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# On Some Inequalities for Gaussian Measures

## 1. Introduction

Gaussian random variables and processes always played a central role in the probability theory and statistics. The modern theory of Gaussian measures combines methods from probability theory, analysis, geometry and topology and is closely connected with diverse applications in functional analysis, statistical physics, quantum field theory, financial mathematics and other areas. Some examples of applications of Gaussian measures can be found in monographs  and .

In this note we present several inequalities of geometric nature for Gaussian measures. All of them have elementary formulations, but nevertheless yield many important and nontrivial consequences. We begin in section 2 with the already classical Gaussian isoperimetric inequality that inspired in the 70’s and 80’s the vigorous development of concentration inequalities and their applications in the geometry and local theory of Banach spaces (cf. ). In the sequel we review several more recent results and finish in section 6 with the discussion of the Gaussian correlation conjecture that remains unsolved more than 30 years.

A probability measure $`\mu `$ on a real separable Banach space $`F`$ is called Gaussian if for every functional $`x^{}F^{}`$ the induced measure $`\mu (x^{})^1`$ is a one-dimensional Gaussian measure $`𝒩(a,\sigma ^2)`$ for some $`a=a(x^{})`$ and $`\sigma =\sigma (x^{})0`$. Throughout this note we only consider centered Gaussian measures that is the measures such that $`a(x^{})=0`$ for all $`x^{}F^{}`$. A random vector with values in $`F`$ is said to be Gaussian if its distribution is Gaussian. Every centered Gaussian measure on $`^n`$ is a linear image of the canonical Gaussian measure $`\gamma _n`$, that is the measure on $`^n`$ with the density $`d\gamma _n(x)=(2\pi )^{n/2}\mathrm{exp}(|x|^2/2)dx`$, where $`|x|=\sqrt{_{i=1}^nx_i^2}`$. Infinite dimensional Gaussian measures can be effectively approximated by finite dimensional ones using the following series representation (cf. \[18, Proposition 4.2\]): If $`\mu `$ is a centered Gaussian measure on $`F`$ and $`g_1,g_2,\mathrm{}`$ are independent $`𝒩(0,1)`$ random variables then there exist vectors $`x_1,x_2,\mathrm{}`$ in $`F`$ such that the series $`X=_{i=1}^{\mathrm{}}x_ig_i`$ is convergent almost surely and in every $`L^p`$, $`0<p<\mathrm{}`$, and is distributed as $`\mu `$.

We will denote by $`\mathrm{\Phi }`$ the distribution function of the standard normal $`𝒩(0,1)`$ r.v., that is

$$\mathrm{\Phi }(x)=\gamma _1(\mathrm{},x)=\frac{1}{\sqrt{2\pi }}_{\mathrm{}}^xe^{y^2/2}𝑑y,\mathrm{}x\mathrm{}.$$

For two sets $`A,B`$ in a Banach space $`F`$ and $`t`$ we will write $`tA=\{tx:xA\}`$ and $`A+B=\{x+y:xA,yB\}`$. A set $`A`$ in $`F`$ is said to be symmetric if $`A=A`$.

Many results presented in this note can be generalized to the more general case of Radon Gaussian measures on locally convex spaces. For precise definitions see  or .

## 2. Gaussian isoperimetry

For a Borel set $`A`$ in $`^n`$ and $`t>0`$ let $`A_t=A+tB_2^n=\{x^n:|xa|<t\text{ for some }aA\}`$ be the open t-enlargement of $`A`$, where $`B_2^n`$ denotes the open unit Euclidean ball in $`^n`$. The classical isoperimetric inequality for the Lebesgue measure states that if $`\mathrm{vol}_n(A)=\mathrm{vol}_n(rB_2^n)`$ then $`\mathrm{vol}_n(A_t)\mathrm{vol}_n((r+t)B_2^n)`$ for $`t>0`$. In the early 70’s C. Borell  and V.N. Sudakov and B.S. Tsirel’son  proved independently the isoperimetric property of Gaussian measures.

Theorem 2.1 Let $`A`$ be a Borel set in $`^n`$ and let $`H`$ be an affine halfspace such that $`\gamma _n(A)=\gamma _n(H)=\mathrm{\Phi }(a)`$ for some $`a`$. Then

$$\gamma _n(A_t)\gamma _n(H_t)=\mathrm{\Phi }(a+t)\text{ for all }t0.$$
(2.1)
Theorem 2.1 has an equivalent differential analog. To state it let us define for a measure $`\mu `$ on $`^n`$ and any Borel set $`A`$ the boundary $`\mu `$-measure of $`A`$ by the formula

$$\mu ^+(A)=\underset{t0+}{lim\; inf}\frac{\mu (A_t)\mu (A)}{t}.$$

Moreover let $`\phi (x)=\mathrm{\Phi }^{}(x)=(2\pi )^{1/2}\mathrm{exp}(x^2/2)`$ and let

$$I(t)=\phi \mathrm{\Phi }^1(t),t[0,1]$$

be the Gaussian isoperimetric function.

The equivalent form of Theorem 2.1 is that for all Borel sets $`A`$ in $`^n`$

$$\gamma _n^+(A)I(\gamma _n(A)).$$
(2.2)
The equality in (2.2) holds for any affine halfspace.

For a probability measure $`\mu `$ on $`^n`$ we may define the isoperimetric function of $`\mu `$ by

$$\mathrm{Is}(\mu )(p)=inf\{\mu ^+(A):\mu (A)=p\},0p1.$$

Only few cases are known when one can determine exactly $`\mathrm{Is}(\mu )`$. For Gaussian measures (2.2) states that $`\mathrm{Is}(\gamma _n)=I`$.

Let us finish section 2 by an example of application of (2.1) (see \[20, Lemma 3.1\]).

Corollary 2.2 Let $`X`$ be a centered Gaussian random vector in a separable Banach space $`(F,)`$. Then for any $`t>0`$

$$𝐏(|X\mathrm{Med}(X)|t)2(1\mathrm{\Phi }(\frac{t}{\sigma }))e^{t^2/2\sigma ^2},$$

where

$$\sigma =sup\{\sqrt{𝐄(x^{}(X))^2}:x^{}F^{},x^{}1\}.$$

## 3. Ehrhard’s inequality

It is well known that the classical isoperimetric inequality for the Lebesgue measure in $`^n`$ follows by the Brunn-Minkowski inequality (cf. ), which states that for any Borel sets $`A`$ and $`B`$ in $`^n`$

$$\mathrm{vol}_n(\lambda A+(1\lambda )B))(\mathrm{vol}_n(A))^\lambda (\mathrm{vol}_n(B))^{1\lambda }\text{ for }\lambda [0,1].$$

Gaussian measures satisfy the similar log-concavity property, that is the inequality

$$\mathrm{ln}(\mu (\lambda A+(1\lambda )B))\lambda \mathrm{ln}(\mu (A))+(1\lambda )\mathrm{ln}(\mu (B)),\lambda [0,1]$$
(3.1)
holds for any Gaussian measure $`\mu `$ on a separable Banach space $`F`$ and any Borel sets $`A`$ and $`B`$ in $`F`$ (cf. ). However the log-concavity of the measure does not imply the Gaussian isoperimetry.

In the early 80’s A. Ehrhard  gave a different proof of the isoperimetric inequality (2.1) using a Gaussian symmetrization procedure similar to the Steiner symmetrization. With the same symmetrization tool Ehrhard established a new Brunn-Minkowski type inequality, stronger than (3.1), however only for convex sets.

Theorem 3.1(Ehrhard’s inequality) If $`\mu `$ is a centered Gaussian measure on a separable Banach space $`F`$ and $`A`$, $`B`$ are Borel sets in $`F`$, with at least one of them convex, then

$$\mathrm{\Phi }^1(\mu (\lambda A+(1\lambda )B))\lambda \mathrm{\Phi }^1(\mu (A))+(1\lambda )\mathrm{\Phi }^1(\mu (B))\text{ for }\lambda [0,1].$$
(3.2)
For both sets $`A`$ and $`B`$ convex Ehrhard’s inequality was proved in . The generalization to the case when only one of the sets is convex was established in .

It is not hard to see that Theorem 3.1 implies the isoperimetric inequality (2.1). Indeed we have for any Borel set $`A`$ in $`^n`$

$`\mathrm{\Phi }^1(\gamma _n(A_t))=\mathrm{\Phi }^1(\gamma _n(\lambda (\lambda ^1A)+(1\lambda )((1\lambda )^1tB_2^n)))`$
$`\lambda \mathrm{\Phi }^1(\gamma _n(\lambda ^1A))+(1\lambda )\mathrm{\Phi }^1(\gamma _n((1\lambda )^1tB_2^n))\stackrel{\lambda 1}{}\mathrm{\Phi }^1(\gamma _n(A))+t.`$
Conjecture 3.1 Inequality (3.2) holds for any Borel sets in $`F`$.

Ehrhard’s symmetrization procedure enables us to reduce Conjecture 3.1 to the case $`F=`$ and $`\mu =\gamma _1`$. We may also assume that $`A`$ and $`B`$ are finite unions of intervals. At the moment the conjecture is known to hold when $`A`$ is a union of at most 3 intervals.

