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# Quantum Iterated Function Systems

## I Introduction

An iterated function system (IFS) may be considered as a generalization of a classical dynamical system, which permits a certain degree of stochasticity. It is defined by a set of $`k`$ functions $`f_i:\mathrm{\Omega }\mathrm{\Omega },i=1,\mathrm{},k`$, which represent discrete dynamical systems in the classical phase space $`\mathrm{\Omega }`$. The functions $`f_i`$ act randomly with given place-dependent probabilities $`p_i:\mathrm{\Omega }[0,1],i=1,\mathrm{},k,_{i=1}^kp_i=1`$ Ba . They characterize the likelihood of choosing a particular map at each step of the time evolution of the system.

There exist different ways of investigating such random systems. Having defined an IFS, one may ask, how is an initial point $`x_0\mathrm{\Omega }`$ transformed by the random system. In a more general approach, one may pose a question that how does a probability measure $`\mu `$ on $`\mathrm{\Omega }`$ change under the action of the Markov operator $`P`$ associated with the IFS. If the phase space $`\mathrm{\Omega }`$ is compact, the functions $`f_i`$ are strongly contracting, and the probabilities $`p_i`$ are Hölder continuous and positive (i.e. $`p_i>0`$), then there exists a unique invariant measure $`\mu _{}`$ of $`P`$ – see for instance Ba ; K81 ; BDEG88 , and references therein.

For a large class of IFSs, the invariant measure $`\mu _{}`$ has a fractal structure. Such IFSs may be used to generate fractal sets in the space $`\mathrm{\Omega }`$. In particular, iterated function systems leading to well-known fractal sets, such as the Cantor set or the Sierpiński gasket, can be found in Ref. Ba . These intriguing properties of IFSs allowed one to apply them for image compression, processing, and encoding Ba ; BE88 ; BaBY .

Iterated function systems can also be used to describe several physical problems, where deterministic dynamics is combined with the random choice of interaction. In particular, IFSs belong to a larger class of random systems studied in Ref. YOC91 ; PSV95 . Such a composition of deterministic and stochastic behavior is important in numerous fields of science, since very often an investigated dynamical system is subjected to an external noise.

Nondeterministic dynamics may also be relevant from the point of view of quantum mechanics. Although unitary time evolution of a closed quantum system is purely deterministic, the problem changes if one tries to take into account processes of quantum measurement or a possible coupling with a classical system. In the approach of Event Enhanced Quantum Theory (EEQT) developed by Blanchard and Jadczyk BJ95 , the quantum time evolution is piecewise deterministic and in certain cases may be put into the framework of iterated function systems BJO98 ; BJO99 . While some recent investigations in this area concentrate mostly on IFS’s acting in the space of pure states JO02 , we advocate a more general setup, in which IFS’s act in the space of mixed quantum states.

The main objective of this paper is to propose a general definition of quantum iterated function system (QIFSs). Formally, it suffices to consider the standard definition of IFS and to take for $`\mathrm{\Omega }`$ an $`N`$-dimensional Hilbert space $`_N`$. Instead of functions $`f_i,i=1,\mathrm{},k`$, representing classical maps, one should use linear functions $`F_i:_N_N`$, which represent the corresponding quantum maps. Alternatively, one may consider the space $`_N`$ of density matrices of size $`N`$ and construct an iterated function system out of $`k`$ positive maps $`G_i:_N_N`$. The QIFSs defined in this way can be used to describe processes of quantum measurements, decoherence, and dissipation. Moreover, QIFSs offer an attractive field of research on the semiclassical limit of quantum random systems. In particular, it is interesting to explore quantum analogues of classical IFSs, which lead to fractal invariant measures, and to investigate, how do quantum effects smear fractal structures out.

This paper is organized as follows. In the following section we recall the definition and basic properties of the classical IFSs, and discuss several examples. In Sec. III we propose the definition of QIFSs, investigate their properties, and relate them to the notion of quantum channels and complete positive maps used in the theory of quantum dynamical semigroups. The quantum–classical correspondence is a subject of Sec. IV, in which we compare dynamics of exemplary IFSs and the related QIFSs. Concluding remarks are presented in Sec. V.

## II Classical iterated function systems

Consider a compact metric space $`\mathrm{\Omega }`$ and $`k`$ functions $`f_i:\mathrm{\Omega }\mathrm{\Omega }`$, where $`i=1,\mathrm{},k`$. Let us specify $`k`$ probability functions $`p_i:\mathrm{\Omega }[0,1]`$ such that for each point $`x\mathrm{\Omega }`$ the condition $`_{i=1}^kp_i(x)=1`$ is fulfilled. Then the functions $`f_i`$ may be regarded as classical maps, which act randomly with probabilities $`p_i`$. The set $`_{\mathrm{Cl}}:=\{\mathrm{\Omega },f_i,p_i:i=1,\mathrm{},k\}`$ is called an iterated function system (IFS).

Let $`(\mathrm{\Omega })`$ denotes the space of all probability measures on $`\mathrm{\Omega }`$. The IFS $`_{\mathrm{Cl}}`$ generates the following Markov operator $`P`$ acting on $`(\mathrm{\Omega })`$

$$(P\mu )(B)=\underset{i=1}{\overset{k}{}}_{f_i^1(B)}p_i(x)𝑑\mu (x)\text{ ,}$$
(1)
where $`B`$ is a measurable subset of $`\mathrm{\Omega }`$ and a measure $`\mu `$ belongs to $`(\mathrm{\Omega })`$. This operator represents the corresponding Markov stochastic process defined on the code space consisting of infinite sequences built out of $`k`$ letters which label each map $`f_i`$. On the other hand, $`P`$ describes the evolution of probability measures under the action of $`_{\mathrm{Cl}}`$.

Consider an IFS defined on an interval in $``$ and consisting of invertible $`C^1`$ maps $`\{f_i:i=1,\mathrm{},k\}`$. This IFS generates the associated Markov operator $`P`$ on the space of densities LM94 , which describes one step evolution of a classical density $`\gamma `$

$$P[\gamma ](x)=\underset{i}{}p_i\left(f_i^1(x)\right)\gamma \left(f_i^1(x)\right)\left|\frac{df_i^1(x)}{dx}\right|\text{ ,}$$
(2)
where for $`x\mathrm{\Omega }`$ the sum goes over $`i=1,\mathrm{},k`$, such that $`xf_i(\mathrm{\Omega })`$.

Let $`d(x,y)`$ denotes the distance between two points $`x`$ and $`y`$ in the metric space $`\mathrm{\Omega }`$. An IFS $`_{\mathrm{Cl}}`$ is called hyperbolic, if it fulfills the following conditions for all $`i=1,\mathrm{},k`$:

(i) $`f_i`$ are Lipschitz functions with the Lipschitz constants $`L_i<1`$, i.e., they satisfy the contraction condition $`d(f_i(x),f_i(y))L_id(x,y)`$ for all $`x,y\mathrm{\Omega }`$;

(ii) the probabilities $`p_i`$ are Hölder continuous, i.e., they fulfill the condition $`\left|p_i\left(x\right)p_i\left(y\right)\right|K_id(x,y)^\alpha `$ for some $`\alpha (0,1]`$, $`K_i^+`$ for all $`x,y\mathrm{\Omega }`$;

(iii) all probabilities are positive, i.e., $`p_i(x)>0`$ for any $`x\mathrm{\Omega }`$.

The Markov operator $`P`$ associated with a hyperbolic IFS has a unique invariant probability measure $`\mu _{}`$ satisfying the equation $`P\mu _{}=\mu _{}`$. This measure is attractive, i.e., $`P^n\mu `$ converges weakly to $`\mu _{}`$ for every $`\mu (\mathrm{\Omega })`$ as $`n\mathrm{}`$. In other words, $`_\mathrm{\Omega }u𝑑P^n\mu `$ tends to $`_\mathrm{\Omega }u𝑑\mu _{}`$ for every continuous function $`u:\mathrm{\Omega }`$. Let us mention that the hyperbolicity conditions (i)-(iii) are not necessary to assure the existence of a unique invariant probability measure - some other, less restrictive, sufficient assumptions were analyzed in Refs. K81 ; BDEG88 ; LY94 ; LasMyj99 ; FanLau99 ; Ste00 ; Sza00 .

Observe that in the above case, in order to obtain the exact value of an integral $`_\mathrm{\Omega }u𝑑\mu _{}`$, it is sufficient to find the limit of the sequence $`_\mathrm{\Omega }ud(P^n\mu )`$ for an arbitrary initial measure $`\mu `$. This method of computing integrals over the invariant measure $`\mu _{}`$ is purely deterministic Ba . Sometimes it is possible to perform the integration over the invariant measure analytically, even though $`\mu _{}`$ displays fractal properties SKZ00 . Alternatively a random iterated algorithm may be employed by generating a random sequence $`x_j\mathrm{\Omega }`$ by the IFS, $`j=0,1,\mathrm{}`$, which originates from an arbitrary initial point $`x_0`$. Due to the ergodic theorem for IFSs K81 ; E87 ; IG90 , the mean value $`(1/n)_{j=0}^{n1}u(x_j)`$ converges with probability one in the limit $`n\mathrm{}`$ to the desired integral $`_\mathrm{\Omega }u𝑑\mu _{}`$ for a large class of $`u`$.

If probabilities $`p_i`$ are constant we say that an IFS is of the first kind. Such IFSs are often studied in the mathematical literature (see Ref. Ba  and references therein). Moreover they have also some applications in physics. For example, they were used to construct multifractal energy spectra of certain quantum systems GM94 , and to investigate second order phase transitions Ra95 . On the other hand, IFSs with place-dependent probabilities can be associated with some classical and quantum dynamical systems BDEG88 ; IG90 ; GB95 ; KSZ97 ; Sl97 ; OPSZ00 ; Slo02 . In analogy with the position-dependent gauge transformations such IFSs may be called iterated function systems of the second kind SKZ00 .

If $`\mathrm{\Omega }`$ is a compact subset of $`^n`$, while $`d_E(x,y)`$ represents the Euclidean distance, or $`\mathrm{\Omega }`$ is a compact manifold (e.g. sphere $`S^2`$ or torus $`T^n`$) equipped with the natural (Riemannian) distance $`d_R`$, then an IFS will be called classical. For concreteness we provide below some examples of classical IFSs. The first example demonstrates that even simple linear maps $`f_i`$ may lead to a nontrivial structure of the invariant measure.

Example 1. $`\mathrm{\Omega }=[0,1]`$, $`k=2`$, $`p_1=p_2=1/2`$ and two affine transformations are given by $`f_1(x)=x/3`$ and $`f_2(x)=x/3+2/3`$ for $`x\mathrm{\Omega }`$. Since both functions are continuous contractions with Lipschitz constants $`L_1=L_2=1/3<1`$, this IFS is hyperbolic. Thus, there exists a unique attracting invariant measure $`\mu _{}`$. It is easy to show Ba  that $`\mu _{}`$ is concentrated uniformly on the Cantor set of the fractal dimension $`d=\mathrm{ln}2/\mathrm{ln}3`$.

The next example presents an IFS of the second kind.

Example 2. As before, $`\mathrm{\Omega }=[0,1]`$, $`k=2`$, $`f_1(x)=x/3`$, and $`f_2(x)=x/3+2/3`$ for $`x\mathrm{\Omega }`$. The probabilities are now place dependent, $`p_1(x)=x`$ and $`p_2(x)=1x`$. Although this IFS is not hyperbolic (condition (iii) is not fulfilled), a unique invariant measure $`\mu _{}`$ still exists. It is also concentrated on the Cantor set, but now in a non-uniform way SKZ00 . The measure $`\mu _{}`$ displays in this case multifractal properties, since its generalized dimension depends on the Rényi parameter.

