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# Nonperturbative LocalizationThis research was partially supported by NSF grant DMS-0070755.

## 1. Introduction

Consider an operator acting on on $`\mathrm{}^2(\text{}^d)`$ defined by

$$H_\lambda =\mathrm{\Delta }+\lambda V,$$
(1.1)
where $`\mathrm{\Delta }`$ is the lattice tight-binding Laplacian

$$\mathrm{\Delta }(n,m)=\{\begin{array}{cc}1,\hfill & \text{dist}(n,m)=1,\hfill \\ 0,\hfill & \text{otherwise},\hfill \end{array}$$

and $`V(n,m)=V_n\delta (n,m)`$ is a potential given by $`V_n=f(T_1^{n_1}\mathrm{}T_d^{n_d}\theta ),\theta \text{𝕋}^b,`$ where $`T_i\theta =\theta +\omega _i,`$ and $`\omega `$ is an incommensurate vector. In certain cases $`\mathrm{\Delta }`$ may also be replaced by a long-range Laplacian. Replacing $`T_i`$’s with other commuting ergodic transformations would give a general framework of ergodic Schrödinger operators (; see Sec. 8. for an example of this kind) but we will mostly focus on the quasiperiodic (QP) operators that have been intensively studied in Physics and Mathematics literature. For another review of some recent developments in this area see . The questions of interest are the nature and structure of the spectrum, behaviour of the eigenfunctions, and particularly the quantum dynamics: properties of the time evolution $`\mathrm{\Psi }_t=e^{itH}\mathrm{\Psi }_0`$ of an initially localized wave packet $`\mathrm{\Psi }_0.`$

Of particular importance is the phenomenon of Anderson localization (AL) which is usually referred to the property of having pure point spectrum with exponentially decaying eigenfunctions. A somewhat stronger property of dynamical localization (see Sec. 7.) indicates the insulator behavior, while ballistic transport, which for $`d=1`$ follows from the absolutely continuous (ac) spectrum, indicates the metallic behavior.

Operators with ergodic potentials always have spectra (and pure point (p.p.) spectra, understood as closures of the set of eigenvalues) constant for a.e. realization of the potential. Moreover, the p.p. spectrum of operators with ergodic potentials never contains isolated eigenvalues, so p.p. spectrum in such models is dense in a certain closed set. An easy example of an operator with dense pure point spectrum is $`H_{\mathrm{}}`$ which is operator (1.1) with $`\lambda ^1=0,`$ or pure diagonal. It has a complete set of eigenfunctions, characteristic functions of lattice points, with eigenvalues $`V_j.`$ $`H_\lambda `$ may be viewed as a perturbation of $`H_{\mathrm{}}`$ for small $`\lambda ^1.`$ However, since $`V_j`$ are dense, small denominators $`(V_iV_j)^1`$ make any perturbation theory difficult, e.g. requiring intricate KAM-type schemes.

The probabilistic KAM-type scheme was developed by Fröhlich and Spencer  for random potentials ($`V_n`$ are i.i.d.r.v.’s) in the multi-dimensional case, and is called multi-scale analysis. It was significantly modified, improved, and widely applied in the later years by a number of authors, most notably . An alternative method for random localization was found by Aizenman-Molchanov  and later further developed by Aizenman and coauthors. While still requiring certain large parameters this method relies on direct estimates of the Green’s function rather than a step-by-step perturbation scheme.

For QP potentials none of the above methods work, as, among other reasons, they do not allow rank-one perturbations, nor Wegner-type estimates. The situation here is more difficult and the theory is far less developed than for the random case. With a few exceptions the results are confined to the 1D case, and also 1-frequency case ($`b=1`$) has been much better developed than that of higher frequencies.

One might expect that $`H_\lambda `$ with $`\lambda `$ small can be treated as a perturbation of $`H_0=\mathrm{\Delta },`$ and therefore have ac spectrum. It is not the case though for random potentials in $`d=1,`$ where AL holds for all $`\lambda .`$ Same is expected for random potentials in $`d=2`$ (but not higher). Moreover, in 1D case there is strong evidence (numerical, analytical, as well as rigorous ) that even models with very mild stochasticity in the underlying dynamics have point spectrum for all values of $`\lambda `$ like in the random case (e.g. $`V_n=\lambda f(n^\sigma \alpha +\theta )`$ for any $`\sigma >1).`$ At the same time, for QP potentials one can in many cases show ac spectrum for $`\lambda `$ small as well as pure point spectrum for $`\lambda `$ large (see below), and therefore there is a metal insulator transition in the coupling constant. It is an interesting question whether quasiperiodic potentials are the only ones with metal-insulator transition in 1D.

## 2. Perturbative vs nonperturbative

It is probably fair to say that much of the theory of qusiperiodic operators has been first developed around the almost Mathieu operator, which is

$$H_{\lambda ,\omega ,\theta }=\mathrm{\Delta }+\lambda f(\theta +n\omega )$$
(2.1)
acting on $`\mathrm{}^2(\text{}),`$ with $`f:\text{𝕋}\text{𝕋};f(\theta )=\mathrm{cos}(2\pi \theta ).`$ The first KAM-type approaches, in both large and small coupling regimes, were developed for this or similar models . The perturbative proofs of complete Anderson localization for $`\lambda >\lambda (\omega )`$ large are due to Sinai  and Fröhlich-Spencer-Wittwer , and both applied to $`\mathrm{cos}`$-type $`f.`$ For $`\lambda `$ small Chulaevsky-Delyon  proved pure ac spectrum using duality and the construction of Sinai . Elliasson (see  for a review) developed alternative KAM-type arguments for both large and small $`\lambda `$ for the case of real-analytic (actually, somewhat more general) class of $`f`$ in (2.1).

The common feature of the perturbative approaches above is that, besides all of them being rather intricate multi-step procedures, they rely extensively on eigenvalue and eigenfunction parametrization and perturbation arguments.

The common feature of the perturbative results in the quasiperiodic setting is that they provide no explicit estimates on how large (or small) the parameter $`\lambda `$ should be, and, more importantly, $`\lambda `$ clearly depends on $`\omega `$ at least through the constants in the Diophantine characterization of $`\omega .`$

In contrast, the nonperturbative results allow effective (in many cases even optimal) and, most importantly, independent of $`\omega ,`$ estimates on $`\lambda .`$ We will take the latter property (uniform in $`\omega `$ estimates on $`\lambda `$) as a definition of a NP result.

Recently developed nonperturbative methods are also quite different from the perturbative ones, in that they do not employ multi-scale schemes: usually only a few (from one to three) sufficiently large scales are involved, do not use the eigenvalue parametrization, and rely instead on direct estimates of the Green’s function. They are also significantly less involved, technically. One may think that in these latter respects they resemble the Aizenman-Molchanov method for random localization. It is, however, a superficial similarity, as, on the technical side, they are still closer to and do borrow certain ideas from .

Several results that satisfy our definition of nonperturbative appeared prior to the recent developments, and were all related to the almost Mathieu operator (see  for a review). In  AL was proved for $`\lambda >15,`$ and existence of p.p. component for $`\lambda >2.`$ The latter papers, while introducing some of the ingredients of the recent nonperturbative methods, did not take advantage of the positivity of the Lyapunov exponents which proved very important later.

## 3. Lyapunov exponents

Here for simplicity we consider the quasiperiodic case, although the definition of the Lyapunov exponents and some of the mentioned facts apply more generally to the 1D ergodic case.

For an energy $`E\text{}`$ the Lyapunov exponent $`\gamma (E)`$ is defined as

$$\gamma (E)=\underset{n\mathrm{}}{lim}\frac{_0^1\mathrm{ln}M_k(\theta ,E)d\theta }{k},$$
(3.1)
where

$$M_k(\theta ,E)=\underset{n=k1}{\overset{0}{}}\left(\begin{array}{cc}E\lambda f(\omega n+\theta )& 1\\ 1& 0\end{array}\right)$$

is the $`k`$step transfer-matrix for the eigenvalue equation $`H\mathrm{\Psi }=E\mathrm{\Psi }.`$

We will be interested in the regime when Lyapunov exponents are positive for all energies in a certain interval intersecting the spectrum. It is well known and fairly easy to see that if this condition holds for all $`E\text{},`$ there is no ac component in the spectrum for a.e. $`\theta `$ (it is actually true for all $`\theta `$ ). Positivity of Lyapunov exponents, however, does not imply exponential decay of eigenfunctions (in particular, not for the Liouville $`\omega `$  nor for the resonant $`\theta \text{𝕋}^b`$ ).

NP methods, at least in their original form, stem to a large extent from estimates involving the Lyapunov exponents and exploiting their positivity.

