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# Numerical study of a first-order irreversible phase transition in a 𝐶𝑂+𝑁𝑂 catalyzed reaction model.

## 1 Introduction

The study of critical phenomena occurring in adsorbed overlayers is a topic that has attracted increasing attention . In fact, the understanding of the behavior of atoms and molecules absorbed on different surfaces is essential for many branches of science (chemistry, physics, biology, etc). Within this wide context, surface phenomena occurring under non-equilibrium conditions are far from being understood. Therefore, they have become the center of great attention . In particular, irreversible catalytic reactions exhibit a very rich and complex behavior that includes oscillations, bifurcations, chaos metastability, irreversible phase transitions (IPT’s), etc. .

The aim of this work is to perform an extensive numerical study of the first-order IPT characteristic of a model for the $`NO+CO`$ reaction early proposed by Yaldran and Khan (YK) . IPT’s in reactive systems take place between an active regime with sustained outcome of the reaction product from the catalytic surface and an absorbing (or poisoned) state where the catalyst becomes fully covered by one or more types of reactants. Since the systems cannot escape from the absorbing state the transitions are irreversible . The study of IPT’s has gained increasing attention in the field of nonequilibrium statistical physics since the pioneering work of Ziff, Gulari and Barshad (ZGB) that introduced a simple lattice model for the catalytic oxidation of $`CO`$ . Particularly interesting are first-order IPT’s that can be characterized by an abrupt change in the density of reactants and in the rate of production due to a tiny change in the (external) control parameter, which is usually the pressure. In fact, evidence of such kind of transition has been reported in catalyzed reactions . The occurrence of hysteretic effects around a first-order transition point has also been observed . Very recently, we have performed a detailed study of the first-order IPT of the ZGB model presenting conclusive evidence of hysteretic effects . As anticipated above, the aim of this work is to characterize the first order IPT of the YK model  for the $`CO+NO`$ reactions by means of Monte Carlo simulations with particular emphasis on the occurrence of hysteretic effects and by performing useful comparisons with our previous study of the ZGB model .

The manuscript is organized as follows: in Section II we describe the YK model and three different simulation methods used in the work, namely the standard ensemble, the constant coverage ensemble and the epidemic approach. In Section III we present and discuss the obtained results, while our conclusions are stated in Section IV.

## 2 The model and Monte Carlo simulation methods.

### 2.1 The YK model for the $`CO+NO`$ reaction.

Yaldran and Khan  have proposed a lattice gas model for the catalytic reaction of $`CO+NO`$ based on the Langmuir-Hinshelwood mechanism. The reaction steps are as follows:

$$NO(g)+2SN(a)+O(a)$$
(1)
$$CO(g)+SCO(a)$$
(2)
$$CO(a)+O(a)CO_2(g)+2S$$
(3)
$$N(a)+N(a)N_2(g)+2S$$
(4)
where $`S`$ represents an unoccupied site on the catalyst surface, $`2S`$ represents a nearest neighbor (NN) pair of such sites, $`(g)`$ indicates a molecule in the gas phase and $`(a)`$ indicates an species adsorbed on the catalyst. The reactions given by equations (3) and (4) are assumed to be instantaneous (infinity reaction rate limit) while the limiting steps are the adsorption events given by equations (1) and (2). The YK model is similar to the ZGB model for the $`CO+O_2`$ reaction, except that the $`O_2`$ is replaced by $`NO`$, and NN $`N`$ atoms, as well as NN $`COO`$ pairs, react. For further details on the YK model see .

### 2.2 Monte Carlo simulation method using the standard ensemble

Monte Carlo simulations are performed on the hexagonal (triangular) lattice of side L, assuming periodic boundary conditions. In the standard ensemble the procedure is as follow: let $`P_{NO}`$ and $`P_{CO}`$ be the relative impingement rates for $`NO`$ and $`CO`$, respectively, which are taken to be proportional to their partial pressures in the gas phase. Taking $`P_{CO}+P_{NO}=\mathrm{\hspace{0.17em}1}`$, such normalization implies that the YK model has a single parameter that is usually taken to be $`P_{CO}`$. $`CO`$ and $`NO`$ adsorption events are selected at random with probabilities $`P_{CO}`$ and $`1P_{CO}`$, respectively. Subsequently, an empty site of the lattice is also selected at random. If the selected species is $`CO`$, the adsorption on the empty site occurs according to equation (2). If the selected molecule is $`NO`$, a NN site of the previously selected one is also chosen at random, and if such site is empty the adsorption event takes place according to equation (1). Of course, if the NN chosen site is occupied the adsorption trial is rejected. After each successful adsorption event all NN sites of the adsorbed species are checked at random for the occurrence of the reaction events described by equations (3) and (4).

The Monte Carlo time step (MCS) involves $`L^2`$ adsorption attempts, so that every site of the lattice is selected once, on average. Simulations are started with empty lattices. The first $`10^4`$ MCS are disregarded to allow the system to reach the stationary regime and subsequently, averages are taken over $`4`$ x $`10^4`$ MCS. During the simulations, the coverages with $`CO`$, $`O`$ and $`N`$ ($`\theta _{CO}`$, $`\theta _O`$ and $`\theta _N`$, respectively) as well as the rate of production of $`CO_2`$ and $`N_2`$ ($`R_{CO_2}`$, $`R_{N_2}`$, respectively) are measured. The phase diagram of the YK model is similar to that of the ZGB model , in the sense that both second- and first- order IPT’s are observed. However, in contrast to the ZGB model where the absorbing (poisoned) states are unique, in the case of the YK such states are mixtures of $`O(a)+N(a)`$ and $`CO(a)+N(a)`$ as follows from the observation of the left and right sides of the phase diagram, respectively (figure 1(a)).

The IPT observed close to $`P_{CO}^1=0.184(1)`$ is continuous and therefore of second-order (see figure 1). Our estimation of $`P_{CO}^1`$ is in agreement with previous calculations, namely $`P_{CO}^1=0.185(5)`$ (reference ) and $`P_{CO}^1=0.185(2)`$ (reference).

More interesting, an abrupt first-order IPT is also observed close to $`P_{CO}^2=0.3545(5)`$ (figure 1(a) and (b)), in agreement with previous simulations (references ). It should be noticed that a reactive window for the YK model is observed on the hexagonal lattice (see figure 1) while such window is absent on the square lattice , pointing out the relevance of the coordination number on the reactivity.

### 2.3 The constant coverage ensemble

The constant coverage ensemble (CC) was early introduced by Ziff and Brosilow  to study the first-order IPT of the ZGB model. The first step of the CC ensemble is to obtain a stationary configuration using the standard ensemble. Then the system is actually switched to the CC ensemble, where the density $`\theta _{CO}`$ is now kept as constant as possible. For this purpose, if $`\theta _{CO}`$ is below the established value, $`CO`$ is adsorbed on a randomly selected site. Otherwise, if $`\theta _{CO}`$ is greater than the desired value, $`NO`$ adsorption attempts on randomly selected sites are performed. Now the effective $`CO`$-pressure ($`<P_{CO}>`$) is given by the ratio of $`CO`$-adsorption attempts to the total number of adsorption attempts.

It is worth mentioning that using the CC method as proposed by Ziff and Brosilow , the actual coverage with $`CO`$ is not strictly constant but it is affected by fluctuations of the order of $`1/L^2`$. Very recently , a true constant coverage ensemble, where the number of particles remains strictly constant, has been proposed and used to study the conserved contact process. This new method seems to be very useful for the study of single particle systems, such as the contact process, branching annihilating walkers, etc., although their implementation for complex multiparticle systems, such as the YK model, does not appear to be straightforward.

In simulations, $`<P_{CO}>`$ is averaged over $`\tau _M`$ time steps. Subsequently, $`\theta _{CO}`$ is increased stepwise and measurements of $`<P_{CO}>`$ are performed after some waiting time $`\tau _W`$ to allow the relaxation of the system. In this way the growing branch (GB) of the CC loop can be obtained. Then, after reaching a large value of $`\theta _{CO}`$ ($`\theta _{CO}\mathrm{\hspace{0.17em}0.88}`$ in this work in order to prevent the system from reaching an absorbing state as shown in figure 1), $`\theta _{CO}`$ is decreased stepwise. Using this procedure the decreasing branch (DB) of the CC loop can be recorded. It should be noticed that in the CC ensemble $`\theta _{CO}`$ assumes the role of the control parameter. Further details on the CC method can be found in references .

### 2.4 Epidemic simulations close to coexistence.

Another powerful approach to the study of IPT’s is to perform the so-called epidemic analysis (EA) . In EA the simulations start from a configuration very close to the absorbing state and subsequently the time evolution of the system is followed using the standard ensemble (SE). In order to generate the initial configuration, a natural absorbing state has to be achieved first using the SE and following the dynamics of the system. This procedure assures the development of the characteristic correlations among the reactants. Taking the obtained absorbing state, a small patch of empty sites is created close to the center of the sample. Subsequently, during the time evolution of the system the average number of empty sites ($`N(t)`$) and the survival probability $`P(t)`$ of the active state are recorded. Each single EA stops when the system is trapped in the absorbing state so that $`N(t)=0`$. In order to obtain reliable results, the quantities of interest have to be averaged over a large number of independent EA ($``$$`3`$x$`10^9`$ runs in the present work).

Performing EA close the second-order IPT the scaling ansatz $`N(t)t^\eta `$, where $`\eta `$ is an exponent, has been proposed to hold at criticality . This observation is in agreement with well established ideas developed by studying equilibrium (reversible) phase transition: scale invariance reflects the existence of a divergency in the correlation length. However, close to first-order transition it is also well known that correlations are short ranged, preventing the observation of scale invariance. Recently Monetti and Albano  have proposed that, at coexistence, $`N(t)`$ should decrease according to a short-time power law followed by a long-time exponential decay, so that:

$$N(t)(\frac{t}{T})^{\eta _{eff}}\mathrm{exp}[(\frac{t}{T})]$$
(5)
where $`T`$ sets a characteristic crossover time scale and $`\eta _{eff}`$ is an effective exponent. It should be noticed that equation (5) holds for the ZGB model at coexistence .

## 3 Results and discussion.

### 3.1 Study of the hysteretic effects using the CC ensemble.

In order to study hysteretic effects CC simulations using lattices of different sizes and various values of $`\tau _W`$ have been performed. Since the measurement in time ($`\tau _M`$) has to be reduced in order to observe hysteretic effects, results are averaged over several ($`10100`$) different loops, depending on the lattice size, in order to obtain acceptable statistics.

Figure 2 shows a plot of $`\theta _{CO}`$ vs. $`<P_{CO}>`$ as obtained using $`L=32LU`$, $`\tau _W=50`$ MCS, and $`\tau _M=50`$ MCS. For this small lattice size the relaxation time is quite short, so that hysteretic effects are absent. This result is in agreement with similar measurements performed applying the CC ensemble to the ZGB model . Note that a narrow vertical region close to the center of the loop for ($`<P_{CO}>\mathrm{\hspace{0.17em}0.35}`$) can also be observed in figure 2. On the other hand, the $`L`$-dependent upper spinodal point ($`P_{CO}^{US}`$) can also clearly be observed as shown in figure 2. On increasing the lattice size ($`L=64LU`$, in figure 3), the onset of hysteretic effects can be observed for $`\tau _W=75`$ MCS (figure 3(a)), while such effects become almost negligible if the waiting time is increased (figure 3(b) for $`\tau _W=400`$ MCS). Furthermore, as in the case of figure 2, a vertical region located at the center of the loop and slightly above $`<P_{CO}>\mathrm{\hspace{0.17em}0.35}`$ can be observed in figure 3(a). Also notice that such region becomes well defined when $`\tau _W`$ is increased (figure 3(b)).

On increasing the lattice the hysteretic effects can be observed even taking larger values of $`\tau _W`$. In fact, for $`L=128LU`$ (figure 4(a)) and $`L=256`$ (figure 4(b)), hysteresis is still observed for $`\tau _W=1700`$ MCS and $`\tau _W=2700`$ MCS respectively.

It should be noticed that the loop becomes narrow when the lattice size is increased, as follows from the comparison of figures (3) and (4). Comparing these figures it also becomes evident that while the location of $`P_{CO}^{US}`$ is shifted systematically toward lower values when $`L`$ is increased, the location of the vertical region (close to the center of the loops) remains almost fixed very close to $`P_{CO}=0.3515`$ (see figure 4(b)).

The evaluation of a CC loop for $`L=1024LU`$ requires huge CPU resources, so we have restricted ourselves to the case $`\tau _W=600`$ MCS and $`\tau _M=700`$ MCS, since considerably larger values of $`\tau _M`$ became prohibitive. In this case (figure 5) hysteretic effects are quite evident and also, the growing and decreasing branches of the loops are almost vertical. However, the vertical region at the center of the loop, previously observed using smaller lattices, is no longer found.

In order to gain insight into the behavior of the system close to coexistence it is useful to analyze snapshot configurations, as shown in figure 6. Snapshots are obtained for some relevant points as indicated in figure 4(a). Just at the upper spinodal point (figure 6(a)) one observes that the active phase remains homogeneous but the nucleation of few $`CO`$-clusters has already started. The biggest one (close to the lower right hand side in figure 6(a)) is compact (except for the presence of few $`N`$-atoms embedded into the bulk of the $`CO`$-cluster) and has reached the critical nucleation size. At the upper spinodal point one has $`\theta _{CO}\mathrm{\hspace{0.17em}0.045}`$. On increasing the $`CO`$ coverage this critical nucleus grows up into a solid and compact $`CO`$ cluster surrounded by the (homogeneous) active phase, as shown in figure 6(b). The coverage with $`CO`$ has increased up to $`\theta _{CO}\mathrm{\hspace{0.17em}0.28}`$, the compact $`CO`$ cluster does not percolate and its interface is essentially convex. Further increasing $`\theta _{CO}`$ causes the $`CO`$ cluster to percolate along one direction of the sample, figure 6(c). The hysteresis loop also changes for the growing branch (as in figure 6(b)) to the central region with $`\theta _{CO}\mathrm{\hspace{0.17em}0.63}`$ in figure 6(c). The percolating cluster is quite stable and has an interface essentially flat with a length of the order of $`2L`$. An additional growth of $`CO`$ coverage causes the $`CO`$ cluster to percolate along both directions of the lattice (figure 6(d)). Here the interface of the cluster is essentially concave and the active phase is surrounded by the massive cluster. Since the coverage with $`CO`$ is the same ($`\theta _{CO}\mathrm{\hspace{0.17em}0.63}`$) in both figures 6(c) and 6(d), the presence of hysteretic effects has to be related to the curvature of the interface of the $`CO`$ cluster. Subsequently, on decreasing $`\theta _{CO}`$ one observes the formation of a $`CO`$ cluster that percolates along only one direction of the sample (figure 6(e)). Such kind of clusters are observed along the vertical region and are characterized by an almost flat interface with an infinite effective curvature radius. Notice that despite the fact that the $`CO`$ coverage is the same in both figures 6(b) and 6(e) ($`\theta _{CO}\mathrm{\hspace{0.17em}0.28}`$), the curvature of the interface of the $`CO`$ cluster is quite different and hysteretic effects are observed (see figure 4(a)).

Summing up, the sequence of snapshots shown in figure 6, as well as additional figures not shown here for the sake of space, allows us to infer the following behavior of the interface of the $`CO`$ cluster along the hysteresis loop: between the spinodal point and the growing branch the curvature radius of the interface is positive and finite. Along the vertical region the radius of curvature is infinite, while within the decreasing branch the radius of curvature is negative and finite. Almost horizontal regions observed in the loops correspond to regions where the curvature radius crosses over between two different behaviors.

In order to quantitatively analyze the behavior of $`P_{CO}`$ corresponding to the different branches and the vertical region, it is assumed that the growing (decreasing) branch starts at the point where both curves merge (split out). Figure 7 shows the dependence of the location of the growing branch and the decreasing branch ($`P_{CO}^{GB}`$ and $`P_{CO}^{DB}`$, respectively) on the inverse of the lattice size. The $`L`$dependence of $`P_{CO}`$ at the vertical region ($`P_{CO}^{VR}`$) has also been included for the sake of comparison.