Ehrhard’s inequality has the following Prekopa-Leindler type functional version. Suppose that $`\lambda (0,1)`$ and $`f,g,h:^n[0,1]`$ are such that

$$_{x,y^n}\mathrm{\Phi }^1(h(\lambda x+(1\lambda )y))\lambda \mathrm{\Phi }^1(f(x))+(1\lambda )\mathrm{\Phi }^1(g(y))$$

then

$$\mathrm{\Phi }^1(_^nh𝑑\gamma _n)\lambda \mathrm{\Phi }^1(_^nf𝑑\gamma _n)+(1\lambda )\mathrm{\Phi }^1(_^ng𝑑\gamma _n).$$
(3.3)
We use here the convention $`\mathrm{\Phi }^1(0)=\mathrm{},\mathrm{\Phi }^1(1)=\mathrm{}`$ and $`\mathrm{}+\mathrm{}=\mathrm{}`$. At the moment the above functional inequality is known to hold under the additional assumption that at least one of the functions $`\mathrm{\Phi }^1(f),\mathrm{\Phi }^1(g)`$ is convex. When one takes $`f=1_A`$, $`g=1_B`$ and $`h=1_{\lambda A+(1\lambda )B}`$ the inequality (3.3) immediately implies (3.2). On the other hand if we put $`A=\{(x,y)^n\times :y\mathrm{\Phi }^1(f(x))\}`$ and $`B=\{(x,y)^n\times :y\mathrm{\Phi }^1(g(x))\}`$ then $`\lambda A+(1\lambda )B\{(x,y)^n\times :y\mathrm{\Phi }^1(h(x))\}`$, so Ehrhard’s inequality in $`^{n+1}`$ implies (3.3) in $`^n`$. It is easy to show the inductive step in the proof of $`(\text{3.3})`$. Unfortunately the case $`n=1`$ in the functional inequality seems to be much more complicated than the case $`\mu =\gamma _1`$ in Ehrhard’s inequality.

## 4. Bobkov’s inequality

Isoperimetric inequality for the Lebesgue measure has an equivalent analytic form - the Sobolev inequality (cf. ). L. Gross  showed that the Gaussian measures $`\gamma _n`$ satisfy the logarithmic Sobolev inequality

$$_^ng^2\mathrm{log}g^2d\gamma _n_^ng^2𝑑\gamma _n\mathrm{log}(_^ng^2𝑑\gamma _n)2_^n|g|^2𝑑\gamma _n$$
(4.1)
for all smooth functions $`g:^n`$. Using the so-called Herbst argument one can show (cf. \[19, Sect. 5.1\]) that (4.1) implies the concentration inequality

$$\gamma _n(\{h_^nh𝑑\gamma _n+t\})e^{t^2/2},t0$$

valid for all Lipschitz functions $`h:^n`$ with the Lipschitz seminorm $`h_{\mathrm{Lip}}=sup\{|h(x)h(y)|:x,y^n\}1`$. However the logarithmic Sobolev inequality does not imply the isoperimetric inequality.

The formulation of the functional form of Gaussian isoperimetry was given by S.G. Bobkov .

Theorem 4.1 For any locally Lipschitz function $`f:^n[0,1]`$ and $`\mu =\gamma _n`$ we have

$$I(_^nf𝑑\mu )_^n\sqrt{I(f)^2+|f|^2}𝑑\mu .$$
(4.2)
Theorem 4.1 easily implies the isoperimetric inequality (2.2) by approximating the indicator function $`I_A`$ by Lipschitz functions. On the other hand if we apply (2.2) to the set $`A=\{(x,y)^n\times :\mathrm{\Phi }(y)<f(x)\}`$ in $`^{n+1}`$ we get (4.2). It is also not hard to derive the logarithmic Sobolev inequality (4.1) as a limit case of Bobkov’s inequality (cf. ): one should use (4.2) for $`f=\epsilon g^2`$ (with $`g`$ bounded) and let $`\epsilon `$ tend to 0 ($`I(t)t\sqrt{2\mathrm{log}(1/t)}`$ as $`t0+`$).

The crucial point of the inequality (4.2) is its tensorization property. To state it precisely let us say that a measure $`\mu `$ on $`^n`$ satisfies Bobkov’s inequality if the inequality (4.2) holds for all locally Lipschitz functions $`f:^n[0,1]`$. Easy argument shows that if $`\mu _i`$ are measures on $`^{n_i}`$, $`i=1,2`$, that satisfy Bobkov’s inequality then the measure $`\mu _1\mu _2`$ also satisfies Bobkov’s inequality.

The inequality (4.2) was proved by Bobkov in an elementary way, based on the following ”two-point” inequality:

$$I(\frac{a+b}{2})\frac{1}{2}\sqrt{I(a)^2+(\frac{ab}{2})^2}+\frac{1}{2}\sqrt{I(b)^2+(\frac{ab}{2})^2}$$
(4.3)
valid for all $`a,b[0,1]`$. In fact the inequality (4.3) is equivalent to Bobkov’s inequality for $`\mu =\frac{1}{2}\delta _1+\frac{1}{2}\delta _1`$ and the discrete gradient instead of $`f`$. Using the tensorization property and the central limit theorem Bobkov deduces (in the similar way as Gross in his proof of (4.1)) (4.2) from (4.3).

Using the co-area formula and Theorem 4.1 F. Barthe and M. Maurey  gave interesting characterization of all absolutely continuous measures that satisfy Bobkov’s inequality.

Theorem 4.2 Let $`c>0`$ and $`\mu `$ be a Borel probability measure on the Riemannian manifold $`M`$, absolutely continuous with respect to the Riemannian volume. Then the following properties are equivalent
(i) For every measurable $`AM`$, $`\mu ^+(A)cI(\mu (A))`$;
(ii) For every locally Lipschitz function $`f:M[0,1]`$

$$I(_Mf𝑑\mu )_M\sqrt{I(f)^2+\frac{1}{c^2}|f|^2}𝑑\mu .$$

Theorem 4.2 together with the tensorization property shows that if $`\mathrm{Is}(\mu _i)cI`$, $`i=1,2\mathrm{}`$, then also $`\mathrm{Is}(\mu _1\mathrm{}\mu _n)cI`$. In general it is not known how to estimate $`\mathrm{Is}(\mu _1\mathrm{}\mu _n)`$ in terms of $`\mathrm{Is}(\mu _i)`$ even in the case when all $`\mu _i`$’s are equal (another important special case of this problem was solved in ) .

## 5. S-inequality

In many problems arising in probability in Banach spaces one needs to estimate the measure of balls in some Banach space $`F`$. In particular one may ask what is the slowest possible grow of the Gaussian measure of balls in $`F`$ or more general of some fixed convex symmetric closed set under dilations. The next theorem, proved by R. Latała and K. Oleszkiewicz , gives the positive answer to the conjecture posed in an unpublished manuscript of L. A. Shepp (1969).

Theorem 5.1(S-inequality) Let $`\mu `$ be a centered Gaussian measure on a separable Banach space $`F`$. If $`A`$ is a symmetric, convex, closed subset of $`F`$ and $`PF`$ is a symmetric strip, that is $`P=\{xF:|x^{}|1\}`$ for some $`x^{}F^{}`$, such that $`\mu (A)=\mu (P)`$ then

$$\mu (tA)\mu (tP)\text{ for }t1$$

and

$$\mu (tA)\mu (tP)\text{ for }0t1.$$

A simple approximation argument shows that it is enough to prove Theorem 5.1 for $`F=^n`$ and $`\mu =\gamma _n`$. The case $`n3`$ was solved by V.N. Sudakov and V.A. Zalgaller . Under the additional assumptions of symmetry of $`A`$ in $`^n`$ with respect to each coordinate, Theorem 5.1 was proved by S. Kwapień and J. Sawa .

S-inequality can be equivalently expressed as

$$\mathrm{\Psi }^1(\mu (tA))t\mathrm{\Psi }^1(\mu (A))\text{ for }t1,$$

where $`\mathrm{\Psi }^1`$ denotes the inverse of

$$\mathrm{\Psi }(x)=\gamma _1(x,x)=\frac{1}{\sqrt{2\pi }}_x^xe^{y^2/2}𝑑y.$$

The crucial tool in the proof of S-inequality is the new modified isoperimetric inequality. Let us first define for a convex symmetric set $`A`$ in $`^n`$

$$w(A)=2sup\{r:B(0,r)A\}.$$

It is easy to see that for a symmetric strip $`P`$, $`w(P)`$ is equal to the width of $`P`$ and for a symmetric convex set $`A`$

$$w(A)=inf\{w(P):AP,P\text{ is a symmetric strip in }^n\}.$$
(5.1)
Thus $`w(A)`$ can be considered as the width of the set $`A`$. The following isoperimetric-type theorem holds true.

Theorem 5.2 If $`\gamma _n(A)=\gamma _n(P)`$, where P is a symmetric strip and $`A`$ is a convex symmetric set in $`^n`$, then

$$w(A)\gamma _n^+(A)w(P)\gamma _n^+(P).$$
(5.2)
The main advantage of the inequality (5.2) is that one may apply here the symmetrization procedure and reduce Theorem 5.2 to the similar statement for 2-dimensional convex sets symmetric with respect to some axis.

It is not hard to see that Theorem 5.2 implies Theorem 5.1. Indeed, let us define for any measurable set $`B`$ in $`^n`$, $`\gamma _B(t)=\gamma _n(tB)`$ for $`t>0`$. Taking the derivatives of both sides of the inequalities in Theorem 5.1 one can see that it is enough to show

$$\gamma _n(A)=\gamma _n(P)\gamma _A^{}(1)\gamma _P^{}(1)$$
(5.3)
for any symmetric convex closed set $`A`$ and a symmetric strip $`P=\{|x_1|p\}`$. Let $`w=w(A)`$, so $`B(0,w)A`$. Then for $`t>1`$ and $`xA`$ we have $`B(t^1x,(t1)w/t)=t^1x+(1t^1)B(0,w)A`$, so $`B(x,(t1)w)tA`$. Hence $`A_{(t1)w}tA`$ and

$$\gamma _A^{}(1)w\gamma _n^+(A)=w(A)\gamma _n^+(A).$$

However for the strip $`P`$

$$\gamma _P^{}(1)=\sqrt{\frac{2}{\pi }}pe^{p^2/2}=w(P)\gamma _n^+(P)$$

and the inequality (5.3) follows by Theorem 5.2.

