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# Free Probability and Combinatorics

## 1. Introduction

Free probability has been introduced by D. Voiculescu  as a means of studying the group von Neumann algebras of free groups, using probabilistic techniques. His theory has become very successful when he discovered a deep relation with the theory of random matrices, and solved some old questions in operator algebra, see , ,  for an overview. A purely combinatorial approach to Voiculescu’s definition of freeness has been given by R. Speicher , , building on G. C. Rota’s  approach to classical probability. It is based on the notion of noncrossing partitions, also known as “planar diagrams” in quantum field theory, and provides unifying concepts for many computations in free probability. Noncrossing partitions turn out to be connected with the geometry of the symmetric group, and this leads to some new understanding of the asymptotic behaviour of the characters and representations of large symmetric groups. Our aim is to survey these results, we shall start with the basic definition of freeness, then explain its connection to random matrix theory. In the third section we review Speicher’s theory. In the fourth section we show how noncrossing cumulants arise naturally in connection with classical cumulants associated with random matrices, and with characters of symmetric groups. Finally in section 5 we explain the asymptotic behaviour of representations of symmetric groups in terms of free probability concepts.

## 2. Freeness and random matrices

The usual framework for free probability is a von Neumann algebra $`A`$, equipped with a faithful, tracial, normal state $`\tau `$. To any self-adjoint element $`XA`$ one can associate its distribution, the probability measure on the real line, uniquely determined by the identity $`\tau (X^n)=_𝐑x^n\mu (dx)`$ for all $`n1`$. This makes it natural to think of the elements of $`A`$ as noncommutative random variables, and of $`\tau `$ as an expectation map, and one usually calls noncommutative probability space such a pair $`(A,\tau )`$. Although a great deal of the theory, especially the combinatorial side, can be developped in a purely algebraic way, assuming only that $`A`$ is a complex algebra with unit, and $`\tau `$ a complex linear functional, we shall stick to the von Neumann framework in the present exposition.

Given $`(A,\tau )`$, one considers a family $`\{A_i;iI\}`$ of von Neumann subalgebras. This family is called a free family if the following holds: for any $`k1`$ and $`k`$-tuple $`a_1,\mathrm{},a_kA`$ such that

* each $`a_j`$ belongs to some algebra $`A_{i_j}`$, with $`i_1i_2,i_2i_3,\mathrm{},i_{k1}i_k`$,
* $`\tau (a_j)=0`$ for all $`j`$,

one has $`\tau (a_1\mathrm{}a_k)=0`$.

Moreover, a family of elements of $`A`$ is called free if the von Neumann algebras each of them generates form a free family. Freeness is a noncommutative notion analogous to the independence of $`\sigma `$-fields in probability theory, but which incorporates also the notion of algebraic independence.

Observe that if $`a_1`$ and $`a_2`$ are free elements in $`(A,\tau )`$, and one defines the centered elements $`\widehat{a}_i=a_i\tau (a_i)1`$ then one can conpute

$$\tau (a_1a_2)=\tau (\widehat{a}_1\widehat{a}_2)+\tau (a_1)\tau (a_2)=\tau (a_1)\tau (a_2)$$

where the freeness condition has been used to get $`\tau (\widehat{a}_1\widehat{a}_2)=0`$. Actually, if $`\{A_i;iI\}`$ is a free family, it is not dificult to see that one can compute the value of $`\tau `$ on any product of the form $`a_1\mathrm{}a_k`$, where each $`a_j`$ belongs to some of the $`A_i^{}s`$, in terms of the quantities $`\tau (a_{j_1}\mathrm{}a_{j_l})`$ where all the elements $`a_{j_1},\mathrm{},a_{j_l}`$ belong to the same subalgebra. This implies that the value of $`\tau `$ on the algebra generated by the family $`\{A_i;iI\}`$ is completely determined by the restrictions of $`\tau `$ to each of these subalgebras. However the problem of finding an explicit formula is nontrivial, and this is where combinatorics comes in. We shall describe Speicher’s theory of noncrossing cumulants, which solves this problem, in the next section, but before that we explain how free probability is relevant to understand large random matrices.

Consider $`n`$ random $`N\times N`$ matrices $`X_1^{(N)},\mathrm{},X_n^{(N)}`$, of the form

$$X_j^{(N)}=U_jD_j^{(N)}U_j^{}$$
(2.1)
where $`D_j^{(N)};j=1,\mathrm{},n`$ are diagonal, hermitian, nonrandom matrices and $`U_j`$ are independent unitary random matrices, each distributed with the Haar measure on the unitary group $`𝐔(N)`$. In other words we have fixed the spectra of the $`X_i^{(N)}`$ but their eigenvectors are chosen at random. The $`n`$-tuple $`X_1^{(N)},\mathrm{},X_n^{(N)}`$ can be recovered, up to a global unitary conjugation $`X_i^{(N)}UX_i^{(N)}U^{}`$, (where $`U`$ does not depend on $`i`$), from its mixed moments, i.e. the set of complex numbers $`\frac{1}{N}Tr(X_{i_1}^{(N)}\mathrm{}X_{i_k}^{(N)})`$ where $`i_1,\mathrm{}i_k`$ are arbitrary sequences of indices in $`\{1,\mathrm{},n\}`$. In particular the spectrum of any noncommutative polynomial of the $`X_i^{(N)}`$ can be recovered from these data. A most remarkable fact is that if we assume that the individual moments $`\frac{1}{N}Tr((X_i^{(N)})^k)`$ converge as $`N`$ tends to infinity, then the mixed moments $`\frac{1}{N}Tr(X_{i_1}^{(N)}\mathrm{}X_{i_k}^{(N)})`$ converge in probability, and their limit is obtained by the prescriptions of free probability.

Theorem 1. Let $`(A,\tau )`$ be a noncommutative probability space with free selfadjoint elements $`X_1,\mathrm{},X_n`$, satisfying $`\tau (X_i^k)=lim_N\mathrm{}\frac{1}{N}Tr((X_i^{(N)})^k)`$, for all $`i`$ and $`k`$, then, in probability, $`\frac{1}{N}Tr(X_{i_1}^{(N)}\mathrm{}X_{i_k}^{(N)})_N\mathrm{}\tau (X_{i_1}\mathrm{}X_{i_k})`$, for all $`i_1,\mathrm{},i_k`$.

This striking result was first proved by D. Voiculescu , and has lead to the resolution of many open problems about von Neumann algebras, upon which we shall not touch here.

## 3. Noncrossing partitions and cumulants

A partition of the set $`\{1,\mathrm{},n\}`$ is said to have a crossing if there exists a quadruple $`(i,j,k,l)`$, with $`1i<j<k<ln`$, such that $`i`$ and $`k`$ belong to some class of the partition and $`j`$ and $`l`$ belong to another class. If a partition has no crossing, it is called noncrossing. The set of all noncrossing partitions of $`\{1,\mathrm{},n\}`$ is denoted by $`NC(n)`$. It is a lattice for the refinement order, which seems to have been first systematically investigated in .

