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# Relativistic Kinetic Equations for Finite Domains and Freeze-out Problem

## I Introduction

In recent years an essential progress has been achieved in our understanding of the freeze-out problem in relativistic hydrodynamics, i.e. how to convert hydrodynamic solution into free streaming particles. Thus, in works  the correct generalization of the famous Cooper-Frey formula  for the time-like hypersurfaces, the cut-off formula, was derived for the first time. This was a necessary, but yet not sufficient step to formulate the relativistic hydrodynamics without causal paradoxes. The main problem was to formulate the energy-momentum and particle conservation not only for the expanding fluid alone, but to extend it onto the system consisting of the fluid and the gas of free streaming particles which are emitted from the freeze-out hypersurface. The principal solution of this task was given in  and its further analysis is presented in . The advantage of this approach is the absence of the logical and causal paradoxes usually arising, if emission of particles happens from the time-like hypersurfaces . The disadvantage of this approach lies in its tremendous numerical complexity.

Numerous attempts to improve and to develop this approach further using primitive kinetic models  were not very successful so far. Very recently a more fundamental treatment  based on the analysis of the Boltzmann equation was suggested. This approach, however, did not overcome the usual difficulty of transport equations in describing the phase transition phenomenon. This difficulty has been overcome naturally within the “hydro + cascade” models suggested in Ref.  (BD) and further developed in  (TLS). The latter models assume that the nucleus-nucleus collisions proceed in three stages: hydrodynamic expansion (“hydro”) of quark gluon plasma (QGP), phase transition from QGP to hadron gas (HG) and the stage of hadronic rescattering and resonance decays (“cascade”). The switch from hydro to cascade modeling takes place at the boundary between the mixed and hadronic phases. The spectrum of hadrons leaving this hypersurface of the QGP–HG transition is taken as input for the cascade.

Evidently, such an approach incorporates the most attractive features of both hydrodynamics, which describes the QGP–HG phase transition very well, and cascade, which works better during hadronic rescattering. However, both the BD and TLS models face some principal difficulties which cannot be ignored. Thus, within the BD approach the initial distribution for cascade is found by the Cooper-Frye formula , which takes into account particles with all possible velocities, whereas in the TLS model the initial cascade distribution is given by the cut-off formula , which accounts for only those particles that can leave the phase boundary. As shown below the Cooper-Frye formula will lead to causal and mathematical problems in the present version of BD model because the QGP–HG phase boundary inevitably has time-like parts. On the other hand the TLS model from the beginning does not conserve energy, momentum and number of charges and this, as demonstrated later, is due to the fact that the equations of motion used in  are not complete and, hence, should be modified.

The main difficulty of the “hydro + cascade” approach looks very similar to the freeze-out problem in relativistic hydrodynamics. In both cases the finite domains (subsystems) have time-like boundaries through which the exchange of particles is occurring and this should be taken into account. In relativistic hydrodynamics the problem was solved by the constraints which appeared on the freeze-out hypersurface and provided the global energy-momentum and charge conservation . Similarly, in kinetic theory one has to modify the transport equations by the source terms which describe the exchange of the particles on the time-like parts of the boundary between domains. Therefore, we shall consider the two semi-infinite domains which are separated by the hypersurface $`\mathrm{\Sigma }^{}`$ of general type and rederive the kinetic equations for this case in Sect. II. In Sect. III the modification of the collision terms is found and the relation between the system obtained and the Boltzmann equation is discussed. The correct equations of motion for the “hydro + cascade” approach are analyzed in Sect. IV.

## II Drift Term for Semi-Finite Domain

Let us consider the two semi-finite domains, “in” and “out”, separated by the hypersurface $`\mathrm{\Sigma }^{}`$ which in (3+1) dimensions will be parameterized as $`t=t^{}(\overline{x})=x_0^{}(\overline{x})`$. The distribution function $`\varphi _{in}(x,p)`$ for $`tt^{}(\overline{x})`$ belongs to the “in” domain, whereas $`\varphi _{out}(x,p)`$ denotes the distribution function of the “out” domain for $`tt^{}(\overline{x})`$. Throughout this work it is assumed that the initial conditions for $`\varphi _{in}(x,p)`$ are given, whereas the initial conditions for $`\varphi _{out}(x,p)`$ are not specified yet and will be the theme of the subsequent discussion. For simplicity we consider a classical gas of point-like Boltzmann particles.

Similarly to Ref.  we derive the kinetic equations for $`\varphi _{in}(x,p)`$ and $`\varphi _{out}(x,p)`$ from the requirement of particle number conservation. Therefore, the particles leaving one domain (and crossing hypersurface $`\mathrm{\Sigma }^{}`$) should be subtracted from the corresponding distribution function and added to the other one. Now we consider the closed hypersurface of the “in” domain, $`\mathrm{\Delta }x^3`$, which consists of two semi-planes $`\sigma _{t1}`$ and $`\sigma _{t2}`$ of constant time $`t1`$ and $`t2`$, respectively, that are connected from $`t1`$ to $`t2>t1`$ by the part of the boundary $`\mathrm{\Sigma }^{}(t1,t2)`$. The original number of particles on the hypersurface $`\sigma _{t1}`$ is given by the standard expression

$$N_1=\underset{\sigma _{t1}}{}𝑑\mathrm{\Sigma }_\mu \frac{d^3p}{p^0}p^\mu \varphi _{in}(x,p),$$
(1)
where $`d\mathrm{\Sigma }_\mu `$ is the external normal vector to $`\sigma _{t1}`$ and, hence, the product $`p^\mu d\mathrm{\Sigma }_\mu 0`$ is non-positive. It is clear that without collisions these particles can cross either hypersurface $`\sigma _{t2}`$ or $`\mathrm{\Sigma }^{}(t1,t2)`$. The corresponding numbers of particles are as follows

$`N_2={\displaystyle \underset{\sigma _{t2}}{}}`$ $`d\mathrm{\Sigma }_\mu {\displaystyle \frac{d^3p}{p^0}}p^\mu \varphi _{in}(x,p),`$ (2)
$`N_{loss}^{}={\displaystyle \underset{\mathrm{\Sigma }^{}(t1,t2)}{}}`$ $`d\mathrm{\Sigma }_\mu {\displaystyle \frac{d^3p}{p^0}}p^\mu \varphi _{in}(x,p)\mathrm{\Theta }(p^\nu d\mathrm{\Sigma }_\nu ).`$ (3)
The $`\mathrm{\Theta }`$-function in the loss term (3) is very important because it accounts for the particles leaving the “in” domain (see also discussion in ). For the space-like parts of the hypersurface $`\mathrm{\Sigma }^{}(t1,t2)`$ which are defined by negative sign $`ds^2<0`$ of the element square, $`ds^2=dt^{}(\overline{x})^2d\overline{x}^2`$, the product $`p^\nu d\mathrm{\Sigma }_\nu >0`$ is always positive and, therefore, particles with all possible momenta can leave the “in” domain through the $`\mathrm{\Sigma }^{}(t1,t2)`$. For the time-like parts of $`\mathrm{\Sigma }^{}(t1,t2)`$ (with sign $`ds^2>0`$) the product $`p^\nu d\mathrm{\Sigma }_\nu `$ can have either sign, and the $`\mathrm{\Theta }`$-function cuts off those particles which return to the “in” domain.

Similarly one has to consider the particles coming to the “in” domain from outside. This is possible through the time-like parts of the hypersurface $`\mathrm{\Sigma }^{}(t1,t2)`$, if particle momentum satisfies the inequality $`p^\nu d\mathrm{\Sigma }_\nu >0`$. In terms of the external normal $`d\mathrm{\Sigma }_\mu `$ with respect to the “in” domain (the same as in (3)) the number of gained particles

$$N_{gain}^{}=\underset{\mathrm{\Sigma }^{}(t1,t2)}{}𝑑\mathrm{\Sigma }_\mu \frac{d^3p}{p^0}p^\mu \varphi _{out}(x,p)\mathrm{\Theta }(p^\nu d\mathrm{\Sigma }_\nu )$$
(4)
is, evidently, non-negative (compare it with contribution of feed-back particles in ). Since the total number of particles is conserved, i.e. $`N_2=N_1N_{loss}^{}+N_{gain}^{}`$, one can use the Gauss theorem to rewrite the obtained integral over the closed hypersurface $`\mathrm{\Delta }x^3`$ as the integral over $`4`$-volume $`\mathrm{\Delta }x^4`$ surrounded by $`\mathrm{\Delta }x^3`$

$`{\displaystyle \underset{\mathrm{\Delta }x^4}{}}d^4x{\displaystyle \frac{d^3p}{p^0}}p^\mu _\mu \varphi _{in}(x,p)=`$ (5)
$`{\displaystyle \underset{\mathrm{\Sigma }^{}(t1,t2)}{}}𝑑\mathrm{\Sigma }_\mu {\displaystyle \frac{d^3p}{p^0}}p^\mu \left[\varphi _{in}(x,p)\varphi _{out}(x,p)\right]\mathrm{\Theta }(p^\nu d\mathrm{\Sigma }_\nu ).`$ (6)
Note that in contrast to the usual case , i.e. in the absence of boundary $`\mathrm{\Sigma }^{}`$, the r.h.s of Eq. (6) does not vanish identically.

The r.h.s of Eq. (6) can be transformed further to the $`4`$-volume integral in the following sequence of steps. First we express the integration element $`d\mathrm{\Sigma }_\mu `$ via the normal vector $`n_\mu ^{}`$ as follows $`(dx^j>0,`$ for $`j=1,2,3)`$

$$d\mathrm{\Sigma }_\mu =n_\mu ^{}dx^1dx^2dx^3;n_\mu ^{}\delta _{\mu 0}\frac{t^{}(\overline{x})}{x^\mu }(1\delta _{\mu 0}),$$
(7)
where $`\delta _{\mu \nu }`$ denotes the Kronecker $`\delta `$-function. Then, using identity $`\underset{t1}{\overset{t2}{}}𝑑t\delta (tt3)=1`$ for the Dirac $`\delta `$-function with $`t1t3t2`$, we rewrite the r.h.s. integral in (6) as

$$\underset{\mathrm{\Sigma }^{}(t1,t2)}{}𝑑\mathrm{\Sigma }_\mu \mathrm{}\underset{V_\mathrm{\Sigma }^4}{}d^4x\delta (tt^{}(\overline{x}))n_\mu ^{}\mathrm{},$$
(8)
where the $`4`$-dimensional volume $`V_\mathrm{\Sigma }^4`$ is a direct product of the $`3`$\- and $`1`$-dimensional volumes $`\mathrm{\Sigma }^{}(t1,t2)`$ and $`(t2t1)`$, respectively. Evidently, the Dirac $`\delta `$-function allows us to extend integration in (8) to the unified $`4`$-volume $`V_U^4=\mathrm{\Delta }x^4V_\mathrm{\Sigma }^4`$ of $`\mathrm{\Delta }x^4`$ and $`V_\mathrm{\Sigma }^4`$. Finally, with the help of notations

$$\mathrm{\Theta }_>\mathrm{\Theta }(tt^{}(\overline{x}));\mathrm{\Theta }_<1\mathrm{\Theta }_>$$
(9)
it is possible to extend the l.h.s. integral in Eq. (6) from $`\mathrm{\Delta }x^4`$ to $`V_U^4`$. Collecting all the above results, from Eq. (6) one obtains

$`{\displaystyle \underset{V_U^4}{}}d^4x{\displaystyle \frac{d^3p}{p^0}}\mathrm{\Theta }_<p^\mu _\mu \varphi _{in}=`$ (10)
$`{\displaystyle \underset{V_U^4}{}}d^4x{\displaystyle \frac{d^3p}{p^0}}p^\mu n_\mu ^{}\left[\varphi _{in}\varphi _{out}\right]\mathrm{\Theta }(p^\nu n_\nu ^{})\delta (tt^{}(\overline{x})).`$ (11)
Since volumes $`\mathrm{\Delta }x^4`$ and $`V_U^4`$ are arbitrary, one obtains the collisionless kinetic equation for the distribution function of the “in” domain

$`\mathrm{\Theta }_<p^\mu _\mu \varphi _{in}(x,p)=`$ (12)
$`p^\mu n_\mu ^{}\left[\varphi _{in}(x,p)\varphi _{out}(x,p)\right]\mathrm{\Theta }(p^\nu n_\nu ^{})\delta (tt^{}(\overline{x})).`$ (13)
Similarly one can obtain the equation for the distribution function of the “out” domain

$`\mathrm{\Theta }_>p^\mu _\mu \varphi _{out}(x,p)=`$ (14)
$`p^\mu n_\mu ^{}\left[\varphi _{in}(x,p)\varphi _{out}(x,p)\right]\mathrm{\Theta }(p^\nu n_\nu ^{})\delta (tt^{}(\overline{x}))`$ (15)
with the same normal vector $`n_\nu ^{}`$ as in Eq. (13). Note the asymmetry between the r.h.s. of Eqs. (13) and (15): for the space-like parts of hypersurface $`\mathrm{\Sigma }^{}`$ the source term with $`\mathrm{\Theta }(p^\nu n_\nu ^{})`$ vanishes identically because $`p^\nu n_\nu ^{}>0`$. This reflects the causal properties of the equations above: propagation of particles faster than light is forbidden, and hence no particle can (re)enter the “in” domain.

## III  Collision Term for Semi-Finite Domain

Since in the general case $`\varphi _{in}(x,p)\varphi _{out}(x,p)`$ on $`\mathrm{\Sigma }^{}`$, the r.h.s. of Eqs. (13) and (15) cannot vanish simultaneously on this hypersurface. Therefore, functions $`\mathrm{\Theta }_<^{}\mathrm{\Theta }_<|_\mathrm{\Sigma }^{}0`$ and $`\mathrm{\Theta }_>^{}\mathrm{\Theta }_>|_\mathrm{\Sigma }^{}0`$ do not vanish simultaneously on $`\mathrm{\Sigma }^{}`$ as well. For definiteness it is assumed that

$$\mathrm{\Theta }_<^{}=\mathrm{\Theta }_>^{}=\mathrm{\Theta }(0)=\frac{1}{2},$$
(16)
but the final results are independent of this choice.