The general theme of the results on positivity of $`\gamma (E)`$, as suggested by perturbation arguments, is that the Lyapunov exponents are positive for large $`\lambda .`$ This was first established by Aubry-Andre  for the almost Mathieu operator with $`\lambda >2.`$ Their proof was made rigorous in . Another proof, exploiting the subharmonicity, was given by Herman , and applied to trigonometric polynomials $`f.`$ The lower bound in  was in terms of the highest coefficient of the trigonometric polynomial and therefore this did not easily extend to the real analytic case. All the subsequent proofs, however, were also based on subharmonicity. Sorets-Spencer  proved that for nonconstant real analytic potentials $`v`$ on 𝕋 ($`b=1`$) one has $`\gamma (E)>\frac{1}{2}\mathrm{ln}\lambda `$ for $`\lambda >\lambda (v)`$ and all irrational $`\omega .`$ Another proof was given in , where this was also extended to the multi-frequency case ($`b>1`$) with, however, the estimate on $`\lambda `$ dependent on the Diophantine condition on $`\omega .`$ Finally, Bourgain  proved that Lyapunov exponents are continuous in $`\omega `$ at every incommensurate $`\omega `$ (for $`b>1;`$ for $`b=1`$ this was previously established in ), and that led to the following Theorem which is the strongest result in this general context up to date:

###### Theorem 1

 Let $`f`$ be a nonconstant real analytic function on $`\text{𝕋}^b,`$ and $`H`$ given by (1.1). Then, for $`\lambda >\lambda (f),`$ we have $`\gamma (E)>\frac{1}{2}\mathrm{ln}\lambda `$ for all $`E`$ and all incommensurate vectors $`\omega .`$

### 3.1. Corollaries of positive Lyapunov exponents

#### The almost Mathieu operator

On one hand the almost Mathieu operator, while simple-looking, seems to represent most of the nontrivial properties expected to be encountered in the more general case. On the other hand it has a very special feature: the duality (essentially a Fourier) transform maps $`H_\lambda `$ to $`H_{4/\lambda },`$ hence $`\lambda =2`$ is the self-dual point. Aubry-Andre  conjectured that for this model, for irrational $`\omega `$ a sharp metal-insulator transition in the coupling constant $`\lambda `$ occurs at the critical value of coupling $`\lambda =2:`$ the spectrum is pure point for $`\lambda >2`$ and pure ac for $`\lambda <2.`$ A second, related, conjecture was that the dual of ac spectrum is pure point and vice versa. Both conjectures were modified based on the results of . The first modified conjecture stated pure point spectrum for Diophantine $`\omega `$ and a.e. $`\theta `$ for $`\lambda >2`$ and pure ac spectrum for $`\lambda <2`$ for all $`\omega ,\theta .`$ As for the duality, the question, after some prior developments, was resolved in  where it was shown that the dual of point spectrum is ac spectrum (the proof applied in a more general context), and it was used (together with ) to prove that the spectrum is purely singular continuous at $`\lambda =2`$ for a.e. $`\omega ,\theta .`$

As with the KAM methods, the almost Mathieu operator was the first model where the positivity of Lyapunov exponents was effectively exploited:

###### Theorem 2

 Suppose $`\omega `$ is Diophantine and $`\gamma (E,\omega )>0`$ for all $`E[E_1,E_2].`$ Then the almost Mathieu operator has Anderson localization in $`[E_1,E_2]`$ for a.e. $`\theta .`$

The condition on $`\theta `$ in  was actually explicit (arithmetic) and close to optimal. This, combined with the mentioned results on the Lyapunov exponents for the almost Mathieu operator  and duality  led to the following corollary:

###### Corollary 3

The almost Mathieu operator $`H_{\omega ,\lambda ,\theta }`$ has

1.  for $`\lambda >2,`$ Diophantine $`\omega \text{}`$ and almost every $`\theta \text{},`$ only pure point spectrum with exponentially decaying eigenfunctions.
2.  for $`\lambda =2,`$ and a.e. $`\omega ,\theta \text{}`$ purely singular-continuous spectrum.
3.  for $`\lambda <2,`$Diophantine $`\omega \text{}`$ and a.e. $`\theta \text{},`$ purely ac spectrum.

Precise arithmetic descriptions of $`\omega ,\theta `$ are available. Thus the Aubry-Andre conjecture is settled at least for almost all $`\omega ,\theta .`$ One should mention, however, that while $`1^o`$ is almost optimal, both $`2^o`$ and $`3^o`$ are expected to hold for all $`\theta `$ and all $`\omega \text{},`$ and such extension remains a challenging problem (see ).

The method in , while so far the only nonperturbative available allowing precise arithmetic conditions, uses some specific properties of the cosine. It extends to certain other but rather limited situations. A much more robust method was developed by Bourgain-Goldstein , which allowed them to extend (a measure-theoretic version of) the above result to the general real analytic as well as the multi-frequency case. Note, that essentially no results were previously available for the multifrequency case, even perturbative.

###### Theorem 4

 Let $`f`$ be non-constant real analytic on $`\text{𝕋}^b`$ and $`H`$ given by (2.1). Suppose $`\gamma (E,\omega )>0`$ for all $`E[E_1,E_2]`$ and a.e. $`\omega \text{𝕋}^b.`$ Then for any $`\theta ,`$ $`H`$ has Anderson localization in $`[E_1,E_2]`$ for a.e. $`\omega .`$

Combining this with Theorem 1 one obtains  that for $`\lambda >\lambda (f),`$ $`H`$ as above satisfies Anderson localization for a.e. $`\omega .`$

One very important ingredient of the method of  is the theory of semi-algebraic sets that allows one to obtain polynomial algebraic complexity bounds for certain “exceptional” sets. Combined with measure estimates coming from the large deviation analysis of $`\frac{1}{n}\mathrm{ln}M_n(\theta )`$ (using subharmonic function theory and involving approximate Lyapunov exponents), this theory provides necessary information on the geometric structure of those exceptional sets. Such algebraic complexity bounds also exist for the almost Mathieu operator  and are actually sharp albeit trivial in this case due to the specific nature of the cosine.

## 4. Without Lyapunov exponents

While having led to significant advances, Lyapunov exponents have obvious limitations, as any method, based on them, is restricted to 1D nearest neighbor Laplacians. It turns out that the above methods can be extended to obtain NP results in certain quasi-1D situations where Lyapunov exponents do not exist.

For the next Theorem let $`H`$ be an operator (1.1) defined on $`\mathrm{}^2(S)`$ where $`S=\text{}\times S_0,`$ is a strip. $`S_0`$ here is a finite set with a metric, and $`\text{dist}((n,s),(n^{},s^{}))=|nn^{}|+\text{dist}(s,s^{}).`$ Let $`V_{(n,s)}=f_s(\theta +n\omega ),\theta \text{𝕋}.`$

###### Theorem 5

 Assume $`f_s,sS_0,`$ are non-constant real analytic functions on $`\text{𝕋}.`$ Then for any $`\theta \text{𝕋}`$ and $`\lambda >\lambda (f_s),`$ operator $`H`$ has AL for a.e. $`\omega .`$

The following nonperturbative Theorem deals with the case of small coupling:

###### Theorem 6

 Let $`H`$ be an operator (2.1), where $`f`$ is real analytic on 𝕋 and $`\omega `$ is Diophantine. Then, for $`\lambda <\lambda (f),`$ $`H`$ has purely ac spectrum for a.e. $`\theta .`$

We note that an analogue of this Theorem does not hold in the multi-frequency case (see next section). Theorem 6 is a result on non-perturbative localization in disguise as it was obtained using duality  from a localization Theorem for a dual model which has in general a long-range Laplacian and was in turn obtained by an extension of the method of . A certain measure-theoretic version of it by the method of  allowing non-local Laplacians but leading only to continuous spectrum is also available . Theorem 5 was obtained by an extension of the method of . Both Theorems above rely on large deviations for the quantities of the form $`\frac{1}{n}\mathrm{ln}|det(HE)_\mathrm{\Lambda }|`$ and path-determinant expansion for the matrix elements of the resolvent . The methods developed in  apply also to certain other situations with long-range Laplacians, for example the kicked rotor model (see Sec. 8.).

## 5. Multidimensional case: $`𝒅\mathbf{>}\mathrm{𝟏}`$

As mentined above, there are very few results in the multidimensional lattice case ($`d>1`$). Essentially, the only result that existed before the new developments was a perturbative Theorem - an extension by Chulaevsky-Dinaburg  of Sinai’s  method to the case of operator (1.1) on $`\mathrm{}^2(\text{}^d)`$ with $`V_n=\lambda f(n\omega ),`$ $`\omega \text{}^d,`$ where $`f`$ is a $`\mathrm{cos}`$-type function on $`\text{𝕋}.`$ Recently, Bourgain  obtained this result for real analytic $`f`$ by a nonperturbative method. Note that since $`b=1,`$ this avoids most serious difficulties and is therefore significantly simpler than the general multi-dimensional case.

###### Theorem 7

 For any $`ϵ>0`$ there is $`\lambda (f,ϵ),`$ and, for $`\lambda >\lambda (f,ϵ),`$ $`\mathrm{\Omega }(\lambda ,f)\text{𝕋}^d`$ with $`\text{mes}(\mathrm{\Omega })<ϵ,`$ so that for $`\omega \mathrm{\Omega },`$ operator (1.1) with $`V_n`$ as above has Anderson localization.

This should be confronted with the following Theorem of Bourgain

###### Theorem 8

 Let $`d=2`$ and $`f(\theta )=\mathrm{cos}2\pi \theta `$ in $`H=H_\omega `$ defined as above. Then for any $`\lambda `$ measure of $`\omega `$ s.t. $`H_\omega `$ has some continuous spectrum is positive.

Therefore for large $`\lambda `$ there will be both $`\omega `$ with complete localization as well as those with at least some continuous spectrum. This shows that nonperturbative results do not hold in general in the multi-dimensional case!