Let $`(A,\tau )`$ be a non-commutative probability space, then we shall define a family $`R^{(n)}`$ of $`n`$-multilinear forms on $`A`$, for $`n1`$, by the following formula

$$\tau (a_1\mathrm{}a_n)=\underset{\pi NC(n)}{}R[\pi ](a_1,\mathrm{},a_n).$$
(3.1)
Here, for $`\pi NC(n)`$, one has defined

$$R[\pi ](a_1,\mathrm{},a_n)=\underset{V\pi }{}R^{(|V|)}(a_V)$$

where $`a_V=(a_{j_1},\mathrm{},a_{j_k})`$ if $`V=\{j_1,\mathrm{},j_k\}`$ is a class of the partition $`\pi `$, with $`j_1<j_2<\mathrm{}<j_k`$ and $`|V|=k`$ is the number of elements of $`V`$. In particular $`R[1_n]=R^{(n)}`$ if $`1_n`$ is the partition with only one class. Thus one has, for $`n=3`$,

$$\begin{array}{ccc}\tau (a_1a_2a_3)\hfill & =& R^{(3)}(a_1,a_2,a_3)+R^{(2)}(a_1,a_2)R^{(1)}(a_3)+R^{(2)}(a_1,a_3)R^{(1)}(a_2)\hfill \\ & & +R^{(2)}(a_2,a_3)R^{(1)}(a_1)+R^{(1)}(a_1)R^{(1)}(a_2)R^{(1)}(a_3).\hfill \end{array}$$

Observe that

$$\tau (a_1\mathrm{}a_n)=R^{(n)}(a_1,\mathrm{},a_n)+\text{terms involving }R^{(k)}\text{ for }k<n$$

so that the $`R^{(n)}`$ are well defined by (3.1) and can be computed by induction on $`n`$. They are called the noncrossing (or sometimes free) cumulant functionals on $`A`$.

The formula (3.1) can be inverted to yield

$$R^{(n)}(a_1,\mathrm{},a_n)=\underset{\pi NC(n)}{}Moeb([\pi ,1_n])\tau [\pi ](a_1,\mathrm{},a_n).$$

Here $`\tau [\pi ](a_1,\mathrm{},a_n)=_{V\pi }\tau (a_{j_1}\mathrm{}a_{j_k})`$ where $`V=\{j_1,\mathrm{},j_k\}`$ are the classes of $`\pi `$, and $`Moeb`$ is the Möbius function of the lattice $`NC(n)`$, see .

For example, one has

$$\begin{array}{cc}R^{(1)}(a_1)=\tau (a_1);& R^{(2)}(a_1,a_2)=\tau (a_1a_2)\tau (a_1)\tau (a_2);\hfill \\ R^{(3)}(a_1,a_2,a_3)=& \tau (a_1a_2a_3)\tau (a_1)\tau (a_2a_3)\tau (a_2)\tau (a_1a_3)\hfill \\ & \tau (a_3)\tau (a_1a_2)+2\tau (a_1)\tau (a_2)\tau (a_3).\hfill \end{array}$$

Note that when the lattice of all partitions is used instead of noncrossing partitions, then one gets the usual family of cumulants (see Rota ), with another Möbius function.

The connection between noncrossing cumulants and freeness is the following result from section 4 of .

Theorem 2. Let $`\{A_i;iI\}`$ be a free family of subalgebras of $`(A,\tau )`$, and $`a_1,\mathrm{},a_nA`$ be such that $`a_j`$ belongs to some $`A_{i_j}`$ for each $`j\{1,2,\mathrm{},n\}`$. Then one has $`R^{(n)}(a_1,\mathrm{},a_n)=0`$ if there exists some $`j`$ and $`k`$ with $`i_ji_k`$.

This result leads to an explicit expression for $`\tau (a_1\mathrm{}a_n)`$, where $`a_1,\mathrm{},a_n`$ is an arbitrary sequence in $`A`$, such that each $`a_j`$ belongs to one of the algebras $`A_i;iI`$. By Theorem 2, in the right hand side of (3.1), the terms corresponding to partitions $`\pi `$ having a class containing two elements $`j,k`$ such that $`a_j`$ and $`a_k`$ belong to distinct algebras give a zero contribution. Thus we have to sum over partitions in which all $`j^{}s`$ belonging to a certain block of the partition are such that $`a_j`$ belongs to the same algebra. Since we can express noncrossing cumulants in terms of moments we get the formula for $`\tau (a_1\mathrm{}a_n)`$ in terms of the restrictions of $`\tau `$ to each of the subalgebras $`A_i`$. Noncrossing cumulants are a powerful tool for making computations in free probability, see , , , , , for some applications. We give a simple illustration below.

Let $`X_1`$ and $`X_2`$ be two self-adjoint elements which are free, then the distribution of $`X_1+X_2`$, depends only on the distributions of $`X_1`$ and $`X_2`$ and can be computed as follows. Let $`R^{(n)}(X_1,\mathrm{},X_1)`$ and $`R^{(n)}(X_2,\mathrm{},X_2)`$, for $`n1`$, be the noncrossing cumulants of $`X_1`$ and $`X_2`$, then one can expand $`R^{(n)}(X_1+X_2,\mathrm{},X_1+X_2)`$ by multilinearity as $`_{i_1,\mathrm{},i_n}R^{(n)}(X_{i_1},\mathrm{},X_{i_n})`$ where the sum is over all sequences of 1 and 2. By Theorem 2, all terms vanish except $`R^{(n)}(X_1,\mathrm{},X_1)`$ and $`R^{(n)}(X_2,\mathrm{},X_2)`$. It follows that

$$R^{(n)}(X_1+X_2,\mathrm{},X_1+X_2)=R^{(n)}(X_1,\mathrm{},X_1)+R^{(n)}(X_2,\mathrm{},X_2)$$

allowing the computation of the moments of $`X_1+X_2`$, hence its distribution, in terms of the distributions of $`X_1`$ and $`X_2`$. It remains to give a compact form to the relation between moments and noncrossing cumulants. For any self-adjoint element $`X`$ with distribution $`\mu `$, let

$$G_X(z)=\frac{1}{z}+\underset{k=1}{\overset{\mathrm{}}{}}z^{k1}\tau (X^k)=_𝐑\frac{1}{zx}\mu (dx)$$

be its Cauchy transform, and let

$$K(z)=\frac{1}{z}+\underset{k=0}{\overset{\mathrm{}}{}}R_kz^k$$

be the inverse series for composition.

Theorem 3.

$$\text{One has}R_k=R^{(k)}(X,\mathrm{},X)\text{ for all }k\text{.}$$

The operation which associates to the two distributions of $`X_1`$ and $`X_2`$ the distribution of their sum is called the free convolution of measures on the real line, and was introduced by D. Voiculescu, who first considered the coefficients $`R_k`$ and proved the formula for the free convolution of two measures, using very different methods .

Combining theorems 1 and 2, given two large random matrices of known spectra one can predict the spectral distribution of their sum, with a good accuracy and probability close to 1. It is illuminating to look at the following example. The histogram below is made of the $`800`$ eigenvalues of a random matrix of the form $`\mathrm{\Pi }_1+\mathrm{\Pi }_2`$ where $`\mathrm{\Pi }_1`$ and $`\mathrm{\Pi }_2`$ are two orthogonal projections onto some random subpaces of dimension 400 in $`𝐂^{800}`$, chosen independently. The curve $`y=\frac{40}{\pi \sqrt{x(2x)}}`$ which corresponds to the large $`N`$ limit predicted by free probability has been drawn.