Now the collision terms for Eqs. (13) and (15) can be readily obtained. Adopting the usual assumptions on the distribution functions , one can repeat the standard derivation of the collision terms  and get the desired expressions. We shall not recapitulate this standard part, but only discuss how to modify the derivation for our purpose. First of all, one has to start the derivation in the $`\mathrm{\Delta }x^4`$ volume of the “in” domain and then extend it onto the unified $`4`$-volume $`V_U^4=\mathrm{\Delta }x^4V_\mathrm{\Sigma }^4`$ similarly to the preceding section. Then the first part of the collision term for Eq. (13) reads as

$`C_<^I(x,p)`$ $`=`$ $`\mathrm{\Theta }_<^2\left(I_G[\varphi _{in},\varphi _{in}]I_L[\varphi _{in},\varphi _{in}]\right),`$ (17)
$`I_G[\varphi _A,\varphi _B]`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle D^9P\varphi _A(p_1^{})\varphi _B(p_1^{})W_{p,p_1|p^{}p_1^{}}},`$ (18)
$`I_L[\varphi _A,\varphi _B]`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle D^9P\varphi _A(p)\varphi _B(p_1)W_{p,p_1|p^{}p_1^{}}},`$ (19)
where the invariant measure of integration is denoted as $`D^9P\frac{d^3p_1}{p_1^0}\frac{d^3p^{}}{p^0}\frac{d^3p_1^{}}{p_1^0}`$ and $`W_{p,p_1|p^{}p_1^{}}`$ is the transition rate in the elementary reaction with energy-momentum conservation given in the form $`p^\mu +p_1^\mu =p^\mu +p_1^\mu `$. The r.h.s. of (17) contains the square of $`\mathrm{\Theta }_<`$-function because the additional $`\mathrm{\Theta }_<`$ accounts for the fact that on the boundary hypersurface $`\mathrm{\Sigma }^{}`$ one has to take only one half of the traditional collision term (due to Eq. (16) only one half of $`\mathrm{\Sigma }^{}`$ belongs to the “in” domain). It is easy to understand that on $`\mathrm{\Sigma }^{}`$ the second part of the collision term (according to Eq. (16)) is defined by the collisions between particles of “in” and “out” domains

$$C_<^{II}(x,p)=\mathrm{\Theta }_<\mathrm{\Theta }_>\left(I_G[\varphi _{in},\varphi _{out}]I_L[\varphi _{in},\varphi _{out}]\right).$$
(20)
Combining results (13), (17) and (20), we obtain the kinetic equation for the semi-finite “in” domain

$`\mathrm{\Theta }_<p^\mu _\mu \varphi _{in}(x,p)=C_<^I(x,p)+C_<^{II}(x,p)+`$ (21)
$`p^\mu n_\mu ^{}\left[\varphi _{in}(x,p)\varphi _{out}(x,p)\right]\mathrm{\Theta }(p^\nu n_\nu ^{})\delta (tt^{}(\overline{x})).`$ (22)
The corresponding equation for the “out” domain

$`\mathrm{\Theta }_>p^\mu _\mu \varphi _{out}(x,p)=C_>^I(x,p)+C_>^{II}(x,p)+`$ (23)
$`p^\mu n_\mu ^{}\left[\varphi _{in}(x,p)\varphi _{out}(x,p)\right]\mathrm{\Theta }(p^\nu n_\nu ^{})\delta (tt^{}(\overline{x}))`$ (24)
can be derived similarly. In (24) we used the evident notations $`C_>^I\mathrm{\Theta }_>^2\left(I_G[\varphi _{out},\varphi _{out}]I_L[\varphi _{out},\varphi _{out}]\right)`$ and $`C_>^{II}\mathrm{\Theta }_<\mathrm{\Theta }_>\left(I_G[\varphi _{out},\varphi _{in}]I_L[\varphi _{out},\varphi _{in}]\right)`$.

For the continuous distribution functions on $`\mathrm{\Sigma }^{}`$, i.e. $`\varphi _{out}|_\mathrm{\Sigma }^{}=\varphi _{in}|_\mathrm{\Sigma }^{}`$, the source terms in r.h.s. of Eqs. (22) and (24) vanish and one recovers the Boltzmann equations. With the help of the evident relations

$`_\mu \mathrm{\Theta }_<=_\mu \mathrm{\Theta }_>=n_\mu ^{}\delta (tt^{}(\overline{x})),`$ (25)
$`C_<^I+C_<^{II}+C_>^I+C_>^{II}=I_G[\mathrm{\Phi },\mathrm{\Phi }]I_L[\mathrm{\Phi },\mathrm{\Phi }],`$ (26)
where the notation $`\mathrm{\Phi }(x,p)\mathrm{\Theta }_<\varphi _{in}(x,p)+\mathrm{\Theta }_>\varphi _{out}(x,p)`$ is used, one can get the following result for the sum of Eqs. (22) and (24)

$$p^\mu _\mu \mathrm{\Phi }(x,p)=I_G[\mathrm{\Phi },\mathrm{\Phi }]I_L[\mathrm{\Phi },\mathrm{\Phi }].$$
(27)
In other words, the usual Boltzmann equation follows from the system of Eqs. (22) and (24) automatically without any assumption about the behavior of $`\varphi _{in}`$ and $`\varphi _{out}`$ on the boundary hypersurface $`\mathrm{\Sigma }^{}`$. In fact the system (22, 24) generalizes the relativistic kinetic equation to the case of the strong temporal and spatial inhomogeneity, i.e., if $`\varphi _{in}(x,p)\varphi _{out}(x,p)`$ on $`\mathrm{\Sigma }^{}`$. Of course, one has to be extremely careful while discussing the strong temporal inhomogeneity (or discontinuity on the space-like parts of $`\mathrm{\Sigma }^{}`$) such as the so called time-like shocks  because their existence may contradict to the usual assumptions adopted for distribution function. Therefore, in what follows we shall discuss exclusively the spatial inhomogeneities or discontinuities on the time-like parts of $`\mathrm{\Sigma }^{}`$ which are less restrictive because in some sense the equations above are delocalized in space.

From the system (22), (24) it is possible to derive the macroscopic equations of motion by multiplying the corresponding equation with $`p^\nu `$ and integrating it over the invariant measure. Thus Eq. (22) generates the following expression ($`T_A^{\mu \nu }\frac{d^3p}{p^0}p^\mu p^\nu \varphi _A(x,p)`$)

$`\mathrm{\Theta }_<_\mu T_{in}^{\mu \nu }={\displaystyle \frac{d^3p}{p^0}p^\nu C_<^{II}(x,p)}+`$ (28)
$`{\displaystyle \frac{d^3p}{p^0}p^\nu p^\mu n_\mu ^{}\left[\varphi _{in}\varphi _{out}\right]\mathrm{\Theta }(p^\rho n_\rho ^{})\delta (tt^{}(\overline{x}))}.`$ (29)
Similarly to the usual Boltzmann equation the momentum integral of the collision term $`C_<^I`$ vanishes due to its symmetries, but it can be shown that the integral of the second collision term $`C_<^{II}`$ does not vanish because it involves two different (and not identical) distribution functions. The corresponding equation for the “out” domain follows similarly

$`\mathrm{\Theta }_>_\mu T_{out}^{\mu \nu }={\displaystyle \frac{d^3p}{p^0}p^\nu C_>^{II}(x,p)}+`$ (30)
$`{\displaystyle \frac{d^3p}{p^0}p^\nu p^\mu n_\mu ^{}\left[\varphi _{in}\varphi _{out}\right]\mathrm{\Theta }(p^\rho n_\rho ^{})\delta (tt^{}(\overline{x}))}.`$ (31)
Note that similar equations (with $`\delta `$-like term) first were obtained within the relativistic hydrodynamics in .

## IV Discussion

It is clear that Eqs. (22), (24), (29) and (31) remain valid for the finite domains as well. With their help we are ready to analyze the “hydro+cascade” models. In the TLS model the cut-off formula relates $`\varphi _{in}`$ ($``$ hydro, Eq. (29)) and $`\varphi _{out}`$ ($``$ cascade, Eq. (24)) on $`\mathrm{\Sigma }^{}`$ as follows

$$\mathrm{TLS}:\varphi _{out}|_\mathrm{\Sigma }^{}=\mathrm{\Theta }(p^\rho n_\rho ^{})\varphi _{out}|_\mathrm{\Sigma }^{}=\mathrm{\Theta }(p^\rho n_\rho ^{})\varphi _{in}|_\mathrm{\Sigma }^{},$$
(32)
i.e., for the space-like parts of hypersurface $`\mathrm{\Sigma }^{}`$ these functions are identical, whereas for the time-like parts of $`\mathrm{\Sigma }^{}`$ there are no returning particles to the “in” domain. In this case the source term in cascade Eq. (24) is zero, while the source term in hydro Eq. (29) does not vanish on the time-like parts of the boundary $`\mathrm{\Sigma }^{}`$. Therefore, the main defect of the TLS model is not even the energy-momentum non-conservation, but the incorrect hydrodynamic equations. The absence of the $`\delta `$-like source term in  breaks the conservation laws (evidently, the system (29,31) obeys the conservation laws), but its inclusion into consideration will inevitably change the hydrodynamic solution of Ref. . The full analysis of the possible solutions of the systems (22,24) and (29,24) requires a special consideration. We only mention that from the negative sign of the TLS source term in the r.h.s. of (29) for equal indices $`\nu =\mu `$ one immediately can deduce that such a correction to the hydro equations should increase the degree of the fluid rarefaction in comparison with the standard hydrodynamic expansion. It is, therefore, quite possible that such a source term will generate a discontinuity between “in” and “out” domains. In the thermodynamically normal media  the rarefaction shocks are mechanically unstable. However, it is well know that on the phase transition boundary between QGP and HG the properties of the mixed phase are thermodynamically anomalous  and the usual rarefaction shocks are possible. Another possibility is the occurrence of the new type of the discontinuity, the freeze-out shock suggested in Refs. , where the post freeze-out state is described by the cut-off distribution and, hence, is very similar to the TLS ansatz. It is clear that in both cases the additional rarefaction will reduce the mean transverse size and the life-time of the hadronizing QGP.

Let us consider briefly the BD approach. Since in the BD model the hydro and cascade distributions on $`\mathrm{\Sigma }^{}`$ are equal $`\varphi _{out}|_\mathrm{\Sigma }^{}=\varphi _{in}|_\mathrm{\Sigma }^{}`$, the corresponding source terms vanish in all equations. Therefore, at first glance the BD approach correctly conjugates the hydro and cascade solutions on the arbitrary hypersurface. For the oversimplified kinetics considered above it is so. However, the real situation differs essentially from our consideration. Thus, the hydro part in both the BD and TLS models is assumed to be in the local thermodynamic equilibrium, whereas the matter in the cascade domain can be far from equilibrium  (this was, actually, the main reason why both groups decided to use the cascade). Consequently, the BD transport equations for all hadrons are homogeneous in the hydro domain, whereas for the cascade domain they are inhomogeneous. Since the initial BD cascade distribution on the time-like parts of $`\mathrm{\Sigma }^{}`$ contains the particles returning to the fluid domain ($`p^\nu n_\nu ^{}<0`$), then these particles will move towards the space-like parts of the hypersurface $`\mathrm{\Sigma }^{}`$ which are located inside of the light cone originated at each point of the time-like part of $`\mathrm{\Sigma }^{}`$. Then for each hadron the inhomogeneous BD cascade equation will generate a different distribution function than the one already obtained from the hydro equations (or homogeneous transport ones) on these space-like parts of $`\mathrm{\Sigma }^{}`$. Thus, one arrives at a causal paradox, the recoil problem , and at a mathematical inconsistency.

Evidently, the inclusion of the viscosity into the hydro equations (apart from its tremendous complexity for the mixture of about hundred hadrons) will not solve the problem because for the small deviations from equilibrium (and, hence, a small viscosity effect) the influence of the returning particles may remain essential. If, on the contrary, the matter in the hydro domain is far from equilibrium, then the usage of the hydro equations becomes problematic. Therefore, a more realistic way is to find the boundary conditions for $`\varphi _{in}`$ and $`\varphi _{out}`$ on the separating hypersurface $`\mathrm{\Sigma }^{}`$ form the system of kinetic equations (22,24), and then to apply these boundary conditions to the system (22,29) which ensures the correct treatment of the relativistic nuclear collisions within the frame of the “hydro+cascade” model.

Acknowledgments. The author thanks A. L. Blokhin, P. Braun-Munzinger, A. Dumitru, P. T. Reuter and D. H. Rischke for very useful discussions and valuable comments.


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# Willmore Submanifolds in a sphere The author is supported by a research fellowship of the Alexander von Humboldt Stiftung 2001/2002 and the Zhongdian grant of the NSFC.

## 1. Introduction

Let $`M`$ be an $`n`$-dimensional compact submanifold of an $`(n+p)`$-dimensional unit sphere space $`S^{n+p}`$. If $`h_{ij}^\alpha `$ denotes the second fundamental form of $`M`$, $`S`$ denotes the square of the length of the second fundamental form, $`𝐇`$ denotes the mean curvature vector and $`H`$ denotes the mean curvature of $`M`$, then we have

$$S=\underset{\alpha ,i,j}{}(h_{ij}^\alpha )^2,𝐇=\underset{\alpha }{}H^\alpha e_\alpha ,H^\alpha =\frac{1}{n}\underset{k}{}h_{kk}^\alpha ,H=|𝐇|,$$

where $`e_\alpha `$ ($`n+1\alpha n+p`$) are orthonormal normal vector fields of $`M`$ in $`S^{n+p}`$.

We define the following non-negative function on $`M`$

$$\rho ^2=SnH^2,$$
$`(1.1)`$
which vanishes exactly at the umbilic points of $`M`$.

Willmore functional is the following non-negative functional (see ,  or )

$$_M\rho ^n𝑑v=_M(SnH^2)^{\frac{n}{2}}𝑑v,$$

it was shown in ,  and  that this functional is an invariant under Moebius (or conformal) transformations of $`S^{n+p}`$. We use the term Willmore submanifolds to call its critical points, because when $`n=2`$, the functional essentially coincides with the well-known Willmore functional $`W(x)`$ and its critical points are the Willmore surfaces. Willmore conjecture says that $`W(x)4\pi ^2`$ holds for all immersed tori $`x:MS^3`$. The conjecture was approached by Willmore , Li-Yau , Montiel-Ros , Ros , Langer-Singer  and many others(see ,  and references there).