A similar (in fact, dual) situation is observed for 1D multi-frequency ($`d=1;b>1`$) case at small disorder. One has, by duality:

###### Theorem 9

 Let $`H`$ be given by (2.1) with $`\theta ,\omega \text{𝕋}^b`$ and $`f`$ real analytic on $`\text{𝕋}^b.`$ Then for any $`ϵ>0`$ there is $`\lambda (f,ϵ)`$ s.t. for $`\lambda <\lambda (f,ϵ)`$ there is $`\mathrm{\Omega }(\lambda ,f)\text{𝕋}^b`$ with $`\text{mes}(\mathrm{\Omega })<ϵ`$ so that for $`\omega \mathrm{\Omega },`$ $`H`$ has purely ac spectrum.

###### Theorem 10

 Let $`d=1,b=2`$ and $`f`$ be a trigonometric polynomial on $`\text{𝕋}^2`$ with a non-degenerate maximum. Then for any $`\lambda `$ measure of $`\omega `$ s.t. $`H_\omega `$ has some point spectrum, dense in a set of positive measure, is positive.

Therefore, unlike the $`b=1`$ case (see Theorem 6), nonperturbative $`\mathrm{𝑟𝑒𝑠𝑢𝑙𝑡𝑠}`$ do not hold for absolutely continuous spectrum at small disorder.

## 6. Perturbative results by NP methods

While the above demonstrates the limitations of the NP results, the nonperturbative methods have been applied to significantly simplify the proofs and obtain new perturbative results that previously have been completely beyond reach.

We refer the reader for a description of many such applications to . In particular, new results on the construction of QP solutions in Melnikov problems and nonlinear PDE’s, obtained by using certain ideas developed for NP quasi-periodic localization (e.g. the theory of semi-algebraic sets) are presented there.

We will only mention here a theorem by Bourgain-Goldstein-Schlag that is the only one so far treating a “true” $`d>1`$ situation. Note that here $`d=2,`$ and the reasons why it has not yet been extended to higher dimensions are not just technical, but conceptual (there are certain purely arithmetic difficulties).

###### Theorem 11

 Let $`d=b=2`$ and $`f`$ be real analytic on $`\text{𝕋}^2`$ such that all functions $`f(\theta _1,),f(,\theta _2),(\theta _1,\theta _2)\text{𝕋}^2`$ are nonconstant. Then for any $`ϵ>0`$ there is $`\lambda (f,ϵ)`$ s.t. for $`\lambda >\lambda (f,ϵ)`$ there is $`\mathrm{\Omega }(\lambda ,f)\text{𝕋}^d`$ with $`\text{mes}(\mathrm{\Omega })<ϵ`$ so that for $`\omega \mathrm{\Omega }`$ operator (1.1) with $`V_n=\lambda f(n_1\omega _1,n_2\omega _2)`$ has Anderson localization.

## 7. Dynamical localization

Anderson localization does not in itself guarantee absense of quantum transport, or nonspread of an initially localized wave packet, as characterised, e.g., by boundedness in time of moments of the position operator  ( for an example of physical model with coexistence of exponential localization and quantum transport). Considering for simplicity the second moment

$$x^2_T=\frac{1}{T}_0^T\underset{n}{}|\mathrm{\Psi }_t(n)|^2n^2dt,$$

we will say that $`H`$ exhibits dynamical localization (DL) if $`x^2_T<\text{Const}.`$ We will say that the family $`\{H_\theta \}_{\theta \text{𝕋}^b}`$ exhibits strong DL if $`_{\text{𝕋}^b}𝑑\theta \underset{t}{sup}x^2_t<\text{Const}.`$ We note that the results mentioned below will hold with more restrictive definitions of DL (involving the higher moments of the position operator) as well. DL implies p.p. spectrum by RAGE theorem (see, e.g. ), so it is a strictly stronger notion.

It turns out that nonperturbative methods allow for such dynamical upgrades as well. For the almost Mathieu operator we have

###### Theorem 12

 For $`\lambda >2`$ and Diophantine $`\omega `$ (as in ) strong DL holds.

While proved in  with a slightly more restrictive condition on $`\omega ,`$ Theorem 12 holds as stated by a result of . For the results obtained by methods stemming from the approach of  one has

###### Theorem 13

 In Theorems 4,5,7,11 dynamical localization also holds.

This also applies to other results on nonperturbative localization, e.g. .

## 8. Quantum kicked rotor

The quantum kicked rotor was introduced in  as a model in quantum chaos. It is given by the time-dependent Schrodinger equation on $`L^2(\text{𝕋})`$

$$i\frac{\varphi }{t}=a\frac{^2\varphi }{^2\theta }+ib\frac{\varphi }{\theta }+V(t,\theta )\varphi $$

where $`V(t,\theta )=\kappa \mathrm{cos}2\pi \theta _n\text{}\delta (tn).`$ It represents quantization of the Chirikov standard map, and a conjecture (e.g.) was that for a.e. $`a,b`$ the solution $`\varphi `$ is almost-periodic in time, thus demonstrating “quantum suppression of chaos” (as some chaos is expected for the standard map). Such almost periodicity follows from dynamical localization for the Floquet operator $`W:L^2(\text{𝕋})L^2(\text{𝕋})`$ defined by $`W\varphi (t,\theta )=\varphi (t+1,\theta ).`$ $`W`$ is a unitary operator that in Fourier representation can be written as a product $`US`$ where $`S(n,m)=S(nm)`$ is a Töeplitz operator with very fast decay of $`S(n)`$ and $`D(n,m)=D(n)\delta (n,m)`$ is a diagonal operator with $`D(n)=\mathrm{exp}(2\pi i(T^nx)_2),`$ with $`T`$ being the skew shift of the torus $`T(x_1,x_2)=(x_1+\omega ,x_2+x_1),`$ and $`x_1,x_2,\omega `$ determined by $`a,b.`$ The nonperturbative methods (particularly, the method for skew-shift dynamics localization in  and a long-range method  ) were further developed for this model to obtain

###### Theorem 14

 For any $`ϵ>0`$ and any fixed $`b`$ there is $`\kappa (ϵ),`$ and for $`\kappa <\kappa (ϵ),`$ $`\mathrm{\Omega }(\kappa )\text{𝕋}`$ with $`\text{mes}(\mathrm{\Omega })<ϵ,`$ s.t. for $`a\mathrm{\Omega }(\kappa ),`$ operator $`W`$ has DL.

Exploiting the multiplicative nature of $`W`$ one also obtains a nonperturbative counterpart:

###### Theorem 15

 There is $`\kappa _0>0`$ such that for any $`b,`$ operator $`W`$ has dynamical localization for $`\kappa <\kappa _0`$ and a.e. $`a.`$

This confirms the “quantum suppression of chaos” conjecture for small $`\kappa .`$


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# Quantum Resonances and Partial Differential Equations

## 1. Introduction

Eigenvalues of self-adjoint operators appear naturally in quantum mechanics and are in fact what we observe experimentally in many situations. To explain the need for the more subtle notion of quantum resonances we consider the following simple example.

Let $`V(x)`$ be a potential on a bounded interval, as shown in Fig.1 a). If $`\xi `$ denotes the classical momentum, then the classical energy is given by

$$E=\xi ^2+V(x),$$
(1.1)
and the motion of a classical particle can deduced from this equation by considering $`E`$ as the Hamiltonian. The quantized Hamiltonian is given by

$$P(h)=(hD_x)^2+V(x),\xi hD_x,D_x=\frac{1}{i}_x.$$
(1.2)
The operator $`P(h)`$ considered as an unbounded operator on $`L^2`$ of a bounded interval (with, say, Dirichlet boundary conditions) has a discrete spectrum, which gets denser and denser as $`h0`$, which corresponds to getting closer to classical mechanics:

$$P(h)u(h)=E(h)u(h),E(h)𝐑,|u(h)|^2<\mathrm{},u(h)(\pm \pi )=0.$$
(1.3)
The eigenvalues, $`E(h)`$, are what we (in principle) observe, and the square-integrable eigenfunctions, $`u(h)`$, are the wave functions.

Now, consider the same example but with a potential $`V(x)`$ on $`𝐑`$, as shown in Fig.1 b). At the energy $`E`$, and inside the well created by the potential, the classical motion is the same as in the previous case. Hence, we expect that (at least for $`h`$ very small) there should exist a quantum state corresponding to the classical one. It is clear in dimension one that for the potential shown in the figure, $`P(h)`$ given by (1.2) has no square integrable eigenfunctions (1.3).

A non-obvious remedy for this is to think of eigevalues (in the case of Fig.1a) as the poles of the resolvent of $`P(h)`$:

$$R(z,h)=(P(h)z)^1.$$

In the case of Fig1b), the resolvent is not bounded on $`L^2(𝐑)`$ for $`z>0`$, which corresponds to free motion or scattering. However, under suitable assumptions on $`V(x)`$ near infinity we have a meromorphic continuation of $`R(z,h)`$ from $`\mathrm{Im}z>0`$ to the lower half-plane:

$$R(z,h):L_{\mathrm{comp}}^2(𝐑)L_{\mathrm{loc}}^2(𝐑).$$

The complex poles of $`R(z,h)`$ are the replacement for eigenvalues, are called resonances. For a recent presentation of these in the physical literature and for examples of current interest see for instance .

