format: text

text:
# 1 Introduction.

## 1 Introduction.

The aim of statistical physics is to understand the macroscopic behaviour of a system formed by a very large number of particles from information about how they interact with each other. One way in which one can gain insight into this problem and thus about complex systems is by constructing idealized models which hopefully will exhibit some of the interesting features of real systems like phase transitions. Perhaps the most studied of these idealized models is the Ising model so called in honor to his first investigator, Ernst Ising (1900-1998).

The model was originally proposed as a simple model of ferromagnetism. In ref.  Ising investigated the model in one dimension and computed exactly its partition function. In 1944, Onsager  considered the free field model in two dimensions and succeded to compute the partition function exactly. His method became known as the algebraic formulation of the model. In 1952, Kac and Ward  developed a quite different method of obtaining Onsager results known as the combinatorial formulation of the Ising model. Feynman developed the method farther and conjectured an identity relating functions defined on graphs and functions defined on paths on a square lattice . This identity is a crucial element in the combinatorial formulation of Kac, Ward and Feynman of the Ising model. The identity was later formally proved by Sherman \[4-6\], followed later on by another proof by Burgoyne . A somewhat similar treatment to the combinatorial formulation of Kac, Ward and Feynman can be found in refs. \[12-14\]. An important variant of the combinatorial formulation using the so called Pffafians was developed by Green and Hurst .

The bibliography on the Ising model is vast and to give a full list of references is virtually impossible. A nice introduction to the model though is the paper by B. Cipra given in ref. . Old surveys but still useful on the distinct formulations of the Ising model in two dimensions and its history can be found in refs. \[10-11, 15-16\] together with full lists of original references.

The objective of the present paper is to review in a selfcontained way the calculation of the Onsager’s formula for the two dimensional free field Ising model in the combinatorial formulation of Kac, Ward and Feynman. Our presentation follows chapter 5, section 5.4, of Feynman’s book  and the paper by Burgoyne  although we have tried to be more careful with the mathematics involved than these references are.

The paper is organized as follows. In section 2, the Ising model is defined. In section 3 and through its various subsections the combinatorial formulation of Kac, Ward and Feynman of the partition function is given. In section 4, Onsager’s formula for the free energy per site in the thermodynamic limit is computed.

## 2  Definition of the model.

The model is defined on a finite planar square lattice $`\mathrm{\Lambda }`$ which mimic a regular arranjement of atoms in two dimensions. Suppose the lattice is embedded in the plane with sites having coordinates in $`𝐙\times 𝐙`$. To each site $`i`$ of $`\mathrm{\Lambda }`$ it is assigned two possible states also called “spins” and denoted by $`\sigma _i`$, where $`\sigma _i=+1`$ or $`\sigma _i=1`$. The interaction energy between two particles located at the $`i`$-th and $`j`$-th sites and in the states $`\sigma _i`$ and $`\sigma _j`$, respectively, is postulated to be

$$E_{ij}=\{\begin{array}{cc}J\sigma _i\sigma _j\hfill & \text{if }i,j\text{ are n.n.}\hfill \\ 0\hfill & \text{ otherwise}\hfill \end{array}$$

$`(2.1)`$
where “n.n” stands for nearest neighbors, hence, in the Ising model it is assumed that the energy depends only on short range interactions. The energy is $`J`$ if the nearest neighbors are in the same state and $`+J`$ if the states are distinct. The constant $`J`$ which can be positive or negative is a parameter for the model.

Suppose $`\mathrm{\Lambda }`$ has $`N^2`$ sites. Then, there are $`2^{N^2}`$ distinct configurations of the spins and, therefore, $`2^{N^2}`$ configurations $`\sigma =(\sigma _1,\mathrm{},\sigma _{N^2})`$ of the system. Call $`S=\{\sigma \}`$ the set of possible configurations of the system. The energy of each configuration $`\sigma S`$ is given by

$$E_\sigma =J\underset{n.n.\sigma }{}\sigma _i\sigma _j$$
$`(2.2)`$
Suppose as well the system is at equilibrium temperature given by $`T`$. According to statistical mechanics, the probability $`p_\sigma `$ to find the system in the configuration $`\sigma `$ is

$$p_\sigma =\frac{1}{Z(\beta )}e^{\beta E_\sigma }$$
$`(2.3)`$
where $`\beta =\frac{1}{k_BT}`$, $`k_B`$ is Boltzmann constant, and

$$Z(\beta )=\underset{\sigma }{}e^{\beta E_\sigma }.$$
$`(2.4)`$
is the so called partition function of the model. This simple looking function is simple to compute exactly only in one dimension, difficult but possible to compute exactly in dimension two. In three dimensions nobody knows how to do it.

The exact knowledge of $`Z(\beta )`$ allows one to obtain information about the global behaviour of the system. Important quantities that are relevant to understand the physics of the system are all defined in terms of $`lnZ`$ or its derivatives. For instance, the free energy per lattice site $`f`$ in the thermodynamic limit is defined as

$$f=k_BT\underset{N\mathrm{}}{lim}\frac{\mathrm{log}Z}{N^2}.$$
$`(2.5)`$
A basic problem is to find a closed form, analytic expression for $`f`$. Phase transitions will appear as singularities in $`f`$ or in one of its derivatives.

## 3 The combinatorial formulation

In the combinatorial formulation the partition function is expressed as a sum over special subsets of the lattice $`\mathrm{\Lambda }`$ called admissible graphs. Next, using a relation first conjectured by R. Feynman the resulting expression is converted into a product over paths. The final step towards the Onsager’s formula to be accomplished in section 4 consists in deriving an integral representation for this product.

### 3.1  The partition function as a sum over graphs.

Let’s rewrite the partition function (2.4) as

$$Z_N(K)=\underset{\sigma _1=\pm 1}{}\mathrm{}\underset{\sigma _N=\pm 1}{}\underset{n.n.}{}e^{K\sigma _i\sigma _j}$$
$`(3.1)`$
with $`K=+\frac{J}{k_BT}`$. Noting that $`\sigma _i\sigma _j=\pm 1`$, it follows that

$$e^{K\sigma _i\sigma _j}=e^{\pm K}=\mathrm{cosh}K\pm \mathrm{sinh}K$$
$`(3.2)`$
and

$$\underset{n.n.}{}e^{K\sigma _i\sigma _j}=(1u^2)^{\frac{x}{2}}\underset{n.n.}{}(1+\sigma _i\sigma _ju).$$
$`(3.3)`$
where $`u=\mathrm{tanh}K`$ and $`x=2N(N1)`$ is the number of bonds in $`\mathrm{\Lambda }`$. Notice that $`u<1`$, for any $`K`$.

Definition 3.1. An admissible graph is a connected or disconnected subset of $`\mathrm{\Lambda }`$ whose sites have even valence.

Definition 3.2. Given an admissible graph $`G`$, define

$$I_G(u)=\underset{iG}{}u=u^L$$
$`(3.4)`$
where the product is over the bonds $`i`$ of $`G`$.

Theorem 3.1. Call $`𝒜`$ the set of all admissible graphs $`G`$ of $`\mathrm{\Lambda }`$. Then,

$$Z_N(u)=2^{N^2}(1u^2)^{N(N1)}\left(1+\underset{G𝒜}{}I_G(u)\right)$$
$`(3.5)`$
Proof: To each pair $`i,j`$ of nearest neighbors of $`\mathrm{\Lambda }`$ there correspond a term $`u\sigma _i\sigma _j`$ and a bond. Since the number of pairs $`i,j`$ of n.n. coincide with the number $`x=2N(N1)`$ of bonds of $`\mathrm{\Lambda }`$ the product on the RHS of (3.3) is a polinomial of degree $`x`$, that is,

$$\underset{n.n.}{}(1+u\sigma _i\sigma _j)=1+\underset{p=1}{\overset{x}{}}u^p\underset{n.n.}{}(\sigma _{i_1}\sigma _{i_2})\mathrm{}(\sigma _{i_{2p1}}\sigma _{i_{2p}})$$
$`(3.6)`$
The second summation is over all possible products of $`p`$ pairs $`(\sigma _i\sigma _j)`$ of n.n. of $`\mathrm{\Lambda }`$ where a pair is not to occur twice in the same product. To each pair $`(\sigma _i\sigma _j)`$ there is associated a bond connecting the neighbors $`i`$ and $`j`$ so to each product of $`p`$ pairs correspond a graph (connected or disconnected). So, the second summation is over all graphs with $`p`$ bonds. The graphs may have sites with valence $`1,2,3`$ or $`4`$. The summations over the spins $`\sigma _i`$’s eliminate graphs having sites with odd valence because $`\sigma _i=0`$ and $`\sigma _i^3=0`$. The graphs left are those whose sites have valence 2 or 4, thus admissible. If $`V_G`$ is the number of sites in a admissible graph $`G`$ then there is a factor $`2^{V_G}`$ associated to it because each site of $`G`$ contributes a factor $`2`$ coming from $`\sigma _i^2=2`$ and $`\sigma _i^4=2`$. The sum over $`\sigma `$ includes all the $`\sigma _i`$ and not only those with sites $`i`$ in $`G`$. The summation over the sites not in $`G`$ will give a factor $`2^{VV_G}`$ where $`V=N^2`$ is the number of sites in the lattice, hence, in the end one gets the factor $`2^V`$.

### 3.2  The partition function as a product over paths.

Let’s orient and number the bonds of $`\mathrm{\Lambda }`$ with distinct positive integers $`i`$ and call $`\mathrm{\Lambda }`$ with this indexation a colored lattice.

Definition 3.3. A path $`p`$ over $`\mathrm{\Lambda }`$ is an ordered sequence of bonds each starting at the site where the previous one ended. The last bond ending at the site from which the first one started. Thus, $`p`$ is closed. The path is subjected to the constraint that it never goes backwards over the previous bond. A path $`p`$ is given by a word, that is, an ordered sequence of symbols $`D_i`$ where $`i`$ distiguishes the bonds of $`\mathrm{\Lambda }`$. A path $`p`$ is then of the form

$$p=D_{j_1}^{e_1}D_{j_2}^{e_2}\mathrm{}D_{j_l}^{e_l}$$
$`(3.7)`$
for some $`l`$ and where $`e_i=+1(1)`$ if the path traverses bond $`j_i`$ following the direction (opposite direction) assigned to it. Because a path is closed it is defined to within its circular order so that

$$D_{j_1}^{e_1}D_{j_2}^{e_2}\mathrm{}D_{j_l}^{e_l}D_{j_2}^{e_2}\mathrm{}D_{j_l}^{e_l}D_{j_1}^{e_1}\mathrm{}D_{j_l}^{e_l}D_{j_1}^{e_1}\mathrm{}D_{j_{l1}}^{e_{l1}}$$
$`(3.8)`$
The inversion $`p^1`$ of $`p`$ is given by

$$D_{j_l}^{e_l}D_{j_{l1}}^{e_{l1}}\mathrm{}D_{j_1}^{e_1}$$
$`(3.9)`$
We take $`p`$ and $`p^1`$ to be equivalent. Given $`p`$, denote by $`[p]`$ the set of all paths equivalent to $`p`$, that is, its circular permutations and their inversions.