## 4. Noncrossing cumulants, random matrices and characters of symmetric groups

Besides free probability theory, noncrossing partitions appear in several areas of mathematics. We indicate some relevant connections. The first is with the theory of map enumeration initiated by investigations of theoretical physicists in two-dimensional quantum field theory. The noncrossing partitions appear there under the guise of planar diagrams, the Feynman diagrams which dominate the matrix integrals in the large $`N`$ limit. This is of course related to the fact that large matrices model free probability. We shall not discuss this further here, but refer to  for an accessible introduction. Another place where noncrossing partitions play a role, which is closely related to the preceding, is the geometry of the symmetric group, more precisely of its Cayley graph. Consider the (unoriented) graph whose vertex set is the symmetric group $`\mathrm{\Sigma }_n`$, and such that $`\{\sigma _1,\sigma _2\}`$ is an edge if and only if $`\sigma _1^1\sigma _2`$ is a transposition, i.e. this is the Cayley graph of $`\mathrm{\Sigma }_n`$ with respect to the generating set of all transpositions. The distance on the graph is given by

$$d(\sigma _1,\sigma _2)=n\text{number of orbits of }\sigma _1^1\sigma _2:=|\sigma _1^1\sigma _2|.$$

The lattice of noncrossing partitions can be imbedded in $`\mathrm{\Sigma }_n`$ in the following way , given a noncrossing partition of $`\{1,\mathrm{},n\}`$, its image is the permutation $`\sigma `$ such that $`\sigma (i)`$ is the element in the same class as $`i`$, which follows $`i`$ in the cyclic order $`12\mathrm{}n`$. One can check  that the image of $`NC(n)`$ is the set of all permutations satisfying $`|\sigma |+|\sigma ^1c|=|c|`$ where $`c`$ is the cyclic permutation $`c(i)=i+1mod(n)`$, in other words, this set consists of all permutations which lie on a geodesic from the identity to $`c`$ in the Cayley graph. These facts are at the heart of the connections between free probability, random matrices and symmetric groups. As an illustration we shall see how free cumulants arise from asymptotics of both random matrix theory and symmetric group representation theory.

Recall that cumulants (also called semi-invariants, see e.g. ) of a random variable $`X`$ with moments of all orders, are the coefficients in the Taylor expansion of the logarithm of its characteristic function, i.e.

$$\mathrm{log}E[e^{itX}]=\underset{n=0}{\overset{\mathrm{}}{}}(it)^n\frac{C_n(X)}{n!}.$$

We shall consider random variables of the following form $`Y^{(N)}=NX_{1,1}^{(N)}`$ where $`X^{(N)}=UD^{(N)}U^{}`$ is a random matrix chosen as in (2.1) and $`X_{1,1}^{(N)}`$ is its upper left coefficient. Assume now that the moments of $`X^{(N)}`$ converge

$$\frac{1}{N}Tr((X^{(N)})^k)_N\mathrm{}_𝐑x^k\mu (dx)$$

for some probability measure $`\mu `$ on $`𝐑`$, with noncrossing cumulants $`R_n(\mu )`$, then one has

$$\underset{N\mathrm{}}{lim}\frac{1}{N^2}C_n(Y^{(N)})=\frac{1}{n}R_n(\mu ).$$

This was first observed by P. Zinn-Justin , a proof using representation theory has been found by B. Collins .

We have related noncrossing cumulants to usual cumulants via random matrix theory, we shall see that that noncrossing cumulants are also useful in evaluating characters of symmetric groups. The precise relation however is not obvious at first sight.

Let us recall a few facts about irreducible representations of symmetric groups. It is well known that they can be parametrized by Young diagrams. In the following it will be convenient to represent a Young diagram by a function $`\omega :𝐑𝐑`$ such that $`\omega (x)=|x|`$ for $`|x|`$ large enough, and $`\omega `$ is a piecewise affine function, with slopes $`\pm 1`$, see the following picture which shows the Young diagram corresponding to the partition $`8=3+2+2+1`$.

$$x_1y_1x_2y_2x_3y_3x_4$$

Alternatively we can encode the Young diagram using the local minima and local maxima of the function $`\omega `$, denoted by $`x_1,\mathrm{},x_k`$ and $`y_1,\mathrm{},y_{k1}`$ respectively, which form two interlacing sequences of integers. These are (-3,-1,2,4) and (-2,1,3) respectively in the above picture. Associated with the Young diagram there is a unique probability measure $`m_\omega `$ on the real line, such that

$$_𝐑\frac{1}{zx}m_\omega (dx)=\frac{_{i=1}^{k1}(zy_i)}{_{i=1}^k(zx_i)}\text{for all }z𝐂𝐑.$$

This probability measure is supported by the set $`\{x_1,\mathrm{},x_k\}`$ and is called the transition measure of the diagram, see . Let $`\sigma `$ denote the conjugacy class in $`\mathrm{\Sigma }_n`$ of a permutation with $`k_2`$ cycles of length 2, $`k_3`$ of length 3, etc.. Here $`k_2,k_3,\mathrm{}`$ are fixed while we let $`n\mathrm{}`$. Denote by $`\chi _\omega `$ the normalized character of $`\mathrm{\Sigma }_n`$ associated with the Young diagram $`\omega `$, then the following asymptotic evaluation holds uniformly on the set of $`A`$-balanced Young diagrams, i.e. those whose longest row and longest column are less that $`A\sqrt{n}`$ (where $`A`$ is some constant $`>0`$),

$$\chi _\omega (\sigma )=\underset{j=2}{\overset{\mathrm{}}{}}n^{jk_j}R_{j+1}^{k_j}(\omega )+O(n^{1|\sigma |/2}).$$
(4.1)
Note that $`R_k`$ is scaled by $`\lambda ^k`$ if we scale the diagram $`\omega `$ by a factor $`\lambda `$, therefore the first term in the right hand side is of order $`O(n^{_j(j+1)k_j/2_jjk_j})=O(n^{|\sigma |/2})`$, this gives the order of magnitude of the character of a fixed conjugacy group for an $`A`$-balanced diagram.

In  a proof of (4.1) has been given, using in an essential way the Jucys-Murphy operators. Another proof, leading to an exact formula for characters of cycles due to S. Kerov , was shown to me later by A. Okounkov , see .

## 5. Representations of large symmetric groups

The asymptotic formula (4.1) shows in particular that irreducible characters of symmetric groups become asymptotically multiplicative i.e. for permutations with disjoint supports $`\sigma _1`$ and $`\sigma _2`$, one has

$$\chi _\omega (\sigma _1\sigma _2)=\chi _\omega (\sigma _1)\chi _\omega (\sigma _2)+O(n^{1|\sigma _1\sigma _2|/2})$$
(5.1)
uniformly on $`A`$-balanced diagrams. Conversely, given a central, normalized, positive definite function on $`\mathrm{\Sigma }_n`$, a factorization property such as (5.1) implies that the positive function is essentially an irreducible character . More precisely, recall that a central normalized positive definite function $`\psi `$ on $`\mathrm{\Sigma }_n`$ is a convex combination of normalized characters, and as such it defines a probability measure on the set of Young diagrams. For any $`\epsilon ,\delta >0`$, for all $`n`$ large enough, if an approximate factorization such as (5.1) holds for $`\psi `$, then there exists a curve $`\omega `$, such that the measure on Young diagrams associated with $`\psi `$ puts a mass larger than $`1\delta `$ on Young diagrams which lie in a neighbourhood of this curve, of width $`\epsilon \sqrt{n}`$. Therefore one can say that condition (5.1) on a positive definite function implies that the representation associated with this function is approximately isotypical, i.e. almost all Young diagrams occuring in the decomposition have a shape close to a certain definite curve.

Using this fact it is possible to understand the asymptotic behaviour of several operations in representation theory. Consider for example the operation of induction. One starts with two irreducible representations of symmetric groups $`\mathrm{\Sigma }_{n_1},\mathrm{\Sigma }_{n_2}`$, corresponding to two Young diagrams $`\omega _1`$ and $`\omega _2`$. One can then induce the product representation $`\omega _1\omega _2`$ of $`\mathrm{\Sigma }_{n_1}\times \mathrm{\Sigma }_{n_2}`$ to $`\mathrm{\Sigma }_{n_1+n_2}`$. This new representation is reducible and the multiplicities of irreducible representations can be computed using a combinatorial device, the Littlewood-Richardson rule. This rule however gives little light on the asymptotic behaviour of the multiplicities. Using the factorization-concentration result, one can prove that when $`n_1`$ and $`n_2`$ are very large, but of the same order of magnitude, then there exists a curve, which depends on $`\omega _1`$ and $`\omega _2`$, and such that the typical Young diagram occuring in the decomposition of the induced representation, is close to this curve. As we saw in section 4, one can associate a probability measure on the real line to any Young diagram. The description of the typical shape of Young diagram which occurs in the decomposition of the induced representation is easier if we use this correspondance between probability measures and Young diagrams, indeed the probability measure associated with the shape of the typical Young diagram corresponds to the free convolution of the two probability measures .