As already discussed the location of all relevant points, namely $`P_{CO}^X`$ with $`X=GB,DB`$ and $`VR`$ depend on the curvature radius ($`s`$) of interface of the massive $`CO`$ cluster. Such dependence can be written as follows:

$$P_{CO}^X=P_{CO}^X(L\mathrm{})+F^X(s),$$
(6)
where $`P_{CO}^X(L\mathrm{})`$ is the location of the point under consideration after proper extrapolation to the thermodynamic limit and $`F(s)`$ is an $`s`$-dependent function. For the vertical region one has $`s\mathrm{}`$ and $`P_{CO}^{VR}`$ is almost independent of $`L`$, so $`F^{VR}(\mathrm{})\mathrm{\hspace{0.17em}0}`$, as shown in figure 7. In contrast, for the DB and the GB , $`s`$ is finite and of the order of $`1/L`$ and $`1/L`$, respectively. So, one has $`F^{DB}(s)A/L`$ while $`F^{GB}(s)B/L`$. All these arguments can be confirmed by the results shown in figure 7 and the extrapolated points are:

$`P_{CO}^{GB}(L\mathrm{})=0.3514(3),`$

$`P_{CO}^{DB}(L\mathrm{})=0.3517(3),`$

$`P_{CO}^{VR}(L\mathrm{})=0.35145(5),`$

respectively. Also, $`A\mathrm{\hspace{0.17em}0.215}(5)`$ and $`B,0.12(2)`$ are obtained.

The observed behavior allows us to identify $`P_{CO}^{VR}(L\mathrm{})`$ as the coexistence point $`P_{CO}^{Coex}\mathrm{\hspace{0.17em}0.35145}(5)`$ in excellent agreement with the value $`P_{CO}=0.35140(1)`$ reported by Brosilow and Ziff ().

This result is in contrast with measurements performed with the ZGB model. In fact, for the ZGB systems the vertical region is not observed while the locations of the growing and decreasing branches are almost independent of the lattice size . Consequently, the CC ensemble does not provide a method suitable for the location of the coexistence point that has to be estimated using the spontaneous creation method . It is expected that the difference observed between the models may be due to the different behavior of the interface of the massive $`CO`$ cluster. So, we are planning to perform extensive simulations on this subject to clarify this open question.

Pointing our attention to the upper spinodal point, it is found that its location depends on the lattice size, so $`P_{CO}^{US}(L)`$ can be determined from the loop, as shown in figures (2-4). It is expected that this dependence of $`P_{CO}^{US}(L)`$ is due to local fluctuations of the $`CO`$ coverage that take place during the nucleation of the critical cluster. In order to check this conjecture, the probability distribution of the local $`CO`$ coverage $`(P(\theta _{CO}))`$ in small patches of side $`L_o=30LU`$ was measured for lattices of different sizes. It should be noticed that, in order to perform these measurements, the CC algorithm that keeps the global coverage of $`CO`$ almost constant has been used. Setting $`\theta _{CO}=0.040`$, i.e. a value slightly smaller than the coverage at the upper spinodal point, the probability distributions shown in figure 8 have been obtained. For a rather small lattice ($`L=48`$ in figure 8) $`P(\theta _{CO})`$ is almost symmetric around the maximum $`\theta _{CO}^{max}\theta _{CO}=0.040`$. However, on increasing the lattice size the peak is shifted toward lower $`\theta _{CO}`$ values and the distribution function is clearly asymmetric. While the left-hand side remains practically independent of finite size effects (say for $`L128`$ LU), an increasingly long tail emerges on the right hand side of the distribution (for a detailed view see the inset of figure 8). The existence of these non-vanishing tails implies that fluctuations of the local $`CO`$ coverage up to relatively large values are present in larger samples. Such excursions of the coverage induce the nucleation of critical $`CO`$ clusters in larger lattices for smaller adsorption probabilities of $`CO`$, consequently $`P_{CO}^{US}(L)`$ must decrease upon increasing $`L`$. In fact, figure 9, which shows a plot of $`P_{CO}^{US}(L)`$ versus $`L^1`$, confirms this trend. As a first approximation the data can be fitted by a straight line that gives $`P_{CO}^{US}(L\mathrm{})\mathrm{\hspace{0.17em}0.3544}(2)`$. Furthermore our estimate for the coverage is $`\theta _{CO}^{US}\mathrm{\hspace{0.17em}0.043}(1)`$. These results point out that in the thermodynamic limit the spinodal point is very close to coexistence, i.e. $`\mathrm{\Delta }P_{CO}=P_{CO}^{US}P_{CO}^{Coex}\mathrm{\hspace{0.17em}0.003}`$. For the sake of comparison it is worth mentioning that for the ZGB model one has $`\mathrm{\Delta }P_{CO}\mathrm{\hspace{0.17em}0.0012}`$ .

### 3.2 Epidemic Study.

In order to perform epidemic studies it is necessary to account for the fact that the poisoned (absorbing) state above coexistence is non-unique, since it is due to a mixture of $`CO`$ and $`N`$ atoms with coverage $`\theta _{CO}\mathrm{\hspace{0.17em}0.9}`$ and $`\theta _N\mathrm{\hspace{0.17em}0.1}`$, as shown in figure 1. So, the starting configuration has to be obtained running the actual dynamics of the system slightly above coexistence until ’natural’ absorbing states suitable for the studies are generated.

Extensive epidemic simulations ( $`2`$x$`10^9`$ different runs) have been performed for the following values of $`P_{CO}`$: $`P_{CO}^{Coex}`$, $`P_{CO}^{US}`$, $`P_{CO}^{DB}(L=256LU)`$ and $`P_{CO}^{GB}(L=256LU)`$. A value close to coexistence but slightly inside the active region, namely $`P_{CO}=0.347`$, has also been used. The obtained results can be observed in figure 10, which shows log-log plots of $`N(t)`$ versus $`t`$. It becomes evident that the method is quite sensitive to tiny changes of $`P_{CO}`$. The obtained curves are fitted by equation (5), as shown in figure 10 for $`P_{CO}^{Coex}`$. The best fits are obtained for the parameters listed in Table I.

It is concluded that close to coexistence one has $`\eta _{eff}\mathrm{\hspace{0.17em}3.5}\pm \mathrm{\hspace{0.17em}0.5}`$ with a characteristic time $`T50`$ MCS except for $`P_{CO}=0.3506`$ with $`T160`$ MCS, a result that may reflect the fact that this point actually lies within the active region of the phase diagram. In fact, in the active region larger $`T`$ values are expected, as judged by the results shown in figure 10.

Of course, one may obtain better fits using different scaling ansatz than that in equation (5). Our main finding, however, is that the occurrence of a power-law scaling behavior close to coexistence can unambiguously be ruled out. This result is in qualitative agreement with recent numerical data obtained with the ZGB model . All these observations are also in agreement with the experience gained studying first-order reversible phase transitions where it is well established that correlations are short ranged, preventing the emergency of scale invariance.

Let us now point our attention to the run performed taking $`P_{CO}=0.347`$ (figure 10). A rapid decrease in $`N(t)`$ up to $`10^3`$ MCS due to the low survivability of the initial empty patch is observed. However, for $`t>10^3`$ MCS only few epidemics survive (actually around $`10`$ epidemics over $`10^9`$) and the average number of empty sites increases according to $`N(t)t^2`$, indicating the homogeneous propagation of the epidemic. For $`t10^4`$ MCS the active region covers the whole sample and the average density of empty sites remains stationary close to $`\theta _{emp}\mathrm{\hspace{0.17em}0.52}`$.

| $`P_{CO}`$ | $`\eta _{eff}`$ | $`T`$ MCS | Number of epidemics |
| --- | --- | --- | --- |
| $`P_{CO}^{GB}=0.3506`$ | $`4.2\pm 0.2`$ | $`159\pm 10`$ | $`4.3`$x$`10^9`$ |
| $`P_{CO}^{Coex}=0.35145`$ | $`3.45\pm 0.05`$ | $`58\pm 1`$ | $`2.5`$x$`10^9`$ |
| $`P_{CO}^{DB}=0.3522`$ | $`3.38\pm 0.01`$ | $`50\pm 1`$ | $`3.5`$x$`10^9`$ |
| $`P_{CO}^{US}=0.3544`$ | $`4.1\pm 0.1`$ | $`40\pm 4`$ | $`5.5`$x$`10^9`$ |

Table I Caption. Results obtained fitting the data corresponding to different values of $`P_{CO}`$, shown in figure 10, using equation (5).

## 4 Conclusions and outlook.

In summary, after an extensive Monte Carlo simulation study of the first-order irreversible phase transition of the YK model for the catalized $`NO+CO`$ reaction we concluded that: i) hysteretic effects are found around the coexistence using the constant-coverage ensemble. The hysteresis loop basically exhibits three characteristic regions: a growing branch (GB), a vertical region (VR) and a decreasing branch (DB). Within each region the massive $`CO`$ cluster corresponding to the inactive phase has a well defined convex (GB), concave (DB) and flat (VR) curvature. We are planning to study the dynamics of such interface in order to clarify the interplay between hysteresis and interfacial properties such as effective surface tension, roughness, curvature, etc. ii) The VR of the loop can be identified as the coexistence point. iii) The CC loop also gives evidence of a lattice size dependent upper spinodal point that can be extrapolated to the thermodynamic limit. Recently  one of us has shown that the spinodal point can be located quite accurately performing studies of the short-time dynamics of the system. So, we are planning to perform similar studies using the YK model in order to obtain an independent measurement of the upper spinodal point. iv) Epidemic studies reveal the existence of short ranged correlations close to coexistence.

Based on these findings and the experience gained studying a similar system (namely the ZGB model ), we concluded that first-order irreversible phase transitions share many characteristics with their equilibrium (reversible) counterpart. So, we expect that these results will contribute to the development of a theoretical frame for the description of irreversible critical behavior.

ACKNOWLEGMENTS: This work was supported by CONICET, UNLP, and ANPCyT (ARGENTINA). E. L. acknowledges the CIC for the provision of a study fellowship.


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# On characterization of Poisson and Jacobi structures 11footnote 1Supported by KBN, grant No 2 P03A 041 18.

## 1 Introduction

Jacobi brackets are local Lie brackets on the algebra $`C^{\mathrm{}}(M)`$ of smooth functions on a manifold $`M`$. This goes back to the well-known observation by Kirillov \[Ki\] that in the case of $`𝒜=C^{\mathrm{}}(M)`$ every local Lie bracket on $`𝒜`$ is of first order (an algebraic version of this fact for arbitrary commutative associative algebra $`𝒜`$ has been proved in \[Gr\]).

Since every skew-symmetric first-order bidifferential operator $`J`$ on $`C^{\mathrm{}}(M)`$ is of the form $`J=\mathrm{\Lambda }+I\mathrm{\Gamma }`$, where $`\mathrm{\Lambda }`$ is a bivector field, $`\mathrm{\Gamma }`$ is a vector field and $`I`$ is identity, the corresponding bracket of functions reads

$$\{f,g\}_J=\mathrm{\Lambda }(f,g)+f\mathrm{\Gamma }(g)g\mathrm{\Gamma }(f).$$
(1)
The Jacobi identity for this bracket is usually written in terms of the Schouten-Nijenhuis bracket $`[[,]]`$ as follows:

$$[[\mathrm{\Gamma },\mathrm{\Lambda }]]=0,[[\mathrm{\Lambda },\mathrm{\Lambda }]]=2\mathrm{\Gamma }\mathrm{\Lambda }.$$
(2)
Hence, every Jacobi bracket on $`C^{\mathrm{}}(M)`$ can be identified with the pair $`J=(\mathrm{\Lambda },\mathrm{\Gamma })`$ satisfying the above conditions, i.e. with a Jacobi structure on $`M`$ (cf. \[Li\]). Note that we use the version of the Schouten-Nijenhuis bracket which gives a graded Lie algebra structure on multivector fields and which differs from the classical one by signs. The Jacobi bracket (1) has he following properties:

1. $`\{a,b\}=\{b,a\}`$ (anticommutativity),
2. $`\{a,bc\}=\{a,b\}c+b\{a,c\}\{a,\mathrm{𝟏}\}bc`$ (generalized Leibniz rule),
3. $`\{\{a,b\},c\}=\{a,\{b,c\}\}\{b,\{a,c\}\}`$ (Jacobi identity),

The generalized Leibniz rule tells that the bracket is a bidifferential operator on $`C^{\mathrm{}}(M)`$ of first order. In the case when $`\mathrm{\Gamma }=0`$ (or, equivalently, when the constant function $`1`$ is a central element), we deal with a Poisson bracket associated with the bivector field $`\mathrm{\Lambda }`$ satisfying $`[[\mathrm{\Lambda },\mathrm{\Lambda }]]=0`$.

For a smooth manifold $`M`$ we denote by $`\mathrm{\Lambda }_M`$ the canonical Poisson tensor on $`T^{}M`$, which in local Darboux coordinates $`(x^l,p_j)`$ has the form $`\mathrm{\Lambda }_M=_{p_j}_{x^j}`$. In \[GU\] the following characterization of Poisson tensors, in terms of the complete (tangent) lift of contravariant tensors $`XX^c`$ from the manifold $`M`$ to $`TM`$, is proved.

###### Theorem 1

A bivector field $`\mathrm{\Lambda }`$ on a manifold $`M`$ is Poisson if and only if the tensors $`\mathrm{\Lambda }_M`$ and $`\mathrm{\Lambda }^c`$ on $`T^{}M`$ and $`TM`$, respectively, are $`\mathrm{}_\mathrm{\Lambda }`$-related, where

$$\mathrm{}_\mathrm{\Lambda }:T^{}MTM,\mathrm{}_\mathrm{\Lambda }(𝜔_x)=i_{𝜔_x}\mathrm{\Lambda }(x).$$

So, for a Poisson tensor $`\mathrm{\Lambda }`$ the map $`\mathrm{}_\mathrm{\Lambda }:(T^{}M,\mathrm{\Lambda }_M)(TM,\mathrm{\Lambda }^c)`$ is a Poisson map.

The aim of this note is to generalize the above characterization including Jacobi brackets and canonical structures associated with Lie algebroids and Jacobi algebroids.

## 2 Lie and Jacobi algebroids

A Lie algebroid is a vector bundle $`\tau :EM`$, together with a bracket $`[[,]]`$ on the $`C^{\mathrm{}}(M)`$-module $`Sec(E)`$ of smooth sections of $`E`$, and a bundle morphism $`\rho :ETM`$ over the identity on $`M`$, called the anchor of the Lie algebroid, such that

(i) the bracket $`[[,]]`$ is $``$-bilinear, alternating, and satisfies the Jacobi identity;

(ii) $`[[X,fY]]=f[[X,Y]]+\rho (X)(f)Y`$ for all $`X,YSec(E)`$ and all $`fC^{\mathrm{}}(M)`$.

From (i) and (ii) it follows easily

(iii) $`\rho ([[X,Y]])=[\rho (X),\rho (Y)]`$ for all $`X,YSec(E)`$.

We will often identify sections $`\mu `$ of the dual bundle $`E^{}`$ with linear (along fibres) functions $`\iota _\mu `$ on the vector bundle $`E`$: $`\iota _\mu (X_p)=<\mu (p),X_p>`$. If $`\mathrm{\Lambda }`$ is a homogeneous (linear) 2-contravariant tensor field on $`E`$, i.e. $`\mathrm{\Lambda }`$ is homogeneous of degree -1 with respect to the Liouville vector field $`\mathrm{\Delta }_E`$, then $`<\mathrm{\Lambda },\mathrm{d}\iota _\mu \mathrm{d}\iota _\nu >=\{\iota _\mu ,\iota _\nu \}_\mathrm{\Lambda }`$ is again a linear function associated with an element $`[\mu ,\nu ]_\mathrm{\Lambda }`$. The operation $`[\mu ,\nu ]_\mathrm{\Lambda }`$ on sections of $`E^{}`$ we call the bracket induced by $`\mathrm{\Lambda }`$. This is the way in which homogeneous Poisson brackets are related to Lie algebroids.