Definition 3.4. A periodic path is one which has the word representation

$$(D_{j_1}^{e_1}\mathrm{}D_{j_l}^{e_l})^w$$
$`(3.10)`$
for some $`l`$ and $`w2`$ and where the subword in between brackets is nonperiodic.

Definition 3.5. A path $`p`$ has assigned to it a sign given by

$$s(p)=(1)^{1+t}$$
$`(3.11)`$
where $`t`$ is the number of $`2\pi `$-angles turned by a tangent vector while traversing $`p`$. A positive (negative) angle is assigned to a counterclockwise (clockwise) rotation.

Example 1. See Figure 1a). A tangent vector starting at point $`e`$ and traversing the path shown in Figure 1a) turns once a total angle given by $`4.\frac{\pi }{2}=2\pi `$ after its return to $`e`$ so in this case $`t=1`$ and $`s(p)=+1`$. For the path in Figure 1b), the total angle turned is $`3\frac{\pi }{2}3\frac{\pi }{2}=0`$ so $`t=0`$ and $`s(p)=1`$.

Remark. In section 4, instead of assigning an angle $`\pm \pi /2`$ to a turn we will count the contribution to the sign by assigning $`\alpha =e^{i\pi /4}`$ and $`\overline{\alpha }=e^{i\pi /4}`$ to each counterclockwise and clockwise turn, respectively, and then in the end multiplying the result by $`1`$. In the example above, one gets in this manner $`(e^{i\pi /4})^4=1`$ and $`(e^{i\pi /4})^3.(e^{i\pi /4})^3=+1`$. Multiplying both results by $`1`$, one recovers the correct sign for each path.

The sign of periodic paths. Suppose the sign of the nonperiodic path in between brackets in (3.10) is $`(1)^{1+t_s}`$. Then, the sign of the periodic path with period $`w`$ is $`(1)^{1+wt_s}`$. Hence, the sign of a periodic path is $`1`$ if its period is an even number and the sign equals the sign of the nonperiodic subpath if the period $`w`$ is an odd number.

Definition 3.6. To each path $`p`$ it is assigned the function $`I_p(u)`$ given by

$$I_p(u)=u^l$$
$`(3.12)`$
where $`l=m_1+\mathrm{}+m_k`$, for some $`k`$, is the length of $`p`$, $`m_i`$ being the number of times bond $`i`$ is covered by $`p`$, and the function $`W_p(u)`$, “the amplitude of $`p`$”, defined as follows:

$$W_p(u)=s(p)I_p(u)$$
$`(3.13)`$
Theorem 3.2. The functions $`I_G(u)`$ and $`W_p(u)`$, $`|u|<1`$, defined above satisfy the following relation:

$$1+\underset{G𝒜}{}I_G(u)=\underset{[p]}{}[1+W_p(u)]$$
$`(3.14)`$
The product is over all inequivalent classes $`[p]`$ of closed nonperiodic paths. The summation is over all admissible graphs of the finite $`N\times N`$ planar square lattice $`\mathrm{\Lambda }`$.

Relation (3.14) is a simpler version suitable for the Ising model of a more general relation investigated by Sherman and Burgoyne in refs. \[4-7\]. The difference is that they assign to the bonds $`i`$ of the lattice distinct parameters $`d_i`$, hence, in this case the functions $`I_G`$ and $`W`$ are given in terms of these parameters. In the Ising model context under consideration these are all equal to $`u`$ and $`|u|<1`$.

According to references , relation (3.14) first appeared as a conjecture in lecture notes by Feynman ( ref. , published only in 1972 and already mentioning ref. ). The first proof of it was achieved by Sherman in refs.  followed by another one later on by Burgoyne in ref. . The simplest nontrivial case of the general relation is investigated in ref. .

Below Burgoyne’s proof is essencially reproduced for the case $`|u|<1`$.

Proof: Expand the product over the distinct classes of nonperiodic paths $`[p]`$ as $`1`$ (one) plus an infinite sum of terms of the form

$$W_{p_1}(u)W_{p_2}(u)\mathrm{}W_{p_k}(u)=s\underset{i}{}u^{r_i}$$
$`(3.15)`$
for some $`k`$ where $`p_1,\mathrm{},p_k`$ is a set of nonperiodic paths over $`\mathrm{\Lambda }`$. The product on the r.h.s of (3.15) is over the bonds $`i`$ traversed by $`p_1,p_2,\mathrm{}p_k`$, and $`r_i`$ says how many times. If $`p_1,p_2,\mathrm{}p_k`$ traverse bond $`i`$, say, $`m_1(i),\mathrm{},m_k(i)`$ times, $`m_j0`$, respectively, then $`r_i=_{i=1}^km_j(i)`$. The sign $`s`$ is the product of the signs of $`p_1,p_2,\mathrm{},p_k`$.

Let’s prove, first, that those terms having $`r_i=1`$, $`i`$, add up to $`I_G(u)`$. Consider one of these terms with associated paths $`p_1,p_2,\mathrm{},p_k`$. Each bond in the set of bonds traversed by $`p_1,p_2,\mathrm{},p_k`$ is traversed only once by one of these paths. Thus, the only possible intersection if any between any two of these paths in this case can occur only at a site of valence 4 and they cross each other like in Fig. (2.a) . Otherwise, they are disjoint. Thus, the set of bonds traversed by paths $`p_1,\mathrm{},p_k`$ constitute a graph whose vertices have valence $`2`$ or $`4`$. This is an admissible graph. Therefore, to each term of the form of (3.15) with $`r_i=1`$, $`i`$, one can associate an admissible graph. This graph can be disconnected. This happen if the set of paths can be split into subsets completely disjoint which generate admissible graphs without any bonds and vertices in common.

Now, given an admissible graph $`G`$ one can in general associate more than one term of the form of $`(3.15)`$ with $`r_i=1`$, each associated with a distinct set of paths. Let’s see how this follows. The sites of an admissible graph have valence $`2`$ or $`4`$. When a path strikes a site of valence $`4`$ it has only $`3`$ possible directions to follow. See Figures 2a, 2b, 2c. (The case in Fig. 2d is forbidden.) Then, any two terms associated to a given admissible graph $`G`$ will differ only in the types of crossings at the sites of $`G`$. Since there are $`3`$ types of crossing per valence 4 site, the number of possible terms associated to $`G`$ is $`3^V`$ where $`V`$ is the number of sites of $`G`$ with valence $`4`$.

A term has a sign which comes out from the contribution of the signs of the paths associated to that term. Let’s see how the sign of a term comes out. A term with $`t_1`$ crossings of type $`1`$ (Fig. 2a.) has a sign which can be expressed as $`(1)^{t_1}`$ where $`t_1`$ includes selfcrossings of single paths plus crossings between different paths. Indeed, since distinct closed paths always intersect in a even number of crossings then $`(1)^{t_1}`$ will give the correct sign of the term which is the product of the signs of the individual paths. Let’s associate to the crossings of type $`j=2,3`$ the sign $`(+1)^{t_2}(+1)^{t_3}`$ so that a term with $`t_j`$ crossings of type $`j=1,2,3`$ has a sign given by $`(1)^{t_1}(+1)^{t_2}(+1)^{t_3}`$.

There are $`V!`$ ways of distributing $`V=t_1+t_2+t_3`$ crossings among the sites of $`G`$ but since there are $`t_j`$ crossings of the type $`j`$, $`j=1,2,3`$, one has to divide $`V!`$ by $`t_1!t_2!t_3!`$ so that the number of distinct terms with $`t_j`$ crossings of type $`j`$ is

$$\frac{V!}{t_1!t_2!t_3!}$$
$`(3.16)`$
These terms have the same factor $`I(G)=u^L`$ where $`L`$ is the number of bonds of $`G`$. Summing all these terms arising from a given $`G`$ and summing over all admissible graphs $`G`$ of $`\mathrm{\Lambda }`$ the result is

$$\left(\underset{G}{}\underset{\{t\}}{}\frac{V!}{t_1!t_2!t_3!}(1)^{t_1}(+1)^{t_2}(+1)^{t_3}\right)I(G)$$
$`(3.17)`$
where $`_t`$ means summation over all $`t_1,t_2,t_3`$ such that $`t_1+t_2+t_3=V`$. Using the multinomial theorem the summation over $`\{t\}`$ gives $`(1+1+1)^V`$ and one gets the result $`_GI(G)`$.

If $`G`$ is disconnected with $`l`$ components $`G_i`$, $`i=1,2,\mathrm{},l`$, each of them with $`t_j`$, $`j=1,2,\mathrm{},l`$, sites of valence $`4`$ and $`t_j=V`$, then applying the previous argument to each component will give $`I(G_1)I(G_2)\mathrm{}I(G_l)=I(G)`$.

In view of the above result, the theorem could be equivalently stated by saying that the sum of terms with $`r_i>1`$ for at least one of the $`i`$ converges to zero. Let’s prove this.

Let $`𝒢`$ be the set of all colored connected or disconnected subgraphs $`g`$ of the colored lattice without valence 1 sites and such that if $`g`$ is connected then $`g`$ is not a poligon, that is, a graph having valence 2 sites only. A disconnected graph is allowed to have some but not all of the components as poligons. The reason for excluding graphs which are poligons or having all components which are is that closed paths with repeated bonds over them are necessarily periodic and these are forbidden. The coloring of $`g`$ is that inherited from the colored lattice.

Given $`g𝒢`$, call $`i_1,\mathrm{},i_{l(g)}`$ the bonds of $`g`$. A term $`w_g`$ associated to $`g`$ is of the form

$$w_g=W_{p_1}W_{p_2}\mathrm{}W_{p_k}=(signw_g)|w_g|$$
$`(3.18)`$
for some $`k`$ and set of paths $`p_1,\mathrm{},p_k`$, which traverse the bonds of $`g`$ only, where

$$|w_g|=\underset{j=1}{\overset{l(g)}{}}u^{r_{i_j}}$$
$`(3.19)`$
and $`r_{i_j}`$ is the number of times bond $`i_j`$ is traversed by $`p_1,\mathrm{},p_k`$, that is, If $`p_1,\mathrm{},p_k`$ traverse the $`i`$-th bond $`m_1(i),\mathrm{},m_k(i)`$ times, $`m0`$, respectively, then

$$r_{i_j}=\underset{a=1}{\overset{k}{}}m_a(i_j)$$
$`(3.20)`$
Some but not all of the $`m`$’s can be zero so that $`r_{ij}1`$ with at least one $`r_{ij}>1`$.

Let’s consider the set of all terms with the same effective set of bonds $`\{i\}`$ traversed, hence, the terms associated to a given $`g`$. Within this set it’s possible in general to find terms with the same powers $`\{r\}`$ and the same $`|w_g|`$ although having distinct associated paths and possibly with different effective sign.

Let’s group together those terms which cover the same bonds of $`g`$ the same number of times. Denote by $`𝒲_{g,N}(r)`$ the set of terms $`w_g`$ with the same powers $`\{r_{i_j}\}`$ and such that $`_{j=1}^{l(g)}r_{i_j}=N`$, for fixed $`N`$. The summation over all terms with repeated lines can now be expressed as

$$\underset{g𝒢}{}\underset{\{N\}_g}{}\underset{r(N)}{}\underset{w_g𝒲_{g,N}(r)}{}w_g$$
$`(3.21)`$
where $`_{g𝒢}`$ means summation over all elements in $`𝒢`$; $`_{\{N\}_g}`$ means summation over all positive integers $`N`$ compatible to the given graph $`g`$ and such that $`Nl(g)+1`$; $`_{r(N)}`$ means summation over a set of positive integers $`r_1,\mathrm{},r_l`$ such that $`r_1+\mathrm{}+r_l=N`$ and which are also compatible to $`g`$; and, finally, $`_{w_g}`$ means summation over all terms $`w_g𝒲_{g,N}(r)`$.