Example 3. $`\mathrm{\Omega }=[0,1]\times [0,1]^2`$, $`k=4`$, $`p_1=p_2=p_3=p_4=1/4`$. Four affine transformations are given by

$`f_1\left(\begin{array}{c}x\\ y\end{array}\right)=\left(\begin{array}{cc}1/3& 0\\ 0& 1\end{array}\right)\left(\begin{array}{c}x\\ y\end{array}\right),f_2\left(\begin{array}{c}x\\ y\end{array}\right)=\left(\begin{array}{cc}1/3& 0\\ 0& 1\end{array}\right)\left(\begin{array}{c}x\\ y\end{array}\right)+\left(\begin{array}{c}2/3\\ 0\end{array}\right),`$ (17)
$`f_3\left(\begin{array}{c}x\\ y\end{array}\right)=\left(\begin{array}{cc}1& 0\\ 0& 1/3\end{array}\right)\left(\begin{array}{c}x\\ y\end{array}\right),f_4\left(\begin{array}{c}x\\ y\end{array}\right)=\left(\begin{array}{cc}1& 0\\ 0& 1/3\end{array}\right)\left(\begin{array}{c}x\\ y\end{array}\right)+\left(\begin{array}{c}0\\ 2/3\end{array}\right).`$ (32)
Also, this IFS is not hyperbolic, since the transformations $`f_i`$ are not globally contracting, the former two contract along $`x`$–axis, while the latter two along $`y`$ axis only. An invariant measure $`\mu _{}`$ for this IFS is presented in Fig. 1d. The support of $`\mu _{}`$ is the Cartesian product of two Cantor sets. Thus, its fractal dimension is $`d=2\mathrm{ln}2/\mathrm{ln}3`$.

Example 4. Let $`\mathrm{\Omega }=S^2`$. Take $`k=2`$, $`p_1=p_2=1/2`$, and choose $`f_1`$ to be the rotation along $`z`$–axis by angle $`\chi _1`$ (later referred to as $`R_z(\chi _1)`$). In the standard spherical coordinates, $`f_1(\theta ,\varphi )=(\theta ,\varphi +\chi _1)`$. The second function $`f_2`$ is a rotation by angle $`\chi _2`$ along an axis inclined by angle $`\beta `$ with respect to $`z`$–axis. Since both classical maps are isometries this IFS is by no means hyperbolic. The properties of the Markov operator depend on the angle $`\beta `$, and the commensurability of the angles $`\chi _i`$. However, the Lebesgue measure on the sphere is always an invariant measure for this IFS.

Example 5. $`\mathrm{\Omega }=[0,1]`$, $`k=2`$, $`p_1=p_2=1/2`$, $`f_1(x)=2x`$ for $`x<1/2`$, and $`f_1(x)=2(1x)`$ for $`x1/2`$ (tent map); $`f_2(x)=2x`$ for $`x<1/2`$ and $`f_2(x)=2x1`$ for $`x1/2`$ (Bernoulli map). Both classical maps are expanding (and chaotic), thus the IFS is not hyperbolic. The Lebesgue measure in $`[0,1]`$ is an invariant measure $`\mu _{}`$ for this IFS.

## III Quantum iterated function systems

### III.1 Pure states QIFSs

To describe a quantum dynamical system we consider a complex Hilbert space $``$. When the corresponding classical phase space $`\mathrm{\Omega }`$ is compact, the Hilbert space $`_N`$ is finite dimensional and its dimension $`N`$ is inversely proportional to the Planck constant $`\mathrm{}`$ measured in the units of the volume of $`\mathrm{\Omega }`$. Analyzing quantum systems, $`N`$ is usually treated as a free parameter, and the semiclassical limit is studied by letting $`N\mathrm{}`$.

A quantum state can be described by an element $`|\psi `$ of $`_N`$ normalized according to $`\psi |\psi =1`$. Since for any phase $`\alpha `$ the element $`|\psi ^{}=e^{i\alpha }|\psi `$ describes the same physical state as $`|\psi `$, we identify them, and so the space of all pure states $`𝒫_N`$ has $`2N2`$ real dimensions. From the topological point of view, it can be represented as the complex projective space $`P^{N1}`$ equipped with the Fubini–Study (FS) metric given by

$$D_{FS}(|\varphi ,|\psi )=\mathrm{arccos}|\varphi |\psi |\text{ .}$$
(33)
It varies from zero for $`|\varphi =|\psi `$ to $`\pi /2`$ for any two orthogonal states. In the simplest case of a two-dimensional Hilbert space $`_2`$ the space of pure states $`𝒫_2`$ reduces to the Bloch sphere, $`P^1S^2`$, and the FS distance between any two quantum states equals to the natural (Riemannian) distance between the corresponding points on the sphere of radius $`1/2`$.

Definition 1. To define a (pure states) quantum iterated function system (QIFS) it is sufficient to use the general definition of IFS given in Sect. II, taking for $`\mathrm{\Omega }`$ the space $`𝒫_N`$. We specify two sets of $`k`$ linear invertible operators:

* $`V_i:_N_N`$ ($`i=1,\mathrm{},k`$), which generates maps $`F_i:𝒫_N𝒫_N`$ ($`i=1,\mathrm{},k`$) by

$$F_i\left(|\varphi \right):=\frac{V_i\left(|\varphi \right)}{V_i\left(|\varphi \right)}\text{.}$$
(34)
* $`W_i:_N_N`$ ($`i=1,\mathrm{},k`$), forming an operational resolution of identity, $`_{i=1}^kW_i^{}W_i=\mathrm{𝟙}`$, which generates probabilities $`p_i:𝒫_N[0,1]`$ ($`i=1,\mathrm{},k`$) by

$$p_i\left(|\varphi \right):=W_i\left(|\varphi \right)^2$$
(35)

for any $`|\varphi 𝒫_N.`$

Clearly, for any $`|\varphi 𝒫_N`$ the normalization condition $`_{i=1}^kp_i(|\varphi )=1`$ is fulfilled. In this situation a QIFS may be defined as a set

$$_N=\{𝒫_N;F_i:𝒫_N𝒫_N;p_i:𝒫_N[0,1]:i=1,\mathrm{},k\}\text{ .}$$
(36)
Such a QIFS may be realized by choosing an initial state $`|\varphi _0𝒫_N`$ and generating randomly a sequence of pure states $`(|\varphi _j)_j`$. The state $`|\varphi _0`$ is transformed into $`|\varphi _1=F_i(|\varphi _0)`$ with probability $`p_i(|\varphi _0)`$, later $`|\varphi _1`$ is mapped into $`|\varphi _2=F_j\left(|\varphi _1\right)`$ with probability $`p_j\left(|\varphi _1\right)`$, and so on. If we choose $`W_i=\sqrt{p_i}\mathbb{\hspace{0.17em}1}`$, then the probabilities are constant: $`p_i\left(|\varphi \right)=p_i`$ for $`i=1,\mathrm{},k`$. An arbitrary QIFS $`_N`$ determines by formula (1) the operator $`P`$ acting on probability measures on $`𝒫_N`$.

Such defined QIFS $`_N`$ cannot be hyperbolic, since the quantum map $`F_i`$ are not contractions with respect to the Fubini–Study distance in $`calP_N`$.

Example 6. $`\mathrm{\Omega }=𝒫_NP^{N1}`$, $`k=2`$, $`p_1=p_2=1/2`$, $`F_1(|\psi )=U_1(|\psi )`$ and $`F_2(|\psi )=U_2(|\psi )`$, where the operators $`U_i`$ ($`i=1,2`$) are unitary. In this case both quantum maps are isometries. Thus the natural Riemannian (Fubini-Study) measure in $`𝒫_N`$ is invariant, but as we shall see in the next section, its uniqueness depends on the choice of $`U_1`$ and $`U_2`$.

### III.2 Mixed states QIFSs

Mixed states are described by $`N`$dimensional density operators $`\rho `$, i.e., positive Hermitian operators acting in $`_𝒩`$ with trace normalized to unity, $`\rho =\rho ^{}`$, $`\rho 0`$ and $`\mathrm{tr}\rho =1`$. They may be represented (in a non unique way) as a convex combination of projectors. We shall denote the space of density operators by $`_N`$.

Definition 2. Now we can formulate the general definition of a QIFS as a set

$$_N:=\{_N,G_i:_N_N,p_i:_N[0,1];i=1,\mathrm{},k\}\text{ ,}$$
(37)
where the maps $`G_i`$, $`i=1,\mathrm{},k`$ transform density operators into density operators, and for every density operator $`\rho _N`$ the probabilities are normalized, i.e., $`_{i=1}^kp_i(\rho )=1`$.

The above definition of QIFS is more general than the previous one, since in particular $`G_i`$ and $`p_i`$ may be defined by

$$G_i\left(\rho \right)=\frac{V_i\rho V_i^{}}{\mathrm{tr}\left(V_i\rho V_i^{}\right)}$$
(38)
and

$$p_i\left(\rho \right)=\mathrm{tr}\left(W_i\rho W_i^{}\right)$$
(39)
for $`i=1,\mathrm{},k`$ and $`\rho _N`$, where the linear maps $`V_i`$ and $`W_i`$ are as in Definition 1. Thus, each QIFS on $`𝒫_N`$ can be extended to a QIFS on $`_N`$. Note that in this case $`p_i\left(\rho \right)=tr(W_i^{}W_i\rho )`$. Hence, we can alternatively define the probabilities by $`p_i(\rho )=tr\left(_i\rho \right)`$ ($`i=1,\mathrm{},k`$, $`\rho _N`$), where the linear operators $`_i`$ are Hermitian, positive, and fulfill the identity $`_{i=1}^k_i=1`$.

Now the dynamics takes place in the convex body of all density matrices $`_N`$. The space of mixed states $`_N`$ has $`N^21`$ real dimensions in contrast to the $`(2N2)`$dimensional space of pure states $`𝒫_N`$. For $`N=2`$ its is just the $`3`$–dimensional Bloch ball, i.e., the volume bounded by the Bloch sphere.

The special class of QIFSs is a class of homogenous QIFSs introduced in more general setting by one of the authors Slo02 . A QIFS is called homogenous if both $`p_i`$ and $`G_ip_i`$ are affine maps for $`i=1,\mathrm{},k`$. The mixed states QIFS being a generalization of a pure state QIFS and defined by formulas (38) and (39) is homogenous if $`W_i=V_i`$ for $`i=1,\mathrm{},k`$. Interesting examples of such systems acting on the Bloch sphere where recently analyzed by Jadczyk and Öberg JO02 . For a homogenous QIFS $`p_i`$ and $`G_i`$ may be interpreted in terms of a discrete measurement process as the probability that the measurement outcome is $`i`$, and the state of the system after the measurement if the result was actually $`i`$, respectively.

A homogenous QIFS generates not only the Markov operator $`P`$ acting in the space of probability measures on $`_N`$, but also the linear, trace-preserving, and positive operator $`\mathrm{\Lambda }:_N_N`$ defined by

$$\mathrm{\Lambda }(\rho )=\underset{i=1}{\overset{k}{}}p_i(\rho )G_i(\rho )=\underset{i=1}{\overset{k}{}}V_i\rho V_i^{}$$
(40)
for $`\rho _N`$.