In this paper, we first prove the following theorem (c.f. Guo-Li-Wang , Pedit-Willmore ))

Theorem 1.1 Let $`M`$ be an $`n`$-dimensional submanifold in an $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$. Then $`M`$ is a Willmore submanifold if and only if for $`n+1\alpha n+p`$

$$\begin{array}{ccc}& & \rho ^{n2}[SH^\alpha +\underset{\beta ,i,j}{}H^\beta h_{ij}^\beta h_{ij}^\alpha \underset{\beta ,i,j,k}{}h_{ij}^\alpha h_{ik}^\beta h_{kj}^\beta nH^2H^\alpha ]+(n1)H^\alpha \mathrm{\Delta }(\rho ^{n2})\hfill \\ & & +2(n1)\underset{i}{}(\rho ^{n2})_iH_{,i}^\alpha +(n1)\rho ^{n2}\mathrm{\Delta }^{}H^\alpha \underset{i,j}{}(\rho ^{n2})_{i,j}(nH^\alpha \delta _{ij}h_{ij}^\alpha )=0,\hfill \end{array}$$
$`(1.2)`$
where $`\mathrm{\Delta }(\rho ^{n2})=\underset{i}{}(\rho ^{n2})_{i,i}`$, $`\mathrm{\Delta }^{}H^\alpha =\underset{i}{}H_{,ii}^\alpha `$, and $`(\rho ^{n2})_{i,j}`$ is the Hessian of $`\rho ^{n2}`$ with respect to the induced metric $`dxdx`$, $`H_{,i}^\alpha `$ and $`H_{,ij}^\alpha `$ are the components of the first and second covariant derivative of the mean curvature vector field $`𝐇`$ ( see (2.14)-(2.17) ).

Remark 1.1. When $`n=2`$ and $`p=1`$, Theorem 1.1 was well-known (see Blaschke , Thomsen , Bryant  and chapter 7 of ). When $`n=2`$ and $`p1`$ , Theorem 1.1 was proved by J. Weiner in , in this case $`(1.2)`$ reduces to the following well-known equation of Willmore surfaces (see  or )

$$\mathrm{\Delta }^{}H^\alpha +\underset{\beta ,i,j}{}h_{ij}^\alpha h_{ij}^\beta H^\beta 2H^2H^\alpha =0,3\alpha 2+p.$$
$`(1.3)`$
When $`n2`$ and $`p=1`$, Theorem 1.1 was proved by the author in .

Remark 1.2. We should note that for $`n2`$, C.P. Wang  got the Euler-Lagrange equation of Willmore functional for compact $`n`$-dimensional submanifolds without umbilical points in an $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$ in terms of Moebius geometry. We also note that a different version of Theorem 1.1 was announced in Pedit-Willmore . From the expression of $`(1.2)`$, in the cases $`n=3`$ and $`n=5`$ we need assume that $`M`$ has no umbilical points to guarantee $`(\rho ^{n2})_{i,j}`$ is continuous on $`M`$. We will make this assumption in this paper.

In order to state our main result, we first give the following two important examples

Example 1 (see  or ). The tori

$$W_{m,nm}=S^m\left(\sqrt{\frac{nm}{n}}\right)\times S^{nm}\left(\sqrt{\frac{m}{n}}\right),1mn1$$
$`(1.4)`$
are Willmore hypersurfaces in $`S^{n+1}`$. We call $`W_{m,nm}`$, $`1mn1`$, Willmore tori. In fact, the principal curvatures $`k_1,\mathrm{},k_n`$ of $`W_{m,nm}`$ are

$$k_1=\mathrm{}=k_m=\sqrt{\frac{m}{nm}},k_{m+1}=\mathrm{}=k_n=\sqrt{\frac{nm}{m}}.$$
$`(1.5)`$
We have from $`(1.5)`$

$$H=\frac{1}{n}(m\sqrt{\frac{m}{nm}}(nm)\sqrt{\frac{nm}{m}}),S=\frac{m^2}{nm}+\frac{(nm)^2}{m},$$

$$\underset{i,j,k}{}h_{ij}h_{jk}h_{ki}=\underset{i}{}k_i^3=m(\frac{m}{nm})^{\frac{3}{2}}(nm)(\frac{nm}{m})^{\frac{3}{2}},$$

where $`h_{ij}=h_{ij}^{n+1}`$. Thus we easily check that $`(1.2)`$ holds, i.e., $`W_{m,nm}`$ are Willmore hypersurfaces. In particular, we note that $`\rho ^2`$ of $`W_{m,nm}`$ for all $`1mn1`$ satisfy

$$\rho ^2=n.$$
$`(1.6)`$
We recall that well-known Clifford minimal tori are

$$C_{m,nm}=S^m\left(\sqrt{\frac{m}{n}}\right)\times S^{nm}\left(\sqrt{\frac{nm}{n}}\right),1mn1,$$
$`(1.7)`$
It is remarkable that a Willmore torus coincides with a Clifford minimal torus if and only if $`n=2m`$ for some $`m`$.

Remark 1.3. When $`n=2`$, we can see from $`(1.3)`$ that all minimal surfaces are Willmore surfaces. In , Pinkall constructed many compact non-minimal flat Willmore surfaces in $`S^3`$. In , Castro-Urbano constructed many compact non-minimal Willmore surfaces in $`R^4`$. Ejiri  and Li-Vrancken  constructed many non-minimal flat tori in $`S^5`$ and $`S^7`$. Bryant  classified the Willmore spheres in $`S^3`$ and Montiel  classified the Willmore spheres in $`S^4`$. When $`n3`$, minimal submanifolds are not Willmore submanifolds in general, for example, Clifford minimal tori $`C_{m,nm}=S^m\left(\sqrt{\frac{m}{n}}\right)\times S^{nm}\left(\sqrt{\frac{nm}{n}}\right)`$ are not Willmore submanifolds when $`n2m`$. In , the authors proved that all $`n`$-dimensional minimal Einstein submanifolds in a sphere are Willmore submanifolds (we note that this result was stated in  by Pedit and Willmore).

Example 2 (see  or ). Veronese surface. Let $`(x,y,z)`$ be the natural coordinate system in $`R^3`$ and $`u=(u_1,u_2,u_3,u_4,u_5)`$ the natural coordinate system in $`R^5`$. We consider the mapping defined by

$$u_1=\frac{1}{\sqrt{3}}yz,u_2=\frac{1}{\sqrt{3}}xz,u_3=\frac{1}{\sqrt{3}}xy,$$

$$u_4=\frac{1}{2\sqrt{3}}(x^2y^2),u_5=\frac{1}{6}(x^2+y^22z^2),$$

where $`x^2+y^2+z^2=3`$. This defines an isometric immersion of $`S^2(\sqrt{3})`$ into $`S^4(1)`$. Two points $`(x,y,z)`$ and $`(x,y,z)`$ of $`S^2(\sqrt{3})`$ are mapped into the same point of $`S^4`$. This real projective plane imbedded in $`S^4`$ is called the Veronese surface. We know that Veronese surface is a minimal surface in $`S^4`$ (see  or ), thus it is a Willmore surface. We also note that $`\rho ^2`$ of the Veronese surface satisfies

$$\rho ^2=\frac{4}{3}.$$
$`(1.8)`$
In the theory of minimal submanifolds in $`S^{n+p}`$, the following J. Simons’ integral inequality is well-known

Theorem 1.2 (Simons , Lawson , Chern-Do Carmo-Kobayashi ) Let $`M`$ be an $`n`$-dimensional ($`n2`$) compact minimal submanifold in $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$. Then we have

$$_MS\left(\frac{n}{21/p}S\right)𝑑v0.$$
$`(1.9)`$
In particular, if

$$0S\frac{n}{21/p},$$
$`(1.10)`$
then either $`S0`$ and $`M`$ is totally geodesic, or $`S\frac{n}{21/p}`$. In the latter case, either $`p=1`$ and $`M`$ is a Clifford torus $`C_{m,nm}`$, or $`n=2`$, $`p=2`$ and $`M`$ is the Veronese surface.

In this paper we prove the following integral inequality of Simons’ type for compact Willmore submanifolds in $`S^{n+p}`$.

Theorem 1.3 Let $`M`$ be an $`n`$-dimensional ($`n2`$) compact Willmore submanifold in $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$. Then we have

$$_M\rho ^n\left(\frac{n}{21/p}\rho ^2\right)𝑑v0.$$
$`(1.11)`$
In particular, if

$$0\rho ^2\frac{n}{21/p},$$
$`(1.12)`$
then either $`\rho ^20`$ and $`M`$ is totally umbilic, or $`\rho ^2\frac{n}{21/p}`$. In the latter case, either $`p=1`$ and $`M`$ is a Willmore torus $`W_{m,nm}`$ defined by $`(1.4)`$; or $`n=2`$, $`p=2`$ and $`M`$ is the Veronese surface.

Remark 1.4. In case $`p=1`$, Theorem 1.3 was proved by the author in . We also classified all isoparametric Willmore hypersurfaces in $`S^{n+1}`$ in .

## 2. Preliminaries

Let $`x:MS^{n+p}`$ be an $`n`$-dimensional submanifold in an $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$. Let $`\{e_1,\mathrm{},e_n\}`$ be a local orthonormal basis of $`M`$ with respect to the induced metric, $`\{\theta _1,\mathrm{},\theta _n\}`$ are their dual form. Let $`e_{n+1},\mathrm{},e_{n+p}`$ be the local unit orthonormal normal vector field. In this paper we make the following convention on the range of indices:

$$1i,j,kn;n+1\alpha ,\beta ,\gamma n+p.$$

Then we have the structure equations

$$dx=\underset{i}{}\theta _ie_i,$$
$`(2.1)`$
$$de_i=\underset{j}{}\theta _{ij}e_j+\underset{\alpha ,j}{}h_{ij}^\alpha \theta _je_\alpha \theta _ix,$$
$`(2.2)`$
$$de_\alpha =\underset{i,j}{}h_{ij}^\alpha \theta _je_i+\underset{\beta }{}\theta _{\alpha \beta }e_\beta .$$
$`(2.3)`$
The Gauss equations are

$$R_{ijkl}=(\delta _{ik}\delta _{jl}\delta _{il}\delta _{jk})+\underset{\alpha }{}(h_{ik}^\alpha h_{jl}^\alpha h_{il}^\alpha h_{jk}^\alpha ),$$
$`(2.4)`$
$$R_{ik}=(n1)\delta _{ik}+n\underset{\alpha }{}H^\alpha h_{ik}^\alpha \underset{\alpha ,j}{}h_{ij}^\alpha h_{jk}^\alpha ,$$
$`(2.5)`$
$$n(n1)R=n(n1)+n^2H^2S,$$
$`(2.6)`$
where $`R`$ is the normalized scalar curvature of $`M`$ and $`S=_{\alpha ,i,j}(h_{ij}^\alpha )^2`$ is the norm square of the second fundamental form, $`𝐇=_\alpha H^\alpha e_\alpha =\frac{1}{n}_\alpha (_kh_{kk}^\alpha )e_\alpha `$ is the mean curvarture vector and $`H=|𝐇|`$ is the mean curvature of $`M`$.

The Codazzi equations are

$$h_{ijk}^\alpha =h_{ikj}^\alpha ,$$
$`(2.7)`$
where the covariant derivative of $`h_{ij}^\alpha `$ is defined by

$$\underset{k}{}h_{ijk}^\alpha \theta _k=dh_{ij}^\alpha +\underset{k}{}h_{kj}^\alpha \theta _{ki}+\underset{k}{}h_{ik}^\alpha \theta _{kj}+\underset{\beta }{}h_{ij}^\beta \theta _{\beta \alpha }.$$
$`(2.8)`$
The second covariant derivative of $`h_{ij}^\alpha `$ is defined by

$$\underset{l}{}h_{ijkl}^\alpha \theta _l=dh_{ijk}^\alpha +\underset{l}{}h_{ljk}^\alpha \theta _{li}+\underset{l}{}h_{ilk}^\alpha \theta _{lj}+\underset{l}{}h_{ijl}^\alpha \theta _{lk}+\underset{\beta }{}h_{ijk}^\beta \theta _{\beta \alpha }.$$
$`(2.9)`$
By exterior differentiation of $`(2.8)`$, we have the following Ricci identities

$$h_{ijkl}^\alpha h_{ijlk}^\alpha =\underset{m}{}h_{mj}^\alpha R_{mikl}+\underset{m}{}h_{im}^\alpha R_{mjkl}+\underset{\beta }{}h_{ij}^\beta R_{\beta \alpha kl}.$$
$`(2.10)`$
The Ricci equations are

$$R_{\alpha \beta ij}=\underset{k}{}(h_{ik}^\alpha h_{kj}^\beta h_{ik}^\beta h_{kj}^\alpha ).$$
$`(2.11)`$
We define the following non-negative function on $`M`$

$$\rho ^2=SnH^2,$$
$`(2.12)`$
which vanishes exactly at the umbilical points of $`M`$.

Willmore functional is the following functional (see ,  and )

$$W(x):=_M\rho ^n𝑑v=_M(SnH^2)^{\frac{n}{2}}𝑑v.$$
$`(2.13)`$
By Gauss equation $`(2.6)`$, $`(2.13)`$ is equivalent to

$$W(x)=[n(n1)]^{\frac{n}{2}}_M(H^2R+1)^{\frac{n}{2}}𝑑v.$$
$`(2.13)^{}`$
It was shown in ,  and  that this functional is an invariant under Moebius (or conformal) transformations of $`S^{n+p}`$. We use the term Willmore submanifolds to call its critical points. When $`n=2`$, the functional essentially coincides with the well-known Willmore functional and its critical points are Willmore surfaces.

