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# Gas models for inflation and quintessence

## 1 Introduction

The currently favored models of the cosmological evolution rely on the inflationary paradigm according to which the early universe underwent a phase of accelerated expansion (see, e.g., ). On the other hand, there is growing evidence that the expansion of our present universe is accelerating as well (). Dynamically, periods of accelerated expansion are generated by an effective negative pressure of the cosmic medium. The usual approach to such exotic kind of matter is to resort to the dynamics of a scalar field with a suitable potential. It is the purpose of the present contribution to sketch an alternative way which uses gas models of the cosmic substratum. Gas models have the advantage that the relation between the microscopic dynamics (kinetic theory) and the macroscopic thermo-hydrodynamic description is exactly known (at least for simple cases). In particular, on this basis it is possible to calculate the macroscopic equation of state. For standard gas models the latter is known to lie in the range $`0<P\rho /3`$, where $`\rho `$ is the energy density and $`P`$ is the total pressure. Apparently, this excludes gas models as candidates for the cosmic medium during phases of accelerated expansion since the latter requires $`P<0`$. However, this result for the allowed equations of state relies on a dilute gas approximation as the basis of standard kinetic gas theory. This approximation is restricted to elastic, binary collisions of the particles and to close-to-equilibrium situations. If the dilute gas approximation is given up and additional interactions are included, the situation may change. Following this idea, we will regard here the cosmic medium as a self-interacting gas. We demonstrate, that specific self-interactions give rise to an effective negative pressure of the cosmic substratum. This will allow us to benefit from the mentioned advantages of gas models and at the same time to enlarge the range of admissible equations of state to negative values of the total pressure $`P`$. In the early universe this procedure may generate an inflationary expansion as a specific non-equilibrium configuration of a self-interacting ultrarelativistic gas. Although such a dynamics is connected with entropy production it admits a conformal, timelike symmetry of an “optical” metric, which is characterized by an effective refraction index of the cosmic matter. In this context we discuss an exactly solvable self-consistent model of a smooth transition from a de Sitter phase to a radiation dominated FLRW period. We comment on the relation of this gas dynamical approach to the dynamics of scalar fields.

Along similar lines we investigate the present cosmic evolution in a gas dynamical framework. Here, the problem is to generate an effective negative pressure in a non-relativistic gas. The relevant self-interaction is shown to be equivalent to a negative internal friction force which is self-consistently exerted on CDM like constituents of the cosmic matter. In particular, we demonstrate that the dynamics of the $`\mathrm{\Lambda }`$CDM model maybe recovered as a special case of cosmic “anti-friction”.

## 2 Fluid description

We assume the cosmic fluid to be characterized by a four velocity $`u^i`$ and a temperature $`T`$. In a spatially homogeneous and isotropic universe the Lie derivative $`\mathrm{\pounds }_\xi g_{ik}`$ of the metric $`g_{ik}`$ with respect to the vector $`\xi ^au^a/T`$ may be decomposed into contributions parallel and perpendicular to the four-velocity,

$$\mathrm{\pounds }_\xi g_{ik}\left(\frac{u_i}{T}\right)_{;k}+\left(\frac{u_k}{T}\right)_{;i}=2Au_iu_k+2\varphi h_{ik},$$
(1)
where $`h^{ik}=g^{ik}+u^iu^k`$. (Units are chosen so that $`c=k_B=1`$). The rate of change of the temperature $`\dot{T}/T`$,

$$\frac{\dot{T}}{T}=\frac{T}{2}u^iu^k\mathrm{\pounds }_\xi g_{ik}=AT,$$
(2)
where $`\dot{T}T_{,a}u^a`$, and the fluid expansion $`\mathrm{\Theta }u_{;a}^a`$,

$$\mathrm{\Theta }3H3\frac{\dot{a}}{a}=\frac{T}{2}h^{ik}\mathrm{\pounds }_{_{\frac{u_a}{T}}}g_{ik}=3T\varphi ,$$
(3)
where $`H`$ is the Hubble rate and $`a`$ is the scale factor of the Robertson-Walker metric, are given by independent, orthogonal projections of the Lie derivative. Any relationship between the quantities $`\dot{T}/T`$ and $`H`$ represents a cooling rate of the cosmic fluid in an expanding universe. An important example is $`A=\varphi `$ which implies that $`\xi ^a`$ is a conformal Killing vector (CKV) of the metric $`g_{ik}`$,

$$\mathrm{\pounds }_\xi g_{ik}=2\varphi g_{ik},$$
(4)
and, consequently,

$$\frac{\dot{T}}{T}=\frac{\dot{a}}{a}T\frac{1}{a}.$$
(5)
This is the well-known cooling rate of relativistic fluid (radiation) in an expanding universe.

Thermodynamically, the fluid is characterized by a particle flow vector $`N^i`$,

$$N^i=nu^i,$$
(6)
where $`n`$ is the particle number density, and an energy-momentum tensor

$$T^{ik}=\rho u^iu^k+Ph^{ik},P=p+\mathrm{\Pi },$$
(7)
The total pressure $`P`$ is the sum of an equilibrium part $`p`$ and a non-equilibrium contribution $`\mathrm{\Pi }`$. The relevant conservation equations are

$$N_{;a}^a=\dot{n}+3Hn=0,$$
(8)
and

$$u_iT_{;k}^{ik}=\dot{\rho }+3H\left(\rho +p+\mathrm{\Pi }\right)=0.$$
(9)
We assume equations of state in the general form

$$p=p(n,T),\text{ }\text{ }\rho =\rho (n,T),$$
(10)
i.e., particle number density and temperature are taken as the independent thermodynamical variables. Differentiating the latter relation for $`\rho `$ and using the balances (8) and (9), we obtain the cooling rate

$$\frac{\dot{T}}{T}=3H\mathrm{\Sigma }\left(\frac{p}{\rho }\right)_n,\text{ }\mathrm{\Sigma }1\frac{\dot{s}}{3H}=1+\frac{\mathrm{\Pi }}{nT},$$
(11)
where $`s`$ is the entropy per particle. Comparing the expressions (2) and (11) for the temperature evolution, we find consistency for

$$\mathrm{\pounds }_\xi g_{ik}=\frac{2\mathrm{H}}{T}\left\{g_{ik}+\left[13\mathrm{\Sigma }\left(\frac{p}{\rho }\right)_n\right]u_iu_k\right\}.$$
(12)
In the perfect fluid limit $`\dot{s}=0`$, and with $`p=\rho /3`$, we recover the CKV condition (4) with $`\varphi =H/T`$. Obviously, the CKV property singles out a perfect fluid with the equation of state for ultrarelativistic matter. For any other equation of state or for $`\dot{s}0`$ the CKV condition is modified according to

$$\frac{2\mathrm{H}}{T}g_{ik}\frac{2\mathrm{H}}{T}\left[g_{ik}+\left(13\mathrm{\Sigma }\frac{p}{\rho }\right)u_iu_k\right].$$
(13)
The CKV condition (4) is known to follow from Boltzmann’s equation for the one-particle distribution function as an equilibrium condition for a gas of massless particles. The question arises to what extent the above modification of the CKV condition may correspond to matter with an equation of state which is different from $`p=\rho /3`$. To clarify this question we first introduce the concept of an “optical” metric.

## 3 Optical metric

The optical metric $`\overline{g}_{ik}`$ is defined by ()

$$\overline{g}_{ik}=g_{ik}+\left(1\frac{1}{n_r^2}\right)u_iu_k,$$
(14)
where $`n_r`$ is the refraction index of the medium. Optical metrics are known to be helpful in simplifying the equations of light propagation in isotropic, refractive media. With respect to a metric $`\overline{g}_{ik}`$, light propagates as in vacuum. Here we are interested in the role of optical metrics in characterizing symmetry properties of the cosmic fluid. Our starting point is to assume $`\xi ^au^a/T`$ to be a conformal Killing vector of the optical metric, i.e.,

$$\mathrm{\pounds }_\xi \overline{g}_{ik}=2\psi \overline{g}_{ik}$$
(15)
instead of (4). As a direct consequence of this assumption we find ()

$$\frac{\dot{n}_r}{n_r}=\left[\frac{\dot{a}}{a}+\frac{\dot{T}}{T}\right].$$
(16)
This means, all deviations from $`aT=\mathrm{const}`$ (corresponding to $`\dot{s}=\mathrm{\Pi }=0`$ and $`p=\frac{\rho }{3}`$) have been mapped onto a time varying refraction index $`n_r`$. Use of the temperature law (11) provides us with

$$\frac{\dot{n}_r}{n_r}=\left[13\frac{p}{\rho }\mathrm{\Sigma }\right]\frac{\dot{a}}{a}.$$
(17)
We are led to the statement that the mentioned modification of the conformal symmetry of the spacetime metric $`g_{ik}`$ (cf. Eqs. (12), (13)) corresponds to the conformal symmetry of an optical metric $`\overline{g}_{ik}`$, characterized by an effective refraction index with a time dependence (17). This equation establishes a relation between the rate of change of the refraction index and the expansion rate for a viscous cosmological fluid under the condition of a conformal symmetry of the optical metric $`\overline{g}_{ik}`$. It is remarkable, that this conformal, timelike symmetry is compatible with entropy production ().

## 4 Gas dynamics

To establish a gas dynamical background for the CKV condition (15) for $`\overline{g}_{ik}`$ we consider Boltzmann’s equation for the invariant one-particle distribution function $`f=f(x,p)`$,

$$p^i\frac{f}{x^i}\mathrm{\Gamma }_{il}^kp^ip^l\frac{f}{p^k}+\frac{\left(F^if\right)}{p^i}=C[f,f],$$
(18)
where $`C`$ is Boltzmann’s collision integral and $`F^i`$ is an effective one-particle force. We restrict ourselves to the class of forces which admit solutions of Eq. (18) that are of the type of Jüttner’s distribution function

$$f^0(x,p)=\mathrm{exp}\left[\alpha +\beta _ap^a\right],$$
(19)
where $`\alpha =\alpha \left(x\right)`$ and $`\beta _a\left(x\right)`$ is timelike. The collision integral $`C`$ vanishes under such conditions, i.e., $`C[f^0,f^0]=0`$. However, there are contributions from $`F^i`$ which, in general, are connected with the production of entropy. The most general expression for a force compatible with the cosmological principle is ()

$$F^i=F\left(Ep^i+m^2u^i\right),$$
(20)
where $`Eu_ip^i`$ is the particle energy. In the special case of massless particles $`m=0`$ this specifies to

$$F^i=FEp^i(m=0).$$
(21)
Furthermore, we assume that $`F`$ does not depend on $`E`$, i.e., $`F=F\left(x\right)`$. Inserting this expression for $`F^i`$ together with $`f^0`$ into (18) and using the standard identifications

$$\alpha =\frac{\mu }{T}\mathrm{and}\beta _a=\frac{u_a}{T},$$
(22)
we recover the conformal symmetry condition (15) for $`\overline{g}_{ik}`$ for ()

$$\left(\frac{\mu }{T}\right)^{}=\frac{3H\mathrm{\Pi }}{nT}=\dot{s}=3\frac{\dot{n}_r}{n_r}=3F.$$
(23)
Together with (22) the CKV condition (15) implies the relation

$$\mathrm{\pounds }_\xi g_{ik}=\frac{2\mathrm{H}}{\mathrm{T}}\left(g_{ik}+\frac{\dot{s}}{3H}u_iu_k\right).$$
(24)
This means, we have rederived equation (12) for $`p=\rho /3`$ from kinetic gas theory. The modification (13) of the conformal symmetry of the spacetime metric $`g_{ik}`$ has been traced back to the action of a dissipative force (21) with $`F`$ given by (23). This force corresponds to a time dependent refraction index, equivalent to a time dependent chemical potential. In the limit $`F=\dot{s}=0`$ we recover the “global” equilibrium properties $`\mu /T=\mathrm{const}`$ and the CKV relation (4).

The force $`F^i`$ depends on the microscopic particle momenta and on macroscopic fluid quantities. It determines the motion of the individual microscopic particles which themselves are the constituents of the macroscopic medium. Consequently, it describes a self-interaction of the fluid.

Another aspect of this approach is worth mentioning. The symmetry requirement (15) for the optical metric (14) can only be realized if an effective one-particle force field $`F^i`$ is allowed to act on the gas particles. This is similar to corresponding features of gauge field theories where the requirement of local gauge invariance necessarily implies the existence of additional interactions, the gauge fields.

## 5 “Deflationary” gas universe

Now we combine the non-equilibrium fluid dynamics of the previous sections with the gravitational field dynamics. In a spatially homogeneous and isotropic universe Einstein’s equations reduce to

$$3H^2=8\pi G\rho ,\dot{H}=4\pi G\left(\rho +p+\mathrm{\Pi }\right),$$
(25)
where

$$\mathrm{\Pi }=\frac{\dot{s}}{3H}p$$
(26)
according to (11) with $`p=nT`$. For an ansatz

$$\dot{s}H^2$$
(27)
we obtain the solution

$$H=2\frac{a_e^2}{a^2+a_e^2}H_e.$$
(28)
$`H`$ changes continously from $`H=2H_e`$, equivalent to $`a\mathrm{exp}\left[Ht\right]`$ at $`a=0`$, to $`Ha^2`$, equivalent to $`at^{1/2}`$, the standard radiation-dominated universe, for $`aa_e`$. For $`a<a_e`$ we have $`\ddot{a}>0`$, while $`\ddot{a}<0`$ holds for $`a>a_e`$. The value $`a_e`$ denotes the transition from accelerated to decelerated expansion, corresponding to $`\dot{H}_e=H_e^2`$. Originally, the solution (28) was obtained in the framework of phenomenological vacuum decay models (). Using the Hubble rate (28) in the gas dynamical context of the previous section we may conclude that a force (21) with

$$F=\frac{\dot{n}_r}{n_r}=8H_e\left[\frac{a_e^2}{a^2+a_e^2}\right]^2,$$
(29)
which is self-consistently exerted on the microscopic constituents of the cosmic medium realizes the deflationary dynamics (28).

At the same time this transition is the manifestation of the conformal, timelike symmetry (15) i.e., $`u^a/T`$ is a CKV of the optical metric $`\overline{g}_{ik}`$. The distribution function (19) becomes

$$f^0=\mathrm{exp}\left[\frac{\mu }{T}\right]\mathrm{exp}\left[\frac{E}{T}\right]=n_r^3\mathrm{exp}\left[\frac{E}{T}\right].$$
(30)
Since the microscopic particle dynamics provides us with $`\frac{E}{T}=\mathrm{const}`$ (), i.e., the equilibrium type structure is maintained, any deviations from equilibrium correspond to $`\dot{n}_r<0`$.