In this review, we will restrict ourselves to the case of

$$P(h)=h^2\mathrm{\Delta }+V(x),x𝐑^n,$$

where the potential $`V(x)`$ satisfies some decay and analyticity assumptions near infinity, or is simply compactly supported. Then our discussion above applies and resonances are defined as the poles of $`R(z,h)`$ – see  for an attractive new presentation of the meromorphic continuation properties and references. In our convention the resonances are located in the lower half-plane.

We should stress that most of the results hold for very general black box perturbations of Sjöstrand-Zworski  which allow for a study of diverse problems without going into their specific natures – see  for definitions. Also, despite the fact that the motivation presented here came from molecular dynamics, similar issues arise in other settings, from automorpic scattering to electromagnetic (obstacle) scattering – see , and  respectively.

We suggest the the surveys ,,,, and  for the review of earlier results, and we concentrate on the progress achieved in the last few years. For an account of work based on other methods and motivated by different physical phenomena we refer to .

## 2. Trace formulæ for resonances

Trace formulæ provide one of the most elegant descriptions of the classical-quantum correspondence. One side of a formula is given by a trace of a quantum object, typically derived from a quantum Hamiltonian, and the other side is described in terms of closed orbits of the corresponding classical Hamiltonian. A new general approach based on quantum monodromy operator which quantizes the Poincaré map in a natural way was recently given in .

In general the spectral (or scattering) side of the formula is given in terms of the trace of a function of the quantum Hamiltonian $`f(P(h))`$. In the case of self-adjoint problems with discrete sets of eigenvalues the spectral theorem readily provides an expression for $`\mathrm{tr}f(P(h))`$ but the problem becomes subtle for resonances. It has been studied by Lax-Phillips, Bardos-Guillot-Ralston, Melrose, Sjöstrand-Zworski, Guillopé-Zworski – see  and references given there.

More recently Sjöstrand , introduced local trace formulæ for resonances, and that concept was developed further in  and . For $`P(h)`$ given by (1.2) with $`V(x)`$ decaying sufficiently fast at infinity it can be stated as follows.

Let $`\mathrm{\Omega }`$ be an open, simply connected, pre-compact subset of $`\{\mathrm{Re}z>0\}𝐂`$, such that $`\mathrm{\Omega }𝐑`$ is connected. Suppose that $`f`$ is holomorphic in a neighbourhood of $`\mathrm{\Omega }`$ and that $`\psi C_\mathrm{c}^{\mathrm{}}(𝐑)`$ is equal to $`1`$ in $`\mathrm{\Omega }𝐑`$ and supported in a neighbourhood of $`\mathrm{\Omega }𝐑`$. Then, denoting the resonance set of $`P(h)`$ by $`\mathrm{Res}(P(h))`$,

$$\begin{array}{c}\mathrm{tr}\left((f\psi )(P(h))(f\psi )(h^2\mathrm{\Delta })\right)=\underset{z\mathrm{Res}(P(h))\mathrm{\Omega }}{}f(z)+E_{f,\psi }(h),\\ |E_{f,\psi }(h)|h^nC_{\mathrm{\Omega },\psi }\mathrm{max}\{|f(z)|:z\overline{\mathrm{\Omega }}_1\mathrm{\Omega },\mathrm{Im}z0\},\end{array}$$
(2.3)
where $`\mathrm{\Omega }_1`$ is a neighbourhood of $`\mathrm{\Omega }`$ (see  and  for more precise versions).

The basic upper bound on the number of resonances is given as follows:

$$\mathrm{}\mathrm{Res}(P(h))\mathrm{\Omega }=𝒪(h^n),$$
(2.4)
see ,,,. It would consequently appear that the error term in (2.3) is of the same order as the sum over the resonances. However, by choosing the function $`f`$ so that it is small in $`\mathrm{\Omega }_1\mathrm{\Omega }\{\mathrm{Im}z0\}`$, the sum of $`f(z)`$ can dominate the left hand side of (2.3). Doing that, Sjöstrand has shown that an analytic singularity of $`E|\{x:V(x)E\}|`$ at $`E_0`$ gives a lower bound in (2.4) for $`\mathrm{\Omega }`$ a neighbourhood of $`E_0`$ – see  and references given there.

Another application of local trace formulæ techniques is in analysing resonances for bottles, that is perturbations of the Euclidean space in which the “size” of the perturbation may grow but which are connected to the euclidean infinity through a fixed “neck of the bottle” – see ,.

## 3. Breit-Wigner approximations

In a scattering experiment the physical data is mathematically encoded in the scattering matrix, $`S(\lambda ,h)`$. It is in the behaviour of objects derived from the scattering matrix that we see physical manifestations of abstractly defined resonances. The classical and still central Breit-Wigner approximation provides this connection. The most mathematically tractable case is provided by the scattering phase $`\sigma (\lambda ,h)=\mathrm{log}detS(\lambda ,h)/(2\pi i)`$, which is defined for $`V`$’s with sufficient decay (otherwise relative phase shifts have to be used, see ). When $`\lambda `$ is close to a resonance $`Ei\mathrm{\Gamma }`$, the Breit-Wigner approximation says that

$$\sigma ^{}(\lambda ,h)\frac{1}{\pi }\frac{\mathrm{\Gamma }}{(\lambda E)^2+\mathrm{\Gamma }^2},$$
(3.1)
that is, if $`\mathrm{\Gamma }`$ is small, $`\sigma (\lambda )`$ should change by approximately $`1`$ as $`\lambda `$ crosses $`E`$. This has been justified rigorously in some situations in whch a given resonance, close to the real axis, is isolated.

In view of (2.4) the number of resonances in fixed regions can be very large and for $`h`$ small clouds of resonances need to be considered to obtain a correct form of the Breit-Wigner approximation. A formalism for that was introduced by Petkov-Zworski ,, and it was developed further by Bruneau-Petkov  and Bony-Sjöstrand . It is closely related to extending the trace formula (2.3) to $`h`$ dependent $`\mathrm{\Omega }`$’s. To formulate it, let us introduce $`\omega (z,E)=(1/\pi )_E(|\mathrm{Im}z|/|z\lambda |^2)𝑑\lambda `$, $`\mathrm{Im}z<0`$, the harmonic measure corresponding to the upper half-plane. Then, for non-critical $`\lambda `$’s (that is for $`\lambda `$’s for which $`\xi ^2+V(x)=\lambda d_{(x,\xi )}(\xi ^2+V(x))0`$)

$$\sigma (\lambda +\delta ,h)\sigma (\lambda \delta ,h)=\underset{\genfrac{}{}{0pt}{}{z\mathrm{Res}(P(h))}{|z\lambda |<h}}{}\omega (z,[\lambda \delta ,\lambda +\delta ])+𝒪(\delta )h^n,$$
(3.2)
$`0<\delta <h/C`$. The main point is that $`\delta `$ can be made arbitrarily small and that we only need to include resonances close to $`\lambda `$. If we do not assume that $`\lambda `$ is non-critical weaker, but still useful, results can be obtained from factorization of the scattering determinant , or more generally, from the the analysis of the phase shift function .

One of the consequencies of the development of the Breit-Wigner approximations for clouds of resonances were new estimates on the number of resonances in small regions, first in , and then in greater generality in ,,. If in place of (2.4) we had a Weyl law with a remainder $`𝒪(h^{1n})`$, then, as for eigenvalues,

$$\mathrm{}\{z\mathrm{Res}(P(h)):|z\lambda |<\delta \}=𝒪(\delta )h^n,Ch<\delta <1/C.$$
(3.3)
It turns out that despite the lack of the Weyl law we still have this estimate for non-critical $`\lambda `$’s.

## 4. Resonance expansions of propagators

In the case of discrete spectrum of a self-adjoint operator the propagator, $`\mathrm{exp}(itP(h)/h)`$ can be expanded in terms of the eigenvalues. In fact, our understanding of “state specificity” often comes from such “Fourier decompositions” into modes. For problems in which decay or escape to infinity are possible such expansions are still expected but just as in the case of trace formulæ far from obvious. For non-trapping perturbations and in the context of the wave equation the expansions in terms of resonances were studied in late 60’s by Lax-Phillips and Vainberg (see the references in ).

For trapping perturbations the expansions were investigated by Tang-Zworski , and then by Burq-Zworski , Christiansen-Zworski , Stefanov , and most recently by Nakamura-Stefanov-Zworski .

Here, we will recall the general expansion given in : let $`\chi C_\mathrm{c}^{\mathrm{}}(𝐑^n)`$, $`\psi C_\mathrm{c}^{\mathrm{}}(0,\mathrm{})`$, and let $`\mathrm{chsupp}\psi =[a,b]`$. There exists $`0<\delta <c(h)<2\delta `$ and $`L`$, so that we have

$$\begin{array}{cc}\hfill \chi e^{itP(h)/h}\chi \psi (P(h))=& \underset{z\mathrm{\Omega }(h)\mathrm{Res}(\mathrm{P})}{}\chi \mathrm{Res}(e^{it/h}R(,h),z)\chi \psi (P(h))\hfill \\ & +𝒪_{L^2L^2}(h^{\mathrm{}}),\text{for}t>h^L,\hfill \end{array}$$
(4.1)
$`\mathrm{\Omega }(h)=(ac(h),b+c(h))i[0,1/C),`$ and where $`\mathrm{Res}(f(),z)`$ denotes the residue of a meromorphic family of operators, $`f`$, at $`z`$.

