{QM}(a,b|X,Y)|`$
$``$ $`{\displaystyle \frac{1}{Q}}{\displaystyle \frac{|x_a|}{d}}|y_b|2(d1){\displaystyle _0^{\pi /2}}d\theta \mathrm{cos}\theta (\mathrm{sin}\theta )^{2d3}`$
$`\times \mathrm{\Theta }(\mathrm{cos}^2\theta \mathrm{cos}^2\delta )(\mathrm{sin}^2\theta +2\mathrm{sin}\theta )`$
$``$ $`{\displaystyle \frac{1}{Q}}{\displaystyle \frac{|x_a|}{d}}|y_b|2(d1)(\mathrm{sin}^2\delta +2\mathrm{sin}\delta )`$
$`\times {\displaystyle _0^\delta }\mathrm{d}\theta \mathrm{cos}(\theta )(\mathrm{sin}\theta )^{2d3}`$
$`=`$ $`{\displaystyle \frac{1}{d}}|x_a||y_b|(\mathrm{sin}^2\delta +2\mathrm{sin}\delta )=ϵP(a|X)P(b|Y)`$
where we have taken $`ϵ=d(\mathrm{sin}^2\delta +2\mathrm{sin}\delta )`$.

In the above protocol the roles of Alice and Bob are not symmetric and it never happens that both detectors don’t fire. Upon letting them take randomly one of the two roles above and forcing both detectors to stay quiet part of the times, as in the previous LHV models, one sees that the model we have constructed has detector efficiency $`\eta /(1\eta )=2Q/(1Q)`$ or

$`\eta `$ $`=`$ $`{\displaystyle \frac{2(\mathrm{sin}\delta )^{2(d1)}}{1+(\mathrm{sin}\delta )^{2(d1)}}}`$ (32)
$``$ $`\mathrm{sin}\delta ^{2(d1)}`$
$``$ $`\left({\displaystyle \frac{ϵ}{4d}}\right)^{2(d1)}`$
since $`\mathrm{sin}\delta ϵ/2dϵ^2/8d^2ϵ/4d`$ when ($`ϵ<2d`$). $`\mathrm{}`$

## V Conclusion

We have exhibited LHV models that depend only on the dimensionality of the quantum system or only on the number of settings of each party’s measurement apparatus. These models show that there exist general constraints on the violation of local realism independently of the particular settings of Bell experiments. They help point out which parameters are important when trying to find quantum experiments that exhibit strong non locality. For instance the existence of these LHV models served as a guiding principle for a recent numerical search that yielded several Bell inequalities resistant to detection inefficiency MPR .

Our models can also have implications in the design of loophole-free tests of Bell inequalities. Loophole-free tests of Bell inequalities are important both from a fondamental point of view and for the security of some quantum cryptographic protocols Larsson3 . In experiments involving photons the detection loophole remain the last serious loophole to be closed. It would therefore be interesting to find Bell scenarios that violate local realism for efficiencies of the detectors close to the actual value of our current photo-detectors. Our result shows that to go beyond Eberhard’s threshold of $`\eta ^{}2/3`$ (or to go beyond Larsson and Semitecolos’s threshold for many parties) it is necessary to consider Bell experiments with more than two measurements per site. This strengthens the recent interest in Bell inequalities involving many measurements settings which have been shown to exhibit more strongly the non-locality of quantum mechanics than usual Bell inequalities based on two settings MPR ; kazli ; zuko .

###### Acknowledgements.

We acknowledge support by the EU fifth framework projects EQUIP, IST-1999-11053, and RESQ, IST-2001-37559. S.M. is a research associate of the Belgian National Research Foundation.


text:
# On “time-periodic” black-hole solutions to certain spherically symmetric Einstein-matter systems

## 1 Some basic assumptions

Let $`(M,g)`$ be a spacetime on which $`SO(3)`$ acts by isometry and let $`Q`$ be the quotient manifold. We assume that the induced metric on $`Q`$ has bounded curvature. This implies the existence of local null coordinates $`u`$ and $`v`$ in a neighborhood of every point of $`Q`$ such that the induced metric has the form $`\mathrm{\Omega }^2dudv`$. Recall (*e. g.* from ) the area radius $`r`$ and the Hawking mass $`m`$ defined on $`Q`$.

Our assumption on $`Q`$222The extent to which the assumptions made here can be retrieved from more primitive assumptions will be considered in Section 4. is basically that it strictly contain a complete domain of outer communications $`𝐃`$, bounded in the future and past by an event horizon, more precisely, that it contain a region whose conformal diagram looks like:

Null geodesics whose endpoint in the above diagram lies on null infinity have in fact infinite affine length; null infinity is thus not contained in $`Q`$. On the other hand, we assume that the points on the event horizon are contained in $`Q`$. The event horizon is the union of a future directed null geodesic ray (denoted $`H^+`$) and a past directed ray (denoted $`H^{}`$). As in the diagram, we require these rays to intersect, *i.e.* the point $`H^+H^{}`$ is also in $`Q`$.333Note that this is the familiar restrictive assumption from the “no-hair” theorems; it excludes in particular the case of the critical $`e=m`$ Reissner-Nordström solution. For more, see Section 4. Since $`Q`$ is open, this means that all inextendible null rays emanating from points of $`𝐃`$ either cross the event horizon and leave $`𝐃`$ or have infinite affine length. We also assume $`r`$ is bounded below on $`𝐃`$ by a positive constant.

We will assume furthermore that the domain of outer communications admits an isometry $`\tau `$, which descends to $`Q`$, *i. e.*, such that it induces an isometry on $`𝐃`$ such that $`\tau ^{}r=r`$, etc. This latter part follows for instance if we assume that the action of $`SO(3)`$ on $`M`$ is unique. Moreover, we will assume $`\tau `$ takes some point $`p𝐃`$ to its future, i.e. $`\tau (p)I^+(p)`$.