There are analogous results for the restriction of representations from large symmetric groups to smaller ones. There the corresponding operation on probability measure is called the free compression, it corresponds at the level of the large matrix approximation, to taking a random matrix with prescribed eigenvalue distribution, as in section 2, and extracting a square submatrix. Finally there are also results for Kronecker tensor products of representations. Here a central role is played by the well known Kerov-Vershik limit shape, whose associated probability measure is the semi-circle distribution with density $`\frac{1}{2\pi }\sqrt{4x^2}`$ on the interval $`[2,2]`$, see .


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# Gapless Line for the Anisotropic Heisenberg Spin-1/2 Chain in a Magnetic Field and the Quantum ANNNI Chain

## I Introduction

One-dimensional quantum spin systems have been studied extensively ever since the problem of the isotropic Heisenberg spin-1/2 chain was solved exactly by Bethe. Baxter later used the Bethe ansatz to solve the anisotropic Heisenberg ($`XYZ`$) spin-1/2 chain in the absence of a magnetic field ; the problem has not been analytically solved in the presence of a magnetic field. Experimentally, quantum spin chains and ladders are known to exhibit a wide range of unusual properties, including both gapless phases with a power-law decay of the two-spin correlations and gapped phases with an exponential decay . There are also two-dimensional classical statistical mechanics systems (such as the axial next-nearest neighbor Ising (ANNNI) model) whose finite temperature properties can be understood by studying an equivalent quantum spin-1/2 chain in a magnetic field. The ANNNI model has been studied by several techniques, and it was believed for a long time to have a floating phase of finite width in which the system is gapless .

Amongst the powerful analytical methods now available for studying quantum spin-1/2 chains is the technique of bosonization . Recently, the $`XXZ`$ chain in a transverse magnetic field  and the quantum ANNNI model  have been studied using bosonization. In this paper, we will study the anisotropic $`XYZ`$ model in a magnetic field pointing along the $`x`$-axis. For small values of the $`XY`$ anisotropy $`a`$ and the magnetic field $`h`$, we will show in Sec. II that there is a non-trivial fixed point (FP) of the renormalization group (RG) in the $`(a,h)`$ plane; the system is gapless on a quantum critical line of points which flow to this FP. In Sec. III, one of the transitions of the ANNNI model will be shown to be a special case of our results in which the $`zz`$ coupling is equal to zero. Our results are complimentary to the earlier studies of the ANNNI model which indicate a gapless phase of finite width. We will present the complete zero temperature phase diagram of the ANNNI model which has both a gapless phase of finite width as well as a gapless line.

The gapless line is somewhat unusual because the $`XY`$ anisotropy and the magnetic field both break the continuous symmetry of rotations in the $`xy`$ plane. In Sec. IV, we will provide a physical understanding of the gapless line by going to the classical (large $`S`$) limit of the model; this helps us to identify it as a spin-flop transition line. In Sec. V, we will discuss a disorder line which lies at a larger value of the magnetic field. In Sec. VI, we will briefly comment on the Ising transition which occurs at an even larger value of the magnetic field.

## II Bosonization and Renormalization Group Analysis

We consider the anisotropic Hamiltonian defined on a chain of sites

$`H={\displaystyle \underset{n}{}}[`$ $`(1+a)S_n^xS_{n+1}^x+(1a)S_n^yS_{n+1}^y`$ (2)
$`+\mathrm{\Delta }S_n^zS_{n+1}^zhS_n^x],`$
where the $`S_n^\alpha `$ are spin-1/2 operators. We will assume that the $`XY`$ anisotropy $`a`$ and the $`zz`$ coupling $`\mathrm{\Delta }`$ satisfy $`1a,\mathrm{\Delta }1`$. We can assume without loss of generality that the magnitude of the $`zz`$ coupling is smaller than the $`yy`$ coupling (i.e., $`|\mathrm{\Delta }|<1a`$), and that the magnetic field strength $`h0`$. The Hamiltonian in Eq. (2) is invariant under the global $`Z_2`$ transformation $`S_n^xS_n^x,S_n^yS_n^y,S_n^zS_n^z`$.

For $`a=h=0`$, the model is symmetric under rotations in the $`xy`$ plane and is gapless. The low-energy and long-wavelength modes of the system are then described by the bosonic Hamiltonian

$$H_0=\frac{v}{2}𝑑x[(_x\theta )^2+(_x\varphi )^2],$$
(3)
where $`v`$ is the velocity of the low-energy excitations (which have the dispersion $`\omega =v|k|`$); $`v`$ is a function of $`\mathrm{\Delta }`$. (The continuous space variable $`x`$ and the site label $`n`$ are related through $`x=nd`$, where $`d`$ is the lattice spacing.) The bosonic theory contains another parameter called $`K`$ which is related to $`\mathrm{\Delta }`$ by

$$K=\frac{\pi }{\pi +2\mathrm{sin}^1(\mathrm{\Delta })}.$$
(4)
$`K`$ takes the values 1 and 1/2 for $`\mathrm{\Delta }=0`$ (which describes noninteracting spinless fermions) and $`\mathrm{\Delta }=1`$ (the isotropic antiferromagnet) respectively; as $`\mathrm{\Delta }1`$, $`K\mathrm{}`$. We thus have $`1/2K<\mathrm{}`$.

In terms of the fields $`\varphi `$ and $`\theta `$ introduced in Eq. (3), the spin operators can be written as

$`S_n^z`$ $`=`$ $`\sqrt{{\displaystyle \frac{\pi }{K}}}_x\varphi +(1)^nc_1\mathrm{cos}(2\sqrt{\pi K}\varphi ),`$ (5)
$`S_n^x`$ $`=`$ $`[c_2\mathrm{cos}(2\sqrt{\pi K}\varphi )+(1)^nc_3]\mathrm{cos}(\sqrt{{\displaystyle \frac{\pi }{K}}}\theta ),`$ (6)
where the $`c_i`$ are constants given in Ref. 8. The $`XY`$ anisotropy term is given by

$$S_n^xS_{n+1}^xS_n^yS_{n+1}^y=c_4\mathrm{cos}(2\sqrt{\frac{\pi }{K}}\theta ),$$
(7)
where $`c_4`$ is another constant.

For convenience, let us define the three operators

$`𝒪_1`$ $`=`$ $`\mathrm{cos}(2\sqrt{\pi K}\varphi )\mathrm{cos}(\sqrt{{\displaystyle \frac{\pi }{K}}}\theta ),`$ (8)
$`𝒪_2`$ $`=`$ $`\mathrm{cos}(2\sqrt{{\displaystyle \frac{\pi }{K}}}\theta ),\mathrm{and}𝒪_3=\mathrm{cos}(4\sqrt{\pi K}\varphi ).`$ (9)
Their scaling dimensions are given by $`K+1/4K`$, $`1/K`$ and $`4K`$ respectively. Using Eqs. (6-7), the terms corresponding to $`a`$ and $`h`$ in Eq. (2) can be written as

$$H_a+H_h=𝑑x[ac_4𝒪_2hc_2𝒪_1],$$
(10)
where we have dropped rapidly varying terms proportional to $`(1)^n`$ since they will average to zero in the continuum limit. (We will henceforth absorb the factors $`c_4`$ ($`c_2`$) in the definitions of $`a`$ ($`h`$).) We will now study how the parameters $`a`$ and $`h`$ flow under RG.