###### Theorem 2

There is a one-one correspondence between Lie algebroid brackets $`[[,]]_\mathrm{\Lambda }`$ on the vector bundle $`E`$ and homogeneous (linear) Poisson structures $`\mathrm{\Lambda }`$ on the dual bundle $`E^{}`$ determined by

$$\iota _{[[X,Y]]_\mathrm{\Lambda }}=\{\iota _X,\iota _Y\}_\mathrm{\Lambda }=\mathrm{\Lambda }(d\iota _X,d\iota _Y).$$
(3)
For a vector bundle $`E`$ over the base manifold $`M`$, let $`𝒜(E)=_k𝒜^k(E)`$, $`𝒜^k(E)=Sec(^kE)`$, be the exterior algebra of multisections of $`E`$. This is a basic geometric model for a graded associative commutative algebra with unity. We will refer to elements of $`\mathrm{\Omega }^k(E)=𝒜^k(E^{})`$ as to k-forms on $`E`$. Here, we identify $`𝒜^0(E)=\mathrm{\Omega }^0(E)`$ with the algebra $`C^{\mathrm{}}(M)`$ of smooth functions on the base and $`𝒜^k(E)=\{0\}`$ for $`k<0`$. Denote by $`|X|`$ the Grassmann degree of the multisection $`X𝒜(E)`$.

A Lie algebroid structure on $`E`$ can be identified with a graded Poisson bracket on $`𝒜(E)`$ of degree -1 (linear). Such brackets we call Schouten-Nijenhuis brackets on $`𝒜(E)`$. Recall that a graded Poisson bracket of degree $`k`$ on a $``$-graded associative commutative algebra $`𝒜=_i𝒜^i`$ is a graded bilinear map

$$\{,\}:𝒜\times 𝒜𝒜$$

of degree $`k`$ (i.e. $`|\{a,b\}|=|a|+|b|+k`$) such that

1. $`\{a,b\}=(1)^{(|a|+k)(|b|+k)}\{b,a\}`$ (graded anticommutativity),
2. $`\{a,bc\}=\{a,b\}c+(1)^{(|a|+k)|b|}b\{a,c\}`$ (graded Leibniz rule),
3. $`\{\{a,b\},c\}=\{a,\{b,c\}\}(1)^{(|a|+k)(|b|+k)}\{b,\{a,c\}\}`$ (graded Jacobi identity).

It is obvious that this notion extends naturally to more general gradings in the algebra. For a graded commutative algebra with unity $`\mathrm{𝟏}`$, a natural generalization of a graded Poisson bracket is graded Jacobi bracket. The only difference is that we replace the Leibniz rule by the generalized Leibniz rule

$$\{a,bc\}=\{a,b\}c+(1)^{(|a|+k)|b|}b\{a,c\}\{a,\mathrm{𝟏}\}bc.$$
(4)
Graded Jacobi brackets on $`𝒜(E)`$ of degree -1 (linear) we call Schouten-Jacobi brackets. An element $`X𝒜^2(E)`$ is called a canonical structure for a Schouten-Nijenhuis or Schouten-Jacobi bracket $`[[,]]`$ if $`[[X,X]]=0`$.

As it was already indicated in \[KS\], Schouten-Nijenhuis brackets are in one-one correspondence with Lie algebroids:

###### Theorem 3

Any Schouten-Nijenhuis bracket $`[[,]]`$ on $`𝒜(E)`$ induces a Lie algebroid bracket on $`𝒜^1(E)=Sec(E)`$ with the anchor defined by $`\rho (X)(f)=[[X,f]]`$. Conversely, any Lie algebroid structure on $`Sec(E)`$ gives rise to a Schouten-Nijenhuis bracket on $`𝒜(E)`$ for which $`𝒜^1(E)=Sec(E)`$ is a Lie subalgebra and $`\rho (X)(f)=[[X,f]]`$.

We have the following expression for the Schouten-Nijenhuis bracket:

$`[[X_1\mathrm{}X_m,Y_1\mathrm{}Y_n]]=`$
$`{\displaystyle \underset{k,l}{}}(1)^{k+l}[[X_k,Y_l]]\mathrm{}\widehat{X_k}\mathrm{}X_mY_1\mathrm{}\widehat{Y_l}\mathrm{}Y_n,`$
where $`X_i,Y_jSec(E)`$ and the hat over a symbol means that this is to be omitted.

A Schouten-Nijenhuis bracket induces the well-known generalization of the standard Cartan calculus of differential forms and vector fields \[Ma, MX\]. The exterior derivative $`\mathrm{d}:\mathrm{\Omega }^k(E)\mathrm{\Omega }^{k+1}(E)`$ is defined by the standard formula

$`\mathrm{d}\mu (X_1,\mathrm{},X_{k+1})`$ $`=`$ $`{\displaystyle \underset{i}{}}(1)^{i+1}[[X_i,\mu (X_1,\mathrm{},\widehat{X}_i,\mathrm{},X_{k+1})]]`$ (6)
$`+`$ $`{\displaystyle \underset{i<j}{}}(1)^{i+j}\mu ([[X_i,X_j]],X_1,\mathrm{},\widehat{X}_i,\mathrm{},\widehat{X}_j,\mathrm{},X_{k+1}),`$
where $`X_iSec(E)`$. For $`XSec(E)`$, the contraction $`i_X:\mathrm{\Omega }^p(E)\mathrm{\Omega }^{p1}(E)`$ is defined in the standard way and the Lie differential operator $`\mathrm{\pounds }_X`$ is defined by the graded commutator

$$\mathrm{\pounds }_X=i_X\mathrm{d}+\mathrm{d}i_X.$$
(7)
Since Schouten-Nijenhuis brackets on $`𝒜(E)`$ are just Lie algebroid structures on $`E`$, by Jacobi algebroid structure on $`E`$ we mean a Schouten-Jacobi bracket on $`𝒜(E)`$ (see \[GM\]). An analogous concept has been introduced in \[IM1\] under the name of a generalized Lie algebroid. Every Schouten-Jacobi bracket on the graded algebra $`𝒜(E)`$ of multisections of $`E`$ turns out to be uniquely determined by a Lie algebroid bracket on a vector bundle $`E`$ over $`M`$ and a 1-cocycle $`\mathrm{\Phi }\mathrm{\Omega }^1(E)`$, $`\mathrm{d}\mathrm{\Phi }=0`$, relative to the Lie algebroid exterior derivative $`\mathrm{d}`$, namely it is of the form \[IM1\]

$$[[X,Y]]_\mathrm{\Phi }=[[X,Y]]+xXi_\mathrm{\Phi }Y(1)^xyi_\mathrm{\Phi }XY,$$
(8)
where $`[[,,]]`$ is the Schouten bracket associated with this Lie algebroid and where we use the convention that $`x=|X|1`$ is the shifted degree of $`X`$ in the graded algebra $`𝒜(E)`$. Note that $`\mathrm{\Phi }`$ is determined by the Schouten-Jacobi bracket by $`i_\mathrm{\Phi }X=(1)^x[[X,\mathrm{𝟏}]]_\mathrm{\Phi }`$, so that (4) is satisfied:

$$[[X,YZ]]_\mathrm{\Phi }=[[X,Y]]_\mathrm{\Phi }Z+(1)^{x(y+1)}Y[[X,Z]]_\mathrm{\Phi }[[X,\mathrm{𝟏}]]_\mathrm{\Phi }YZ.$$
(9)
We already know that there is one-one correspondence between Lie algebroid structures on $`E`$ and linear Poisson tensors $`\mathrm{\Lambda }^E^{}`$ on $`E^{}`$. To Jacobi algebroids correspond Jacobi structures $`J_\mathrm{\Phi }^E^{}`$ on $`E^{}`$ which are homogeneous of degree -1 with respect to the Liouville vector field $`\mathrm{\Delta }_E^{}`$, namely

$$J_\mathrm{\Phi }^E^{}=\mathrm{\Lambda }^E^{}+\mathrm{\Delta }_E^{}\mathrm{\Phi }^vI\mathrm{\Phi }^v,$$

where $`\mathrm{\Phi }^v`$ is the vertical lift of $`\mathrm{\Phi }`$ to a vector field on $`E^{}`$. The above structure generates a Jacobi bracket which coincides on linear functions with the Poisson bracket associated with $`\mathrm{\Lambda }^E^{}`$.

One can develop a Cartan calculus for Jacobi algebroids similarly to the Lie algebroid case (cf. \[IM1\]). For a Schouten-Jacobi bracket associated with a 1-cocycle $`\mathrm{\Phi }`$ the definitions of the exterior differential $`\mathrm{d}^\mathrm{\Phi }`$ and Lie differential $`\mathrm{\pounds }^\mathrm{\Phi }=\mathrm{d}^\mathrm{\Phi }i+i\mathrm{d}^\mathrm{\Phi }`$ are formally the same as (6) and (7), respectively. Since, for $`XSec(E)`$, $`fC^{\mathrm{}}(M)`$, we have $`[[X,f]]_\mathrm{\Phi }=[[X,f]]+(i_\mathrm{\Phi }X)f`$, one obtains $`\mathrm{d}^\mathrm{\Phi }\mu =\mathrm{d}\mu +\mathrm{\Phi }\mu `$. Here $`[[,]]`$ and $`\mathrm{d}`$ are, respectively, the Schouten-Nijenhuis bracket and the exterior derivative associated with the Lie algebroid.

Example 1. A canonical example of a Lie algebroid over $`M`$ is the tangent bundle $`TM`$ with the bracket of vector fields. The corresponding complex $`(\mathrm{\Omega }(TM),\mathrm{d})`$ is in this case the standard de Rham complex. A canonical structure for the corresponding Schouten-Nijenhuis bracket is just a standard Poisson tensor.

Example 2. A canonical example of a Jacobi algebroid is $`(T_1M=TM,(0,1))`$, where $`T_1M`$ is the Lie algebroid of first-order differential operators on $`C^{\mathrm{}}(M)`$ with the bracket

$$[(X,f),(Y,g)]_1=([X,Y],X(g)Y(f)),X,YSec(TM),f,gC^{\mathrm{}}(M),$$

and the 1-cocycle $`\mathrm{\Phi }=(0,1)`$ is $`\mathrm{\Phi }((X,f))=f`$. A canonical structure with respect to the corresponding Schouten-Jacobi bracket on the Grassmann algebra $`𝒜(T_1M)`$ of first-order polydifferential operators on $`C^{\mathrm{}}(M)`$ turns out to be a standard Jacobi structure. Indeed, it is easy to see that the Schouten-Jacobi bracket reads

$`[[A_1+IA_2,B_1+IB_2]]_1=[[A_1,B_1]]+(1)^aI[[A_1,B_2]]+I[[A_2,B_1]]`$
$`+aA_1B_2(1)^abA_2B_1+(ab)IA_2B_2.`$ (10)
Hence, the bracket $`\{,\}`$ on $`C^{\mathrm{}}(M)`$ defined by a bilinear differential operator $`\mathrm{\Lambda }+I\mathrm{\Gamma }𝒜(T_1M)`$ is a Lie bracket (Jacobi bracket on $`C^{\mathrm{}}(M)`$) if and only if

$$[[\mathrm{\Lambda }+I\mathrm{\Gamma },\mathrm{\Lambda }+I\mathrm{\Gamma }]]=[[\mathrm{\Lambda },\mathrm{\Lambda }]]+2I[[\mathrm{\Gamma },\mathrm{\Lambda }]]+2\mathrm{\Lambda }\mathrm{\Gamma }=0.$$

We recognize the conditions (2) defining a Jacobi structure on $`M`$.

There is another approach to Lie algebroids. As it has been shown in \[GU1, GU2\], a Lie algebroid structure (or the corresponding Schouten-Nijenhuis bracket) is determined by the Lie algebroid lift $`XX^c`$ which associates with $`X𝒯(E)`$ a contravariant tensor field $`X^c`$ on $`E`$. The complete Lie algebroid and Jacobi algebroid lifts are described as follows.

###### Theorem 4

(\[GU1\]) For a given Lie algebroid structure on a vector bundle $`E`$ over $`M`$ there is a unique complete lift of elements $`XSec(E^k)`$ of the tensor algebra $`𝒯(E)=_kSec(E^k)`$ to linear contravariant tensors $`X^cSec((TE)^k)`$ on $`E`$ , such that

(a) $`f^c=\iota _{\mathrm{d}f}`$ for $`fC^{\mathrm{}}(M)`$;

(b) $`X^c(\iota _\mu )=\iota _{\mathrm{\pounds }_X\mu }`$ for $`XSec(E),\mu Sec(E^{})`$;

(c) $`(XY)^c=X^cY^v+X^vY^c`$, where $`XX^v`$ is the standard vertical lift of tensors from $`𝒯(E)`$ to tensors from $`𝒯(TE)`$, i.e. the complete lift is a derivation with respect to the vertical lift.

This complete lift restricted to skew-symmetric tensors is a homomorphism of the corresponding Schouten-Nijenhuis brackets:

$$[[X,Y]]^c=[[X^c,Y^c]].$$
(11)
Moreover,

$$[[X,Y]]^v=[[X^c,Y^v]].$$
(12)
###### Corollary 1

If $`P𝒜^2(E)`$ is a canonical structure for the Schouten bracket, i.e. $`[[P,P]]=0`$, then $`P^c`$ is a homogeneous Poisson structure on $`E`$. The corresponding Poisson bracket determines the Lie algebroid bracket

$$[[\alpha ,\beta ]]_P=(i_{\mathrm{\#}_P(\alpha )}\mathrm{d}\beta i_{\mathrm{\#}_P(\beta )}\mathrm{d}\alpha +\mathrm{d}(P(\alpha ,\beta ))$$
(13)
on $`E^{}`$.

Remark. For the canonical Lie algebroid $`E=TM`$, the above complete lift gives the better-known tangent lift of multivector fields on $`M`$ to multivector fields on $`TM`$ (cf. \[IY, GU\]). In this case the complete lift is an injective operator, so $`\mathrm{\Lambda }`$ is a Poisson tensor on $`M`$ if and only if $`\mathrm{\Lambda }^c`$ is a Poisson tensor on $`TM`$. The complete Lie algebroid lift of just sections of $`E`$, i.e. the formula (b), was already indicated in \[MX1\].

Let us see how these lifts look like in local coordinates. Let $`(x^a)`$ be a local coordinate system on $`M`$ and let $`e_1,\mathrm{},e_n`$ be a basis of local sections of $`E`$. We denote by $`e^1,\mathrm{},e^n`$ the dual basis of local sections of $`E^{}`$ and by $`(x^a,y^i)`$ (resp. $`(x^a,\xi _i)`$) the corresponding coordinate system on $`E`$ (resp. $`E^{}`$), i.e., $`\iota _{e_i}=\xi _i`$ and $`\iota _{e^i}=y^i`$. The vertical lift is given by

$$(c_{i_1,\mathrm{},i_k}e_{i_1}\mathrm{}e_{i_k})^v=c_{i_1,\mathrm{},i_k}_{y^{i_1}}\mathrm{}_{y^{i_k}}.$$

If for the Lie algebroid bracket we have $`[e_i,e_j]=c_{ij}^ke_k`$ and if the anchor sends $`e_i`$ to $`d_i^a_{x^a}`$, then

$$\mathrm{\Lambda }^E^{}=\frac{1}{2}c_{ij}^k\xi _k_{\xi _i}_{\xi _j}+d_i^a_{\xi _i}_{x^a}.$$
(14)
Moreover,

$$f^c=\frac{f}{x^a}d_j^ay^j$$
(15)
and

$$(X^ie_i)^c=X^id_i^a_{x^a}+(X^ic_{ji}^k+\frac{X^k}{x^a}d_j^a)y^j_{y^k}.$$
(16)
It follows that, for $`P=\frac{1}{2}P^{ij}e_ie_j`$, we have

$$P^c=P^{ij}d_j^a_{y^i}_{x^a}+(P^{kj}c_{lk}^i+\frac{1}{2}\frac{P^{ij}}{x^a}d_l^a)y^l_{y^i}_{y^j}.$$
(17)
There is an analog of the Lie algebroid complete lift for Jacobi algebroids which will represent the Schouten-Jacobi bracket on $`𝒜(E)`$ in the Schouten-Jacobi bracket of first-order polydifferential operators on $`E`$. Here by polydifferential operators we understand skew-symmetric multidifferential operators. Let $`[[,]]_\mathrm{\Phi }`$ be the Schouten-Jacobi bracket on $`𝒜(E)`$ associated with a Lie algebroid structure on $`E`$ and a 1-cocycle $`\mathrm{\Phi }`$.