The orbit $`\tau ^n(p)`$ must be contained in the timelike line $`r=r(p)`$. Moreover, since the distance between $`\tau (p)`$ and $`p`$ is non-zero and must equal to the distance between $`\tau ^{(n+1)}(p)`$ and $`\tau ^n(p)`$, it follows that $`\tau ^n(p)`$ approaches future timelike infinity, and $`\tau ^n(p)`$ approaches future past timelike infinity. In particular, given any point $`q𝐃`$, there will be a $`\tau ^i(p)`$ in $`I^+(q)`$, and a $`\tau ^i(p)`$ in $`I^{}(q)`$. Since the causal relation between two points is preserved by an isometry, it follows that $`\tau (q)`$ and $`q`$ cannot be connected by an achronal curve. For $`\tau ^{2i}q`$ could then never be in the future of $`\tau ^i(p)`$. Thus $`\tau (q)I^+(q)`$ for all $`q𝐃`$, and moreover, there are no limit points of the orbits $`\tau ^n(q)`$ in the closure of $`𝐃`$.

The key behind all our arguments will be to show that the existence of the isometry implies that certain quantities vanish on the event horizon. In the simplest cases, covered by the following section, this will then uniquely determine the wave matter to be constant on the event horizon, and then constant everwhere, by application of a uniqueness theorem for solutions of the characteristic initial value problem.444Note that in the spherically symmetric context, one can interchange the notions of spacelike and timelike on the quotient manifold $`Q`$, making $`𝐃=J^+(H^+H^{})`$, and thus, for appropriate equations, data on the event horizon determines solutions throughout $`𝐃`$, by applying standard theorems . In the case where the matter satisfies the weak energy condition, the vanishing of this quantity is proven using the monotonicity properties of the Hawking mass.

## 2 Exploiting the coupling with gravity

We refer the reader to  for a derivation of the Einstein equations in spherical symmetry with a general energy-momentum tensor. We will assume here that these equations are satisfied pointwise (*i. e.* all functions that appear are bounded) in the null coordinate charts of our atlas for an induced energy momentum tensor $`T_{ab}`$ on $`Q`$ which satisfies the energy condition $`T_{uu}0`$, $`T_{uv}0`$, $`T_{vv}0`$. Here we always select $`v`$ such that null geodesic rays from points of $`𝐃`$ generated by $`_v`$ are future-directed and have infinite affine length (i. e. “terminate” on null infinity). It follows from

$$_a_br=\frac{1}{2r}(1^cr_cr)g_{ab}r(T_{ab}g_{ab}\mathrm{tr}T)$$
(1)
that $`_ur0`$ and $`_vr0`$ in $`𝐃`$555The arguments are similar to those of . Assuming one of the inequalities does not hold, one argues by integrating $`(\text{1})`$ that $`r`$ will have to become zero after a finite affine length in the direction of a null geodesic that terminates at the event horizon, a contradiction. and then, from

$$_am=r^2(T_{ab}g_{ab}\mathrm{tr}T)_br$$
(2)
that $`_um0`$ and $`_vm0`$.

We then have the following

###### Proposition 1

Let $`\tau `$ be an isometry of the domain of outer communications $`𝐃`$ as described in the previous section. It follows that $`_vr=0`$ and $`_vm=0`$ on $`H^+`$ and $`_ur=0`$, $`_um=0`$ on $`H^{}`$.

Proof. The proof is by contradiction. Suppose $`p`$ and $`q`$ are two points on $`H^+`$ such that $`r(q)=r(p)+ϵ`$ for $`ϵ>0`$. By continuity of $`r`$ there exists a point $`q^{}𝐃`$ on the ray generated by $`(_u)_q`$ such that $`r(q^{})>r(p)`$.

It follows from the equations $`_ur0`$, $`_vr0`$ that $`r>r(p)`$ in $`𝐃J^+(q^{})`$. Now consider the point $`p^{}`$ at the intersection of the null ray generated by $`(_v)_q^{}`$ and the null ray generated by $`(_v)_p`$. Again, by the relation $`_ur0`$ it follows that $`r(p^{})r(p)`$. Now the assumption on $`\tau `$ implies that there exists an $`N`$ such that $`\tau ^n(p^{})𝐃J^+(q^{})`$ for all $`n>N`$. But since $`\tau `$ is an isometry $`r(\tau ^n(p^{}))=r(p^{})r(p)`$. This is a contradiction. One can then apply the same argument with $`m`$ in place of $`r`$, and then for $`H^{}`$ replacing $`H^+`$, thus completing the proof. $`\mathrm{}`$

In virtue of the equation $`(\text{2})`$ and the boundedness of $`T_{uv}`$, it follows from the above proposition that since $`_vm=0`$ and $`_vr=0`$ on $`H^+`$ and similarly $`_um=_ur=0`$ on $`H^{}`$, we have $`T_{vv}=0`$ on $`H^+`$ and $`T_{uu}=0`$ on $`H^{}`$.

We now proceed to outline the more restrictive assumptions on the structure of the matter which will be necessary for our results. The first set of assumptions reflects the structure of the energy-momentum tensor itself. These are:

1. $`T=T(\mathrm{\Psi },F,g)`$ where $`F`$ is a skew symmetric $`2`$-tensor, and $`\mathrm{\Psi }`$ takes values in some space endowed with a connection $`\stackrel{~}{}`$, such that if $`\stackrel{~}{}_X\mathrm{\Psi }=0`$ identically for all $`XT^{}M`$, then $`T`$ corresponds to the energy momentum tensor of a spherically symmetric electric field $`F_{\mu \nu }`$ satisfying the source-free Maxwell equations. Here $`\stackrel{~}{}_X`$ is the induced connection on $`M`$.
2. $`T_{vv}=0`$ should imply $`\stackrel{~}{}_v\mathrm{\Psi }=0`$, and $`T_{uu}=0`$ should imply $`\stackrel{~}{}_u\mathrm{\Psi }=0`$. Here $`\stackrel{~}{}_v=\stackrel{~}{}__v`$, etc.