The operators in Eqs. (9) are related to each other through the operator product expansion; the RG equations for their coefficients will therefore be coupled to each other . In our model, this can be derived as follows. Given two operators $`A_1=\mathrm{exp}(i\alpha _1\varphi +i\beta _1\theta )`$ and $`A_2=\mathrm{exp}(i\alpha _2\varphi +i\beta _2\theta )`$, we write the fields $`\varphi `$ and $`\theta `$ as the sum of slow fields (with wave numbers $`|k|<\mathrm{\Lambda }e^{dl}`$) and fast fields (with wave numbers $`\mathrm{\Lambda }e^{dl}<|k|<\mathrm{\Lambda }`$), where $`\mathrm{\Lambda }`$ is the momentum cut-off of the theory, and $`dl`$ is the change in the logarithm of the length scale. Integrating out the fast fields shows that the product of $`A_1`$ and $`A_2`$ at the same space-time point gives a third operator $`A_3=e^{i(\alpha _1+\alpha _2)\varphi +i(\beta _1+\beta _2)\theta }`$ with a prefactor which can be schematically written as

$$A_1A_2e^{(\alpha _1\alpha _2+\beta _1\beta _2)dl/2\pi }A_3.$$
(11)
If $`\lambda _i(l)`$ denote the coefficients of the operators $`A_i`$ in an effective Hamiltonian, then the RG expression for $`d\lambda _3/dl`$ will contain the term $`(\alpha _1\alpha _2+\beta _1\beta _2)\lambda _1\lambda _2/2\pi `$. Using this, we find that if the three operators in Eqs. (9) have coefficients $`h`$, $`a`$ and $`b`$ respectively, then the RG equations are

$`{\displaystyle \frac{dh}{dl}}`$ $`=`$ $`(2K{\displaystyle \frac{1}{4K}})h{\displaystyle \frac{1}{K}}ah4Kbh,`$ (12)
$`{\displaystyle \frac{da}{dl}}`$ $`=`$ $`(2{\displaystyle \frac{1}{K}})a(2K{\displaystyle \frac{1}{2K}})h^2,`$ (13)
$`{\displaystyle \frac{db}{dl}}`$ $`=`$ $`(24K)b+(2K{\displaystyle \frac{1}{2K}})h^2,`$ (14)
$`{\displaystyle \frac{dK}{dl}}`$ $`=`$ $`{\displaystyle \frac{a^2}{4}}K^2b^2,`$ (15)
where we have absorbed some factors involving $`v`$ in the variables $`a`$, $`b`$ and $`h`$. (We will ignore the RG equation for $`v`$ here.) It will turn out that $`K`$ renormalizes very little in the regime of RG flows that we will be concerned with. Eqs. (15) have appeared earlier in the context of some other problems . However, the last two terms in the expression for $`dh/dl`$ were not presented in Ref. 10; these two terms turn out to be crucial for what follows. Note that Eqs. (15) are invariant under the duality transformation $`K1/4K`$ and $`ab`$.

Let us now consider the fixed points of Eqs. (15). For any value of $`K=K^{}`$, a trivial FP is $`(a^{},b^{},h^{})=(0,0,0)`$. Remarkably, it turns out that there is a non-trivial FP for any value of $`K^{}`$ lying in the range $`1/2<K^{}<1+\sqrt{3}/2`$; we will henceforth restrict our attention to this range of values. (The upper bound on $`K^{}`$ comes from the condition $`2K^{}1/4K^{}>0`$.) The non-trivial FP is given by

$`h^{}`$ $`=`$ $`{\displaystyle \frac{\sqrt{2K^{}(2K^{}1/4K^{})}}{2K^{}+1}},`$ (16)
$`a^{}`$ $`=`$ $`(K^{}+{\displaystyle \frac{1}{2}})h^2,\mathrm{and}b^{}={\displaystyle \frac{a^{}}{2K^{}}}.`$ (17)
The system is gapless at this FP as well as at all points which flow to this FP. One might object that Eqs. (15) can only be trusted if $`a`$, $`b`$ and $`h`$ are not too large, otherwise one should go to higher orders. We note that the FP approaches the origin as $`K^{}1+\sqrt{3}/21.866`$; from Eq. (4), this corresponds to the $`zz`$ coupling $`\mathrm{\Delta }=\mathrm{sin}[\pi (\sqrt{3}3/2)]0.666`$. Thus the RG equations can certainly be trusted for $`K^{}`$ close to 1.866. For $`K^{}=1`$, the FP is at $`(a^{},b^{},h^{})=(1/4,1/8,1/\sqrt{6})`$.

We have numerically studied the RG flows given by Eqs. (15) for various starting values of $`(K,a,b,h)`$. Since the Hamiltonian in Eq. (2) does not contain the operator $`𝒪_3`$, we set $`b=0`$ initially. We take $`a`$ and $`h`$ to be very small initially, and see which set of values flows to a non-trivial FP. For instance, starting with $`K=1`$, $`b=0`$, and $`a,h`$ very small, we find that there is a line of points which flow to a FP at $`(K^{},a^{},b^{},h^{})=(1.020,0.246,0.122,0.404)`$. This line projected on to the $`(a,h)`$ plane is shown in Fig. 1. We see that $`K`$ changes very little during this flow; if we start with a larger value of $`K`$ initially, then it changes even less as we go to the non-trivial FP. It is therefore not a bad approximation to ignore the flow of $`K`$ completely.

We can characterize the set of points $`(a,h)`$ lying close to the origin which flow to the non-trivial FP. Numerically, we find that there is a unique flow line in the $`(a,h)`$ plane for each starting value of $`K`$ and $`b=0`$, provided that $`a,h`$ are very small initially. This means that $`a(l)`$ and $`h(l)`$ given by Eqs. (15) must follow the same line regardless of the starting values of $`a,h`$. From Eqs. (15), we see that if $`h<<a^{1/2}`$, then $`h(l)h(0)\mathrm{exp}(2K1/4K)l`$ while $`a(l)\mathrm{exp}(21/K)l`$. Hence $`h`$ must initially scale with $`a`$ as

$$ha^{(2K1/4K)/(21/K)},$$
(18)
as we have numerically verified for $`K=1`$. However, Eq. (18) is only true if $`(2K1/4K)/(21/K)>1/2`$, i.e., if $`K<(1+\sqrt{2})/2=1.207`$. For $`K1.207`$ (i.e., $`\mathrm{\Delta }0.266`$), the initial scaling form is given by $`ha^{1/2}`$.

We now examine the stability of small perturbations away from the fixed points. The trivial FP at the origin has two unstable directions ($`a`$ and $`h`$), one stable direction ($`b`$) and one marginal direction ($`K`$). The non-trivial FP has two stable directions, one unstable direction and a marginal direction (which corresponds to changing $`K^{}`$ and simultaneously $`a^{}`$, $`b^{}`$ and $`h^{}`$ to maintain the relations in Eqs. (17)). The presence of two stable directions implies that there is a two-dimensional surface of points (in the space of parameters $`(a,b,h)`$) which flows to this FP; the system is gapless on that surface. A perturbation in the unstable direction produces a gap in the spectrum. For instance, at the FP with $`(K^{},a^{},b^{},h^{})=(1,1/4,1/8,1/\sqrt{6})`$, the four RG eigenvalues are given by 1.273 (unstable), 0 (marginal), and $`1.152\pm 1.067i`$ (both stable). The positive eigenvalue corresponds to an unstable direction given by $`(\delta K,\delta a,\delta b,\delta h)=\delta a(0.113,1,0.092,0.239)`$. A small perturbation of size $`\delta a`$ in that direction will produce a gap in the spectrum which scales as $`\mathrm{\Delta }E|\delta a|^{1/1.273}=|\delta a|^{0.786}`$; the correlation length is then given by $`\xi v/\mathrm{\Delta }E|\delta a|^{0.786}`$.