Now the following remarks come to order. In the second summation, the case $`N=l`$ is excluded for it implies that $`r_i=1`$ and in this case there can be no repeated bonds. The case $`N<l`$ corresponds to another element $`g^{}𝒢`$. The equality depends on the graph $`g`$. For instance, take the graph shown in Fig. 1b where $`l+1=9`$. No nonperiodic closed path with repeated bonds can have length $`N=9`$ because $`l(g)=8`$. The length $`N`$ can only be even and its minimum is $`N=12`$. Hence, for this particular graph $`g`$ the summation is over all even numbers greater or equal to 12. In any case, the set $`\{N\}_g`$ has always infinite elements. Given $`g`$ and $`N\{N\}_g`$, not all partitions of $`N`$ are allowed in the third sum. For instance, given the graph in Fig. 1b and $`N=12`$, the partition with $`r_{i_k}=1`$, $`k1`$, and $`r_i=5`$ can not be associated to any allowed path. So, the set of integers $`\{N\}`$ and partitions of $`N`$ must be suitable to each $`g`$.

Given $`g`$, let’s consider now the partial sums

$$s_n=\underset{\{N|Nn\}_g}{}\underset{r(N)}{}\underset{w_g𝒲_{g,N}(r)}{}w_g$$
$`(3.22)`$
The goal is to show that in the limit $`n\mathrm{}`$, $`s_n`$ goes to zero. In ref.  its proved that $`s_n=0`$. The argument of the proof goes as follows.

Since the bonds of $`g`$ are covered the same number of times by all elements in the group, choose a bond of $`g`$, say $`b`$, which is traversed $`\overline{r}>1`$ times by all elements in the group $`𝒲_{g,N}`$. This choice has to be done for each partition $`r(N)`$. Denote by $`P`$ the set of paths associated to $`w_g`$. Then, $`P=P^{}P^{\prime \prime }`$ where $`P^{}`$ is the set of those paths which traverse bond $`b`$ whereas $`P^{\prime \prime }`$ is the set of those paths which do not traverse $`b`$.

Given a path $`pP^{}`$, let $`p_c`$ be the path segment obtained from $`p`$ upon removal of $`b`$. Given $`P^{}=\{p,p^{}\mathrm{}\}`$ define

$$P_c^{}=\{p_c,p_c^{},\mathrm{}\}$$
$`(3.23)`$
This set has exactly $`\overline{r}`$ path segments. Collect under a same subgroup $`S`$ the elements $`w_g𝒲_{g,N}`$ having the property that line $`b`$ is covered exactly $`\overline{r}`$ times by all elements in $`S`$ and they all have the same subset $`P_c^{}`$ with $`\overline{r}`$ path segments and the same subset $`P^{\prime \prime }`$. The set $`𝒲_{g,N}`$ is the union of such subsets, that is,

$$\underset{w_g𝒲_{g,N}(r)}{}w_g=\underset{S𝒲_{g,N}(r)}{}\underset{w_gS}{}s(w)|w_g|$$
$`(3.24)`$
where $`s(w)`$ is the sign of $`w_g`$ and $`|w_g|=u^N`$. Recall that $`|u|<1`$ so that $`|w_g|<1`$.

The elements inside any given $`S`$ cancel each other. Denote by $`q`$ and $`e`$ the elements of $`S`$ that are in $`P^{}`$ and $`P^{\prime \prime }`$, respectively. Suppose that the segments $`q_1,\mathrm{},q_{\overline{r}}`$ are all distinct. (For the case with repeated segments, see ). The terms in $`S`$ are precisely those which can be obtained by joining the ends of the segments and this can be done in exactly $`\overline{r}!`$ ways. This gives the possible terms $`w_g`$ in the subgroup. From the properties of the permutation group half of $`N!`$ permutations are odd and half are even and so the signs of half of the terms are positive and half are negative, hence, a cancellation takes place.

Using (3.14), the partition function of the two dimensional Ising model can now be expressed as a product over paths as follows:

$$Z_N(u)=2^{N^2}(1u^2)^{N(N1)}\underset{[p]}{}\left[1+W_p(u)\right]$$
$`(3.25)`$
The next step consists in expressing the product over $`[p]`$ as an integral. This will be achieved in the next section.

## 4  Paths amplitudes and Onsager’s formula

Consider all paths that start at a fixed site $`P_1`$ which we take as the origin with coordinates $`(0,0)`$ and end at the site $`P_{n+1}`$ with coordinates $`(x,y)`$ in $`n`$ steps. Starting at $`(0,0)`$ and whenever a site is reached there are four possible directions which a path can take (see Figure 2 and the Remark below). The path a) continues forward in the same direction of the previous step; b) it turns left $`90^0`$ relative to the previous step; c) it turns right $`90^0`$ relative to the previous step; d) it turns $`180^0`$. To each one of this possibilities it is assigned an “amplitude” which is given by: A) $`u`$ for the case a); B) $`u\alpha `$ for the case b); C) $`u\overline{\alpha }`$ for the case c) and D) $`0`$ (zero) for the case d), where $`u=tghK`$ and $`\alpha =e^{i\pi /4}`$ is the contribution to the sign of $`p`$ each time it turns left (counterclockwisely) relative to the previous step and $`\overline{\alpha }`$, when it turns right (clockwisely). See the Remark after Example 1, sec. 3.2.

Remark. The lattice being finite it has a border so that when a path strikes a site on the border it may have there only two or three possible directions to follow. In the spirit of refs.  we shall neglect the border and derive the relevant formulas as if there was no border at all with the justification that in the limit $`N\mathrm{}`$ which we shall take in the end of the calculation border effects dissapear. Of course, another approach would be to do everything on a toroidal lattice. In this case, however, relation (3.14) must be replaced by another more involved identity apropriate for the toroidal lattice ( given in refs.  ). We shall restrict the presentation to the planar case only.

Call $`U_n(x,y)`$ the amplitude of arrival at $`(x,y)`$ moving upward in the $`n`$-th step, $`D_n(x,y)`$ the amplitude of arrival at $`(x,y)`$ moving downwards in the $`n`$-th step, $`L_n(x,y)`$ the amplitude of arrival at $`(x,y)`$ moving from the left in the $`n`$-th step, and $`R_n(x,y)`$ the amplitude of arrival at $`(x,y)`$ moving from right in the $`n`$-th step.

If the path arrives at $`(x,y)`$ moving upward in the n-th step then

$$U_n(x,y)=uU_{n1}(x,y1)+0D_{n1}(x,y1)+u\alpha L_{n1}(x,y1)+u\overline{\alpha }R_{n1}(x,y1)$$

$`(4.1)`$
where $`U_{n1}`$, $`D_{n1}`$, $`L_{n1}`$ and $`R_{n1}`$ are the amplitudes associated to the four possibilities to reach site $`(x,y1)`$. Relation (4.1) can be understood as follows. If $`(x,y1)`$ is reached going up a bond in the $`(n1)`$-th step, there the amplitude is $`U_{n1}(x,y1)`$ so in the $`n`$-th step as the path follows the same direction of the previous step, by the rules $`a)`$ and $`A)`$ above, a factor $`u`$ is multiplied to the amplitude $`U_{n1}(x,y1)`$. See Figure 3.

If the site $`(x,y1)`$ is reached from the left in the $`(n1)`$-th step (Figure 4), the path has to make a counterclockwise rotation to go to $`(x,y)`$ in the $`n`$-th step. By the rules $`b)`$ and $`B)`$ a factor $`u\alpha `$ should then be multiplied to the amplitude $`L_{n1}(x,y1)`$.

The case that the path goes down to $`(x,y1)`$ in the $`(n1)`$-th step and goes up to $`(x,y)`$ in the $`n`$-th step corresponds to a $`180^0`$ rotation. By rules $`d)`$ and $`D)`$ the amplitude should be $`0.D_{n1}(x,y1)`$. If the site $`(x,y1)`$ is reached from the right the path has to make a clockwise rotation to go to $`(x,y)`$ (Figure 5). By the rules $`c)`$ and $`C)`$ a factor $`u\overline{\alpha }`$ should then be multiplied to the amplitude $`R_{n1}(x,y1)`$.

Analogously, if a path arrives at $`(x,y)`$ in the $`n`$-th step going down the amplitude is given by the relation

$$D_n(x,y)=0U_{n1}(x,y+1)+uD_{n1}(x,y+1)+u\overline{\alpha }L_{n1}(x,y+1)+u\alpha R_{n1}(x,y+1)$$

$`(4.2)`$
If it arrives at $`(x,y)`$ coming from the left then the amplitude is given by

$$L_n(x,y)=u\overline{\alpha }U_{n1}(x1,y)+u\alpha D_{n1}(x1,y)+uL_{n1}(x1,y)+0R_{n1}(x1,y)$$

$`(4.3)`$
At last, if it arrives at $`(x,y)`$ coming from the right the amplitude is

$$R_n(x,y)=u\alpha U_{n1}(x+1,y)+u\overline{\alpha }D_{n1}(x+1,y)+0L_{n1}(x+1,y)+uR_{n1}(x+1,y)$$

$`(4.4)`$
Of course to compute an amplitude using the above recursion relations it is needed the amplitude in the zero-th step. We shall follow the convention of reference , namely, that in the zero-th step a path arrives at the origin moving upward so that $`U_0(x,y)=\delta _{x,0}\delta _{y,0}`$ and $`D_0=R_0=L_0=0`$. The amplitude to arrive in zero steps is one if the path arrives going upward at the origin and zero for any other point or any other direction of arrival.

Example 2. See Figure 6. Let’s compute the amplitude of arrival at site (2,1) in 3 steps moving upward in the third step. Only one path is possible in this case. Using the recursion (4.1),

$$U_3(2,1)=uU_2(2,0)+0D_2(2,0)+u\alpha L_2(2,0)+u\overline{\alpha }R_2(2,0)$$
$`(4.5)`$
In the second step, the path moves to site (2,0) coming from the left so $`U_2=D_2=R_2=0`$ and $`U_3(2,1)=u\alpha L_2(2,0)`$. From (4.3),

$$L_2(2,0)=u\overline{\alpha }U_1(1,0)+u\alpha D_1(1,0)+uL_1(1,0)+0R_1(1,0)$$
$`(4.6)`$
with $`U_1=D_1=R_1=0`$ so that $`U_3(2,1)=u^2\alpha L_1(1,0)`$ where

$$L_1(1,0)=u\overline{\alpha }U_0(0,0)+u\alpha D_0(0,0)+uL_0(0,0)+0R_0(0,0)=u\overline{\alpha }$$
$`(4.7)`$
implying that $`U_3(2,1)=u^3`$.

Example 3. Let’s now compute the amplitude of arrival at (2,1) in 3 steps moving from the left in the third step. In this case, the possible paths are shown in Figure 7a) and 7b).