The function $`c(h)`$ depends on the distribution of resonances: roughly speaking we cannot “cut” through a dense cloud of resonances. Even in the very well understood case of the modular surface \[6, Theorem 1\] there is, currently at least, a need for some non-explicit grouping of terms. This is eliminated by the separation condition \[30, (4.4)\] which however is hard to verify.

The unpleasant feature of (4.1) is the need for very large times $`h^L`$ and the presence of a non-universal parameter, $`c(h)`$. The former is necessary in this formulation as one sees by considering the free case $`P(h)=h^2\mathrm{\Delta }`$. However an expansion valid for all times is possible in the case when a part of $`V`$ constitutes a barrier separating the trapped set in $`\{(x,\xi ):\xi ^2+V(x)\mathrm{supp}\psi \}`$ from infinity . The example shown in Fig.1 b) is of that type. By the trapped set in $`\mathrm{\Sigma }T^{}𝐑^n`$ we mean the set

$$K\mathrm{\Sigma }=\{(x,\xi )\mathrm{\Sigma }:|\mathrm{exp}(tH_p)(x,\xi )|⟶̸\mathrm{},t\pm \mathrm{}\},$$
(4.2)
where $`H_p`$ is the Hamilton vectorfield of $`p=\xi ^2+V(x)`$. One of the components comes from the work of Stefanov  on making estimates (2.4) more quantitative with constants related to the volume of the trapped set (for yet finer results of that type see Section.6).

## 5. Separation from the real axis

One of the most striking applications of PDE techniques in the study of resonances is the work of Burq (see  and references given there) on the separation of resonances from the real axis, estimates of the cut-off resolvent on the real axis, and the consequent estimates on the time decay of energy.

For non-trapping perturbations we have the following estimate on the truncated meromorphically continued resolvent

$$\chi R(z,h)\chi _{L^2L^2}C\frac{\mathrm{exp}(C|\mathrm{Im}z|/h)}{h},\mathrm{Im}z>Mh\mathrm{log}\frac{1}{h},\chi C_\mathrm{c}^{\mathrm{}}(𝐑^n),$$
(5.1)
for any $`M`$, see  for the absence of resonances (implicit in (5.1)), and  for the (easily derived) estimate.

Since the work of Stefanov-Vodev and Tang-Zworski (see ,, and references given there) we know that in many trapping situations111roughly speaking, whenever there exists an elliptic orbit of the $`H_p`$-flow, there exist many resonances converging to the real axis222That in specific trapping situations there exist resonances whose distance to the real axis is of order $`\mathrm{exp}(S/h)`$ is classical in physics with the most precise mathematical results given by Helffer-Sjöstrand – see . Here we concentrate on very general existence results which guarantee lower bounds on the number of resonances.. The question then is how close could the resonances approach the real axis or, as it turns out equivalently, how big can the truncated resolvent be on the real axis. Heuristically, tunneling should prevent arbitrary closeness to the real axis, and the separation should be universally given by at least $`\mathrm{exp}(S/h)`$.

Tunneling of solutions is made quantitative in PDEs through Carleman estimates used classically to show unique continuation of solutions of second order equations. Following the work of Robbiano, and Lebeau-Robbiano, Burq succeeded in applying Carleman estimates to a wide range of resonance problems – see  and references given there. In the setting described here his basic result says that if $`\mathrm{\Omega }`$ is as in (2.3) then

$$\begin{array}{c}S_1,S_2,z\mathrm{Res}(P(h))\mathrm{\Omega }\mathrm{Im}z>\mathrm{exp}(S_1/h),\\ \chi R(z,h)\chi _{L^2L^2}\mathrm{exp}(S_2/h),z\mathrm{\Omega }𝐑,\chi C_\mathrm{c}^{\mathrm{}}(𝐑^n).\end{array}$$
(5.4)
In addition, improved estimates are possible if $`\chi `$ is assumed to have support outside the projection of the trapped set:

$$\chi R(z,h)\chi _{L^2L^2}C/h,z\mathrm{\Omega }𝐑,\chi C_\mathrm{c}^{\mathrm{}}(𝐑^n\pi (K)).$$
(5.5)
That means that away from the interaction region $`\pi (K)`$ we have, on the real axis, the same estimates as in the non-trapping case (5.1) and that has immediate applications in scattering theory .

## 6. Resonances in chaotic scaterring

Since the work of Sjöstrand  on geometric upper bounds for the number of resonances, it has been expected that for chaotic scattering systems the density of resonances near the real axis can be approximately given by a power law with the power equal to half of the dimension of the trapped set (see (6.1) below). Upper bounds in geometric situations have been obtained in  and .

An example of a potential in $`VC_\mathrm{c}^{\mathrm{}}(𝐑^2)`$ for which the flow of $`H_p`$, $`p=\xi ^2+V(x)`$, is hyperbolic (and hence scattering exhibits chaotic features) is shown in Fig.2

A recent numerical study  for that potential indicates that the density of resonances satisfies a lower bound related to the dimension of the trapped set – see Fig.3 In a complicated semi-classical situation studied in , the dimension is a delicate concept and it may be that different notions of dimension have to be used for upper and lower bounds. That point is emphasized in  where numerical data for semi-classical zeta function for several convex obstacles is analyzed.

In the case of convex co-compact hyperbolic quotients, $`X=\mathrm{\Gamma }\backslash 𝐇^2`$, studied in  the situation is particularly simple as the quantum resonances coincide with the zeros of the zeta-function – see . The notion of the dimension of the trapped set is also clear as it is given by $`2(1+\delta )`$. Here $`\delta =dim\mathrm{\Lambda }(\mathrm{\Gamma })`$ is the dimension of the limit set of $`\mathrm{\Gamma }`$, that is the set of accumulation points of the elements of $`\mathrm{\Gamma }`$ (they are all hyperbolic), $`\mathrm{\Lambda }(\mathrm{\Gamma })𝐇^2`$.

Hence we expect that

$$\underset{|\mathrm{Im}s|r,\mathrm{Re}s>C}{}m_\mathrm{\Gamma }(s)r^{1+\delta },$$
(6.1)
where $`m_\mathrm{\Gamma }(s)`$ is the multiplicity of the zero of the zeta function of $`\mathrm{\Gamma }`$ at $`s`$. We also changed the traditional convention: here $`h^2s(1s)=z`$ in the notation of previous sections, and $`h(\mathrm{Re}s1/2)`$, $`h\mathrm{Im}s`$ correspond to $`\mathrm{Im}z`$, $`\mathrm{Re}z`$ respectively.

An upper bound of this form was established in  but a simpler method giving improved upper bounds has been recently presented in . The new method is based on zeta function techniques. What we obtain is a bound in the case of convex co-compact Schottky groups

$$\{m_\mathrm{\Gamma }(s):r\mathrm{Im}sr+1,\mathrm{Re}s>C_0\}C_1r^\delta ,$$
(6.2)
where $`\delta =\mathrm{dim}\mathrm{\Lambda }(\mathrm{\Gamma })`$. This improved estimate is a “fractal” version of (3.3): $`1+\delta `$ now plays the rôle of $`n`$. It is clear that the method works in greater generality and implementing it is part of an ongoing project.


text:
# Measurement of one-photon and two-photon wavepackets in spontaneous parametric down-conversion

## I Introduction

The two-photon state generated via spontaneous parametric down-conversion (SPDC) is one of the most well-known examples of two-particle entangled states. The SPDC process can be briefly explained as a spontaneous splitting or decay of a pump photon into a pair of daughter photons (typically called signal and idler photons) in a nonlinear optical crystal klyshko . This spontaneous decay or splitting only occurs when energies and momentum of the interacting photons satisfy the conservation condition, which is known as the phase matching condition. Signal and idler photons have the same polarization in type-I phase matching and have orthogonal polarization in type-II phase matching.

If the phase matching is perfect, assuming monochromatic plane wave pump, it is not hard to see that the state of SPDC should be written as

$`|\mathrm{\Psi }`$ $`=`$ $`{\displaystyle \underset{s,i}{}}\delta (\omega _s+\omega _i\omega _p)\delta (𝐤_s+𝐤_i𝐤_p)`$ (1)
$`\times a_s^{}(\omega (𝐤_s))a_i^{}(\omega _i(𝐤_i))|0,`$
where $`\omega _j`$, $`𝐤_j`$ ($`j=s,i,p`$) are the frequency and the wave vectors of the signal, idler, and the pump, respectively, and $`a_s^{}(\omega (𝐤_s))`$ is the creation operator for the signal photon. The $`\delta `$ functions in state (1) ensure that the signal and the idler photons satisfy the phase matching condition, i.e., there is only one energy or wave vector for the idler photon corresponding to a given energy or wave vector for the signal photon. In other words, the signal-idler photon pair is perfectly entangled in energy and momentum. Such a perfectly entangled two-photon state (in energy and momentum) naturaly has an infinite two-photon coherence time.