A mixed state $`\stackrel{~}{\rho }`$ is $`\mathrm{\Lambda }`$invariant if and only if it is the barycenter of some $`P`$invariant measure $`\stackrel{~}{\mu }`$, i.e.,

$$\stackrel{~}{\rho }=__𝒩\rho 𝑑\stackrel{~}{\mu }\left(\rho \right),$$
(41)
see Ref. Slo02 .

Example 7. $`\mathrm{\Omega }=_N`$, $`k=2`$, $`p_1=p_2=1/2`$, $`G_1(\rho )=U_1\rho U_1^{}`$ and $`G_2(\rho )=U_2\rho U_2^{}`$. This is just Example 6 in other casting; the normalized identity matrix, $`\rho _{}=\mathrm{𝟙}/N`$ is $`\mathrm{\Lambda }`$invariant irrespectively of the form of unitary operators $`U_i,i=1,2`$. Note that $`\stackrel{~}{\rho }=\rho _{}`$ may be represented as Eq. (41), where the measure $`\stackrel{~}{\mu }`$, uniformly spread over $`𝒫_N`$ (the Fubini-Study measure), is $`P`$ invariant.

To define hyperbolic QIFSs one needs to specify a distance in the space of mixed quantum states. There exist several different metrics in $`_N`$, which may be applicable (see e.g. Ref. PS96 ; ZS01  and references therein). The standard distances: the Hilbert-Schmidt distance

$$D_{HS}(\rho _1,\rho _2)=\sqrt{\mathrm{tr}[(\rho _1\rho _2)^2]}\text{ ,}$$
(42)
the trace distance

$$D_{\text{tr}}(\rho _1,\rho _2)=\mathrm{tr}\sqrt{(\rho _1\rho _2)^2}=\rho {}_{1}{}^{}\rho {}_{2}{}^{}{}_{\text{tr}}{}^{}\text{ ,}$$
(43)
and the Bures distance bu69

$$D_{Bures}(\rho _1,\rho _2)=\sqrt{2\left\{1\mathrm{tr}[(\rho _1^{1/2}\rho _2\rho _1^{1/2})^{1/2}]\right\}}$$
(44)
the latter based on the idea of purification of mixed quantum states ul76 ; hu92 , are mutually bounded Ul2 . They generate the same natural topology in $`_N`$. Having endowed the space of mixed state with a metric, we may formulate immediate conclusion from the theorem on hyperbolic IFSs. We define a hyperbolic QIFS as in the previous section, and the following proposition holds.

Proposition 1. If a QIFS (37) is homogenous and hyperbolic (that is, the quantum maps $`G_i`$ are contractions with respect to one of the standard distances in $`_N`$, $`p_i`$ are Hölder continuous and positive), then the associated Markov operator $`P`$ possesses a unique invariant measure $`\stackrel{~}{\mu }`$. This invariant measure determines a unique $`\mathrm{\Lambda }`$invariant mixed state $`\stackrel{~}{\rho }_N`$ given by Eq. (41).

Note that for a homogenous hyperbolic QIFS, the sequence $`\mathrm{\Lambda }^n(\rho _0)`$ tends in the limit $`n\mathrm{}`$ to a unique invariant state $`\stackrel{~}{\rho }`$ irrespectively of the choice of an initial state $`\rho _0`$ Slo02 .

Example 8. $`\mathrm{\Omega }=_N`$, $`k=2`$, $`p_1=p_2=1/2`$, $`G_1(\rho )=(\rho +2\rho _1)/3`$ and $`G_2(\rho )=(\rho +2\rho _2)/3`$, where we choose the both projectors $`\rho _1=|11|`$ and $`\rho _1=|22|`$ to be orthogonal. Since both homotheties $`G_i`$ are contractions (with the Lipschitz constants $`1/3`$) this QIFS is hyperbolic and a unique invariant measure $`\stackrel{~}{\mu }`$ exists. In analogy with the IFS discussed in Example 1 we see that the support of $`\stackrel{~}{\mu }`$ covers the Cantor set at the line joining both projectors $`\rho _1`$ and $`\rho _2`$. However, this is nothing but a rather sophisticated representation of the maximally mixed two-level state $`\rho _{}=(\rho _1+\rho _2)/2`$, which follows from the symmetry of the Cantor set and may be formally verified by performing the integration prescribed by Eq. (41).

### III.3 Completely positive maps and unitary QIFSs

From the mathematical point of view it may be sufficient to require that the map $`\mathrm{\Lambda }`$ is positive, that is, it transforms a positive operator into another positive operator. From the physical point of view it is desirable to require a stronger condition of complete positivity related to a possible coupling of the quantum system under consideration with an environment. A map $`\mathrm{\Lambda }`$ is completely positive (CP-map), if the extended map $`\mathrm{\Lambda }\mathrm{𝟙}`$ is positive for any extension of the initial Hilbert space, $`_N_N_E`$, which describes coupling to the environment Kr71 ; Li75 .

It is well known that each trace preserving CP-map $`\mathrm{\Lambda }`$ (sometimes called quantum channel), can be represented (non uniquely) in the following Stinespring-Kraus form

$$\rho ^{}=\mathrm{\Lambda }_K(\rho )=\underset{j=1}{\overset{k}{}}V_j\rho V_j^{},\mathrm{with}\underset{j=1}{\overset{k}{}}V_j^{}V_j=\mathrm{𝟙}\text{ ,}$$
(45)
where linear operators $`V_j`$ ($`j=1,\mathrm{},k`$) are called Kraus operators Kr71 ; Ch75 . For any quantum channel acting in an $`N`$dimensional Hilbert space the number of operators $`k`$ needs not exceed $`N^2`$ Kr83 . Each quantum channel can be treated (but not necessarily uniquely) as a pure or mixed states homogenous QIFS. Conversely, for each homogenous QIFS, formula (40) defines a quantum channel.

If, additionally, $`_{j=1}^kV_jV_j^{}=\mathrm{𝟙}`$ holds, then $`\mathrm{\Lambda }(\mathrm{𝟙}/N)=\mathrm{𝟙}/N`$, and the map $`\mathrm{\Lambda }`$ is called unital. It is the case if all Kraus operators are normal, $`V_jV_j^{}=V_j^{}V_j`$ ($`j=1,\mathrm{},k`$), however, this condition is not necessary. A unital trace preserving CP-map is called bistochastic. An example of a bistochastic channel is given by random external fields Al87  defined by

$$\rho ^{}=\mathrm{\Lambda }_U(\rho )=\underset{i=1}{\overset{k}{}}p_iU_i\rho U_i^{}\text{ ,}$$
(46)
where $`U_i`$, $`i=1,2,\mathrm{},k`$ are unitary operators and the vector of non-negative probabilities is normalized, i.e., $`_{i=1}^kp_i=1`$. The Stinespring-Kraus form (45) can be reproduced setting $`V_i=\sqrt{p_i}U_i`$. Note that the random external field (46) may be regarded as a homogenous QIFS of the first kind (with constant probabilities) with $`k`$ unitary maps $`G_i(\rho )=U_i\rho U_i^{}`$ ($`i=1,\mathrm{},k`$). In particular, Example 7 belongs to this class. In the sequel such QIFSs will be called unitary. For a unitary QIFS not only $`\rho _{}`$ is an invariant state of $`\mathrm{\Lambda }_U`$, but also the measure $`\delta _\rho _{}`$ is invariant for the operator $`P_U`$ induced by this QIFS.

Although a unitary QIFS consists of isometries, the operator $`\mathrm{\Lambda }_U`$ needs not preserve the standard distances between any two mixed states. For the Hilbert-Schmidt metric we have

$$D_{HS}(\mathrm{\Lambda }_U(\rho _1),\mathrm{\Lambda }_U(\rho _2))D_{HS}(\rho _1,\rho _2)\text{ .}$$
(47)
In fact this statement is true for any bistochastic channels as shown by Uhlmann Ul71 , but it is false for arbitrary CP maps, since the Hilbert-Schmidt metric is not monotone Oz00 . On the other hand, $`\mathrm{\Lambda }_U`$ is a contraction for the Bures distance (Riemannian) and the trace distance (not Riemannian), which are monotone and do not grow under the action of any CP map Ru94 ; PS96 . Choosing for $`\rho _2`$ the maximally mixed state $`\rho _{}=\mathrm{𝟙}/N`$, which is invariant with respect to $`\mathrm{\Lambda }_U`$ for any unitary QIFS, we see in particular that the distance of any state $`\rho _1`$ to $`\rho _{}`$ does not increase in time. Similarly, the von Neumann entropy given by $`H(\rho )=\mathrm{tr}(\rho \mathrm{ln}\rho )`$ for $`\rho _N`$ does not decrease during the time evolution (46). On the other hand, the inequality in Eq. (47) is weak, and in some cases the distance may remain constant. The question, under which conditions this inequality is strong, is related to the problem, for which unitary QIFSs the maximally mixed state $`\rho _{}`$ is a unique invariant state of $`\mathrm{\Lambda }_U`$. This is not the case, if all operators $`U_i`$ commute, since then all density matrices diagonal in the eigenbase of $`U_i`$ are invariant. Such a situation may occur also in subspaces of smaller dimension. To describe such a case we shall call unitary matrices of the same size common block–diagonal, if they are block-diagonal in the same basis and with the same blocks. The uniqueness of the invariant state of a unitary QIFS is then characterized by the following proposition, the proof of which is provided in the appendix A.

Proposition 2. Let us assume that all probabilities $`p_i`$ ($`i=1,\mathrm{},k`$) are strictly positive. Then the maximally mixed state $`\rho _{}`$ is not a unique invariant state for the operator $`\mathrm{\Lambda }_U`$ if and only if unitary operators $`U_i`$ ($`i=1,\mathrm{},k`$) are common block-diagonal.

It follows from the proof of this proposition that in this case there exists $`\rho \rho _{}`$ such that $`\delta _\rho `$ is an invariant measure for the operator $`P_U`$ induced by the QIFS.

To show an application of Proposition 2 consider a two level quantum system, called qubit, which may be used to carry a piece of quantum information. Let us assume it is subjected to a random noise, described by the following map:

$$\rho \rho ^{}=\mathrm{\Lambda }_U(\rho )=(1p)\rho +\frac{p}{3}\left[\sigma _1\rho \sigma _1+\sigma _2\rho \sigma _2+\sigma _3\rho \sigma _3\right]\text{ .}$$
(48)
This bistochastic map, defined by the unitary Pauli matrices $`\sigma _i`$, is called depolarizing quantum channel Pres , and the parameter $`p`$ plays the role of the probability of error. This map transforms any vector inside the Bloch ball toward the center, so the length of the polarization vector decreases. In formalism of QIFSs this quantum channel is equivalent to the following example.

Example 9. $`\mathrm{\Omega }=𝒫_2`$, $`k=4`$, $`U_1=\mathrm{𝟙}`$, $`U_2=\sigma _1`$, $`U_3=\sigma _2`$, $`U_4=\sigma _3`$, $`p_1=1p`$ and $`p_2=p_3=p_4=p>0`$. Since the Pauli matrices are not common block-diagonal, the maximally mixed state $`\rho _{}`$ is a unique invariant state of the CP map (48) associated with this unitary QIFS.