One example of such a $`T`$ is the energy momentum tensor generated by a wave map $`\varphi :(M,g)(N,h)`$ interacting (via the gravitational field only, since it does not carry charge) in an electromagnetic field $`F_{\mu \nu }`$:

$$T_{\mu \nu }=F_{\mu \lambda }F_{\nu \rho }g^{\lambda \rho }\frac{1}{4}g_{\mu \nu }F_{\lambda \rho }F_{\sigma \tau }g^{\lambda \sigma }g^{\rho \tau }+h_{AB}(\varphi _{;\mu }^A\varphi _{;\nu }^B\frac{1}{2}g_{\mu \nu }g^{\rho \sigma }\varphi _{;\rho }^A\varphi _{;\sigma }^B)$$

A special case of the above is of course when $`N`$ is $`R^n`$ with the flat metric and $`\varphi `$ is then a collection of $`n`$ real scalar fields. Another example is the energy momentum tensor generated by a massive complex scalar field $`\varphi `$ in an electromagnetic field $`F_{\mu \nu }`$ with electromagnetic potential $`A_\mu `$

$`T_{\mu \nu }`$ $`=`$ $`F_{\mu \lambda }F_{\nu \rho }g^{\lambda \rho }{\displaystyle \frac{1}{4}}g_{\mu \nu }F_{\rho \sigma }F_{\lambda \kappa }g^{\rho \lambda }g^{\sigma \kappa }`$
$`{\displaystyle \frac{1}{2}}g_{\mu \nu }M^2\varphi \overline{\varphi }+{\displaystyle \frac{1}{2}}(\varphi _{;\mu }\overline{\varphi }_{;\nu }+\overline{\varphi }_{;\mu }\varphi _{;\nu })`$
$`+{\displaystyle \frac{1}{2}}(\varphi _{;\mu }ieA_\nu \overline{\varphi }+\overline{\varphi }_{;\nu }ieA_\mu \varphi +\overline{\varphi }_{;\mu }ieA_\nu \varphi \varphi _{;\nu }ieA_\mu \overline{\varphi })`$
$`{\displaystyle \frac{1}{2}}g_{\mu \nu }g^{\rho \sigma }(\varphi _{;\rho }+ieA_\rho \varphi )(\overline{\varphi }_{;\sigma }ieA_\sigma \overline{\varphi })+e^2A_aA_b\varphi \overline{\varphi }.`$
For $`T`$ satisfying $`1`$ and $`2`$, it follows that $`\stackrel{~}{}_v\mathrm{\Psi }=0`$ on $`H^+`$ and $`\stackrel{~}{}_u\mathrm{\Psi }=0`$ on $`H^{}`$. Since the restriction of a connection to a one-dimensional set is trivial, we can then choose coordinates for a space representing the degrees of freedom for $`\mathrm{\Psi }`$ such that $`\mathrm{\Psi }`$ is in fact constant on the event horizon. If in local coordinates $`x_aQ`$ the system of equations for $`\mathrm{\Psi }`$, with $`F_{\mu \nu }`$, $`g_{ab}`$, and $`r`$ fixed, is of the form

$$^a_a\mathrm{\Psi }=F(\mathrm{\Psi },\mathrm{\Psi },x_a)$$
(3)
with $`F`$ a sufficiently regular function666Note that for fields which couple directly to the $`F_{\mu \nu }`$ tensor, there is a regularity assumption on $`F`$ as well as on $`g`$ implicit in $`(\text{3})`$., then the characteristic initial value problem with initial data on the event horizon is locally well posed, provided $`\mathrm{\Psi }`$ is assumed sufficiently regular .777Recall the comment from before that to apply , one should first redefine the metric $`g_{ab}`$ to be its negative, so $`𝐃`$ becomes $`J^+(H^+H^{})`$. If this equation admits the solution $`\mathrm{\Psi }=\mathrm{\Psi }(H^+H^{})`$, then this must be the only solution in the vicinity of the horizon, and by a continuity argument, this domain of dependence property can be extended to guarantee uniqueness throughout $`𝐃`$. A sufficient condition for this is clearly $`F(0,\mathrm{\Psi },x_a)=0`$. Thus, in view of the fact that spherically symmetric solutions of the Einstein-Maxwell equations are necessarily Reissner-Nordström, we have

###### Theorem 1

If $`T_{\mu \nu }`$ satisfies conditions 1 and 2, and $`\mathrm{\Psi }`$ satisfies a system of the form $`(\text{3})`$, with $`F(0,\mathrm{\Psi },x_\alpha )(p)=0`$, and if $`\tau `$ is as in Proposition 1, it follows that $`𝐃`$ coincides with the domain of outer communications of a Reissner-Nordström solution.

Note that the above theorem applies to the wave map system, which can be written

$$^\alpha _\alpha \mathrm{\Phi }=\mathrm{\Gamma }(\mathrm{\Phi })(|\mathrm{\Phi }|^2).$$

where $`\mathrm{\Gamma }`$ is an expression involving the Christoffel symbols of $`(N,g)`$. (Compare with . The above argument reproves, in particular, the static result, and seems considerably easier, as it does not depend on the geometry of the target.) Also note that, in the above argument, we have not assumed that $`\tau `$ preserves $`\mathrm{\Psi }`$, only that it preserves the metric. In fact, it suffice to assume that given any point $`p`$, then for all $`ϵ`$ there exists an $`N(ϵ,p)`$ such that $`|m(\tau ^n(p))m(p)|<ϵ`$ for $`|n|N`$. Such solutions can be called “almost periodic”.