Figure 1 shows that the set of points which do not flow to the non-trivial FP belong to either region A or region B. These regions can be reached from the non-trivial FP by moving in the unstable direction, with $`\delta a>0`$ for region A, and $`\delta a<0`$ for region B. In region A, the points flow to $`a=\mathrm{}`$; this corresponds to a gapped phase in which the the $`xx`$ coupling is larger than the $`yy`$ and $`zz`$ couplings. In region B, both $`a`$ and $`h`$ flow to $`\mathrm{}`$; this is a gapped phase in which the $`yy`$ coupling is larger than the $`xx`$ and $`zz`$ couplings. We will now see that the difference between these two phases lies in the way in which the $`Z_2`$ symmetry of the Hamiltonian is realized. An order parameter which distinguishes between the two phases is the staggered magnetization in the $`y`$ direction, defined in terms of a ground state expectation value as

$$m_y=[\underset{n\mathrm{}}{lim}(1)^n<S_0^yS_n^y>]^{1/2}.$$
(19)
This is zero in phase A; hence the $`Z_2`$ symmetry is unbroken. In phase B, $`m_y`$ is non-zero, and the $`Z_2`$ symmetry is broken. The scaling of $`m_y`$ with the perturbation $`\delta a`$ can be found as follows . At $`a=h=0`$, the leading term in the long-distance equal-time correlation function of $`S^y`$ is given by

$$<S_0^yS_n^y>\frac{(1)^n}{|n|^{1/2K}}.$$
(20)
Hence the scaling dimension of $`S_n^y`$ is $`1/4K`$. In a gapped phase in which the correlation length is much larger than the lattice spacing, $`m_y`$ will therefore scale with the gap as $`m_y(\mathrm{\Delta }E)^{1/4K}`$. If we assume that the scaling dimension of $`S_n^y`$ at the non-trivial FP remains close to $`1/4K`$, then the numerical result quoted in the previous paragraph for $`K=1`$ implies that $`m_y|\delta a|^{0.196}`$ for $`\delta a`$ small and negative.

The nature of the transition on the gapless line will be discussed in Sec. IV. We will argue there that this is a spin-flop transition line. (Spin-flop transitions in one-dimensional spin-1/2 chains have been studied earlier .)

## III Quantum ANNNI Model

We will now apply our results to the one-dimensional spin-1/2 quantum ANNNI model , with nearest neighbor ferromagnetic and next-nearest neighbor antiferromagnetic Ising interactions and a transverse magnetic field. The Hamiltonian is given by

$$H_A=\underset{n}{}[2J_1T_n^xT_{n+1}^x+J_2T_n^xT_{n+2}^x+\frac{\mathrm{\Gamma }}{2}T_n^y],$$
(21)
where $`J_1,J_2>0`$, and the $`T_n^\alpha `$ are spin-1/2 operators; we can assume without loss of generality that $`\mathrm{\Gamma }0`$. The quantum Hamiltonian in Eq. (21) is related to the transfer matrix of the two-dimensional classical ANNNI model; the finite temperature critical points of the latter are related to the ground state quantum critical points of Eq. (21), with the temperature $`T`$ being related to the magnetic field $`\mathrm{\Gamma }`$.

Some earlier studies showed that the model has a floating phase of finite width which is gapless . A recent bosonization study reached the same conclusions . (Recent numerical studies of the two-dimensional classical ANNNI model at finite temperature have led to contradictory results for the width of the floating phase .) All these studies (both analytical and numerical) indicate that the phase transition is of the Kosterlitz-Thouless type (with $`\xi `$ diverging exponentially) from the high-temperature side (i.e., from region B in Fig. 1 for the quantum ANNNI model), and is of the Pokrovsky-Talapov type  (with $`\xi `$ diverging as a power-law) from the low-temperature side (i.e., from region A in Fig. 1).

We will now apply our results to the quantum ANNNI model. Consider a Hamiltonian which is dual to Eq. (21) for spin-1/2; this will turn out to be a special case of our earlier model. The dual Hamiltonian is given by

$$H_D=\underset{n}{}[J_2S_n^xS_{n+1}^x+\mathrm{\Gamma }S_n^yS_{n+1}^yJ_1S_n^x],$$
(22)
where $`S_n^\alpha `$ are the spin-1/2 operators dual to $`T_n^\alpha `$ (for instance, $`S_n^x=2T_n^xT_{n+1}^x`$ and $`T_n^y=2S_{n1}^yS_n^y`$). After scaling this Hamiltonian by an appropriate factor, we see that it has the same form as in Eq. (2), with

$`a`$ $`=`$ $`{\displaystyle \frac{J_2\mathrm{\Gamma }}{J_2+\mathrm{\Gamma }}},`$ (23)
$`h`$ $`=`$ $`{\displaystyle \frac{2J_1}{J_2+\mathrm{\Gamma }}},`$ (24)
$`\mathrm{\Delta }`$ $`=`$ $`0.`$ (25)
Hence it follows that the quantum ANNNI model has a line of points in the $`(J_2/J_1,\mathrm{\Gamma }/J_1)`$ plane on which the system is gapless. From Eq. (18), we see that the shape of this line is given by $`J_1(J_2\mathrm{\Gamma })^{3/4}`$ as $`J_10`$.

The analysis in Sec. II indicates that as the transition line is approached, $`\xi `$ should diverge as a power-law from both sides. We now have to reconcile this with some of the earlier analytical  and numerical  studies which showed that as one approaches the floating phase, $`\xi `$ diverges as a power-law from phase B but exponentially from phase A. The important point is that these earlier studies were carried out at values of $`J_2/J_1`$ which are close to 1, while our RG results are expected to be valid only if $`a,h`$ are small, i.e., if $`J_2/J_1`$ is large. If $`J_2/J_1`$ is close to 1, the situation is quite different for the following reason. Exactly at $`J_2/J_1=1`$ and $`\mathrm{\Gamma }=0`$, the Hamiltonian in Eq. (22) can be written in the form

$$H_{MC}=J_2\underset{n}{}(S_n^x\frac{1}{2})(S_{n+1}^x\frac{1}{2}).$$
(26)
This is a multicritical point with a ground state degeneracy growing exponentially with the system size, since any state in which every pair of neighboring sites $`(n,n+1)`$ has at least one site with $`S^x=1/2`$ is a ground state. We can now study what happens when we go slightly away from this multicritical point. To lowest order, this involves doing perturbation theory within the large space of degenerate states. An argument due to Villain and Bak  shows that if $`J_2J_1`$ and $`\mathrm{\Gamma }`$ are non-zero but small, then the low-energy properties of Eq. (22) do not change if $`\mathrm{\Gamma }S_n^yS_{n+1}^y`$ is replaced by $`(\mathrm{\Gamma }/2)(S_n^yS_{n+1}^y+S_n^zS_{n+1}^z)`$. (This is because the difference between the two kinds of terms is given by operators which, acting on one of the degenerate ground states, take it out of the degenerate space to a higher excited state in which a pair of neighboring sites have $`S^x=1/2`$.) Thus the fully anisotropic model becomes equivalent to a different model which is invariant under the $`U(1)`$ symmetry of rotations in the $`yz`$ plane. The $`U(1)`$ symmetric model has been studied earlier using bosonization ; it has a gapless phase of finite width which lies between two gapped phases. Thus the difference between our study (in which $`J_2\mathrm{\Gamma }`$ and $`J_1`$ are small) and the earlier studies (in which $`J_2J_1`$ and $`\mathrm{\Gamma }`$ are small) is that they have different symmetries away from the transition line, namely, $`Z_2`$ and $`U(1)`$ respectively. Our study and the earlier studies are therefore complimentary to each other; a combination of the two leads to a complete understanding of the model over the entire parameter range.