In reality, such a strict one-to-one correspondence does not happen, because perfect phase matching can never occur, most notably, due to pump beam divergence, limited pump beam size, and limited thickness of the nonlinear crystal hong ; rubin . Therefore, the above delta functions should be replaced by two-photon spectral functions that are sharply peaked around $`\omega _s=\omega _p\omega _i`$ and $`𝐤_s=𝐤_p𝐤_i`$ and have some bandwidths. This means that given an energy or momentum of the signal photon, there are some ranges of energies and momenta available for the idler photon: the entanglement between the photon pair is less-than-perfect. As a result, the two-photon state of SPDC has finite coherence time and the shape of the correlation function is determined by the two-photon spectral functions, which depend on the types of phase matching. (Note that monochromatic pumping condition is assumed in this paper.) We may then define the one-photon and the two-photon wavepackets of the SPDC as the envelope of the first-order interference observed in the single-detector count rate and the envelope of the second-order interference observed in the coincidence count between two detectors, respectively.

In this paper, we present theoretical calculation and experimental measurements of the one-photon and the two-photon wavepackets of SPDC for both type-I and type-II phase matching conditions. First, in section II, we calculate the first-order ($`G^{(1)}(\tau )`$) and the second-order ($`G^{(2)}(\tau )`$) correlation functions for the quantum state of SPDC. We then calculate, in section III, (i) the one-photon wavepacket: the envelope of first-order interference fringe due to a Michelson interferometer and (ii) the two-photon wavepacket: the envelope of second-order interference due to a Shih-Alley/Hong-Ou-Mandel interferometer using the SPDC state as the input shih ; shih1 ; hom ; hom1 ; kwiat1 ; shih2 ; shih3 . It is found that the two-photon wavepacket measured this way is not related to the second-order correlation function $`G^{(2)(\tau )}`$ of the state but related to the first-order correlation function ($`G^{(1)}(\tau )`$) of the state burlakov . These predictions are experimentally tested in section IV using type-II and type-I SPDC. It turns out that, the experimental results for the type-I SPDC case do not quite agree with the predictions in a realistic experimental setup. Possible reasons for such deviations are discussed.

## II Correlation functions of SPDC

The quantum state of SPDC can be calculated using first-order perturbation theory rubin ,

$$|\psi =\frac{i}{\mathrm{}}_{\mathrm{}}^{\mathrm{}}𝑑t|0.$$

$``$ is the interaction Hamiltonian which takes the form

$$=ϵ_0\chi ^{(2)}_Vd^3𝐫E_p^{(+)}E_s^{()}E_i^{()}+h.c.,$$

where $`E_p^{(+)}`$ is the pump laser field which is considered monochromatic (cw) and classical. Assuming that it is propagating in $`z`$ direction and has frequency $`\mathrm{\Omega }_p`$, $`E_p^{(+)}=_p\mathrm{exp}[i(k_pz\mathrm{\Omega }_pt)]`$. $`E_j^{()}`$, ($`j=s,i`$), is the quantized field operator for the signal and the idler photons. Assuming also that $`E_j^{()}`$ is propagating in $`z`$ direction and has central frequency $`\omega _j`$, it can be written as $`E_j^{()}=_Vd^3𝐤_ja_j^{}(\omega _j)\mathrm{exp}[i(k_jz\omega _jt)]`$. The state of SPDC can then be calculated as rubin ,

$$|\psi =𝑑\omega _s𝑑\omega _i\mathrm{sinc}\left(\frac{\mathrm{\Delta }L}{2}\right)e^{i\frac{\mathrm{\Delta }L}{2}}a_s^{}(\omega _s)a_i^{}(\omega _i)|0,$$
(2)
where $`\mathrm{\Delta }=𝐤_p(\mathrm{\Omega }_p)𝐤_s(\omega _s)𝐤_i(\omega _i)`$ and $`L`$ is the thickness of the nonlinear crystal. (We have ignored the normalization constant for simplicity.)

Since the condition $`\omega _s+\omega _i=\mathrm{\Omega }_p`$ has to be satisfied at all times, we can simplify the above equation further by introducing the detuning frequency $`\nu =\omega _s\mathrm{\Omega }`$ or, equivalently, $`\nu =\omega _i+\mathrm{\Omega }`$ where $`\mathrm{\Omega }=\mathrm{\Omega }_p/2`$. We therefore obtain

$$|\psi =_{\mathrm{}}^{\mathrm{}}𝑑\nu T(\nu )a_s^{}(\mathrm{\Omega }+\nu )a_i^{}(\mathrm{\Omega }\nu )|0,$$
(3)
where $`T(\nu )=S(\nu )P(\nu )`$. $`S(\nu )`$ is the joint spectral function for the signal and the idler photons which determines the coherence properties of the state and $`P(\nu )`$ is the frequency dependent phase term. Note also that this expression clearly shows the frequency anti-correlated feature of the signal and the idler photons.

The specific forms of $`S(\nu )`$ depend on the phase matching condition used in an experiment and are well-known klyshko ; rubin ; valencia . For type-II SPDC,

$$S(\nu )=\text{sinc}\left(\frac{\nu DL}{2}\right),$$

where the group velocity difference (in the crystal) $`D=dK_i/d\mathrm{\Omega }_idK_s/d\mathrm{\Omega }_s`$ and $`L`$ is the thickness of the nonlinear crystal. In type-I SPDC, it is given as

$$S(\nu )=\text{sinc}\left(\frac{\nu ^2D^{^{\prime \prime }}L}{2}\right),$$

where the group velocity dispersion (in the crystal) $`D^{^{\prime \prime }}=d^2K/d\mathrm{\Omega }^2`$. (Note $`K_i=K_s`$ for type-I SPDC.)

Let us now introduce the density operator as it is convenient to use the reduced density operator to calculate the first-order correlation function of the state. Since the two-photon state (3) is a pure state, the density operator for the two-photon state is simply given as $`\widehat{\rho }=|\psi \psi |`$. To obtain the density operator for the signal photon, we need to perform a partial trace of the two-photon density operator strekalov ,

$`\widehat{\rho }_s`$ $`=`$ $`tr_i[\widehat{\rho }]`$ (4)
$`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\nu |S(\nu )|^2a_s^{}(\mathrm{\Omega }+\nu )|00|a_s(\mathrm{\Omega }+\nu ).`$
First-order correlation function of the state can be calculated using the reduced density operator obtained in Eq. (4). For stationary fields, the first-order correlation function can be written as mandel

$$G^{(1)}(\tau )=tr[\widehat{\rho }_sE_s^{()}(t)E_s^{(+)}(t+\tau )],$$
(5)
where $`E_s^{()}(t)=_0^{\mathrm{}}𝑑\omega a_s^{}(\omega )\mathrm{exp}[i\omega t]`$. The first-order correlation function of the signal photon can then be calculated as

$$G^{(1)}(\tau )=_0^{\mathrm{}}𝑑\omega |S(\omega \mathrm{\Omega })|^2e^{i\omega \tau },$$
(6)
where $`\omega \mathrm{\Omega }=\nu `$. As we can see clearly, first-order correlation function of the signal photon is simply a Fourier transform of the power spectrum of the signal photon.

Second order correlation function can be calculated rather simply by using state (3),

$$G^{(2)}(\tau )=|0|E_2^{(+)}(t+\tau )E_1^{(+)}(t)|\psi |^2,$$
(7)
where $`E_1^{(+)}(t+\tau )=_0^{\mathrm{}}𝑑\omega _sa_s(\omega _s)\mathrm{exp}[i\omega _s(t+\tau )]`$ and $`E_2^{(+)}(t)=_0^{\mathrm{}}𝑑\omega _ia_i(\omega _i)\mathrm{exp}[i\omega _it]`$. By using $`\omega _s=\mathrm{\Omega }+\nu `$ and $`\omega _i=\mathrm{\Omega }\nu `$, it is straightforward to obtain

$$G^{(2)}(\tau )=\left|_{\mathrm{}}^{\mathrm{}}S(\nu )e^{i\nu \tau }\right|^2.$$
(8)
Note that $`G^{(1)}(\tau )`$ and $`G^{(2)}(\tau )`$ can have quite different shapes even though they are associated with the same $`S(\nu )`$. For example, $`G^{(1)}(\tau )`$ does not get affected by the introduction of group velocity dispersion between the source and the detector, but $`G^{(2)}(\tau )`$ gets broadened by it valencia . It is because any dispersion introduced in $`E_s^{()}(t)`$ simply cancels when calculating $`G^{(1)}(\tau )`$. In the case of $`G^{(2)}(\tau )`$, this cancellation does not happen because two different fields are involved note .

## III One-photon and two-photon wavepackets

We have so far calculated first- and second-order correlation functions of the quantum state of SPDC. In this section, we study how these correlation functions are actually linked to one-photon and two-photon wavepackets in simple interference experiments.

For one-photon wavepacket measurement, we consider the output of a simple Michelson interferometer, in which either the signal or the idler photons are the input. For the two-photon wavepacket measurement, we consider a well-known Shih-Alley/Hong-Ou-Mandel interferometer setup, in which the signal-idler photon pair is made to interfere at a beamsplitter and the coincidence counts between detectors, which are placed at the output ports of the beamsplitter, are measured shih ; shih1 ; hom ; hom1 ; kwiat1 ; shih2 ; shih3 .