## 3 Constructing a Killing vector and reducing to the static case

Unfortunately, as it stands, the argument of the previous section cannot be applied in the case of a complex scalar field or a massive scalar field, for then the dependence of $`F`$ on $`\mathrm{\Psi }`$ is not of the type described above. In particular, there do not exist constant non-zero solutions.

It is perhaps instructive to compare here with the static case. The argument of Bekenstein , say for the scalar field $`\mathrm{}\varphi =M\varphi `$ with $`M>0`$, goes roughly as follows: Integrating the equality $`_\alpha (\varphi ^\alpha \varphi )=_a\varphi ^\alpha \varphi +M\varphi ^2`$ using Gauss’s theorem, the boundary contributions along the event horizon vanish, while the contributions along two spacelike curves which are carried to one another by the isometry cancel. Moreover, the divergence is non-negative, since in a static solution $`\varphi `$ is spacelike, and $`0`$ only if the solution vanishes. Thus, either the solution is identically $`0`$, or there must be a boundary contribution at infinity, i.e. the solution does not decay as $`r\mathrm{}`$. (This would imply that the curvature does not decay, and thus the solution would not be asymptotically flat.)

The above Bochner-type method and arguments based on it cannot be applied directly in the periodic case as $`\varphi `$ may have negative length. With slightly more effort than in Section 2, one can show that for various examples of matter–including the case of a charged massive scalar field, for instance–our initial data determine a static solution, and then apply the above argument to show that this solution must thus not decay at infinity.

The idea is similar in spirit to Theorem 1, except that now we will apply the uniqueness theorem to the solution of the characteristic value problem to a system of second order hyperbolic equations derived from Killing’s equation.

First, we introduce the following new assumptions: Letting $`x^A`$, $`x^B`$ denote coordinates on $`S^2`$, we assume

1. $`_vr=0`$ on $`H^+`$ and $`_ur=0`$ on $`H^{}`$
2. $`T_{vv}=0`$, $`_uT_{vv}=0`$ on $`H^+`$ and $`T_{uu}=0`$, $`_vT_{uu}=0`$ on $`H^{}`$.
3. $`_vT_{AB}=0`$ on $`H^+`$ and $`_uT_{AB}=0`$ on $`H^{}`$.

Given an isometry $`\tau `$ as before, Assumptions 1, 2 and 3 above follow for a large class of matter, including the case of a complex scalar field interacting in an electromagnetic field. (See the Appendix.)

We define $`v`$ and $`u`$ on the event horizon so as to yield an affine distance on the event horizon as measured from the point $`H^+H^{}`$ on $`H^+`$ and $`H^{}`$ respectively, i.e. we will be assuming that $`g_{uv}=1`$ on $`H^+H^{}`$. We now will define a particular null vector field $`K`$ on the event horizon, and extend it to $`𝐃`$ as the unique solution of the initial value problem, with initial data on the event horizon888Recall the comment in Section 1 about the well-posedness of this problem in spherical symmetry, because of the symmetry between timelike and spacelike directions., for the equation

$$\mathrm{}K^\alpha =K^\beta R_{\beta \gamma }g^{\gamma \alpha }.$$
(4)
The choice of the definition will be to ensure that $`L_Kg_{\mu \nu }=0`$ on $`H^+H^{}`$. For now write $`K|_{H^+}=K^v(v)_v`$ and $`K|_H^{}=K^u(u)_u`$, where we will determine immediately following what $`K^v(v)`$ and $`K^u(u)`$ have to be.

Let us concentrate first on $`H^+`$. In the null coordinates defined above (where in addition $`x^A`$ and $`x^B`$ are taken to be normal coordinates), the only non-vanishing Christoffel symbol are $`\mathrm{\Gamma }_{uu}^u`$, $`\mathrm{\Gamma }_{uA}^B`$ and $`\mathrm{\Gamma }_{AB}^v`$. Outside of $`H^+`$, $`\mathrm{\Gamma }_{uu}^u`$, $`\mathrm{\Gamma }_{vv}^v`$, $`\mathrm{\Gamma }_{uA}^B`$, $`\mathrm{\Gamma }_{vA}^B`$, $`\mathrm{\Gamma }_{AB}^u`$, $`\mathrm{\Gamma }_{AB}^v`$ are the only non-vanishing components. Note also that on $`H^+`$,

$`R`$ $`=`$ $`2g^{uv}R_{uv}+g^{AB}R_{AB}`$
$`=`$ $`2(_u\mathrm{\Gamma }_{vv}^v_u\mathrm{\Gamma }_{vA}^A)+g^{AB}(_u\mathrm{\Gamma }_{AB}^u+_v\mathrm{\Gamma }_{AB}^v)`$
$`=`$ $`2_u\mathrm{\Gamma }_{vv}^v+4g^{AB}_u_vg_{AB}`$
$`=`$ $`2_u\mathrm{\Gamma }_{vv}^v+2(R+2R_{uv}),`$
and thus, we have that

$$_u\mathrm{\Gamma }_{vv}^v=\frac{1}{2}R2R_{uv}.$$

We compute

$$\mathrm{}K^u=2_u_vK^u,$$

$$\mathrm{}K^v=2_u_vK^v+_vK^v(g^{AB}\mathrm{\Gamma }_{AB}^v)+K^v(_u\mathrm{\Gamma }_{vv}^v),$$