We define the first, second covariant derivatives and Laplacian of the mean curvature vector field $`𝐇=\underset{\alpha }{}H^\alpha e_\alpha `$ in the normal bundle $`N(M)`$ as follows

$$\underset{i}{}H_{,i}^\alpha \theta _i=dH^\alpha +\underset{\beta }{}H^\beta \theta _{\beta \alpha },$$
$`(2.14)`$
$$\underset{j}{}H_{,ij}^\alpha \theta _j=dH_{,i}^\alpha +\underset{j}{}H_{,j}^\alpha \theta _{ji}+\underset{\beta }{}H_{,i}^\beta \theta _{\beta \alpha },$$
$`(2.15)`$
$$\mathrm{\Delta }^{}H^\alpha =\underset{i}{}H_{,ii}^\alpha ,H^\alpha =\frac{1}{n}\underset{k}{}h_{kk}^\alpha .$$
$`(2.16)`$
Let $`f`$ be a smooth function on $`M`$, we define the first, second covariant derivatives $`f_i`$, $`f_{i,j}`$ and Laplacian of $`f`$ as follows

$$df=\underset{i}{}f_i\theta _i,\underset{j}{}f_{i,j}\theta _j=df_i+\underset{j}{}f_j\theta _{ji},\mathrm{\Delta }f=\underset{i}{}f_{i,i}.$$
$`(2.17)`$
## 3. Proof of Theorem 1.1

Let $`x:MS^{n+p}`$ be a compact submanifold in a unit sphere $`S^{n+p}`$. From Wang , we have the following relations of the connections of the Mobeius metric $`\stackrel{~}{\rho }^2dxdx`$ and induced metric $`dxdx`$

$$\omega _{ij}=\theta _{ij}+(\mathrm{ln}\stackrel{~}{\rho })_i\theta _j(\mathrm{ln}\stackrel{~}{\rho })_j\theta _i,\omega _{\alpha \beta }=\theta _{\alpha \beta },\stackrel{~}{\rho }=\sqrt{\frac{n}{n1}}\rho ,$$
$`(3.1)`$
where $`\rho `$ is defined by $`(1.1)`$.

We get by use of $`(3.15)`$ of  and $`(3.1)`$

$$\begin{array}{ccc}\underset{j}{}\stackrel{~}{\rho }C_{i,j}^\alpha \theta _j\hfill & =& \underset{j}{}C_{i,j}^\alpha \omega _j\hfill \\ & =& dC_i^\alpha +\underset{j}{}C_j^\alpha \omega _{ji}+\underset{\beta }{}C_i^\beta \omega _{\beta \alpha }\hfill \\ & =& dC_i^\alpha +\underset{j}{}C_j^\alpha \theta _{ji}+\underset{\beta }{}C_i^\beta \theta _{\beta \alpha }+\underset{k}{}[(\mathrm{ln}\stackrel{~}{\rho })_k\theta _i(\mathrm{ln}\stackrel{~}{\rho })_i\theta _k]C_k^\alpha ,\hfill \end{array}$$

thus

$$\begin{array}{ccc}\stackrel{~}{\rho }C_{i,j}^\alpha \hfill & =& 2\stackrel{~}{\rho }^3\stackrel{~}{\rho }_j[H_{,i}^\alpha +\underset{k}{}(h_{ik}^\alpha H^\alpha \delta _{ik})(\mathrm{ln}\stackrel{~}{\rho })_k]\stackrel{~}{\rho }^2[H_{,ij}^\alpha +\underset{k}{}(h_{ikj}^\alpha H_{,j}^\alpha \delta _{ik})(\mathrm{ln}\stackrel{~}{\rho })_k]\hfill \\ & & \stackrel{~}{\rho }^2\underset{k}{}(h_{ik}^\alpha H^\alpha \delta _{ik})(\mathrm{ln}\stackrel{~}{\rho })_{k,j}+\underset{k}{}C_k^\alpha (\mathrm{ln}\stackrel{~}{\rho })_k\delta _{ij}(\mathrm{ln}\stackrel{~}{\rho })_iC_j^\alpha ,\hfill \end{array}$$
$`(3.2)`$
where $`\{(\mathrm{ln}\stackrel{~}{\rho })_{k,j}\}`$ is the Hessian-Matrix of $`\mathrm{ln}\stackrel{~}{\rho }`$ with respect to the induced metric $`dxdx`$ and $`\{H_{,i}^\alpha \}`$ is defined by $`(2.14)`$.

Letting $`i=j`$, making summation over $`i`$ in $`(3.2)`$ and using $`(3.15)`$ of , we have

$$\begin{array}{ccc}\underset{i}{}C_{i,i}^\alpha \hfill & =& \stackrel{~}{\rho }^3\mathrm{\Delta }^{}H^\alpha \stackrel{~}{\rho }^3\underset{i,k}{}(h_{ik}^\alpha H^\alpha \delta _{ik})(\mathrm{ln}\stackrel{~}{\rho })_{k,i}\hfill \\ & & 2(n2)\stackrel{~}{\rho }^3\underset{i}{}H_{,i}^\alpha (\mathrm{ln}\stackrel{~}{\rho })_i(n3)\stackrel{~}{\rho }^3\underset{i,j}{}(\mathrm{ln}\stackrel{~}{\rho })_i(\mathrm{ln}\stackrel{~}{\rho })_j(h_{ij}^\alpha H^\alpha \delta _{ij}),\hfill \end{array}$$
$`(3.3)`$
where $`\mathrm{\Delta }^{}H^\alpha `$ is defined by $`(2.16)`$.

On the other hand, we have from $`(3.10)`$ and $`(3.14)`$ of

$$\begin{array}{ccc}& & \underset{i,j}{}A_{ij}B_{ij}^\alpha +\underset{\beta ,i,j,k}{}B_{ik}^\beta B_{kj}^\beta B_{ij}^\alpha \hfill \\ & =& \stackrel{~}{\rho }^3\underset{i,j}{}(\mathrm{ln}\stackrel{~}{\rho })_{i,j}(h_{ij}^\alpha H^\alpha \delta _{ij})+\stackrel{~}{\rho }^3\underset{i,j}{}(\mathrm{ln}\stackrel{~}{\rho })_i(\mathrm{ln}\stackrel{~}{\rho })_j(h_{ij}^\alpha H^\alpha \delta _{ij})\hfill \\ & & +\stackrel{~}{\rho }^3[\underset{\beta ,i,j,k}{}h_{ik}^\beta h_{kj}^\beta h_{ij}^\alpha \underset{\beta ,i,j}{}H^\beta h_{ij}^\beta h_{ij}^\alpha SH^\alpha +nH^2H^\alpha ].\hfill \end{array}$$
$`(3.4)`$
Putting $`(3.3)`$ and $`(3.4)`$ into the following Willmore condition (see $`(2.34)`$ and $`(4.27)`$ of )

$$(n1)\underset{i}{}C_{i,i}^\alpha +\underset{i,j}{}A_{ij}B_{ij}^\alpha +\underset{\beta ,i,j,k}{}B_{ij}^\alpha B_{ik}^\beta B_{kj}^\beta =0,$$
$`(3.5)`$
we get

$$\begin{array}{ccc}& & \frac{n1}{\rho ^{n+1}}\{\frac{\rho ^{n2}}{n1}[SH^\alpha +\underset{\beta ,i,j}{}H^\beta h_{ij}^\beta h_{ij}^\alpha \underset{\beta ,i,j,k}{}h_{ij}^\alpha h_{ik}^\beta h_{kj}^\beta nH^2H^\alpha ]\hfill \\ & & +\rho ^{n2}\mathrm{\Delta }^{}H^\alpha +\frac{n2}{n1}\rho ^{n2}\underset{i,j}{}(\mathrm{ln}\rho )_{i,j}(h_{ij}^\alpha H^\alpha \delta _{ij})+2(n2)\rho ^{n2}\underset{i}{}(\mathrm{ln}\rho )_iH_{,i}^\alpha \hfill \\ & & +\frac{(n2)^2}{n1}\rho ^{n2}\underset{i,j}{}(\mathrm{ln}\rho )_i(\mathrm{ln}\rho )_j(h_{ij}^\alpha H^\alpha \delta _{ij})\}=0.\hfill \end{array}$$
$`(3.5)^{}`$
We can check the following identity by a direct computation

$$\begin{array}{ccc}& & \frac{1}{n1}\underset{i,j}{}(\rho ^{n2})_{i,j}(nH^\alpha \delta _{ij}h_{ij}^\alpha )+\rho ^{n2}\mathrm{\Delta }^{}H^\alpha +2\underset{i}{}(\rho ^{n2})_iH_{,i}^\alpha +H^\alpha \mathrm{\Delta }(\rho ^{n2})\hfill \\ & =& \frac{(n2)^2}{n1}\rho ^{n2}\underset{i,j}{}(\mathrm{ln}\rho )_i(\mathrm{ln}\rho )_j(h_{ij}^\alpha H^\alpha \delta _{ij})+\frac{n2}{n1}\underset{i,j}{}\rho ^{n2}(\mathrm{ln}\rho )_{i,j}(h_{ij}^\alpha H^\alpha \delta _{ij})\hfill \\ & & +2(n2)\rho ^{n2}\underset{i}{}(\mathrm{ln}\rho )_iH_{,i}^\alpha +\rho ^{n2}\mathrm{\Delta }^{}H^\alpha .\hfill \end{array}$$
$`(3.6)`$
Thus $`(3.5)^{}`$ is equivalent to $`(1.2)`$ by use of $`(3.6)`$. We complete the proof of Theorem 1.1.

Remark 3.1 Fix index $`\alpha `$ with $`n+1\alpha n+p`$, define $`\mathrm{}^\alpha :MR`$ by

$$\mathrm{}^\alpha f=(nH^\alpha \delta _{ij}h_{ij}^\alpha )f_{i,j},$$

where $`f`$ is any smooth function on $`M`$ and $`f_{i,j}`$ is defined by $`(2.17)`$. We know that $`\mathrm{}^\alpha `$ is a self-adjoint operator (cf. Cheng-Yau , Li ). It is remarkable that this operator naturally appears in Willmore equation $`(1.2)`$. In fact, by use of this self-adjoint operator, Willmore equation $`(1.2)`$ can be written as the following equivalent form

$$\begin{array}{ccc}& & \rho ^{n2}[SH^\alpha +\underset{\beta ,i,j}{}H^\beta h_{ij}^\beta h_{ij}^\alpha \underset{\beta ,i,j,k}{}h_{ij}^\alpha h_{ik}^\beta h_{kj}^\beta nH^2H^\alpha ]+(n1)\rho ^{n2}\mathrm{\Delta }^{}H^\alpha \hfill \\ & & +2(n1)\underset{i}{}(\rho ^{n2})_iH_{,i}^\alpha +(n1)H^\alpha \mathrm{\Delta }(\rho ^{n2})\mathrm{}^\alpha (\rho ^{n2})=0,n+1\alpha n+p.\hfill \end{array}$$
$`(1.2)^{}`$
## 4. The Lemmas

We first prove the following Lemma (c.f. Simons , Chern-Do Carmo-Kobayashi  or Schoen-Simon-Yau )

Lemma 4.1 Let $`M`$ be an $`n`$-dimensional ($`n2`$) submanifold in $`S^{n+p}`$. Then we have

$$\begin{array}{ccc}\frac{1}{2}\mathrm{\Delta }\rho ^2\hfill & =& |h|^2n^2|^{}𝐇|^2+\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_j+n\underset{\alpha ,\beta ,i,j,m}{}H^\beta h_{mj}^\beta h_{ij}^\alpha h_{im}^\alpha \hfill \\ & & +n\rho ^2\underset{\alpha ,\beta ,i,j,k,m}{}h_{ij}^\alpha h_{ij}^\beta h_{mk}^\alpha h_{mk}^\beta \underset{\alpha ,\beta ,j,k}{}(R_{\beta \alpha jk})^2\frac{1}{2}\mathrm{\Delta }(nH^2),\hfill \end{array}$$
$`(4.1)`$
where $`|h|^2=\underset{\alpha ,i,j,k}{}(h_{ijk}^\alpha )^2`$ and $`|^{}𝐇|^2=\underset{\alpha ,i}{}(H_{,i}^\alpha )^2`$, $`H_{,i}^\alpha `$ is defined by $`(2.14)`$.

Proof. By the definition of $`\mathrm{\Delta }`$ and $`\rho ^2`$, we have by use of $`(2.7)`$ and $`(2.10)`$

$$\begin{array}{ccc}\frac{1}{2}\mathrm{\Delta }\rho ^2\hfill & =& \frac{1}{2}\mathrm{\Delta }(\underset{\alpha ,i,j}{}(h_{ij}^\alpha )^2)\frac{1}{2}\mathrm{\Delta }(nH^2)\hfill \\ & =& \underset{\alpha ,i,j,k}{}(h_{ijk}^\alpha )^2+\underset{\alpha ,i,j,k}{}h_{ij}^\alpha h_{kijk}^\alpha \frac{1}{2}\mathrm{\Delta }(nH^2)\hfill \\ & =& |h|^2n^2|^{}𝐇|^2+\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_j+\underset{\alpha ,i,j,k,m}{}h_{ij}^\alpha h_{mk}^\alpha R_{mijk}\hfill \\ & & +\underset{\alpha ,i,j,m}{}h_{ij}^\alpha h_{im}^\alpha R_{mj}+\underset{\alpha ,\beta ,i,j,k}{}h_{ij}^\alpha h_{ik}^\beta R_{\beta \alpha jk}\frac{1}{2}\mathrm{\Delta }(nH^2).\hfill \end{array}$$
$`(4.2)`$
By use of $`(2.4)`$ and $`(2.5)`$, we have

$$\begin{array}{ccc}& & \underset{\alpha ,i,j,k,m}{}h_{ij}^\alpha h_{mk}^\alpha R_{mijk}+\underset{\alpha ,i,j,m}{}h_{ij}^\alpha h_{im}^\alpha R_{mj}+\underset{\alpha ,\beta ,i,j,k}{}h_{ji}^\alpha h_{ik}^\beta R_{\beta \alpha jk}\hfill \\ & =& nSn^2H^2\underset{\alpha ,\beta ,i,j,k,m}{}h_{ij}^\alpha h_{ij}^\beta h_{mk}^\alpha h_{mk}^\beta +n\underset{\alpha ,\beta ,i,j,m}{}H^\beta h_{mj}^\beta h_{ij}^\alpha h_{im}^\alpha \hfill \\ & & [\underset{\alpha ,\beta ,i,j,m,l}{}h_{ij}^\alpha h_{im}^\alpha h_{ml}^\beta h_{lj}^\beta \underset{\alpha ,\beta ,i,j,k,m}{}h_{ij}^\alpha h_{km}^\alpha h_{jm}^\beta h_{ik}^\beta \underset{\alpha ,\beta ,i,j,k}{}h_{ji}^\alpha h_{ik}^\beta R_{\beta \alpha jk}].\hfill \end{array}$$
$`(4.3)`$
On the other hand, we have by $`(2.11)`$

$$\begin{array}{ccc}\underset{\alpha ,\beta ,j,k}{}(R_{\beta \alpha jk})^2\hfill & =& \underset{\alpha ,\beta ,i,j,k}{}(h_{ji}^\beta h_{ik}^\alpha h_{ji}^\alpha h_{ik}^\beta )R_{\beta \alpha jk}\hfill \\ & =& \underset{\alpha ,\beta ,i,j,k,l}{}h_{ji}^\beta h_{ik}^\alpha (h_{jl}^\beta h_{lk}^\alpha h_{kl}^\beta h_{lj}^\alpha )\underset{\alpha ,\beta ,i,j,k}{}h_{ji}^\alpha h_{ik}^\beta R_{\beta \alpha jk}\hfill \\ & =& \underset{\alpha ,\beta ,i,j,m,l}{}h_{ij}^\alpha h_{im}^\alpha h_{ml}^\beta h_{lj}^\beta \underset{\alpha ,\beta ,i,j,k,m}{}h_{ij}^\alpha h_{km}^\alpha h_{jm}^\beta h_{ik}^\beta \underset{\alpha ,\beta ,i,j,k}{}h_{ji}^\alpha h_{ik}^\beta R_{\beta \alpha jk}.\hfill \end{array}$$
$`(4.4)`$
Putting $`(4.3)`$ into $`(4.2)`$, we obtain $`(4.1)`$ by use of $`(4.4)`$.