To introduce an example of QIFS arising from atomic physics, consider a two level atom in a constant magnetic field $`B_z`$ subjected to a sequence of resonant pulses of electromagnetic wave. The length of each wave pulse is equal to its period $`T`$ and it interacts with the atom by the periodic Hamiltonian $`V(t)=V(t+T)`$. Let us assume that each pulse occurs randomly with probability $`p`$. Thus, the evolution operator transforms any initial pure state by the operator

$$U_1=\mathrm{exp}(iH_0T/\mathrm{})$$
(49)
in the absence of the pulse, or by the operator

$$U_2=\widehat{C}\mathrm{exp}\left[\frac{i}{\mathrm{}}\left(H_0T+_0^TV(t)\text{d}t\right)\right]$$
(50)
in the presence of the pulse. The unperturbed Hamiltonian $`H_0`$ is proportional to $`B_zJ_z`$ ($`J_z`$ is $`z`$ component of the angular momentum operator) and $`\widehat{C}`$ denotes the chronological operator. Thus, this random system may be described by the following QIFS.

Example 10. $`\mathrm{\Omega }=𝒫_2`$, $`k=2`$, $`p_1=1p`$ and $`p_2=p`$, the Floquet operators $`U_1`$ (49) and $`U_2`$ (50) as specified above. The maximally mixed state $`\rho _{}=\mathrm{𝟙}/2`$, corresponding to the center of the Bloch ball, is the invariant state of the Markov operator given by Eq. (46). For the case of a generic perturbation $`V`$, the matrices $`U_1`$ and $`U_2`$ are not common block-diagonal, and so $`\rho _{}`$ is the unique invariant state for operator (46) related to the QIFS.

The QIFSs arise in a natural way if considering a quantum system acting on $`_N`$ coupled with an ancilla: a state in an auxiliary $`m`$-dimensional Hilbert space $`_m`$, which describes the environment. Initially, the composite state describing the system and the environment is in the product form, $`\sigma =\rho _A\rho _{}^B`$, where $`\rho _{}^B=\mathrm{𝟙}_m/m`$ is the maximally mixed state, but the global unitary evolution couples two subsystems together. A unitary matrix $`U`$ of size $`Nm`$ acting on the tensor space $`_N_m`$ may be represented in its Schmidt decomposition form as $`U=_{i=1}^K\sqrt{q_i}V_i^AV_i^B`$, where the number of terms is determined by the size of the smaller space, $`K=\mathrm{min}\{N^2,m^2\}`$; the operators $`V_i^A`$ and $`V_i^B`$ act on $`_N`$ and $`_k`$ respectively, and the Schmidt coefficients are normalized as $`_{i=1}^Kq_i=1`$. Restricting our attention to the system $`A`$ one needs to trace out the variables of the environment $`B`$ which leads to the following quantum channel (and to the respective homogenous QIFS):

$$\rho _A^{}=\mathrm{\Lambda }(\rho _A)=\mathrm{tr}_B(U\sigma U^{})=\underset{i=1}{\overset{K}{}}q_iV_i^A\rho _AV_i^A{}_{}{}^{}\text{ .}$$
(51)
Since for $`\rho _{}^A=\mathrm{𝟙}_N/N`$ we have $`\mathrm{\Lambda }(\rho _{}^A)=\mathrm{tr}_\mathrm{B}(\mathrm{U}(\rho _{}^\mathrm{A}\rho _{}^\mathrm{B})\mathrm{U}^{})=\rho _{}^\mathrm{A}`$, the CP-map $`\mathrm{\Lambda }`$ is bistochastic.

## IV Quantum–Classical correspondence

To investigate various aspects of the semiclassical limit of the quantum theory it is interesting to compare a given discrete classical dynamical system generated by $`f:\mathrm{\Omega }\mathrm{\Omega }`$ with a family of the corresponding quantum maps, usually defined as $`F_N:_N_N`$ with an integer $`N`$. Several alternative methods of quantization of classical maps in compact phase space have been applied to construct quantum maps corresponding to baker map on the torus BV87 ; Sa90 , Arnold cat map Ke91  and other automorphisms on the torus BEG96 , periodically kicked top KSH87  and baker map on the sphere POZ99 .

To specify in which manner the classical and the quantum maps are related, it is convenient to introduce a set of coherent states $`|y_N`$, indexed by classical points $`y`$ of the phase space $`\mathrm{\Omega }`$. (For more properties of coherent states and a general definition consult the book of Perelomov Pe86 .) They satisfy the resolution of identity formula: $`_\mathrm{\Omega }|yy|𝑑y=\mathrm{𝟙}`$, and allow us to represent any state $`\rho `$ by its Husimi representation, $`H(y)=y|\rho |y`$i ($`y\mathrm{\Omega }`$). Quantization of a classical map $`f`$, which leads to a family of quantum maps $`F_N`$ is called regular, if for almost all classical points $`x`$ the classical and the quantum images are connected in the sense that the normalized Husimi distribution of the state $`F_N|y`$ integrated over a finite vicinity of the point $`f(y)`$ tends to unity in the limit $`N\mathrm{}`$ SZ94 . Another method of linking a classical map with a family of quantum maps is based on the Egorov property, which relates the classical and the quantum expectation values Om97 ; BE98 .

In a similar way we may construct QIFSs related to certain classical IFSs. More precisely, a sequence of pure states QIFS $`_N=\{𝒫_N;F_{i,N},p_{i,N}:i=1,\mathrm{},k\}`$ induced by two sets of linear maps $`V_{i,N},W_{i,N}:_N_N`$ ($`i=1,\mathrm{},k`$) (see (34) and (35)) is a quantization of a classical IFS $`_{\mathrm{Cl}}=\{\mathrm{\Omega };F_i,p_i:1,\mathrm{},k\}`$, when:

* the functions $`F_{i,N}`$ are quantum maps obtained by quantization of the classical maps $`f_i`$;
* the probabilities $`p_{i,N}`$ computed at coherent states $`|y`$ fulfill

$$p_{i,N}(|yy|)=W_{i,N}\left(|y\right)^2\stackrel{N\mathrm{}}{}p_i(y)\text{ for }y\mathrm{\Omega }\text{ and }i=1,\mathrm{},k\text{ .}$$
(52)

To illustrate the procedure let consider random rotations on the sphere, performed along $`x`$ or $`z`$ axis. This special case of Example 4 may be easily quantized with the help of the components $`J_i`$ ($`i=x,y,z`$) of the angular momentum operator $`J`$, satisfying the standard commutation relations, $`[J_i,J_j]=ϵ_{ijk}J_k`$. The size of the Hilbert space is determined by the quantum number $`j`$ as $`N=2j+1`$.

Example 11. $`k=2`$, random rotations are given as the following

a) classical, $`_{\mathrm{Cl}}=\{\mathrm{\Omega }=S^2,`$ $`f_1=R_z(\theta _1),`$ $`f_2=R_x(\theta _2),`$ $`p_1=p_2=1/2\}`$. The Lebesgue measure on the sphere is an invariant measure of this IFS.

b) quantum, $`_N=\{\mathrm{\Omega }=𝒫_N,`$ $`F_1=\mathrm{exp}(i\theta _1J_z),`$ $`F_2=\mathrm{exp}(i\theta _2J_x),`$ $`p_1=p_2=1/2\}`$. Since both unitary operators are not common-block diagonal, due to Proposition 2, the maximally mixed state $`\rho _{}`$ is a unique invariant state for operator (40) to the QIFS $`_N`$.

A quantization of an IFS of the second kind is given by the following modification of the previous example.

Example 12. $`k=2`$, random rotations on the sphere with varying probabilities depending on the latitude $`\theta `$ computed with respect to the $`z`$ axis.

The spaces and the functions are as in Example 11, but

a) classical IFS $`_{\mathrm{Cl}}`$: $`p_1=(1+\mathrm{cos}\theta )/2`$ and $`p_2=(1\mathrm{cos}\theta )/2`$;

b) quantum IFS $`_N`$: $`p_1=1/2+J_z/2j`$ and $`p_2=1/2J_z/2j`$ with $`N=2j+1`$. Interestingly, this modification influences the number of invariant states of the IFS. Since $`p_2`$ vanish at the north pole, $`\theta =0`$, of the classical sphere $`S^2`$, this point is invariant with respect to $`_{\mathrm{Cl}}`$. Similarly, the corresponding quantum state $`|j,j`$ localized at the pole is invariant with respect to the QIFS $`_N`$.

The above examples of unitary QIFS dealt with simple regular maps — rotations on the sphere. However, an IFS may also be constructed out of nonlinear maps, which may lead to deterministic chaotic dynamics. For instance, one may consider the map describing periodically kicked top. It consists of a linear rotation with respect to $`x`$ axis by angle $`\alpha `$ and a nonlinear rotation with respect to $`z`$ axis by an angle depending on the $`z`$ component. In a compact notation the classical top reads, $`T_{\mathrm{Cl}}(\alpha ,\beta ):=R_z(z\beta )R_x(\alpha )`$, while its quantum counterpart, acting in the $`N=2j+1`$dimensional Hilbert space can be defined by $`T_Q(\alpha ,\beta ):=\mathrm{exp}(i\beta J_z^2/2j)\mathrm{exp}(i\alpha J_x)`$ KSH87 . This quantum map becomes one of the important toy model often studied in research on quantum chaos Ha00 . A certain modification of this model, in which the kicking strength parameter $`\beta `$ was chosen randomly out of two values, was proposed and investigated by Scharf and Sundaram SS94 . This random system may be put into the QIFSs formalism.

Example 13. Randomly kicked top.

a) classical, $`_{\mathrm{Cl}}=\{\mathrm{\Omega }=S^2,`$ $`f_1=T_{\mathrm{Cl}}(\alpha ,\beta ),`$ $`f_2=T_{\mathrm{Cl}}(\alpha ,\beta +\mathrm{\Delta }),`$ $`p_1=p_2=1/2\}`$.

b) quantum, $`_N=\{\mathrm{\Omega }=𝒫_N`$, $`F_1=T_Q(\alpha ,\beta )`$, $`f_2=T_Q(\alpha ,\beta +\mathrm{\Delta })`$, $`p_1=p_2=1/2\}`$. For $`\alpha >0`$ and a positive $`\mathrm{\Delta }`$ both unitary operators are not block-diagonal, so the maximally mixed state $`\rho _{}`$ is a unique invariant state for operator (40) related to the unitary QIFS. Our numerical results obtained for $`\alpha =\pi /4`$, $`\beta =2`$ and $`\mathrm{\Delta }=0.05`$ suggest that the trajectory of any pure coherent state converges to the equilibrium exponentially fast.

To discuss a quantum analogue of an IFS with a fractal invariant measure consider the classical IFS presented in Example 3. The classical phase space $`\mathrm{\Omega }`$ is equivalent to the torus. For pedagogical purpose, let us rename both variables $`x,y`$ into $`q,p`$, represented canonically coupled position and momentum. We shall work in $`N=3L`$dimensional Hilbert space. Let $`|j_q`$ with $`j=1,\mathrm{},N`$ be eigenstates of the position operator, and similarly $`|l_p`$ with $`l=1,\mathrm{},N`$ be the eigenstates of the momentum operator. Both bases are related by $`|l_p=_{j=1}^NW_{lj}|j_q`$, where the matrix $`W`$ is the $`N`$ point discrete Fourier transformation with $`W_{lj}=(1/\sqrt{N})e^{2\pi ilj/N}`$. The classical map $`f_1`$ in Eq. (32), representing a three–fold contraction in the $`x`$ direction, corresponds to the transformation $`G_1`$ of the density operator given by

$$G_1(\rho )=\underset{i,j=1}{\overset{L}{}}|i_q\left(\underset{m,n=0}{\overset{2}{}}3i+m|_q\rho |3j+n_q\right)j|_q\text{ .}$$
(53)
In a similar way, the quantum map $`G_2`$ corresponding to $`f_2`$ is defined by

$$G_2(\rho )=\underset{i,j=2L+1}{\overset{3L}{}}|i_q\left(\underset{m,n=0}{\overset{2}{}}3i+m|_q\rho |3j+n_q\right)j|_q\text{ .}$$
(54)
The maps $`G_3`$ and $`G_4`$ are obtained in analogous way like $`G_1`$ and $`G_2`$, using the eigenstates of momentum operator $`|k_p`$,

$`G_3(\rho )={\displaystyle \underset{k,l=1}{\overset{L}{}}}|k_p\left({\displaystyle \underset{m,n=0}{\overset{2}{}}}3k+m|_p\rho |3l+n_p\right)l|_p\text{ ,}`$ (55)
$`G_4(\rho )={\displaystyle \underset{k,l=2L+1}{\overset{3L}{}}}|k_p\left({\displaystyle \underset{m,n=0}{\overset{2}{}}}3k+m|_p\rho |3l+n_p\right)l|_p\text{ .}`$ (56)
The random system defined below may be considered as a QIFS related to the IFS introduced in Example 3.