and thus $`(\text{4})`$ gives,

$$_u_vK^u=0,$$
(5)
$`_v_uK^v`$ $`=`$ $`{\displaystyle \frac{1}{2}}_vK^vg^{AB}\mathrm{\Gamma }_{AB}^v{\displaystyle \frac{1}{2}}(_u\mathrm{\Gamma }_{vv}^v+R_{uv})K^v`$ (6)
$`=`$ $`{\displaystyle \frac{1}{2}}_vK^vg^{AB}\mathrm{\Gamma }_{AB}^v+{\displaystyle \frac{1}{4}}(R+2R_{uv})K^v`$
$`=`$ $`{\displaystyle \frac{1}{4}}_vK^v{\displaystyle _0^v}(R+2R_{uv})𝑑v+{\displaystyle \frac{1}{4}}K^v(R+2R_{uv}).`$
Recalling $`(L_Kg)_{\alpha \beta }=K_{\alpha ;\beta }+K_{\beta ;\alpha }`$, in view of our knowledge of the Christoffel symbols, and the fact that $`K_v=0`$ on $`H^+`$, we obtain

$$(L_Kg)_{uv}=_uK_v+_vK_u=_uK^u_vK^v,$$
(7)
$$(L_Kg)_{vv}=2_vK_v=2_uK^u=0,$$

$$(L_Kg)_{vA}=0,(L_Kg)_{uA}=0,$$

$$(L_Kg)_{AB}=\mathrm{\Gamma }_{AB}^uK_u\mathrm{\Gamma }_{AB}^vK_v=0,$$

$$(L_Kg)_{uu}=2(_uK_uK_u\mathrm{\Gamma }_{uu}^u)=2_uK^v.$$
(8)
Thus, if we are to have $`(L_Kg)_{\alpha \beta }=0`$ on $`H^+`$, it follows from $`(\text{7})`$ that

$$_uK^u=_vK^v.$$
(9)
Rewriting $`(\text{5})`$ as $`_v_uK^u=0`$, it follows from $`(\text{9})`$ that

$$_v_vK^v=0,$$

and thus that $`K^v=Cv`$. Using $`(\text{9})`$ again, and the same argument, it follows that $`K^u=Cu`$ on $`H^{}`$.

Of course, to show that indeed we have $`(L_Kg)_{\alpha \beta }=0`$ on $`H^+`$, for the $`K`$ defined above, it remains to show, in view of $`(\text{8})`$, that

$$_uK^v=0.$$

Since the above equation is indeed true at $`H^+H^{}`$, it follows that it is enough to show that $`_v_uK^v=0`$, or, by $`(\text{6})`$, that

$$\frac{1}{4}_vK^v_0^v(R+2R_{uv})𝑑v+\frac{1}{4}K^v(R+2R_{uv})=0.$$

Assumption 2 together with the conservation of energy-momentum implies that $`_vR_{uv}=0`$, and Assumption 3 implies that $`_vR=0`$, and thus, $`R+2R_{uv}=c`$ where $`c=(R+2R_{uv})|_{H^+H^{}}`$. Thus we compute

$$\frac{1}{4}_vK^v_0^v(R+2R_{uv})𝑑v+\frac{1}{4}K^v(R+2R_{uv})=\frac{1}{4}C(cv)+\frac{1}{4}(Cv)c=0.$$

We can take then $`C=1`$ and we have found a nontrivial vector field vanishing at $`H^+H^{}`$ satisfying $`L_Kg=0`$ on $`H^+`$, and similarly, $`L_Kg=0`$ on $`H^{}`$ as well.

Denote now the totality of matter by $`\mathrm{\Phi }`$. In terms of this $`K`$ defined, we assume further

1. $`L_K\mathrm{\Phi }=0`$999The expression $`L_K\mathrm{\Phi }`$ can be tricky to define if the equations have a gauge invariance. Typically, this will mean that there is a choice of gauge for which the matter can be expressed by some $`\mathrm{\Phi }`$ for which $`L_K\mathrm{\Phi }=0`$. See the appendix for the case of a complex scalar field. on $`H^+H^{}`$.
2. The quanitities $`L_Kg_{\mu \nu }`$ and $`L_K\mathrm{\Phi }`$ satisfy a system of equations which, when everything else is treated as fixed, only admits the zero solution if they vanish on $`H^+H^{}`$.

All our assumptions taken together imply that we have produced a vector field $`K`$ such that $`L_Kg=0`$, i.e. a Killing field $`K`$ on $`𝐃`$. Note that a similar argument ensures that $`K`$ is also a Killing field “downstairs”, i.e. that $`Kr=0`$. From this, it follows that $`K`$ must be timelike. Since $`K`$ does not vanish identically on the event horizon, it follows that there exists a $`p𝐃`$ such that $`K(p)0`$. Thus $`K`$ does not vanish along the line $`r=r(p)`$, which must be the orbit $`\varphi _t(p)`$ where $`\varphi _t`$ denotes the one parameter group of isometries generated by $`K`$. Since all future directed constant-$`u`$ null rays must intersect the line $`r=r(p)`$, it follows that $`K`$ can nowhere vanish. For if it did at some point $`q`$, then choosing a point $`s`$ on $`r=r(p)`$ which can be connected to $`q`$ by a spacelike curve, then $`\varphi _t(s)`$ for large enough $`t`$ is in the future of $`\varphi _t(q)=q`$, which contradicts the fact that $`\varphi _t`$ is an isometry.

We have thus proven

###### Theorem 2

For an Einstein-matter system satisfying Assumptions 1, 2, 3, 4, and 5 above, the domain of outer communications is static.

## 4 Exploiting a conserved current: the case of the Dirac equation

In the case of Dirac fields, the arguments outlined above do not apply because this matter does not satisfy the positive energy condition. This is related to the fact that the Dirac field probably provides a reasonable model only after second quantization. But in fact, considerations regarding periodic solutions are even easier than in the previous section, and can be studied without applying the coupling with gravity, which played a central role in the previous argument.