Definition.(\[GM\]) The complete Jacobi lift of an element $`X𝒯^k(E)`$ is the multidifferential operator of first order on $`E`$, i.e. an element of $`Sec((T_1E)^k)`$, defined by

$$\widehat{X}_\mathrm{\Phi }=X^c(k1)\iota _\mathrm{\Phi }X^v+i_{I\mathrm{d}(\iota _\mathrm{\Phi })}X^v,$$
(18)
where $`X^c`$ is the complete Lie algebroid lift, $`X^v`$ is the vertical lift and $`i_{I\mathrm{d}(\iota _\mathrm{\Phi })}`$ is the derivation acting on the tensor algebra of contravariant tensor fields which vanishes on functions and satisfies $`i_{I\mathrm{d}(\iota _\mathrm{\Phi })}X=X(\iota _\mathrm{\Phi })I`$ on vector fields. The derivation property yields

$$i_{I\mathrm{d}(\iota _\mathrm{\Phi })}(X_1^v\mathrm{}X_k^v)=\underset{i}{}X_i,\mathrm{\Phi }X_1^v\mathrm{}X_{i1}^vIX_{i+1}^v\mathrm{}X_k^v.$$

for $`X_1\mathrm{},X_kSec(E)`$.

###### Theorem 5

(\[GM\]) The complete Jacobi lift has the following properties:

(a) $`\widehat{f}_\mathrm{\Phi }=\iota _{\mathrm{d}^\mathrm{\Phi }f}`$ for $`fC^{\mathrm{}}(M)`$;

(b) $`\widehat{X}_\mathrm{\Phi }=X^c+(i_\mathrm{\Phi }X)^vI`$ for $`XSec(E)`$;

(c) $`\widehat{(XY)}_\mathrm{\Phi }=\widehat{X}_\mathrm{\Phi }Y^v+X^v\widehat{Y}_\mathrm{\Phi }\iota _\mathrm{\Phi }(X^vY^v)`$;

(d) For skew-symmetric tensors $`X`$ and $`Y`$,

$$[[\widehat{X}_\mathrm{\Phi },\widehat{Y}_\mathrm{\Phi }]]_1=([[X,Y]]_\mathrm{\Phi })_\mathrm{\Phi }^{},$$

where $`[[,]]_1`$ is the Schouten-Jacobi bracket of first-order polydifferential operators;

(e) For skew-symmetric $`X`$ and $`Y`$

$$[[\widehat{X}_\mathrm{\Phi },Y^v]]_1=([[X,Y]]_\mathrm{\Phi })^v;$$

Remark that in \[GM\] only skew-symmetric tensors have been considered, but the extension to arbitrary tensors is straightforward.

Definition.(\[GM\]) The complete Poisson lift of an element $`X𝒯^k(E)`$ is the contravariant tensor $`\widehat{X}_\mathrm{\Phi }^cSec((TE)^k)`$, defined by

$$\widehat{X}_\mathrm{\Phi }^c=X^c(k1)\iota _\mathrm{\Phi }X^v+i_{\mathrm{\Delta }_E\mathrm{d}(\iota _\mathrm{\Phi })}X^v,$$
(19)
where $`\mathrm{\Delta }_E`$ is the Liouville vector field on the vector bundle $`E`$ and $`X^c`$ is the complete Lie algebroid lift, $`X^v`$ is the vertical lift and $`i_{\mathrm{\Delta }_E\mathrm{d}(\iota _\mathrm{\Phi })}`$ is the derivation acting on the tensor algebra of contravariant tensor fields which vanishes on functions and satisfies $`i_{\mathrm{\Delta }\mathrm{d}(\iota _\mathrm{\Phi })}X=X(\iota _\mathrm{\Phi })\mathrm{\Delta }_E`$ on vector fields.

###### Theorem 6

(\[GM\]) The Poisson lift has the following properties:

(a) $`\widehat{f}_\mathrm{\Phi }^c=\iota _{\mathrm{d}^\mathrm{\Phi }f}`$ for $`fC^{\mathrm{}}(M)`$;

(b) $`\widehat{X}_\mathrm{\Phi }^c(\iota _\mu )=\iota _{\mathrm{\pounds }_X^\mathrm{\Phi }\mu }`$ for $`XSec(E)`$, $`\mu Sec(E^{})`$;

(c) $`\widehat{(XY)}_\mathrm{\Phi }^c=\widehat{X}_\mathrm{\Phi }^cY^v+X^v\widehat{Y}_\mathrm{\Phi }^c\iota _\mathrm{\Phi }(X^vY^v)`$;

(d) For skew-symmetric $`X`$ and $`Y`$

$$[[\widehat{X}_\mathrm{\Phi }^c,\widehat{Y}_\mathrm{\Phi }^c]]=([[X,Y]]_\mathrm{\Phi })_\mathrm{\Phi }^c.$$

###### Corollary 2

If $`P𝒜^2(E)`$ is a canonical structure for the Schouten-Jacobi bracket, i.e. $`[[P,P]]_\mathrm{\Phi }=[[P,P]]+2Pi_\mathrm{\Phi }P=0`$, then $`\widehat{P}_\mathrm{\Phi }`$ (resp. $`\widehat{P}_\mathrm{\Phi }^c`$) is a homogeneous Jacobi (resp. homogeneous Poisson) structure on $`E`$. The corresponding Jacobi and Poisson brackets coincide on linear functions and determine the Lie algebroid bracket

$$[[\alpha ,\beta ]]_P=(i_{\mathrm{\#}_P(\alpha )}\mathrm{d}^\mathrm{\Phi }\beta i_{\mathrm{\#}_P(\beta )}\mathrm{d}^\mathrm{\Phi }\alpha +\mathrm{d}^\mathrm{\Phi }(P(\alpha ,\beta ))$$
(20)
on $`E^{}`$.

## 3 Characterization of Poisson tensors.

Theorem 1 of Introduction can be generalized in the following way. Let us remark first that any two-contravariant tensor $`\mathrm{\Lambda }`$ (which is not assumed to be skew-symmetric) defines a bracket $`[,]_\mathrm{\Lambda }`$ on 1-forms on $`M`$ by

$$[\mu ,\nu ]_\mathrm{\Lambda }=i_{\mathrm{}_\mathrm{\Lambda }(\mu )}\mathrm{d}\nu i_{\mathrm{}_\mathrm{\Lambda }(\nu )}\mathrm{d}\mu +\mathrm{d}<\mathrm{\Lambda },\mu \nu >,$$
(21)
where $`<,>`$ is the canonical pairing between contravariant and covariant tensors.

###### Theorem 7

For a two-contravariant tensor $`\mathrm{\Lambda }`$ on a manifold $`M`$ the following are equivalent:

(i) $`\mathrm{\Lambda }`$ is a Poisson tensor;

(ii) $`\mathrm{}_\mathrm{\Lambda }`$ induces a homomorphism of $`[,]_\mathrm{\Lambda }`$ into the bracket of vector fields:

$$\mathrm{}_\mathrm{\Lambda }([\mu ,\nu ]_\mathrm{\Lambda })=[\mathrm{}_\mathrm{\Lambda }(\mu ),\mathrm{}_\mathrm{\Lambda }(\nu )];$$
(22)
(iii) The canonical Poisson tensor $`\mathrm{\Lambda }_M`$ and the negative of the complete lift $`\mathrm{\Lambda }^c`$ are $`\mathrm{}_\mathrm{\Lambda }`$-related;

(iv) There is a vector bundle morphism $`F:T^{}MTM`$ over the identity on $`M`$ such that the canonical Poisson tensor $`\mathrm{\Lambda }_M`$ and the negative of the complete lift $`\mathrm{\Lambda }^c`$ are $`F`$-related;

(v) The morphism $`\mathrm{}_\mathrm{\Lambda }`$ relates $`\mathrm{\Lambda }_M`$ with the complete lift of a 2-contravariant tensor $`\mathrm{\Lambda }_1`$.

(vi) There is a vector bundle morphism $`F:T^{}MTM`$ over the identity on $`M`$ such that

$$F([\mu ,\nu ]_\mathrm{\Lambda })=[F(\mu ),F(\nu )].$$
(23)
(vii) There is a 2-contravariant tensor $`\mathrm{\Lambda }_1`$ on $`M`$ such that

$$\mathrm{}_\mathrm{\Lambda }([\mu ,\nu ]_{\mathrm{\Lambda }_1})=[\mathrm{}_\mathrm{\Lambda }(\mu ),\mathrm{}_\mathrm{\Lambda }(\nu )];$$
(24)
Proof.  The implication $`(i)(ii)`$ is a well-known fact (cf. e.g. \[KSM\]).

Assume now $`(ii)`$. To show $`(iii)`$ one has to prove that the brackets on functions $`\{,\}_{\mathrm{\Lambda }_M}`$ and $`\{,\}_{\mathrm{\Lambda }^c}`$ induced by tensors $`\mathrm{\Lambda }_M`$ and $`\mathrm{\Lambda }^c`$ by contractions with differentials of functions are $`\mathrm{}_\mathrm{\Lambda }`$-related, i.e.

$$\{f,g\}_{\mathrm{\Lambda }^c}\mathrm{}_\mathrm{\Lambda }=\{f\mathrm{}_\mathrm{\Lambda },g\mathrm{}_\mathrm{\Lambda }\}_{\mathrm{\Lambda }_M}$$
(25)
for all $`f,gC^{\mathrm{}}(TM)`$. Due to Leibniz rule, it is sufficient to check (25) for linear functions, i.e. for functions of the form $`\iota _\mu `$, where $`\mu `$ is a 1-form and $`\iota _\mu (v_x)=<\mu (x),v_x>`$. It is well known (see \[Co, GU\]) that the brackets induced by $`\mathrm{\Lambda }`$ and its complete lift are related by

$$\{\iota _\mu ,\iota _\nu \}_{\mathrm{\Lambda }^c}=\iota _{[\mu ,\nu ]_\mathrm{\Lambda }}.$$
(26)
It is also known (cf. (3)) that

$$\iota _{[X,Y]}=\{\iota _X,\iota _Y\}_{\mathrm{\Lambda }_M}$$

for vector fields $`X,Y`$ on $`M`$. Since $`\iota _\mu \mathrm{}_\mathrm{\Lambda }=\iota _{\mathrm{}_\mathrm{\Lambda }(\mu )}`$, we get

$`\{\iota _\mu ,\iota _\nu \}_{\mathrm{\Lambda }^c}\mathrm{}_\mathrm{\Lambda }`$ $`=`$ $`\iota _{[\mu ,\nu ]_\mathrm{\Lambda }}\mathrm{}_\mathrm{\Lambda }=\iota _{\mathrm{}_\mathrm{\Lambda }([\mu ,\nu ]_\mathrm{\Lambda })}`$
$`=`$ $`\iota _{[\mathrm{}_\mathrm{\Lambda }(\mu ),\mathrm{}_\mathrm{\Lambda }(\nu )]}=\{\iota _{\mathrm{}_\mathrm{\Lambda }(\mu )},\iota _{\mathrm{}_\mathrm{\Lambda }(\nu )}\}_{\mathrm{\Lambda }_M}`$
$`=`$ $`\{\iota _\mu \mathrm{}_\mathrm{\Lambda },\iota _\nu \mathrm{}_\mathrm{\Lambda }\}_{\mathrm{\Lambda }_M}`$
which proves $`(ii)(iii)`$. In fact, (3) proves equivalence of $`(ii)`$ and $`(iii)`$.

Replacing in (3) the mapping $`\mathrm{}_\mathrm{\Lambda }`$ by a vector bundle morphism $`F:T^{}MTM`$, we get equivalence of $`(iv)`$ and $`(vi)`$. Similarly, $`(v)`$ is equivalent to $`(vii)`$. The implication $`(iii)(iv)`$ is obvious, so let us show $`(iv)(i)`$. Assume that $`F`$ relates $`\mathrm{\Lambda }_M`$ and $`\mathrm{\Lambda }^c`$. We will show that this implies that $`\mathrm{\Lambda }`$ is skew-symmetric and $`F=\mathrm{}_\mathrm{\Lambda }`$. Since the assertion is local over $`M`$ we can use coordinates $`(x^a)`$ in $`M`$ and the adapted coordinate systems $`(x^a,p_i)`$ in $`T^{}M`$ and $`(x^a,\dot{x}^j)`$ in $`TM`$. Writing $`\mathrm{\Lambda }=\mathrm{\Lambda }^{ij}_{x^i}_{x^j}`$ and $`F(x^a,p_i)=(x^a,F^{ij}p_i)`$, we get

$$F_{}(_{p_i}_{x^i})=F^{ij}p_s\frac{F^{sk}}{x^i}_{\dot{x}^j}_{\dot{x}^k}F^{ij}_{x^i}_{\dot{x}^j}.$$
(28)
Since

$$\mathrm{\Lambda }^c=\frac{\mathrm{\Lambda }^{ij}}{x^k}\dot{x}^k_{\dot{x}^i}_{\dot{x}^j}+\mathrm{\Lambda }^{ij}(_{x^i}_{\dot{x}^j}+_{\dot{x}^i}_{x^j}),$$
(29)
comparing the vertical-horizontal parts we get $`\mathrm{\Lambda }^{ij}=F^{ij}=F^{ji}`$, i.e. $`\mathrm{\Lambda }`$ is skew-symmetric and $`F=\mathrm{}_\mathrm{\Lambda }`$. Going backwards with (3) we get $`(ii)`$. But for skew tensors we have (cf. \[KSM\])

$$\frac{1}{2}[[\mathrm{\Lambda },\mathrm{\Lambda }]](\mu ,\nu ,\gamma )=<\mathrm{}_\mathrm{\Lambda }([\mu ,\nu ]_\mathrm{\Lambda })[\mathrm{}_\mathrm{\Lambda }(\mu ),\mathrm{}_\mathrm{\Lambda }(\nu )],\gamma >,$$
(30)
where $`[[,]]`$ is the Schouten-Nijenhuis bracket, so that $`[[\mathrm{\Lambda },\mathrm{\Lambda }]]=0`$, i.e. $`\mathrm{\Lambda }`$ is a Poisson tensor.

Finally, $`(v)`$ is equivalent to $`(iii)`$, since $`(iii)(v)`$ trivially and exchanging the role of $`F`$ and $`\mathrm{\Lambda }`$ in (28) and (29) we see that, as above, $`\mathrm{\Lambda }^{ij}=F^{ij}`$, so that any tensor whose complete lift is $`\mathrm{}_\mathrm{\Lambda }`$-related to $`\mathrm{\Lambda }_M`$ equals $`\mathrm{\Lambda }`$.