Example 14. Quantum tartan specified by the following QIFS: $`_N=\{\mathrm{\Omega }=𝒫_N`$, $`k=4`$, $`G_1,G_2,G_3,G_4`$; $`p_1=p_2=p_3=p_4=1/4\}.`$

An invariant states for the maps $`\mathrm{\Lambda }`$ induced by this QIFS are illustrated in Fig. 1 for $`N=3^4`$, $`N=3^5`$ and $`N=3^6`$. Invariant quantum state $`\rho _{}`$ is shown in the generalized Husimi representation

$$H_\rho (p,q)=\frac{1}{2\pi }\frac{q,p|\rho |q,p}{q,p|q,p}\text{ ,}$$
(57)
based on the set of coherent states on the torus $`|q,p=Y^{NpN/2}X^{NqN/2}|\kappa `$. The reference state $`|\kappa `$ is chosen as an arbitrary state localized in $`(1/2,1/2)`$

$$n|\kappa =(2/N)^{1/4}e^{\pi (nN/2)^2/Ni\pi n}\text{ ,}$$
(58)
while $`X`$ denotes the operators of shift in position $`X|j=|j+1`$, with an identification $`|j+N=|j`$ for $`j=1,\mathrm{},N`$. Similarly $`Y`$ shifts the momentum eigenstates, $`Y|l=|l+1`$ and $`|l+N=|l`$ for $`l=1,\mathrm{},N`$. The quantum state $`|q,p`$ is well localized in the vicinity of the classical point $`(q,p)`$ on the torus Va99 . This representation of quantum states corresponding to the classical system on the torus was used in the analysis of an irreversible quantum baker map LP02 .

The larger value of $`N`$, the finer structure of the invariant state $`\rho _{}`$ is visible in the phase space. In the semiclassical limit $`N\mathrm{}`$, (which means $`\mathrm{}0`$) the invariant state $`\rho _{}`$ tends to be localized at the fractal support of the invariant measure of the classical IFS, shown for comparison in Fig. 1c. Strictly speaking, for any finite $`N`$, the Husimi distribution of the quantum state $`\rho _{}`$ does not posses fractal character, since self-similarity has to terminate at the length scale comparable with $`\sqrt{\mathrm{}}`$. In other words, quantum effects are responsible for smearing out the fractal structure of the classical invariant measure. However, the classical fractal structures may be approximated with an arbitrary accuracy by quantum objects in the semiclassical limit WBZ00 .

## V Closing Remarks

Classical iterated function systems display several interesting mathematical properties and may be applied in various problems from different branches of physics. In this work we have generalized the formalism of IFSs introducing the concept of QIFSs. Quantum iterated function systems may be defined in the space of pure states on a finite dimensional Hilbert space $`_N`$, or more generally, in the space of density operators acting on $`_N`$. As their classical analogues, QIFSs allow a certain degree of stochasticity, in the sense that at each step of time evolution the choice of one of the prescribed quantum maps is random.

This formalism is useful to describe several problems of quantum mechanics, including non-unitary dynamics, processes of decoherence and quantum measurements. In fact, the large class of quantum channels, called random external fields may serve directly as examples of a QIFS. Furthermore, for several classical IFSs one may construct the corresponding QIFSs and analyze the similarities and differences between them. As shown in the last example, one may focus on the fractal properties of invariant measures of some classical IFSs and study their quantum counterpart. Thus the concept of QIFS allows one to investigate the semiclassical limit of random quantum systems.

K.Ż. is grateful to E. Ott for fruitful discussions and hospitality at the University of Maryland, where this work was initiated. We are also thankful to R. Alicki, M. Fannes, M. Kuś and P. Pakoński for helpful remarks. Financial support by Polski Komitet Badań Naukowych under grant number 2P03B 072 19 is gratefully acknowledged.

## Appendix A Proof of Proposition 3

We start from the following lemma:

Lemma 1. Let $`U=\left(U_{nm}\right)_{n,m=1,\mathrm{},N}`$ be an $`N`$dimensional unitary matrix. Assume that there exist two non-empty sets of indices $`A`$ and $`B`$ such that: $`AB=I:=\{1,\mathrm{},N\}`$ and $`AB=\mathrm{}`$. Then, $`U_{nm}=0`$ for $`nA`$ and $`mB`$, implies $`U_{nm}=0`$ for $`nB`$ and $`mA`$.

Proof of the lemma: We compute the number of elements of the set $`A`$:

$`\left|A\right|`$ $`={\displaystyle \underset{nA}{}}{\displaystyle \underset{mI}{}}\left|U_{nm}\right|^2`$
$`={\displaystyle \underset{nA}{}}{\displaystyle \underset{mA}{}}\left|U_{nm}\right|^2+{\displaystyle \underset{nA}{}}{\displaystyle \underset{mB}{}}\left|U_{nm}\right|^2`$
$`={\displaystyle \underset{nA}{}}{\displaystyle \underset{mA}{}}\left|U_{nm}\right|^2`$
$`={\displaystyle \underset{nI}{}}{\displaystyle \underset{mA}{}}\left|U_{nm}\right|^2{\displaystyle \underset{nB}{}}{\displaystyle \underset{mA}{}}\left|U_{nm}\right|^2`$
$`=\left|A\right|{\displaystyle \underset{nB}{}}{\displaystyle \underset{mA}{}}\left|U_{nm}\right|^2\text{ ,}`$
and so $`_{nB}_{mA}\left|U_{nm}\right|^2=0`$, as required.

Now we turn to the proof of Proposition 3.

$`)`$ Let $`U_i`$ ($`i=1,,\mathrm{},k`$) be block-diagonal in the common base, and let dimension of the blocks be $`\alpha _1,\mathrm{},\alpha _L`$, where $`_{j=1}^L\alpha _j=N`$. Define a diagonal density matrix as a direct sum

$$\rho :=\underset{j=1}{\overset{L}{}}\frac{\sigma _j}{\alpha _j}\mathrm{𝟙}_{\alpha _j}\text{ ,}$$
(59)
where $`_{j=1}^L\sigma _j=1`$. Then, $`U_i\rho U_i^{}=\rho `$ for every $`i=1,\mathrm{},k`$. Hence $`\rho `$ is $`\mathrm{\Lambda }_U`$invariant and $`\delta _\rho `$ is a $`P_U`$invariant measure on $`𝒫_N`$ for an arbitrary choice of $`\left(\sigma _j\right)_{j=1,\mathrm{},L}`$.

$`)`$ Let $`\rho `$ be an invariant state for $`\mathrm{\Lambda }_U`$ such that $`\rho \rho _{}`$. Then $`\rho `$ can be written in the form

$$\rho =\underset{n=1}{\overset{N}{}}\sigma _n|\mathrm{\Psi }_n\mathrm{\Psi }_n|\text{ ,}$$
(60)
where $`|\mathrm{\Psi }_m𝒫_N`$, $`\mathrm{\Psi }_n|\mathrm{\Psi }_m=\delta _{nm}`$ ($`n,m=1,\mathrm{},N`$), and $`\sigma _1\sigma _2\mathrm{}\sigma _N`$; $`\sigma _11/N`$. For $`\gamma [0,1]`$ the density operator $`\rho ^{}=\gamma \rho +(1\gamma )\rho _{}=_{n=1}^N\sigma _n^{}|\mathrm{\Psi }_n\mathrm{\Psi }_n|`$, where $`\sigma _n^{}=\gamma \sigma _n+\left(1\gamma \right)N^1`$ ($`n=1,\mathrm{},N`$) is also an invariant state for $`\mathrm{\Lambda }_U`$. Put $`\gamma :=1/(1\sigma _1N)`$. This choice implies $`\sigma _1^{}=0`$ and $`_{n=1}^N\sigma _n^{}=1`$. Assume that $`\sigma _n^{}=0`$ for $`n=1,\mathrm{},n^{}`$ and $`\sigma _n^{}>0`$ for $`n=n^{}+1,\mathrm{},N`$, where $`n^{}1`$. The equation $`\mathrm{\Lambda }_U(\rho ^{})=\rho ^{}`$ can be rewritten in the form

$$\sigma _n^{}=\underset{i=1}{\overset{k}{}}p_i\underset{m=1}{\overset{N}{}}|(U_i)_{nm}|^2\sigma _m^{}\text{ ,}$$
(61)
where $`(U_i)_{nm}`$ ($`n,m=1,\mathrm{},N`$) are the elements of matrices $`U_i`$ ($`i=1,\mathrm{},k`$) in the basis $`\left(|\mathrm{\Psi }_n\right)_{n=1,\mathrm{},N}`$.

For $`n=1,\mathrm{},n^{}`$ we get

$$0=\underset{i=1}{\overset{k}{}}p_i\underset{m=n^{}+1}{\overset{N}{}}|(U_i)_{nm}|^2\sigma _m^{}\text{ .}$$
(62)
Hence $`(U_i)_{nm}=0`$ for $`n=1,\mathrm{},n^{}`$ and $`m=n^{}+1,\mathrm{},N`$. Using Lemma 1, we deduce that $`(U_i)_{nm}=0`$ for $`n=n^{}+1,\mathrm{},N`$ and $`m=1,\mathrm{},n^{}`$. Thus $`U_i`$ ($`i=1,\mathrm{},k`$) are common block-diagonal.


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# Bound Modes in Dielectric Microcavities

## I Introduction

One of the motivations for making a small and efficient laser is to enter a regime where quantum correlations in the emitted light can be created and studied. For this purpose spontaneous photons must be emitted into the cavity mode with high efficiency (the $`\beta `$ factor), so that the noise from the random emission in other modes is small Meystre ; Yamamoto . At the same time, the lifetime of the lasing mode needs to be large enough, to allow for stimulated emission. The fabrication of dielectric microstructures, like microspheres Eschmann ; Sandoghdar  and VCSELs (vertical cavity surface-emitting lasers) Gerard ; DeppeGraham ; Forchel ; Yamamoto2  for the realization of strong coupling and high finesse is therefore a big challenge for cavity QED-type experiments. From a fundamental point of view this also raises the question: what are the different types of systems where a small mode volume is still compatible with little leakage? Neither an ideal sphere Ching ; Chang  nor a stack of disks (an ideal VCSEL), for example, give rise to mathematically bound solutions. These systems have resonances with a finite width, which only vanishes for large dimensions. When these structures have dimensions of the order of one optical wavelength, the field strength of the mode may become large (and thereby the coupling constant), but at the cost of an increasing loss rate. Systems with exact bound states can exist in so-called photonic materials. The well known examples are photonic crystals with a point defect Yablonovitch ; Joannopoulos  and disordered structures Anderson ; John ; Lagendijk . These systems are interesting for cavity QED, because ideally (no dissipation and infinite size) the lifetime of the bound state is infinite and propagating modes occur at other frequencies only. Photonic materials are complicated structures, however, so that fabrication and modeling is not easy. In this paper we demonstrate the occurrence of exact $`3`$d-bound states in dielectric structures that are not a photonic crystal.