We refer the reader to  for background on this problem in the uncoupled case, and to , ,  in the coupled static case. In particular, we recall the Dirac matrices $`G^\alpha `$, which operate on Dirac fields $`\mathrm{\Psi }`$, which are sections of an appropriate spinor bundle. The precise form of the Dirac equation will depend on the other matter fields present to which the field is coupled. We will simply assume that $`\mathrm{\Psi }`$ satisfies in local coordinates, after fixing the metric and the other matter fields, a *linear* equation of the form

$$iG^\alpha _\alpha \mathrm{\Psi }=F(\mathrm{\Psi }),$$
(10)
where $`F(0)=0`$. Note that by squaring the Dirac operator, it follows that $`\mathrm{\Psi }`$ satisfies a system

$$\mathrm{}\mathrm{\Psi }=\stackrel{~}{F}(\mathrm{\Psi },\mathrm{\Psi },x_\alpha ).$$
(11)
We further assume that the vector field $`\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }`$ provides a positive current, i.e.

$$\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }X^\beta g_{\alpha \beta }0$$

when $`X^\beta `$ is future directed and timelike, with equality only in the case where $`\mathrm{\Psi }`$ vanishes, and moreover, this current is conserved:

$$_\alpha (\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi })=0.$$
(12)
We do not assume that $`\mathrm{\Psi }`$ is spherically symmetric, but we do assume that it is defined on a spherically symmetric domain of outer communications as before, preserved by an isometry $`\tau `$, as before, in the sense that

$$\tau _{}(\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi })=\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }.$$
(13)
Moreover, we assume that all other matter fields are spherically symmetric, and thus we can write $`\mathrm{\Psi }`$ as the sum of spherical harmonics each of which satisfy a wave equation of the form $`(\text{11})`$, but on $`Q`$, not on $`M`$.

Consider a spacelike curve $`\gamma `$ which divides $`𝐃`$ into two connected components, and intersects the event horizon at $`H^+H^{}`$. Let $`X`$ be the future normal vector field to $`\gamma `$. Fix a point $`q`$ on the event horizon and $`p`$ on $`\gamma `$. We denote the part of $`\gamma `$ connecting $`p`$ with spacelike infinity by $`\gamma _p`$. Then for an isometry $`\tau `$ as in Proposition 1, There exists an $`n`$ such that $`\tau ^n(p)`$ and $`q`$ can be connected by a spacelike curve $`\stackrel{~}{\gamma }`$:

We will assume $`\mathrm{\Psi }`$ is locally bounded, and that

$$_\gamma \overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }X^\beta g_{\alpha \beta }<\mathrm{}.$$

The latter assumption is quite reasonable in view of the fact that this integral should equal to the probability of observing the particle on $`\gamma `$, which should be normalizable to something less than $`1`$. Now integrating the conservation law $`(\text{12})`$ and applying Gauss’ theorem, and since

$$_{\stackrel{~}{\gamma }}\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }X^\beta g_{\alpha \beta }>0$$

it follows that

$`{\displaystyle _{H^+J^{}(q)}}\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }X^\beta g_{\alpha \beta }`$ $``$ $`{\displaystyle _\gamma }\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }X^\beta g_{\alpha \beta }{\displaystyle _{\tau ^n(\gamma _p)}}\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }(\tau _{}^nX)^\beta g_{\alpha \beta }`$
$`=`$ $`{\displaystyle _\gamma }\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }X^\beta g_{\alpha \beta }{\displaystyle _{\gamma _p}}\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }X^\beta g_{\alpha \beta }`$
$`=`$ $`{\displaystyle _{\gamma \backslash \gamma _p}}\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }X^\beta g_{\alpha \beta },`$
where the second line follows from the fact that $`\tau `$ is an isometry and $`(\text{13})`$.

But as $`pH^+H^{}`$, the term on the right hand side approaches $`0`$. Thus, since the left hand side is nonnegative, it follows that

$$_{H^+J^{}(q)}\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }N^\beta g_{\alpha \beta }=0$$

for all $`q`$ and consequently, $`\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }N^\beta g_{\alpha \beta }=0`$ identically on $`H^+`$, and similarly, $`\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }N_{}^\beta g_{\alpha \beta }=0`$ on $`H^{}`$, where $`N_{}`$ denotes the null vector tangent to $`H^{}`$. Since $`N_{}+N`$ at $`H^{}H^+`$ is timelike, it follows by the positivity of the current that $`\mathrm{\Psi }`$ in fact vanishes there.

It turns out that the behavior of $`\mathrm{\Psi }`$ on the event horizon, deduced above, together with the Dirac equation, imply that $`\mathrm{\Psi }`$ vanishes identically on the event horizon:

Choose coordinates $`u`$, $`v`$, $`x^1`$, and $`x^2`$ in a neighborhood of $`H^+H^{}`$, such that, $`g=\mathrm{\Omega }^2dudv+\stackrel{~}{g}_{ij}dx^idx^j`$. It follows from the properties deduced above that a spinor representation can be chosen such that $`G^u\mathrm{\Psi }=0`$, $`G^u_v\mathrm{\Psi }=0`$, and $`G^u_{x^i}\mathrm{\Psi }=0`$ on $`H^+`$, while $`G^v\mathrm{\Psi }=0`$, $`G^v_u\mathrm{\Psi }=0`$, and $`G^v_{x^i}\mathrm{\Psi }=0`$ on $`H^{}`$.