So far we have established an exactly solvable self-consistent model for a cosmic gas in a specific non-equilibrium configuration which describes a smooth transition from a de Sitter to a subsequent FLRW phase. Moreover, this dynamics appears as the manifestation of a conformal, timelike symmetry of an associated optical metric, characterized by an effective refraction index of the cosmic medium (). Similar conclusion have been obtained in a model with cosmological particle production ().

## 6 Scalar field dynamics

To discuss the interconnection between the gaseous fluid picture and the dynamics of a scalar field in terms of which inflationary cosmology is usually described, we start with the familiar identifications

$$\rho =\frac{1}{2}\dot{\varphi }^2+V\left(\varphi \right),P=\frac{1}{2}\dot{\varphi }^2V\left(\varphi \right),$$
(31)
or

$$\rho +P=\dot{\varphi }^2,\text{ }\rho P=2V\left(\varphi \right).$$
(32)
Combining the Friedmann equation (25) with the Hubble rate (28) and (32), we obtain

$$\dot{\varphi }^2=4\frac{H_e^2}{2\pi }m_p^2\frac{a^2}{a_e^2}\left[\frac{a_e^2}{a^2+a_e^2}\right]^3,$$
(33)
where $`m_p`$ is the Planck mass. Integration of this equation yields

$$\frac{a}{a_e}=\mathrm{sinh}\left[\sqrt{2\pi }\frac{\varphi \varphi _0}{m_p}\right].$$
(34)
For the potential we find (cf. )

$$V=\frac{H_e^2}{2\pi }m_p^2\frac{32\mathrm{tanh}^2\left[\sqrt{2\pi }\frac{\varphi \varphi _0}{m_p}\right]}{\mathrm{cosh}^4\left[\sqrt{2\pi }\frac{\varphi \varphi _0}{m_p}\right]}.$$
(35)
A scalar field description with this potential implies the same cosmological dynamics as a self-interacting gas model in which the particles self-consistently move under the influence of an effective one-particle force. The above relations allow us to change from the fluid to the scalar field picture and vice versa. In principle, it is possible to “calculate” the potential if the self-interacting fluid dynamics is known.

## 7 Cosmic anti-friction

There is evidence from SN Ia data for our present universe to be in a state of accelerated expansion . This interpretation, which is indirectly also backed up by recent data from the balloon experiments Boomerang and Maxima  according to which we live in a flat universe, requires a cosmic medium with sufficiently high negative pressure to violate the strong energy condition $`\rho +3P>0`$. Cosmic matter with a negative pressure is now known as “dark energy”. Such type of exotic substratum is either modeled by a cosmological constant or by a scalar field called “quintessence”. Based on the experience with gas models for the early universe outlined in the previous sections, it is our purpose here to find a gas dynamical alternative of the quintessential description of a present accelerated expansion of the universe. We assume that the observational evidence for an effective cosmological constant is an indication for the existence of additional interactions within the gaseous cosmic medium, which macroscopically manifest themselves as negative pressures. We start with a Boltzmann equation which is slightly different from (18):

$$p^if,_i\mathrm{\Gamma }_{kl}^ip^kp^l\frac{f}{p^i}=C[f,f]+𝒮(x,p)\text{ . }$$
(36)
Here, a scattering term $`𝒮(x,p)`$ on the right-hand side takes into account additional interactions which can not be reduced to elastic, binary interactions, described by Boltzmann’s collision integral $`C`$. In particular, $`𝒮(x,p)`$ may describe production or decay processes of particles. For the specific structure

$$𝒮=mF^i\frac{f}{p^i},$$
(37)
this “collision” term may be taken to the left-hand side of Boltzmann’s equation, resulting in ()

$$p^if,_i\mathrm{\Gamma }_{kl}^ip^kp^l\frac{f}{p^i}+mF^i\frac{f}{p^i}=C[f,f]\text{ . }$$
(38)
The left-hand side of this equation can be regarded as

$$\frac{\text{d}f(x,p)}{\text{d}\lambda }\frac{f}{x^i}\frac{\text{d}x^i}{\text{d}\lambda }+\frac{f}{p^i}\frac{\text{d}p^i}{\text{d}\lambda },$$

with

$$\frac{\text{d}x^i}{\text{d}\lambda }=p^i,\frac{\text{D}p^i}{\text{d}\lambda }=mF^i.$$
(39)
Equations (39) are the equations of motion for gas particles which move under the influence of a force field $`F^i=F^i(x,p)`$. The quantity $`\lambda `$ is a parameter along the particle worldline which for massive particles may be related to the proper time $`\tau `$ by $`\lambda =\tau /m`$. Consequently, a specific collisional interaction, described by a non-standard collision term $`𝒮`$, may be mapped onto an effective one-particle force $`F^i`$. The freedom to move interactions from the left-hand side of Boltzmann’s equation to its right-hand side and vice versa is a known feature in the literature (cf, e.g., ). Our starting point is again the general expression (19) for a one-particle force in a spatially homogeneous and isotropic universe. For the purpose of this section it is convenient to replace the function $`F`$ by $`B=mF`$. The non-relativistic limit in which we are interested is characterized by

$$p^iu_iE=m+\epsilon ,\epsilon =\frac{m}{2}v^2m.$$
(40)
For the spatial projection of the force we obtain

$$e_iF^i=\frac{B}{m}E\sqrt{E^2m^2}Bmv,$$
(41)
where $`e^iu_i=0`$ and $`e^ie_i=1`$. This structure suggests the interpretation of $`F^i`$ as (anti-) friction force (). Macroscopically, $`B0`$ creates an effective pressure

$$\mathrm{\Pi }=\frac{B}{H}\rho $$
(42)
in a non-relativistic gas with $`p\rho `$. Obviously we have $`\mathrm{\Pi }<0`$ for $`B<0`$. The field equations (25) may be written as

$$\frac{H^{}}{B+H}=\frac{3}{2(1+z)},$$
(43)
where

$$H^{}\frac{\text{d}H}{\text{d}z},z=\frac{a_0}{a}1.$$

To integrate equation (43), an assumption about $`B`$ is necessary. A simple ansatz which takes into account that for large values of the redshift $`z`$ the negative pressure has to be negligible, is $`|B|H^1`$. Integration of Eq. (43) then yields

$$H=\frac{H_0}{\sqrt{1+\mu }}\left[\mu (1+z)^3+1\right]^{1/2},$$
(44)
where $`\mu `$ is a constant and $`H_0`$ is the present value of the Hubble parameter. For $`z1`$ we have

$$H(1+z)^{3/2}(z1),$$
(45)
which is the characteristic dependence for a matter-dominated universe. For the opposite case $`z1`$ the Hubble rate approaches the constant value

$$H\frac{H_0}{\sqrt{\mu +1}}(z1).$$
(46)
Consequently, the Hubble rate (44) implies a transition from a matter-dominated universe at $`z1`$ to a de Sitter universe at $`z1`$. In other words, we have recovered the $`\mathrm{\Lambda }`$CDM model as a special case of cosmic anti-friction. The explicit expression for the ratio $`|B|/H`$ is

$$\frac{|B|}{H}=\frac{1}{\mu (1+z)^3+1}.$$
(47)
Accelerated expansion occurs for $`|B|/H1/3`$. The redshift $`z_{\mathrm{acc}}`$ which denotes the transition from decelerated to accelerated expansion is determined by $`1+z_{\mathrm{acc}}=(2/\mu )^{1/3}`$. For the favored value $`1/(1+\mu )0.7`$, accelerated expansion starts at $`z_{\mathrm{acc}}0.67`$ (cf. Ref. ), which is in the expected range $`0.5<z_{\mathrm{acc}}<1`$ (cf. Ref. ).

## 8 Interacting two-component model

In this section we investigate in which sense the cosmological anti-friction scenario discussed so far may be regarded as an effective description for a mixture consisting of standard non-relativistic matter component and a component of non-standard, exotic matter. The motivation behind this study is the “coincidence problem”, i.e., the question why the density of the dark energy is of the order of the matter density just at the present time. We decompose the total energy density

$$\rho =\frac{\rho _0}{\sqrt{1+\mu }}\left[\mu (1+z)^3+1\right],$$
(48)
where $`\rho _0`$ is its present value, into a conventional matter part (subscript M) and a “Q matter” part (subscript Q):

$$\rho =\rho _M+\rho _Q,$$
(49)
with

$$\rho _M=r\rho _0\left(1+z\right)^3$$
(50)
and

$$\rho _Q=\left[\frac{\mu (1+z)^3+1}{\left(\mu +1\right)\left(1+z\right)^3}r\right]\rho _0\left(1+z\right)^3,$$
(51)
where $`r=r\left(a\right)>0`$ with $`r_0r\left(a_0\right)<1`$. The factor $`r_0`$ fixes the ratio of both components at $`a_0`$:

$$\frac{\rho _M\left(a_0\right)}{\rho _Q\left(a_0\right)}=\frac{r_0}{1r_0}.$$
(52)
For $`r=\mathrm{const}`$ the universe evolves as though the cosmic substratum would consist of two non-interacting components: Non-relativistic matter with $`p_M=0`$ and Q-matter with an equation of state

$$P_Q=\mathrm{\Pi }=\frac{B}{H}\rho \left(r=\mathrm{const}\right).$$
(53)
If $`r`$ is allowed to vary we have

$$\dot{\rho }_M+3H\rho _M=\frac{\dot{r}}{r}\rho _M.$$
(54)
For $`\dot{r}>0`$ the term on the right-hand side may be regarded as a matter “source”. This corresponds to a “sink” in the energy balance of the Q component,

$$\dot{\rho }_Q+3H\rho _Q=3B\left(\rho _Q+\rho _M\right)\frac{\dot{r}}{r}\rho _M.$$
(55)
By introducing the effective pressures

$$P_M=\mathrm{\Pi }_M\frac{\dot{r}/r}{3H}\rho _M,$$
(56)
and

$$P_Q=\mathrm{\Pi }\mathrm{\Pi }_M,$$
(57)
the balances (54) and (55) become

$$\dot{\rho }_M+3H\left(\rho _M+P_M\right)=0$$
(58)
and

$$\dot{\rho }_Q+3H\left(\rho _Q+P_Q\right)=0,$$
(59)
respectively. The quantity of interest for the coincidence problem is the ratio $`\rho _M/\rho _Q`$ which is governed by the equation

$$\left(\frac{\rho _M}{\rho _Q}\right)^{}=3H\left[\frac{\rho _M}{\rho _Q}\right]\left[\frac{P_Q}{\rho _Q}\frac{P_M}{\rho _M}\right].$$
(60)
For $`P_M=0`$, or equivalently $`r=\mathrm{const}`$, one has $`P_Q=\mathrm{\Pi }<0`$, i.e., the ratio $`\rho _M/\rho _Q`$ continuously decreases and for large cosmological times $`\rho _M\rho _Q`$ is valid. In other words, the matter component becomes dynamically negligible. However, if an exchange between both components is admitted, which amounts to a nonvanishing quantity $`P_M=\mathrm{\Pi }_M`$, there exists a second stationary solution of Eq. (60), namely

$$\frac{P_Q}{\rho _Q}=\frac{P_M}{\rho _M}.$$
(61)
This stationary solution is characterized by the value $`r_s`$ of the interaction parameter,

$$r_s=\frac{\mu }{\left(\mu +1\right)^2}\left[\mu +\left(1+z\right)^3\right].$$
(62)
For the corresponding asymptotic behavior of $`\rho _M`$ and $`\rho _Q`$ we obtain

$$\left(\rho _M\right)_s=\frac{\mu \rho _0}{\left(\mu +1\right)^2}\left[1+\mu \left(1+z\right)^3\right]$$
(63)
and

$$\left(\rho _Q\right)_s=\frac{\rho _0}{\left(\mu +1\right)^2}\left[1+\mu \left(1+z\right)^3\right],$$
(64)
respectively. Both components red-shift at the same rate. There is a permanent energy transfer from the Q component to the matter component. Without transfer $`\rho _M`$ would red-shift as $`a^3`$ while $`\rho _Q`$ would remain constant. The transfer makes $`\rho _Q`$ red-shift also and, on the other hand, it makes $`\rho _M`$ red-shift at a lower rate than without transfer. In general, the red-shifts differ. For a specific amount of transfer, however, given by the expression (62) for $`r`$, the rates just coincide. We conclude that a fixed ratio $`\rho _M/\rho _Q`$ is compatible with cosmic anti-friction. This ratio coincides with the parameter $`\mu `$,

$$\mu =\frac{\left(\rho _M\right)_s}{\left(\rho _Q\right)_s}.$$
(65)
While our considerations leave open the question, how this stationary state is approached, they suggest that an interaction between dark matter and dark energy might play an essential role for the coincidence problem (see also ).

## 9 Conclusions

Self-interacting gas models may be useful tools to investigate the dynamics of the universe also in periods which require an effective negative pressure of the cosmic substratum. This has been demonstrated here both for an inflationary phase in the early universe and for a present state of accelerated cosmic expansion. A transition from a de Sitter phase to a FLRW period in the early universe is realized by a specific self-consistent, non-equilibrium configuration of a self-interacting relativistic gas. Although connected with entropy production, the latter admits a conformal, timelike symmetry of an optical metric with a suitable effective refraction index of the medium. In an analogous way we have traced back an accelerated expansion of the present universe to a self-consistent negative friction force (cosmic anti-friction) on CDM type non-relativistic gas particles. The $`\mathrm{\Lambda }`$CDM model is recovered as a special case of cosmic anti-friction. We have demonstrated that the corresponding one-component description may be split into the dynamics of a two-fluid mixture in which a Q matter component decays into CDM. For a suitable decay rate there exists a stationary solution characterized by a fixed, finite ratio of the energy densities of both components. This feature may be regarded as a hint on the possible role of an interaction between dark matter and dark energy for the cosmological dynamics.
Acknowledgment
This paper was supported by the Deutsche Forschungsgemeinschaft, by NATO and by the Spanish Ministry of Science and Technology under Grant BFM 2000-C-03-01. D.J.S. is supported by the Austrian Academy of Sciences.


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# 1 Introduction

## 1 Introduction

Integrable lattice models such as quantum chain and ladder models have played significant roles in statistical and condensed matter physics. Many of these models can be exactly solved in terms of an algebraic or coordinate “Bethe Ansatz method” , see e.g.,  for chain models with periodic boundary conditions and fixed boundary conditions, and  for 2-leg ladder models with open boundary conditions. The intrinsic symmetry of these integrable chain models plays an essential role in finding complete sets of eigenstates of the systems.