A similar characterization is valid for any Lie algebroid. Let us consider a vector bundle $`E`$ over $`M`$ with a Lie algebroid bracket $`[[,]]`$ instead of the canonical Lie algebroid $`TM`$ of vector fields (cf. \[Ma, KSM, GU0\]). The multivector fields are now replaced by multisections $`𝒜(E)=_k𝒜^k(E)`$, $`𝒜^k(E)=Sec(^kE)`$, of $`E`$ and the standard Schouten-Nijenhuis bracket with its Lie algebroid counterpart. A Lie algebroid Poisson tensor (canonical structure) is then a skew-symmetric $`\mathrm{\Lambda }𝒜^2(E)`$ satisfying $`[[\mathrm{\Lambda },\mathrm{\Lambda }]]=0`$. Such a structure gives a triangular Lie bialgebroid in the sense of \[MX\]. We have the exterior derivative $`\mathrm{d}`$ on multisections of the dual bundle $`E^{}`$ (we will refer to them as to ”exterior forms”). For any $`\mathrm{\Lambda }Sec(EE)`$ the formula (21) defines a bracket on ”1-forms”. We have an analog of the complete lift (cf. \[GU1, GU2\])

$$Sec(E^k)\mathrm{\Lambda }\mathrm{\Lambda }^cSec((TE)^k)$$

of the tensor algebra of sections of $`E`$ into contravariant tensors on the total space $`E`$. The Lie algebroid bracket corresponds to a linear Poisson tensor $`\mathrm{\Lambda }^E^{}`$ on $`E^{}`$ (which is just $`\mathrm{\Lambda }_M`$ in the case $`E=TM`$) by (3). Since the tensor $`\mathrm{\Lambda }^E^{}`$ may be strongly degenerate, linear maps $`F:E^{}E`$ do not determine the related tensors uniquely, so we cannot have the full analog of Theorem 7. However, since for skew-symmetric tensors the formula (30) remains valid \[KSM\], a part of Theorem 12 can be proved in the same way, mutatis mutandis, in the general Lie algebroid case. Thus we get the Lie algebroid version of Theorem 1 (cf. \[GU1\]).

###### Theorem 8

For any bisection $`\mathrm{\Lambda }𝒜^2(E)`$ of a Lie algebroid $`E`$ the following are equivalent:

(i) $`\mathrm{\Lambda }`$ is a canonical structure, i.e. $`[[\mathrm{\Lambda },\mathrm{\Lambda }]]=0`$;

(ii) $`\mathrm{}_\mathrm{\Lambda }`$ induces a homomorphism of $`[,]_\mathrm{\Lambda }`$ into the Lie algebroid bracket:

$$\mathrm{}_\mathrm{\Lambda }([\mu ,\nu ]_\mathrm{\Lambda })=[\mathrm{}_\mathrm{\Lambda }(\mu ),\mathrm{}_\mathrm{\Lambda }(\nu )];$$
(31)
(iii) The canonical Poisson tensor $`\mathrm{\Lambda }_M`$ and the negative of the complete lift $`\mathrm{\Lambda }^c`$ are $`\mathrm{}_\mathrm{\Lambda }`$-related.

## 4 Jacobi algebroids and characterization of Jacobi structures

We have introduced in Section 2 Jacobi and Poisson complete lifts related to Jacobi algebroids. For a standard Jacobi structure $`J=(\mathrm{\Lambda },\mathrm{\Gamma })`$ on $`M`$ we will denote these lifts of $`J`$ by $`\widehat{J}`$ and $`\widehat{J}^c`$, respectively. The Jacobi lift $`\widehat{J}`$ is the Jacobi structure on $`E=TM`$ given by \[GM\]

$$\widehat{J}=(\mathrm{\Lambda }^ct\mathrm{\Lambda }^v+_t(\mathrm{\Gamma }^ct\mathrm{\Gamma }^v),\mathrm{\Gamma }^v),$$
(32)
where $`\mathrm{\Lambda }^v`$ and $`\mathrm{\Gamma }^v`$ are the vertical tangent lifts of $`\mathrm{\Lambda }`$ and $`\mathrm{\Gamma }`$, respectively, and $`t`$ is the standard linear coordinate in $``$. We consider here tangent lifts as tensors on $`TM=TM\times `$ instead on $`TM`$. The linear Jacobi structure (32) has been already considered by Iglesias and Marrero \[IM\].

Similarly, the Poisson lift $`\widehat{J}^c`$ is the linear Poisson tensor on $`TM`$ given by \[GM\]

$$\widehat{J}^c=\mathrm{\Lambda }^ct\mathrm{\Lambda }^v+_t\mathrm{\Gamma }^c+\mathrm{\Delta }_{TM}\mathrm{\Gamma }^v,$$
(33)
where $`\mathrm{\Delta }_{TM}`$ is the Liouville (Euler) vector field on the vector bundle $`TM`$. This is exactly the linear Poisson tensor corresponding to the Lie algebroid structure on $`T^{}M`$ induced by $`J`$ and discovered first in \[KSB\]:

$`[(\alpha ,f),(\beta ,g)]_J`$ $`=`$ $`(_{\mathrm{}_\mathrm{\Lambda }(\alpha )}\beta _{\mathrm{}_\mathrm{\Lambda }(\beta )}\alpha \mathrm{d}<\mathrm{\Lambda },\alpha \beta >+f_\mathrm{\Gamma }\beta g_\mathrm{\Gamma }\alpha i_\mathrm{\Gamma }\alpha \beta ,`$ (34)
$`<\mathrm{\Lambda },\beta \alpha >+\mathrm{}_\mathrm{\Lambda }(\alpha )(g)\mathrm{}_\mathrm{\Lambda }(\beta )(f)+f\mathrm{\Gamma }(g)g\mathrm{\Gamma }(f)),`$
Of course, these lifts and an analog of the bracket (34) are well-defined for any first-order bidifferential operator

$$J=\mathrm{\Lambda }+I\mathrm{\Gamma }_1+\mathrm{\Gamma }_2I+\alpha II,$$
(35)
where $`\mathrm{\Lambda }`$ is a 2-contravariant tensor, $`\mathrm{\Gamma }_1,\mathrm{\Gamma }_2`$ are vector fields, and $`\alpha `$ is a function on $`M`$. The associated bracket acts on functions on $`M`$ by

$$\{f,g\}_J=<\mathrm{\Lambda },\mathrm{d}f\mathrm{d}g>+f\mathrm{\Gamma }_1(g)+g\mathrm{\Gamma }_2(f)+\alpha fg,$$

The Jacobi lift of $`J`$ is the first-order bidifferential operator on $`TM`$ given by

$`\widehat{J}`$ $`=`$ $`\mathrm{\Lambda }^ct\mathrm{\Lambda }^v+_t(\mathrm{\Gamma }_1^ct\mathrm{\Gamma }_1^v)+(\mathrm{\Gamma }_2^ct\mathrm{\Gamma }_2^v)_t+(\alpha ^ct\alpha ^v)_t_t`$
$`+I(\mathrm{\Gamma }_1^v+\alpha ^v_t)+(\mathrm{\Gamma }_2^v+\alpha ^v_t)I`$
and the Poisson lift is the 2-contravariant tensor field

$`\widehat{J}^c`$ $`=`$ $`\mathrm{\Lambda }^ct\mathrm{\Lambda }^v+_t(\mathrm{\Gamma }_1^ct\mathrm{\Gamma }_1^v)+(\mathrm{\Gamma }_2^ct\mathrm{\Gamma }_2^v)_t+(\alpha ^ct\alpha ^v)_t_t`$
$`+\mathrm{\Delta }_E(\mathrm{\Gamma }_1^v+\alpha ^v_t)+(\mathrm{\Gamma }_2^v+\alpha ^v_t)\mathrm{\Delta }_E`$
$`=`$ $`\mathrm{\Lambda }^ct\mathrm{\Lambda }^v+_t\mathrm{\Gamma }_1^c+\mathrm{\Gamma }_2^c_t+(\alpha ^c+t\alpha ^v)_t_t`$
$`+\mathrm{\Delta }_{TM}\mathrm{\Gamma }_1^v+\mathrm{\Gamma }_2^v\mathrm{\Delta }_{TM}.`$
The mapping $`\mathrm{}_J:E^{}=T^{}ME=TM`$ reads

$$\mathrm{}_J(𝜔_x,\lambda )=(\mathrm{}_\mathrm{\Lambda }(𝜔_x)+\lambda \mathrm{\Gamma }_1(x),\mathrm{\Gamma }_2(x)(𝜔_x)+\alpha (x)\lambda ).$$

Note that any morphism from the vector bundle $`E^{}=T^{}M`$ into $`E=TM`$ over the identity on $`M`$ is of this form.

The bidifferential operators $`\widehat{J}`$ and $`\widehat{J}^c`$ define brackets $`\{,\}_{\widehat{J}}`$ and $`\{,\}_{\widehat{J}^c}`$, respectively, on functions on $`TM`$. These brackets coincide on linear functions which close on a subalgebra with respect to them, so that they define the bracket $`[,]_J`$ on sections of $`T^{}M`$ (which coincides with the bracket (34) for skew-symmetric operators) by

$$\{\iota _{(\mu ,f)},\iota _{(\nu ,g)}\}_{\widehat{J}}=\{\iota _{(\mu ,f)},\iota _{(\nu ,g)}\}_{J^c}=\iota _{[(\mu ,f),(\nu ,g)]_J},$$

where $`\mu ,\nu `$ are 1-forms, $`f,g`$ are functions on $`M`$, and $`\iota _{(\mu ,f)}=\iota _\mu +tf^v`$. Here we identify $`T^{}M`$ with $`T^{}M\times `$ and use the linear coordinate $`\lambda `$ in $``$. For the similar identification of $`TM`$ we use the coordinate $`t`$ of $``$ in $`TM\times `$, since both $``$’s play dual roles.

We have two canonical structures on the vector bundle $`E^{}=T^{}MT^{}M\times `$. One is the Jacobi structure (bracket)

$$J_M=\mathrm{\Lambda }_M+\mathrm{\Delta }_{T^{}M}_\lambda +_\lambda I$$
(36)
and the other is the Poisson structure $`\mathrm{\Lambda }_M`$ regarded as the product of $`\mathrm{\Lambda }_M`$ on $`T^{}M`$ with the trivial structure on $``$. These brackets coincide on linear functions which close on a subalgebra with respect to both brackets, so that they define a Lie algebroid structure on the dual bundle $`E=TM`$. This is the Lie algebroid of first-order differential operators with the bracket

$$[(X,f),(Y,g)]_1=([X,Y],(X(g)Y(f)),$$

where $`X,Y`$ are vector fields and $`f,g`$ are functions on $`M`$.

###### Theorem 9

For a first-order bidifferential operator $`J`$ the following are equivalent:

(J1) $`J`$ is a Jacobi bracket;

(J2) The canonical Jacobi bracket $`J_M`$ and $`\widehat{J}`$ are $`\mathrm{}_J`$-related;

(J3) There is a first-order bidifferential operator $`J_1`$ such that $`J_M`$ and $`\widehat{J}`$ are $`\mathrm{}_{J_1}`$-related;

(J4) There is a first-order bidifferential operator $`J_1`$ such that $`J_M`$ and $`\widehat{J}_1`$ are $`\mathrm{}_J`$-related;

(J5) The contravariant tensors $`\mathrm{\Lambda }_M`$ and $`\widehat{J}^c`$ are $`\mathrm{}_J`$-related;

(J6) There is a first-order bidifferential operator $`J_1`$ such that $`\mathrm{\Lambda }_M`$ and $`\widehat{J}^c`$ are $`\mathrm{}_{J_1}`$-related;

(J7) There is a first-order bidifferential operator $`J_1`$ such that $`\mathrm{\Lambda }_M`$ and $`\widehat{J}_1^c`$ are $`\mathrm{}_J`$-related;

(J8) For any 1-forms $`\mu ,\nu `$ and functions $`f,g`$ on $`M`$

$$\mathrm{}_J([(\mu ,f),(\nu ,g)]_J)=[\mathrm{}_J(\mu ,f),\mathrm{}_J(\nu ,g)]_1.$$

(J9) There is a first-order bidifferential operator $`J_1`$ such that

$$\mathrm{}_{J_1}([(\mu ,f),(\nu ,g)]_J)=[\mathrm{}_{J_1}(\mu ,f),\mathrm{}_{J_1}(\nu ,g)]_1.$$

(J10) There is a first-order bidifferential operator $`J_1`$ such that

$$\mathrm{}_J([(\mu ,f),(\nu ,g)]_{J_1})=[\mathrm{}_J(\mu ,f),\mathrm{}_J(\nu ,g)]_1.$$

Before proving this theorem we introduce some notation and prove a lemma. For a first-order bidifferential operator $`J`$ as in (35), the poissonization of $`J`$ is the tensor field on $`M\times `$ of the form

$$P_J=e^s(\mathrm{\Lambda }+_s\mathrm{\Gamma }_1+\mathrm{\Gamma }_2_s+\alpha _s_s),$$
(37)
where $`s`$ is the coordinate on $``$. Identifying $`T^{}(M\times )`$ with $`T^{}M\times T^{}`$ (with coordinates $`(s,\lambda )`$ in $`T^{}`$) and $`T(M\times )`$ with $`TM\times T`$ (with coordinates $`(s,t)`$ in $`T`$) we can write

$`\mathrm{\Lambda }_{M\times }`$ $`=`$ $`\mathrm{\Lambda }_M+_\lambda _s,`$
$`P_J^c`$ $`=`$ $`e^s(\mathrm{\Lambda }^ct\mathrm{\Lambda }^v+_t(\mathrm{\Gamma }_1^ct\mathrm{\Gamma }_1^v)+(\mathrm{\Gamma }_2^ct\mathrm{\Gamma }_2^v)_t`$
$`+_s(\mathrm{\Gamma }_1^v+\alpha ^v_t)+(\mathrm{\Gamma }_2^v+\alpha ^v_t)_s+(\alpha ^ct\alpha ^v)_t_t,`$
$`\mathrm{}_{P_J}(𝜔_x,\lambda _s)`$ $`=`$ $`e^s(\mathrm{}_\mathrm{\Lambda }(𝜔_x)+\lambda _s\mathrm{\Gamma }_1(x),\mathrm{\Gamma }_2(x)(𝜔_x)+\lambda _s\alpha (x)).`$
In local coordinates $`x=(x^l)`$ on $`M`$ and adapted local coordinates $`(x,p)`$ on $`T^{}M`$ and $`(x,\dot{x})`$ on $`TM`$ we have

$$(x^l,s,\dot{x}^i,t)\mathrm{}_{P_J}=(x^l,s,e^s(\mathrm{\Lambda }^{ki}p_k+\lambda \mathrm{\Gamma }_1^i),e^s(\mathrm{\Gamma }_2^kp_k+\lambda \alpha ))$$

for $`\mathrm{\Lambda }=\mathrm{\Lambda }^{ij}_{x^i}_{x^j}`$, $`\mathrm{\Gamma }_u=\mathrm{\Gamma }_u^k_{x^k}`$, $`u=1,2`$. It is well known that $`P_J`$ is a Poisson tensor if and only if $`J`$ is a Jacobi structure \[Li, GL\]. In view of Theorem 8, we can conclude that $`J`$ is a Jacobi structure if and only if $`\mathrm{\Lambda }_{M\times }`$ and $`P_J^c`$ are related by the map $`\mathrm{}_{P_J}:T^{}(M\times )T(M\times )`$. Since $`T(M\times )E\times `$ and $`T^{}(M\times )E^{}\times `$, we can consider the bundles $`E=TM`$ and $`E^{}=T^{}M`$ as submanifolds of $`T(M\times )`$ and $`T^{}(M\times )`$, respectively, given by the equation $`s=0`$.

For any function $`\varphi C^{\mathrm{}}(E)`$ we denote by $`\stackrel{˘}{\varphi }`$ the function on $`T(M\times )=E\times `$ given by $`\stackrel{˘}{\varphi }(v_x,s)=e^s\varphi (v_x)`$. Similarly, for any function $`\phi C^{\mathrm{}}(E^{})`$ we denote by $`\stackrel{~}{\phi }`$ the function on $`T^{}(M\times )=E^{}\times `$ given by $`\stackrel{~}{\phi }(u_x,s)=e^s\phi (e^su_x)`$.

It is a matter of easy calculations to prove the following.

###### Lemma 1

(a) The maps $`\varphi \stackrel{˘}{\varphi }`$ and $`\varphi \stackrel{~}{\varphi }`$ are injective.