From the anticommutation relations it follows that $`G^vG^v=0`$, $`G^uG^u=0`$. Multiplying the Dirac equation $`(\text{10})`$ by $`G_u`$, and restricting to $`H^+`$, one obtains,

$$i(G^uG^v_v\mathrm{\Psi }+G^uG^{x^i}_{x^i}\mathrm{\Psi })=G^u(F(\mathrm{\Psi })).$$

Since $`G^uG^{x^i}=G^{x^i}G^u`$ by the anticommutation relations, it follows from $`G^u\mathrm{\Psi }=0`$ that $`iG^uG^v_v\mathrm{\Psi }=G^uF(\mathrm{\Psi })`$. Again, from the anticommutation relations, one obtains that $`G^uG^v=2g^{uv}G^vG^u`$, and thus, since $`G^u_v\mathrm{\Psi }=0`$,

$$_v\mathrm{\Psi }=\stackrel{~}{f}(\mathrm{\Psi })$$
(14)
for a well-behaved function $`\stackrel{~}{f}`$ with $`\stackrel{~}{f}(0)=0`$.

From the fact shown above that $`\mathrm{\Psi }=0`$ at $`H^+H^{}`$, it now follows immediately from $`(\text{14})`$ that $`\mathrm{\Psi }`$ must vanish identically on $`H^+`$. One argues in the same way to obtain that $`\mathrm{\Psi }`$ vanishes identically on $`H^{}`$.

This condition completely determines initial data for the characteristic initial value problem for each of the spherical harmonics of the Dirac equation101010See the remark in the previous section about the change of sign of the metric $`g_{ab}`$, and thus assuming that $`\mathrm{\Psi }`$ is in a space sufficiently regular, all the spherical harmonics must vanish identically in $`𝐃`$ by uniqueness of the solution of the characteristic initial value problem, and thus $`\mathrm{\Psi }=0`$ in $`𝐃`$.

Again, it is clear from the proof that one can replace the assumptions on $`\tau `$ with the assumption that for all $`p`$, $`ϵ`$, there exist $`N(ϵ,p)`$ such that $`|n|N`$ implies

$$\left|_{\gamma _p}\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }X^\beta g_{\alpha \beta }_{\gamma _{\tau ^n(p)}}\overline{\mathrm{\Psi }}G^\alpha \mathrm{\Psi }X^\beta g_{\alpha \beta }\right|<ϵ.$$

There is thus a sense in which the result holds for “almost periodic solutions” as well.

## 5 A note on the assumptions

As discussed in the beginning, the motivation for considering “time-periodic” solutions $`(Q,g)`$ is as “limiting” final states of graviational collapse. Thus, *a priori*, it makes sense only to assume that $`Q`$ be defined to the future of a spacelike surface $`S`$.

In view of our assumptions on the existence of an isometry $`\tau `$, however, given a fundamental domain $`F`$ such that $`SF`$, one can construct in an obvious way $`\stackrel{~}{Q}`$ and $`\stackrel{~}{\tau }`$ an isometry of $`\stackrel{~}{Q}`$, such that $`\stackrel{~}{Q}=Q_i\tau ^iF`$. In the spherically symmetric case, if the energy momentum tensor satisfies the energy condition, it follows that this spacetime will also have a past boundary. For it is clear by the arguments of Section 2 that since $`_vr>0`$ in $`𝐃`$, it must become less than the infimum of $`r`$ within finite affine length in the direction $`_v`$. Moreover, by arguments similar in spirit to the proof of Proposition $`2`$, this boundary can be shown to have a natural null structure and we can denote it as before by $`H^{}`$.

On the original $`Q`$, it is reasonable to assume only the regularity that might be induced from being a limit of regular “collapsing” spacetimes outside the event horizon $`H^+`$. By monotonicity, $`r`$ and $`m`$ can be extended to $`H^+`$, but the regularity of matter fields may be quite weak. The regularity implications for $`H^{}`$ may in fact be weaker.

Moreover, there is no guarantee that the spacetime can be extended so that $`H^+`$ and $`H^{}`$ intersect, much less for fields to have any sort of regularity there. (Compare with the Reissner-Nordström solution with $`e=m`$.)

Our results, on the other hand, depend very much on the existence of the point $`H^+H^{}`$, and on some assumptions of regularity along these null curves. While both of these aspects of the setup could possibly be weakened, it is clear that some sort of regularity assumption will certainly be an integral part of any argument involving well-posedness of the characteristic value problem.

For another approach to these issues of regularity, it is instructive to compare with the work of Finster, Smoller, and Yau. In , , and , static spherically symmetric solutions to the Einstein-Dirac-Yang/Mills and Einstein-Maxwell-Dirac equations were considered, and in , periodic solutions of the Dirac equation on a Reissner-Nordström background.

In the above series of papers, solutions of the Dirac equation are in fact permitted to blow up along the event horizon, in a very specific way, and the normalization condition is relaxed near the event horizon.111111The motivation for this seems to be more the global behavior of the special $`(r,t)`$ coordinate system and its associated gauge, than observations which could be made by local observers, employed here. Thus, from one point of view, their assumptions could be considered weaker. On the other hand, ,  and  introduce assumptions at the level of $`C^{\mathrm{}}`$ of the metric at the horizon, and various auxiliary coordinated-dependent conditions and power-law assumptions, while  depends very much on an assumption on the vanishing of a certain flux over $`H^{}`$. In , the considerations regarding the analysis of $`\mathrm{\Phi }`$ on $`H^+`$ relate to a particular choice of “extension” of $`\mathrm{\Phi }`$ beyond the event horizon, and they also seem to depend on the conformal geometry of the interior of the Reissner-Nordström black hole, a geometry which is thought to be unstable. It is unclear how any of these conditions are justified if we view $`Q`$ as “generated” by the process outlined in the beginning of this section, and thus whether anything is gained by allowing *a priori* for a more singular behavior of $`\mathrm{\Phi }`$.

## 6 Acknowledgment

I thank Piotr Chruściel for some very useful discussions on a preliminary version of this paper.