To summarize, the transition from phase A to phase B can occur either through a gapless line (if $`a,h`$ are small), or through a gapless phase of finite width (if $`a,h`$ are large). The complete phase diagram of the ground state of Eq. (22) is shown in Fig. 2 . The three major phases shown are distinguished by the following properties of the expectation values of the different components of the spins. In the antiferromagnetic phase, the spins point alternately along the $`\widehat{x}`$ and $`\widehat{x}`$ directions. In the spin-flop phase, they point alternately along the $`\widehat{y}`$ and $`\widehat{y}`$ directions, with an uniform tilt towards the $`\widehat{x}`$ direction. In the ferromagnetic phase, all the spins point predominantly in the $`\widehat{x}`$ direction. The antiferromagnetic and spin-flop phases are separated by a floating phase of finite width for $`J_2/J_1`$ close to 1/2, and by a spin-flop transition line for large values of $`J_2/J_1`$. We conjecture that the floating phase and the spin-flop transition line are separated by a Lifshitz point as indicated in Fig. 2. The disorder line and the Ising transition are discussed in Secs. V and VI respectively.

We should point out here that in terms of the original Hamiltonian in Eq. (21), some of the phases shown in Fig. 2 have somewhat different names . The spin-flop phase is called the paramagnetic phase; this is further divided into two phases by the disorder line, namely, a commensurate phase to the left and an incommensurate phase on the right of the disorder line. The antiferromagnetic phase is called the antiphase.

## IV Classical Limit

In this section, we would like to provide a physical picture of the gapless line in the $`(a,h)`$ plane by looking at the classical limit of Eq. (2). Consider the Hamiltonian

$`H_{S1}={\displaystyle \underset{n}{}}[`$ $`(1+a)S_n^xS_{n+1}^x+(1a)S_n^yS_{n+1}^y`$ (28)
$`+\mathrm{\Delta }S_n^zS_{n+1}^z2ShS_n^x],`$
where the spins satisfy $`𝐒_n^2=S(S+1)`$, and we are interested in the classical limit $`S\mathrm{}`$ . (We have multiplied the magnetic field by a factor of $`2S`$ in Eq. (28) so that we recover Eq. (2) for spin-1/2.) We assume as before that the $`zz`$ coupling is smaller in magnitude than the $`yy`$ coupling. Then the classical ground state of Eq. (28) is given by a configuration in which all the spins lie in the $`xy`$ plane, with the spins on odd and even numbered sites pointing respectively at an angle of $`\alpha _1`$ and $`\alpha _2`$ with respect to the $`x`$-axis. The ground state energy per site is

$`e(\alpha _1,\alpha _2)=S^2[`$ $`h(\mathrm{cos}\alpha _1+\mathrm{cos}\alpha _2)+\mathrm{cos}(\alpha _1+\alpha _2)`$ (30)
$`+a\mathrm{cos}(\alpha _1\alpha _2)].`$
Minimizing this with respect to $`\alpha _1`$ and $`\alpha _2`$, we discover that there is a special line given by $`h^2=4a`$ on which all solutions of the equation

$$h\mathrm{cos}(\frac{\alpha _1\alpha _2}{2})=2\mathrm{cos}(\frac{\alpha _1+\alpha _2}{2}),$$
(31)
give the same ground state energy per site, $`e_0=(1+a)S^2`$. The solutions of Eq. (31) range from $`\alpha _1=\alpha _2=\mathrm{cos}^1(h/2)`$ to $`\alpha _1=\pi ,\alpha _2=0`$ (or vice versa); in the ground state phase diagram of the ANNNI model, these two configurations correspond respectively to a antiferromagnetic alignment of the spins with respect to the $`y`$-axis (with a small tilt towards the $`x`$-axis if $`h`$ is small), and an antiferromagnetic alignment of the spins with respect to the $`x`$-axis. The curve $`h^2=4a`$ is therefore a phase transition line, and the form of the ground states on the two sides shows that there is a spin-flop transition across that line. Further, we see that for $`h^2=4a`$, there is a one-parameter set of classical ground states (characterized by, say, the value of $`\alpha _1`$ which can go all the way from 0 to $`2\pi `$ in the solutions of Eq. (31)) which are all degenerate. Hence the symmetry is enhanced from a $`Z_2`$ symmetry away from the line to a $`U(1)`$ symmetry (of rotations in the $`xy`$ plane) on the line. We therefore expect a gapless mode in the excitation spectrum corresponding to the Goldstone mode of the broken continuous symmetry. We can find this gapless mode explicitly by going to the next order in a $`1/S`$ expansion .

The above arguments provide some understanding of why one may expect such a gapless line in the spin-1/2 model also. Note however that the bosonization analysis gives the scaling form in Eq. (18) for $`h`$ versus $`a`$; this agrees with the classical form only if $`\mathrm{\Delta }0.266`$. Further, in the classical limit, the transition across the gapless line is of first order, whereas it is of second order in the spin-1/2 case. There is probably a critical value of the spin $`S`$ above which the transition is of first order. (For the $`U(1)`$ symmetric model described by Eq. (33) below, it is known that the transition is of first order if $`S1`$ .)

The classical limit also makes it clear why our model has a different behavior from the $`U(1)`$ symmetric model governed by the Hamiltonian

$`H_{S2}={\displaystyle \underset{n}{}}[`$ $`(1+a)S_n^xS_{n+1}^x+(1a)S_n^yS_{n+1}^y`$ (33)
$`+(1a)S_n^zS_{n+1}^z2ShS_n^x].`$
In the limit $`S\mathrm{}`$, there is now a two-parameter set of degenerate ground states on the line $`h^2=4a`$; these are obtained by taking the one-parameter family of configurations given in Eq. (30) and rotating them by an arbitrary angle about the $`x`$-axis. Hence, the symmetry of this model is enhanced from $`U(1)`$ to $`SU(2)`$ on the line $`h^2=4a`$, and there are now two Goldstone modes instead of one. Considering this difference in symmetry for large $`S`$, it is not surprising that even the spin-1/2 models with $`U(1)`$ symmetry and $`Z_2`$ symmetry respectively exhibit very different behaviors at the spin-flop transition line.

## V Disorder Line

We have seen that as the magnetic field $`h`$ is increased from zero for the spin-1/2 model described by Eq. (2), there is a spin-flop transition at a critical field $`h_c`$ whose value depends on $`a`$ and $`\mathrm{\Delta }`$. One might wonder what happens if the field is increased well beyond $`h_c`$.