Stochastic models like stochastic reaction-diffusion models describing coagulation-decoagulation, birth-death processes, pair-creation and pair-annihilation of molecules on a chain, have attracted considerable interest due to their importance in many physical, chemical and biological processes . E.g., the simplest models for diffusion-reaction processes describe particles stochastically hopping on a lattice . These diffusion-reaction models have been studied in various ways . In particular, they have been connected to spin-1/2 Heisenberg quantum spin chains , and then further developed and generalized to $`SU(2)`$ symmetric spin-$`s`$ chains . It was shown in  that the $`U_qSU(p/m)`$ invariant models  also naturally appear as time-evolution operators of chemical systems and the $`U_qSU(3/0)`$, $`U_qSU(1/2)`$ and $`U_qSU(2/1)`$ symmetric chains were discussed from a similar point of view in . In  an exact solution of a reaction-diffusion process with three-site interactions (with a special next to nearest neighbour interaction) is presented.

The stochastic reaction-diffusion systems are studied in terms of the “master equation” which describes the time evolution of the probability distribution function . This equation has the form of a heat equation with potential (a Schrödinger equation with “imaginary time”). For some reaction-diffusion processes the “Hamiltonians” in the “master equation” coincide with the generators of the Hecke algebra . If an integrable system with open boundary condition can be transformed into a stochastic reaction-diffusion system, e.g., by a unitary transformation between their respective Hamiltonians, looked upon as self-adjoint operators acting in the respective Hilbert spaces, then the stochastic model so obtained is exactly solvable with the same energy spectrum as the one of the integrable system .

We have discussed the integrable chain models in  and ladder models in . In this paper, we give a systematic description of these models and extend the results to general square lattice models having a certain Lie algebra or quantum Lie algebra symmetry and their corresponding stationary discrete-time and continuous-time integrable stochastic lattice models.

We consider $`M\times L`$ square lattices and give the construction of Lie algebraic (resp. quantum Lie algebraic) invariant lattice models in section 2 (in section 3). In section 4 we discuss the $`A_n`$ symmetric integrable chain models and the $`SU(2)`$ symmetric integrable ladder models in the fundamental representation. In section 5 we prove that these $`A_n`$ (resp. $`SU(2)`$) symmetric integrable chain (resp. ladder) models can be transformed into both continuous-time and discrete-time Markov chains. Some conclusions and remarks are given in section 6.

## 2 Lattice Systems with Lie-Algebraic Symmetry

Let $`𝒜`$ be a bi-algebra with linear operators multiplication $`m`$ and coproduct $`\mathrm{\Delta }`$ such that $`m:𝒜𝒜𝒜`$, $`\mathrm{\Delta }:𝒜𝒜𝒜`$. Let $`\mathrm{𝐢𝐝}`$ denote the identity transformation, $`\mathrm{𝐢𝐝}:𝒜𝒜`$, $`p`$ the transposition operator, $`p:𝒜𝒜𝒜𝒜`$, $`p(ab)=(ba),a,b𝒜`$. The multiplication $`m`$ is associative, $`m(m\mathrm{𝐢𝐝})=m(\mathrm{𝐢𝐝}m)`$, but not commutative in general, $`mpm`$. The coproduct operator $`\mathrm{\Delta }`$ is an algebraic homomorphism, $`\mathrm{\Delta }(ab)=\mathrm{\Delta }(a)\mathrm{\Delta }(b),a,b𝒜`$. $`\mathrm{\Delta }(a)`$ and $`\mathrm{\Delta }(b)`$ belong to $`𝒜𝒜`$. The multiplication of tensors is defined by $`(a_1a_2)(b_1b_2)=a_1b_1a_2b_2`$, $`a_1,a_2,b_1,b_2𝒜`$. The coproduct is associative $`(\mathrm{\Delta }\mathrm{𝐢𝐝})\mathrm{\Delta }=(\mathrm{𝐢𝐝}\mathrm{\Delta })\mathrm{\Delta }`$, but in general not co-commutative $`p\mathrm{\Delta }\mathrm{\Delta }`$. The operation $`\mathrm{\Delta }`$ preserves all the algebraic relations of the algebra $`𝒜`$. It gives a way to find representations of the algebra $`𝒜`$ in the direct product of spaces. If a bi-algebra has in addition unit, counit and antipode operators, it is called a Hopf algebra. Lie algebras are Hopf algebras with $`\mathrm{\Delta }`$ co-commutative. Quantum algebras are Hopf algebras that are not co-commutative, see e.g.  and references therein.

A Lie-algebra $`A`$ is a bi-algebra. Let $`e=\{e_\alpha \}`$, $`\alpha =1,2,\mathrm{},n`$, be the basis of $`A`$, satisfying the Lie commutation relations

$$[e_\alpha ,e_\beta ]=C_{\alpha \beta }^\gamma e_\gamma ,$$
(1)
where $`C_{\alpha \beta }^\gamma `$ are the structure constants with respect to the base $`e`$.

Let $`\mathrm{\Delta }`$ (resp. $`C(e)`$) be the coproduct operator (resp. Casimir operator) of the algebra $`A`$. We have

$$[C(e),e_\alpha ]=0,\alpha =1,2,\mathrm{},n.$$
(2)
The coproduct operator action on the Lie algebra elements is given by

$$\mathrm{\Delta }e_\alpha =e_\alpha \mathrm{𝟏}+\mathrm{𝟏}e_\alpha ,$$
(3)
$`\mathrm{𝟏}`$ stands for the identity operator. It is easy to check that

$$[\mathrm{\Delta }e_\alpha ,\mathrm{\Delta }e_\beta ]=C_{\alpha \beta }^\gamma \mathrm{\Delta }e_\gamma .$$

From the properties of the coproduct, $`\mathrm{\Delta }C(e)`$ is a two-fold tensor satisfying

$$[\mathrm{\Delta }C(e),\mathrm{\Delta }e_\alpha ]=0,\alpha =1,2,\mathrm{},n.$$
(4)
We consider $`M\times L`$ square lattice systems. To each point at the $`i`$-th rung, $`i=1,\mathrm{},L`$, and $`\theta `$-th leg, $`\theta =1,\mathrm{},M`$, of the lattice we associate a (finite dimensional complex) Hilbert space $`H_i^\theta `$. Let $`H_i=H_i^1H_i^2\mathrm{}H_i^M`$. We can then associate to the whole lattice the tensor product $`H_1H_2\mathrm{}H_L`$. The generators of the algebra $`A`$ acting on this Hilbert space associated with the above lattice are given by $`E_\alpha =\mathrm{\Delta }^{ML1}e_\alpha `$, $`\alpha =1,2,\mathrm{},n`$, where we have defined

$$\mathrm{\Delta }^m=(\underset{mtimes}{\underset{}{\mathrm{𝟏}\mathrm{}\mathrm{𝟏}}}\mathrm{\Delta })\mathrm{}(\mathrm{𝟏}\mathrm{𝟏}\mathrm{\Delta })(\mathrm{𝟏}\mathrm{\Delta })\mathrm{\Delta },mIN.$$
(5)
$`E_\alpha `$ also generates the Lie algebra $`A`$: $`[E_\alpha ,E_\beta ]=C_{\alpha \beta }^\gamma E_\gamma `$.

Let $`\mathrm{\Delta }_n^m`$ be an $`m`$-fold tensor operator with operator $`\mathrm{\Delta }`$ on the $`n`$-th, $`1nm`$, tensor space and identity on the rest. For instance, $`\mathrm{\Delta }_1^1=\mathrm{\Delta }`$, $`\mathrm{\Delta }_1^2=\mathrm{\Delta }\mathrm{𝟏}`$, $`\mathrm{\Delta }_2^2=\mathrm{𝟏}\mathrm{\Delta }`$, $`\mathrm{\Delta }_1^3=\mathrm{\Delta }\mathrm{𝟏}\mathrm{𝟏}`$, $`\mathrm{\Delta }_2^3=\mathrm{𝟏}\mathrm{\Delta }\mathrm{𝟏}`$, $`\mathrm{\Delta }_3^3=\mathrm{𝟏}\mathrm{𝟏}\mathrm{\Delta }`$. Set

$$h=\underset{i_M=1}{\overset{M}{}}\mathrm{}\underset{i_2=1}{\overset{2}{}}\underset{i_1=1}{\overset{1}{}}a_{i_1i_2\mathrm{}i_M}\mathrm{\Delta }_{i_M}^M\mathrm{}\mathrm{\Delta }_{i_2}^2\mathrm{\Delta }_{i_1}^1C(e),$$
(6)
where $`a_{i_1i_2\mathrm{}i_M}\text{ }C`$ such that $`h`$ is hermitian. Let $`IF`$ denote a real entire function defined on the $`ML`$-fold tensor space $`AA\mathrm{}A`$ of the algebra $`A`$. We call

$$H=\underset{i=1}{\overset{L1}{}}IF(h)_{i,i+1}$$
(7)
the (quantum mechanics) Hamiltonian associated with the lattice. Here $`IF(h)_{i,i+1}`$ means that the $`2M`$-fold tensor element $`IF(h)`$ is associated with the $`i`$ and $`i+1`$-th rungs (columns) of the lattice and acts on the space $`H_iH_{i+1}`$, i.e.,

$$IF(h)_{i,i+1}=\mathrm{𝟏}_1\mathrm{}\mathrm{𝟏}_{i1}IF(h)\mathrm{𝟏}_{i+2}\mathrm{}\mathrm{𝟏}_L,$$
(8)
where $`\mathrm{𝟏}_i=\mathrm{𝟏}_i^1\mathrm{}\mathrm{𝟏}_i^M`$ is the identity operator acting on the $`i`$-th rungs of the lattice.

\[Theorem 1\]. The Hamiltonian $`H`$ is a self-adjoint operator acting in $`H_1H_2\mathrm{}H_L`$ and is invariant under the algebra $`A`$.

\[Proof\]. That $`H`$ is self-adjoint is immediate from the definition. To prove the invariance of $`H`$ it suffices to prove $`[H,E_\alpha ]=0`$, $`\alpha =1,2,\mathrm{},n`$.

From the formula for the coproduct we have

$$E_\alpha =\underset{i=1}{\overset{L1}{}}(e_\alpha )_i,$$
(9)
where $`(e_\alpha )_i=\mathrm{𝟏}_1\mathrm{}\mathrm{𝟏}_{i1}\mathrm{\Delta }^{M2}e_\alpha \mathrm{𝟏}_{i+1}\mathrm{}\mathrm{𝟏}_L`$, $`\mathrm{\Delta }^{M2}`$ as defined in (5). For $`M=1`$, $`\mathrm{\Delta }^1`$ is understood as identity operator.

From (4) it is direct to prove that $`[h,\mathrm{\Delta }^{2M2}e_\alpha ]=0`$. Obviously $`[IF(h)_{i,i+1},(e_\alpha )_j]=0`$, $`ji,i+1`$. Therefore we have, for all $`\alpha =1,2,\mathrm{},n`$:

$$\begin{array}{ccc}\hfill [H,E_\alpha ]& =& [\underset{i=1}{\overset{L1}{}}IF(h)_{i,i+1},\underset{j=1}{\overset{i1}{}}(e_\alpha )_j+\underset{k=i+2}{\overset{L1}{}}(e_\alpha )_k+(e_\alpha )_i+(e_\alpha )_{i+1}]\hfill \\ & =& \underset{i=1}{\overset{L1}{}}[IF(h)_{i,i+1},(e_\alpha )_i+(e_\alpha )_{i+1}]=\underset{i=1}{\overset{L1}{}}[IF(h)_{i,i+1},(\mathrm{\Delta }^{2M2}e_\alpha )_{i,i+1}]=0.\hfill \end{array}$$
(10)
## 3 Lattice Models with Quantum Lie Algebraic Symmetry

Let $`e=\{e_\alpha ,f_\alpha ,h_\alpha \}`$, $`\alpha =1,2,\mathrm{},n`$, be the Chevalley basis of a Lie algebra $`A`$ with rank $`n`$. Let $`e^{}=\{e_\alpha ^{},f_\alpha ^{},h_\alpha ^{}\}`$, $`\alpha =1,2,\mathrm{},n`$, be the corresponding elements of the quantum (q-deformed) Lie algebra $`A_q`$. We denote by $`r_\alpha `$ the simple roots of the Lie algebra $`A`$. The quantum algebra generated by $`\{e_\alpha ^{},f_\alpha ^{},h_\alpha ^{}\}`$ is defined by the following relations :

$$\begin{array}{ccc}\hfill [h_\alpha ^{},h_\beta ^{}]& =& 0,[h_\alpha ^{},e_\beta ^{}]=a_{\alpha \beta }e_\beta ^{},\hfill \\ \hfill [h_\alpha ^{},f_\beta ^{}]& =& a_{\alpha \beta }f_\beta ^{},[e_\alpha ^{},f_\beta ^{}]=\delta _{\alpha ,\beta }\frac{q^{d_\alpha h_\alpha ^{}}q^{d_\alpha h_\alpha ^{}}}{q^{d_\alpha }q^{d_\alpha }}\hfill \end{array}$$
(11)
together with the quantum Serre relations

$$\begin{array}{c}\underset{\gamma =0}{\overset{1a_{\alpha \beta }}{}}(1)^\gamma \left[\begin{array}{c}1a_{\alpha \beta }\\ \gamma \end{array}\right]_{q^{d_\alpha }}(e_\alpha ^{})^\gamma e_\beta ^{}(e_\alpha ^{})^{1a_{\alpha \beta }\gamma }=0,ij,\hfill \\ \underset{\gamma =0}{\overset{1a_{\alpha \beta }}{}}(1)^\gamma \left[\begin{array}{c}1a_{\alpha \beta }\\ \gamma \end{array}\right]_{q^{d_\alpha }}(f_\alpha ^{})^\gamma f_\beta ^{}(f_\alpha ^{})^{1a_{\alpha \beta }\gamma }=0,ij,\hfill \end{array}$$
(12)
where for $`mnIN`$,

$$\left[\begin{array}{c}m\\ n\end{array}\right]_q=\frac{[m]_q!}{[n]_q![mn]_q!},[n]_q!=[n]_q[n1]_q\mathrm{}[2]_q[1]_q,[n]_q=\frac{q^nq^n}{qq^1},$$

$`(a_{\alpha \beta })`$ is the Cartan matrix,

$$a_{\alpha \beta }=\frac{1}{d_\alpha }(r_\alpha r_\beta ),d_\alpha =\frac{1}{2}(r_\alpha r_\alpha ),$$

$`q`$ is a complex quantum parameter such that $`q^{d_\alpha }\pm 1,0`$.