## II Bound Modes in Anisotropic Dielectric

The system with the simplest design is shown in Figure 1. This cavity consists of horizontal layers reminiscent of a VCSEL, with two crossed vertical planes of a material with lower index of refraction. The occurrence of bound states relies on the use of dielectric material with particular polarization properties. As we will show, the structure of Fig. 1 is in fact only one in a class of systems with bound modes. The systems in this class are characterized by the dielectric function $`\epsilon (\stackrel{}{r})`$ with the tensor form

$$\epsilon (\stackrel{}{r})\mathrm{/}\epsilon _1=1+\widehat{z}\widehat{z}[U(x)+V(y)]+(1\widehat{z}\widehat{z})W(z)\mathrm{.}$$
(1)
Here $`\epsilon _1`$ is the dielectric constant of the (isotropic) background medium. The functions $`U`$, $`V`$, and $`W`$ represent the spatial dependence of the vertical and horizontal layered structures. In the case that the layers have a lower susceptibility than the background (for instance, when they represent air holes in dielectric material), $`U`$, $`V`$ or $`W`$ will be negative. These functions will be specified later. In a dielectric environment of the form (1), fields with a polarization in the horizontal plane will only be affected by the structures described by $`W(z)`$, while vertically polarized fields are only perturbed by the structures described by $`U(x)+V(y)`$. Moreover, because the structures depend on one or two spatial coordinates only, the propagation of these particular fields in the other directions is free. Here we consider another specific type of polarization, which is governed by all three functions $`U`$, $`V`$, $`W`$. The electric field strength of this type can be expressed as

$$\stackrel{}{E}(\stackrel{}{r})=\left(k_z^2\stackrel{}{}\mathrm{/}k^2\widehat{z}d\mathrm{/}dz\right)f(x)g(y)h(z),$$
(2)
in terms of scalar functions $`f(x)`$, $`g(y)`$, $`h(z)`$ and eigenvalues $`k_z`$, $`k`$. This is proven by direct substitution into the Maxwell equation $`\stackrel{}{}\times \stackrel{}{}\times \stackrel{}{E}=(\omega \mathrm{/}c)^2\epsilon (\stackrel{}{r})\stackrel{}{E}`$. After projecting out the Cartesian vector components, one finds that this equation separates into independent equations for the scalar functions:

$`(d\mathrm{/}dx)^2f(x)`$ $`=`$ $`k_x^2f(x)+(k^2k_z^2)U(x)f(x),`$ (3)
$`(d\mathrm{/}dy)^2g(y)`$ $`=`$ $`k_y^2g(y)+(k^2k_z^2)V(y)g(y),`$ (4)
$`(d\mathrm{/}dz)^2h(z)`$ $`=`$ $`k_z^2h(z)+k_z^2W(z)h(z)\mathrm{.}`$ (5)
The separation constants $`k_x`$, $`k_y`$, and $`k_z`$ in these equations, which denote wave vector components, must be related by $`k_x^2+k_y^2+k_z^2=k^2`$, with the length of the wave vector given by $`k=\epsilon _1^{1\mathrm{/}2}\omega \mathrm{/}c`$. It can now be verified directly, that the field (2) is transversely polarized in the isotropic background. Note also that components normal to interfaces (where $`U`$, $`V`$ or $`W`$ have steps) of the electric field $`\stackrel{}{E}`$, the displacement field $`\stackrel{}{D}=\epsilon (\stackrel{}{r})\stackrel{}{E}`$ and of the magnetic field $`\stackrel{}{B}=(i\mathrm{/}\omega )\stackrel{}{}\times \stackrel{}{E}`$ are all continuous.

That a dielectric structure of form (1) with specific choice of $`U`$, $`V`$, and $`W`$ can indeed support bound modes now follows from the following general considerations. Solutions that are localized in the $`x`$, $`y`$ or $`z`$ direction can be created when $`k_x^2`$, $`k_y^2`$ or $`k_z^2`$ is negative. Such solutions represent electromagnetic fields that are guided by vertical structures or a horizontal structure. Because Eqs. (3-4) are Schrödinger-type equations, it follows from standard wave mechanics that when $`U`$ and $`V`$ are positive in a finite region, the prefactor $`k^2k_z^2=k_x^2+k_y^2`$ must be positive for such a guided wave. In that case both functions $`U(x)`$ and $`V(y)`$ act as attracting potentials, but only one of the two eigenvalues $`k_x^2`$, $`k_y^2`$ is negative. When, on the other hand, $`U`$ and $`V`$ both become negative, an attractive potential is obtained for negative $`k^2k_z^2`$, so that the sign in front of both functions is reversed. Therefore a wave can be localized both in the $`x`$ and $`y`$ directions simultaneously when $`U`$ and $`V`$ become less than $`1\mathrm{/}2`$. Eq. (5), is of the Helmholz type, with the effective potential $`W(z)`$ multiplied by the eigenvalue. Only when $`W`$ becomes less than $`1`$, an attractive potential with a localized solution occurs. Localized solutions for each of the scalar functions $`f`$, $`g`$ or $`h`$ can also be obtained when the corresponding function $`U`$, $`V`$ or $`W`$ is periodic in two half spaces. In that situation the wave function can be a defect state in a band gap. A fully bound state for the electric field (2) will occur when all three scalar wave functions are localized simultaneously. This can be achieved by means of combination of the different localizing effects.

The conclusion of this analysis may be summarized as follows. When the structures described by $`U`$ and $`V`$ have a higher index of refraction than the background, the functions $`U`$ and $`V`$ are positive and a $`3`$d bound state requires periodic structures in one of the two horizontal directions and also in the vertical direction, i.e. the system must be a $`2`$d photonic crystal. When both $`U`$ and $`V`$ become less than $`1\mathrm{/}2`$, they describe crossed vertical slabs with a low index, and a $`3`$d bound state is found with a $`1`$d periodic structure of horizontal layers. When $`W`$ describes a horizontal layer of negative-index material, a $`1`$d photonic crystal of vertical layers is needed for a $`3`$d bound state. Because $`k_x^2+k_y^2+k_z^2=k^2`$, at least one of the eigenvalues $`k_x^2`$, $`k_y^2`$ or $`k_z^2`$ must be positive, so that localized solutions are not possible without the use of periodicity in at least one dimension. Because the type of systems proposed here is not a $`3`$d photonic crystal, the frequency of a bound state will ly in the continuum of propagating modes.

## III Example: a 1d periodic structure

### III.1 Mode Solutions

We will now consider the most interesting situation: the $`1`$d periodic structure illustrated in Fig. 1, which has a $`3`$d bound state. The vertical and horizontal layers have widths $`d`$ and $`b`$ respectively and the layer-to-layer separation distance is $`a`$, so that the fundamental resonant wavelength $`2\pi \mathrm{/}k_z`$ will lie in the interval between $`2a`$ and $`4a`$. The anisotropy inside the vertical layers is described with the dielectric tensor $`\epsilon =(1\widehat{z}\widehat{z})\epsilon _1+\widehat{z}\widehat{z}\epsilon _2`$, while the tensor $`\epsilon =\widehat{z}\widehat{z}\epsilon _1+(1\widehat{z}\widehat{z})\epsilon _2`$ describes the horizontal layers. The (real part of the) dielectric constant $`\epsilon _2`$ must be smaller than $`\epsilon _1`$. This kind of anisotropy can be obtained by drilling air holes in isotropic high-index material in, respectively, the vertical and horizontal directions. We will discuss the cavity resonances of this structure and include absorption in the layers by allowing an imaginary component of the dielectric function. The exact bound states of our system must then arize from the resonances in the limit of zero loss. This idea is illustrated in the thin-layer approximation, neglecting the overlap regions (intersections of two crossing layers) in order to obtain analytical expressions.

The functions $`U`$ and $`V`$ in Eq. (1) describe the vertical low-index layers of width $`d`$ and are expressed in terms of the parameter $`\chi =(\epsilon _2\epsilon _1)d\mathrm{/}\epsilon _1`$. The horizontal layers with thickness $`b`$ are described with $`W`$ and are likewise expressed in the parameter $`\xi =(\epsilon _2\epsilon _1)b\mathrm{/}\epsilon _1`$. We adopt the forms

$`U(x)`$ $`=`$ $`\theta (d2|x|)\chi \mathrm{/}d,V(y)=\theta (d2|y|)\chi \mathrm{/}d,`$ (6)
$`W(z)`$ $`=`$ $`{\displaystyle \underset{l=\mathrm{}}{\overset{\mathrm{}}{}}}\theta (b2|zla|)\xi \mathrm{/}b+\theta (b2|z|)(\alpha \xi )\mathrm{/}b\mathrm{.}`$ (7)
where $`\theta (x)`$ the Heaviside function. The central horizontal layer at $`z=0`$ has a different parameter $`\alpha =(\epsilon _3\epsilon _1)b\mathrm{/}\epsilon _1`$. The situation $`\alpha =0`$ describes the empty cavity of Fig. 1. We consider $`\mathrm{Im}\chi >0`$, $`\mathrm{Im}\xi >0`$ to model dissipative structures and $`\mathrm{Im}\alpha <0`$ to represent a central layer with gain. It follows from continuity and the Bloch theorem that the desired solutions of Eqs. (3-5) with potentials given by (6-7) are, outside the thin layers, of the form

$`f(x)`$ $`=`$ $`e^{ik_x|x|},g(y)=e^{ik_y|y|},`$
$`h(z)`$ $`=`$ $`e^{i(l+1)pa}\mathrm{sin}k_z(|z|la)+e^{ilpa}\mathrm{sin}k_z(la+a|z|),`$ (8)
with $`l=\mathrm{int}(|z|\mathrm{/}a)`$ the number of layers between position $`z`$ and the origin. (Note that $`|z|la`$ and $`la+a|z|`$ are the distances to the nearest layer below and above $`z`$.) The solution $`h(z)`$ is an even function of $`z`$ and for $`z>b\mathrm{/}2`$ one has $`h(z+a)=e^{ipa}h(z)`$, so that $`p`$ acts as a quasi momentum. Because the system is open and $`\chi `$, $`\xi `$, $`\alpha `$ are not real, $`k_x`$, $`k_y`$, $`k_z`$, $`k`$, and $`p`$ will generally be complex valued. The condition for an outgoing resonance implies $`\mathrm{Re}k_x>0`$, $`\mathrm{Re}k_y>0`$, and $`\mathrm{Re}p>0`$. These wave vector components can be expressed in terms of $`k_z`$ and the material constants by

$`k_x=k_y=2i\mathrm{/}(2\chi d),`$
$`k^2=k_z^28\mathrm{/}(2\chi +d)^2\mathrm{.}`$ (9)
$`e^{ipa}=\mathrm{cos}k_za(k_z\alpha \mathrm{/}2)\mathrm{sin}k_za,`$
The values of $`k_z`$ are the solutions of the closed equation

$$(2\mathrm{/}k_z)^2[1+\xi k_z\mathrm{cot}k_za]=\xi ^2(\xi \alpha )^2\mathrm{.}$$
(10)
Modes that decay in time ($`\mathrm{Im}k<0`$), describe loss of energy both by leakage of light out of the system to infinity and by absorption of the light in the structure. The amplified modes ($`\mathrm{Im}k>0`$) are not realistic for long times, because saturation effects can not be neglected at high intensities. The spatially localized solutions describe the situation that the energy created at $`z=0`$ is fully dissipated in the other layers. In the limit of a passive cavity without loss, one has $`\alpha =\mathrm{Im}\chi =\mathrm{Im}\xi =0`$, so that the right-hand side of Eq. (10) disappears. Then the $`k_z`$ are real and ly inside the energy gaps of the band structure for the fully periodic potential $`W(z)`$ (the case $`\alpha =\xi `$). Because $`k_x`$ and $`k_y`$ are purely imaginary and $`k_z`$ is real, $`k`$ is real. This identifies the $`3`$d-bound states. Outside the layers the field is exponentially decaying in all directions. The decay in the $`z`$ direction in Eq. (8) derives from the quasi momentum of the form $`p_n=n\pi \mathrm{/}a+iq_n`$ (the index $`n=1,2,\mathrm{}`$ labels the resonances). The solutions to lowest order in $`\xi `$ are given by $`k_{zn}=n\pi (a\xi )\mathrm{/}a^2`$ and $`q_n=(n\pi \xi )^2\mathrm{/}2a^3`$.