Using relation (4.3), the amplitude is

$$L_3(2,1)=u\overline{\alpha }U_2(1,1)+u\alpha D_2(1,1)+uL_2(1,1)+0R_2(1,1)$$
$`(4.8)`$
Using (4.1),

$$U_2(1,1)=uU_1(1,0)+0D_1(1,0)+u\alpha L_1(1,0)+u\overline{\alpha }R_1(1,0)$$
$`(4.9)`$
Since $`U_1=D_1=R_1=0`$, one finds that $`U_2(1,1)=u\alpha L_1(1,0)=u\alpha u\overline{\alpha }=u^2`$. Using (4.3), with $`D_1=L_1=R_1=0`$,

$$L_2(1,1)=u\overline{\alpha }U_1(0,1)+u\alpha D_1(0,1)+uL_1(0,1)+0R_1(0,1)=u\overline{\alpha }u$$
$`(4.10)`$
Therefore, $`L_3(2,1)=2u^3\overline{\alpha }`$.

Definition 4.1.  The partial amplitude of a path $`p`$ of length $`n`$ is given by

$$\overline{W}_p(u)=\alpha \overline{\alpha }u^n$$
$`(4.11)`$
Definition 4.2 . The amplitude $`_p\overline{W}_{p(n,P_1)}(u)`$ of arrival at $`P_{n+1}(x,y)`$ from any direction in $`n`$ steps is given by

$$U_n(x,y)+D_n(x,y)+L_n(x,y)+R_n(x,y)$$
$`(4.12)`$
Example 4. The partial amplitudes for the paths in Figure 6, 7a) and 7b) are $`u^3`$, $`\overline{\alpha }u^3`$ and $`\overline{\alpha }u^3`$, respectively. The amplitude of arrival at (2,1) from any direction in 3 steps is, then, $`u^3+2\overline{\alpha }u^3`$.

Definition 4.3. Fix $`n`$ and call $`C_n(x,y)`$ the set of all paths of length $`n`$ starting at $`(0,0)`$ and arriving at $`(x,y)`$. Given $`pC_n`$ and $`F_n(x,y)`$ where

$$(x,y)=\{U_n(x,y),D_n(x,y),L_n(x,y),R_n(x,y)\}$$
$`(4.13)`$
Define the extension of $`F_n(x,y)`$, denoted by the same symbol, so as to include sites $`(x,y)`$ which can be reached only by a number $`m>n`$ of steps but in this case set $`F_n(x,y)=0`$.

Lemma. The transform of $`F_n`$, the function $`\overline{F}_n(ϵ,\eta )`$, $`0ϵ2\pi `$ and $`0\eta 2\pi `$, given by

$$\overline{F}_n(\epsilon ,\eta )=\underset{x=\mathrm{}}{\overset{\mathrm{}}{}}\underset{y=\mathrm{}}{\overset{\mathrm{}}{}}F_n(x,y)e^{i\epsilon x}e^{i\eta y}$$
$`(4.14)`$
is well defined and

$$F_n(x,y)=_0^{2\pi }_0^{2\pi }e^{i\epsilon x}e^{i\eta y}\overline{F}_n(\epsilon ,\eta )\frac{d\epsilon d\eta }{(2\pi )^2}$$
$`(4.15)`$
Proof: $`F_n(x,y)=0`$ for $`x>n`$ or/and $`y>n`$. Then, for fixed $`n`$ the sums in (4.14) have only a finite number of terms.

Using (4.14), the transform of $`U_n(x,y)`$ is:

$$\overline{U}_n(\epsilon ,\eta )=\underset{x=\mathrm{}}{\overset{\mathrm{}}{}}\underset{y=\mathrm{}}{\overset{\mathrm{}}{}}U_n(x,y)e^{i\epsilon x}e^{i\eta y}$$
$`(4.16)`$
Upon substitution of (4.1), and making the change $`\overline{y}=y1`$ it follows that

$$\overline{U}_n(\epsilon ,\eta )=ue^{i\eta }\overline{U}_{n1}(\epsilon ,\eta )+0\overline{D}_{n1}(\epsilon ,\eta )+u\alpha e^{i\eta }\overline{L}_{n1}(\epsilon ,\eta )+u\overline{\alpha }e^{i\eta }\overline{R}_{n1}(\epsilon ,\eta )$$

$`(4.17)`$
Similarly, we obtain $`\overline{D}_n(\epsilon ,\eta )`$, $`\overline{L}_n(\epsilon ,\eta )`$ and $`\overline{R}_n(\epsilon ,\eta )`$:

$$\overline{D}_n(\epsilon ,\eta )=0\overline{U}_{n1}(\epsilon ,\eta )+ue^{i\eta }\overline{D}_{n1}(\epsilon ,\eta )+u\overline{\alpha }e^{i\eta }\overline{L}_{n1}(\epsilon ,\eta )+u\alpha e^{i\eta }\overline{R}_{n1}(\epsilon ,\eta )$$

$`(4.18)`$
$$\overline{L}_n(\epsilon ,\eta )=u\overline{\alpha }e^{i\epsilon }\overline{U}_{n1}(\epsilon ,\eta )+u\alpha e^{i\epsilon }\overline{D}_{n1}(\epsilon ,\eta )+ue^{i\epsilon }\overline{L}_{n1}(\epsilon ,\eta )+0\overline{R}_{n1}(\epsilon ,\eta )$$

$`(4.19)`$
$$\overline{R}_n(\epsilon ,\eta )=u\alpha e^{i\epsilon }\overline{U}_{n1}(\epsilon ,\eta )+u\overline{\alpha }e^{i\epsilon }\overline{D}_{n1}(\epsilon ,\eta )+0\overline{L}_{n1}(\epsilon ,\eta )+ue^{i\epsilon }\overline{R}_{n1}(\epsilon ,\eta )$$

$`(4.20)`$
Call $`\psi _n(ϵ,\eta )`$ the matrix

$$\psi _n=\left(\begin{array}{cccc}\overline{U}_n& \overline{D}_n\hfill & \overline{L}_n& \hfill \overline{R}_n\end{array}\right)$$
$`(4.21)`$
Then, from (4.17-20) we obtain that

$$\psi _n(\epsilon ,\eta )=\psi _{n1}(\epsilon ,\eta )uM,$$
$`(4.22)`$
where

$$M=\left(\begin{array}{cccc}v& 0\hfill & \overline{\alpha h}& \hfill \alpha h\\ 0& \overline{v}\hfill & \alpha \overline{h}& \hfill \overline{\alpha }h\\ \alpha v& \overline{\alpha v}\hfill & \overline{h}& \hfill 0\\ \overline{\alpha }v& \alpha \overline{v}\hfill & 0& \hfill h\end{array}\right)$$
$`(4.23)`$
with $`v=e^{i\eta }`$, $`\overline{h}=e^{i\epsilon }`$, $`h=e^{i\epsilon }`$, $`\overline{v}=e^{i\eta }`$ and $`\alpha =e^{i\frac{\pi }{4}}`$.

Call $`1,2,3`$ and $`4`$ the directions shown in the Figure 8 below:

Notice that the subindices $`i,j`$ of $`M_{ij}`$ are in one-to-one with the directions. Indeed, $`uM_{1j}`$ corresponds to the amplitude of arrival at $`(x,y)`$ ( in $`(ϵ,\eta )`$ space) coming up in the $`(n1)`$-th step, $`j`$, but going up if $`j=1`$, down if $`j=2`$, coming from the left if $`j=3`$ and coming from the right if $`j=4`$ in the $`n`$-th step. Therefore, $`uM_{1j}`$ is the amplitude of arrival at $`(x,y)`$ ( in $`(ϵ,\eta )`$ space ) following directions $`1`$ and $`j`$ in the $`(n1)`$-th and $`n`$-th steps, respectively. More generally, $`uM_{ij}`$ is the amplitude of arrival at $`(x,y)`$ following directions $`i`$ and $`j`$ in the $`(n1)`$-th and $`n`$-th steps, respectively.
From now on only closed paths starting at (0,0) and arriving at (0,0) in $`n`$ steps will be considered.

From (4.22) it follows that

$$\psi _n(\epsilon ,\eta )=\psi _{n1}(\epsilon ,\eta )(uM)=\psi _{n2}(\epsilon ,\eta )(uM)^2=\mathrm{}=\psi _0(uM)^n$$
$`(4.24)`$
Denote by $`\psi _{0,i}`$, $`1i4`$, the line matrix with the only element distinct from zero and equal to $`1`$ in the $`i`$-th column. Let $`\psi _0\psi _{0,i}`$ according to whether the path arrives at the origin moving up ($`i=1`$), down ($`i=2`$), from the left ($`i=3`$) or from the right ($`i=4`$), respectively. Then

$$\overline{F}_n(\epsilon ,\eta )=\psi _{0,i}(uM)^n\psi _{0,i}^T$$
$`(4.25)`$
where $`i=1,2,3,4`$ if $`F=U,D,L,R`$, respectively, and $`\mathrm{\Psi }^T`$ is the transpose of $`\mathrm{\Psi }`$ and

$$\underset{F_nB_n}{}\overline{F}_n(ϵ,\eta )=\underset{k=1}{\overset{4}{}}\psi _{0,k}(\epsilon ,\eta )(uM)^n\psi _{0,k}^T(\epsilon ,\eta )$$
$`(4.26)`$
Given a $`4\times 4`$ matrix $`A`$, $`\psi _{0,i}A`$ is the line matrix formed by the elements in the $`i`$-th line of $`A`$, that is,

$$\psi _{0,i}A=\left(\begin{array}{cccc}A_{i,1}& A_{i,2}\hfill & A_{i,3}& \hfill A_{i,4}\end{array}\right)$$
$`(4.27)`$
so $`\psi _{0,i}A\psi _{0,i}^T=A_{ii}`$. Therefore, the sum over $`i`$ equals the trace of $`A`$. Thus,

$$\underset{k=1}{\overset{4}{}}\psi _{0,k}(uM)^n\psi _{0,k}^T=Tr(uM)^n$$
$`(4.28)`$
The total partial amplitude of arrival at $`(0,0)`$ of closed paths moving in any direction in $`n`$ steps given by (4.12) can be expressed compactly as

$$\underset{F_nB_n}{}F_n(0,0)$$
$`(4.29)`$
From (4.15), (4.26) and (4.28), it follows that

$$\underset{F_nB_n}{}F_n(0,0)=_0^{2\pi }_0^{2\pi }Tr(uM)^n\frac{d\epsilon d\eta }{(2\pi )^2}$$
$`(4.30)`$
To better understand relation (4.30), consider the matrix $`u^nM^n`$, for some $`n`$. An element $`(u^nM^n)_{i_1i_{n+1}}`$ of this matrix is given as

$$(u^nM^n)_{i_1i_{n+1}}=\underset{i_2,\mathrm{},i_n=1}{\overset{4}{}}uM_{i_1i_2}uM_{i_2i_3}\mathrm{}uM_{i_{n1}i_n}uM_{i_ni_{n+1}}.$$
$`(4.31)`$
Recall that $`uM_{i,j}`$ is the partial amplitude of a path arriving at a site coming from direction $`i`$ and going to the next site in one step following direction $`j`$. Thus, each term in the r.h.s. of (4.31) is the amplitude of a path of length $`n`$ starting at $`P_1`$ coming from direction $`i_1`$, going to $`P_2`$ following direction $`i_2`$, etc, and arriving at site $`P_{n+1}`$ following direction $`i_{n+1}`$ after $`n`$ steps. The element $`(u^nM^n)_{i_1i_{n+1}}`$ gives the total partial amplitude of arrival at $`P_{n+1}`$ in $`n`$ steps in $`(ϵ,\eta )`$ space.