Lemma 4.2 Let $`M`$ be an $`n`$-dimensional ($`n2`$) submanifold in $`S^{n+p}`$, then we have

$$|h|^2\frac{3n^2}{n+2}|^{}𝐇|^2,$$
$`(4.5)`$
where $`|h|^2=\underset{\alpha ,i,j,k}{}(h_{ijk}^\alpha )^2`$, $`|^{}𝐇|^2=\underset{\alpha ,i}{}(H_{,i}^\alpha )^2`$, $`H_{,i}^\alpha `$ is defined by $`(2.14)`$.

Proof. We construct the following symmetric trace-free tensor (c.f.  or )

$$F_{ijk}^\alpha =h_{ijk}^\alpha \frac{n}{n+2}(H_i^\alpha \delta _{jk}+H_j^\alpha \delta _{ik}+H_k^\alpha \delta _{ij}).$$
$`(4.6)`$
Then we can easily compute that

$$|F|^2=\underset{\alpha ,i,j,k}{}(F_{ijk}^\alpha )^2=|h|^2\frac{3n^2}{n+2}|^{}𝐇|^2.$$

Then we have

$$|h|^2\frac{3n^2}{n+2}|^{}𝐇|^2,$$

which proves the Lemma 4.2.

Define tensors

$$\stackrel{~}{h}_{ij}^\alpha =h_{ij}^\alpha H^\alpha \delta _{ij},$$
$`(4.7)`$
$$\stackrel{~}{\sigma }_{\alpha \beta }=\underset{i,j}{}\stackrel{~}{h}_{ij}^\alpha \stackrel{~}{h}_{ij}^\beta ,\sigma _{\alpha \beta }=\underset{i,j}{}h_{ij}^\alpha h_{ij}^\beta .$$
$`(4.8)`$
Then the $`(p\times p)`$-matrix $`(\stackrel{~}{\sigma }_{\alpha \beta })`$ is symmetric and can be assumed to be diagonized for a suitable choice of $`e_{n+1},\mathrm{},e_{n+p}`$. We set

$$\stackrel{~}{\sigma }_{\alpha \beta }=\stackrel{~}{\sigma }_\alpha \delta _{\alpha \beta }.$$
$`(4.9)`$
We have by a direct calculation

$$\underset{k}{}\stackrel{~}{h}_{kk}^\alpha =0,\stackrel{~}{\sigma }_{\alpha \beta }=\sigma _{\alpha \beta }nH^\alpha H^\beta ,\rho ^2=\underset{\alpha }{}\stackrel{~}{\sigma }_\alpha =SnH^2,$$
$`(4.10)`$
$$\underset{\beta ,i,j,k}{}h_{ij}^\alpha h_{ik}^\beta h_{kj}^\beta =\underset{\beta ,i,j,k}{}\stackrel{~}{h}_{ij}^\alpha \stackrel{~}{h}_{ik}^\beta \stackrel{~}{h}_{kj}^\beta +2\underset{\beta ,i,j}{}H^\beta \stackrel{~}{h}_{ij}^\beta \stackrel{~}{h}_{ij}^\alpha +H^\alpha \rho ^2+nH^\alpha H^2,$$
$`(4.11)`$
$$\underset{\alpha ,i,j,m}{}h_{mj}^\beta h_{ij}^\alpha h_{im}^\alpha =\underset{\alpha ,i,j,m}{}\stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ij}^\alpha \stackrel{~}{h}_{im}^\alpha +2\underset{\alpha ,i,j}{}H^\alpha \stackrel{~}{h}_{ij}^\alpha \stackrel{~}{h}_{ij}^\beta +H^\beta \rho ^2+nH^2H^\beta .$$
$`(4.12)`$
From $`(4.7),(4.10),(4.11)`$ and Theorem 1.1, we have

Lemma 4.3. Let $`M`$ be an $`n`$-dimensional submanifold in an $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$. Then $`M`$ is a Willmore submanifold if and only if for $`n+1\alpha n+p`$

$$\begin{array}{ccc}& & (n1)\rho ^{n2}\mathrm{\Delta }^{}H^\alpha \hfill \\ & =& 2(n1)\underset{i}{}(\rho ^{n2})_iH_{,i}^\alpha (n1)H^\alpha \mathrm{\Delta }(\rho ^{n2})\hfill \\ & & \rho ^{n2}(\underset{\beta }{}H^\beta \stackrel{~}{\sigma }_{\alpha \beta }+\underset{\beta ,i,j,k}{}\stackrel{~}{h}_{ij}^\alpha \stackrel{~}{h}_{ik}^\beta \stackrel{~}{h}_{kj}^\beta )+\underset{i,j}{}(\rho ^{n2})_{i,j}(nH^\alpha \delta _{ij}h_{ij}^\alpha ),\hfill \end{array}$$
$`(4.13)`$
where $`(\rho ^{n2})_{i,j}`$, $`\mathrm{\Delta }(\rho ^{n2})`$ and $`\mathrm{\Delta }^{}H^\alpha `$ are defined by $`(2.17)`$ and $`(2.16)`$.

In general, for a matrix $`A=(a_{ij})`$ we denote by $`N(A)`$ the square of the norm of $`A`$, i.e.,

$$N(A)=\mathrm{trace}(AA^t)=\underset{i,j}{}(a_{ij})^2.$$

Clearly, $`N(A)=N(T^tAT)`$ for any orthogonal matrix $`T`$.

We need the following lemma (see Chern-Do Carmo-Kobayashi )

Lemma 4.4. Let $`A`$ and $`B`$ be symmetric $`(n\times n)`$-matrices. Then

$$N(ABBA)2N(A)N(B),$$

and the equality holds for nonzero matrices $`A`$ and $`B`$ if and only if $`A`$ and $`B`$ can be transformed simultaneously by an orthogonal matrix into multiples of $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$ respectively, where

$$\stackrel{~}{A}=\left(\begin{array}{ccccc}0& 1& 0& \mathrm{}& 0\\ 1& 0& 0& \mathrm{}& 0\\ 0& 0& 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& 0& \mathrm{}& 0\end{array}\right)\stackrel{~}{B}=\left(\begin{array}{ccccc}1& 0& 0& \mathrm{}& 0\\ 0& 1& 0& \mathrm{}& 0\\ 0& 0& 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& 0& \mathrm{}& 0\end{array}\right).$$

Moreover, if $`A_1,A_2`$ and $`A_3`$ are $`(n\times n)`$-symmetric matrices and if

$$N(A_\alpha A_\beta A_\beta A_\alpha )=2N(A_\alpha )N(A_\beta ),1\alpha ,\beta 3,$$

then at least one of the matrices $`A_\alpha `$ must be zero.

Lemma 4.5. Let $`x:MS^{n+p}`$ be an $`n`$-dimensional submanifold in $`S^{n+p}`$. Then

$$\begin{array}{ccc}\frac{1}{2}\mathrm{\Delta }\rho ^2\hfill & & |h|^2n^2|^{}𝐇|^2+\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_j+n\underset{\alpha ,\beta ,i,j,m}{}H^\beta \stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ij}^\alpha \stackrel{~}{h}_{im}^\alpha \hfill \\ & & +n\rho ^2+nH^2\rho ^2(2\frac{1}{p})\rho ^4\frac{1}{2}\mathrm{\Delta }(nH^2).\hfill \end{array}$$
$`(4.14)`$
Proof. By use of $`(4.10)`$ and $`(4.12)`$, $`(4.1)`$ becomes

$$\begin{array}{ccc}\frac{1}{2}\mathrm{\Delta }\rho ^2\hfill & =& |h|^2n^2|^{}𝐇|^2+\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_j+n\underset{\alpha ,\beta ,i,j,m}{}H^\beta \stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ij}^\alpha \stackrel{~}{h}_{im}^\alpha \hfill \\ & & +n\rho ^2+nH^2\rho ^2\underset{\alpha ,\beta }{}\stackrel{~}{\sigma }_{\alpha \beta }^2\underset{\alpha ,\beta ,j,k}{}(R_{\beta \alpha jk})^2\frac{1}{2}\mathrm{\Delta }(nH^2).\hfill \end{array}$$
$`(4.15)`$
By $`(2.11)`$, we have

$$\begin{array}{ccc}\underset{\alpha ,\beta ,j,k}{}(R_{\beta \alpha jk})^2\hfill & =& \underset{\alpha ,\beta ,j,k}{}(\underset{l}{}h_{jl}^\beta h_{lk}^\alpha \underset{l}{}h_{jl}^\alpha h_{lk}^\beta )^2\hfill \\ & =& \underset{\alpha ,\beta ,j,k}{}(\underset{l}{}\stackrel{~}{h}_{jl}^\beta \stackrel{~}{h}_{lk}^\alpha \underset{l}{}\stackrel{~}{h}_{jl}^\alpha \stackrel{~}{h}_{lk}^\beta )^2\hfill \\ & =& \underset{\alpha ,\beta }{}N(A_\alpha A_\beta A_\beta A_\alpha ),\hfill \end{array}$$
$`(4.16)`$
where

$$A_\alpha :=(\stackrel{~}{h}_{ij}^\alpha )=(h_{ij}^\alpha H^\alpha \delta _{ij}).$$
$`(4.17)`$
By use of Lemma 4.4, $`(4.9)`$, $`(4.10)`$ and $`(4.16)`$, we get

$$\begin{array}{ccc}\underset{\alpha ,\beta }{}\stackrel{~}{\sigma }_{\alpha \beta }^2\underset{\alpha ,\beta ,j,k}{}(R_{\beta \alpha jk})^2\hfill & =& \underset{\alpha }{}\stackrel{~}{\sigma }_\alpha ^2\underset{\alpha ,\beta }{}N(A_\alpha A_\beta A_\beta A_\alpha )\hfill \\ & & \underset{\alpha }{}\stackrel{~}{\sigma }_\alpha ^22\underset{\alpha \beta }{}\stackrel{~}{\sigma }_\alpha \stackrel{~}{\sigma }_\beta \hfill \\ & =& 2(\underset{\alpha }{}\stackrel{~}{\sigma }_\alpha )^2+\underset{\alpha }{}\stackrel{~}{\sigma }_\alpha ^2\hfill \\ & & 2\rho ^4+\frac{1}{p}(\underset{\alpha }{}\stackrel{~}{\sigma }_\alpha )^2\hfill \\ & =& (2\frac{1}{p})\rho ^4.\hfill \end{array}$$
$`(4.18)`$
Putting $`(4.18)`$ into $`(4.15)`$, we get $`(4.14)`$.

Lemma 4.6. Let $`M`$ be an $`n`$-dimensional submanifold in an $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$, then we have

$$\begin{array}{ccc}\frac{1}{2}\mathrm{\Delta }(\rho ^n)\hfill & & \frac{1}{2}n\{n(n1)\rho ^{n2}|^{}𝐇|^2+\rho ^{n2}\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_j+\rho ^n[n+nH^2\hfill \\ & & (2\frac{1}{p})\rho ^2]+n\rho ^{n2}\underset{\alpha ,\beta ,i,j,m}{}H^\beta \stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ji}^\alpha \stackrel{~}{h}_{im}^\alpha \frac{1}{2}\rho ^{n2}\mathrm{\Delta }(nH^2)\}.\hfill \end{array}$$
$`(4.19)`$
Proof. First it is easy to check the following calculation

$$\begin{array}{ccc}\frac{1}{2}\mathrm{\Delta }(\rho ^n)\hfill & =& \frac{1}{2}\mathrm{\Delta }[(\rho ^2)^{\frac{n}{2}}]=\frac{1}{2}n(n2)\rho ^{n2}\underset{i}{}\rho _i^2+\frac{n}{4}\rho ^{n2}\mathrm{\Delta }(\rho ^2)\hfill \\ & & \frac{n}{4}\rho ^{n2}\mathrm{\Delta }(\rho ^2).\hfill \end{array}$$
$`(4.20)`$
Noting

$$\begin{array}{ccc}|h|^2n^2|^{}𝐇|^2\hfill & =& (|h|^2\frac{3n^2}{n+2}|^{}𝐇|^2)+(\frac{3n^2}{n+2}n)|^{}𝐇|^2n(n1)|^{}𝐇|^2\hfill \\ & & (|h|^2\frac{3n^2}{n+2}|^{}𝐇|^2)n(n1)|^{}𝐇|^2,\hfill \end{array}$$
$`(4.21)`$
we get from $`(4.5)`$, $`(4.14)`$ and $`(4.21)`$

$$\begin{array}{ccc}\frac{1}{2}\mathrm{\Delta }\rho ^2\hfill & & n(n1)|^{}𝐇|^2+\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_j+n\underset{\alpha ,\beta ,i,j,m}{}H^\beta \stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ij}^\alpha \stackrel{~}{h}_{im}^\alpha \hfill \\ & & +n\rho ^2+nH^2\rho ^2(2\frac{1}{p})\rho ^4\frac{1}{2}\mathrm{\Delta }(nH^2).\hfill \end{array}$$
$`(4.22)`$
We obtain $`(4.19)`$ by putting $`(4.22)`$ into $`(4.20)`$.