It is not clear if the convexity assumption for the set $`A`$ in Theorem 5.2 is necessary (obviously $`w(A)`$ for nonconvex symmetric sets $`A`$ should be defined by (5.1)). One may also ask if the symmetry assumption can be released (with the suitable modification of the definition of the width for nonsymmetric sets). Also functional versions of Theorems 5.1 and 5.2 are not known.

As was noticed by S. Szarek S-inequality implies the best constants in comparison of moments of Gaussian vectors (cf. ).

Corollary 5.3 If $`X`$ is a centered Gaussian vector in a separable Banach space $`(F,)`$ then

$$(𝐄X^p)^{1/p}\frac{c_p}{c_q}(𝐄X^q)^{1/q}\text{ for any }pq0,$$

where

$$c_p=(𝐄|g_1|^p)^{1/p}=\sqrt{2}(\frac{1}{\sqrt{\pi }}\mathrm{\Gamma }(\frac{p+1}{2}))^{1/p}.$$

Another interesting problem connected with the S-inequality was recently posed by W. Banaszczyk (private communication): Is it true that under the assumptions of Theorem 5.1

$$\mu (s^\lambda t^{1\lambda }A)\mu (sA)^\lambda \mu (tA)^{1\lambda },\lambda [0,1]$$
(5.4)
for any closed convex symmetric set $`A`$ in $`F`$ and $`s,t>0`$? Combining the facts that the function $`\mathrm{\Phi }^1(\mu (tA))`$ is concave (Theorem 3.1) and the function $`\frac{1}{t}\mathrm{\Psi }^1(\mu (tA))`$ is nondecreasing (Theorem 5.1) one can show that (5.4) holds if $`\mu (sA),\mu (tA)c`$, where $`c<0.85`$ is some absolute constant.

It is of interest if Theorem 5.1 can be extended to the more general class of measures. The following conjecture seems reasonable.

Conjecture 5.1 Let $`\nu `$ be a rotationally invariant measure on $`^n`$, absolutely continuous with respect to the Lebesgue measure with the density of the form $`f(|x|)`$ for some nondecreasing function $`f:_+[0,\mathrm{})`$. Then for any convex symmetric set $`A`$ in $`^n`$ and any symmetric strip $`P`$ in $`^n`$ such that $`\nu (A)=\nu (P)`$ the inequality $`\nu (\lambda A)\nu (\lambda P)`$ is satisfied for $`\lambda 1`$.

To show Conjecture 5.1 it is enough to establish the following conjecture concerning the volumes of the convex hulls of symmetric sets on the $`n1`$-dimensional unit sphere $`S^{n1}`$.

Conjecture 5.2 Let $`\sigma _{n1}`$ be a Haar measure on $`S^{n1}`$, $`A`$ be a symmetric subset of $`S^{n1}`$ and $`P=\{xS^{n1}:|x_1|t\}`$ be a symmetric strip on $`S^{n1}`$ such that $`\sigma _{n1}(A)=\sigma _{n1}(P)`$, then $`\mathrm{vol}_n(\mathrm{conv}(A))\mathrm{vol}_n(\mathrm{conv}(P))`$.

It is known that both conjectures hold for $`n3`$ (cf. ).

## 6. Correlation conjecture

The following conjecture is an object of intensive efforts of many probabilists since more then 30 years.

Conjecture 6.1 If $`\mu `$ is a centered Gaussian measure on a separable Banach space $`F`$ then

$$\mu (AB)\mu (A)\mu (B)$$
(6.1)
for all convex symmetric sets $`A,B`$ in $`F`$.

Various equivalent formulations of Conjecture 6.1 and history of the problem can be found in . Standard approximation argument shows that it is enough to show (6.1) for $`F=^n`$ and $`\mu =\gamma _n`$. For $`n=2`$ the solution was given by L. Pitt , for $`n3`$ the conjecture remains unsettled, but a variety of special results are known. Borell  established (6.1) for sets $`A,B`$ in a certain class of (not necessary convex) sets in $`^n`$, which for $`n=2`$ includes all symmetric sets. A special case of (6.1), when one of the sets $`A,B`$ is a symmetric strip of the form $`\{xF:|x^{}(x)|1\}`$ for some $`x^{}F^{}`$, was proved independently by C. G. Khatri  and Z. Šidák  (see  for an extension to elliptically contoured distributions and  for the case when one of the sets is a nonsymmetric strip). Recently, the Khatri-Šidák result has been generalized by G. Hargé  to the case when one of the sets is a symmetric ellipsoid.

Theorem 6.1 If $`\mu `$ is a centered Gaussian measure on $`^n`$, $`A`$ is a symmetric convex set in $`^n`$ and $`B`$ is a symmetric ellipsoid, that is the set of the form $`B=\{x^n:Cx,x1\}`$ for some symmetric nonnegative matrix $`C`$, then

$$\mu (AB)\mu (A)\mu (B).$$

The following weaker form of (6.1)

$$\mu (AB)\mu (\lambda A)\mu (\sqrt{1\lambda ^2}B),0\lambda 1$$

was established for $`\lambda =\frac{1}{\sqrt{2}}`$ in  and for general $`\lambda `$ in . The Khatri-Šidák result and the above inequality turn out to be very useful in the study of the so-called small ball probabilities for Gaussian processes (see  for a survey of results in this direction).

The correlation conjecture has the following functional form:

$$fg𝑑\mu f𝑑\mu g𝑑\mu $$
(6.2)
for all nonnegative even functions $`f,g`$ such that the sets $`\{ft\}`$ and $`\{gt\}`$ are convex for all $`t0`$. Y. Hu  showed that the inequality (6.2) (that we would like to have for log-concave functions) is valid for even convex functions $`f,gL^2(F,\mu )`$.


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# Excitations of a Bose-Einstein condensate in a one-dimensional optical lattice

## I Introduction

Cold bosons in an optical lattice provide a uniquely tunable environment to explore quantum phenomena. Some of these phenomena have been known theoretically for quite some time, but with the advent of new experimental tools they have become a focus of attention. For example, Bloch oscillations of electrons in a metal are standard material in condensed-matter text books, but advances in the manipulation of cold atoms have made their experimental investigation also possible in this case Cristiani et al. (2002). In addition, diffraction of matter waves by a pulsed optical lattice was studied by Ovchinnikov et al. Ovchinnikov et al. (1999). Optical lattices have also enabled the observation of some more exotic quantum phenomena such as number squeezing Orzel et al. (2001) and collapses and revivals Greiner et al. (2002a). Apart from these examples, Bose-Einstein condensates in optical lattices are particularly promising physical systems to study superfluid properties of Bose gases Cataliotti et al. (2001); Burger et al. (2001). Very importantly they realize the Bose-Hubbard model Jaksch et al. (1998) and can be used to investigate the quantum phase transition from the superfluid into a Mott-insulator state Jaksch et al. (1998); van Oosten et al. (2001). This phase transition was recently indeed observed experimentally Greiner et al. (2002b).

In this paper we present a variational method to study the excitations in a stack of weakly-coupled two-dimensional (quasi)condensates. Such a system can be created by applying a relatively strong one-dimensional optical lattice to an ordinary three-dimensional condensate. We focus on the transverse monopole and quadrupole-modes, but we also demonstrate how the method can be applied to study longitudinal excitations. We determine the eigenfrequencies of the monopole and quadrupole modes without any other approximations than those involved in our variational ansatz. In particular, this means that we can smoothly crossover from the noninteracting limit to the Thomas-Fermi regime. Moreover, the longitudinal wave length of the modulation is arbitrary, i.e., nearest neighbor sites can be completely out of phase. Using typical experimental parameters, we predict that the dispersion relations show a strong dependence on the lattice potential.

We consider the transverse excitations both for the ground state of the gas, as well as for the case that a vortex pierces through the center of each two-dimensional (quasi)condensate. We consider also the latter case, because a recent experiment observed the transverse vibrational modes of the vortex line in a trapped Bose-Einstein condensate. These modes are called Kelvin modes Bretin et al. (2003). In the lattice three-dimensional effects, such as vortex line curvature, are expected to be less important. Therefore, we believe that Kelvin modes, and in particular their coupling to the transverse collective modes, are easier to study in a lattice than in a cigar-shaped three-dimensional condensate. Our results for a stationary vortex represent the first necessary step toward understanding the more complicated problem of the Kelvin modes of a vortex in an optical lattice.

There is a number of important theoretical papers on the dynamics of Bose-Einstein condensates in optical lattices. For example, dynamical and modulational instabilities were studied in Refs. Wu and Niu (2001); Konotop and Salerno (2002); Baizakov et al. (2002) and the adiabaticity of the nonlinear wave equations was explored by Band and Trippenbach Band and Trippenbach (2002). Massignan and Modugno derived Massignan and Modugno (2003) a relatively simple way to solve the three-dimensional Gross-Pitaevskii equation and used it to investigate the dynamics and expansion of the condensate in a one-dimensional optical lattice. Finally, Krämer et al. Krämer et al. (2002) used hydrodynamic equations to study the low-lying collective modes of a harmonically trapped Bose-Einstein condensate in the presence of a one- or two-dimensional optical lattice. In particular, they showed that the effect of the lattice is to renormalize the interaction coupling constant and introduce an effective mass that accounts for the different inertia along the lattice potential. With these changes it is for instance possible to apply the results for harmonically trapped condensates obtained by Stringari Stringari (1996).