The terms in $`(u^nM^n)_{i_1i_{n+1}}`$ describe open as well as closed paths. Let’s see some examples.

Example 5. Take $`n=5`$, $`i_1=2`$ and $`i_6=1`$. The term $`M_{23}M_{31}M_{11}M_{14}M_{41}`$ describes a path beginning at $`P_1`$ where it arrived coming from direction $`i_1=2`$, going to $`P_2`$, $`P_3`$, $`P_4`$, $`P_5`$ and to $`P_6`$ following directions $`i_2=3`$, $`i_3=1`$, $`i_4=1`$, $`i_5=4`$ and $`i_6=1`$, respectively. See Figure 9a) .

Example 6. Take $`n=6`$, $`i_1=i_6=2`$ and the term $`M_{23}M_{31}M_{11}M_{14}M_{42}M_{22}`$ of $`(M^6)_{22}`$ . This term describes the closed path in Fig. 9b. The elements of $`M^n`$ outside the diagonal have associated to them only open paths. This is implied by the simple fact that these elements have $`i_1i_{n+1}`$. Closed paths are to be found only in the diagonal elements since there $`i_1=i_{n+1}`$. However, open paths can also be associated to some terms in the diagonal elements. Let’s see some examples.

Example 7. Take $`n=2`$, $`i_1=i_3=1`$ and the element $`(M^2)_{11}=M_{11}M_{11}+M_{12}M_{21}+M_{13}M_{31}+M_{14}M_{41}`$ with

$$u^2(M^2)_{11}=u^2v^2+0+u^2(\overline{\alpha }\overline{h})(\alpha v)+u^2(\alpha h)(\overline{\alpha }v)$$
$`(4.32)`$
To each one of the terms of $`(M^2)_{11}`$ correspond the paths (a), (b), (c) and (d), respectively, shown in Figure 10.

Example 8. Take $`n=4`$ and consider the following terms in $`(M^4)_{11}`$:

a)The term $`u^4M_{11}M_{11}M_{11}M_{11}=u^4v^4`$ is the amplitude of the open path shown in fig. 11 below.

b) The term $`M_{11}M_{11}M_{13}M_{31}=vv(\overline{\alpha }\overline{h})(\alpha v)=v^3\overline{h}v`$ whose associated open path is shown in Figure 12.

c) The term $`u^4M_{13}M_{32}M_{24}M_{41}=u^4(\overline{\alpha }\overline{h})(\overline{\alpha }\overline{v})(\overline{\alpha }h)(\overline{\alpha }v)=u^4\overline{\alpha }^4(\overline{h}h)(\overline{v}v)=u^4\overline{\alpha }^4`$ is the amplitude of the closed path shown in Fig. 13:

In order to restrict to the elements of $`M^n`$ having closed paths we must take the trace of $`M^n`$. A closed path begins at and return to $`P_1`$ after $`n`$ steps. Since it is closed it has to cover $`n/2`$ horizontal bonds in one direction and $`n/2`$ horizontal bonds following the opposite direction. The same is true for the vertical bonds traversed by $`p`$. So, if the term $`M_{i_1i_2}M_{i_2i_3}\mathrm{}M_{i_{n1}i_n}M_{i_ni_{n+1}}`$ , $`i_{n+1}=i_n`$, describes a closed path, then the number of $`h`$’s ($`v`$’s) equals the number of $`\overline{h}`$’s ($`\overline{v}`$’s) appearing in it. In this case, it’s possible to organize the term into a product of pairs $`h\overline{h}=1`$ and $`v\overline{v}=1`$ and the double integral in $`ϵ`$ and $`\eta `$ will give $`(2\pi )^2`$ times a product of $`\alpha `$’s and $`\overline{\alpha }`$’s. More precisely, the double integral over a closed path in $`TrM^n`$ equals

$$(2\pi )^2\alpha \overline{\alpha }$$
$`(4.33)`$
where the first product is over all counterclockwise rotations and the second is over all clockwise rotations, so

$$\alpha \overline{\alpha }=(1)^{t(p)}$$
$`(4.34)`$
where $`t(p)`$ is the number of complete $`2\pi `$ revolutions performed by a tangent vector traversing the closed path $`p`$. Remind that one has yet to multiply (4.34) by $`(1)`$ in order to get the complete sign $`s(p)`$ of $`p`$.

If a path is open the $`h`$’s, $`\overline{h}`$’s ($`v`$’s, $`\overline{v}`$’s) don’t match up into pairs. There will be left integrals of the form

$$_0^{2\pi }e^{ik\theta }𝑑\theta =0,$$
$`(4.35)`$
where $`\theta `$ stands for $`\eta `$ or $`ϵ`$ and $`k1`$, hence, the integrals in $`\eta `$ and $`\epsilon `$ remove completely terms describing open paths. Let’s see examples.

Example 9. Take $`n=1`$. In this case there are only open paths and

$$_0^{2\pi }_0^{2\pi }𝑑\eta 𝑑\epsilon M_{ij}=0,i,j$$
$`(4.36)`$
Example 10. Using (4.35), in ex. 7,

$$_0^{2\pi }_0^{2\pi }𝑑\eta 𝑑\epsilon (M^2)_{11}=0$$
$`(4.37)`$
Example 11. It is clear that

$$𝑑\epsilon 𝑑\eta (M^n)_{ij}=0i,j$$
$`(4.38)`$
if $`n=1,2,3`$, which is guaranteed by the fact that in a square lattice closed paths are possible only if $`n4`$. In the case $`n=2`$ the path in Figure 10.b) is closed but it traverses the same edge back and its amplitude is thus zero.

Example 12. Using (4.35) in ex.8, for the term $`M_{11}M_{11}M_{11}M_{11}=v^4`$

$$_0^{2\pi }_0^{2\pi }v^4𝑑\eta 𝑑\epsilon =2\pi _0^{2\pi }e^{4i\eta }𝑑\eta =0.$$
$`(4.39)`$
For the term $`M_{11}M_{11}M_{13}M_{31}=v^3\overline{h}`$,

$$_0^{2\pi }𝑑\eta 𝑑\epsilon v^3\overline{h}=0$$
$`(4.40)`$
For the term $`M_{13}M_{32}M_{24}M_{41}=\overline{\alpha }^4`$ which describes a closed path the result

$$\frac{1}{(2\pi )^2}_0^{2\pi }𝑑\eta 𝑑\epsilon \overline{\alpha }^4=\overline{\alpha }^4.$$
$`(4.41)`$
follows which has the form (4.33-34) with $`\overline{\alpha }^41`$.

Given a closed path in $`(M^n)_{ii}`$, the inverse path is present in some $`(M^n)_{jj}`$, $`ji`$. For instance, in $`(M^4)_{11}`$ there are the closed paths shown in Fig. 14 given by the terms $`M_{14}M_{42}M_{23}M_{31}`$ and $`M_{13}M_{32}M_{24}M_{41}`$.

In $`(M^4)_{22}`$ there are the terms $`M_{24}M_{41}M_{13}M_{32}`$ and $`M_{23}M_{31}M_{14}M_{42}`$ , with associated closed paths shown in Fig. 15c and 15d, respectively:

In $`(M^4)_{33}`$, there are the terms $`M_{32}M_{24}M_{41}M_{13}`$ and $`M_{31}M_{14}M_{42}M_{23}`$ with associated closed paths shown in Figure 16e) and 16f), respectively.

In $`(M^4)_{44}`$, there are the terms $`M_{42}M_{23}M_{31}M_{14}`$ and $`M_{41}M_{13}M_{32}M_{24}`$ with the associated closed paths shown in Figure 17g) and 17h), respectively.

Note that (e) is the inversion of (a), (f) is the inversion of (c), (g) of (b), and (h) of (d).

So restricting to the diagonal terms of $`M^n`$ which amounts to take the trace of this matrix and then performing a double integration on the angles to eliminate open paths, dividing the result by 2 to eliminate inversions, and multiplying the result by $`u^n`$ gives the total complete amplitude ( with the right signs ) to arrive back at $`P_1`$ in $`n`$ steps moving in any direction. We have thus achieved the following relation:

$$\underset{p(n,P_1)}{}W_p(u)=\frac{1}{2}\frac{1}{(2\pi )^2}_0^{2\pi }_0^{2\pi }𝑑\epsilon 𝑑\eta Tr(uM)^n$$
$`(4.42)`$
The above result is restricted to a fixed site $`P_1`$. For the finite $`N\times N`$ lattice with $`N^2`$ sites and disregarding boundary effects, the total (independent of site) amplitude of closed paths of length $`n`$ is:

$$N^2\underset{p(n,P_1)}{}W_p(u)\underset{p(n)}{}W_p(u)=\frac{N^2}{2}\frac{1}{(2\pi )^2}_0^{2\pi }_0^{2\pi }𝑑\epsilon 𝑑\eta Tr(uM)^n$$
$`(4.43)`$
Taking all $`N^2`$ sites into account imply that given a closed path $`p(n)`$, the summation $`_{p(n)}W(p)`$ includes all circular permutations of $`p`$. To eliminate these the previous relation has to be divided by $`n`$. Then, the amplitude is given by

$$\frac{1}{n}\underset{p(n)}{}W_p(u)=\frac{N^2}{2}\frac{1}{(2\pi )^2}_0^{2\pi }_0^{2\pi }𝑑\epsilon 𝑑\eta \frac{Tr(uM)^n}{n}$$
$`(4.44)`$
We notice that a nonperiodic path appears $`n`$ times in the sum but a periodic path of length $`n`$ and period $`w`$ has $`n/w`$ distinct starting points only and for this reason it appears $`n/w`$ times in the sum over paths. For instance, the periodic path $`(D_{j_1}D_{j_2})(D_{j_1}D_{j_2})(D_{j_1}D_{j_2})`$ of length $`n=6`$ and period $`w=3`$ has only two distinct starting points. The other equivalent periodic path is $`D_{j_2}(D_{j_1}D_{j_2})(D_{j_1}D_{j_2})D_{j_1}`$. After division by $`n`$, periodic paths with period $`w`$ will show up in the sum with a weight $`1/w`$. Thus, the above relation includes all closed paths of length $`n`$ over the $`N\times N`$ lattice, periodic and nonperiodic, and excludes inversions and circular permutations. The total amplitude of closed paths of any length is then given by the series

$$\underset{n}{}\frac{1}{n}\underset{p(n)}{}W_p(u)=\underset{n=1}{\overset{\mathrm{}}{}}\frac{N^2}{2}\frac{1}{(2\pi )^2}_0^{2\pi }_0^{2\pi }𝑑\epsilon 𝑑\eta \frac{Tr(uM)^n}{n}$$
$`(4.45)`$
whose convergence will be investigated below. We note that since the lattice is square, closed paths with nonzero amplitude are possible only for $`n>3`$ but in view of relation (4.38) in Ex. 11 we can write the series in (4.45) starting from $`n=1`$.