(b) For any first-order bidifferential operator $`J`$,

$$\stackrel{˘}{\varphi }\mathrm{}_{P_J}=(\varphi \mathrm{}_J)^{}.$$

(c) For any $`\varphi ,\psi C^{\mathrm{}}(E)`$,

$$\{\stackrel{˘}{\varphi },\stackrel{˘}{\psi }\}_{P_J^c}=(\{\varphi ,\psi \}_{\widehat{J}})^{}.$$

(d) For any $`\varphi ,\psi C^{\mathrm{}}(E^{})`$,

$$\{\stackrel{~}{\varphi },\stackrel{~}{\psi }\}_{\mathrm{\Lambda }_{M\times }}=(\{\varphi ,\psi \}_{J_M})^{}.$$

(e) For linear $`\varphi ,\psi C^{\mathrm{}}(E)`$,

$$\{\stackrel{˘}{\varphi },\stackrel{˘}{\psi }\}_{P_J^c}=(\{\varphi ,\psi \}_{J^c})^{}.$$

(f) For linear $`\varphi ,\psi C^{\mathrm{}}(E^{})`$,

$$\{\stackrel{~}{\varphi },\stackrel{~}{\psi }\}_{\mathrm{\Lambda }_{M\times }}=(\{\varphi ,\psi \}_{\mathrm{\Lambda }_M})^{}.$$

Proof of Theorem 9. Due to the above Lemma the following identities are valid for arbitrary $`\varphi ,\psi C^{\mathrm{}}(E)`$ and arbitrary first-order bidifferential operators $`J,J_1`$:

$`(\{\varphi ,\psi \}_{\widehat{J}}\mathrm{}_{J_1})^{}`$ $`=`$ $`(\{\varphi ,\psi \}_{\widehat{J}})^{}\mathrm{}_{P_{J_1}}=\{\stackrel{˘}{\varphi },\stackrel{˘}{\psi }\}_{P_J^c}\mathrm{}_{P_{J_1}}`$
$`(\{\varphi \mathrm{}_{J_1},\psi \mathrm{}_{J_1}\}_{J_M})^{}`$ $`=`$ $`\{(\varphi \mathrm{}_{J_1})^{},(\psi \mathrm{}_{J_1})^{}\}_{\mathrm{\Lambda }_{M\times }}=\{\stackrel{˘}{\varphi }\mathrm{}_{P_{J_1}},\stackrel{˘}{\psi }\mathrm{}_{P_{J_1}}\}_{\mathrm{\Lambda }_{M\times }}.`$
Thus

$$\{\varphi ,\psi \}_{\widehat{J}}\mathrm{}_{J_1}=\{\varphi \mathrm{}_{J_1},\psi \mathrm{}_{J_1}\}_{J_M}$$

if and only if

$$\{\stackrel{˘}{\varphi },\stackrel{˘}{\psi }\}_{P_J^c}\mathrm{}_{P_{J_1}}=\{\stackrel{˘}{\varphi }\mathrm{}_{P_{J_1}},\stackrel{˘}{\psi }\mathrm{}_{P_{J_1}}\}_{\mathrm{\Lambda }_{M\times }},$$
(38)
which means that $`J_M`$ and $`\widehat{J}`$ are $`\mathrm{}_{J_1}`$-related if and only if $`\mathrm{\Lambda }_{M\times }`$ and the complete lift of the poissonization $`P_J^c`$ are $`\mathrm{}_{P_{J_1}}`$-related. Due to Theorem 8, we get that $`P_{J_1}=P_J`$ and the poissonization $`P_J`$ is a Poisson tensor what, in turn, is equivalent to the fact that $`J`$ is a Jacobi bracket. Thus we get

$$(J1)(J2)(J3)(J4).$$

Using now linear functions $`\varphi ,\psi `$, we get in a similar way that (38) is equivalent to

$$\{\varphi ,\psi \}_{\widehat{J}^c}\mathrm{}_{J_1}=\{\varphi \mathrm{}_{J_1},\psi \mathrm{}_{J_1}\}_{\mathrm{\Lambda }_M}$$

which, due to Theorem 8, gives

$$(J1)(J5)(J6)(J7).$$

Finally, completely analogously to (3) we get $`(J5)(J8)(J9)(J10)`$.

Remark. In the above proof we get the lifts $`\widehat{J}`$, $`J^c`$, and the map $`\mathrm{}_J`$ in a natural way by using the poissonization and its tangent lift. This is a geometric version of the methods in \[Va\] for obtaining $`J^c`$. Note also that $`J_M`$ is the canonical Jacobi structure on $`T^{}M\times `$ regarded as a contact manifold in a natural way and that the equivalence $`(J1)(J8)`$ is a version of the characterization in \[MMP\].

The above theorem characterizing Jacobi structures one can generalize to canonical structures associated with Jacobi algebroids as follows.

Consider now a Jacobi algebroid, i.e. a vector bundle $`E`$ over $`M`$ equipped with a Lie algebroid bracket $`[,]`$ and a ‘closed 1-form’ $`\mathrm{\Phi }\mathrm{\Omega }^1(E)`$. We denote by $`[[,,]]`$ the Schouten-Nijenhuis bracket of the Lie algebroid and by $`𝒯(E)XX^c𝒯(TE)`$ the complete lift from the tensor algebra of $`E`$ into the tensor algebra of $`TE`$. The corresponding Schouten-Jacobi bracket we denote by $`[[,]]_\mathrm{\Phi }`$ and the corresponding complete Jacobi and Poisson lifts by $`𝒯(E)X\widehat{X}_\mathrm{\Phi }𝒯(TE)`$ and $`𝒯(E)XX_\mathrm{\Phi }^c𝒯(TE)`$, respectively.

If the 1-cocycle $`\mathrm{\Phi }`$ is exact, $`\mathrm{\Phi }=\mathrm{d}s`$, we can obtain the bracket $`[[,]]_\mathrm{\Phi }`$ from $`[[,]]`$ using the linear automorphism of $`𝒜(E)`$ defined by $`𝒜^k(E)Xe^{(k1)s}X`$ (cf. \[GM1\]). This is a version of the Witten’s trick \[Wi\] to obtain the deformed exterior differential $`\mathrm{d}^\mathrm{\Phi }\mu =\mathrm{d}\mu +\mathrm{\Phi }\mu `$ via the automorphism of the cotangent bundle given by multiplication by $`e^s`$.

Even if the 1-cocycle $`\mathrm{\Phi }`$ is not exact, there is a nice construction \[IM1\] which allows to view $`\mathrm{\Phi }`$ as being exact but for an extended Lie algebroid in the bundle $`\widehat{E}=E\times `$ over $`M\times `$. The sections of this bundle may be viewed as parameter-dependent (s-dependent) sections of $`E`$. The sections of $`E`$ form a Lie subalgebra of s-independent sections in the Lie algebroid $`\widehat{E}`$ which generate the $`C^{\mathrm{}}(M\times )`$-module of sections of $`\widehat{E}`$ and the whole structure is uniquely determined by putting the anchor $`\widehat{\rho }(X)`$ of a s-independent section $`X`$ to be $`\widehat{\rho }(X)=\rho (X)+\mathrm{\Phi },X_s`$, where $`s`$ is the standard coordinate function in $``$ and $`\rho `$ is the anchor in $`E`$. All this is consistent (thanks to the fact that $`\mathrm{\Phi }`$ is a cocycle) and defines a Lie algebroid structure on $`\widehat{E}`$ with the exterior derivative $`\mathrm{d}`$ satisfying $`\mathrm{d}s=\mathrm{\Phi }`$.

Let now $`U:𝒯(E)𝒯(\widehat{E})`$ be natural embedding of the tensor algebra of $`E`$ into the tensor subalgebra of s-independent sections of $`\widehat{E}`$. It is obvious that on skew-symmetric tensors $`U`$ is a homomorphism of the corresponding Schouten brackets:

$$[[U(X),U(Y)]]\widehat{}=U([[X,Y]]),$$

where we use the notation $`[[,]]`$ and $`[[,]]\widehat{}`$ for the Schouten brackets in $`E`$ and $`\widehat{E}`$, respectively. Let us now gauge $`𝒯(E)`$ inside $`𝒯(\widehat{E})`$ by putting

$$P^\mathrm{\Phi }(X)=e^{ks}U(X)$$

for any element $`XSec(E^{(k+1)})`$. Note that $`XP^\mathrm{\Phi }(X)`$Here by polydifferential operators we understand skew-symmetric multidifferential operators. preserves the grading but not the tensor product. It can be easily proved (cf. \[GM1\]) that the Schouten-Jacobi bracket $`[[,]]_\mathrm{\Phi }`$ can be obtained by this gauging from the Lie algebroid bracket.

###### Theorem 10

(\[GM1\]) For any $`X𝒜(E),Y𝒜^(E)`$ we have

$$[[P^\mathrm{\Phi }(X),P^\mathrm{\Phi }(Y)]]\widehat{}=P^\mathrm{\Phi }([[X,Y]]_\mathrm{\Phi }).$$
(39)
We will usually skip the symbol $`U`$ and write simply $`P^\mathrm{\Phi }(X)=e^{ks}X`$, regarding $`𝒯(E)`$ as embedded in $`𝒯(\widehat{E})`$. The complete lift for the Lie algebroid $`\widehat{E}`$ will be denoted by $`XX^{\widehat{c}}`$ to distinguish from the lift for $`E`$. It is easy to see that

$$(P^\mathrm{\Phi }(X))^{\widehat{c}}=(e^{ks}X)^{\widehat{c}}=e^{ks}(X^ck\iota _\mathrm{\Phi }X^v+_s(i_\mathrm{\Phi }X)^v).$$

Here we understand tensors on $`E`$ as tensors on $`\widehat{E}=E\times `$ in obvious way. Note that $`\widehat{(E^{})}=(\widehat{E})^{}`$ and the linear Poisson tensor $`\mathrm{\Lambda }^{\widehat{E}^{}}`$ reads

$$\mathrm{\Lambda }^{\widehat{E}^{}}=\mathrm{\Lambda }^E^{}+\mathrm{\Phi }^v_s,$$

where $`\mathrm{\Lambda }^E^{}`$ is the Poisson tensor corresponding to the Lie algebroid $`E`$ and $`\mathrm{\Phi }^v`$ is the vertical lift of $`\mathrm{\Phi }`$. Recall that on $`E^{}`$ we have also a canonical Jacobi structure

$$J_\mathrm{\Phi }^E^{}=\mathrm{\Lambda }^E^{}+\mathrm{\Delta }_E^{}\mathrm{\Phi }^vI\mathrm{\Phi }^v$$

which generates a Jacobi bracket which coincides with the Poisson bracket of $`\mathrm{\Lambda }^E^{}`$ on linear functions.

Let us remark that the map $`P^\mathrm{\Phi }`$ plays the role of a generalized poissonization. Indeed, for the Jacobi algebroid of first-order differential operators $`E=TM`$ the extended Lie algebroid $`\widehat{E}\times `$ is canonically isomorphic with $`T(M\times )`$, $`U((X,f))=X+f_s`$, and for $`JSec(E^2)`$ the tensor field $`P^\mathrm{\Phi }(J)`$ coincides with (37).

Let now $`J𝒜^2(E)`$. The tensor $`J`$ is a canonical structure for the Jacobi algebroid $`(E,\mathrm{\Phi })`$, i.e. $`[[J,J]]_\mathrm{\Phi }=0`$, if and only if $`P^\mathrm{\Phi }(J)`$ is a canonical structure for the Lie algebroid $`\widehat{E}`$, i.e. $`[[P^\mathrm{\Phi }(J),P^\mathrm{\Phi }(J)]]\widehat{}=0`$. Moreover,

$$\mathrm{}_{P^\mathrm{\Phi }(J)}(u_x,s)=(e^s\mathrm{}_J(u_x),s).$$

Like above, for any function $`\varphi C^{\mathrm{}}(E)`$ we denote by $`\stackrel{˘}{\varphi }`$ the function on $`\widehat{E}=E\times `$ given by $`\varphi _E(v_x,s)=e^s\varphi (v_x)`$ and for any function $`\phi C^{\mathrm{}}(E^{})`$ we denote by $`\stackrel{~}{\phi }`$ the function on $`\widehat{E}^{}=E^{}\times `$ given by $`\stackrel{~}{\phi }(u_x,s)=e^s\phi (e^su_x)`$. Recall that (cf. Section 2)

$$\widehat{J}_\mathrm{\Phi }=J^c\iota _\mathrm{\Phi }J^v+I(i_\mathrm{\Phi }J)^v$$

and

$$\widehat{J}_\mathrm{\Phi }^c=J^c\iota _\mathrm{\Phi }J^v+\mathrm{\Delta }_E(i_\mathrm{\Phi }J)^v.$$

The corresponding brackets on functions on $`E`$ coincide on linear functions and define a bracket $`[,]_J`$ on sections of $`E^{}`$ in the standard way:

$$\iota _{[\mu ,\nu ]_J}=\{\iota _\mu ,\iota _\nu \}_{\widehat{J}_\mathrm{\Phi }}=\{\iota _\mu ,\iota _\nu \}_{\widehat{J}_\mathrm{\Phi }^c}$$

Completely analogously to Lemma 1 we get the following.

###### Lemma 2

(a) The maps $`\varphi \stackrel{˘}{\varphi }`$ and $`\phi \stackrel{~}{\phi }`$ are injective.

(b) For any $`J𝒜^2(E)`$

$$\stackrel{˘}{\varphi }\mathrm{}_{P^\mathrm{\Phi }(J)}=(\varphi \mathrm{}_J)^{}.$$

(c) For any $`\varphi ,\psi C^{\mathrm{}}(E)`$

$$\{\stackrel{˘}{\varphi },\stackrel{˘}{\psi }\}_{(P^\mathrm{\Phi }(J))^{\widehat{c}}}=(\{\varphi ,\psi \}_{\widehat{J}_\mathrm{\Phi }})^{}.$$

(d) For any $`\varphi ,\psi C^{\mathrm{}}(E^{})`$

$$\{\stackrel{~}{\varphi },\stackrel{~}{\psi }\}_{\mathrm{\Lambda }^{\widehat{E}^{}}}=(\{\varphi ,\psi \}_{J_\mathrm{\Phi }^E^{}})^{}.$$

(e) For linear $`\varphi ,\psi C^{\mathrm{}}(E)`$

$$\{\stackrel{˘}{\varphi },\stackrel{˘}{\psi }\}_{(P^\mathrm{\Phi }(J))^{\widehat{c}}}=(\{\varphi ,\psi \}_{\widehat{J}^c})^{}.$$

(f) For linear $`\varphi ,\psi C^{\mathrm{}}(E^{})`$

$$\{\stackrel{~}{\varphi },\stackrel{~}{\psi }\}_{\mathrm{\Lambda }^{\widehat{E}^{}}}=(\{\varphi ,\psi \}_{\mathrm{\Lambda }^E^{}})^{}.$$

Now, repeating the arguments from the classical case, one easily derives the following.

###### Theorem 11

For any bisection $`J𝒜^2(E)`$ of the vector bundle $`E`$ of a Jacobi algebroid $`(E,\mathrm{\Phi })`$ the following are equivalent:

(1) $`J`$ is a canonical structure, i.e. $`[[J,J]]_\mathrm{\Phi }=0`$;

(2) The canonical Jacobi bracket $`J_\mathrm{\Phi }^E^{}`$ and $`\widehat{J}_\mathrm{\Phi }`$ are $`\mathrm{}_J`$-related;

(3) The bivector fields $`\mathrm{\Lambda }^E^{}`$ and $`\widehat{J}_\mathrm{\Phi }^c`$ are $`\mathrm{}_J`$-related;

(4) For any ‘1-forms’ $`\mu ,\nu \mathrm{\Omega }^1(E)`$,

$$\mathrm{}_J([\mu ,\nu ]_J)=[\mathrm{}_J(\mu ),\mathrm{}_J(\nu )],$$

where the bracket on the right-hand-side is the Lie algebroid bracket on $`E`$.

Note that a canonical structure for a Jacobi algebroid gives rise to a triangular Jacobi bialgebroid \[GM\] (or a triangular generalized Lie bialgebroid in the terminology of \[IM1\]).


text:
# The Peano curve and counting occurrences of some patterns

## 1 Introduction and Background

We write permutations as words $`\pi =a_1a_2\mathrm{}a_n`$, whose letters are distinct and usually consist of the integers $`1,2,\mathrm{},n`$.