We give two numerical examples for the geometry $`d=a=4b`$. For $`\epsilon _1=13`$, $`\epsilon _2=1`$ (air holes in GaAs), one finds a period of $`a=0.46\lambda `$, ($`\lambda `$ is the wavelength of the first resonance) and $`q_1a=0.29`$. When $`\epsilon _1=2.3`$, $`\epsilon _2=20`$ (silver in glass), then $`a=0.68\lambda `$, $`q_1a=0.80`$.

### III.2 Spontaneous emission factor and laser threshold

In presence of absorption, the imaginary part of the frequency $`\omega _n=ck_n\mathrm{/}\epsilon _1^{1\mathrm{/}2}`$ of an outgoing resonance determines the decay rate of the probability that a photon is present in the corresponding mode. For small values of the absorption in the layers and for small gain, the following approximation applies. Define from here on the real and (small) imaginary parts of the effective $`2`$d susceptibilities and the wave vector with the notation $`\chi +i\eta `$, $`\xi +i\zeta `$ and $`k_ni\gamma _n`$. The small decay rate of a resonance is then $`c\gamma _n\mathrm{/}\epsilon _1^{1\mathrm{/}2}`$. This can be interpreted as an imaginary correction term to the real frequency $`\omega _n`$ of the $`3`$d-bound state. The result of the expansion of Eqs. (9-10) is

$$\gamma _n=\frac{(k_{zn}^2k_n^2)^{3\mathrm{/}2}\eta }{k_n\sqrt{2}}+\frac{k_{zn}^2\zeta ik_{zn}^4\xi ^2\alpha \mathrm{/}2}{(\xi +a+k_{zn}^2\xi ^2a)k_n}\mathrm{.}$$
(11)
Before including a linear gain medium at $`z=0`$, we first consider spontaneous emission rates from a single dipole placed at the origin of the cavity. The probability that a spontaneous photon is emitted directly into a cavity resonance is $`\beta _n=\mathrm{\Gamma }_n\mathrm{/}(\mathrm{\Gamma }_n+\mathrm{\Gamma }_{\mathrm{prop}})`$ in terms of the partial rate into a cavity resonance $`\mathrm{\Gamma }_n`$ and into the total of propagating modes $`\mathrm{\Gamma }_{\mathrm{prop}}`$. The contribution of the resonances to the emission rate is given by a sum of the Lorentzians

$$\mathrm{\Gamma }_n(k)=(6\pi \mathrm{\Gamma }\mathrm{/}R_n)\gamma _n\mathrm{/}[(kk_n)^2+\gamma _n^2]\mathrm{.}$$

Here, $`R_n=(1\mathrm{/}\xi +k_{zn}^2a\mathrm{/}\mathrm{sin}^2k_{zn}a)(4\chi ^2d^2)(k_n\mathrm{/}k_{zn})^4`$ is the intensity of the (normalized) bound state at the origin, $`\mathrm{\Gamma }=12k^3\mu ^2\epsilon _1^{5\mathrm{/}2}\mathrm{/}\mathrm{¯}h(2+\epsilon _1)^2`$ is the emission rate in the background medium Glauber , and the width $`\gamma _n`$ is given by Eq. (11) for $`\alpha =0`$. The rates are plotted in Fig. 2, as a function of the wave vector for a fixed value of the effective susceptibilities $`\chi `$, $`\xi `$. The efficiency factor at the resonances is plotted in Fig. 3a). There are several types of propagating modes; their classification and specific features will be discussed elsewhere Visser&Lenstra . For strong coupling, $`c\gamma _n\mathrm{/}\epsilon _1^{1\mathrm{/}2}<<\mathrm{\Gamma }`$, the decay is no longer exponential CohenTannoudji  and one enters the cavity QED regime, Jaynes ; Zhu ; Bernardot ; Thompson ; Norris .

For the parameter $`\mathrm{Im}\alpha >0`$ our model represents a cavity with a gain layer at $`z=0`$. This gain compensates the loss in the layers and reduces the width of the cavity resonances, as can be seen from Eq. (11). When the loss is fully compensated, the stationary situation $`\gamma _n=0`$ arizes. This corresponds to the lasing threshold. The gain $`\alpha `$ needed to compensate for a small loss, is linear in the loss constants $`\eta `$, $`\zeta `$. From Eq. (11) it follows that the required value of $`\alpha `$ is given, including the effect of the beta factor, by

$$\alpha =\frac{2i}{\beta _n}\left[\frac{\zeta }{k_{zn}^2\xi ^2}+\frac{(k_{zn}^2k_n^2)^{3\mathrm{/}2}\eta }{\sqrt{2}}\frac{\xi +a+k_{zn}^2\xi ^2a}{k_{zn}^4\xi ^2}\right]\mathrm{.}$$
(12)
The behavior as a function of the susceptibility $`\xi `$ is plotted in Fig. 3b). We conclude that the required value of the effective gain constant $`\alpha `$ can easily be reached for semiconductor material (for which the value $`\alpha =10i\eta `$ is quite realistic). The behavior of the laser above threshold is not discussed here, because then the stationary state is determined by saturation, not included in our model.

## IV Conclusion

Apart from absorption, a structure of finite size (layers of finite extent and finite in number) will also give rise to leakage. This, of course, is also the case for a defect state in a common three-dimensional photonic crystal. The finite size approximation is likely to be very good, however, since the (analytic) mode functions are exponentially localized evanescent waves. Therefore, the coupling to the outside world is exponentially small in the system size, while the mode volume remains of the order of one cubic wavelength. For a cubic system of size $`Nd\times Nd\times Na`$, the fraction of mode volume outside the system is roughly $`\mathrm{exp}(2N|k_x|dNq_1a)`$. For $`N>6`$ (GaAs case), and for $`N>23`$ (glass/silver case), this fraction is less than $`10^{10}`$. In this respect, the proposed device of Figure 1 provides an interesting alternative to the use of whispering gallery modes in dielectric spheres, where smaller mode volume leads to increasing loss. Semiconductor structures with $`3`$d-bound states may be very promising for future cavity QED experiments and quantum communication applications.

###### Acknowledgements.

This work is part of the research program of the ‘Stichting voor Fundamenteel Onderzoek der Materie’ (FOM), which is financially supported by the ‘Nederlandse Organisatie voor Wetenschappelijk Onderzoek’ (NWO).


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# Nitrogen Abundances in DLA Systems: The Combined Effects of SNII and SNIa in a Hierarchical Clustering Scenario

## 1 Introduction

The study of chemical properties of the structure at different redshifts have provided important clues for the problem of galaxy formation and evolution (Contini et al. 2002). In particular, DLAs have been used to probe the abundances of the neutral Hydrogen over a large range of redshift becoming a powerful tool to study the enrichment of the interstellar medium. Several elements have been detected belonging to the Fe-group and the so-called $`\alpha `$-elements. Owing to the fact that Fe and the $`\alpha `$-elements are thought to have originated in different events: supernovae (SN) Ia and II, respectively, and consequently, there may be a lag between their ejection into the interstellar medium (ISM), their relative abundances as a function of redshift could test the star formation (SF) history of galaxies.

Recently, there have been new results on Nitrogen abundances in DLAs which have fostered the discussion on its possible nucleosynthesis sites, principally owing to a group of low N (LN) abundance DLAs which lie in the region between secondary and primary production according to certain models (e.g., Henry, Edmund & Koppen 2000). The lasted data are given by Pettini et al. (2002, hereafter Pet02) and Prochaska et al. (2002, hereafter Pro02) who also discussed different possible mechanisms to explain them.

Previous works that studied the N abundances in HII regions and Galactic stars have shown the need for primary and secondary production, since the N abundance clearly increases at a faster rate than those of Si or O for high metallicity. However, complications arise due to the fact that N can be produced in both massive and intermediate mass stars (IMS). The former would release it shortly after their birth while the latest evolve over a longer period of time estimated by Henry et al. (2000) in 250 Myr. This last mechanism would introduce a lag in the N release which combined with the SF history, might leave characteristic patterns in the abundance distributions. Pet02 has suggested that this delay could explain the LN-DLAs if IMS are the main production sites for the primary N component. However because of the shortness of this time delay, the estimated number turned out to be smaller than the number of already observed LN-DLAs. These authors estimated one out of seven in the range $`z=6`$ and $`<z=2.6>`$ for a $`\mathrm{\Lambda }`$-CDM cosmology ($`h=0.65`$), while the observed frequency is four out of ten DLAs with $`<z=2.6>`$.

We profit from having a chemical enrichment model within a cosmological context that allows a detailed description of the formation and evolution of the structure together with the metallicity properties of the ISM and the stellar population (Mosconi et al. 2001, hereafter Mos01). By using this chemo-dynamical code, Tissera et al. (2001, hereafter Tis01) and Cora et al. (2002) have shown that the progenitors of current normal galaxy population in the field in hierarchical clustering scenarios could give origin DLA clouds. The \[Fe/H\], \[Zn/H\] and \[$`\alpha `$/H\] abundances were found to be in very good agreement with the observed values and show the same level of evolution if the observational filter defined by Boissé et al. (1998) is applied ($`F=`$\[Zn/H\] $`+\mathrm{log}\mathrm{N}_{\mathrm{HI}}`$ with $`18.8<F<21`$). Our models include chemical feedback from SNII and SNIa. In this version, we have not included metal production from intermediate stars except for those binary systems which are taken as progenitors of SNIa. Hence, the results discussed here would show the effects of the enrichment by SNII and SNIa with rates set by the SF history of the galactic objects which are given by their evolution within a hierarchical clustering scenario.