With the above remarks,

$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n}\underset{p(n)}{}W_p(u)\underset{[p]}{}[W_p(u)\frac{1}{2}(W_p(u))^2+\frac{1}{3}(W_p(u))^3\mathrm{}]$$
$`(4.46)`$
In $`_{[p]}`$ the first term is the sum of $`W_p(u)`$ over all nonperiodic paths. The other terms give the sum over all periodic paths since any periodic path is the repetition of some nonperiodic path $`p`$ with period given by $`w=2,3,\mathrm{}`$. In section 3.2 the sign of a periodic path was proved to be $`1`$ if $`w`$ is even and equal to the sign of its nonperiodic subpath if $`w`$ is odd. This explains the signs in the r.h.s of (4.46).

Since $`|u|<1`$ then $`|W|<1`$ and the series between brackets converges to $`ln(1+W)`$, and the r.h.s. of (4.46) equals to

$$\underset{p}{}\mathrm{ln}(1+W_p(u))=\mathrm{ln}\underset{p}{}(1+W_p(u)).$$
$`(4.47)`$
a result to be used below.

Theorem 4.1. Take $`|u|r<\frac{1}{4}`$. Then, the series

$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{u^n(M^n)_{ij}}{n}$$
$`(4.48)`$
converges uniformily.

Proof: We have that $`|M_{ij}|1`$, $`i,j=1,2,3,4`$, so from (4.31) we get

$$(M^n)_{ij}4^{n1}$$
$`(4.49)`$
and

$$\left|\frac{u^n(M^n)_{ij}}{n}\right|\frac{4^{n1}u^n}{n}$$
$`(4.50)`$
The series

$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{(4u)^n}{n}$$
$`(4.51)`$
converges for $`|u|r<\frac{1}{4}`$, hence, by Weierstrass $`M`$-test the series (4.48) converges uniformly for $`|u|r<1/4`$.

We may conclude that the series $`_{n=1}^{\mathrm{}}\frac{(uM)^n}{n}`$ converges uniformly to the matrix $`ln(1uM)`$ in the same interval.

We may now integrate the series term by term to get the series (4.45) which likewise converges uniformly in the same interval. Interchanging integration and summation in (4.45) yields

$$\frac{N^2}{2}\frac{1}{(2\pi )^2}_0^{2\pi }_0^{2\pi }𝑑\epsilon 𝑑\eta Tr\underset{n=1}{\overset{\mathrm{}}{}}\frac{(uM)^n}{n}=\frac{N^2}{2}\frac{1}{(2\pi )^2}_0^{2\pi }_0^{2\pi }𝑑\epsilon 𝑑\eta Trln(IuM)$$
$`(4.52)`$
From the previous analysis, $`|u|r<1/4`$. However, the r.h.s. of (4.52) is well defined in a bigger domain. Using the relation

$$Trln(IuM)=lndet(IuM)$$
$`(4.53)`$
which is valid for $`det(1uM)0`$ , we get

$$\frac{N^2}{2}\frac{1}{(2\pi )^2}_0^{2\pi }_0^{2\pi }𝑑\epsilon 𝑑\eta ln𝑑et(IuM)$$
$`(4.54)`$
The determinant can be easily computed and one finds that

$$det(1uM)=(u^2+1)^22u(1u^2)(\mathrm{cos}\epsilon +\mathrm{cos}\eta )$$
$`(4.55)`$
Taking the logarithm on both sides of relation (3.24) gives

$$\frac{lnZ(u)}{N^2}=ln2+2(1\frac{1}{N})ln(coshK)+ln\underset{p}{}[1+W_p(u)]$$
$`(4.56)`$
or, using (4.45-47), (4.52,4.54),

$$\frac{lnZ(u)}{N^2}=ln2+2(1\frac{1}{N})ln(coshK)+\frac{1}{8\pi ^2}_0^{2\pi }_0^{2\pi }𝑑\epsilon 𝑑\eta ln𝑑et(1uM)$$
$`(4.57)`$
Using (4.55) with $`u=tanhK`$ and the relations

$$u=\frac{1}{2}sinh(2K)(1u^2)$$
$`(4.58)`$
$$(1+u^2)^2=cosh^2(2K)(1u^2)^2$$
$`(4.59)`$
$$(1u^2)=\frac{1}{cosh^22K}$$
$`(4.60)`$
gives

$$det(1uM)=cosh^42K\left[(cosh2K)^2(sinh2K)(cos\eta +cos\epsilon )\right]$$
$`(4.61)`$
Onsager’s formula follows from (4.57) after taking the limit $`N\mathrm{}`$:

$$\frac{f}{k_BT}=ln2+\frac{1}{2\pi ^2}_0^\pi _0^\pi 𝑑\epsilon 𝑑\eta ln\left[(cosh2K)^2sinh2K(cos\eta +cos\epsilon )\right]$$
$`(4.62)`$
where $`f`$ is the free energy per site in the thermodynamical limit ( see (2.5)).

The integral in (4.62) can not be evaluated in terms of simple functions. The derivatives of the integral however can be expressed in terms of elliptic functions .

Set $`2k=tanh2K/cosh2K`$. Then,

$$\frac{f}{k_BT}=ln2+ln(cosh2K)+\frac{1}{2\pi ^2}_0^\pi _0^\pi 𝑑\epsilon 𝑑\eta ln\left[12k(cos\eta +cos\epsilon )\right]$$
$`(4.63)`$
Expanding the logarithm in powers of $`k`$ it follows that

$$\frac{f}{k_BT}=ln2+ln(cosh2K)\underset{n=1}{\overset{\mathrm{}}{}}\left(\frac{(2n)!}{(n!)^2}\right)^2k^{2n}$$
$`(4.64)`$
The series converges for $`|2k(\mathrm{cos}ϵ+\mathrm{cos}\eta )|4|k|<1`$. For $`k>0`$ ($`J>0`$) and at $`k=1/4`$, that is, at the critical value $`K=K_c`$ ( or temperature $`T_c=2Jk_B^1ln^1(\sqrt{2}+1)`$ ) given by

$$2senh2K_c=cosh^22K_c$$
$`(4.65)`$
it diverges. ( Similarly, for $`J<0`$ which implies $`k<0`$ and divergence at $`T_c=2Jk_B^1ln^1(\sqrt{2}1)`$ ).

The internal energy $`U`$ is given by

$$U=kT^2\frac{}{T}\frac{f}{kT}$$
$`(4.66)`$
From (4.63),

$$U=Jcoth(2K)\left[1+(sinh^22K1)I(2K)\right]$$
$`(4.67)`$
where

$$I(2K)=\frac{1}{\pi ^2}_0^\pi \frac{dϵd\eta }{cosh^2(2K)sinh(2K)(cosϵ+cos\eta )}$$
$`(4.68)`$
By performing one of the integrals its found that

$$U=Jcoth(2K)\left[1+(2tanh^22K1)\frac{2}{\pi }F(k_1)\right]$$
$`(4.69)`$
where $`k_1=4k`$ and $`F(k_1)`$ is the complete elliptic integral of the first kind defined by

$$F(k_1)=_0^{\pi /2}(1k_1^2sen^2\theta )^{\frac{1}{2}}𝑑\theta $$
$`(4.70)`$
The elliptic function $`F`$ ( see Ref.  ) has the property that

$$Fln[4(1k_1^2)]^{1/2}$$
$`(4.71)`$
as $`k_11^{}`$. So it diverges logarithmically at $`k_1=1`$, or at the value $`K_c`$ given by (4.65).

In relation (4.69) for $`U`$ the function $`F`$ is multiplied by $`(2tanh^22K1)`$ which is zero at the critical point $`K_c`$. Indeed, from the identity $`cosh^2x=1+sinh^2x`$ relation (4.65) implies that $`sinh(2K_c)=1`$. Using this and (4.65), $`tanh^22K_c=1/2`$ follows. So the function $`U`$ is continuous at $`K_c`$.

The specific heat can be computed from the definition

$$C=\frac{U}{T}$$
$`(4.72)`$
It is given by

$$C=\frac{2k_1}{\pi }(Kcoth2K)^2\{2F(k_1)2E(k_1)+2(tanh^22K1)G(k_1)\}$$
$`(4.73)`$
where

$$G(k_1)=\frac{\pi }{2}+(2tanh^22K1)F(k_1)$$
$`(4.74)`$
and $`E(k_1)`$ is the complete elliptic integral of the second kind, defined by

$$E(k_1)=_0^{\pi /2}(1k_1^2sen^2\theta )^{\frac{1}{2}}𝑑\theta $$
$`(4.75)`$
which is well defined at $`k_1=1`$. From the exact result (4.73) it follows that the specific heat is logarithmically divergent at the critical point.


text:
# Photocurrent in conjugated polymers

## Abstract

Nonlinear photocurrent carriers in conjugated polymers, such as polarons, bipolarons and solitons, are considered at low photon energies where a tunnelling process is necessary. We show that polarons usually dominate the photocurrent $`I`$ due to a novel electric field assisted tunnelling for which $`\mathrm{ln}IE^{2/3}`$. For near degenerate polymers an electric field $`E`$ which exceeds the confinement potential and frequencies above twice the soliton energy, soliton tunnelling is favored. Photocurrent data can then be used to identify the remarkable phenomenon of soliton conduction.

Photoexcitation of charge carriers in conjugated polymers is of considerable interest for determining types of charge carriers and for probing novel conduction mechanisms. Considerable theoretical attention has been given to polyacetylene (PA)  which has degenerate ground states (i.e. by inverting the dimerization sign) predicting photocurrent carried by charged solitons. Experimentally, however, significant photocurrent has been observed in non-degenerate conjugated polymers such as polydiacetylene (PDA) .

In a non-degenerate polymer the dimerization pattern in the ground state is unique, being fixed by the polymer structure. The charge carriers are expected to be  either polarons or doubly charged bipolarons; the continuum model for polarons and bipolarons has been considered in detail . Reversing the sign of the dimerization leads to a local minimum (at least for near degenerate systems) which is higher by an energy of $`\alpha `$ per unit length. A soliton is an excitation which interpolates between states with opposite signs of dimerization; hence generating a soliton pair leads to an excess energy linear in the separation $`R`$ of the solitons, i.e. a confinement potential $`\alpha R`$. In contrast, polarons or bipolarons are local deformations of the ground state, hence a polaron pair has no confinement potential. We note that interchain coupling acts as a confinement potential, hence even PA with degenerate minima should be considered as a near-degenerate polymer.