Lemma 4.7. Let $`x:MS^{n+p}`$ be an $`n`$-dimensional compact submanifold in $`S^{n+p}`$. Let $`f`$ and $`g`$ be two any smooth functions on $`M`$. Then we have

$$_Mg\mathrm{\Delta }f𝑑v=_M(\underset{i}{}f_ig_i)𝑑v=_Mf\mathrm{\Delta }g𝑑v.$$
$`(4.23)`$
Proof. Integrating the following identities over $`M`$

$$g\mathrm{\Delta }f=g\underset{i}{}f_{i,i}=\underset{i}{}(f_ig)_i\underset{i}{}f_ig_i,$$

$$f\mathrm{\Delta }g=f\underset{i}{}g_{i,i}=\underset{i}{}(g_if)_i\underset{i}{}f_ig_i,$$

we get $`(4.23)`$.

Lemma 4.8. Let $`M`$ be an $`n`$-dimensional compact Willmore submanifold in an $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$, then we have

$$\begin{array}{ccc}& & n(n1)_M\rho ^{n2}|^{}𝐇|^2𝑑v+n_M\rho ^{n2}(\underset{\alpha ,\beta ,i,j,m}{}H^\beta \stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ji}^\alpha \stackrel{~}{h}_{im}^\alpha )𝑑v\hfill \\ & =& \frac{1}{2}n(n+1)_M\underset{i}{}(\rho ^{n2})_i(H^2)_idvn_M\rho ^{n2}\underset{\alpha ,\beta }{}H^\alpha H^\beta \stackrel{~}{\sigma }_{\alpha \beta }dv\hfill \\ & & n_M(\underset{\alpha ,i,j}{}H^\alpha h_{ij}^\alpha (\rho ^{n2})_{i,j})𝑑v.\hfill \end{array}$$
$`(4.24)`$
Proof. We have the following calculation by use of Stokes formula and Lemma 4.7

$$\begin{array}{ccc}& & n(n1)_M\rho ^{n2}|^{}𝐇|^2𝑑v+n_M\rho ^{n2}(\underset{\alpha ,\beta ,i,j,m}{}H^\beta \stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ji}^\alpha \stackrel{~}{h}_{im}^\alpha )𝑑v\hfill \\ & =& \frac{1}{2}n(n1)_M(\underset{i}{}(\rho ^{n2})_i(H^2)_i)𝑑v+n(n1)_M\rho ^{n2}\underset{\alpha }{}H^\alpha \mathrm{\Delta }^{}H^\alpha dv\hfill \\ & & +n_M\rho ^{n2}(\underset{\alpha ,\beta ,i,j,m}{}H^\beta \stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ji}^\alpha \stackrel{~}{h}_{im}^\alpha )𝑑v.\hfill \end{array}$$
$`(4.25)`$
Putting $`(4.13)`$ into $`(4.25)`$, using Stokes formula and Lemma 4.7, we get $`(4.24)`$.

Lemma 4.9. Let $`M`$ be an $`n`$-dimensional compact submanifold in an $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$, then we have

$$_M\rho ^{n2}\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_jdv=n_M(\underset{\alpha ,i,j}{}H^\alpha h_{ij}^\alpha (\rho ^{n2})_{i,j})𝑑v+\frac{n^2}{2}_M\underset{i}{}(\rho ^{n2})_i(H^2)_idv.$$
$`(4.26)`$
Proof. We have the following calculation by use of Stokes formula and Lemma 4.7

$$\begin{array}{ccc}_M\rho ^{n2}\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_jdv\hfill & =& _M\underset{\alpha ,i,j,k}{}(\rho ^{n2})_jh_{ij}^\alpha h_{kki}^\alpha dv\hfill \\ & =& _M\underset{\alpha ,i,j,k}{}((\rho ^{n2})_jh_{ij}^\alpha h_{kk}^\alpha )_idv+_M\underset{\alpha ,i,j,k}{}(\rho ^{n2})_{j,i}h_{ij}^\alpha h_{kk}^\alpha dv\hfill \\ & & +n^2_M\underset{\alpha ,j}{}H^\alpha (\rho ^{n2})_jH_{,j}^\alpha dv\hfill \\ & =& n_M\underset{\alpha ,i,j}{}H^\alpha h_{ij}^\alpha (\rho ^{n2})_{i,j}dv+\frac{1}{2}n^2_M\underset{i}{}(\rho ^{n2})_i(H^2)_idv.\hfill \end{array}$$

By use of Stokes formula and Lemma 4.7, we also have

Lemma 4.10. Let $`M`$ be an $`n`$-dimensional compact submanifold in an $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$, then we have

$$\frac{1}{2}_M\rho ^{n2}\mathrm{\Delta }(nH^2)𝑑v=\frac{n}{2}_M\underset{i}{}(\rho ^{n2})_i(H^2)_idv.$$
$`(4.27)`$
## 5. The Proof of Theorem 1.3

Now we begin to prove the Theorem 1.3. Integrating $`(4.19)`$ over $`M`$ and using Stokes formula, we have

$$\begin{array}{ccc}0\hfill & & \frac{n}{2}\{n(n1)_M\rho ^{n2}|^{}𝐇|^2dv+n_M\rho ^{n2}\underset{\alpha ,\beta ,i,j,m}{}H^\beta \stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ji}^\alpha \stackrel{~}{h}_{im}^\alpha dv\hfill \\ & & +_M\rho ^{n2}\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_jdv\frac{1}{2}_M\rho ^{n2}\mathrm{\Delta }(nH^2)𝑑v\hfill \\ & & +_M\rho ^n(n+nH^2(2\frac{1}{p})\rho ^2)dv\}.\hfill \end{array}$$
$`(5.1)`$
Putting $`(4.24)`$, $`(4.26)`$ and $`(4.27)`$ into $`(5.1)`$, we get

$$\begin{array}{ccc}0\hfill & & \frac{n}{2}\{n_M\rho ^{n2}\underset{\alpha ,\beta }{}H^\alpha H^\beta \stackrel{~}{\sigma }_{\alpha \beta }dv+_M\rho ^n(n+nH^2(2\frac{1}{p})\rho ^2)𝑑v\}\hfill \\ & =& \frac{n}{2}\{n_M\rho ^{n2}(H^2\rho ^2\underset{\alpha ,\beta }{}H^\alpha H^\beta \stackrel{~}{\sigma }_{\alpha \beta })𝑑v+_M\rho ^n(n(2\frac{1}{p})\rho ^2)𝑑v\}\hfill \\ & & \frac{n}{2}_M\rho ^n(n(2\frac{1}{p})\rho ^2)𝑑v,\hfill \end{array}$$
$`(5.2)`$
where we used

$$\underset{\alpha ,\beta }{}H^\alpha H^\beta \stackrel{~}{\sigma }_{\alpha \beta }=\underset{\alpha }{}(H^\alpha )^2\stackrel{~}{\sigma }_\alpha \underset{\alpha }{}(H^\alpha )^2\underset{\beta }{}\stackrel{~}{\sigma }_\beta =H^2\rho ^2.$$
$`(5.3)`$
Thus we reach the following integral inequality of Simons’ type

$$_M\rho ^n(n(2\frac{1}{p})\rho ^2)𝑑v0.$$
$`(5.4)`$
Therefore we have proved the integral inequality $`(1.11)`$ in Theorem 1.3.

If $`(1.12)`$ holds, then we conclude from $`(5.4)`$ that either $`\rho ^20`$, or $`\rho ^2n/(2\frac{1}{p})`$. In the first case, we know that $`SnH^2`$, i.e. $`M`$ is totally umbilic; in the latter case, i.e.,

$$\rho ^2=\underset{\alpha ,i,j}{}(\stackrel{~}{h}_{ij}^\alpha )^2n/(2\frac{1}{p}),$$
$`(5.5)`$
we have from $`(4.21)`$ (in this case, $`(4.21)`$ becomes an equality)

$$(\frac{3n^2}{n+2}n)|^{}𝐇|^2=0,$$

we have $`^{}𝐇=0`$, thus we have from $`(4.5)`$ (in this case $`(4.5)`$ becomes an equality)

$$h=0,i.e.,h_{ijk}^\alpha =0.$$
$`(5.6)`$
It follows that all inequalities in $`(4.18),(4.19)`$, $`(4.21)`$, $`(4.22)`$, $`(5.1)`$ and $`(5.2)`$ are actually equalities. In deriving $`(4.19)`$ from $`(4.18)`$, we made use of inequalities $`N(A_\alpha A_\beta A_\beta A_\alpha )2N(A_\alpha )N(A_\beta )`$. Hence

$$N(A_\alpha A_\beta A_\beta A_\alpha )=2N(A_\alpha )N(A_\beta ),\alpha \beta .$$
$`(5.7)`$
From $`(4.18)`$ we obtain

$$\stackrel{~}{\sigma }_1=\stackrel{~}{\sigma }_2=\mathrm{}=\stackrel{~}{\sigma }_p,$$
$`(5.8)`$
where $`\stackrel{~}{\sigma }_\alpha `$ is defined by $`(4.9)`$.

From $`(5.7)`$ and Lemma 4.4, we conclude that at most two of the matrices $`A_\alpha =(\stackrel{~}{h}_{ij}^\alpha )=(h_{ij}^\alpha H^\alpha \delta _{ij})`$ are nonzero, in which case they can be assumed to be scalar multiples of $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$ in Lemma 4.4. We now consider the case $`p=1`$ and $`p2`$ separately.

Case $`p=1`$. From $`(5.6)`$, we know that $`M`$ is an isoparametric hypersurface. In this case Theorem 1.3 already has been proved by the author in  (see Theorem 3 of ). We conclude that $`M`$ is one of Willmore tori, that is, $`M=W_{m,nm}`$ for some $`m`$ with $`1mn1`$.

Case $`p2`$. In this case, we know that at most two of $`A_\alpha =(\stackrel{~}{h}_{ij}^\alpha )`$, $`\alpha =n+1,\mathrm{},n+p`$, are different from zero. If all of $`A_\alpha =(\stackrel{~}{h}_{ij}^\alpha )`$ are zero, which is contradiction with $`(5.5)`$. Assume that only one of them, say $`A_\alpha `$, is different zero, which is contradiction with $`(5.8)`$. Therefore we may assume that

$$A_{n+1}=\lambda \stackrel{~}{A},A_{n+2}=\mu \stackrel{~}{B},\lambda ,\mu 0,$$

$$A_\alpha =0,\alpha n+3,$$

where $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$ are defined in Lemma 4.4.

In this case, the inequality $`(5.3)`$ is actually equality, that is,

$$\underset{\alpha ,\beta }{}H^\alpha H^\beta \stackrel{~}{\sigma }_{\alpha \beta }=H^2\rho ^2.$$
$`(5.9)`$
In fact, $`(5.9)`$ is

$$2\lambda ^2(H^{n+1})^2+2\mu ^2(H^{n+2})^2=[(H^{n+1})^2+(H^{n+2})^2+\mathrm{}+(H^{n+p})^2][2\lambda ^2+2\mu ^2].$$

In view of $`\lambda ,\mu 0`$, we follow

$$H^\alpha =0,n+1\alpha n+p,$$

that is, $`𝐇=0`$, i.e., $`M`$ is a minimal submanfold in $`S^{n+p}`$, $`(5.5)`$ becomes

$$S=\underset{\alpha ,i,j}{}(h_{ij}^\alpha )^2=\frac{n}{21/p}.$$

From Main Theorem of Chern-Do Carmo-Kobayashi , we conclude that $`n=2,p=2`$ and $`M`$ is a Veronese surface defined by example 2. We complete the proof of Theorem 1.3.

## 6. Some Related Results

For $`p2`$, we can improve Theorem 1.3 as follows

Theorem 6.1 Let $`M`$ be an $`n`$-dimensional ($`n2`$) compact Willmore submanifold in $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$. Then we have

$$_M\rho ^n\left(\frac{2}{3}n\rho ^2\right)𝑑v0.$$
$`(6.1)`$
In particular, if

$$0\rho ^2\frac{2}{3}n,$$
$`(6.2)`$
then either $`\rho ^20`$ and $`M`$ is totally umbilic, or $`\rho ^2\frac{2}{3}n`$. In the latter case, $`n=2`$, $`p=2`$ and $`M`$ is the Veronese surface.

Remark 6.1 When $`n=2`$, Theorem 6.1 was proved by author in  (see Theorem 3 of ). When $`p2`$, the pinching constant $`2n/3`$ in Theorem 6.1 is better than the pinching constant $`n/(21/p)`$ in Theorem 1.3.

We need the following lemma to prove our Theorem 6.1

Lemma 6.1 (see Theorem 1 of ). Let $`A_{n+1},\mathrm{},A_{n+p}`$ be symmetric $`(n\times n)`$-matrices, which are defined by $`(4.17)`$. Set $`\stackrel{~}{\sigma }_{\alpha \beta }=\mathrm{tr}(A_\alpha ^tA_\beta )`$, $`\stackrel{~}{\sigma }_\alpha =\stackrel{~}{\sigma }_{\alpha \alpha }=N(A_\alpha ):=\mathrm{tr}(A_\alpha ^tA_\alpha )`$, $`\rho ^2=\underset{\alpha }{}\stackrel{~}{\sigma }_\alpha `$ (see (4.8)-(4.10)), we have

$$\underset{\alpha ,\beta }{}N(A_\alpha A_\beta A_\beta A_\alpha )+\underset{\alpha ,\beta }{}\stackrel{~}{\sigma }_{\alpha \beta }^2\frac{3}{2}\rho ^4.$$
$`(6.3)`$
Moreover, the equality holds if and only if at most two matrices $`A_\alpha `$ and $`A_\beta `$ are not zero and these two matrices can be transformed simultaneously by an orthogonal matrix into scalar multiples of $`\stackrel{~}{A}`$, $`\stackrel{~}{B}`$, respectively, where $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$ are defined in Lemma 4.4.