Let us first calculate the single count rates at the output port of a Michelson interferometer when the signal photon of SPDC is the input. In this case, the single count rate is proportional to $`R_s`$,

$$R_s=tr[\widehat{\rho }_sE^{()}(t)E^{(+)}(t)],$$
(9)
where the reduced density operator for the signal photon, $`\widehat{\rho }_s`$, is given in Eq. (4), $`E^{(+)}(t)=\left\{a(\omega )\mathrm{exp}[i\omega t]+a(\omega )\mathrm{exp}[i\omega (t+\tau )]\right\}𝑑\omega `$, and $`\tau `$ is the delay between the two arms of the interferometer. It is then easy to show that

$$R_s=_0^{\mathrm{}}|S(\omega \mathrm{\Omega })|^2\left\{1+\mathrm{cos}(\omega \tau )\right\},$$

which can be re-written as

$$R_s=\frac{1}{2}\left\{1+g^{(1)}(\tau )\mathrm{cos}(\mathrm{\Omega }\tau )\right\},$$
(10)
where $`g^{(1)}(\tau )=|G^{(1)}(\tau )|/|G^{(1)}(0)|`$. Therefore, the envelope of the interference fringe or the one-photon wavepacket observed at the output of the Michelson interferometer directly corresponds to the first-order correlation function $`G^{(1)}(\tau )`$.

For a two-photon wavepacket, we need to calculate the coincidence count rates for a Shih-Alley/Hong-Ou-Mandel interferometric setup shih ; shih1 ; hom ; hom1 ; kwiat1 ; shih2 ; shih3 . Consider the following setup: signal and idler photons are generated at the crystal, propagate at different directions, reflect off at mirrors, and made to interfere at a beamsplitter. If both photons have the same polarization, polarization of one of the photons is rotated by $`90^{}`$ before reaching the beamsplitter. The delay between the two paths are $`\tau `$. A detector package which consists of a single photon detector and a polarization analyzer is placed at each output port of the beamsplitter and the coincidence counts between the two detectors are recorded (See experimental setup shown in Fig. 1 and Fig. 2). The coincidence count rate is then proportional to $`R_c`$,

$$R_c=|0|E_2^{(+)}(t_2)E_1^{(+)}(t_1)|\psi |^2𝑑t_1𝑑t_2.$$
(11)
The quantized electric fields $`E_2^{(+)}(t_2)`$ and $`E_1^{(+)}(t_1)`$ at the detectors $`D_1`$ and $`D_2`$ can be written as

$`E_2^{(+)}(t_2)`$ $`=`$ $`i\mathrm{sin}\theta _2{\displaystyle 𝑑\nu a_s(\mathrm{\Omega }+\nu )e^{i(\mathrm{\Omega }+\nu )t_2}}+\mathrm{cos}\theta _2{\displaystyle 𝑑\nu a_i(\mathrm{\Omega }\nu )e^{i(\mathrm{\Omega }\nu )(t_2+\tau )}},`$
$`E_1^{(+)}(t_1)`$ $`=`$ $`\mathrm{sin}\theta _1{\displaystyle 𝑑\nu a_s(\mathrm{\Omega }+\nu )e^{i(\mathrm{\Omega }+\nu )t_1}}+i\mathrm{cos}\theta _1{\displaystyle 𝑑\nu a_i(\mathrm{\Omega }\nu )e^{i(\mathrm{\Omega }\nu )(t_1+\tau )}},`$
where $`\theta _1`$ and $`\theta _2`$ are the angles of the polarization analyzers placed before the detectors, $`\tau `$ is the delay introduced between the two arms of the interferometer, $`t_1`$ and $`t_2`$ are the times at which the detectors $`D_1`$ and $`D_2`$ click, and the phase factor $`i`$ comes from the reflection at the beamsplitter. To trace the envelope of the interference, $`\theta _1`$ and $`\theta _2`$ values should be chosen so that the maximum and minimum of the interference can be observed for a certain value of $`\tau `$. These values are $`\theta _1=\theta _2=45^{}`$ for the interference minima and $`\theta _1=\theta _2=45^{}`$ for the interference maxima shih ; shih1 ; hom ; hom1 ; kwiat1 ; shih2 ; shih3 .

Further evaluating Eq. (11) for $`\theta _1=\theta _2=45^{}`$, we get

$`R_c`$ $`=`$ $`{\displaystyle 𝑑t_+𝑑t_{}𝑑\nu 𝑑\nu ^{}S(\nu )S(\nu ^{})e^{i(\nu \nu ^{})\tau }}`$
$`\times \mathrm{sin}(\nu t_{})\mathrm{sin}(\nu ^{}t_{}),`$
$``$ $`{\displaystyle 𝑑\nu |S(\nu )|^2}{\displaystyle 𝑑\nu |S(\nu )|^2e^{i2\nu \tau }},`$
$`=`$ $`1g^{(1)}(2\tau ),`$
where $`t_{}=t_2t_1`$, $`t_+=t_1+t_2`$. In approximating the above equation, we’ve used the fact that $`S(\nu )`$ is an even function and $`\nu `$ is in optical frequency. The above equation can be re-written as

$$R_c=\frac{1}{2}\left\{1\pm g^{(1)}(2\tau )\right\},$$
(12)
where $``$ sign is for $`\theta _1=\theta _2=45^{}`$ and $`+`$ sign is for $`\theta _1=\theta _2=45^{}`$.

It is interesting to note that the two-photon wavepacket, eq. (12), does not contain the second-order correlation function $`G^{(2)}(\tau )`$. This result has interesting implications: (i) $`R_c`$ has the same envelope as $`R_s`$ except that the $`R_c`$ envelope is half of the $`R_s`$ envelope, (ii) any dispersion element introduced in a Shih-Alley/Hong-Ou-Mandel interferometer cannot affect the shape of the interference envelope since $`g^{(1)}(\tau )`$ is not affected by group velocity dispersion note2 .

## IV Experiment

In this section, we describe two experiments which are designed to test the predictions made in section III. For both type-I and type-II SPDC experiments, the pump laser was a argon ion laser operating at 351.1 nm. Coincidence counts were measured using a time-to-amplitude converter (TAC) and multi-channel analyzer (MCA) set. The coincidence window used for second-order interference measurement was 3 nsec.

Let us first describe the wavepacket measurement of type-II SPDC. The experimental setup can be seen in Fig. 1. A 2 mm thick type-II BBO crystal was pumped by a 351.1 nm laser beam generating 702.2 nm collinear type-II SPDC photons. The residual pump beam was removed by two pump reflecting mirrors (PM). Instead of using usual quartz delay line for introducing fine delay between horizontal and vertically polarized photons shih2 ; shih3 , a set of PBS, $`\lambda /4`$ plates (oriented at $`45^{}`$), and mirrors (shown in the shaded area) was used. The inset containing a PBS and a $`\lambda /2`$ plate (oriented at $`22.5^{}`$) was used to remove vertically polarized photons when measuring first-order interference. The delay between the two arms of the interferometer was introduced by moving mirror M1 with an encoder driver. Photons were finally detected with detector packages which consist of a single-photon counting module and a polarization analyzer. The distance from the BBO crystal to the detector was approximately 218 cm and all apertures used in this experiment were about 3 mm in diameter.

Fig. 3 shows the experimental data for the type-II SPDC experiment. Fig. 3(a) shows first-order interference of the horizontal polarized photon. As discussed above, vertical polarized photons are removed with a PBS and a $`\lambda /2`$ plate is used to rotate the polarization direction to $`45^{}`$. For this measurement, we used a 20 nm FWHM filter to suppress the white-light interference which occurs around $`\tau =0`$ strekalov . The observed triangular one-photon wavepacket agrees well with the theoretical prediction shown in Fig. 4(a).

To measure the two-photon wavepacket, we first removed the PBS-$`\lambda /2`$ plate set used for first-order interference measurement. The e-ray of the crystal (vertically polarized photons) could then be delayed with respect to the o-ray by moving M1. For this measurement, only uv-cut off filters (cut-off at 550 nm) were used to suppress any residual pump noise. Fig. 3(b) shows typical triangular two-photon wavepacket observed in coincidence counts in which the dip or peak occurs when the e-polarized photons are delayed by $`D\times L/2247`$fs with respect to the o-polarized photons before reaching the beamsplitter BS shih2 ; shih3 . Again, the observed triangular two-photon wavepacket agrees well with the theoretical prediction shown in Fig. 4(b).

As we have predicted in the previous section, the one-photon and the two-photon wavepackets have the same shapes and the one-photon wavepacket is twice bigger than the two-photon wavepacet. Although we here have used collinear type-II SPDC for one-photon and two-photon wavepacket calculation and measurements, recent experimental results confirm that non-collinear type-II SPDC gives the same result for the two-photon wavepacket measurement kg1 ; kg . Finally, we note that the power spectrum function, in type-II SPDC, includes parameters of both the signal and the idler photons (in $`D=dK_i/d\mathrm{\Omega }_idK_s/d\mathrm{\Omega }_s`$) even though only one of them is actually measured strekalov .

Let us now discuss the measurement of one-photon and two-photon wavepackets for type-I SPDC. The experimental setup can be seen in Fig. 2. The pump laser beam was centered at 351.1 nm and 702.2 nm centered SPDC photons were generated from a 2 mm thick type-I BBO crystal. The propagation angle of the signal-idler photon pair was about $`\pm 3^{}`$ with respect to the pump beam propagation direction. A $`\lambda /2`$ plate was used to rotate the signal photon’s polarization from horizontal polarization to vertical polarization. The signal-idler photons were then made to interfere at a beamsplitter and the delay $`\tau _1`$ was varied by an encoder driver driven trombone prism. Detectors D1 and D2 placed at the output ports of the beamsplitter were used for second-order interference measurement. For first-order interference measurement, a flipper mirror (FM) was used to direct the idler photon to the secondary Michelson interferometer. Interference was measured by detector D3 as a function of the arm length difference $`\tau _2`$. The crystal to the D3 distance was about 200 cm and to D2-D1 was about 280 cm. As before, all apertures used in this experiment were about 3 mm in diameter.