Some properties of PDA serve us as a prime example for illustrating phenomena in a non-degenerate polymer. PDA has chains of the form $`[=RCCCCR=]_n`$ where R is one of a number of side groups with which the monomer can be synthesized. Band structure calculations  show that the states near the gap are essentially $`\pi _z`$ orbitals. If these orbitals were removed the underlying structure would be $`[RCC=CCR]_n`$, i.e. 3 bonds per carbon. If $`a`$ is the mean spacing of carbons, the electron spectrum in an extended zone scheme has gaps at $`\pm n\pi /4a`$ with $`n=1,2,3`$ since the unit cell has 4 carbons. Filling in one electron per Carbon for the $`\pi _z`$ orbitals up to wavevectors $`\pm \pi /2a`$ leads therefore to a gap at the Fermi level, a so called ”extrinsic gap” $`\mathrm{\Delta }_e`$. In addition, the $`\pi _z`$ orbitals tend to dimerize, i.e. their overlap between nearest carbons is alternating. This dimerization increases the gap at the Fermi level so that the gain in electron energies overcomes the cost in the lattice distortion. For PDA, the usual acetylenic ground state is then formed with the above triple bond. It is possible, however, depending on the side groups R, on temperature or on external strain, that the ground state will favor the opposite sign for this dimerization, leading to the butatrienic form $`[RC=C=C=CR]_n`$. In fact, some data supports a PDA butatrienic form produced in a different photopolymerization procedure, which transforms into an acetylenic form when annealed above $`350K`$ . Solitons in PDA interpolate between these states, i.e. $`[\mathrm{}RC=C=C=CRR\dot{C}CCCR=\mathrm{}]`$. The central carbon $`\dot{C}`$ has only three bonds, i.e. it acquires a localized orbital with intragap energy. If a phase transition in PDA is indeed posible, then at the critical temperature $`\alpha =0`$ and solitons can lead to photocurrent . As we show below, even a small $`\alpha `$ can demonstrate the remarkable phenomenon of soliton conductance.

Experimental data on PDA  with currents measured down to $`10^{16}A`$ shows a steep photocurrent edge at photon energy of 0.8eV which is well below either the band gap of 2.4eV, or the exciton level at 2eV. Further data on PDA with a different side group  has shown that thermal annealing allows for measurable photocurrents at 2.2eV, with an exciton level at 2.3eV; the current sensitivity in this case was about $`10^{13}A`$.

In the present work we study photocurrent due to tunnelling into a variety of charge carriers – polarons, bipolarons and solitons. We show that at low photon energies $`\mathrm{}\omega <2E_p`$ polarons usually dominate, where $`E_p`$ is the polaron formation energy. The electric field allows for a novel tunnelling route where weak lattice deformations are formed at large separation $`R_p`$ such that upon charge transfer shallow polarons are formed; the energy gain $`eER_p`$ compensates for the missing formation energy $`2E_p\mathrm{}\omega `$. This process is likely to be effective also in semiconductors with higher dimensionality. We also show that bipolarons can be directly photoproduced, though with a smaller probability. Finally we show that the external electric field $`E`$ can overcome the confinement potential when $`eE>\alpha `$ and allows for charged soliton creation. We find that for $`2E_s<\mathrm{}\omega <2E_p`$, and above the threshold field $`\alpha /e`$ soliton formation is favored, where $`2E_s`$ is the soliton pair energy (in addition to the $`\alpha R`$ term). This process can serve as a clear identification of soliton conduction, adding to intriguing PA data .

We consider first photocurrent due to polarons at $`\mathrm{}\omega <2E_p`$. The tunnelling process is parameterized by two local deformations of the dimerization pattern separated by distance $`R`$, each deformation yields a bound state of size $`1/\kappa `$. These localized states are pulled from the valence and conduction band edges at $`\pm \mathrm{\Delta }_0`$, respectively. We assume that direct electron-electron (e-e) interactions are embedded in the parameters such as $`\mathrm{\Delta }_0`$, $`E_p`$ and $`\kappa `$; where needed we address e-e interactions explicitly. For the purpose of illustration, we show the electron level structure in Fig. 1 for the electron-lattice (e-l) model in the absence of e-e interactions.

The initial state potential $`V_0(\kappa ,R)`$ describes the deformed lattice with the electron occupation following adiabatically that of the ground state. The excited state corresponds to a dipole allowed transition of one electron into a state with energy higher by $`2\omega _0`$, e.g. for $`\kappa =0`$ we have $`2\omega _0=2\mathrm{\Delta }_0`$. The excited state can relax adiabatically into a two polaron state $`P^+P^{}`$ with energy minimized at some $`\kappa =\kappa _p`$, i.e. the polaron energy $`E_p(\kappa )`$ relaxes to $`E_pE_p(\kappa _p)`$. In the e-l model the initial state of each deformation has the lower level (Fig. 1a) doubly occupied while the upper level is empty; the excited state has one more electron in the upper state ($`P^{}`$) or one less in the lower state ($`P^+`$).

The condition for having a localized state with well defined charge is (i) $`R1/\kappa `$ and (ii) that $`E`$ does not mix the state with continuum states, i.e. the energy shift of the localized state $`eE/\kappa `$ is small relative to the excitation energy into the continuum, i.e. $`eE/\kappa \mathrm{\Delta }_0\omega _0`$. We claim that for small $`\kappa `$ the latter is $`\mathrm{\Delta }_0\omega _0\mathrm{\Delta }_0\kappa ^2\xi ^2`$ where $`\xi =v_F/\mathrm{\Delta }_0`$ and $`v_F`$ is the Fermi velocity in the absence of an energy gap. For the noninteracting case this is seen by continuing analytically the momentum $`ki\kappa `$ in the spectrum $`\omega _0=\sqrt{\mathrm{\Delta }_0^2v_F^2\kappa ^2}\mathrm{\Delta }_0(1\frac{1}{2}\kappa ^2\xi ^2)`$. In the final paragraph before the conclusions we show that to first order in Coulomb interactions the $`\kappa ^2`$ form is maintained. This is rather surprising since the Hartree term by itself gives a $`\kappa `$ term . The perturbation parameter being $`e^2\kappa /\mathrm{\Delta }_0`$ implies that higher order terms lead to higher powers of $`\kappa `$.

The condition $`eE/\kappa \mathrm{\Delta }_0\omega _0`$ becomes then $`\kappa \kappa _m`$ where

$$\kappa _m=(eE\xi /\mathrm{\Delta }_0)^{1/3}/\xi .$$
(1)
Since typically $`\mathrm{\Delta }_01eV`$, $`\xi 1nm`$ and $`E10^5V/cm`$ we have $`eE\xi /\mathrm{\Delta }_010^2`$ which serves as a small parameter. This condition for localized charges is extremely important – it allows the excited state potential to gain an electric field energy $`V_{ex}(\kappa ,R)=2E_p(\kappa )eER`$, hence the energy gain $`eER`$ facilitates tunnelling even if $`\mathrm{}\omega <2E_p`$. The initial state potential has neutral components, hence $`V_0(\kappa ,R)=2E_p(\kappa )2\omega _0(\kappa )`$.

Perturbation theory in the exciting photons $`e^{i\omega t}`$  in the adiabatic limit ($`\mathrm{}\omega ,2\mathrm{\Delta }_0`$ large compared with a typical phonon energy $`\mathrm{}\omega _{ph}`$) shows that the electron transition occurs at $`\kappa ,R`$ such that $`V_0(\kappa ,R)=V_{ex}(\kappa ,R)\mathrm{}\omega `$. The tunnelling barrier changes then from $`V_0(\kappa ,R)`$ to $`V_{ex}(\kappa ,R)\mathrm{}\omega `$ at the crossing point. The dynamics is dominated by the ion kinetic energy; the space dependent dimerization pattern $`\mathrm{\Delta }(x;k,R)=\mathrm{\Delta }_p(\kappa ,xR/2)+\mathrm{\Delta }_p(\kappa ,x+R/2)`$, where $`\mathrm{\Delta }_p(\kappa ,x)`$ is the single polaron pattern, leads to the kinetic energy

$$𝑑x\frac{\dot{\mathrm{\Delta }}^2}{\pi \lambda v_F\omega _{ph}^2}=M_1(\kappa )\dot{R}^2/2+M_2(\kappa )\dot{\kappa }^2/(2\kappa ^4)$$
(2)
where dot is a time derivative and $`\lambda `$ is the electron-phonon coupling. $`M_1(\kappa )`$ is the mass for polaron motion while $`M_2(\kappa )`$ is the mass for the polaron size $`1/\kappa `$ modulations. Note that $`\mathrm{\Delta }_p(\kappa ,x)`$ is symmetric in $`x`$ hence $`_R`$ terms are antisymmetric and the coefficient of a cross term $`\dot{R}\dot{\kappa }`$ vanishes.

Consider first a tunnelling trajectory such that initially $`\kappa `$ increases (at small $`R<\xi `$) until crossing into the excited potential occurs. The matrix element for the transition involves the photon field and a wavefunction overlap which is large for $`R<\xi `$. The tunnelling continues then on the excited state with increasing $`R`$, reducing the excited state energy with the $`eER`$ term until it vanishes at $`R_1=(2E_p\mathrm{}\omega )/eE`$ (Fig. 2a). The condition $`R_1\xi `$ is satisfied if $`2E_p\mathrm{}\omega `$ is not too small, e.g. $`0.1eV`$ and with $`\xi 1nm`$ one needs $`E10^6V/cm`$. Most of the trajectory is then in the regime $`R\xi `$ justifying the use of the form $`V_{ex}(\kappa ,R)=2E_peER`$ and the use of effective masses. The tunnelling rate along the $`R`$ trajectory under the barrier $`2E_peER\mathrm{}\omega `$ (curve p in Fig. 2a) is given by a WKB form $`\mathrm{exp}\{2_0^{R_p}[M_p(2E_peER\mathrm{}\omega )]^{1/2}𝑑R\}`$ where $`M_p=M_1(\kappa _p)`$ is the polaron mass; hence

$`\mathrm{\Gamma }_1e^{\frac{4\sqrt{M_p}}{3eE}(2E_p\mathrm{}\omega )^{3/2}}.`$ (3)
This exponent involves two large parameters; first an electric field term, $`\mathrm{\Delta }_0/eE\xi >10^2`$, and second an adiabatic parameter $`\sqrt{M_pv_F^2/\mathrm{\Delta }_0}\mathrm{\Delta }_0/\omega _{ph}10`$. Hence $`\mathrm{\Gamma }_1`$ is extremely small.

To find the optimal tunnelling trajectory in the $`R,\kappa `$ plane and avoid the strong suppression of tunnelling along $`R`$ (Eq. 3) we consider the opposite extreme where $`\kappa `$ increases from $`0`$ at a large fixed $`R`$. This corresponds to nucleating two lattice deformations at a large distance $`R`$ with initial energy $`2E_p(\kappa )2\omega _0(\kappa )`$ which crosses the excited state energy at some $`\kappa `$ (Fig. 2b). The price to pay in this process is that the matrix elements involve the overlap of localized wavefunctions separated by a large $`R`$, i.e. $`\mathrm{ln}\mathrm{\Gamma }2\kappa R`$. As discussed above, the minimal $`\kappa `$ that is consistent with localized charges is $`\kappa _m`$, hence we choose to nucleate the deformations at a distance $`R_p`$ such that the crossing in Fig. (2b) is at $`\kappa _m`$, i.e.

$$2E_p(\kappa _m)2\omega _0(\kappa _m)=2E_p(\kappa _m)\mathrm{}\omega eER_p.$$
(4)
Since $`\kappa _m`$ is small $`R_p(2\mathrm{\Delta }_0\mathrm{}\omega )/eE`$, hence the tunnelling rate is

$$\mathrm{\Gamma }_pe^{4(1\frac{\mathrm{}\omega }{2\mathrm{\Delta }_0})(\frac{\mathrm{\Delta }_0}{eE\xi })^{2/3}}$$
(5)
$`\mathrm{\Gamma }_p`$ involves also the tunnelling across small $`\kappa `$ values of Fig. 2b which contributes a small correction within the exponent in Eq. (5). We note that if Coulomb energies would give an excitation energy $`\kappa `$ (e.g. in semiconductors with higher dimensionality) then $`\kappa _mE^{1/2}`$ and $`\mathrm{ln}I(\mathrm{\Delta }_0/eE\xi )^{1/2}`$. We also note that choosing $`R<R_p`$ for Fig. 2 implies a higher $`\kappa `$ so that the above $`\kappa _mR_p`$ is the minimal value.