The study by Krämer et al. is somewhat related to ours. The most important difference, however, is that Krämer et al. are interested in different modes than we are. They deal with low-energy excitations along the long axis of the cigar-shaped condensate, i.e., the longitudinal modes. In the absence of a magnetic trap they correspond to the Bogoliubov modes with the familiar phonon spectra at large wave lengths. In the presence of a harmonic trap the spectrum becomes discrete and the lowest energetic modes are the center-of-mass mode and the (longitudinal) quadrupole-mode. The transverse modes we are interested in have superfluid flows orthogonal to the long axis of the condensate. Moreover, in the $`z`$-direction along the lasers of the optical lattice the condensate is for simplicity treated as completely periodic. As we see later, we take in first instance the atom number in each two-dimensional (quasi)condensate to be constant and equal in every site. This removes the Bogoliubov modes from the excitation spectrum, since they correspond to a density modulation propagating along the $`z`$-axis. If desired, they can however be easily incorporated into our approach. Indeed, at the end of the paper we briefly discuss the corresponding sound mode when the atom number in each two-dimensional (quasi)condensate is allowed to fluctuate.

There are several experiments on condensates in a one-dimensional optical lattices Greiner et al. (2001); Cataliotti et al. (2001); Burger et al. (2001); Cristiani et al. (2002); Morsch et al. (2002); Fort et al. (2003), but none of these address the problem we consider in this paper. Fort et al. Fort et al. (2003) measured longitudinal excitation frequencies of the condensate in the presence of a one-dimensional optical lattice and this is the experimental paper most closely related to our work. In particular, for the breathing mode Fort et al. Fort et al. (2003) do not report any dependence on the lattice depth and this is in agreement with our result as well as with the result of Krämer et al. Krämer et al. (2002). While we do not predict dependence on the lattice depth, we do predict dependence on the modulation of the excitation along the $`z`$-axis. In particular, we expect changes in the eigenfrequency if the sites are out of phase with each other and these changes can be large for typical experimental parameters. So far such phenomena have not been probed experimentally.

The paper is organized as follows. In Sec. II we derive the theory used in this paper. In Sec. III we apply this theory to a Bose-Einstein condensate without vortices and calculate the dispersion relation of the monopole and quadrupole-modes in the presence of a lattice. In Sec. IV we proceed by repeating similar calculation for the vortex state of the Bose-Einstein condensate. We end with a discussion of our results in Sec. V.

## II Gross-Pitaevskii theory

Our starting point is a cigar-shaped Bose-Einstein condensate trapped by the potential

$$V(𝐫)=\frac{M}{2}\left(\omega _r^2r^2+\omega _z^2z^2\right),$$
(1)
where $`\omega _r`$ and $`\omega _z`$ are the radial and axial trapping frequencies, respectively, and $`M`$ is the atomic mass. As we assume a cigar-shaped trap, we further have that $`\omega _z\omega _r`$. The condensate also experiences an one-dimensional optical lattice

$$V_0(𝐫)=V_0\mathrm{sin}^2\left(\frac{2\pi z}{\lambda }\right),$$
(2)
where $`V_0`$ is the lattice depth and $`\lambda `$ is the wave length of the laser-light. We assume that the lattice is deep enough so that it dominates over the magnetic trapping potential in the $`z`$-direction. When this is true and the number of lattice sites is large, i.e., $`\lambda l_z=\sqrt{\mathrm{}/M\omega _z}`$, we can in first instance ignore the magnetic trapping potential in the $`z`$-direction.

The lattice potential splits the condensate into $`N_s`$ two-dimensional (quasi)condensates with a pancake shape. We assume that the lattice is sufficiently deep such that its depth is larger than the chemical potential of the two-dimensional (quasi)condensate com (a). Using a Thomas-Fermi approximation for the two-dimensional (quasi)condensates we obtain a lower boundary that can be expressed as

$$V_02^{9/7}\left[Na\left(\frac{M\omega _r}{\mathrm{}\lambda ^2}\right)^{1/4}\right]^{4/7}\mathrm{}\omega _r,$$
(3)
where $`N`$ is the number of atoms per site and $`a`$ is the three-dimensional scattering length. As a numerical example, we take an $`{}_{}{}^{87}\mathrm{Rb}`$ condensate in a trap with a radial trapping frequency $`\omega _r/2\pi =100\mathrm{H}\mathrm{z}`$ and a laser-light wave length of $`\lambda =800\mathrm{n}\mathrm{m}`$. When the atom number in each site is between $`100`$ and $`1000`$, the lower bound on the trap depth $`V_0`$ is between $`0.05E_r`$ and $`0.19E_r`$, where $`E_r=\mathrm{}^2\left(2\pi /\lambda \right)^2/2M`$ is the recoil energy of an atom that absorbed one photon from the laser beam.

Although we are interested in a deep lattice, we consider here only the case that there is still full coherence across the condensate array. Specifically this means that the lattice potential should not be so deep as to induce a Mott-insulator transition. Typically the required lattice depth to reach the Mott-insulator transition in a three-dimensional lattice with a filling factor of one is of the order of $`10E_r`$. In a one-dimensional lattice the number of atoms in each lattice site is typically much larger than in a three-dimensional lattice and the transition into the insulating state requires a much deeper lattice. In mean-field theory the Mott-insulator transition in such a system occurs when $`U_R>8NJ`$ van Oosten et al. (2003), where $`U_R`$ and $`J`$ are respectively the characteristic renormalized interaction and hopping parameters of the effective single-mode Bose-Hubbard model with Hamiltonian

$$\widehat{H}=J\underset{<i,j>}{}\widehat{b}_j^{}\widehat{b}_i+\frac{U_R}{2}\underset{i}{}\widehat{n}_i\left(\widehat{n}_i1\right).$$
(4)
Using the same numerical values as in the previous paragraph, we estimate the critical lattice depth for the Mott-insulator transition to be between $`56E_r`$ and $`82E_r`$, when the number of atoms in each site is again between $`100`$ and $`1000`$. To the best of our knowledge the Mott-insulator transition in a one-dimensional optical lattice has not yet been observed.

We use trap units from now on, i.e., the unit of energy is $`\mathrm{}\omega _r`$, the unit of time is $`1/\omega _r`$, and the unit of length is $`l_r=\sqrt{\mathrm{}/M\omega _r}`$. The Gross-Pitaevskii energy functional, which describes the system at low temperatures, is then

$`E[\mathrm{\Psi }^{},\mathrm{\Psi }]={\displaystyle 𝑑𝐫\left\{\frac{1}{2}\mathrm{\Psi }^{}(𝐫)^2\mathrm{\Psi }(𝐫)+\left[\frac{1}{2}\left(x^2+y^2\right)+\frac{V_0(𝐫)}{\mathrm{}\omega _r}+\frac{T^{2B}}{2}|\mathrm{\Psi }(𝐫)|^2\right]|\mathrm{\Psi }(𝐫)|^2\right\}},`$ (5)
where $`T^{2B}`$ is the two-body $`T`$-matrix. In the above units the latter is related to the three-dimensional $`s`$-wave scattering length $`a`$ through $`T^{2B}=4\pi a/l_r`$.

For a deep lattice potential it is natural to expand the condensate wave function in terms of wave functions that are well localized in the sites. More precisely, we expand

$$\mathrm{\Psi }\left(𝐫\right)=\underset{n}{}w\left(zz_n\right)\mathrm{\Phi }_n(x,y),$$
(6)
where $`n`$ labels the lattice sites and $`z_n=\lambda n/2l_r`$ is the position of the $`n`$th site. For now we do not specify the wave functions $`\mathrm{\Phi }_n(x,y)`$ of the two-dimensional (quasi)condensates, but for the wave function in the $`z`$-direction, $`w\left(z\right)`$, we use the ground-state wave function of the harmonic approximation to the lattice potential near the lattice minimum. This harmonic trap has the frequency

$$\omega _L=\frac{2\pi }{\lambda }\sqrt{2V_0/M}$$
(7)
and the wave function $`w(z)`$ is thus given by

$$w(z)=\frac{1}{\pi ^{1/4}\sqrt{l_L}}\mathrm{exp}\left(\frac{z^2}{2l_L^2}\right),$$
(8)
where $`l_L=\sqrt{\mathrm{}/M\omega _L}`$.

Substituting the above ansatz into the energy functional and ignoring all but the nearest neighbor interactions, we get the energy functional

$`E[\mathrm{\Phi }^{},\mathrm{\Phi }]`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle }d^2r\{{\displaystyle \frac{1}{2}}\mathrm{\Phi }_n^{}(x,y)^2\mathrm{\Phi }_n(x,y)+[{\displaystyle \frac{1}{2}}(x^2+y^2)+{\displaystyle \frac{U_{2D}}{2}}|\mathrm{\Phi }_n(x,y)|^2]|\mathrm{\Phi }_n(x,y)|^2`$ (9)
$``$ $`J{\displaystyle \underset{<n,m>}{}}{\displaystyle }d^2r\mathrm{\Phi }_m^{}(x,y)\mathrm{\Phi }_n(x,y)\},`$
where $`n,m`$ indicates nearest neighbors, and

$$U_{2D}=T^{2B}𝑑z|w(z)|^4=4\sqrt{\frac{\pi }{2}}\left(\frac{a}{l_L}\right)$$
(10)
is the two-dimensional coupling strength. Moreover, $`J`$ is the strength of the Josephson coupling between neighboring sites and we have

$`J={\displaystyle 𝑑zw^{}(z)\left[\frac{1}{2}\frac{^2}{z^2}+\frac{V_0(z)}{\mathrm{}\omega _r}\right]w(z+\lambda /2l_r)}.`$ (11)
With these assumptions $`J`$ is a time-independent experimentally defined parameter. Approximating the lattice potential near its maximum by an upside-down parabolic potential we can calculate the Gaussian integral, with the result

$$J=\frac{1}{8\pi ^2}\left(\frac{\omega _L}{\omega _r}\right)^2\left(\frac{\lambda }{l_r}\right)^2\left[\frac{\pi ^2}{4}1\right]e^{\left(\lambda /4l_L\right)^2}.$$
(12)
The energy functional in Eq. (9) is now almost two-dimensional. The third dimension is visible only in the last term that describes the coupling between neighboring layers. The energy is characterised by two parameters $`U_{2D}`$ and $`J`$, both of which are experimentally tunable. The importance of the on-site interaction term proportional to $`U_{2D}`$ can be enhanced by increasing the number of particles in the sites or by making the lattice deeper. Deepening the lattice also decreases the strength of the Josephson coupling $`J`$ and makes the sites more independent. It should be noticed that while $`J`$ is tunable, it is always positive. Physically this means that there is always an energetic penalty for having a phase difference between sites.