## 7 Appendix

We will show that a complex scalar field indeed satisfies the assumptions of Section 3. To reduce the equations to a determined system, we will have to set a gauge. We will require thus that $`A_v=0`$ on $`H^+`$ and $`A_u=0`$ on $`H^{}`$, and the components $`A_B=0`$ as well, where $`x^B`$ are coordinates on $`S^2`$. We will also introduce the notation $`D`$ for the covariant derivative defined by the connection $`A`$, i.e. we have $`D_\mu \varphi =\varphi _{,\mu }+ieA_\mu \varphi `$.

Note that the only non-vanishing components of the electromagnetic tensor $`F_{\mu \nu }`$ are $`F_{uv}`$ and the collection $`F_{AB}`$, where $`A`$ and $`B`$ range over coordinates on $`S^2`$.

Thus,

$$T_{vv}=D_v\varphi \overline{D_v\varphi },$$
(15)
$$T_{uu}=D_u\varphi \overline{D_u\varphi },$$
(16)
$$T_{uv}=\frac{1}{4}g_{uv}F_{AB}F_{CD}g^{AC}g^{BD}\frac{1}{2}g_{uv}(D_u\varphi \overline{D_v\varphi }+D_v\varphi \overline{D_u\varphi }),$$

$$T_{AB}=F_{AC}F_{BD}g^{CD}\frac{1}{4}g_{AB}F_{MN}F_{CD}g^{MC}g^{ND}.$$

In particular, the existence of $`\tau `$ implies that $`T_{vv}=0`$ on $`H^+`$, $`T_{uu}=0`$ on $`H^{}`$, and thus $`_v\varphi =D_v\varphi =0`$ on $`H^+`$ and $`_u\varphi =D_u\varphi =0`$ on $`H^{}`$. Moreover, since $`_uT_{vv}=_uT_{vv}`$, applying $`_u`$ to $`(\text{15})`$ yields $`_uT_{vv}=0`$ on $`H^+`$ and similarly $`_vT_{uu}=0`$ on $`H^{}`$. Assumptions 1 and 2 of Section 3 thus hold.

Now, Maxwell’s equations

$$F_{\mu \nu ;\rho }g^{\nu \rho }ie\varphi \overline{D_\mu \varphi }+ie\overline{\varphi }D_\mu \varphi =0,$$

restricted to $`H^+`$, yields the equation

$$_vF_{vu}=0,$$

and on $`H^{}`$, the equation

$$_uF_{vu}=0.$$

Similarly, the equation $`F_{[AB,v]}=0`$ yields

$$_vF_{AB}=0,$$

and

$$_uF_{AB}=0,$$

throughout $`𝐃`$. Thus we have $`_vT_{AB}=0`$ on $`H^+`$ and $`_uT_{AB}=0`$ on $`H^{}`$, and this implies Assumption 3.

To write a determined system of equations, we impose the equation $`^\alpha A_\alpha =0`$. Note that this equation, together with the condition that $`A_u=0`$ on $`H^+`$ and $`A_v=0`$ on $`H^{}`$ implies that $`L_KA_\mu =0`$ on $`H^+H^{}`$. For, on $`H^+`$ we obtain that $`A_{u,v}=\frac{1}{2}F_{uv}`$, and thus

$`(L_KA)_u`$ $`=`$ $`K^\mu A_{\mu ,u}+K_{,u}^\mu A_\mu `$
$`=`$ $`K^vA_{u,v}+K_{,u}^uA_u`$
$`=`$ $`K^vA_{u,v}K_{,v}^vA_u`$
$`=`$ $`{\displaystyle \frac{1}{2}}K^vF_{uv}{\displaystyle \frac{1}{2}}_vK^vF_{uv}v`$
$`=`$ $`{\displaystyle \frac{1}{2}}CvF_{uv}{\displaystyle \frac{1}{2}}CvF_{uv}=0,`$
$$(L_KA)_v=K^vA_{v,v}+K_{,v}^uA_u+K_{,v}^vA_v=0+0+0=0.$$

Our equations for the matter $`\mathrm{\Phi }=(A_\mu ,F_{\mu \nu },\varphi )`$ thus now become

$$^\alpha A_\alpha =0,$$

$$A_{(\mu ,\nu )}=F_{\mu \nu },$$

$$^\alpha F_{\alpha \mu }=ie(\varphi \overline{D_\mu \varphi }\overline{\varphi }D_\mu \varphi ),$$

$$g^{\mu \nu }D_\mu D_\nu \varphi =0.$$

Applying $`L_K`$ to these equations, and using the equation $`(\text{4})`$ yields

$$^\alpha (L_KA)_\alpha =𝐋(L_Kg)+𝐋(L_Kg),$$

$$(L_KA)_{(\mu ,\nu )}=𝐋(L_K\varphi )+𝐋(L_Kg),$$

$$\mathrm{}(L_K\varphi )=𝐋(L_K(g))+𝐋(L_KA)+𝐋(L_Kg)+𝐋(L_KF).$$

Here, the notation $`𝐋(x)`$ means terms linear in $`x`$. Noting that

$$L_KT=𝐋(g)+𝐋(\varphi )+𝐋(A)+𝐋(F),$$

and that $`L_KF_{\mu \nu }=(L_KA)_{(\mu ,\nu )}`$, we have that given $`g`$, $`A`$, $`F`$, and $`K`$, the above system coupled with the equation

$$\mathrm{}L_Kg=𝐋(L_KT)+𝐋(L_Kg)$$

can be written as a closed linear hyperbolic system in $`1+1`$ dimensions for $`L_KA`$, $`(L_K\varphi )`$, and $`(L_Kg)`$, with vanishing initial data on $`H^+H^{}`$, and for which $`0`$ is a solution. Since $`0`$ is a solution of this system it must be the only solution, by uniqueness of this initial value problem, i.e. the final assumption of Section $`3`$ is also verified.

The argument clearly also applies to the massive case, and to more general so-called Higgs fields.