Proof of Theorem 6.1 In the proof of Lemma 4.5, using Lemma 6.1 instead of Lemma 4.4, we can get

$$\begin{array}{ccc}\frac{1}{2}\mathrm{\Delta }\rho ^2\hfill & & |h|^2n^2|^{}𝐇|^2+\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_j+n\underset{\alpha ,\beta ,i,j,m}{}H^\beta \stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ij}^\alpha \stackrel{~}{h}_{im}^\alpha \hfill \\ & & +n\rho ^2+nH^2\rho ^2\frac{3}{2}\rho ^4\frac{1}{2}\mathrm{\Delta }(nH^2).\hfill \end{array}$$
$`(6.4))`$
Repeating process of the proof of Lemma 4.6, we have

$$\begin{array}{ccc}\frac{1}{2}\mathrm{\Delta }(\rho ^n)\hfill & & \frac{1}{2}n\{n(n1)\rho ^{n2}|^{}𝐇|^2+\rho ^{n2}\underset{\alpha ,i,j,k}{}(h_{ij}^\alpha h_{kki}^\alpha )_j+\rho ^n[n+nH^2\hfill \\ & & \frac{3}{2}\rho ^2]+n\rho ^{n2}\underset{\alpha ,\beta ,i,j,m}{}H^\beta \stackrel{~}{h}_{mj}^\beta \stackrel{~}{h}_{ji}^\alpha \stackrel{~}{h}_{im}^\alpha \frac{1}{2}\rho ^{n2}\mathrm{\Delta }(nH^2)\}.\hfill \end{array}$$
$`(6.5)`$
Integrating $`(6.5)`$ over $`M`$, using Stokes formula, $`(4.24),(4.26)`$ and $`(4.27)`$ we can get $`(6.1)`$ by the similar argument as the proof of Theorem 1.3.

If $`(6.2)`$ holds, then we conclude from $`(6.1)`$ that either $`\rho ^20`$ and $`M`$ is totally umbilic, or $`\rho ^2\frac{2}{3}n`$. In the latter case, i.e.,

$$\rho ^2\frac{2}{3}n,$$
$`(6.6)`$
using the similar argument as the proof of theorem 1.3, we can conclude that $`^{}𝐇0`$, $`h_{ijk}^\alpha 0`$ and $`𝐇0`$, i.e., $`M`$ is a minimal submanifold with $`(6.6)`$. From Theorem 3 of , we know that $`n=2`$, $`p=2`$ and $`M`$ is the Veronese surface. We complete the proof of Theorem 6.1.

We now mention the following example

Example 6.1 (). $`M_{m_1,\mathrm{},m_{p+1}}:=S^{m_1}(a_1)\times \mathrm{}\times S^{m_{p+1}}(a_{p+1})`$ is an $`n`$-dimensional Willmore submanifold in $`S^{n+p}`$, where $`n=m_1+\mathrm{}+m_{p+1}`$ and $`a_i`$ are defined by

$$a_i=\sqrt{\frac{nm_i}{np}},i=1,\mathrm{},p+1.$$

From Proposition 4.1 of , we can check that the function $`\rho ^2`$ of $`M_{m_1,\mathrm{},m_{p+1}}`$ satisfies $`\rho ^2=np`$ and $`M_{m_1,\mathrm{},m_{p+1}}`$ is a minimal submanifold if and only if

$$m_1=m_2=\mathrm{}=m_{p+1}=\frac{n}{p+1},a_i=\sqrt{\frac{1}{p+1}},i=1,\mathrm{},p+1.$$

Motivated by Chern’s conjecture about minimal submanifolds in $`S^{n+p}`$ (see ) and Theorem 1.3, we propose the following problem:

Problem. Let $`x:MS^{n+p}`$ be an $`n`$-dimensional compact Willmore submanifold in an $`(n+p)`$-dimensional unit sphere $`S^{n+p}`$ with $`\rho ^2:=SnH^2=`$ constant. Is the set of values of $`\rho ^2`$ discrete?

Acknowledgements: The author began to do this research work during his stay in department of mathematics of Harvard University as a visitor in the academic year of 1999-2000. He would like to express his thanks to Prof. S.-T.Yau for his encouragement and help. He would like to express his thanks to Prof. C.L.Terng for her useful suggestions and help. He also thank the referee for some helpful comments which make this paper more readable than the original version of the paper.

| Permanent Address | Present Address |
| --- | --- |
| Department of Mathematical Sciences | Institut für Mathematik, MA 8-3 |
| Tsinghua University | Technische Universität Berlin |
| 100084, Beijing | Strasse des 17. Juni 136, 10623 Berlin |
| People’s Republic of China | Germany |
| E-mail: hli@math.tsinghua.edu.cn | E-mail: hli@math.tu-berlin.de |


text:
# Second-quantized Landau-Zener theory for dynamical instabilities

## Abstract

State engineering in nonlinear quantum dynamics sometimes may demand driving the system through a sequence of dynamically unstable intermediate states. This very general scenario is especially relevant to dilute Bose-Einstein condensates, for which ambitious control schemes have been based on the powerful Gross-Pitaevskii mean field theory. Since this theory breaks down on logarithmically short time scales in the presence of dynamical instabilities, an interval of instabilities introduces quantum corrections, which may possibly derail a control scheme. To provide a widely applicable theory for such quantum corrections, this paper solves a general problem of time-dependent quantum mechanical dynamical instability, by modelling it as a second-quantized analogue of a Landau-Zener avoided crossing: a ‘twisted crossing’.

Quantum dynamical instabilities (complex excitation frequencies) have been associated with formation of solitons and vortices in driven Bose-Einstein condensates. For example, in Refs. bh  and sc , the Bogoliubov spectra are examined for two-parameter families of mean field states. Although the physics involved is significantly different (one-dimensional modulated current versus rotating harmonic trap), figures in both these works show dynamical instabilities in narrow, finger-like regions of parameter space (see Figure 1). We will show below that this is generic for dynamically unstable quasiparticle excitations in weakly interacting many-body systems.

Such systems, especially condensates, may be sufficiently weakly damped that state engineering under energetic instability becomes feasible. Interesting structures such as solitons and sonic event horizons will require this capability. But to access the entire volume of energetically unstable control space, it will also be a common task to drive systems briefly through narrow regions of dynamical instability. Mean field theory and adiabatic approximations, which are important tools of state engineering, will break down during these episodes VA . This paper therefore exploits an analogy between dynamical instability in second quantization, and avoided crossing in two-state quantum mechanics LZ , to determine the quantum effects of driving a system through dynamical instability. An almost identical calculation has recently been presented them  to deal with the specific dynamical instability involved in dissociation of a molecular condensate us ; the present paper provides an explicit derivation of the result in a general context.

Quantum dynamical instability is not always recognized as a possibility, because with a Hermitian Hamiltonian, the eigenfrequencies of Schrödinger evolution must all be real. But the eigenfrequencies of Heisenberg evolution may be complex. It is easy to see this for the manifestly Hermitian Hamiltonian

$`\widehat{H}`$ $`=`$ $`\left(\omega +\delta \right)\widehat{a}_+^{}\widehat{a}_++\left(\delta \omega \right)\widehat{a}_{}^{}\widehat{a}_{}`$ (1)
$`+\gamma \left(\widehat{a}_+^{}\widehat{a}_{}^{}+\widehat{a}_+\widehat{a}_{}\right)`$
where all co-efficients are real, and $`\widehat{a}_\pm `$ and $`\widehat{a}_\pm ^{}`$ are ordinary annihilation and creation operators (i.e. $`[\widehat{a}_j,\widehat{a}_k^{}]=\delta _{jk}`$ is the only non-vanishing commutator). The eigenoperators of Heisenberg evolution satisfy

$`i\dot{\widehat{b}}_\pm `$ $`=`$ $`[\widehat{b}_\pm ,\widehat{H}]=\mathrm{\Omega }_\pm \widehat{b}_\pm `$ (2)
$`\widehat{b}_\pm `$ $`=`$ $`{\displaystyle \frac{(\delta \pm \sqrt{\delta ^2\gamma ^2})^{\frac{1}{2}}\widehat{a}_++(\delta \sqrt{\delta ^2\gamma ^2})^{\frac{1}{2}}\widehat{a}_{}^{}}{\sqrt{2}|\delta ^2\gamma ^2|^{1/4}}}`$ (3)
$`\mathrm{\Omega }_\pm `$ $`=`$ $`\omega \pm \sqrt{\delta ^2\gamma ^2}`$ (4)
where we assume $`\gamma 0`$ (without loss of generality, since we can always redefine $`\widehat{a}_+\widehat{a}_+`$). These operators always obey $`[\widehat{b}_+,\widehat{b}_{}]=0`$. As long as $`\gamma <\left|\delta \right|`$, $`\mathrm{\Omega }_\pm `$ are both real, and we also have

$$\gamma <|\delta |:[\widehat{b}_\pm ,\widehat{b}_\pm ^{}]=\pm \mathrm{sgn}(\delta ),[\widehat{b}_\pm ,\widehat{b}_{}^{}]=0.$$
(5)
And we can write

$$\widehat{H}=\mathrm{sgn}(\delta )\times \left[E_0+\underset{\pm }{}\pm \mathrm{\Omega }_\pm \widehat{b}_\pm ^{}\widehat{b}_\pm \right],\gamma <|\delta |$$
(6)
for $`E_0=\delta \omega `$. This means that as long as $`\gamma <|\delta |`$, one of the $`\widehat{b}_\pm `$ is really a creation operator which would have a  in more conventional notation; but apart from this trivial issue of labelling, we have diagonalized to noninteracting quasiparticles of the standard (bosonic) kind.

If $`\gamma >|\delta |`$, however, $`\mathrm{\Omega }_\pm `$ are complex, and neither $`\widehat{b}_\pm `$ nor $`\widehat{b}_\pm ^{}`$ are standard annihilation operators. They obey

$$\gamma >|\delta |:[\widehat{b}_\pm ,\widehat{b}_\pm ^{}]=0,[\widehat{b}_\pm ,\widehat{b}_{}^{}]=\pm i$$
(7)
so that we must say that the canonical conjugate of $`\widehat{b}_\pm `$ is $`i\widehat{b}_{}^{}`$, and no longer coincides with the Hermitian conjugate. In this case we have

$$\widehat{H}=E_0+\underset{\pm }{}i\mathrm{\Omega }_\pm \widehat{b}_{}^{}\widehat{b}_\pm ,\gamma >|\delta |$$
(8)
instead of (6). One can also show that if $`\gamma >|\delta |`$ then the eigenvalues of $`\widehat{H}`$ no longer involve integer multiples of $`\mathrm{\Omega }_\pm `$: they remain real, but are continuous. Hence in this case there is no way to interpret the energy eigenstates as having definite numbers of any kind of quasiparticle.

If $`\gamma >|\delta |`$, then $`\widehat{H}`$ is unbounded below as well as above; this can also occur even for $`\gamma <|\delta |`$, if $`|\omega |>\sqrt{\delta ^2\gamma ^2}`$. In these cases, (1) can be physical only as the linearization of a nonlinear Hamiltonian about an excited state. And in all cases, since the ‘anomalous coupling’ term proportional to $`\gamma `$ in (1) does not conserve the numbers of particles created and annihilated by $`\widehat{a}_\pm ^{}`$ and $`\widehat{a}_\pm `$, these must be some kind of quasiparticle, or else there must be a source of atoms (such as a molecular condensate treated as a c-number field them ). But there are many realistic situations in which unboundedness of the linearized Hamiltonian, and non-conservation of (quasi-)particles, are perfectly correct. For these (1) is universal, in the sense that for all eigenfrequencies, whether real or complex, pairs of modes may be expressed in this form by using (3) to define $`\widehat{a}_\pm `$.

Two-body interactions among particles lead to quasiparticle Hamiltonians with anomalous couplings as in (1). Since $`\gamma `$ is thus constrained to be small if interactions are weak, dynamical instabilities tend to arise in weakly interacting systems not through $`\gamma `$ becoming large, but through $`\delta `$ becoming even smaller. A dynamical instability is thus a kind of second-quantized analogue to an avoided crossing him . See Figure 2. If the many-body Hamiltonian depends on some number $`D`$ of control parameters, then any two modes will have frequencies exactly opposite on a $`(D1)`$-dimensional parameter subspace, and so there will be a dynamical instability within a thin shell around that (hyper)surface. Of course, dynamical instabilities can only arise if there is energetic instability, so that some negative frequency modes exist. But if the system is energetically unstable, then finger-like (or in higher dimensioned control spaces, hypershell-like) regions of dynamical instability are generic.

Since much state engineering can be accomplished by means of time-dependent control parameters in the Hamiltonian, we need to assess the effects of a time dependence that brings a system through an intermediate interval in which one dynamical instability exists. Focusing our attention on the pair of modes involved in the instability, we can always cast them in the form of (1), with time-dependent $`\omega ,\delta ,\gamma `$. As long as $`|\delta |\gamma `$ we can apply standard methods, but a connection formula is required to give the quantum evolution over the intermediate interval. Within this interval, we assume the widely applicable case that $`\omega `$ and $`\gamma `$ are essentially constant, and $`\delta `$ changes linearly with time. Since $`(\widehat{a}_+^{}\widehat{a}_+\widehat{a}_{}^{}\widehat{a}_{})`$ commutes with $`\widehat{H}`$, we can eliminate $`\omega `$ in an interaction picture by taking $`\widehat{a}_\pm e^{i\omega t}\widehat{a}_\pm `$, giving us the problem

$$\widehat{H}_i=\gamma (\widehat{a}_+^{}\widehat{a}_{}^{}+\widehat{a}_+\widehat{a}_{})+\zeta ^2t(\widehat{a}_+^{}\widehat{a}_++\widehat{a}_{}^{}\widehat{a}_{})$$
(9)
for a constant rate $`\zeta `$.