An occurrence of a pattern $`p`$ in a permutation $`\pi `$ is “classically” defined as a subsequence in $`\pi `$ (of the same length as the length of $`p`$) whose letters are in the same relative order as those in $`p`$. Formally speaking, for $`rn`$, we say that a permutation $`\sigma `$ in the symmetric group $`𝒮_n`$ has an occurrence of the pattern $`p𝒮_r`$ if there exist $`1i_1<i_2<\mathrm{}<i_rn`$ such that $`p=\sigma (i_1)\sigma (i_2)\mathrm{}\sigma (i_r)`$ in reduced form. The reduced form of a permutation $`\sigma `$ on a set $`\{j_1,j_2,\mathrm{},j_r\}`$, where $`j_1<j_2<\mathrm{}<j_r`$, is a permutation $`\sigma _1`$ obtained by renaming the letters of the permutation $`\sigma `$ so that $`j_i`$ is renamed $`i`$ for all $`i\{1,\mathrm{},r\}`$. For example, the reduced form of the permutation 3651 is 2431. The first case of classical patterns studied was that of permutations avoiding a pattern of length 3 in $`\mathrm{SS}_3`$. Knuth \[Knuth\] found that, for any $`\tau \mathrm{SS}_3`$, the number $`|\mathrm{SS}_n(\tau )|`$ of $`n`$-permutations avoiding $`\tau `$ is $`C_n`$, the $`n`$th Catalan number. Later, Simion and Schmidt \[SimSch\] determined the number $`|\mathrm{SS}_n(P)|`$ of permutations in $`\mathrm{SS}_n`$ simultaneously avoiding any given set of patterns $`P\mathrm{SS}_3`$.

In \[BabStein\] Babson and Steingrímsson introduced generalised permutation patterns that allow the requirement that two adjacent letters in a pattern must be adjacent in the permutation. In order to avoid confusion we write a ”classical” pattern, say $`231`$, as $`2`$-$`3`$-$`1`$, and if we write, say $`2`$-$`31`$, then we mean that if this pattern occurs in the permutation, then the letters in the permutation that correspond to $`3`$ and $`1`$ are adjacent. For example, the permutation $`\pi =516423`$ has only one occurrence of the pattern $`2`$-$`31`$, namely the subword 564, whereas the pattern $`2`$-$`3`$-$`1`$ occurs, in addition, in the subwords 562 and 563. A motivation for introducing these patterns in \[BabStein\] was the study of Mahonian statistics. A number of interesting results on generalised patterns were obtained in \[Claes\]. Relations to several well studied combinatorial structures, such as set partitions, Dyck paths, Motzkin paths and involutions, were shown there.

Burstein \[Burstein\] considered words instead of permutations. In particular, he found the number $`|[k]^n(P)|`$ of words of length $`n`$ in a $`k`$-letter alphabet that avoid all patterns from a set $`P\mathrm{SS}_3`$ simultaneously. Burstein and Mansour \[BurMans1\] (resp. \[BurMans2, BurMans3\]) considered forbidden patterns (resp. generalized patterns) with repeated letters.

The most attention, in the papers on classical or generalized patterns, is paid to finding exact formulas and/or generating functions for the number of words or permutations avoiding, or having $`k`$ occurrences of, certain patterns. In \[KitMans\] the present authors suggested another problem, namely counting the number of occurrences of certain patterns in certain words. These words were chosen to be the set of all finite approximations of a sequence generated by a morphism with certain restrictions. A motivation for this choice was the interest in studying classes of sequences and words that are defined by iterative schemes \[Lothaire, Salomaa\].

In the present paper we also study the number of occurrences of certain patterns in certain words. But here we choose these words to be the subdivision stages from which the Peano curve is obtained. We call these words the Peano words. The Peano curve was studied by the Italian mathematician Giuseppe Peano in 1890 as an example of a continuous space filling curve. We consider the Peano words and find the number of occurrences of the patterns $`12`$, $`21`$, $`1^{\mathrm{}}`$, $`[x\text{-}y^{\mathrm{}})`$, $`(x^{\mathrm{}}\text{-}y]`$ and $`[x\text{-}y^{\mathrm{}}\text{-}z]`$, where $`x,y,z\{1,2,3\}`$, $`y^{\mathrm{}}=y\text{-}y\text{-}\mathrm{}\text{-}y`$ ($`\mathrm{}`$ times), and “\[“ in $`p=[xw)`$ indicates that in an occurrence of $`p`$, the letter corresponding to the $`x`$ must be the first letter of the word.

## 2 The Peano curve and the Peano words

We follow \[GelbOlm\] and present a description (of a curve that fills the unit square $`S=[0,1]\times [0,1]`$) given in 1891 by the German mathematician D. Hilbert.

As indicated in Figure 1, the idea is to subdivide $`S`$ and the unit interval $`I=[0,1]`$ into $`4^n`$ closed subsquares and subintervals, respectively, and to set up a correspondence between subsquares and subintervals so that inclusion relationships are preserved (at each stage of subdivision, if a square corresponds to an interval, then its subsquares correspond to subintervals of that interval).

We now define the continuous mapping $`f`$ of $`I`$ onto $`S`$: If $`xI`$, then at each stage of subdivision $`x`$ belongs to at least one closed subinterval. Select either one (if there are two) and associate the corresponding square. In this way a decreasing sequence of closed squares is obtained corresponding to a decreasing sequence of closed intervals. This sequence of closed squares has the property that there is exactly one point belonging to all of them. This point is by definition $`f(x)`$. It can be shown that the point $`f(x)`$ is well-defined, that is, independent of any choice of intervals containing $`x`$; the range of $`f`$ is $`S`$; and $`f`$ is continuous.

We now consider a subdivision stage (an iteration), go through the curve inside $`S`$ starting in the point 1 (see Figure 1), and coding any movement “up” by 1, “right” by 2, ”down” by 3, ”left” by 4. Thus, we start with the first iteration $`X_1=123`$, the second iteration is $`X_2=214112321233432`$. More generally, it is easy to see that the $`n`$-th iteration is given by

$$X_n=\phi _1(X_{n1})1X_{n1}2X_{n1}3\phi _2(X_{n1}),$$

where the function $`\phi _1(A)`$ reverses the letters in the word $`A`$ and makes the substitution corresponding to the permutation $`4123`$, that is, 1 becomes 4 etc. The function $`\phi _2`$ does the same, except with $`4123`$ replaced by $`2341`$. In this paper, we are interested in the words $`X_n`$, for $`n=1,2,\mathrm{}`$, which appear as the subdivision stages of the Peano curve. We call these words the Peano words.

## 3 The main results

It is easy to see that the length of the curve after the $`n`$-th iteration is $`|X_n|=4^n1`$. Moreover, the following lemma holds.

###### Lemma 1

The number of occurrences of the letters $`1`$, $`2`$, $`3`$ and $`4`$ in $`X_n`$ is given by $`4^{n1}`$, $`4^{n1}+2^{n1}1`$, $`4^{n1}`$ and $`4^{n1}2^{n1}`$ respectively.

* Suppose $`d_1^n`$ (resp. $`d_2^n`$, $`d_3^n`$, $`d_4^n`$) denote the number of occurrences of the letter 1 (resp. 2,3,4) in the word $`X_n`$. It is easy to see, using the way we construct $`X_n`$, that

$$\left(\begin{array}{c}d_1^n\\ d_2^n\\ d_3^n\\ d_4^n\end{array}\right)=\left(\begin{array}{cccc}2& 1& 0& 1\\ 1& 2& 1& 0\\ 0& 1& 2& 1\\ 1& 0& 1& 2\end{array}\right)\left(\begin{array}{c}d_1^{n1}\\ d_2^{n1}\\ d_3^{n1}\\ d_4^{n1}\end{array}\right)+\left(\begin{array}{c}1\\ 1\\ 1\\ 0\end{array}\right).$$

Using the diagonalization of the matrix in the identity above, namely the fact that

$$\left(\begin{array}{cccc}2& 1& 0& 1\\ 1& 2& 1& 0\\ 0& 1& 2& 1\\ 1& 0& 1& 2\end{array}\right)=\left(\begin{array}{cccc}\hfill 1& \hfill 1& \hfill 0& \hfill 1\\ \hfill 1& \hfill 0& \hfill 1& \hfill 1\\ \hfill 1& \hfill 1& \hfill 0& \hfill 1\\ \hfill 1& \hfill 0& \hfill 1& \hfill 1\end{array}\right)\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 2& 0& 0\\ 0& 0& 2& 0\\ 0& 0& 0& 4\end{array}\right)\left(\begin{array}{cccc}1/4& 1/4& 1/4& 1/4\\ 1/2& 0& 1/2& 0\\ 0& 1/2& 0& 1/2\\ 1/4& 1/4& 1/4& 1/4\end{array}\right),$$

we get that the vector $`(d_1^n,d_2^n,d_3^n,d_4^n)^{^{}}`$ is equal to

$$\left(\begin{array}{cccc}\hfill 1& \hfill 1& \hfill 0& \hfill 1\\ \hfill 1& \hfill 0& \hfill 1& \hfill 1\\ \hfill 1& \hfill 1& \hfill 0& \hfill 1\\ \hfill 1& \hfill 0& \hfill 1& \hfill 1\end{array}\right)\left(\begin{array}{cccc}1& 0& 0& 0\\ 0& 2^n1& 0& 0\\ 0& 0& 2^n1& 0\\ 0& 0& 0& (4^n1)/3\end{array}\right)\left(\begin{array}{cccc}1/4& 1/4& 1/4& 1/4\\ 1/2& 0& 1/2& 0\\ 0& 1/2& 0& 1/2\\ 1/4& 1/4& 1/4& 1/4\end{array}\right)\left(\begin{array}{c}1\\ 1\\ 1\\ 0\end{array}\right),$$

which is equal to the vector $`(4^{n1},4^{n1}+2^{n1}1,4^{n1},4^{n1}2^{n1})^{^{}}`$. $`\mathrm{}`$

As a corollary to Lemma 1 we have the following.

###### Corollary 2

The number of occurrences of the pattern $`\tau =\underset{\mathrm{}}{\underset{}{1\text{-}1\text{-}\mathrm{}\text{-}1}}=1^{\mathrm{}}`$ in $`X_n`$ is equal to

$$\left(\genfrac{}{}{0pt}{}{4^{n1}2^{n1}}{\mathrm{}}\right)+2\left(\genfrac{}{}{0pt}{}{4^{n1}}{\mathrm{}}\right)+\left(\genfrac{}{}{0pt}{}{4^{n1}+2^{n1}1}{\mathrm{}}\right).$$

* The number of occurrences of a subsequence $`\underset{\mathrm{}}{\underset{}{i\text{-}i\text{-}\mathrm{}\text{-}i}}`$ in $`X_n`$, for $`i=1,2,3,4`$, is obviously given by $`\left(\genfrac{}{}{0pt}{}{d_i^n}{\mathrm{}}\right)`$, where $`d_i^n`$ is defined and determined in the proof of Lemma 1. The rest is easy to see. $`\mathrm{}`$

###### Definition 1

Let $`r(A)`$ (resp. $`d(A)`$) denote the number of occurrences of the pattern $`12`$ (resp. $`21`$), that is the number of rises (resp. descents), in a word $`A`$.

###### Lemma 3

Suppose $`A=1X3`$ and $`B=2Y2`$ for some words $`X`$ and $`Y`$. Then $`r(\phi _1(A))=d(A)+1`$, $`d(\phi _1(A))=r(A)1`$, $`r(\phi _2(B))=d(B)`$ and $`d(\phi _2(B))=r(B)`$.

* If $`\overline{A}`$ and $`\overline{B}`$ denote the reverses of $`A`$ and $`B`$ then $`r(\overline{A})=d(A)`$, $`d(\overline{A})=r(A)`$, $`r(\overline{B})=d(B)`$, and $`d(\overline{B})=r(B)`$.

We consider two factorizations of each word $`\overline{A}`$ and $`\overline{B}`$. We can write $`\overline{A}`$ as

$$\overline{A}=3A_1\underset{i_1}{\underset{}{1\mathrm{}1}}A_2\underset{i_2}{\underset{}{1\mathrm{}1}}A_3\mathrm{}A_k\underset{i_k}{\underset{}{1\mathrm{}1}},$$

where $`A_i`$, for $`i=1,2,\mathrm{},k`$ is a word over the alphabet $`\{2,3,4\}`$, only $`A_1`$ can be the empty word $`ϵ`$, and $`i_j1`$ for $`j=1,2\mathrm{},k`$. Also, we can write $`\overline{A}`$ as

$$\overline{A}=3A_0^{^{}}\underset{i_1^{^{}}}{\underset{}{4\mathrm{}4}}A_1^{^{}}\underset{i_2^{^{}}}{\underset{}{4\mathrm{}4}}A_2^{^{}}\mathrm{}A_{k1}^{^{}}\underset{i_k^{^{}}}{\underset{}{4\mathrm{}4}}A_k^{^{}}1,$$

where $`A_i^{^{}}`$, for $`i=0,1,\mathrm{},k`$ is a word over the alphabet $`\{1,2,3\}`$, only $`A_0^{^{}}`$ and $`A_k^{^{}}`$ can be $`ϵ`$, and $`i_j^{^{}}1`$ for $`j=1,2\mathrm{},k`$.

The word $`\overline{B}`$ can be written as

$$\overline{B}=2B_0\underset{j_1}{\underset{}{1\mathrm{}1}}B_1\underset{j_2}{\underset{}{1\mathrm{}1}}B_2\mathrm{}B_\mathrm{}1\underset{j_{\mathrm{}}}{\underset{}{1\mathrm{}1}}B_{\mathrm{}}2,$$

where $`B_i`$, for $`i=0,1,\mathrm{},\mathrm{}`$, is a word over the alphabet $`\{2,3,4\}`$, only $`B_0`$ and $`B_{\mathrm{}}`$ can be $`ϵ`$, and $`j_i1`$ for $`i=1,2\mathrm{},\mathrm{}`$. Also, $`\overline{B}`$ can be written as

$$\overline{B}=2B_0^{^{}}\underset{j_1^{^{}}}{\underset{}{4\mathrm{}4}}B_1^{^{}}\underset{j_2^{^{}}}{\underset{}{4\mathrm{}4}}B_2^{^{}}\mathrm{}B_\mathrm{}1^{^{}}\underset{j_{\mathrm{}}^{^{}}}{\underset{}{4\mathrm{}4}}B_{\mathrm{}}^{^{}}2,$$

where $`B_i^{^{}}`$, for $`i=0,1,\mathrm{},\mathrm{}`$, is a word over the alphabet $`\{1,2,3\}`$, only $`B_0^{^{}}`$ and $`B_{\mathrm{}}^{^{}}`$ can be $`ϵ`$, and $`j_i^{^{}}1`$ for $`i=1,2\mathrm{},\mathrm{}`$.

It follows from the definitions that $`\phi _1(A)`$ and $`\phi _1(B)`$ (resp. $`\phi _2(A)`$ and $`\phi _2(B)`$) are obtained from $`\overline{A}`$ and $`\overline{B}`$ by permuting the letters with the function $`\pi _1`$ (resp. $`\pi _2`$) that acts as the permutation $`4123`$ (resp. $`2341`$).