## III Excitations of the condensate ground state

In this section we study the transverse excitations of the ground-state of the stack of two-dimensional (quasi)condensates. Using a Gaussian ansatz for the wave functions of the (quasi)condensates, we solve the dispersion relations for the monopole and the quadrupole-modes analytically. In Sec. III.1 we introduce the Gaussian ansatz and solve the excitations for an individial two-dimensional (quasi)condensate. In Sec. III.2 we proceed to calculate the band structure of the monopole and quadrupole-modes in the optical lattice. These sections also include technical details about the calculations. Such details are not repeated in Sec. IV when we consider the vortex state.

### III.1 Excitations for a single two-dimensional (quasi)condensate

To account for the monopole and quadrupole modes of the two-dimensional (quasi)condensates in every site, we use a general Gaussian ansatz for the wave functions, i.e.,

$$\mathrm{\Phi }_n(x,y,t)=C_n(t)\mathrm{exp}\left[\frac{1}{2}\left(B_{xx,n}(t)x^2+B_{yy,n}(t)y^2+2B_{xy,n}(t)xy\right)\right].$$
(13)
All three variational parameters $`B_{ij,n}(t)B_{ij,n}^{}(t)+iB_{ij,n}^{\prime \prime }(t)`$ are complex. From now on we always use a prime to denote the real part of a complex quantity and a double prime to denote its imaginary part. The wave functions are normalized to the number of particles $`N`$ at the site and therefore

$$C_n(t)=\sqrt{\frac{N}{\pi }}\left(B_{xx,n}^{}(t)B_{yy,n}^{}(t)B_{xy,n}^{}(t)^2\right)^{1/4}.$$
(14)
As we fix the number of particles in every site, we are excluding the Bogoliubov modes propagating along the $`z`$-axis. It is, however, not difficult to account also for these modes as we show later on. The equations of motion for the variational parameters can be derived from the Lagrangian

$$L[\mathrm{\Phi }^{},\mathrm{\Phi }]=\frac{i}{2}d^2r\left(\underset{n}{}\mathrm{\Phi }_n^{}(x,y,t)\frac{\mathrm{\Phi }_n(x,y,t)}{t}\mathrm{\Phi }_n(x,y,t)\frac{\mathrm{\Phi }_n^{}(x,y,t)}{t}\right)E[\mathrm{\Phi }^{},\mathrm{\Phi }].$$
(15)
Let us first investigate the behaviour of an individual two-dimensional (quasi)condensate. Without the interlayer coupling the part of the Lagrangian quadratic in the deviations $`ϵ_{ij}(t)`$ turns out to be equal to

$`{\displaystyle \frac{L}{N}}`$ $`=`$ $`{\displaystyle \frac{1}{4B_0^2}}\left(ϵ_{xx}^{}\dot{ϵ}_{xx}^{\prime \prime }+ϵ_{yy}^{}\dot{ϵ}_{yy}^{\prime \prime }+2ϵ_{xy}^{}\dot{ϵ}_{xy}^{\prime \prime }\right)+{\displaystyle \frac{U}{B_0}}\left[{\displaystyle \frac{\left(ϵ_{xx}^{}ϵ_{yy}^{}\right)^2}{8}}+{\displaystyle \frac{ϵ_{xy}^2}{2}}\right]+`$ (16)
$``$ $`\left({\displaystyle \frac{1}{2B_0^3}}+{\displaystyle \frac{1}{2B_0}}\right)\left(ϵ_{xx}^2+ϵ_{yy}^2+ϵ_{xx}^{}ϵ_{yy}^{}+ϵ_{xy}^2\right)+\left({\displaystyle \frac{1}{4B_0^3}}+{\displaystyle \frac{3}{4B_0}}\right)\left(ϵ_{xx}^{}+ϵ_{yy}^{}\right)^2`$
$``$ $`{\displaystyle \frac{1}{4B_0}}\left[\left(ϵ_{xx}^{}+ϵ_{yy}^{}\right)^2+2ϵ_{xx}^{}ϵ_{yy}^{}+ϵ_{xx}^{\prime \prime 2}+ϵ_{yy}^{\prime \prime 2}+2ϵ_{xy}^{\prime \prime 2}\right],`$
where

$$U=\frac{N}{\sqrt{2\pi }}\left(\frac{a}{l_r}\right)\sqrt{\frac{\omega _L}{\omega _r}}.$$
(17)
We also defined the equilibrium solution of $`B_{ii}(t)`$ as $`B_0`$. Hence, $`B_{ij}(t)=B_0\delta _{ij}+ϵ_{ij}(t)`$. We also suppressed the site index $`n`$. The equilibrium solution $`B_0`$ is given by minimizing the zeroth-order term of the energy, i.e.,

$$E_0=\frac{1}{2B_0}+\frac{B_0}{2}+UB_0$$
(18)
with the result

$$B_0=\sqrt{\frac{1}{1+2U}}.$$
(19)
In Eq. (16) we show only the part relevant for the dynamics and we ignored the zeroth-order term whose minimisation lead to the result in Eq. (19).

We are now in a position to find the frequencies for the collective excitations we are interested in. Let us start with the monopole $`m=0`$ mode, which is alternatively also called the breathing mode. For the monopole-mode we can set $`ϵ_{xx}=ϵ_{yy}=ϵ`$ and $`ϵ_{xy}=0`$. With this choice the Lagrangian is greatly simplified to

$$\frac{L}{N}=\frac{1}{2B_0^2}\left[ϵ^{}\dot{ϵ}^{\prime \prime }\frac{1}{B_0}ϵ^2B_0ϵ^{\prime \prime 2}\right].$$
(20)
The equations of motion for $`ϵ^{}`$ and $`ϵ^{\prime \prime }`$ are the Euler-Lagrange equations that result in two first-order differential equations

$`\dot{ϵ}^{}+2B_0ϵ^{\prime \prime }=0`$
$`\dot{ϵ}^{\prime \prime }+{\displaystyle \frac{2}{B_0}}ϵ^{}=0.`$ (21)
These equations can be cast into a single second-order differential equation for $`ϵ^{}`$

$$\ddot{ϵ}^{}=4ϵ^{},$$
(22)
which describes sinusoidal oscillation with a frequency $`2`$. The frequency of the monopole-mode is therefore

$$\omega _0=2$$
(23)
and it is independent of the strength of interactions. This is in agreement with previous results Kagan et al. (1997).

The quadrupole $`m=\pm 2`$ modes are captured by the choice $`ϵ_{xx}=ϵ_{yy}=ϵ`$. We then have just two (complex) variational parameters, $`ϵ`$ and $`ϵ_{xy}`$. In the Lagrangian in Eq. (16) there are no terms that couple $`ϵ`$ to $`ϵ_{xy}`$. Therefore, the dynamics of these parameters separates and both turn out to have the same oscillation frequency. Above we gave the necessary technical details in the derivation of the monopole-mode frequency. As the quadrupole-mode frequency can be dealt with in a similar fashion, we simply give the result. The quadrupole-mode frequencies are given by

$$\omega _{\pm 2}=\sqrt{2+2B_0^2}.$$
(24)
For the ideal-gas $`B_0=1`$ and the quadrupole frequency is again $`2`$. In the Thomas-Fermi limit $`B_0`$ tends to zero and the quadrupole frequencies approach $`\omega _{\pm 2}\sqrt{2}`$. Again this result is as expected Jin et al. (1996); Stringari (1996); Edwards et al. (1996). Our treatment also captures the scissors mode Khawaja and Stoof (2001), but in the axial symmetric case we are considering here the scissors mode turns out to be degenerate with the quadrupole-mode.

Incidentally, it should be remembered that the degeneracy of the quadrupole modes is lifted in a rotating trap. If the trap is rotating with frequency $`\mathrm{\Omega }`$ around the $`z`$ axis we should include a term $`\mathrm{\Omega }L_z`$ into the energy functional, where $`L_z`$ is the expectation value of the angular momentum component in the $`z`$-direction. The angular momentum of the equilibrium solution is zero and the new term will only contribute in second order. The new contribution to the energy is

$$\mathrm{\Omega }L_z=\frac{\mathrm{\Omega }}{B_0^2}\left[ϵ_{xy}^{}ϵ^{\prime \prime }ϵ_{xy}^{\prime \prime }ϵ^{}\right].$$
(25)
This term couples the dynamics of $`ϵ`$ and $`ϵ_{xy}`$, but the resulting $`2\times 2`$ matrix problem is easy to solve. The quadrupole-mode frequencies in a rotating trap are

$$\omega _{\pm 2}=\sqrt{2}\left[\left(1+B_0^2\right)^{1/2}\pm \sqrt{2}\mathrm{\Omega }\right].$$
(26)
From this result it is clear that the quadrupole mode with $`m=2`$ becomes thermodynamically unstable when $`\mathrm{\Omega }>\sqrt{\left(1+B_0^2\right)/2}`$. This result corresponds to the Landau-criterion for the quadrupole-modes, and has been shown to play an important role in the nucleation of vortices Madison et al. (2001); Hodby et al. (2002); Feder et al. (1999); Recati et al. (2001); Sinha and Castin (2001).