The coproduct operator $`\mathrm{\Delta }^{}`$ of the quantum algebra $`A_q`$ is given by

$`\mathrm{\Delta }^{}h_\alpha ^{}`$ $`=`$ $`h_\alpha ^{}\mathrm{𝟏}+\mathrm{𝟏}h_\alpha ^{},`$ (13)
$`\mathrm{\Delta }^{}e_\alpha ^{}`$ $`=`$ $`e_\alpha ^{}q^{d_\alpha h_\alpha ^{}}+q^{d_\alpha h_\alpha ^{}}e_\alpha ^{},`$ (14)
$`\mathrm{\Delta }^{}f_\alpha ^{}`$ $`=`$ $`f_\alpha ^{}q^{d_\alpha h_\alpha ^{}}+q^{d_\alpha h_\alpha ^{}}f_\alpha ^{}.`$ (15)
It is straightforward to check that $`\mathrm{\Delta }^{}`$ preserves all the algebraic relations in (11) and (12).

Let $`C_q(e^{})`$ be the Casimir operator of $`A_q`$, i.e., $`[C_q(e^{}),a]=0,aA_q`$. For any entire function $`IF`$ of $`C_q(e^{})`$, we have

$$[IF(C_q(e^{})),a]=0,aA_q$$
(16)
and

$$[\mathrm{\Delta }^{}IF(C_q(e^{})),\mathrm{\Delta }^{}a]=0,aA_q.$$
(17)
Especially, by formula (13) one gets

$$\mathrm{\Delta }^{}q^{\pm d_\alpha h_\alpha ^{}}=q^{\pm d_\alpha h_\alpha ^{}}q^{\pm d_\alpha h_\alpha ^{}}.$$
(18)
Hence

$$[\mathrm{\Delta }^{}IF(C_q(e^{})),\mathrm{\Delta }^{}q^{\pm d_\alpha h_\alpha ^{}}]=[\mathrm{\Delta }^{}IF(C_q(e^{})),q^{\pm d_\alpha h_\alpha ^{}}q^{\pm d_\alpha h_\alpha ^{}}]=0.$$
(19)
\[Theorem 2\]. The lattice model defined by the following Hamiltonian acting in $`H_1H_2\mathrm{}H_L`$ is invariant under the quantum algebra $`A_q`$:

$$H_q=\underset{i=1}{\overset{L1}{}}IF(h_q)_{i,i+1},$$
(20)
where

$$h_q=\underset{i_M=1}{\overset{M}{}}\mathrm{}\underset{i_2=1}{\overset{2}{}}\underset{i_1=1}{\overset{1}{}}a_{i_1i_2\mathrm{}i_M}\mathrm{\Delta }_{i_M}^M\mathrm{}\mathrm{\Delta }_{i_2}^{\mathrm{\hspace{0.17em}2}}\mathrm{\Delta }_{i_1}^{\mathrm{\hspace{0.17em}1}}C_q(e^{}),$$

with $`a_{i_1i_2\mathrm{}i_M}\text{ }C`$ such that $`h_q`$ is hermitian.

\[Proof\]. The generators of $`A_q`$ on the lattice are given by

$$\begin{array}{ccc}\hfill H_\alpha ^{}& =& \mathrm{\Delta }^{ML2}h_\alpha ^{}=\underset{i=1}{\overset{L1}{}}\mathrm{𝟏}_1\mathrm{}\mathrm{𝟏}_{i1}(\mathrm{\Delta }^{\mathrm{\hspace{0.17em}2}M2}h_\alpha ^{})_{i,i+1}\mathrm{𝟏}_{i+2}\mathrm{}\mathrm{𝟏}_L,\hfill \\ \hfill E_\alpha ^{}& =& \underset{i=1}{\overset{L1}{}}q^{d_\alpha h_\alpha ^{}}\mathrm{}q^{d_\alpha h_\alpha ^{}}(\mathrm{\Delta }^{\mathrm{\hspace{0.17em}2}M2}e_\alpha ^{})_{i,i+1}q^{d_\alpha h_\alpha ^{}}\mathrm{}q^{d_\alpha h_\alpha ^{}},\hfill \\ \hfill F_\alpha ^{}& =& \underset{i=1}{\overset{L1}{}}q^{d_\alpha h_\alpha ^{}}\mathrm{}q^{d_\alpha h_\alpha ^{}}(\mathrm{\Delta }^{\mathrm{\hspace{0.17em}2}M2}f_\alpha ^{})_{i,i+1}q^{d_\alpha h_\alpha ^{}}\mathrm{}q^{d_\alpha h_\alpha ^{}}.\hfill \end{array}$$
(21)
From (17) and (18) we have $`[h_q,\mathrm{\Delta }^{\mathrm{\hspace{0.17em}2}M2}h_\alpha ^{}]=[h_q,\mathrm{\Delta }^{\mathrm{\hspace{0.17em}2}M2}e_\alpha ^{}]=[h_q,\mathrm{\Delta }^{\mathrm{\hspace{0.17em}2}M2}f_\alpha ^{}]=0`$. Therefore

$$\begin{array}{ccc}\hfill [H_q,E_\alpha ^{}]& =& [\underset{i=1}{\overset{L1}{}}IF(h_q)_{i,i+1},(\underset{j=1}{\overset{i2}{}}+\underset{j=i+2}{\overset{L1}{}})(q^{d_\alpha h_\alpha ^{}}\mathrm{}(\mathrm{\Delta }^{\mathrm{\hspace{0.17em}2}M2}e_\alpha ^{})_{j,j+1}\mathrm{}q^{d_\alpha h_\alpha ^{}})\hfill \\ & & +q^{d_\alpha h_\alpha ^{}}\mathrm{}(\mathrm{\Delta }^{\mathrm{\hspace{0.17em}2}M2}e_\alpha ^{})_{i,i+1}\mathrm{}q^{d_\alpha h_\alpha ^{}}]\hfill \\ & =& \underset{i=1}{\overset{L1}{}}[IF(h_q),\mathrm{\Delta }^{\mathrm{\hspace{0.17em}2}M2}(e_\alpha ^{})]_{i,i+1}=0.\hfill \end{array}$$

$`[H_q,F_\alpha ^{}]=0`$ is obtained similarly. $`[H_q,H_\alpha ^{}]=0`$ can be proved like (10). Hence $`H_q`$ commutes with the generators of $`A_q`$.

The Hamiltonian system (20) is expressed by the quantum algebraic generators $`e^{}=(h_\alpha ^{},e_\alpha ^{},f_\alpha ^{})`$. Assume now that $`ee^{}(e)`$ is an algebraic map from $`A`$ to $`A_q`$ (we remark that for algebras with three generators like $`A_1`$, both classical and quantum algebraic maps can be discussed in terms of the two dimensional manifolds related to the algebras, see ). We then have

$$H_q=\underset{i=1}{\overset{L1}{}}IF(h_q(e^{}(e))_{i,i+1}.$$
(22)
In this way we obtain lattice models having quantum algebraic symmetry but expressed in terms of the usual Lie algebraic generators $`\{e_\alpha \}`$ with manifest physical meanings.

## 4 Integrable Lattice Models with Lie algebraic Symmetry

### 4.1 Quantum Yang-Baxter Equation

The quantum Yang-Baxter equation (QYBE)  is the “master equation” for integrable models in statistical mechanics. It plays an important role in a variety of problems in theoretical physics such as the study of exactly solvable models like the six and eight vertex models in statistical mechanics , of integrable model field theories , of exact S-matrix theoretical models , as well as in the investigation of two dimensional field theories involving fields with intermediate statistics , in conformal field theory and in the study of quantum groups . In the following we investigate the integrability of lattice models having a Lie algebraic symmetry constructed in section 2. We also present a series of solutions of the QYBE from the construction of integrable models.

Let $`V`$ be a complex vector space and $`R`$ the solution of QYBE without spectral parameters, see e.g. . Then $`R`$ takes values in $`End_{\text{ }C}(VV)`$. The QYBE is

$$R_{12}R_{13}R_{23}=R_{23}R_{13}R_{12}.$$
(23)
Here $`R_{ij}`$ denotes the matrix on the complex vector space $`VVV`$, acting as $`R`$ on the $`i`$-th and the $`j`$-th components and as the identity on the other components.

Let $`\stackrel{ˇ}{R}=Rp`$ ($`p`$ is the transposition operator). Then the QYBE (23) becomes

$$\stackrel{ˇ}{R}_{12}\stackrel{ˇ}{R}_{23}\stackrel{ˇ}{R}_{12}=\stackrel{ˇ}{R}_{23}\stackrel{ˇ}{R}_{12}\stackrel{ˇ}{R}_{23},$$
(24)
where $`\stackrel{ˇ}{R}_{12}=\stackrel{ˇ}{R}\mathrm{𝟏}_V`$, $`\stackrel{ˇ}{R}_{23}=\mathrm{𝟏}_V\stackrel{ˇ}{R}`$ and $`\mathrm{𝟏}_V`$ is the identity operator on $`V`$.

In the following we say that a lattice model with nearest neighbours interactions having a (quantum mechanical) Hamiltonian of the form

$$H=\underset{i=1}{\overset{L1}{}}()_{i,i+1}$$
(25)
is integrable in the sense that the operator $``$ satisfies the QYBE relation (24), i.e.,

$$()_{12}()_{23}()_{12}=()_{23}()_{12}()_{23},$$
(26)
where $`()_{12}=\mathrm{𝟏}_V`$ and $`()_{23}=\mathrm{𝟏}_V`$. Here $``$ is a solution of the Yang-Baxter equation without spectral parameters. After “baxterization” the Hamiltonian system (25) satisfying relation (26) can in principle be exactly solved in terms of algebraic Bethe Ansatz method, see e.g. . Here the vector space $`V`$ is taken to be the Hilbert spaces associated with one rung of the lattice.

### 4.2 Integrable $`A_n`$ Symmetric Chain Models

The integrability of the models having a Lie algebraic symmetry presented in section 2 depends on the detailed representation of the corresponding symmetry algebra. In this section we investigate the integrability of chain models with nearest neighbours interactions and Lie algebraic symmetry $`A_n`$.

Let $`(a_{\alpha \beta })`$ be the Cartan matrix of the $`A_n`$ algebra. In the Chevalley basis the algebra $`A_n`$ is spanned by the generators $`\{h_\alpha ,e_\alpha ,f_\alpha \}`$, $`\alpha =1,2,\mathrm{},n`$, with the following algebraic relations:

$$[h_\alpha ,h_\beta ]=0,[h_\alpha ,e_\beta ]=a_{\alpha \beta }e_\beta ,[h_\alpha ,f_\beta ]=a_{\alpha \beta }f_\beta ,[e_\alpha ,f_\beta ]=\delta _{\alpha \beta }h_\alpha ,$$
(27)
together with the generators with respect to non simple roots,

$$e_{\alpha \mathrm{}\beta \gamma }=[e_\alpha ,\mathrm{},[e_\beta ,e_\gamma ]\mathrm{}],f_{\alpha \mathrm{}\beta \gamma }=[f_\alpha ,\mathrm{},[f_\beta ,f_\gamma ]\mathrm{}].$$
(28)
Let $`E_{\alpha \beta }`$ be an $`(n+1)\times (n+1)`$ matrix such that $`(E_{\alpha \beta })_{\gamma \delta }=\delta _{\alpha \gamma }\delta _{\beta \delta }`$, i.e., the only non zero element of the matrix $`E_{\alpha \beta }`$ is $`1`$ at row $`\alpha `$ and column $`\beta `$. Hence

$$E_{\alpha \beta }E_{\gamma \delta }=\delta _{\beta \gamma }E_{\alpha \delta },[E_{\alpha \beta },E_{\gamma \delta }]=\delta _{\beta \gamma }E_{\alpha \delta }\delta _{\delta \alpha }E_{\beta \gamma }.$$
(29)
For the fundamental representation we take the basis of the algebra $`A_n`$ as

$$\begin{array}{c}h_\alpha =E_{\alpha \alpha }E_{\alpha +1,\alpha +1},\alpha =1,2,\mathrm{},n\hfill \\ \begin{array}{c}e=\{E_{\alpha \beta }\}\hfill \\ f=\{E_{\beta \alpha }\}\hfill \end{array}\}\beta >\alpha =1,2,\mathrm{},n\hfill \end{array}$$
(30)
Both $`\{e_\alpha \}`$ and $`\{f_\alpha \}`$ have a total of $`n(n+1)/2`$ generators.

With respect to the basis (30), the Casimir operator of the algebra $`A_n`$ is given by

$$\begin{array}{ccc}\hfill C_{A_n}& =& (n+1)\underset{\alpha =1}{\overset{n(n+1)/2}{}}(e_\alpha f_\alpha +f_\alpha e_\alpha )+\underset{\alpha =1}{\overset{n}{}}\alpha (n+1\alpha )h_\alpha ^2\hfill \\ & & +\underset{\alpha =1}{\overset{n}{}}\underset{\beta =1}{\overset{n\alpha }{}}2\alpha (n+1\alpha \beta )h_\alpha h_{\alpha +\beta }a,\hfill \end{array}$$
(31)
where $`a`$ is an arbitrary real constant.

The coproduct operator $`\mathrm{\Delta }`$ is given by

$$\begin{array}{cc}\mathrm{\Delta }(\mathrm{𝟏})=\mathrm{𝟏}\mathrm{𝟏},\mathrm{\Delta }(h_\alpha )=h_\alpha \mathrm{𝟏}+\mathrm{𝟏}h_\alpha ,\hfill & \alpha =1,2,\mathrm{},n\hfill \\ \begin{array}{c}\mathrm{\Delta }(e_\beta )=e_\beta \mathrm{𝟏}+\mathrm{𝟏}e_\beta \hfill \\ \mathrm{\Delta }(f_\beta )=f_\beta \mathrm{𝟏}+\mathrm{𝟏}f_\beta \hfill \end{array}\}\hfill & \beta =1,2,\mathrm{},n(n+1)/2,\hfill \end{array}$$
(32)
where the identity operator $`\mathrm{𝟏}`$ is the $`(n+1)\times (n+1)`$ identity matrix.