For one-photon wavepacket measurement, we used the flipper mirror (FM) to direct the idler photon to the secondary Michelson interferometer as shown in Fig. 2. First-order interference was observed by moving one of the mirror by an encoder driver and to reduce any residual pump noise, a uv-cutoff filter was used in front of the detector. The experimental data for this measurement can be seen in Fig. 5(a) and the envelope of first-order interference or one-photon wavepacket closely follows the predicted curve shown in Fig. 4(c). This confirms that the power spectrum of either the signal or the idler photon of type-I SPDC is indeed given by $`|S(\omega \mathrm{\Omega })|^2`$.

For two-photon wavepacket measurement, we removed the flipper mirror (FM) and let the signal-idler photons interfere at the beamsplitter. The coincidence counts were measured as a function of both the delay $`\tau _1`$ and the analyzer angles. We also measured the true coincidence counts as well as accidental coincidence counts by integrating additional 3 nsec window which was located about 10 nsec away from the true coincidence peak in the MCA spectrum.

We first measured the two-photon wavepacket with 3 nm FWHM spectral filters. The data for this experiment can be seen in Fig. 5(b). The visibility for this measurement is quite high ($`87`$%), however, the two-photon wavepacket has quite different shape than the one-photon wavepacket, mostly due to narrow-band filtering of the SPDC photons by the 3 nm filters. We can roughly estimate the contribution of the spectral filters to the broadened coherence time by using $`\tau _c\lambda ^2/(c\mathrm{\Delta }\lambda )550`$ fsec. Considering that the filters do not necessarily have perfect Gaussian shape transmission curve and they may have different FWHM values than the specified values, this rough estimation gives a pretty good idea on the origin of the broadened two-photon wavepacket. Note also that the level of accidental coincidence is nearly negligible.

The same measurement was repeated with two more sets of spectral filters: 20 nm FWHM and 80 nm FWHM. With 20 nm filters, see Fig. 5(c), we still observe quite good visibility of 83%. Notice that the level of accidental contribution has risen slightly and the two-photon wavepacket is now narrower. By using the simple picture again, we estimate $`\tau _c\lambda ^2/(c\mathrm{\Delta }\lambda )82`$ fsec. This value is quite close to the observed two-photon wavepacket shown in Fig. 5(c) and it means that we are still observing a spectrally filtered, by the spectral filters, two-photon wavepacket.

Finally, 80 nm FWHM filters were used for the same measurement, see Fig. 5(d). We find that the raw visibility has now dropped to 32% with almost no change in the two-photon wavepacket. According to Fig. 4(d), the unfiltered two-photon wavepacket should be about 15 fsec in FWHM. Note also that the contribution of accidental coincidence is now significant, unlike Fig. 5(b) and Fig. 5(c).

This rather unexpected behavior of the two-photon wavepacket with broadband spectral filters can be understood as follows. It is well-known that type-I SPDC in general has much bigger bandwidth than type-II SPDC. Especially, for the case considered in this paper, the calculated FWHM of the type-I SPDC spectrum is more than 80 nm which is much bigger than roughly 3 nm calculated FWHM bandwidth of type-II SPDC. This calculation actually agrees quite well with the observed first-order interference shown in Fig. 3(a) and Fig. 5(a). Based on this observation alone, it may seem, at first, that the bandwidth of type-I SPDC is not limited at all at the detectors. To see what really is happening, however, it is necessary to consider the type-I SPDC tuning curve, which shows how SPDC spectrum is distributed as functions of propagation angles and wavelengths.

Fig. 6 shows the tuning curve of non-collinear type-I SPDC used in this experiment. The left curve shows the angle-spectrum distribution for the signal photons and the right curve shows the same for the idler photons. Note that the signal and the idler photons have the same angle-spectrum distribution as both signal and idler photons have the same polarization. Two vertical bars represent the angles defined by the apertures used in the experiment.

For one-photon wavepacket measurement, only the signal or the idler photons are measured. If is clear from Fig. 6 that the signal or the idler photons indeed have quite broad bandwidth (more than 80 nm) even if we only consider the small angle defined by the aperture. It is because the slope of the tuning curve for type-I SPDC is not steep, unlike type-II SPDC. For second-order interference measurement, however, we need to consider signal-idler photon pair detections and the fact that their frequencies are anti-correlated, i.e., $`\omega _s=\mathrm{\Omega }+\nu `$ and $`\omega _i=\mathrm{\Omega }\nu `$. If spectral filers have narrow bandwidths around 702.2 nm (shown as two circles at 702 nm in Fig. 6), we just need to consider the cross-sections of the vertical bars and small area around 702.2 nm. It is then easy to see that only frequency anti-correlated photon pairs can be detected almost all the time.

As we use spectral filters with broader bandwidths, the possibility of detecting uncorrelated photons gets bigger and bigger. It is because when the filter bandwidth is big, uncorrelated photons with large frequency difference can result in significant accidental coincidence counts because of the apertures used in the experiment. Let us consider an example: the signal photon is at 662 nm and, due to the energy conservation condition, the idler photon is at 748 nm (shown as two circles at 662 nm and 748 nm). The 662 nm signal photon can be detected. However, as we can see in Fig. 6, the 748 nm idler photon simply cannot be detected because it lies outside the detectable area in the tuning curve. Therefore, when broadband filters are used, the two-photon wavepacket is mainly determined by spatial filtering by apertures rather than spectral filters. Also, increased non-pair detection or uncorrelated photon detection due the use of broadband filters greatly increases the level of accidental coincidence counts, which in turn reduces the raw quantum interference visibility.

This effect is clearly demonstrated in Fig. 5(b) $``$ Fig. 5(d). Up to 20 nm filters, uncorrelated detection evens are still quite negligible as accidental coincidence counts do not reduce visibility much. With 80 nm filters, which accepts nearly full bandwidths of type-I SPDC, the accidental coincidence contribution is huge and this reduces the raw visibility significantly. Since such accidental coincidence counts from uncorrelated events produce a flat background, they can be subtracted from the overall coincidence counts (the corrected visibility increases to 86%).

It may be possible to remove such spectral filtering effect by removing the apertures altogether or opening them completely. However, this makes it nearly impossible to align and use the interferometer because spatial modes cannot be well defined and the accidental coincidence will increase significantly, just as in this experiment. We have indeed observed slight narrowing of two-photon wavepacket by opening the apertures, but, due to limited collection angles of our detection system, it was not possible to observe very short two-photon wavepacket predicted in section III. If the bandwidth of type-I SPDC is inherently narrow and the angle-wavelength tuning curve slope is steep, for example, by using a different non-linear crystal or using different phase matching scheme, such an effect may nevertheless be observed. For example, Burlakov et. al. in Ref. burlakov,  observed a similar effect using collinear type-I SPDC from LiO<sub>3</sub> crystals, but the interferometric two-photon wavepacket measurement scheme involved two nonlinear crystals instead of one: i.e., the two-photon wavepacket was measured by interfering two-photon amplitudes from different crystals.

## V Conclusion

We have measured one-photon and two-photon wavepackets of type-I and type-II SPDC generated from a cw laser pumped BBO crystal. In the case of type-II SPDC, the measured wavepackets agreed well with the theory. Although we used collinear type-II SPDC for these measurements, it was observed elsewhere that non-collinear type-II SPDC gives the same result kg1 ; kg .

In experiments involving type-I SPDC, even though the one-photon wavepacket measurement agreed well with the theory, the two-photon wavepacket was much bigger than the expected value. Upon studying the tuning curve of type-I SPDC from a BBO crystal, we found that spatial filtering limits the two-photon pair detection bandwidth even though one-photon bandwidth is not limited. Such spatial filtering is specific to the tuning curve characteristics of the nonlinear crystal and the geometry of the experiment. It may be avoided with the use of a nonlinear crystal which has sharp (non-collinear) angle-wavelength tuning characteristics or with the use of the collinear multi-crystal geometry burlakov .

In this paper, we have used well-known one-dimensional approximation when calculating one-photon and two-photon wavepackets. This approximation works well with both collinear and non-collinear type-II SPDC experiments with a BBO crystal. However, for broadband non-collinear type-I SPDC, it became clear that tuning curve characteristics of the crystal needs to be considered seriously.

Our results imply that one should be careful using non-collinear type-I SPDC in applications in which variables other than polarizations, such as energy and momentum, are important. One example of such possible applications is quantum metrology; care must be taken not to over-estimate the two-photon bandwidth. Our results also imply that generating high-purity polarization-entangled states or Bell-states using type-I non-collinear SPDC from a BBO crystal almost always rely on strong spectral post-selection, as increased detection bandwidths reduce the raw visibility significantly, even with a cw pump.

ACKNOWLEDGEMENTS

The author wishes to thank M.V. Chekhova for many enlightening discussions and W.P. Grice for helpful comments. This research was supported in part by the U.S. DOE, Office of Basic Energy Sciences, the National Security Agency, and the LDRD program of the Oak Ridge National Laboratory, managed for the U.S. DOE by UT-Battelle, LLC, under contract No. DE-AC05-00OR22725.