By examining the Heisenberg equations of motion with this time-dependent Hamiltonian we can straightforwardly obtain

$`\underset{t\mathrm{}}{lim}\widehat{a}_\pm (t)`$ $`=`$ $`e^{i\theta (t)}\widehat{a}_{\pm IN}{\displaystyle \frac{\gamma e^{i\theta (t)}}{2\zeta ^2t}}\widehat{a}_{IN}^{}`$ (10)
$`\underset{t+\mathrm{}}{lim}\widehat{a}_\pm (t)`$ $`=`$ $`e^{i\theta (t)}\widehat{a}_{\pm OUT}{\displaystyle \frac{\gamma e^{i\theta (t)}}{2\zeta ^2t}}\widehat{a}_{OUT}^{}`$ (11)
where

$$\theta (t)=\frac{\zeta ^2t^2}{2}\frac{\gamma ^2}{2\zeta ^2}\mathrm{ln}|2\zeta t|+𝒪(t^2)$$
(12)
and $`\widehat{a}_{\pm IN,OUT}`$ are time-independent annihilation operators, whose relationship to each other unfortunately depends on the intervening evolution at finite times. (The factor multiplying $`t`$ in the argument of the logarithm in (12) is not actually fixed by the equation of motion, but is chosen for our notational convenience below.) Of course the point of the limits $`t\pm \mathrm{}`$ is not literally to consider infinite times, but only to give the asymptotic behaviour which can be smoothly matched to adiabatic approximations valid for $`\zeta ^2|t|\gamma `$. Hence in the Heisenberg picture no further definition of $`\widehat{a}_{\pm IN}`$ is required: it will be given in terms of initial time operators by solving the evolution problem for $`t\zeta ^2\gamma `$. So the problem is to determine the OUT operators in terms of the IN operators.

This problem is directly analogous to the Landau-Zener problem for amplitudes in a two-state system being driven through an avoided crossing, except that the amplitudes are replaced by operators, and the second-quantized problem allows the ‘anomalous’ coupling which would be non-Hermitian in the two-state system. Because our problem is also linear, we can solve it in a very similar way. Iterating the Heisenberg equations to obtain a second order equation for $`\widehat{a}_+`$ with $`\widehat{a}_{}^{}`$ eliminated,

$$\left[_{tt}+2i\zeta ^2t_t\gamma ^2+2i\zeta ^2\right]\left(e^{i\frac{\zeta ^2t^2}{2}}\widehat{a}_+\right)=0$$
(13)
then Fourier transforming from $`t`$ to frequency $`\nu `$, we find an easily-solved first order differential equation in $`\nu `$:

$`\widehat{a}_+(t)`$ $``$ $`e^{i\frac{\zeta ^2t^2}{2}}{\displaystyle 𝑑\nu e^{i\nu t}\widehat{\alpha }(\nu )}`$
$`_\nu \widehat{\alpha }`$ $`=`$ $`{\displaystyle \frac{(\nu ^2+\gamma ^2)}{2i\zeta ^2\nu }}\widehat{\alpha }.`$ (14)
Inverse Fourier transforming back to $`t`$ then gives

$`\widehat{a}_+(t)`$ $`=`$ $`{\displaystyle \underset{j=1,2}{}}\widehat{\alpha }_jA_j(t)`$
$`A_j(t)`$ $``$ $`e^{i\frac{\zeta ^2t^2}{2}}{\displaystyle \underset{C_j}{}}{\displaystyle \frac{d\nu }{\zeta }}e^{iS_t(\nu )}`$
$`S_t(\nu )`$ $``$ $`\nu t+{\displaystyle \frac{\nu ^2}{4\zeta ^2}}+{\displaystyle \frac{\gamma ^2}{2\zeta ^2}}\mathrm{ln}{\displaystyle \frac{\nu }{\zeta }}.`$ (15)
There are two independent solutions $`A_{1,2}(t)`$, with independent operator-valued co-efficients $`\widehat{\alpha }_{1,2}`$, since the $`\nu `$ integral may be evaluated along inequivalent contours $`C_{1,2}`$ in the complex $`\nu `$-plane. Since the integrand vanishes at the branch point $`\nu =0`$, and at infinity between angles $`(0,\frac{\pi }{2})`$ and $`(\pi ,\frac{3\pi }{2})`$, integration contours can only terminate at these points (because terminating anywhere else amounts to replacing the integrand with something that does vanish elsewhere). The simplest distinct contours are $`C_1`$ running from lower-left infinity to upper-right, and $`C_2`$ running from zero to upper-right infinity. Since the integrand is analytic except at upper-left and lower-right infinity, and on the branch cut (which we take to run along the negative imaginary axis), we are free to choose contours that make the evaluation easier; see Fig. 3.

A given choice of contour yields a single solution valid for all $`t`$, but for $`|t|\mathrm{}`$ the integral may be evaluated using combinations of the method of steepest descents and integral representations of the Gamma function. (There is a second saddlepoint near the origin, but as $`|t|\mathrm{}`$ it is too close to the branch point for the method of steepest descents to work, and so contour $`C_2`$ must run along the imaginary axis until it reaches a contour of steepest descent through the other saddlepoint.) The asymptotic behaviours of the full solutions $`A_j(t)`$ can thus be obtained explicitly, allowing us to determine the late time behaviour of the solutions whose early time behaviour matches (10).

The contributions to the contour integrals for $`A_j(t)`$ from the diagonal portions are dominated by the saddlepoints $`\nu _t=2\zeta ^2t+𝒪(\frac{\gamma ^2}{\zeta ^2t})`$, since for $`\nu =2\zeta ^2t+e^{i\pi /4}\zeta s`$,

$`{\displaystyle \frac{d\nu }{\zeta }e^{iS}}`$ $`=`$ $`{\displaystyle 𝑑se^{\frac{1}{4}s^2}\left[1+\frac{i\gamma ^2e^{i\frac{\pi }{4}}s}{2\zeta ^3t}+𝒪(\frac{s^2}{\zeta ^2t^2})\right]}`$ (16)
$`\times e^{i(\zeta ^2t^2\frac{\gamma ^2}{2\zeta ^2}\mathrm{ln}(2\zeta t)\frac{\pi }{4})}.`$
So if the contour passes through the saddlepoint we get a contribution to $`A_j(t)`$

$`[1+𝒪(\zeta t)^2]A_{SP}`$ $`=`$ $`2\sqrt{\pi }e^{i\frac{\pi }{4}}e^{i\left(\frac{\zeta ^2t^2}{2}\frac{\gamma ^2}{2\zeta ^2}\mathrm{ln}|2\zeta t|\right)}`$ (19)
$`\times \{\begin{array}{ccc}1& ,& t>0\\ e^{\frac{\pi \gamma ^2}{2\zeta ^2}}& ,& t<0\end{array}.`$
If a diagonal segment shown in Fig. 3 does not cross a saddlepoint, then this segment yields only an utterly negligible contribution $`e^{2\zeta ^2t^2}`$.

For the vertical segments along the imaginary axis in $`C_2`$, we let $`\nu =i\xi /t+0`$ and integrate

$`{\displaystyle \frac{d\nu }{\zeta }e^{iS_t}}`$ $`=`$ $`{\displaystyle \frac{1}{i\zeta t}}{\displaystyle _0^{2(\zeta t)^2}}𝑑\xi e^{\xi +i\frac{\gamma ^2}{2\zeta ^2}\mathrm{ln}\frac{0i\xi }{\zeta t}}e^{i\frac{\xi ^2}{4\zeta ^2t^2}}`$ (20)
$``$ $`{\displaystyle \frac{e^{i\frac{\gamma ^2}{2\zeta ^2}\mathrm{ln}|\zeta t|}e^{\frac{\pi \gamma ^2}{4\zeta ^2}\mathrm{sgn}(t)}}{i\zeta t}}{\displaystyle _0^{\mathrm{}}}𝑑\xi \xi ^{\frac{i\gamma ^2}{2\zeta ^2}}e^\xi `$
$`=`$ $`{\displaystyle \frac{e^{i\frac{\gamma ^2}{2\zeta ^2}\mathrm{ln}|\zeta t|}e^{\frac{\pi \gamma ^2}{4\zeta ^2}\mathrm{sgn}(t)}}{i\zeta t}}\mathrm{\Gamma }\left(1+{\displaystyle \frac{i\gamma ^2}{2\zeta ^2}}\right)`$
where in the second line we extend the integration limit to infinity by ignoring terms of order $`e^{2(\zeta t)^2}`$, and drop the $`\mathrm{exp}i\frac{\xi ^2}{4\zeta ^2t^2}`$ from the integrand because it yields corrections of order $`(\zeta t)^2`$. This yields the contribution

$`A_{IM}`$ $`=`$ $`{\displaystyle \frac{2^{i\frac{\gamma ^2}{2\zeta ^2}}}{i\zeta t}}e^{\frac{\pi \gamma ^2}{4\zeta ^2}\mathrm{sgn}(t)}\mathrm{\Gamma }\left(1+{\displaystyle \frac{i\gamma ^2}{2\zeta ^2}}\right)e^{i[\frac{\zeta ^2t^2}{2}\frac{\gamma ^2}{2\zeta ^2}\mathrm{ln}|2\zeta t|]}`$ (21)
$`\times [1+𝒪(\zeta t)^2].`$
From the two segments at $`t>0`$ where $`C_1`$ hugs the branch cut, we gain a contribution $`(1e^{\frac{\pi \gamma ^2}{\zeta ^2}})A_{IM}`$.

Combining these contributions and recalling our definition of $`\theta (t)`$ in (12), we obtain, up to corrections of order $`(\zeta t)^2`$,

$`A_1(t)`$ $`=`$ $`\{\begin{array}{ccc}2\sqrt{\pi }e^{i\frac{\pi }{4}}e^{i\theta (t)}e^{\frac{\pi \gamma ^2}{2\zeta ^2}}& ,& t<0\\ 2\sqrt{\pi }e^{i\frac{\pi }{4}}e^{i\theta (t)}+𝒪(\zeta t)^1& ,& t>0\end{array}`$ (24)
$`A_2(t)`$ $`=`$ $`\{\begin{array}{ccc}\frac{2^{i\frac{\gamma ^2}{2\zeta ^2}}}{i\zeta t}e^{\frac{\pi \gamma ^2}{4\zeta ^2}}e^{i\theta (t)}\mathrm{\Gamma }\left(1+\frac{i\gamma ^2}{2\zeta ^2}\right)& ,& t<0\\ 2\sqrt{\pi }e^{i\frac{\pi }{4}}e^{i\theta (t)}+𝒪(\zeta t)^1& ,& t>0\end{array},`$ (27)
where the suppressed $`𝒪(\zeta t)^1`$ terms can easily be computed from (21), but will not be needed.

Comparing (24) with (10) and (Second-quantized Landau-Zener theory for dynamical instabilities), we can read off

$`\widehat{\alpha }_1`$ $`=`$ $`{\displaystyle \frac{e^{i\frac{\pi }{4}}e^{\frac{\pi \gamma ^2}{2\zeta ^2}}}{2\sqrt{\pi }}}\widehat{a}_{+IN}`$ (28)
$`\widehat{\alpha }_2`$ $`=`$ $`{\displaystyle \frac{2^{i\frac{\gamma ^2}{2\zeta ^2}}i\gamma }{2\zeta }}{\displaystyle \frac{e^{\frac{\pi \gamma ^2}{4\zeta ^2}}}{\mathrm{\Gamma }\left(1+\frac{i\gamma ^2}{2\zeta ^2}\right)}}\widehat{a}_{IN}^{}`$ (29)
$`=`$ $`{\displaystyle \frac{2^{i\frac{\gamma ^2}{2\zeta ^2}}}{2i\sqrt{\pi }}}\left[{\displaystyle \frac{\mathrm{\Gamma }(1{\scriptscriptstyle \frac{i\gamma ^2}{2\zeta ^2}})}{\mathrm{\Gamma }(1+{\scriptscriptstyle \frac{i\gamma ^2}{2\zeta ^2}})}}\right]^{\frac{1}{2}}\left[e^{\frac{\pi \gamma ^2}{\zeta ^2}}1\right]^{\frac{1}{2}}\widehat{a}_{IN}^{}`$
using the $`\mathrm{\Gamma }`$-function identity

$$|\mathrm{\Gamma }(1+ix)|^2=\frac{\pi x}{\mathrm{sinh}\pi x}.$$
(30)
Then comparing these last results with (11), and noting that the equations for $`\widehat{a}_{}`$ and $`\widehat{a}_+^{}`$ are exactly similar to those we have examined, we finally conclude

$`\widehat{a}_{\pm OUT}`$ $`=`$ $`e^{\frac{\pi }{2}\gamma ^2/\zeta ^2}\widehat{a}_{\pm IN}+e^{i\eta }\left[e^{\pi \gamma ^2/\zeta ^2}1\right]^{\frac{1}{2}}\widehat{a}_{IN}^{}`$
$`e^{i\eta }`$ $`=`$ $`2^{i\frac{\gamma ^2}{2\zeta ^2}}e^{i\frac{\pi }{4}}\left[{\displaystyle \frac{\mathrm{\Gamma }\left(1\frac{i\gamma ^2}{2\zeta ^2}\right)}{\mathrm{\Gamma }\left(1+\frac{i\gamma ^2}{2\zeta ^2}\right)}}\right]^{\frac{1}{2}}.`$ (31)
Equation (31) is our main result. It is indeed very similar to the Landau-Zener formula, except for the vital difference that the exponents are all positive rather than negative. Consequently, in the state which is annihilated by $`\widehat{a}_{\pm IN}`$, the expected numbers of quasiparticles after passing through the instability will be

$$0_{IN}\left|\widehat{a}_{\pm OUT}^{}\widehat{a}_{\pm OUT}\right|0_{IN}=e^{\frac{\pi \gamma ^2}{\zeta ^2}}1.$$
(32)
Driving through a dynamical instability in less than the characteristic time scale of the instability produces only mild excitation, but exceeding this time generates quasiparticles explosively. And the crossover between these regimes is rather abrupt. This may set important practical limits to the precision of state engineering, because controlling faster than $`\gamma `$ may mean not being slow enough to be adiabatic for other, dynamically stable modes of the total nonlinear system.

Note that changing $`\zeta ^2\zeta ^2`$ in (9), so that the system is stable at early times rather than late, produces only $`e^{i\eta }e^{i\eta }`$ in (31). And while we have analyzed the most general type of dynamical instability, with complex frequency and two degrees of freedom involved, the simpler case with purely imaginary frequency, which was treated in them , can be obtained by setting $`\omega 0`$, and $`\widehat{a}_\pm \widehat{a}/\sqrt{2}`$ in (1). Everywhere else, one must use simply $`\widehat{a}_\pm \widehat{a}`$ instead; there are also trivial changes to (6) and (8). We have therefore obtained a quite general result that will be useful for state engineering through dynamical instabilities.