By (31) and (32) we have

$$\begin{array}{cc}\mathrm{\Delta }C_{A_n}=\hfill & C_{A_n}\mathrm{𝟏}+\mathrm{𝟏}C_{A_n}a\mathrm{𝟏}\mathrm{𝟏}\hfill \\ & +(n+1)\underset{\alpha =1}{\overset{n(n+1)/2}{}}(e_\alpha f_\alpha +f_\alpha e_\alpha )+\underset{\alpha =1}{\overset{n}{}}\alpha (n+1\alpha )h_\alpha h_\alpha \hfill \\ & +\underset{\alpha =1}{\overset{n}{}}\underset{\beta =1}{\overset{n\alpha }{}}\alpha (n+1\alpha \beta )(h_\alpha h_{\alpha +\beta }+h_{\alpha +\beta }h_\alpha ).\hfill \end{array}$$
(33)
It is easy to check that under the representation (30) $`C_{A_n}`$ is equal to $`n(n+2)\mathrm{𝟏}`$. Therefore the sum of the first two terms on the right hand side of (33) is $`2n(n+2)\mathrm{𝟏}\times \mathrm{𝟏}`$. In the following we take $`a`$ in (33) to be $`2n(n+2)`$ so that the terms that are proportional to the $`(n+1)^2\times (n+1)^2`$ identity matrix will disappear in (33).

From (30) and (33) we have

$$\begin{array}{cc}\mathrm{\Delta }C_{A_n}=\hfill & (n+1)\underset{\alpha \beta =1}{\overset{n+1}{}}E_{\alpha \beta }E_{\beta \alpha }\hfill \\ & +\underset{\alpha =1}{\overset{n}{}}\alpha (n+1\alpha )(E_{\alpha \alpha }E_{\alpha +1,\alpha +1})(E_{\alpha \alpha }E_{\alpha +1,\alpha +1})\hfill \\ & +\underset{\alpha =1}{\overset{n}{}}\underset{\beta =1}{\overset{n\alpha }{}}\alpha (n+1\alpha \beta )[(E_{\alpha \alpha }E_{\alpha +1,\alpha +1})(E_{\alpha +\beta ,\alpha +\beta }E_{\alpha +\beta +1,\alpha +\beta +1})\hfill \\ & +(E_{\alpha +\beta ,\alpha +\beta }E_{\alpha +\beta +1,\alpha +\beta +1})(E_{\alpha \alpha }E_{\alpha +1,\alpha +1})].\hfill \end{array}$$
(34)
$`\mathrm{\Delta }C_{A_n}`$ in (34) is an $`(n+1)^2\times (n+1)^2`$ matrix. Its matrix representation is

$$\begin{array}{cc}(\mathrm{\Delta }C_{A_n})_{\alpha \beta }=\hfill & \delta _{\alpha \beta }[(n+1)\delta _{\alpha ,l(n+1)+l+1}1]\hfill \\ & +(n+1)[\delta _{\alpha ,j(n+2)+k+2}\delta _{\beta ,(j+1)(n+2)+k(n+1)}\hfill \\ & +\delta _{\beta ,j(n+2)+k+2}\delta _{\alpha ,(j+1)(n+2)+k(n+1)}],\hfill \end{array}$$
(35)
where $`\alpha ,\beta =1,2,\mathrm{},(n+1)^2`$, $`l=0,1,\mathrm{},n`$, $`j=0,1,\mathrm{},n1`$, $`k=0,1,\mathrm{},nj1`$, $`\delta _{\alpha ,j(n+2)+k+2}=0`$ if $`\alpha j(n+2)+k+2`$ for all possible values of $`j`$ and $`k`$. For example,

$$\mathrm{\Delta }C_{A_1}=\left(\begin{array}{cccc}1& 0& 0& 0\\ 0& 1& 2& 0\\ 0& 2& 1& 0\\ 0& 0& 0& 1\end{array}\right).$$
(36)
\[Lemma 1\]. $`\mathrm{\Delta }C_{A_n}`$ satisfies the following relation

$$(\mathrm{\Delta }C_{A_n})^2+2\mathrm{\Delta }C_{A_n}n(n+2)\mathrm{𝟏}\mathrm{𝟏}=0.$$
(37)
\[Proof\]. From (35) we have

$$\begin{array}{ccc}\hfill [(\mathrm{\Delta }C_{A_n})^2]_{\alpha \gamma }& =& \underset{\beta =1}{\overset{(n+1)^2}{}}(\mathrm{\Delta }C_{A_n})_{\alpha \beta }(\mathrm{\Delta }C_{A_n})_{\beta \gamma }\hfill \\ & =& \delta _{\alpha \gamma }[(n+1)^2\delta _{\alpha ,l(n+1)+l+1}\delta _{\gamma ,l^{}(n+1)+l^{}+1}]\hfill \\ & & (n+1)(\delta _{\alpha ,l(n+1)+l+1}+\delta _{\gamma ,l^{}(n+1)+l^{}+1})+1]\hfill \\ & & 2(n+1)[\delta _{\alpha ,j(n+2)+k+2}\delta _{\gamma ,(j+1)(n+2)+k(n+1)}+\delta _{\gamma ,j(n+2)+k+2}\delta _{\alpha ,(j+1)(n+2)+k(n+1)}]\hfill \\ & & +(n+1)^2[\delta _{\alpha ,j(n+2)+k+2}\delta _{\gamma ,j(n+2)+k+2}+\delta _{\alpha ,(j+1)(n+2)+k(n+1)}\delta _{\gamma ,(j+1)(n+2)+k(n+1)}]\hfill \\ & =& 2(\mathrm{\Delta }C_{A_n})_{\alpha \gamma }+(n+1)^2\delta _{\alpha \gamma }[\delta _{\alpha ,j(n+2)+k+2}+\delta _{\alpha ,(j+1)(n+2)+k(n+1)}]\hfill \\ & & +(n+1)^2\delta _{\alpha \gamma }\delta _{\alpha ,l(n+1)+l+1}\delta _{\alpha \gamma }\hfill \\ & =& 2(\mathrm{\Delta }C_{A_n})_{\alpha \gamma }+n(n+2)\delta _{\alpha \gamma },\hfill \end{array}$$

where the identity

$$\delta _{\alpha ,l(n+1)+l+1}+\delta _{\alpha ,j(n+2)+k+2}+\delta _{\alpha ,(j+1)(n+2)+k(n+1)}=1,$$
(38)
$`l=0,1,\mathrm{},n`$, $`j=0,1,\mathrm{},n1`$, $`k=0,1,\mathrm{},nj1`$, has been used.

\[Lemma 2\]. The coproduct of the $`A_n`$ Casimir operator $`\mathrm{\Delta }C_{A_n}`$ has the following properties:

$$\begin{array}{c}(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})\hfill \\ n[(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})+(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})]\hfill \\ +(n^21)(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})+n^2(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})+n(1n^2)\mathrm{𝟏}\mathrm{𝟏}\mathrm{𝟏}=0\hfill \end{array}$$
(39)
and

$$\begin{array}{c}(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})\hfill \\ n[(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})+(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})]\hfill \\ +(n^21)(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})+n^2(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})+n(1n^2)\mathrm{𝟏}\mathrm{𝟏}\mathrm{𝟏}=0.\hfill \end{array}$$
(40)
\[Proof\]. By using the representation of $`\mathrm{\Delta }C_{A_n}`$ in (35) we have

$$\begin{array}{ccc}\hfill (\mathrm{\Delta }C_{A_n}\mathrm{𝟏})_{\alpha \beta }& =& (\mathrm{\Delta }C_{A_n})_{(\alpha \gamma )/(n+1)+1,(\beta \gamma )/(n+1)+1}\hfill \\ & =& \delta _{\alpha \beta }[(n+1)\delta _{\alpha \gamma ,l(n+1)(n+2)}1]\hfill \\ & & +(n+1)[\delta _{\alpha \gamma ,(n+1)(j(n+2)+k+1))}\delta _{\beta \gamma ,(n+1)(j(n+2)+(k+1)(n+1))}\hfill \\ & & +\delta _{\beta \gamma ,(n+1)(j(n+2)+k+1)}\delta _{\alpha \gamma ,(n+1)(j(n+2)+(k+1)(n+1))}]\hfill \end{array}$$
(41)
and

$$\begin{array}{ccc}\hfill (\mathrm{𝟏}\mathrm{\Delta }C_{A_n})_{\alpha \beta }& =& (\mathrm{\Delta }C_{A_n})_{\alpha (n+1)^2(\gamma ^{}1),\beta (n+1)^2(\gamma ^{}1)}\hfill \\ & =& \delta _{\alpha \beta }[(n+1)\delta _{\alpha (n+1)^2(\gamma ^{}1),l(n+1)+l+1)}1]\hfill \\ & & +(n+1)[\delta _{\alpha (n+1)^2(\gamma ^{}1),j(n+2)+k+2))}\delta _{\beta (n+1)^2(\gamma ^{}1),(j+1)(n+2)+k(n+1)}\hfill \\ & & +\delta _{\beta (n+1)^2(\gamma ^{}1),j(n+2)+k+2}\delta _{\alpha (n+1)^2(\gamma ^{}1),(j+1)(n+2)+k(n+1)}],\hfill \end{array}$$
(42)
where $`\alpha ,\beta =1,\mathrm{},(n+1)^3`$, $`l=0,1,\mathrm{},n`$, $`j=0,1,\mathrm{},n1`$ and $`k=0,1,\mathrm{},nj1`$ as in formula (35), $`\gamma =1,\mathrm{},n+1`$ such that $`(\alpha \gamma )/(n+1)`$ and $`(\beta \gamma )/(n+1)`$ in (41) are integers and $`\gamma ^{}=1,\mathrm{},n+1`$ in (42).

Using the formulae (41) and (42) one can get (39) and (40) from straightforward calculations.

From Theorem 1 we know that the following Hamiltonian is invariant under $`A_n`$

$$H=\underset{i=1}{\overset{L1}{}}IF(\mathrm{\Delta }C_{A_n})_{i,i+1}.$$
(43)
For the given representation (30) of $`A_n`$ the integrability of (35) depends on the form of the entire function $`IF`$. Due to the relation (37) in Lemma 1, $`(\mathrm{\Delta }C_{A_n})^l`$, $`l2`$, can be expressed as $`c\mathrm{\Delta }C_{A_n}+c^{}\mathrm{𝟏}\mathrm{𝟏}`$ for some real constants $`c`$ and $`c^{}`$. Therefore $`IF(\mathrm{\Delta }C_{A_n})`$ is a polynomial in $`\mathrm{\Delta }C_{A_n}`$ up to powers of order one.

\[Theorem 3\]. The following $`A_n`$ invariant Hamiltonian is integrable

$$\begin{array}{ccc}\hfill H_{A_n}& =& \underset{i=1}{\overset{L1}{}}()_{i,i+1}=\underset{i=1}{\overset{L1}{}}(\mathrm{\Delta }C_{A_n}+1)_{i,i+1}\hfill \\ & =& \underset{i=1}{\overset{L1}{}}[(n+1)\underset{\alpha =1}{\overset{n(n+1)/2}{}}((e_\alpha )_i(f_\alpha )_{i+1}+(f_\alpha )_i(e_\alpha )_{i+1})+\underset{\alpha =1}{\overset{n}{}}\alpha (n+1\alpha )(h_\alpha )_i(h_\alpha )_{i+1}\hfill \\ & & +\underset{\alpha =1}{\overset{n}{}}\underset{\beta =1}{\overset{n\alpha }{}}\alpha (n+1\alpha \beta )((h_\alpha )_i(h_{\alpha +\beta })_{i+1}+(h_{\alpha +\beta })_i(h_\alpha )_{i+1})]+L1,\hfill \end{array}$$
(44)
where $`=\mathrm{\Delta }C_{A_n}+1`$ and the number $`1`$ should be understood as the identity operator, $`\mathrm{𝟏}\mathrm{𝟏}`$, on the tensor space $`H_1\mathrm{}H_L`$.

\[Proof\]. What we have to prove is that $``$ satisfies the QYBE (26), i.e., $`()_{12}()_{23}()_{12}=()_{23}()_{12}()_{23}`$, where $`()_{12}=(\mathrm{\Delta }C_{A_n}+1)\mathrm{𝟏}`$ and $`()_{23}=\mathrm{𝟏}(\mathrm{\Delta }C_{A_n}+1)`$. We have

$$\begin{array}{ccc}\hfill ()_{12}()_{23}()_{12}& =& (\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})+(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})\hfill \\ & & +(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})+(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})\hfill \\ & & +2\mathrm{\Delta }C_{A_n}\mathrm{𝟏}+\mathrm{𝟏}\mathrm{\Delta }C_{A_n}+\mathrm{𝟏}\mathrm{𝟏}\mathrm{𝟏}\hfill \end{array}$$

and

$$\begin{array}{ccc}\hfill ()_{23}()_{12}()_{23}& =& (\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})+(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})\hfill \\ & & +(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})+(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})\hfill \\ & & +2(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})+(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})+\mathrm{𝟏}\mathrm{𝟏}\mathrm{𝟏}.\hfill \end{array}$$

Hence

$$()_{12}()_{23}()_{12}()_{23}()_{12}()_{23}=I+II+III,$$
(45)
where

$$\begin{array}{ccc}\hfill I& =& (\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n}),\hfill \\ \hfill II& =& (\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n}),\hfill \\ \hfill III& =& \mathrm{\Delta }C_{A_n}\mathrm{𝟏}\mathrm{𝟏}\mathrm{\Delta }C_{A_n}.\hfill \end{array}$$

Using (37) we have

$$\begin{array}{ccc}\hfill I& =& (\mathrm{\Delta }C_{A_n})^2\mathrm{𝟏}\mathrm{𝟏}(\mathrm{\Delta }C_{A_n})^2\hfill \\ & =& (2\mathrm{\Delta }C_{A_n}n(n+2)\mathrm{𝟏}\mathrm{𝟏})\mathrm{𝟏}+\mathrm{𝟏}(2\mathrm{\Delta }C_{A_n}n(n+2)\mathrm{𝟏}\mathrm{𝟏})\hfill \\ & =& 2(\mathrm{\Delta }C_{A_n}\mathrm{𝟏}\mathrm{𝟏}\mathrm{\Delta }C_{A_n}).\hfill \end{array}$$

Hence

$$I+III=\mathrm{𝟏}\mathrm{\Delta }C_{A_n}\mathrm{\Delta }C_{A_n}\mathrm{𝟏}.$$
(46)
By Lemma 2 we get

$$II=\mathrm{\Delta }C_{A_n}\mathrm{𝟏}\mathrm{𝟏}\mathrm{\Delta }C_{A_n}.$$

Therefore

$$()_{12}()_{23}()_{12}()_{23}()_{12}()_{23}=I+II+III=0.$$

Related to the integrable chain model (44), there is a Temperley-Lieb (TL) algebraic structure in the sense that the model gives a representation of the TL algebra. An $`(L1)`$-state TL algebra is described by the elements $`e_i`$, $`i=1,2,\mathrm{},L1`$, satisfying the TL algebraic relations ,

$$e_ie_{i\pm 1}e_i=e_i,e_ie_j=e_je_i,\mathrm{𝗂𝖿}|ij|2,$$
(47)
and

$$e_i^2=\beta e_i,$$
(48)
where $`\beta `$ is a complex constant and $`i=1,2,\mathrm{},L1`$.