We now consider the first factorizations of $`\overline{A}`$ and $`\overline{B}`$, and the function $`\pi _1`$. It is easy to see that if $`W`$ is equal to $`A_i`$, or $`B_i`$, or $`3A_1`$, or $`2B_0`$, or $`B_{\mathrm{}}2`$, then $`r(W)=r(\pi _1(W))`$ and $`d(W)=d(\pi _1(W))`$, since $`\pi _1`$ is an order-preserving function when it acts from the set $`\{2,3,4\}`$ to the set $`\{1,2,3\}`$. From the other hand, occurrences of the rises $`12`$, $`13`$ and $`14`$ (resp. the descents $`41`$, $`31`$ and $`21`$) in $`\overline{A}`$ and $`\overline{B}`$, give occurrences of the descents $`41`$, $`42`$ and $`43`$ (resp. the rises $`34`$, $`24`$ and $`14`$) in $`\pi _1(\overline{A})`$ and $`\pi _1(\overline{B})`$ respectively. If we now read the first factorizations of $`\overline{A}`$ and $`\overline{B}`$ from the left to the right, then the occurrences of the subwords $`a1`$ alternate with the occurrences of the subwords $`1b`$, where $`a,b\{2,3,4\}`$. Moreover, in the factorization of $`\overline{A}`$, we begin and end with the subword $`a1`$ for some $`a\{2,3,4\}`$, which gives that $`d(A)+1=r(\overline{A})+1=r(\pi _1(\overline{A}))=r(\phi _1(A))`$ and $`r(A)1=d(\overline{A})1=d(\pi _1(\overline{A}))=d(\phi _1(A))`$; in the factorization of $`\overline{B}`$, we begin with the subword $`a1`$ and end with the subword $`1b`$ for some $`a,b\{2,3,4\}`$, which gives that $`d(B)=r(\overline{B})=r(\pi _1(\overline{B}))=r(\phi _1(B))`$ and $`r(B)=d(\overline{B})=d(\pi _1(\overline{B}))=d(\phi _1(B))`$.

If we consider the second factorizations of $`\overline{A}`$ and $`\overline{B}`$, and the function $`\pi _2`$, one can see that if $`W`$ is equal to $`A_i^{^{}}`$, or $`B_i^{^{}}`$, or $`3A_0^{^{}}`$, or $`A_k^{^{}}1`$, or $`2B_0^{^{}}`$, or $`B_{\mathrm{}}^{^{}}2`$, then $`r(W)=r(\pi _2(W))`$ and $`d(W)=d(\pi _2(W))`$, since $`\pi _2`$ is an order-preserving function when it acts from the set $`\{1,2,3\}`$ to the set $`\{2,3,4\}`$. From the other hand, occurrences of the rises $`14`$, $`24`$ and $`34`$ (resp. the descents $`41`$, $`42`$ and $`43`$) in $`\overline{A}`$ and $`\overline{B}`$, give occurrences of the descents $`21`$, $`31`$ and $`41`$ (resp. the rise $`12`$, $`13`$ and $`14`$) in $`\pi _2(\overline{A})`$ and $`\pi _2(\overline{B})`$ respectively. If we now read the second factorizations of $`\overline{A}`$ and $`\overline{B}`$ from the left to the right, then the occurrences of the subwords $`a4`$ alternate with the occurrences of the subwords $`4b`$, where $`a,b\{1,2,3\}`$. Moreover, in both cases, we begin with the subword $`a4`$ and end with the subword $`4b`$ for some $`a,b\{1,2,3\}`$, which gives that $`d(A)=r(\overline{A})=r(\pi _2(\overline{A}))=r(\phi _2(A))`$, $`r(A)=d(\overline{A})=d(\pi _2(\overline{A}))=d(\phi _2(A))`$, $`d(B)=r(\overline{B})=r(\pi _2(\overline{B}))=r(\phi _2(B))`$ and $`r(B)=d(\overline{B})=d(\pi _2(\overline{B}))=d(\phi _2(B))`$. $`\mathrm{}`$

###### Theorem 4

Let $`r_n`$ (resp. $`d_n`$) be the number of occurrences of the pattern $`12`$ (resp. $`21`$) in $`X_n`$. Then for all $`k0`$,

$$\begin{array}{c}r_{2k+1}=\frac{2}{5}(416^k+1),\hfill \\ r_{2k+2}=\frac{2}{5}(16^{k+1}1),\hfill \\ d_{2k+1}=\frac{8}{5}(16^k1),\hfill \\ d_{2k+2}=\frac{2}{5}(16^{k+1}1).\hfill \end{array}$$

* Using the properties of $`\phi _1`$ and $`\phi _2`$, as well as the way we construct $`X_n`$, it is easy to check by induction, that $`X_{2k+1}`$ and $`X_{2k+2}`$ can be factorized as follow:

$$X_{2k+1}=\underset{\phi _1(X_{4k})}{\underset{}{1X^{(1)}1}}1\underset{X_{4k}}{\underset{}{2Y^{(1)}2}}2\underset{X_{4k}}{\underset{}{2Y^{(1)}2}}3\underset{\phi _2(X_{4k})}{\underset{}{3Z^{(1)}3}},$$

$$X_{2k+2}=\underset{\phi _1(X_{4k+1})}{\underset{}{2X^{(2)}4}}1\underset{X_{4k+1}}{\underset{}{1Y^{(2)}3}}2\underset{X_{4k+1}}{\underset{}{1Y^{(2)}3}}3\underset{\phi _2(X_{4k+1})}{\underset{}{4Z^{(2)}2}},$$

where $`X^{(i)}`$, $`Y^{(i)}`$ and $`Z^{(i)}`$ are some words for $`i=1,2`$.

Suppose we know $`r_{2k+1}`$ and $`d_{2k+1}`$ for some $`k`$. Since $`X_{2k+1}=1W3`$ for some word $`W`$, using Lemma 3 and the factorization of the word $`X_{2k+2}`$, we can find $`r_{2k+2}`$ and $`d_{2k+2}`$. Indeed, $`\phi _1(X_{4k+1})`$ has $`d_{2k+1}+1`$ rises and $`r_{2k+1}1`$ descents; $`\phi _2(X_{4k+1})`$ has $`d_{2k+1}`$ rises and $`r_{2k+1}`$ descents; two subwords $`X_{2k+1}`$ give $`2r_{2k+1}`$ rises and $`2d_{2k+1}`$ descents. Besides, we have some extra rises and descents appeared between different blocks of the decomposition. They are one extra rise between the letter 3 and the subword $`\phi _2(X_{4k+1})`$, and 3 extra descents between the subword $`\phi _1(X_{4k+1})`$ and the letter 1, the subword $`X_{4k+1}`$ and the letter 2, the letter 2 and the subword $`X_{4k+1}`$. Thus, $`r_{2k+2}=2r_{2k+1}+2d_{2k+1}+2`$ and $`d_{2k+2}=2r_{2k+1}+2d_{2k+1}+2`$, which shows, in particular, that for even $`n`$, in $`X_n`$, the number of rises is equal to the number of descents.

We now analyze the factorization of $`X_{2k+3}`$, which is similar to that of $`X_{2k+1}`$. Using the fact that $`X_{2k+2}=2W^{^{}}2`$ for some word $`W^{^{}}`$ and Lemma 3, we can find $`r_{2k+3}`$ and $`d_{2k+3}`$. Indeed, we can use the similar considerations as above to get $`r_{2k+3}=2r_{2k+2}+2d_{2k+2}+2=8r_{2k+1}+8d_{2k+1}+10`$ and $`d_{2k+3}=2r_{2k+2}+2d_{2k+2}=8r_{2k+1}+8d_{2k+1}+8`$. Thus, if $`x_k`$ denote the vector $`(r_{2k+1},d_{2k+1})^{^{}}`$ then

$$x_{k+1}=\left(\begin{array}{cc}8& 8\\ 8& 8\end{array}\right)x_k+\left(\begin{array}{c}10\\ 8\end{array}\right),$$

with $`x_0=(2,0)`$, since in $`X_1=123`$, there are two rises and no descents. This recurrence relation, using diagonalization of the matrix in it, leads us to

$$x_k=(\frac{2}{5}(416^k+1),\frac{8}{5}(16^k1))^{^{}}.$$

Finally, $`r_{2k+2}=d_{2k+2}=2r_{2k+1}+2d_{2k+1}+2=\frac{2}{5}(16^{k+1}1)`$. $`\mathrm{}`$

Let $`N_\tau (W)`$ denote the number of occurrences of the pattern $`\tau `$ in the word $`W`$.

Using Lemma 1 and the proof of Theorem 4, we can count, for $`X_n`$, the number of occurrences of the patterns $`\tau _1(x,y)=[x\text{-}y^{\mathrm{}})`$, $`\tau _2(x,y)=x^{\mathrm{}}\text{-}y]`$ and $`\tau _3(x,y,z)=[x\text{-}y^{\mathrm{}}\text{-}z]`$, where $`x,y,z\{1,2,3\}`$, $`y^{\mathrm{}}=y\text{-}y\text{-}\mathrm{}\text{-}y`$ ($`\mathrm{}`$ times), and “\[“ in $`p=[xw)`$ indicates that in an occurrence of $`p`$, the letter corresponding to the $`x`$ must be the first letter of the word, whereas “\]” in $`\tau _3(x,y,z)`$ indicates that in an occurrence of $`\tau _3(x,y,z)`$, the letter corresponding to the $`z`$ must be the last (rightmost) letter of the word.

If we consider, for instance, the pattern $`\tau _1(1,2)=[1\text{-}2^{\mathrm{}})`$ then the letter 1 in this pattern must correspond to the leftmost letter of the word $`X_n`$. Now if $`n=2k+1`$ then from the proof of Theorem 4 $`X_n=1W`$ for some word $`W`$, which means that to the sequence $`2^{\mathrm{}}`$ there can correspond any subsequence $`i^{\mathrm{}}`$ in $`X_n`$, where $`i=2,3,4`$. Thus, using Lemma 1 and the way we prove Corollary 2, there are $`\left(\genfrac{}{}{0pt}{}{4^{2k}2^{2k}}{\mathrm{}}\right)+\left(\genfrac{}{}{0pt}{}{4^{2k}}{\mathrm{}}\right)+\left(\genfrac{}{}{0pt}{}{4^{2k}+2^{2k}1}{\mathrm{}}\right)`$ occurrences of the pattern $`\tau _1(1,2)`$ in $`X_{2k+1}`$. If $`n=2k+2`$ then $`X_n=2W`$ for some word $`W`$ and for the sequence $`2^{\mathrm{}}`$ there correspond any subsequence $`i^{\mathrm{}}`$ in $`X_n`$, where $`i=3,4`$. Thus, $`N_{\tau _1(1,2)}(X_{2k+2})=\left(\genfrac{}{}{0pt}{}{4^{2k}2^{2k}}{\mathrm{}}\right)+\left(\genfrac{}{}{0pt}{}{4^{2k}}{\mathrm{}}\right)`$.

In the example above, as well as in the following considerations, we assume $`\mathrm{}`$ to be greater then $`0`$. If $`\mathrm{}=0`$ then obviously $`N_{\tau _1(x,y)}(X_n)=N_{\tau _2(x,y)}(X_n)=1`$, whereas $`N_{\tau _3(x,y,z)}(X_n)`$ is equal to $`1`$ if $`x<z`$ and $`n=2k+1`$, or $`x=z`$ and $`n=2k+2`$, and it is equal to 0 otherwise.

When we consider $`\tau _3(x,y,z)(X_n)`$, we observe that since $`X_{2k+2}=2W2`$ for some $`W`$, $`N_{\tau _3(x,y,z)}(X_{2k+2})=0`$, whenever $`xz`$. Also, since $`X_{2k+1}=1W3`$ for some $`W`$, $`N_{\tau _3(x,y,z)}(X_{2k+1})=0`$, whenever $`xz`$.

Let us consider the pattern $`\tau _3(2,1,3)=[2\text{-}1^{\mathrm{}}\text{-}3]`$. As it was mentioned before, $`N_{\tau _3(2,1,3)}(X_{2k+2})=0`$. But, if we consider $`X_{2k+1}=1W3`$, then it is easy to see that $`N_{\tau _3(2,1,3)}(X_{2k+1})=0`$, since the leftmost letter of $`X_{2k+1}`$ is the least letter, which means that it cannot correspond to the letter $`2`$ in the pattern. As one more example, we can consider the pattern $`\tau _3(1,1,2)=[1\text{-}1^{\mathrm{}}\text{-}2]`$. We are only interested in case $`X_n=X_{2k+1}`$, since $`N_{\tau _3(1,1,2)}(X_{2k+2})=0`$. The number of occurrences of the pattern is obviously given by the number of ways to choose $`\mathrm{}`$ letters among $`4^{2k}1`$ letters $`1`$ (totally, there are $`4^{2k}`$ letters 1 according to Lemma 1, but we cannot consider the leftmost 1 since it corresponds to the leftmost 1 in the pattern). Thus, $`N_{\tau _3(1,1,2)}(X_{2k+1})=\left(\genfrac{}{}{0pt}{}{4^{2k}1}{\mathrm{}}\right)`$.

All the other cases of $`x`$, $`y`$, $`z`$ in the patterns $`\tau _1(x,y)`$, $`\tau _2(x,y)`$ and $`\tau _3(x,y,z)`$ can be considered in the same way. Let $`S_1`$ and $`S_2`$ denote the following:

$$S_1=\left(\genfrac{}{}{0pt}{}{4^{2k}2^{2k}}{\mathrm{}}\right)+\left(\genfrac{}{}{0pt}{}{4^{2k}}{\mathrm{}}\right)+\left(\genfrac{}{}{0pt}{}{4^{2k}+2^{2k}1}{\mathrm{}}\right),\text{ }S_2=\left(\genfrac{}{}{0pt}{}{4^{2k+1}}{\mathrm{}}\right)+\left(\genfrac{}{}{0pt}{}{4^{2k+1}2^{2k+1}}{\mathrm{}}\right).$$

The tables below give all the results concerning the patterns under consideration, except those triples $`(x,y,z)`$, for which $`N_{\tau _3(x,y,z)}(X_n)=0`$ for all $`n`$.

| $`x`$ | $`y`$ | $`N_{\tau _1(x,y)}(X_{2k+1})`$ | $`N_{\tau _2(x,y)}(X_{2k+1})`$ | $`N_{\tau _1(x,y)}(X_{2k+2})`$ | $`N_{\tau _2(x,y)}(X_{2k+2})`$ |
| --- | --- | --- | --- | --- | --- |
| 1 | 1 | $`\left(\genfrac{}{}{0pt}{}{4^{2k}1}{\mathrm{}}\right)`$ | $`\left(\genfrac{}{}{0pt}{}{4^{2k}1}{\mathrm{}}\right)`$ | $`\left(\genfrac{}{}{0pt}{}{4^{2k+1}+2^{2k+1}1}{\mathrm{}}\right)`$ | $`\left(\genfrac{}{}{0pt}{}{4^{2k+1}+2^{2k+1}1}{\mathrm{}}\right)`$ |
| 1 | 2 | $`S_1`$ | $`\left(\genfrac{}{}{0pt}{}{4^{2k}}{\mathrm{}}\right)+\left(\genfrac{}{}{0pt}{}{4^{2k}+2^{2k}1}{\mathrm{}}\right)`$ | $`S_2`$ | $`\left(\genfrac{}{}{0pt}{}{4^{2k+1}}{\mathrm{}}\right)`$ |
| 2 | 1 | 0 | $`\left(\genfrac{}{}{0pt}{}{4^{2k}2^{2k}}{\mathrm{}}\right)`$ | $`\left(\genfrac{}{}{0pt}{}{4^{2k+1}}{\mathrm{}}\right)`$ | $`S_2`$ |

| $`x`$ | $`y`$ | z | $`N_{\tau _3(x,y,z)}(X_{2k+1})`$ | $`N_{\tau _3(x,y,z)}(X_{2k+2})`$ |
| --- | --- | --- | --- | --- |
| 1 | 1 | 1 | 0 | $`\left(\genfrac{}{}{0pt}{}{4^{2k+1}2}{\mathrm{}}\right)`$ |
| 1 | 1 | 2 | $`\left(\genfrac{}{}{0pt}{}{4^{2k}1}{\mathrm{}}\right)`$ | 0 |
| 1 | 2 | 1 | 0 | $`S_2`$ |
| 1 | 2 | 2 | $`\left(\genfrac{}{}{0pt}{}{4^{2k}1}{\mathrm{}}\right)`$ | 0 |
| 2 | 1 | 2 | 0 | $`\left(\genfrac{}{}{0pt}{}{4^{2k+1}}{\mathrm{}}\right)`$ |
| 1 | 2 | 3 | $`\left(\genfrac{}{}{0pt}{}{4^{2k}+2^{2k}1}{\mathrm{}}\right)`$ | 0 |
| 1 | 3 | 2 | $`\left(\genfrac{}{}{0pt}{}{4^{2k}2^{2k}}{\mathrm{}}\right)`$ | 0 |