The result for $`\mathrm{\Gamma }_p`$ is remarkable – it reduces the large $`\mathrm{\Delta }_0/eE\xi `$ factor in Eq. (3) to its $`2/3`$ power and also avoids the large adiabatic parameter. Furthermore, this process is much more efficient than the Franz-Keldysh process  which is the photon assisted $`\kappa =0`$ process, i.e. tunnelling between extended states of the valence and conduction bands with $`\mathrm{ln}\mathrm{\Gamma }(1\mathrm{}\omega /2\mathrm{\Delta }_0)^{3/2}\mathrm{\Delta }_0/eE\xi `$. We conclude that the process leading to Eq. (5) is the most efficient one for generating polarons. This is a most remarkable process – the system prepares localized states at a large separation (typically $`R_p>100nm`$) so as to accommodate an eventual transfer of charge.

We consider next tunnelling into bipolarons. The electric field breaks inversion symmetry and allows charge transfer between polarons, leading to doubly charged bipolarons. The excitaion potential is $`V_b(\kappa ,R)=2E_b(\kappa )2eER`$ where $`2E_b`$ is the creation energy of two bipolarons; in the e-l model $`2E_b(\kappa )=2E_p(\kappa )+2\omega _0`$ (Fig. 1b). If tunnelling along R had dominated, then direct tunnelling into bipolarons would have dominated at low frequencies. To see this, note that $`V_b(\kappa ,R)\mathrm{}\omega `$ crosses $`0`$ at $`R_2=(2E_b\mathrm{}\omega )/2`$ ($`E_b`$ here is the minimized $`E_b(\kappa )`$) which is smaller than $`R_1`$ (Fig. 2a) if $`\mathrm{}\omega <4E_b2E_p`$, or $`\mathrm{}\omega 0.4\mathrm{\Delta }_0`$ in the e-l model. Tunnelling directly into bipolarons eliminates the more costly tunnelling range between $`R_2`$ and $`R_1`$ at the expense of an $`e^{2\kappa R_2}`$ factor for the second charge transfer. Hence, bipolarons would dominate at low $`\mathrm{}\omega `$.

Within the much more efficient process of tunnelling along $`\kappa `$ at a large $`R`$ bipolarons are more efficiently generated when $`R=R_b`$ is chosen such that the bipolaron curve $`2E_b(\kappa )2eER\mathrm{}\omega `$ crosses the initial energy $`2E_p(\kappa )2\omega _0(\kappa )`$ at the minimal $`\kappa _m`$, hence $`R_b(2\mathrm{\Delta }_0\frac{1}{2}\mathrm{}\omega )/eE`$. The polaron excitation energy is then below the bipolaron one, but since $`eER`$ is inefficient at $`\kappa <\kappa _m`$ the polaron curve would also cross near $`\kappa _m`$. The transfer of two charges involves now a $`e^{4\kappa R}`$ factor, hence $`\mathrm{\Gamma }_b\mathrm{\Gamma }_p`$ with

$$\mathrm{\Gamma }_be^{8(1\frac{\mathrm{}\omega }{4\mathrm{\Delta }_0})(\frac{\mathrm{\Delta }_0}{eE\xi })^{2/3}}.$$
(6)
We consider next photocurrent of charged solitons which has been studied in detail for the degenerate PA case . In the non-degenerate case, or for PA with interchain coupling, the electric field must exceed a threshold value to overcome the confinement potential. Solitons being topological objects must be generated by $`R`$ tunnelling – there is no $`\kappa `$ parameter or a local deformation which can generate a single soliton from the ground state. The excitation energy of a soliton pair $`S^+S^{}`$ is then $`V_s(R)=2E_s+\alpha ReER`$ allowing tunnelling only for $`eE>\alpha `$. The tunnelling terminates at $`R_s=(2E_s\mathrm{}\omega )/(eE\alpha )`$ which is assumed to be large, $`R_s\xi `$. The tunnelling rate into solitons with mass $`M_s`$, for $`\mathrm{}\omega <2E_s,eE>\alpha `$, is then

$$\mathrm{\Gamma }_s\mathrm{exp}[\frac{\sqrt{8M_s}}{3(eE\alpha )}(2E_s\mathrm{}\omega )^{3/2}].$$
(7)
The formation of $`S^+S^{}`$ leaves a metastable state which can then spontaneously form a pair of solitons without a photon. $`\mathrm{\Gamma }_s`$ is extremely small (comparable to Eq. 3) unless $`\mathrm{}\omega `$ is close to $`2E_s`$. Soliton photocurrent may then dominate the polaron one only if the range $`E_s<\mathrm{}\omega <E_p`$ exists. In the e-l model with weak $`\alpha `$ one has $`E_s0.6\mathrm{\Delta }_0<E_p0.9\mathrm{\Delta }_0`$ ($`E_s`$ is defined so that a soliton pair energy separated by $`R\xi `$ is $`2E_s+\alpha R`$).

We consider therefore the range $`2E_s<\mathrm{}\omega <2E_p`$. The polaron photocurrent is still given by Eq. (5) while soliton tunnelling can occur at $`R<\xi `$ where $`\alpha `$ and $`E`$ are ineffective. The result is then just as in the $`\alpha =0`$ system  $`\mathrm{ln}\mathrm{\Gamma }\mathrm{\Delta }_0/\omega _0`$, with weak $`E`$ dependence. We conclude that soliton photocurrent dominates over that of polarons when $`2E_s<\mathrm{}\omega <2E_p`$ and $`E>\alpha /e`$. This is achievable if $`\alpha /e10^6V/cm`$ or $`\alpha =4\mathrm{\Delta }_e\mathrm{\Delta }_0/\pi \lambda v_F`$  yields $`\gamma \mathrm{\Delta }_e/\lambda \mathrm{\Delta }_00.1`$. Hence varying $`E`$ changes Eq. (5) at $`E>\alpha /e`$ into a larger and weakly $`E`$ dependent tunneling rate, exhibiting a sensitive tool for identifying the intriguing soliton conduction.

Finally, we present a somewhat technical section, evaluating the effect of Coulomb interactions to first order on the excitation energy of a polaron, e.g. $`P^+`$, leading to the important criteria for $`\kappa _m`$ in Eq. (1). The e-l system with (non-uniform) electron transfer between nearest neighbors has particle-hole symmetry, i.e. each eigenstate $`\varphi (n)`$ at site $`n`$ with energy $`E`$ allows an eigenstate $`()^n\varphi (n)`$ with energy $`E`$. Completeness relation for the polaron $`P^+`$ state (right side of Fig. 1a) yields for the charge density of each spin $`\rho _{}(n)=\frac{1}{2}`$, $`\rho _{}(n)=\frac{1}{2}\varphi _b^2(n)`$ where $`\varphi _b(n)`$ is the lower energy localized eigenstate (Fig. 1). A Hubbard interaction, to first order is $`_n(\rho _{}(n)\frac{1}{2})(\rho _{}(n)\frac{1}{2})=0`$; similarly all interactions with range of even sites vanish.

Consider next nearest neighbor interaction $`_V`$ with coupling $`V`$. Its average yields direct and exchange terms,

$`_V=`$ $`{\displaystyle \frac{1}{2}}V{\displaystyle \underset{n}{}}\{(\rho (n){\displaystyle \frac{1}{2}})(\rho (n+1){\displaystyle \frac{1}{2}})`$ (9)
$`|S+\varphi _b^{}(n)\varphi _b(n+1)|^2|S|^2\}`$
where $`\rho (n)=\rho _{}(n)+\rho _{}(n)`$ and $`S=_\alpha \varphi _\alpha ^{}(n)\varphi _\alpha (n+1)`$ sums on all occupied continuum states (per spin) with energy up to $`\mathrm{\Delta }_0`$. The 2nd term above is the exchange for $``$ spin while the 3rd is for $``$ spin. The summation can be done in a continuum limit  where $`x=na`$ and $`f_\alpha ,g_\alpha `$ are wavefunctions on the even and odd sites, respectively. For small $`\kappa `$ ($`1/\kappa `$ is the range of the localized state) we obtain from

$$S=\frac{\mathrm{\Delta }_e\mathrm{\Delta }_0}{2\pi \lambda v_F}(1\frac{1}{2}\gamma \xi \kappa )f_b(x)g_b(x)+O(\kappa ^2)$$
(10)
and the contribution to the polaron energy becomes

$$_V_p=V_1+Va\frac{\mathrm{\Delta }_e\mathrm{\Delta }_0}{2\pi \lambda v_F}(1\frac{4}{\pi }\gamma \xi \kappa )+O(\kappa ^2)$$
(11)
where $`V_1/N=Va^2[(\mathrm{\Delta }_e\mathrm{\Delta }_0)/2\pi \lambda v_F]^2`$ is the correction to the ground state energy per site. Note that the direct term $`\frac{1}{2}V_nf_b^2(n)g_b^2(n)O(\kappa )`$ cancels with with the exchange term \[Ref.  presents just the direct term which, as shown here, is insufficient\].

The polaron $`P^+`$ excited state involves an electron transfer from the top of the valence band with an extended wavefunction $`\varphi _v(n)`$ into the lower localized state (Fig. 1a) which becomes doubly occupied. The direct term becomes $`\frac{1}{2}V_n\varphi _v^2(n)\varphi _v^2(n+1)0`$ for an extended system, the $``$ exchange is the same as in Eq. (9) while the $``$ exchange becomes $`|S+\varphi _b^{}(n)\varphi _b(n+1)\varphi _v^{}(n)\varphi _v(n+1)|^2`$. Using  $`𝑑xf_v^{}(x)g_v(x)=\frac{1}{2}+O(\kappa ^2)`$ we obtain that the excited polaron energy is the same as that of the polaron to order $`\kappa ^2`$. We have also checked this conclusion within the continuum model with e-e interactions. Hence the excitation energy is $`O(\kappa ^2)`$, the same as in the e-l model.

In conclusion, we have shown that polarons usually dominate the photocurrent when $`\mathrm{}\omega <2E_p`$ with the tunnelling rate from Eq. (5), i.e. $`\mathrm{ln}IE^{2/3}`$. However, for $`2E_s<\mathrm{}\omega <2E_p`$ and $`E>\alpha /e`$ solitons dominate the photocurrent. This is achievable for near-degenerate polymers, i.e. a small $`\alpha `$. Furthermore, the intriguing possibility that PDA has a phase transition at which the confinement parameter $`\alpha `$ vanishes  can be sensitively tested by the field dependence of photocurrent data.

Acknowledgements: We thank Doron Cohen and Amir Berman for stimulating discussions. This research was supported by THE ISRAEL SCIENCE FOUNDATION founded by the Israel Academy of Sciences and Humanities and by a German-Israeli DIP project.