### III.2 Influence of the lattice on the excitation frequencies

We are now in the position to discuss the influence of the lattice potential. To make progress we must determine the coupling integral

$$I_{mn}=d^2r\mathrm{\Phi }_m^{}(x,y)\mathrm{\Phi }_n(x,y)$$
(27)
to a sufficient accuracy. This will contribute to the energy a Josephson coupling

$$H_J=J\underset{n,m}{}I_{mn}^{},$$
(28)
where the $`n,m`$ indicates nearest neighbors. Here the imaginary part of $`I_{mn}`$ is not relevant since its contribution to the energy vanishes when the sum over the nearest-neighbors is calculated. For the monopole-mode we get up to second order in the deviations the result

$$\frac{I_{mn}^{}}{N}=1\frac{1}{8B_0^2}\left(ϵ_n^2+ϵ_m^2+2ϵ_n^{\prime \prime 2}+2ϵ_m^{\prime \prime 2}\right)+\frac{1}{4B_0^2}ϵ_n^{}ϵ_m^{}+\frac{1}{2B_0^2}ϵ_n^{\prime \prime }ϵ_m^{\prime \prime }$$
(29)
and for the quadrupole-mode we have

$`{\displaystyle \frac{I_{mn}^{}}{N}}`$ $`=`$ $`1{\displaystyle \frac{1}{8B_0^2}}\left(|ϵ_n|^2+|ϵ_m|^2+|ϵ_{xy,n}|^2+|ϵ_{xy,m}|^2\right)+`$ (30)
$`+`$ $`{\displaystyle \frac{1}{4B_0^2}}\left(ϵ_n^{}ϵ_m^{}+ϵ_n^{\prime \prime }ϵ_m^{\prime \prime }+ϵ_{xy,n}^{}ϵ_{xy,m}^{}+ϵ_{xy,n}^{\prime \prime }ϵ_{xy,m}^{\prime \prime }\right).`$
In these formulae the first subindex of $`ϵ_{xy,n}`$ identifies the variational parameter in question and the second indicates the lattice site. For identical nearest-neighbor wave functions the overlap integral $`I_{mn}`$ should be exactly $`N`$, which is indeed the case in both equations (29) and (30).

Some terms in Eqs. (29) and (30) are purely on-site, but terms of the type $`ϵ_nϵ_m`$ are not. This complication is remedied by going to Fourier-space. We define the Fourier transform in such a way that the function $`f_n`$ in coordinate space is expressed in terms of its transform $`f_k`$ as

$$f_n=\frac{1}{\sqrt{N_s}}\underset{k=\frac{2\pi }{\lambda }\left(1\frac{1}{N_s}\right)}{\overset{\frac{2\pi }{\lambda }\left(1\frac{1}{N_s}\right)}{}}\mathrm{exp}\left[ikz_n\right]f_k.$$
(31)
Here $`N_s`$ is the number of lattice sites which we, for notational convenience, assume to be an odd number. Moreover, $`k`$ is the wave number and the lattice spacing is $`d=\lambda /2`$.

First we transform the diagonal terms in the Lagrangian. For example

$$\underset{n}{}f_n^2=\underset{n}{}\frac{1}{N_s}\underset{k,k^{}}{}f_kf_k^{}\mathrm{exp}\left[iz_n\left(k+k^{}\right)\right]=\underset{k}{}f_kf_k=\underset{k}{}|f_k|^2,$$
(32)
where the sum over the lattices sites $`n`$ gave the Kronecker delta $`\delta _{k^{},k}`$ which removed one of the momentum sums. The last step is a result of the fact that $`f_n`$ was a real function, so $`f_k^{}=f_k`$. Nearest-neighbor terms are somewhat more complicated. As an example

$$\underset{<n,m>}{}f_nf_m=\frac{1}{2N_s}\underset{n}{}\underset{k,k^{}}{}f_kf_k^{}\left[\mathrm{exp}\left(i\left(kz_n+k^{}z_{n+1}\right)\right)+\mathrm{exp}\left(i\left(kz_n+k^{}z_{n1}\right)\right)\right].$$
(33)
We can perform the sum over $`n`$ and get

$$\underset{<n,m>}{}f_nf_m=\underset{k,k^{}}{}\mathrm{cos}\left(k^{}\lambda /2\right)f_kf_k^{}\delta _{k^{},k}=\underset{k}{}\mathrm{cos}\left(k\lambda /2\right)|f_k|^2.$$
(34)
In Fourier-space the Josephson coupling $`H_J`$ generally thus introduces factors of $`\mathrm{cos}\left(k\lambda /2\right)1`$ into the Lagrangian.

Now that we know how to transform to Fourier-space, we can proceed to derive equations of motion for each value of the wave vector $`k`$. Since two different values of the wave vectors do not couple, this is not technically any more complicated than our previous treatment of an individual (quasi)condensate. The equations for each wave vector can be solved separately. We demonstrate this again for the simplest case, namely the breathing mode. Let the Fourier transform of $`ϵ_n`$ be $`ϵ_k`$. In Fourier space the Lagrangian for the breathing mode is

$`L`$ $`=`$ $`{\displaystyle \frac{1}{2B_0^2}}\{{\displaystyle \underset{k}{}}ϵ_k^{}\dot{ϵ}_k^{\prime \prime }+[{\displaystyle \frac{1}{B_0}}J(\mathrm{cos}\left({\displaystyle \frac{k\lambda }{2}}\right)1)]|ϵ_k^{}|^2+`$ (35)
$`+`$ $`[B_02J(\mathrm{cos}\left({\displaystyle \frac{k\lambda }{2}}\right)1)]|ϵ_k^{\prime \prime }|^2\}.`$
Keeping in mind that $`ϵ_k=ϵ_k^{}`$ we get equations of motion for $`ϵ_k^{}`$ and $`ϵ_k^{\prime \prime }`$. For example by considering the variation of the Lagrangian with respect to $`ϵ_k^{\prime \prime }`$ we get

$$\dot{ϵ}_k^{}2\left[B_02J\left(\mathrm{cos}\left(\frac{k\lambda }{2}\right)1\right)\right]ϵ_k^{\prime \prime }=0$$
(36)
and by considering variations with respect to $`ϵ_k^{}`$ we get the differential equation for $`ϵ_k^{\prime \prime }`$

$$\dot{ϵ}_k^{\prime \prime }+2\left[\frac{1}{B_0}J\left(\mathrm{cos}\left(\frac{k\lambda }{2}\right)1\right)\right]ϵ_k^{}=0.$$
(37)
The dispersion relation for the monopole-mode can now be simply read out from this pair of equations. The quadrupole-modes can be dealt with in the same way although the equations are somewhat longer.

For convenience we assume that the contribution from terms proportional to $`J^2`$ are very small. With this simplification we get the dispersion relations for the monopole and quadrupole-modes

$$\omega _0(k)=2\left[1J\left(B_0+\frac{2}{B_0}\right)\left(\mathrm{cos}\left(\frac{k\lambda }{2}\right)1\right)\right]^{1/2}$$
(38)
$$\omega _{\pm 2}(k)=\sqrt{2}\left[1+B_0^2J\left(3B_0+\frac{1}{B_0}\right)\left(\mathrm{cos}\left(\frac{k\lambda }{2}\right)1\right)\right]^{1/2}.$$
(39)
We emphasize that our results where terms under the square root proportional to $`J^2`$ are ignored should be used with some caution. The terms proportional to $`J^2`$ are not always negligible compared to the other contributions. In particular if the trap depth or the on-site number of particles is small, there is a range of experimentally relevant parameter values where terms proportional to $`J^2`$ can be relatively large and should be included. They will not change the qualitative behavior of the dispersion relations, but can affect quantitative results. While we choose to work in the regime where terms proportional to $`J^2`$ are small, it is not difficult to include these missing terms. For example, Eqs. (36) and (37) show that the exact frequency for the monopole-mode obeys

$$\omega _0^2(k)=4\left[B_02J\left(\mathrm{cos}\left(\frac{k\lambda }{2}\right)1\right)\right]\left[\frac{1}{B_0}J\left(\mathrm{cos}\left(\frac{k\lambda }{2}\right)1\right)\right].$$
(40)
In Fig. 1 we show the dispersion relation for the monopole-mode as a function of $`k`$ and $`U`$.

In the limit of long wavelengths it is permissible to expand the cosine factors. The excitation has then the same dispersion as that of a free-particle $`\mathrm{\Delta }+\mathrm{}^2k^2/2m^{}`$ with some effective mass $`m^{}`$ and a gap $`\mathrm{\Delta }`$. For the monopole-mode we, therefore, predict an effective mass

$$m_0^{}=\frac{4B_0}{J\left(B_0^2+2\right)}\left(\frac{\mathrm{}}{\omega _r\lambda ^2}\right)$$
(41)
and for the quadrupole-mode we get

$$m_{\pm 2}^{}=\frac{4B_0\sqrt{2}}{J\left(3B_0^2+1\right)}\left(\frac{\mathrm{}}{\omega _r\lambda ^2}\right).$$
(42)
It is quite interesting to observe that the effective masses of different modes are different. In particular, the effective mass of the quadrupole-mode is bigger than the effective mass of the monopole-mode. This can be understood by considering the overlap integral between neighboring sites. For the monopole-mode the coupling between the nearest neighbors is to a large extent determined by the integral

$$d^2r|\mathrm{\Phi }_0(x,y)|^2(x^2+y^2)^2,$$

where $`\mathrm{\Phi }_0(x,y)`$ is the equilibrium wave function. In contrast, for the quadrupole-mode the coupling is determined by the integral

$$d^2r|\mathrm{\Phi }_0(x,y)|^2(x^2y^2)^2.$$

It is clear that the latter integral is smaller than the first one. As the effective mass is inversily proportional to the strength of the nearest-neightbour coupling, the quadrupole-mode therefore has a bigger effective mass.