We suppose that the representation of an $`(L1)`$-state TL algebra on an $`L`$ chain is of the following form,

$$e_i=\mathrm{𝟏}_1\mathrm{𝟏}_2\mathrm{}\mathrm{𝟏}_{i1}E\mathrm{𝟏}_{i+2}\mathrm{}\mathrm{𝟏}_L,$$
(49)
where $`\mathrm{𝟏}`$ is the $`(n+1)\times (n+1)`$ identity matrix as in section 3.2 and $`E`$ is a $`(n+1)^2\times (n+1)^2`$ matrix. According to formulae (48) and (47) $`E`$ should satisfy

$$E^2=\beta E.$$
(50)
$$\begin{array}{c}(E\mathrm{𝟏})(\mathrm{𝟏}E)(E\mathrm{𝟏})=E\mathrm{𝟏},\hfill \\ (\mathrm{𝟏}E)(E\mathrm{𝟏})(\mathrm{𝟏}E)=\mathrm{𝟏}E.\hfill \end{array}$$
(51)
From the representations of the TL algebra one can construct integrable chain models (for the construction of the TL algebraic representations associated with the quantum $`A_1`$, $`B_n`$, $`C_n`$ and $`D_n`$ algebras, see ). It is straightforward to check that for a given representation of the TL algebra of the form (49) with $`E`$ satisfying (50) and (51),

$$\stackrel{ˇ}{R}=E+\frac{\beta \pm \sqrt{\beta ^24}}{2}\mathbf{\hspace{0.17em}1}\mathrm{𝟏}$$

is a solution of the QYBE (24). However in general for a given solution $`\stackrel{ˇ}{R}`$ of the QYBE (24), there does not necessarily exist a TL algebraic representation of the form (49) with $`E=a\stackrel{ˇ}{R}+b`$ satisfying (50) and (51) for any constants $`a`$ and $`b`$. Nevertheless the solutions $``$ of the QYBE in our $`A_n`$ symmetric integrable model (44) do give rise to TL algebraic representations in the following sense:

\[Theorem 4\]. The following $`(n+1)^2\times (n+1)^2`$ matrix

$$E=\frac{}{n+1}+\mathrm{𝟏}\mathrm{𝟏}$$
(52)
gives the $`(L1)`$-state TL algebraic representation (49) with $`\beta =2`$.

\[Proof\]. What we should check is that $`E`$ in (52) satisfies equations (50) and (51). By Lemma 1 we have

$$E^2=(\frac{}{n+1}+\mathrm{𝟏}\mathrm{𝟏})^2=\frac{(\mathrm{\Delta }C_{A_n})^22n\mathrm{\Delta }C_{A_n}+n^2\mathrm{𝟏}\mathrm{𝟏}}{(n+1)^2}=\beta E=2E,$$

i.e., $`\beta =2`$.

From Lemma 1 and (39) in Lemma 2 we get

$$\begin{array}{c}(E\mathrm{𝟏})(\mathrm{𝟏}E)(E\mathrm{𝟏})\hfill \\ =\frac{1}{(n+1)^3}[(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})\hfill \\ n((\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})+(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏}))\hfill \\ +2n(n+1)\mathrm{\Delta }C_{A_n}\mathrm{𝟏}+n^2\mathrm{𝟏}\mathrm{\Delta }C_{A_n}2(n^3+n^2)\mathrm{𝟏}\mathrm{𝟏}\mathrm{𝟏}]\hfill \\ =\frac{1}{(n+1)^3}[(n+1)^2\mathrm{\Delta }C_{A_n}\mathrm{𝟏}n(n+1)^2\mathrm{𝟏}\mathrm{𝟏}\mathrm{𝟏}]=E\mathrm{𝟏}.\hfill \end{array}$$

By using Lemma 1 and formula (40) in Lemma 2 we conclude that

$$\begin{array}{c}(\mathrm{𝟏}E)(E\mathrm{𝟏})(\mathrm{𝟏}E)\hfill \\ =\frac{1}{(n+1)^3}[(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏})\hfill \\ n((\mathrm{\Delta }C_{A_n}\mathrm{𝟏})(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})+(\mathrm{𝟏}\mathrm{\Delta }C_{A_n})(\mathrm{\Delta }C_{A_n}\mathrm{𝟏}))\hfill \\ +2n(n+1)\mathrm{𝟏}\mathrm{\Delta }C_{A_n}+n^2\mathrm{\Delta }C_{A_n}\mathrm{𝟏}2(n^3+n^2)\mathrm{𝟏}\mathrm{𝟏}\mathrm{𝟏}]\hfill \\ =\frac{1}{(n+1)^3}[(n+1)^2\mathrm{𝟏}\mathrm{\Delta }C_{A_n}n(n+1)^2\mathrm{𝟏}\mathrm{𝟏}\mathrm{𝟏}]=\mathrm{𝟏}E.\hfill \end{array}$$

From (52) we see that the Hamiltonian of the $`A_n`$ symmetric integrable chain model (44) can be expressed by the TL algebraic elements

$$H_{A_n}=\underset{i=1}{\overset{L1}{}}()_{i,i+1}=\underset{i=1}{\overset{L1}{}}(n+1)e_i+(n+1)(L1),$$
(53)
with $`e_i`$ as in (49) and $`E`$ as in (52). Hence instead of the algebraic Bethe Ansatz method, the energy spectrum of $`H_{A_n}`$ can also be studied by using the properties of the TL algebra  (for the case of Heisenberg spin chain model, $`n=1`$, see ).

### 4.3 Integrable $`SU(2)`$-Symmetric Ladder Models

We consider ladder models ($`M=2`$) with $`SU(2)`$ symmetry. Let $`S_i`$, $`i=1,2,3`$, and $`C`$ be the generators of the algebra $`SU(2)`$ and the Casimir operator respectively. The coproduct of the algebra is given by $`\mathrm{\Delta }S_i=\mathrm{𝟏}S_i+S_i\mathrm{𝟏}`$, $`i=1,2,3`$. Accounting to that $`\mathrm{\Delta }_i^jIF(e)=IF(\mathrm{\Delta }_i^je)`$, $`i=1,2,3`$, $`j=1,2`$, $`eSU(2)`$, the generic $`h`$ is of the form $`IF(C_1,C_2,C_3)`$, where

$$\begin{array}{c}C_1=\underset{i=1}{\overset{3}{}}(S_i\mathrm{𝟏}\mathrm{𝟏}S_i+\mathrm{𝟏}S_i\mathrm{𝟏}S_i+\mathrm{𝟏}\mathrm{𝟏}S_iS_i),\hfill \\ C_2=\underset{i=1}{\overset{3}{}}(S_i\mathrm{𝟏}\mathrm{𝟏}S_i+S_iS_i\mathrm{𝟏}\mathrm{𝟏}+S_i\mathrm{𝟏}S_i\mathrm{𝟏}),\hfill \\ C_3=\underset{i=1}{\overset{3}{}}(S_i\mathrm{𝟏}\mathrm{𝟏}S_i+\mathrm{𝟏}S_i\mathrm{𝟏}S_i+S_i\mathrm{𝟏}S_i\mathrm{𝟏}+\mathrm{𝟏}S_iS_i\mathrm{𝟏}).\hfill \end{array}$$

In the spin-$`\frac{1}{2}`$ representation of the algebra $`SU(2)`$, the solutions of the QYBE (26) are $`16\times 16`$ matrices. For instance, it is direct to check that

$$\begin{array}{ccc}\hfill _0& =& \frac{108d55f}{108}C_{111}+\frac{72d+104f}{288}C_{112}+\frac{486d+211f}{270}C_{113}+\frac{756d+370f}{216}C_{121}\hfill \\ & & \frac{29f}{108}C_{122}+\frac{90d31f}{36}C_{123}+\frac{2df}{2}C_{131}+\frac{54d+26f}{108}C_{132}\hfill \\ & & +\frac{108d+43f}{540}C_{133}+\frac{216d+80f}{864}C_{211}+\frac{11f}{108}C_{212}+\frac{216d119f}{108}C_{213}\hfill \end{array}$$
(54)
satisfies (26) for all $`d,fIR`$, where $`C_{ijk}C_iC_jC_k`$, $`i,j,k=1,2,3`$.

The corresponding solution related to the $`SU(2)`$-symmetric integrable ladder model in  can also be expressed in the form $`IF(C_1,C_2,C_3)`$, i.e.,

$$\begin{array}{ccc}\hfill & =& \frac{5}{48}C_{111}\frac{11}{32}C_{112}\frac{61}{30}C_{113}\frac{41}{48}(C_{121}C_{122})+\frac{21}{16}C_{123}\hfill \\ & & +\frac{3}{4}C_{131}\frac{17}{12}C_{132}+\frac{173}{240}C_{133}+\frac{55}{96}C_{211}\frac{5}{3}C_{212}+\frac{131}{48}C_{213}.\hfill \end{array}$$
(55)
Through baxterization, $`(x)=(x1)+16\mathrm{I}_{16\times 16}`$ satisfies the QYBE with spectral parameters: $`_{12}(x)_{23}(xy)_{12}(y)=_{23}(y)_{12}(xy)_{23}(x)`$, where $`_{12}()=()\mathrm{I}_{4\times 4}`$, $`_{23}()=\mathrm{I}_{4\times 4}()`$, $`\mathrm{I}_{n\times n}`$ denotes the $`n\times n`$ identity matrix. The model can be exactly solved using algebraic Bethe Ansatz method. It describes a periodic spin ladder system with both isotropic exchange interactions and biquadratic interactions:

$$\begin{array}{ccc}\hfill H& =& \frac{1}{2}\underset{i=1}{\overset{L1}{}}(\frac{1}{2}+2𝐒_{1,i}𝐒_{1,i+1})(\frac{1}{2}+2𝐒_{2,i}𝐒_{2,i+1})\frac{1}{2}\underset{i=1}{\overset{L1}{}}(\frac{1}{2}+2𝐒_{1,i}𝐒_{2,i+1})(\frac{1}{2}+2𝐒_{2,i}𝐒_{1,i+1})\hfill \\ & & +\frac{5}{6}\underset{i=1}{\overset{L1}{}}(\frac{1}{2}+2𝐒_{1,i}𝐒_{2,i})(\frac{1}{2}+2𝐒_{1,i+1}𝐒_{2,i+1}),\hfill \end{array}$$

where $`𝐒_{\theta ,i}=(\sigma _{\theta ,i}^x,\sigma _{\theta ,i}^y,\sigma _{\theta ,i}^z)/2`$, $`\sigma ^x,\sigma ^y,\sigma ^z`$ are Pauli matrices. $`𝐒_{1,i}`$ (resp. $`𝐒_{2,i}`$) is the spin operator on the first (resp. second) leg of the $`i`$-th rung of the ladder.

It is also easy to see that for a more general form of (55),

$$\begin{array}{ccc}\hfill ^{}& =& \frac{45+23a4b28c}{432}C_{111}+\frac{993a3bc}{288}C_{112}+\frac{109891a118b16c}{540}C_{113}\hfill \\ & & +\frac{36997a70b+50c}{432}C_{121}+\frac{396+4a+31b+25c}{432}C_{122}+\frac{189+29a+20b4c}{144}C_{123}\hfill \\ & & +\frac{3}{4}C_{131}+\frac{3062a29b14c}{216}C_{132}+\frac{155771a+172b+124c}{2160}C_{133}\hfill \\ & & +\frac{495a+53b+47c}{864}C_{211}+\frac{72022a49b43c}{432}C_{212}+\frac{1179+91a+118b+16c}{432}C_{213}\hfill \end{array}$$
(56)
with $`a,b,cIR`$, the corresponding ladder model $`H^{}={\displaystyle \underset{i=1}{\overset{L1}{}}}_{i,i+1}^{}`$ can also be exactly solved by the coordinate Bethe ansatz .

## 5 Integrable Models and Stationary Markov Chains

### 5.1 Stationary Markov Chains

Let us first briefly recall some concepts of the theory of Markov chains (for a detailed mathematical description of Markov chains, we refer to ). Let $`\mathrm{\Omega }`$ denote the sample space (the set of all possible outcomes of an experiment), which we assume to be finite or countably infinite. Let $`P`$ be a probability measure defined on the $`\sigma `$-algebra of all subsets of $`\mathrm{\Omega }`$. Thus any subset $`A`$ of $`\mathrm{\Omega }`$ is an event with probability $`P(A)`$.

Any function $`XX(\omega )`$, $`\omega \mathrm{\Omega }`$, that maps the sample space into the real numbers is then a random variable. A stochastic process is a family $`(X_t)_{tI}`$, $`I`$ a certain index set, of random variables defined on some sample space $`\mathrm{\Omega }`$. If $`I`$ is countable, i.e., $`IIN`$, the process is denoted by $`X_1,X_2,\mathrm{}`$ and called a discrete-time process. If $`I=IR_+`$, then the process is denoted by $`\{X_t\}_{t0}`$ and called a continuous-time process.

The range of $`X`$ (a subset of real numbers) is called the state space. In what follows we consider the case where the state space $`S`$ is countable or finite. In this case the related stochastic process is called a (stochastic or random) chain.

Let $`E,F`$ be two subsets of $`\mathrm{\Omega }`$. We denote by $`P(E|F)`$ the (conditional) probability of $`E`$ given that $`F`$ has occurred. A discrete-time stochastic process $`\{X_i\}`$, $`i=1,2,\mathrm{}`$ with state space $`S=IN`$ is said to satisfy the Markov property if for every $`l`$ and all states $`i_1,i_2,\mathrm{},i_l`$ it is (a.s.) true that

$$P[X_l=i_l|X_{l1}=i_{l1},X_{l2}=i_{l2},\mathrm{},X_1=i_1]=P[X_l=i_l|X_{l1}=i_{l1}],$$

i.e., the values of $`X_{l2},\mathrm{},X_1`$ in no way affect the value of $`X_l`$, given the value of $`X_{l1}`$. Such a discrete-time process is called a Markov chain. It is said to be stationary if the probability of going from one state to another is independent of the time at which the transition is being made. That is, for all states $`i`$ and $`j`$,

$$P[X_l=j|X_{l1}=i]=P[X_{l+k}=j|X_{l+k1}=i]$$

for $`k=(l1),(l2),\mathrm{},1,0,1,2,\mathrm{}`$. In this case we set $`p_{ij}P[X_l=j|X_{l1}=i]`$ and call $`p_{ij}`$ the transition probability for going from state $`i`$ to $`j`$.