It turns out that above $`h_c`$, there is an interesting value of the field $`h=h_d`$ where the ground state of the model is exactly solvable . This field is given by

$$h_d=\sqrt{2(1+a+\mathrm{\Delta })}.$$
(34)
At this point, the ground state has a very simple direct product form in which all the spins lie in the $`xy`$ plane, with the spins on even and odd sublattices pointing at the angles $`\alpha `$ and $`\alpha `$ respectively with respect to the $`x`$-axis, where

$$\alpha =\mathrm{cos}^1(\frac{h_d}{2}).$$
(35)
To show that this configuration is the ground state of the Hamiltonian, we observe that the Hamiltonian can be written, up to a constant, as the following sum

$`H`$ $`=`$ $`{\displaystyle \underset{n}{}}[H_{2n,2n+1}+H_{2n,2n1}],`$ (36)
$`H_{2n,2n\pm 1}`$ $`=`$ $`(\mathrm{cos}\alpha S_{2n}^x+\mathrm{sin}\alpha S_{2n}^y{\displaystyle \frac{1}{2}})`$ (45)
$`\times (\mathrm{cos}\alpha S_{2n\pm 1}^x+\mathrm{sin}\alpha S_{2n\pm 1}^y{\displaystyle \frac{1}{2}})`$
$`+(\mathrm{cos}\alpha S_{2n}^x\mathrm{sin}\alpha S_{2n}^y{\displaystyle \frac{1}{2}})`$
$`\times (\mathrm{cos}\alpha S_{2n\pm 1}^x\mathrm{sin}\alpha S_{2n\pm 1}^y{\displaystyle \frac{1}{2}})`$
$`+\mathrm{\Delta }[{\displaystyle \frac{1}{4}}(\mathrm{cos}\alpha S_{2n}^x+\mathrm{sin}\alpha S_{2n}^y)`$
$`\times (\mathrm{cos}\alpha S_{2n\pm 1}^x\mathrm{sin}\alpha S_{2n\pm 1}^y)`$
$`(\mathrm{sin}\alpha S_{2n}^x\mathrm{cos}\alpha S_{2n}^y)`$
$`\times (\mathrm{sin}\alpha S_{2n\pm 1}^x+\mathrm{cos}\alpha S_{2n\pm 1}^y)`$
$`+S_{2n}^zS_{2n\pm 1}^z],`$
where $`\alpha `$ is given in Eqs. (34-35). We now use the theorem that the ground state energy of $`H`$ is greater than or equal to the sum of the ground state energies of $`H_{2n,2n\pm 1}`$, with equality holding if and only if there is a state which is simultaneously an eigenstate of all the $`H_{2n,2n\pm 1}`$. Now, each of the Hamiltonians $`H_{2n,2n\pm 1}`$ in Eq. (45) is a sum of three operators whose eigenvalues are non-negative if $`\mathrm{\Delta }0`$ . The state described in Eq. (35), in which all the spins on the even sublattice satisfy $`\mathrm{cos}\alpha S_{2n}^x+\mathrm{sin}\alpha S_{2n}^y=1/2`$ and all the spins on the odd sublattice satisfy $`\mathrm{cos}\alpha S_{2n+1}^x\mathrm{sin}\alpha S_{2n+1}^y=1/2`$, is the ground state of all the Hamiltonians in Eq. (45) with zero eigenvalue. We can actually show, by looking at a two-site system governed by a single Hamiltonian $`H_{2n,2n+1}`$, that even if $`\mathrm{\Delta }<0`$, the state described above is its ground state provided that $`1a\mathrm{\Delta }`$, i.e., as long as the magnitude of the $`zz`$ coupling is smaller than the $`yy`$, which is what we have assumed already.

For a given value of $`\mathrm{\Delta }`$, the line in the $`(a,h)`$ plane described by Eq. (34) is called a disorder line because the direct product form of the ground state implies that the two-spin correlation function $`<S_n^\alpha S_m^\beta ><S_n^\alpha ><S_m^\beta >`$ (with $`\alpha ,\beta =x,y,z`$) is exactly zero if $`mn`$. Hence the correlation length is extremely short. The disorder line exists even for values of the spin larger than 1/2. Starting with the Hamiltonian in Eq. (28), one finds a disorder line at the same value of h given in Eq. (34). The proof that it is a disorder line is similar to the proof given above for the spin-1/2 case if $`\mathrm{\Delta }0`$. We will not study here how far the proof can be extended to negative values of $`\mathrm{\Delta }`$; for spin $`S`$, this requires an examination of the spectrum of a two-site problem governed by a $`(2S+1)\times (2S+1)`$ dimensional Hamiltonian matrix.

## VI Ising transition

If the magnetic field $`h`$ is increased even further, the system undergoes an Ising transition . If the $`yy`$ and $`zz`$ couplings are equal (i.e., $`1a=\mathrm{\Delta }`$), this occurs at a saturation field $`h_s=2`$, where there is transition to a state in which all the spins point along the $`x`$-axis. But if the $`yy`$ and $`zz`$ couplings are not equal, there is no saturation of the spins for any finite value of the field although the ground state expectation value of $`S_n^x`$ approaches 1/2 (as $`(1a\mathrm{\Delta })^2/h^2`$) as $`h`$ goes to infinity. (This can be shown by considering a two-site system and doing perturbation theory in the limit $`h\mathrm{}`$.) However, there is still a transition field $`h_s`$ beyond which a $`Z_2`$ symmetry of a different kind is broken. To see this, we consider a Hamiltonian $`\stackrel{~}{H}`$ which is dual to the Hamiltonian given in Eq. (2). This is given by

$`\stackrel{~}{H}`$ $`=`$ $`{\displaystyle \underset{n}{}}[(1+a)T_n^xT_{n+2}^x+{\displaystyle \frac{1a}{2}}T_n^y`$ (47)
$`2\mathrm{\Delta }T_{n1}^xT_n^yT_{n+1}^x2hT_n^xT_{n+1}^x].`$
This Hamiltonian is invariant under the global $`Z_2`$ transformation $`T_n^xT_n^x,T_n^yT_n^y,T_n^zT_n^z`$. For $`\mathrm{\Delta }=0`$, this $`Z_2`$ symmetry is known to be broken if $`h`$ is larger than a critical value $`h_s`$ . We expect that this is will be true even if $`\mathrm{\Delta }0`$. The order parameter for this symmetry is

$$m_x=[\underset{n\mathrm{}}{lim}<T_0^xT_n^x>]^{1/2}.$$
(48)
Note that in terms of the operators $`S_n^x`$, $`T_0^xT_n^x`$ is equal to a string of operators, $`(1/4)_{m=0}^{n1}(2S_m^x)`$. Similarly, the order parameter $`(1)^nS_0^yS_n^y`$ in Eq. (19) is equal to the string of operators $`((1)^n/4)_{m=1}^n(2T_m^y)`$.

## VII Discussion

We have shown in this paper that the $`XYZ`$ spin-1/2 chain in a magnetic field exhibits a gapless phase on a particular line. It would be interesting to use numerical techniques like the density-matrix renormalization group method  to examine various ground state properties of this model, in particular, to study the behavior of the order parameter defined in Eq. (19), and to find out if there is indeed a Lifshitz point as conjectured in Fig. 2.

Finally, the RG equations studied in this paper appear in other strongly correlated systems, such as the problem of two spinless Tomonaga-Luttinger chains with both one- and two-particle interchain hoppings , and one-dimensional conductors with spin-anisotropic electron interactions . The gapless phase may therefore also appear in other systems.

Acknowledgments

We would like to thank P. Fulde for hospitality in the Max-Planck-Institut für Physik komplexer Systeme, Dresden, during the course of this work, and M. Barma and R. Narayanan for useful comments. A.D. acknowledges R. Oppermann for interesting discussions, and Deutsche Forschungsgemeinschaft for financial support through project OP28/5-2. D.S. thanks the Department of Science and Technology, India for financial support through Grant No. SP/S2/M-11/00.


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# NONUNIFORM DONNAN EQUILIBRIUM WITHIN BACTERIOPHAGES PACKED WITH DNA

## Acknowledgment

We thank Paul Jardine for many discussions on viruses and Rudi Podgornik for clarifying the status of the possible hexatic phase. One of us (F.S.) is grateful to the Dutch Foundation for Virological Research for a grant entitled ”Virussen in katachtigen”.