The fact that the dispersion relation is similar to the free-particle dispersion relation is reflected in the dynamics. A sinusoidal modulation moves with velocity $`v\mathrm{}k/m^{}`$ in the $`z`$-direction. In a finite system a pure sinusoidal modulation is not possible and the excitation corresponds to a wavepacket centered around $`k`$ and with some nonzero width $`\mathrm{\Delta }k`$. If the system is large enough, i.e., much bigger than $`2\pi /\mathrm{\Delta }k`$, the width of the packet can be small and one should be able to observe such propagation before the excitation hits the outer edge of the condensate.

More generally we can expand the dispersion relation around any value of the wave vector. In terms of a function $`C(J,B_0)`$ that depends on the mode in question, the excitation energy up to lowest-order in $`J`$ looks like

$$\omega (k)=\omega (0)+C(J,B_0)\left(\mathrm{cos}\left(\frac{k\lambda }{2}\right)1\right).$$
(43)
Expanding this expression around $`k_0`$ we get

$$\omega (k)\omega (k_0)C(J,B_0)\left[\frac{\lambda }{2}\mathrm{sin}\left(\frac{k_0\lambda }{2}\right)\left(kk_0\right)+\frac{\lambda ^2}{8}\mathrm{cos}\left(\frac{k_0\lambda }{2}\right)\left(kk_0\right)^2\right].$$
(44)
When $`k_0=0`$ we get the results for the effective masses we presented earlier, but some special cases are also of interest. In particular, when $`k\lambda /2=\pi `$ we obtain the same expansion as with $`k=0`$, but the constant in front of $`\left(kk_0\right)^2`$ has a negative sign. In this regime the effective mass is therefore negative. In the regime of a negative effective mass one encounters modulational instabilities as discussed in Refs. Wu and Niu (2001); Konotop and Salerno (2002); Baizakov et al. (2002).

## IV Excitations of the vortex state

In this section we consider a system of weakly-coupled two-dimensional (quasi)condensates that has a vortex piercing through the center of each (quasi)condensate. For such a system our earlier ansatz in Eq. (13) is inadequate. For an individual condensate it is known that the presence of a vortex should not change the dispersion of the monopole-mode, but it will lift the degeneracy of the quadrupole-modes. Physically this is due to the fact that the quadrupole excitation, depending on the sign of the quantum number $`m`$, travels either in the same direction of the superfluid flow or opposite to it. As the monopole-mode is easier to tackle than the quadrupole-modes, we start with that in Sec. IV.1. In Sec. IV.2 we solve for the quadrupole-modes of an individual two-dimensional (quasi)condensate and in Sec. IV.3 we include also for the quadrupole-mode the optical lattice into our discussion.

### IV.1 monopole-mode in the presence of a vortex

The vortex state has a superfluid flow around the vortex core. This flow diverges in the core and for this reason the density of the condensate must vanish in the vortex core. The simplest ansatz having these two desired properties is (in polar coordinates)

$$\mathrm{\Phi }_n(r,\varphi )r\mathrm{exp}\left[i\varphi \right]\mathrm{exp}\left[\frac{B_0r^2}{2}\right]\mathrm{exp}\left[\frac{ϵ_n(t)r^2}{2}\right].$$
(45)
The ansatz is almost the same as in the previous section for the monopole-mode of the state without a vortex. The only differences are the first two factors that give the vortex the properties we were after. The size of the vortex core region in Eq. (45) is about $`1/\sqrt{B_0}`$ and it does not diminish as the number of particles is increased. This is in principle incorrect, since the length scale for the vortex core size is set by the coherence length and the coherence length in the center of the condensate gets smaller as the number of particles is increased. We expect that this unphysical behaviour close to the vortex core is not relevant to the physics of the collective modes at hand. In the end of the calculations we can reproduce the known results for the individual pancake to a good accuracy and thus our expectations are indeed well justified.

Using similar techniques as for the condensate without a vortex, we calculate the monopole-mode of a condensate with a vortex as

$$\omega _0(k)=2\left[13J\left(B_0+\frac{1}{B_0}\right)\left(\mathrm{cos}\left(\frac{k\lambda }{2}\right)1\right)\right]^{1/2},$$
(46)
where we have again assumed that $`J^2`$ terms under the square root can be ignored. The equilibrium solution is now given by

$$B_0=\sqrt{\frac{2}{2+U}}.$$
(47)
The result is similar to Eq. (38), but the constant in front of the cosine term is different indicating a difference in the effective mass. For the monopole-mode in the presence of a vortex we get

$$m_{0,v}^{}=\frac{4B_0}{3J\left(B_0^2+1\right)}\left(\frac{\mathrm{}}{\omega _r\lambda ^2}\right).$$
(48)
We can see that the effective mass of the monopole-mode of the vortex state is somewhat smaller than the effective mass in the absence of a vortex. This can be understood by comparing the relevant overlap integrals for the wave functions with and without the vortex. Since the (quasi)condensate wave function with a vortex is more extended than without a vortex, the strength of the nearest-neighbor coupling is increased and, therefore, the effective mass is reduced.

### IV.2 quadrupole-modes of the single pancake in the presence of a vortex

As we mentioned before the quadrupole-modes are more complicated. For the quadrupole-modes we use the ansatz

$`\mathrm{\Phi }_n(r,\varphi )`$ $``$ $`r\mathrm{exp}\left[i\varphi \right]\mathrm{exp}\left[{\displaystyle \frac{B_0r^2}{2}}\right]\mathrm{exp}\left[ϵ{\displaystyle \frac{\left(x^2y^2\right)}{2}}ϵ_{xy}xy\right]\left[1+\alpha \mathrm{exp}\left[2i\varphi \right]\right]`$ (49)
$``$ $`r\mathrm{exp}\left[i\varphi \right]\mathrm{exp}[{\displaystyle \frac{B_0r^2}{2}}][1+\mathrm{cos}\left(2\varphi \right)(\alpha {\displaystyle \frac{ϵ}{2}}r^2)`$
$``$ $`\mathrm{sin}\left(2\varphi \right)(i\alpha +{\displaystyle \frac{ϵ_{xy}}{2}}r^2)],`$
where $`\alpha `$ denotes a new variational parameter and the last expression is an expansion of the first line to the first order in the deviations. This ansatz looks somewhat complicated, but this is needed to build in the relevant physics. This is most easily seen by considering the noninteracting limit where the wave functions are known analytically.

In the noninteracting limit the vortex states with angular momentum projections equal to $`\pm N`$ are degenerate. This implies that linear superpositions of these states have the same energy. As a result, there exists a quadrupole-mode with zero frequency in this limit. To capture this mode the variational parameter $`\alpha `$ is included in the ansatz. To understand this, assume that $`\alpha =0`$ and expand the exponent in Eq. (49). We get

$$\mathrm{exp}\left[ϵ\frac{\left(x^2y^2\right)}{2}ϵ_{xy}xy\right]=1\frac{ϵr^2}{2}\mathrm{cos}\left(2\varphi \right)\frac{ϵ_{xy}r^2}{2}\mathrm{sin}\left(2\varphi \right)+𝒪(ϵ^2,ϵ_{xy}^2,ϵϵ_{xy}).$$
(50)
For clarity assume also that $`ϵ`$ is real and $`ϵ_{xy}=iϵ`$. The disturbance then couples to the wave function

$$r\mathrm{exp}\left[i\varphi \right]\mathrm{exp}\left[\frac{B_0r^2}{2}\right]r^2\mathrm{exp}\left[2i\varphi \right],$$

which is the wave function of the anti-vortex state multiplied by $`r^2`$. This state has obviously a different energy than the true anti-vortex wave function. As a result the ansatz without $`\alpha `$ gives a wrong frequency for this mode in the ideal-gas limit. To avoid this problem we need the additional variational parameter $`\alpha `$ to give a nonvanishing amplitude for the correct anti-vortex wave function in the ideal-gas limit. The fact that this ansatz really couples to the correct anti-vortex wave function is most clearly seen by setting $`ϵ=ϵ_{xy}=0`$ in Eq. (49). Otherwise the ansatz is very similar to the ansatz we used for the (quasi)condensate without the vortex. In the noninteracting limit the $`m=+2`$ mode requires coupling to a wave function with angular momentum $`m=3`$ and with a small distance behaviour that should be proportional to $`r^3`$. In Eq. (49) this is indeed the case, as can be verified by setting $`\alpha `$ equal to $`0`$.

Using the above ansatz we can determine the quadrupole-modes of a single pancake analytically for the full parameter regime from the noninteracting limit to the Thomas-Fermi regime. The equilibrium solution is the same as for the monopole-mode and is given by Eq. (47). To second order in the deviations the various contributions to the Lagrangian are

$`L_T`$ $`=`$ $`2\alpha ^{}\dot{\alpha }^{\prime \prime }{\displaystyle \frac{3}{2B_0^2}}\left(ϵ^{}\dot{ϵ}^{\prime \prime }+ϵ_{xy}^{}\dot{ϵ}_{xy}^{\prime \prime }\right)+{\displaystyle \frac{1}{B_0}}\left[\alpha ^{}\left(\dot{ϵ}^{\prime \prime }+\dot{ϵ}_{xy}^{}\right)+\alpha ^{\prime \prime }\left(\dot{ϵ}_{xy}^{\prime \prime }\dot{ϵ}^{}\right)\right]`$
$`L_V`$ $`=`$ $`{\displaystyle \frac{3}{4B_0^3}}\left(|ϵ|^2+|ϵ_{xy}|^2\right){\displaystyle \frac{1}{2B_0}}\left[\alpha ^{}\left(ϵ^{}ϵ_{xy}^{\prime \prime }\right)+\alpha ^{\prime \prime }\left(ϵ^{\prime \prime }+ϵ_{xy}^{}\right)\right]`$
$`L_K`$ $`=`$ $`{\displaystyle \frac{1}{4B_0}}\left(|ϵ|^2+|ϵ_{xy}|^2+4ϵ_rϵ_{xy}^{\prime \prime }4ϵ^{\prime \prime }ϵ_{xy}^{}\right)+{\displaystyle \frac{1}{2}}\left[\alpha ^{}\left(ϵ^{}ϵ_{xy}^{\prime \prime }\right)+\alpha ^{\prime \prime }\left(ϵ^{\prime \prime }+ϵ_{xy}^{}\right)\right]`$ (51)
$`L_{NL}`$ $`=`$ $`UB_0\left\{|\alpha |^2+{\displaystyle \frac{3}{8B_0^2}}\left(ϵ^2ϵ^{\prime \prime 2}+ϵ_{xy}^2ϵ_{xy}^{\prime \prime 2}\right){\displaystyle \frac{1}{4B_0}}\left[\alpha ^{}\left(5ϵ^{}+ϵ_{xy}^{\prime \prime }\right)+\alpha ^{\prime \prime }\left(5ϵ_{xy}^{}ϵ^{\prime \prime }\right)\right]\right\},`$
where $`L_T`$ is due to the part of the Lagrangian containing the time-derivatives, $`L_V`$ is due to the potential energy, $`L_K`$ is due to the kinetic energy, and $`L_{NL}`$ is the contribution due to the interactions between atoms.