For a discrete time stationary Markov chain $`\{X_i\}`$, $`iIN`$, with a finite state space $`S=\{1,2,3,\mathrm{},m\}`$, there are $`m^2`$ transition probabilities $`\{p_{ij}\}`$, $`i,j=1,2,\mathrm{},m`$. $`P=(p_{ij})`$ is called the transition matrix corresponding to the discrete-time stationary Markov chain $`\{X_i\}`$. The transition matrix $`P`$ has the following properties:

$$p_{ij}0,\underset{i=1}{\overset{m}{}}p_{ij}=1,i,j=1,2,\mathrm{},m.$$
(57)
Any square matrix that satisfies condition (57) is called a stochastic matrix.

A continuous-time stochastic process, $`\{X_t\}_{tIR_+}`$ is said to satisfy the Markov property if for all times $`t_0<t_1<\mathrm{}<t_l<t`$ and for all $`l`$ it is true that

$$P[X_t=j|X_{t_0}=i_0,X_{t_1}=i_1,\mathrm{},X_{t_l}=i_l]=P[X_t=j|X_{t_l}=i_l].$$

Such a process is called a continuous-time Markov chain. It is said to be stationary if for every $`i`$ and $`j`$ the transition function, $`P[X_{t+h}=j|X_t=i]`$, is independent of $`t`$. In this case $`P(t)=P(X_{t=j}|X_0=i)`$ is a semigroup (e.g. on $`l^2(S)`$), called transition semigroup associated with the Markov chain. Its generator $`Q=(q_{ij})`$ has the properties:

$$q_{ij}0,ij,q_{ii}=\underset{ij}{}q_{ij},i,j=1,2,\mathrm{},m$$
(58)
and is called an intensity matrix. Vice versa, any $`Q`$ (satisfying (58) and properly defined as a closed operator when $`S`$ is infinite) gives rise to a unique continuous-time transition semigroup, $`P(t)=e^{Qt}`$, $`t0`$, which can be interpreted as transition semigroup associated to a certain Markov chain (with state space $`S`$) .

The properties of Markov chains are determined by the transition matrix $`P`$ resp. intensity matrix $`Q`$. If the eigenvalues and eigenstates of $`P`$ resp. $`Q`$ are known, then exact results related to the stochastic processes, such as time-dependent averages and correlations, can be obtained.

Now we consider a square lattice (in the algebraic sense of sections 2-4) with $`ML`$ sites. To every site at the $`i`$-th rung and $`\theta `$-th leg of the lattice we associate $`N`$ states described by the variable $`\tau _{i,\theta }`$ taking $`N`$ integer values,

$$\tau _{i,\theta }(\tau _{i,\theta }^0=0,\tau _{i,\theta }^1=1,\tau _{i,\theta }^2=2,\mathrm{},\tau _{i,\theta }^N=N).$$
(59)
We associate to any lattice site a Hilbert space of dimension $`N`$ (dim $`H_i^\theta =N`$). The state space of the algebraic lattice is then finite and has a total of $`(N)^{ML}`$ states.

For a given integrable lattice model with Hamiltonian $`H`$, the model remains integrable if one adds to $`H`$ a constant term $`c`$ and multiplies $`H`$ by a constant factor $`c^{}`$. Moreover the eigenvalues of $`H`$ will not be changed if one changes the local basis, i.e., the following Hamiltonian, defined by

$$BHB^1,$$
(60)
where $`B=_{i=1}^{ML}B_i`$, $`B_i`$ and $``$ is an $`N\times N`$ non singular matrix, has the same eigenvalues as $`H`$. Therefore if an integrable lattice model with Hamiltonian $`H`$ can be transformed by $`B`$ (modulo constants $`c`$, $`c^{}`$ in $`\text{ }C`$) into a matrix $`M=P`$ resp. $`Q`$, in the sense that

$$M=B(c^{}H+c11)B^1,$$
(61)
where $`11`$ is the $`N^{ML}\times (N)^{ML}`$ identity matrix, $`B`$ as in (60), and $`P`$ resp. $`Q`$ as in (57) resp. (58) (with $`m=(N)^{ML}`$), then $`P`$ resp. $`Q`$ defines a discrete-time resp. continuous-time Markov chain and the related stochastic process can be studied by using the properties of the corresponding integrable model with Hamiltonian $`H`$.

In the following we discuss the question of whether the integrable lattice models obtained in the way presented in this paper can be transformed into some stationary Markov chains through transformations of the forms (61). We remark that in general $`P`$ and $`Q`$ have different spectra, hence it is necessary to discuss the cases $`M=P`$ and $`M=Q`$ separately.

### 5.2 Discrete-time Markov Chains Related to $`A_n`$ Symmetric Integrable Models

We first note that for an integrable chain model with Hamiltonian $`H=_{i=1}^{L1}h_{i,i+1}`$ and $`(n+1)`$ states at every site $`i`$, $`i=1,2,\mathrm{},L`$, if the sum of the elements in any row of the $`(n+1)^2\times (n+1)^2`$ matrix $`h`$ is $`1/(L1)`$, then the sum of the elements in any row of the matrix $`H`$ is $`1`$. Hence if under the following transformation $`hh^{}`$ given by

$$h^{}=()(c^{}h+c\mathrm{𝟏}\mathrm{𝟏})(^1^1),$$
(62)
the sum of the elements in any row of $`h^{}`$ is $`1/(L1)`$ and $`(h^{})_{\alpha ,\beta }0`$, $`\alpha ,\beta =1,2,\mathrm{},(n+1)^2`$, for some real constants $`c^{},c`$ and a non singular $`(n+1)\times (n+1)`$ matrix $``$, then $`P=_{i=1}^{L1}h_{i,i+1}^{}`$ defines a stationary discrete-time Markov chain. $`P`$ has the same eigenvalue spectrum (shifted by a constant) as the spectrum of the integrable model with Hamiltonian $`H`$. If $`P`$ is invariant under a certain algebra $`A`$, we call the Markov chain $`A`$-symmetric.

\[Theorem 5\]. The following matrix

$$\begin{array}{ccc}\hfill P_{A_n}& =& \frac{1}{(L1)(n+1)}H_{A_n}=\frac{1}{(L1)(n+1)}\underset{i=1}{\overset{L1}{}}(\mathrm{\Delta }C_{A_n}+\mathrm{𝟏}\mathrm{𝟏})_{i,i+1}\hfill \\ & =& \frac{1}{(L1)(n+1)}\underset{i=1}{\overset{L1}{}}[(n+1)\underset{\alpha =1}{\overset{n(n+1)/2}{}}((e_\alpha )_i(f_\alpha )_{i+1}+(f_\alpha )_i(e_\alpha )_{i+1})\hfill \\ & & +\underset{\alpha =1}{\overset{n}{}}\alpha (n+1\alpha )(h_\alpha )_i(h_\alpha )_{i+1}\hfill \\ & & +\underset{\alpha =1}{\overset{n}{}}\underset{\beta =1}{\overset{n\alpha }{}}\alpha (n+1\alpha \beta )((h_\alpha )_i(h_{\alpha +\beta })_{i+1}+(h_{\alpha +\beta })_i(h_\alpha )_{i+1})]+\frac{1}{(n+1)}\hfill \end{array}$$
(63)
defines a stationary discrete-time $`A_n`$ symmetric Markov chain.

\[Proof\]. I. Set $`h^{}\frac{1}{(L1)(n+1)}(\mathrm{\Delta }C_{A_n}+\mathrm{𝟏}\mathrm{𝟏})`$. Then

$$P_{A_n}=\underset{i=1}{\overset{L1}{}}h_{i,i+1}^{}.$$
(64)
From formula (35) we have

$$\begin{array}{ccc}\hfill (h^{})_{\alpha \beta }& =& \frac{1}{(L1)(n+1)}(\mathrm{\Delta }C_{A_n}+\mathrm{𝟏}\mathrm{𝟏})_{\alpha \beta }\hfill \\ & =& \frac{1}{(L1)(n+1)}[\delta _{\alpha \beta }[(n+1)\delta _{\alpha ,l(n+1)+l+1}1]\hfill \\ & & +(n+1)[\delta _{\alpha ,j(n+2)+k+2}\delta _{\beta ,(j+1)(n+2)+k(n+1)}\hfill \\ & & +\delta _{\beta ,j(n+2)+k+2}\delta _{\alpha ,(j+1)(n+2)+k(n+1)}]+\delta _{\alpha \beta }]\hfill \\ & =& \frac{1}{L1}[\delta _{\alpha \beta }\delta _{\alpha ,l(n+1)+l+1}+\delta _{\alpha ,j(n+2)+k+2}\delta _{\beta ,(j+1)(n+2)+k(n+1)}\hfill \\ & & +\delta _{\beta ,j(n+2)+k+2}\delta _{\alpha ,(j+1)(n+2)+k(n+1)}]0.\hfill \end{array}$$
(65)
Therefore $`(P_{A_n})_{\alpha \beta }0`$, $`\alpha ,\beta =1,2,\mathrm{},(n+1)^2`$.

II. By using the identity (38), we get

$$\begin{array}{ccc}\hfill \underset{\beta =1}{\overset{(n+1)^2}{}}(h^{})_{\alpha \beta }& =& \frac{1}{(L1)(n+1)}\underset{\beta =1}{\overset{(n+1)^2}{}}[(n+1)\delta _{\alpha \beta }\delta _{\alpha ,l(n+1)+l+1}\hfill \\ & & +(n+1)[\delta _{\alpha ,j(n+2)+k+2}\delta _{\beta ,(j+1)(n+2)+k(n+1)}\hfill \\ & & +\delta _{\beta ,j(n+2)+k+2}\delta _{\alpha ,(j+1)(n+2)+k(n+1)}]]\hfill \\ & =& \frac{1}{(L1)(n+1)}(n+1)=\frac{1}{L1}.\hfill \end{array}$$

Hence the sum of the elements of any row of the matrix $`P_{A_n}`$ is one, i.e., $`_{\beta =1}^{(n+1)^L}(P_{A_n})_{\alpha \beta }=_{\beta =1}^{(n+1)^L}(_{i=1}^{L1}h_{i,i+1}^{})_{\alpha \beta }=1`$.

III. As $`H_{A_n}`$ is invariant under $`A_n`$, $`P_{A_n}=\frac{H_{A_n}}{(L1)(n+1)}`$ is obviously invariant under $`A_n`$ and has the same spectrum as $`H_{A_n}`$.

By the definition (57) $`P_{A_n}`$ is the transition matrix of a stationary discrete-time $`A_n`$ symmetric Markov chain.

The state space of this stationary discrete-time $`A_n`$ symmetric Markov chain associated with the stochastic matrix $`P_{A_n}`$ is $`S=(1,2,\mathrm{},(n+1)^L)`$, which corresponds to $`(n+1)^L`$ states,

$$(\tau _0\tau _1\mathrm{}\tau _n),$$
(66)
$`\tau _i\tau _{i,1}`$ as in (59) with $`\theta =1`$, of the algebraic chain with $`L`$ lattice sites. This stationary discrete-time $`A_n`$ symmetric Markov chain model describes a chain with $`L`$ sites and $`n+1`$ possible states, say, $`\tau _i^1,\mathrm{},\tau _i^{n+1}`$, at site $`i`$, $`i=1,\mathrm{},L`$. By calculation the allowed dynamics for any nearest neighbour pair is the interchange of their states: ($`\tau _i^\alpha ,\tau _{i+1}^\beta `$) $``$ ($`\tau _i^\beta ,\tau _{i+1}^\alpha `$), $`\alpha ,\beta \{1,\mathrm{},n+1\}`$. For $`n=1`$, there are two possible states at every site: empty or occupied by one particle. The $`A_1`$ Markov chain describes then stochastic hopping of particle into left and right vacancies, which is the well known $`SU(2)`$ random chain. For $`n=2`$, i.e. the $`SU(3)`$ case, there are three possible states at every site, say, empty, one spin up and one spin down particle states. This model describes stochastic hopping of spin up and down particles into left and right vacancies, interchanging of one spin up and one spin down particle at the nearest neighbours.

The properties of a Markov chain are determined by the transition matrix $`P=(p_{ij})`$. A subset $`C`$ of the state space $`S`$ is called closed if $`p_{ij}=0`$ for all $`iC`$ and $`jC`$. If a closed set consists of a single state, then that state is called an absorbing state. A Markov chain is called irreducible if there exists no nonempty closed set other than $`S`$ itself. A non irreducible Markov chain is said to be reducible.

From formula (65) we have

$$\begin{array}{c}(h^{})_{\alpha \alpha }=(h^{})_{(n+1)^2,(n+1)^2}=\frac{1}{L1},(h^{})_{\alpha \beta }=(h^{})_{\beta \alpha }=0,\beta \alpha ,\hfill \\ \alpha =l(n+1)+l+1,l=0,1,\mathrm{},n.\hfill \end{array}$$
(67)
Let

$$S_0=\left(\alpha |\alpha =l\frac{(n+1)((n+1)^{L1}1)+n}{n}+1\right),l=0,1,\mathrm{},n,$$
(68)
be a subset of the state space $`S`$. From formula (64), with

$$(h^{})_{i,i+1}=\mathrm{𝟏}_1\mathrm{𝟏}_2\mathrm{}\mathrm{𝟏}_{i1}h^{}\mathrm{𝟏}_{i+2}\mathrm{}\mathrm{𝟏}_{L+1},$$

we get

$$(P_{A_n})_{\alpha \alpha }=1,(P_{A_n})_{\beta \alpha }=(P_{A_n})_{\alpha \beta }=0,\beta \alpha ,\alpha S_0.$$
(69)
Therefore the $`n+1`$ states in $`S_0`$ are absorbing states of the Markov chain $`P_{A_n}`$. This chain is by definition reducible. For a reducible Markov chain the “long time” probability distribution, if it exists, may depend on the initial conditions, i.e., $`lim_l\mathrm{}(P_{A_n})_{\gamma \beta }^l`$ may depend on $`\gamma `$. From the properties (69) of $`P_{A_n}`$, we see that if the Markov chain $`P_{A_n}`$ is initially in one of the states $`\alpha S_0`$, it will remain in that state $`\alpha `$ forever. These $`n+1`$ absorbing states correspond to the states of the algebraic chain through (66). For instance, the states $`1`$ and $`(n+1)^L`$ in $`S`$ correspond to the states $`(0,0,\mathrm{},0)`$ (all the sites of the algebraic chain are at state $`0`$) and $`(n,n,\mathrm{},n)`$ (all the sites of the algebraic chain are at state $`n`$).