## 2 Analysis

We performed simulations of $`5h^1`$ Mpc side box with initial conditions consistent with Standard Cold Dark Matter models ($`\mathrm{\Omega }=1`$, $`\mathrm{\Lambda }=0`$, $`\mathrm{\Omega }_b=0.10`$, $`\sigma _8=0.67`$ and $`H=100h^1\mathrm{Mpc}/\mathrm{km}/\mathrm{s}`$ with $`h=0.5`$). We used $`64^3`$ particles with M$`{}_{\mathrm{p}}{}^{}=1.4\times 10^8h^1\mathrm{M}_{}`$. The gravitational softening used is $`1.5h^1`$ kpc and the minimum smoothing length is $`0.75h^1`$ kpc. The SF scheme is based on the Schmidt law with a SF timescale proportional to the dynamical one (Tissera et al. 1997). Our simulations include the chemical model developed by Mos01, which allow the description of the enrichment of the stars and gas as the galactic objects are assembled. For massive stars (M$`>8\mathrm{M}_{}`$), we adopted the yields of Woosley & Weaver (1995, WW95) and for SNIa those of Thielemann, Nomoto & Hashimoto (1993) with a time-delay of 0.5 Gyr. The SF and SN parameters used in this paper are those that, on average, reproduce the abundance properties of nearby galaxies (Mos01).

We identified galaxy-like objects at different $`z`$ at their virial radius ($`\delta \rho /\rho 200`$). In order to diminish numerical resolution problems, we only analyze the substructure resolved with more than 2000 particles within the virial radius. In total, we will study 66 galactic objects distributed within $`0.26z2.35`$. We draw random line-of-sights (LOS) through these structures from three different random observers situated at $`z=0`$, and estimated the H column densities along them, generating 198 LOS with N(HI)$`>2\times 10^{20}\mathrm{atoms}/\mathrm{cm}^2`$. More details on the simulations and methods can be found in Tis01. The relative \[K/J\] abundance of elements K and J in the simulated DLAs are estimated by adding the corresponding metal masses in the gaseous component belonging to each substructure along the LOS.

We estimated the \[N/Si\] and (N/O) for the simulated DLAs in order to confront them with observations from Pro02 and Pet02, respectively. Fig.1 shows \[N/Si\] versus \[Si/H\] and (N/O) versus 12 + (O/H) for simulated DLAs. As it can be seen from this figure, the N abundances for the simulated DLAs are within the observational range. These abundances have been the results of the contribution from massive stars estimated by using WW95 yields which are the only N production site taken into account in our models. WW95 ejecta have a significant dependence of the N production on metallicity. Our results show that N nucleosynthesis in massive stars can account fairly well for the observed N abundances in DLAs with low O (or Si) content. Even more, there are some simulated LN-DLAs that have very low N abundances with respect to the $`\alpha `$-elements at abundance levels in agreement with observations. The solid lines denote the limits that we have chosen to divide the samples into a low and high N-DLA ones. We will focus on the analysis of these LN-DLAs and their origin.

We estimated the mass in stars along LOS, finding that LN-DLAs have associated stellar populations with masses larger than $`10^7\mathrm{M}_{}`$ to up $`3\times 10^8\mathrm{M}_{}`$. Their impact parameters are distributed within 5-20 kpc, consistently with those of DLAs with higher N content (HN-DLAs). From these two results we conclude that simulated LN-DLAs mapped neither very central regions nor regions with very low mass in stars.

For the purpose of further understanding how these low-N abundances regions arise in the simulations (which do not include IMS enrichment), we analysed the Fe content respect to $`\alpha `$-elements such as Si. The main sites of Fe production are SNIa which have a time-delay of 0.5 Gyr for its release. Hence, Fe enrichment lags behind $`\alpha `$-elements and is very much linked to the SF and evolution histories of the systems. In Fig.2 we have plotted \[Si/H\] versus \[Fe/Si\] for the simulated DLAs distinguishing between those that have high/low \[N/Si\] (open/filled circles) abundances. It can be clearly seen that the two groups segregate accordingly to their $`\alpha `$-enhancement with LN-DLA showing sub-solar \[Si/Fe\]. This result could be explained by considering that W7 model for SNIa of Thielemann et al. (1993) produces Si and O as well as Fe. Generally, the former are not taken into account because their main sites of productions are SNII. However, SNIa contribute as well with $`\alpha `$-elements and it turns out that the combination of SF history and the particular evolutionary track of the simulated systems can make the $`\alpha `$-element production of these events non-negligible respect to that of SNII, if the gas component is mainly affected by SNIa. This is clear from Fig.2 where the simulated LN-DLAs have sub-solar \[Si/Fe\] demonstrating that Si lags behind Fe (that is mainly produced by SNIa), while the rest of the simulated DLAs have the opposite behaviour with solar or supra-solar abundances (showing that SNII production dominates in these cases). On the other hand, LN-DLAs have comparable \[Si/H\] abundances to those of the rest of the simulated DLAs but, have lower \[N/Si\], making evident a deficiency of N which is only produced by SNII.

Hence, we found that these LN-HI regions may have been enriched by a first generation of stars after which SF stops, and then, by SNIa. Because the simulated structure forms in a hierarchical scenario which is consistently described by our models, gas infall can also play a role by being a continuous source of pristine material. As the result of the combination of these processes, the Si content is similar to those of HN-DLAs because of the extra SNIa contribution, the Fe content is high and the N is low respect to the Si. The fact that the simulated LN-DLAs tend to have a large fraction of baryons in stars and impact parameter 5 kpc $`<b<20`$ kpc (with no trend to be in the outer regions) suggest that they belong to regions that have depleted an important fraction of their gas component. This may be the cause of the cease in the SF activity needed to explain their abundance characteristics.

In order to further investigate this point, we estimated two parameters along the LOS: the DLA star formation efficiency ($`ϵ_{\mathrm{DLA}}`$) defined as the ratio between the masses in stars and in H along the LOS, and the mean formation redshift of the stellar population ($`z_{\mathrm{DLA}}`$ given in redshift) associated with DLAs (i.e. measured along the LOS). The assessment of the SF efficiency was done in the following way. We calculated the $`ϵ_{\mathrm{DLA}}`$ that splits the LN-DLAs into a high and a low SF efficiency samples with equal number of members. Then, we estimated the percentage of HN-DLAs which would belong to the high $`ϵ_{\mathrm{DLA}}`$ sample, finding that only 5 per cent have such high efficiencies.

For the mean formation redshfit, we found that stars in LN-DLAs have $`z_{\mathrm{DLA}}=4.29`$ while those in HN-DLAs have $`z_{\mathrm{DLA}}=1.93`$. Clearly, the stellar populations associated with LN-DLAs are, on average, significantly older. The total mass in stars associated to simulated LN-DLAs, their high redshift of formation and their high SF efficiency, confirm that these regions experienced important SF with high efficiency in the past, which afterward ceased.

We also found that LOS are not always good tracers of the global properties of their host galaxies. For example, the range of mean (N/O) for the simulated DLA galaxies is $`[1.5,1.3]`$, and we found no difference between the mean SF efficiencies of DLA galaxies hosting LN-DLAs and of HN-DLAs. In the simulations, only the astrophysical properties of the matter along the LOS, correlates with their abundance properties along LOS.

From Fig.1 we can also see that observed DLAs with low N have slightly higher O and Si content than the corresponding simulated LN-DLAs. This can be understood because we are comparing DLAs at different redshift intervals: \[1.78,4.47\] and \[0.25,2.35\] for the observations and simulations, respectively. The simulated LN-DLAs tend to be low HI density column regions. Higher N(HI)s in the simulated redshift interval have had time to be more enriched moving up to higher N and Si abundances.

Note that the simulated N abundances have a much better agreement with observations when compared to the Si than to the O abundances. We are not sure that this is an intrinsic problem of the nucleosynthesis of the ejecta adopted or if these elements are diferentially affected by dust, for example. However, both Pet02 and Pro02 claim that differential dust depletion and obscuration are not important for their analysis of the observed abundances.

## 3 Discussion and Conclusions

Our models describe the formation and evolution of galaxy-like objects consistently with a cosmological model. In particular, we worked in a hierarchical clustering scenario, hence, we followed the history of assembly of galaxies including mergers and interactions. As it has been shown (e.g., Tissera 2000), the SF history of galaxy-like objects in such scenarios are significantly affected by their merger histories. Most objects show SF histories with starbursts linked to mergers and interactions either driven by secular evolution or their actual fusions (Scannapieco & Tissera 2002). Moreover, the relative mass distributions of baryons and dark matter could be also modified by mergers and, as a consequence, the response to external factors such as interactions, could be different at different stages of evolution affecting their SF histories (Tissera et al. 2002). Since the chemical history is directly linked to the SF process, the enrichment of the ISM and SP requires the adequate description of these mechanisms. Another important process affecting the SF history and the metallicity of the systems is gas infall which is naturally taken them into account by our models.

We show that chemical enrichment by SNIa and SNII could account for the N distribution in DLAs with $`12+(\mathrm{O}/\mathrm{H})8.5`$, including low N DLAs 111However, the N production of SNII is not enough to generate the observed steep increase of this element respect to primary ones in high metallicity regions. We expect that the inclusion of IMS production will produce the observed trend.. Our findings suggest that LN-DLAs may be the result of SNII and SNIa contributions together with bursty SF and gas infall. These regions have high SF efficiencies and old SPs. Simple calculations using the yields given by WW95 and Thielemann et al. (1993), the Salpater Initial Mass Function and a ratio between SNI and SNII rates of 3 (see Mos01) give that the Si production of SNII and SNI at low metallicity is of the same order. We estimate that the contributions of two stellar populations with mean metallicity of $`Z=0.01Z_{}`$ and $`Z=0.0001Z_{}`$ could approximately account for the reported abundances. (Note that these are rough values just to give an idea to illustrate this fact). Our models keep detailed records of the chemical content and production of the ISM and the stellar populations as well as of mergers and gas infalls so that the abundances are obtained consistently with the history of formation and evolution.

There are two main achievements of this work. First, it clearly shows the importance of using models that follows the non-linear evolution of the structure which affects the SF history and metal enrichment of both, stellar and gaseous, components. Secondly, and as a consequence of the previous fact, we suggest that SNIa may have played a more important role than hitherto thought. Following the reasoning presented by Pet02, it can be estimated that the time delay for SNIa explosions ($`0.51`$ Gyr) could resolve the inconsistency posed by the short life-time of IMS (250 Myr according to Henry et al. 2000). Note that the physical mechanism introducing the time-delay in our model is different from that proposed by Pet02. In our case, SNIa are responsible of producing lags among the elements. Hence, a decrease in the SNIa life-time would lead to an increase in the LN-DLA frequency, since these events would have had time to take place in younger SPs as well. Following to Pet02’s reasoning, SPs younger than 0.5 Gyr would not have the chance to produce LN-DLAs. Hence, in 1.8 Gyr (time between $`z=2.6`$ and $`z=6`$ in a $`\mathrm{\Lambda }`$-CDM cosmology) a period of 1.3 Gyr is left for SNIa to enrich the ISM. For a time-delay of 0.5 Gyr, we estimate a LN-DLA frequency comparable to that deduced by Pet02 from observations (i.e., approximately four out of ten). We would like to stress that this SNIa time-delay also reproduces the abundance patterns of galaxies at $`z=0`$ and the chemical evolution and primary element contents of observed DLAs (Tis01). Note that a lower limit to SNIa life-time can be estimated from this analysis, since a shorter/longer time would produce too many/few LN-DLAs.

Finally, another important point derived from this analysis is that the global properties of DLA galaxies could be being misinterpreted by looking at those of DLAs. LOS give information on very local regions which might not trace the global properties of the structure they are intercepting. A larger and careful statistical analysis of DLAs is needed before drawing firm conclusions on the chemical evolution of the Universe from the information provided by DLAs.

## Acknowledgments

We thanks the referee of this paper, Fabio Governato, for thoughtful comments that helped to improved this paper. This work was partially supported by CONICET, APCyT and Fundación Antorchas.