With this result we can solve for the eigenmodes of the system. The problem is essentially that of solving the eigenvalues of a $`3\times 3`$ matrix. This matrix has three (generally) nondegenerate eigenvalues and two of these correspond to the quadrupole-modes. The third mode is of no interest to us here. In this modes the deviation from the equilibrium is a superposition of various trap states, among which the $`m=5`$ component has an incorrect short distance behaviour that causes the energy of this mode to strongly increase with increasing atom number. The frequencies of the quadrupole-modes can be calculated analytically, but the results are too long to be given here. However, they do not cause any computational problems. In Fig. 2 we show the frequencies of the quadrupole-modes based on our ansatz and compare them against the values computed numerically with the Bogoliubov-deGennes equations Dodd et al. (1997). The agreement is very good over the whole range of interaction strengths.

In the limit of a nearly ideal-gas the quadrupole frequencies are $`\omega _2=U`$ and $`\omega _2=2`$. For large atom numbers the quadrupole-mode frequencies are given by

$$\omega _{\pm 2}=\sqrt{2}\pm \frac{1}{\sqrt{2U}}$$
(52)
and the splitting between the modes is $`\omega _2\omega _2=\sqrt{2/U}`$. Zambelli and Stringari Zambelli and Stringari (1998) used sum rules to show that the splitting between the quadrupole-modes in the limit of large atom numbers should be

$$\omega _2\omega _2=\frac{2L_z}{r^2}.$$
(53)
Here $`L_z`$ is the $`z`$-component of the angular momentum operator. With our ansatz we have $`L_z=1`$ and $`r^2=2/B_0`$ and the splitting of the quadrupole-modes is indeed the same as the result based on the sum rule approach.

### IV.3 Influence of the lattice on the quadrupole-modes of the vortex state

Including the lattice structure makes the already complicated equations even more complicated com (b). In Fourier space the nearest-neighbor interaction introduces a new term to the Hamiltonian

$`H_J`$ $`=`$ $`J{\displaystyle \underset{k}{}}(\mathrm{cos}\left({\displaystyle \frac{k\lambda }{2}}\right)1)\{2|\alpha _k|^2+{\displaystyle \frac{3}{2B_0^2}}(|ϵ_k|^2+|ϵ_{xy,k}|^2)+`$ (54)
$`+`$ $`{\displaystyle \frac{2}{B_0}}[\alpha _k^{}(ϵ_{xy,k}^{\prime \prime }ϵ_k^{})\alpha _k^{\prime \prime }(ϵ_k^{\prime \prime }+ϵ_{xy,k}^{})]\},`$
where $`\alpha _k^{}`$ is the Fourier transform of the real part of $`\alpha _n`$, $`ϵ_k^{}`$ is the Fourier-transform of the real part of $`ϵ`$, and $`ϵ_{xy,k}^{}`$ is the Fourier-transform of the real part of $`ϵ_{xy}`$. Similar notation applies to the imaginary parts and for example $`|ϵ_k|^2=ϵ_k^{}ϵ_k^{}+ϵ_k^{\prime \prime }ϵ_k^{\prime \prime }`$. In Figs 3 and 4 we show in detail the resulting dispersion relations for the quadrupole-modes as a function of $`k`$ and interaction strength $`U`$.

Even though the general formulae are too complictated to be given here, the ideal-gas limit and the Thomas-Fermi limit give us simple formulae. In the limit of weak interactions we have $`\omega _2=U2J\left(\mathrm{cos}\left(k\lambda /2\right)1\right)`$ and $`\omega _2=22J\left(\mathrm{cos}\left(k\lambda /2\right)1\right)`$ and in the limit of strong interactions or large particle numbers we have

$$\omega _{\pm 2,v}=\sqrt{2}\left[1\frac{3J}{4}\sqrt{\frac{U}{2}}\left(\mathrm{cos}\left(\frac{k\lambda }{2}\right)1\right)\right].$$
(55)
In the limit of large particle numbers the effective mass of the quadrupole-modes thus becomes

$$m_{\pm 2,v}^{}=\frac{16}{3J\sqrt{U}}\left(\frac{\mathrm{}}{\omega _r\lambda ^2}\right).$$
(56)
This result indicates that we expect the quadrupole-modes to have about three times larger effective mass than the breathing mode. Again this can be understood by overlap arguments.

## V Summary and conclusions

We have calculated the band structure of the most important transverse collective excitations of a stack of two-dimensional Bose-Einstein condensates in a one-dimensional optical lattice with and without a vortex. Our variational approach enables us to crossover smoothly from the ideal-gas into the Thomas-Fermi regime and to treat the interlayer coupling without other approximations that those involved in the variational ansatz. We have also calculated the short wave length part of the excitation spectra, which means that in our approach neighboring sites can be completely out of phase with each other. Using our general results for the excitation frequencies, we derived predictions for the the effective mass of the monopole and quadrupole-modes. We noticed that the effective mass is sensitive to the mode in question as well as to the presence of a vortex. In this paper we have only focused on the linear response of the system. For large modulations nonlinear effects can become important Wu and Niu (2001); Konotop and Salerno (2002); Baizakov et al. (2002). In particular, assumptions about a nearly homogeneous condensate can break down as the system becomes dynamically unstable towards large density modulations.

Experimentally the kind of excitations we have discussed in this paper can be created by modulating the radial trapping frequency $`\omega _r`$ as a function of $`z`$. One possible way to excite the monopole modes is to have two counter-propagating laser beams with a Gaussian intensity profile. Due to the optical dipole force the intensity profile of each one of the beams would provide the trapping in the radial direction, while the interference between the beams would provide the necessary modulation. To excite equal superposition of $`m=\pm 2`$ quadrupole-modes sheets of laser-light can be considered.

In the limit of large interactions the constant in front of the $`k`$ dependent part of the dispersion relations always scales with $`J\sqrt{U}`$. This number is a good measure of how strong the effects due to the lattice are. If this number is small, the lattice effects are hard to distinguish experimentally from the dominant single site result. In Fig. 5 we plot $`J\sqrt{U}`$ as a function of the on-site atom number for a few different lattice depths. As can be seen, the effects of the lattice for the modes we are considering can be very pronounced and should be easily observable.

In the system we have discussed in this paper, each (quasi)condensate becomes very quickly two-dimensional as the depth of the lattice is increased. In particular the coherence length in the center of the two-dimensional (quasi)condensate quickly becomes larger than the thickness of the pancake. In low dimensions phase fluctuations are expected to be more pronounced Andersen et al. (2002); Khawaja et al. (2002, 2003). In our treatment we ignore such fluctuations. In a two-dimensional system there is a true condensate at zero temperature and then the phase fluctuations are not expected to play a major role. At nonzero temperatures phase fluctuations become more important, but are expected to be more pronounced between sites that are well separated. In our parameter regime the tunneling term coupling neighboring sites will establish phase coherence between neighbors. As a result the two-dimensional (quasi)condensates are not strictly two-dimensional since they “see” the third direction through the tunneling term. As the distance between the sites increases the phases become less correlated, but as we are only interested in the nearest-neighbor couplings, such effects are not important. Consequently, we expect our model to be applicable also at small but nonzero temperatures. Phase fluctuations may cause a slight reduction in the strength of the Josephson coupling, but would leave our results otherwise unchanged.

In this paper we have choosen to fix the number of atoms in every two-dimensional (quasi)condensate. In our variational approach it is not difficult to include atom number as well as global phase fluctuations by replacing in our variational ansatz $`\sqrt{N}`$ by $`\sqrt{N_n(t)}e^{i\nu _n(t)}`$, where $`N_n`$ denotes the number of atoms and $`\nu _n`$ the global phase of the (quasi)condensate in every site. In the simplest case where we neglect the couplings with the transverse modes, we find that at long wave lengths there exists a phonon mode with the sound velocity

$$c_s=\sqrt{\frac{UJ}{\sqrt{1+2U}}\left(\frac{\mathrm{}\omega _r}{m}\right)}\lambda /l_r,$$
(57)
which agrees exactly with the results obtained previously Javanainen (1999); van Oosten et al. (2001); Krämer et al. (2002).

In a recent experiment the Kelvin modes of a Bose-Einstein condensate with a vortex were observed Bretin et al. (2003). In the model that we have presented in this paper the vortex is always in the center of each pancake. In the future we plan to relax this condition and consider also the dynamics of the vortex. In this manner it is possible to study the Kelvin modes in an optical lattice, and in particular their coupling to the transverse excitations which were our main focus here.

###### Acknowledgements.

This work is supported by the Stichting voor Fundamenteel Onderzoek der Materie (FOM), which is supported by the Nederlandse Organisatie voor Wetenschaplijk Onderzoek (NWO).