### 5.3 Continuous-time Markov Chains Related to $`A_n`$ Symmetric Integrable Models

For an integrable chain model with Hamiltonian $`H=_{i=1}^{L1}h_{i,i+1}`$ and with $`(n+1)`$ states at every site of the chain, if the sum of the elements in any column of the matrix $`h`$ is $`0`$, the sum of the elements in any column of the matrix $`H`$ is also $`0`$. Hence if under the following transformation $`hh^{\prime \prime }`$ with:

$$h^{\prime \prime }=()(c^{}h+c\mathrm{𝟏}\mathrm{𝟏})(^1^1),$$
(70)
the sum of the elements in any column of $`h^{\prime \prime }`$ is $`0`$ and $`(h^{\prime \prime })_{\alpha ,\beta }0`$, $`\alpha \beta =1,2,\mathrm{},(n+1)^2`$, for some real constants $`c^{},c`$ and a non singular $`(n+1)\times (n+1)`$ matrix $``$, then $`Q=_{i=1}^{L1}h_{i,i+1}^{\prime \prime }`$ is the intensity matrix for some stationary continuous-time Markov chain. $`Q`$ has the same eigenvalue spectrum (shifted by a constant) as the spectrum of the Hamiltonian $`H`$. We call the Markov chain $`A`$ symmetric if $`Q`$ is invariant under the algebra $`A`$.

\[Theorem 6\]. The following matrix $`Q`$ is the intensity matrix of a stationary continuous-time Markov chain:

$$\begin{array}{ccc}\hfill Q_{A_n}& =& H_{A_n}(n+1)(L1)=\underset{i=1}{\overset{L1}{}}(\mathrm{\Delta }C_{A_n}n\mathrm{𝟏}\mathrm{𝟏})_{i,i+1}\hfill \\ & =& \underset{i=1}{\overset{L1}{}}[(n+1)\underset{\alpha =1}{\overset{n(n+1)/2}{}}((e_\alpha )_i(f_\alpha )_{i+1}+(f_\alpha )_i(e_\alpha )_{i+1})+\underset{\alpha =1}{\overset{n}{}}\alpha (n+1\alpha )(h_\alpha )_i(h_\alpha )_{i+1}\hfill \\ & & +\underset{\alpha =1}{\overset{n}{}}\underset{\beta =1}{\overset{n\alpha }{}}\alpha (n+1\alpha \beta )((h_\alpha )_i(h_{\alpha +\beta })_{i+1}+(h_{\alpha +\beta })_i(h_\alpha )_{i+1})]n(L1).\hfill \end{array}$$
(71)
\[Proof\]. Set $`h^{\prime \prime }=(\mathrm{\Delta }C_{A_n}n\mathrm{𝟏}\mathrm{𝟏})`$. Then

$$Q_{A_n}=\underset{i=1}{\overset{L1}{}}h_{i,i+1}^{\prime \prime }.$$
(72)
From (35) we observe that, for $`\alpha \beta `$,

$$\begin{array}{cc}h_{\alpha \beta }^{\prime \prime }=\hfill & (n+1)[\delta _{\alpha ,j(n+2)+k+2}\delta _{\beta ,(j+1)(n+2)+k(n+1)}\hfill \\ & +\delta _{\beta ,j(n+2)+k+2}\delta _{\alpha ,(j+1)(n+2)+k(n+1)}]0.\hfill \end{array}$$

Therefore $`(Q_{A_n})_{\alpha \beta }0`$, $`\alpha ,\beta =1,2,\mathrm{},(n+1)^L`$.

Again by (35) the sum of the elements in any given column $`\beta `$ of the matrix $`h^{\prime \prime }`$ is

$$\begin{array}{c}\underset{\alpha =1}{\overset{(n+1)^2}{}}h_{\alpha \beta }^{\prime \prime }=\underset{\alpha =1}{\overset{(n+1)^2}{}}(n+1)[\delta _{\alpha \beta }(\delta _{\alpha ,l(n+1)+l+1}1)\hfill \\ +(n+1)[\delta _{\alpha ,j(n+2)+k+2}\delta _{\beta ,(j+1)(n+2)+k(n+1)}+\delta _{\beta ,j(n+2)+k+2}\delta _{\alpha ,(j+1)(n+2)+k(n+1)}]\hfill \\ =\underset{\alpha l(n+1)+l+1}{\overset{(n+1)^2}{}}(n+1)[\delta _{\alpha \beta }+\delta _{\alpha ,j(n+2)+k+2}\delta _{\beta ,(j+1)(n+2)+k(n+1)}\hfill \\ +\delta _{\beta ,j(n+2)+k+2}\delta _{\alpha ,(j+1)(n+2)+k(n+1)}]\hfill \\ =(n+1)(1+\delta _{\beta ,(j+1)(n+2)+k(n+1)}|_{\alpha =j(n+2)+k+2}+\delta _{\beta ,j(n+2)+k+2}|_{\alpha =(j+1)(n+2)+k(n+1)})\hfill \\ =0,\hfill \end{array}$$

i.e., the sum of the elements in any given column $`\beta `$, $`\beta =1,2,\mathrm{},(n+1)^2`$, of the matrix $`h^{\prime \prime }`$ is zero. Therefore the sum of the elements in any given column $`\beta `$, $`\beta =1,2,\mathrm{},(n+1)^L`$, of the matrix $`Q_{A_n}`$ is also zero, $`_{\alpha =1}^{(n+1)^L}(Q_{A_n})_{\alpha \beta }=0`$. At last $`Q_{A_n}=H_{A_n}(n+1)(L1)`$ is obviously $`A_n`$ symmetric with the same spectrum (shifted by a constant) as $`H_{A_n}`$.

The long run distribution of the Markov chain described in Theorem 6 is given by the vector $`\pi =(\pi _1,\pi _2,\mathrm{})`$, where $`\pi _i`$ represents the “long time” probability of the state $`iS`$, satisfying

$$\underset{\alpha =1}{\overset{(n+1)^L}{}}(Q_{A_n})_{\alpha \beta }\pi _\alpha =0,\beta S,\underset{\alpha =1}{\overset{(n+1)^L}{}}\pi _\alpha =1.$$
(73)
However as this Markov chain is reducible, the solution of the equation (73) is not unique but depends on the initial conditions. From (35) we see that

$$(h^{\prime \prime })_{\alpha \beta }=(h^{\prime \prime })_{\beta \alpha }=0,\beta ,\alpha =l(n+1)+l+1,l=0,1,\mathrm{},n.$$

Hence from (72) we get

$$(Q_{A_n})_{\alpha \beta }=(Q_{A_n})_{\beta \alpha }=0,\alpha S_0,\beta ,$$

with $`S_0`$ as in (68). Therefore if this Markov chain is initially in a given state $`\alpha S_0`$, it will remain in that state.

The states $`\beta S_0`$ form a closed subset of $`S`$. From (35) and (72) one also learns that the absolute value of all the nonzero elements of any column of the intensity matrix $`Q_{A_n}`$ are equal. Let $`S^{}`$ be a closed subset of $`S`$ with $`l`$ elements. If the Markov chain is initially in the closed set $`S^{}`$, then it will remain in $`S^{}`$ and the long run distribution is $`\pi =(\pi _1,\pi _2,\mathrm{},\pi _{(n+1)^{L+1}})`$, where $`\pi _i=1/l`$ for $`iS^{}`$ and $`\pi _i=0`$ if $`iS^{}`$.

### 5.4 Discrete and Continuous-time Markov Chains Related to $`SU(2)`$ Symmetric Integrable Ladder Models

To every site on the $`i`$-th rung and $`\theta `$-th leg, $`\theta =1,2`$, of the ladder we associate states described by the variable $`\tau _{i,\theta }`$ taking values $`0`$ and $`1`$. The state space of this algebraic ladder is then finite and has a total of $`m=2^{2L}`$ states.

\[Theorem 7\]. The following matrix

$$P_{SU(2)}=\frac{1}{4(L1)(18+4a+4b+c)}\underset{i=1}{\overset{L1}{}}_{i,i+1}^{\prime \prime },$$
(74)
defines a stationary discrete-time $`SU(2)`$-symmetric integrable Markov ladder for $`a+2b16`$. The operator $`^{\prime \prime }`$ is given by

$$^{\prime \prime }=\left(\begin{array}{cccccccccccccccc}a_1& a_2& a_2& a_2& a_3& a_4& a_4& a_4& a_3& a_4& a_4& a_4& a_3& a_4& a_4& a_4\\ a_2& a_5& a_6& a_6& a_7& a_3& a_8& a_8& a_8& a_9& a_4& a_4& a_8& a_9& a_4& a_4\\ a_2& a_6& a_5& a_6& a_8& a_4& a_9& a_4& a_7& a_8& a_3& a_8& a_8& a_4& a_9& a_4\\ a_2& a_6& a_6& a_5& a_8& a_4& a_4& a_9& a_8& a_4& a_4& a_9& a_7& a_8& a_8& a_3\\ a_3& a_7& a_8& a_8& a_5& a_2& a_6& a_6& a_9& a_8& a_4& a_4& a_9& a_8& a_4& a_4\\ a_4& a_3& a_4& a_4& a_2& a_1& a_2& a_2& a_4& a_3& a_4& a_4& a_4& a_3& a_4& a_4\\ a_4& a_8& a_9& a_4& a_6& a_2& a_5& a_6& a_8& a_7& a_3& a_8& a_4& a_8& a_9& a_4\\ a_4& a_8& a_4& a_9& a_6& a_2& a_6& a_5& a_4& a_8& a_4& a_9& a_8& a_7& a_8& a_3\\ a_3& a_8& a_7& a_8& a_9& a_4& a_8& a_4& a_5& a_6& a_2& a_6& a_9& a_4& a_8& a_4\\ a_4& a_9& a_8& a_4& a_8& a_3& a_7& a_8& a_6& a_5& a_2& a_6& a_4& a_9& a_8& a_4\\ a_4& a_4& a_3& a_4& a_4& a_4& a_3& a_4& a_2& a_2& a_1& a_2& a_4& a_4& a_3& a_4\\ a_4& a_4& a_8& a_9& a_4& a_4& a_8& a_9& a_6& a_6& a_2& a_5& a_8& a_8& a_7& a_3\\ a_3& a_8& a_8& a_7& a_9& a_4& a_4& a_8& a_9& a_4& a_4& a_8& a_5& a_6& a_6& a_2\\ a_4& a_9& a_4& a_8& a_8& a_3& a_8& a_7& a_4& a_9& a_4& a_8& a_6& a_5& a_6& a_2\\ a_4& a_4& a_9& a_8& a_4& a_4& a_9& a_8& a_8& a_8& a_3& a_7& a_6& a_6& a_5& a_2\\ a_4& a_4& a_4& a_3& a_4& a_4& a_4& a_3& a_4& a_4& a_4& a_3& a_2& a_2& a_2& a_1\end{array}\right)$$
(75)
where $`a_1=66+a+4b+4c`$, $`a_2=10+a+2b`$, $`a_3=6+a+2b`$, $`a_4=2+a`$, $`a_5=54+a+4b+4c`$, $`a_6=16+a+2b`$, $`a_7=14+a`$, $`a_8=8+a`$, $`a_9=a+2b`$. $`_{i,i+1}^{\prime \prime }`$ acts on the $`i`$ and $`i+1`$ rungs as defined in (8).

\[Proof\]. For the integrable ladder model (56) with Hamiltonian $`H^{}={\displaystyle \underset{i=1}{\overset{L1}{}}}_{i,i+1}^{}`$, the system remains integrable under (60). It is straightforward to prove that $`^{\prime \prime }=^{}^1`$, where

$$=\left(\begin{array}{cccc}1& 1& 0& 0\\ 1& 1/2& 1/2& 1\\ 0& 1/2& 3/2& 0\\ 0& 1& 0& 1\end{array}\right).$$

Therefore the Hamiltonian systems $`H^{}`$ and $`H^{\prime \prime }={\displaystyle \underset{i=1}{\overset{L1}{}}}_{i,i+1}^{\prime \prime }`$ satisfy the relation (60) with $`B_i=`$, $`i=1,2,\mathrm{},L`$. Hence $`H^{\prime \prime }`$ is also $`SU(2)`$-symmetric and integrable with the same spectrum as $`H^{}`$.

For $`a+2b0`$, as the entries of $`^{\prime \prime }`$ are positive, $`H_{\alpha \beta }^{\prime \prime }0`$, $`\alpha ,\beta =1,2,\mathrm{},2^{2L}`$. From (75) we also have $`_{\alpha =1}^{16}_{\alpha \beta }^{\prime \prime }=4(18+4a+4b+c)`$, $`\beta =1,2,\mathrm{},16`$. By the definition (57) $`P_{SU(2)}`$ is the transition matrix of a stationary discrete-time $`SU(2)`$-symmetric integrable Markov processes.

The state space of this Markov processes associated with the stochastic matrix $`P_{SU(2)}`$ is $`S=(1,2,\mathrm{},2^{2L})`$. Generally there is no closed subset $`C`$ of the state space $`S`$ such that $`(P_{SU(2)})_{ij}=0`$ for all $`iC`$ and $`jC`$. However in certain parameter regions for $`a,b,c`$, from (75) one can see that there can exist such closed subsets $`C`$ of $`S`$ (the Markov processes are by definition reducible in these cases). From (75) it can also be seen that there exists no absorbing state for this Markov process.

By using the results used in the proof of theorem 7, we have also the following integrable stationary continuous-time Markov process:

\[Theorem 8\]. The matrix

$$Q_{SU(2)}=H^{\prime \prime }4(L1)(18+4a+4b+c)=\underset{i=1}{\overset{L1}{}}(^{\prime \prime }4(18+4a+4b+c))_{i,i+1}$$
(76)
is the intensity matrix of a stationary continuous-time Markov process.

## 6 Conclusion and Remark

Using the Casimir operators and coproduct operations of algebras, we have given a general way to construct square lattice models with a certain Lie or quantum Lie algebraic symmetry. As applications we discussed integrable $`A_n`$ symmetric chain models and $`SU(2)`$ invariant ladder models. We have shown that the stochastic processes correspond to both $`A_n`$ symmetric integrable chain models and $`SU(2)`$ invariant ladder models are exactly solvable stationary discrete-time (resp. continuous-time) Markov chains with the transition matrices (resp. intensity matrices) which coincide with those of the corresponding integrable models. Other symmetric integrable lattice models ( e.g. with $`B_n`$, $`C_n`$, $`D_n`$ symmetry) and integrable Markov models can be investigated in a similar way.