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Reaction-Diffusion Processes from Equivalent Integrable Quantum Chains

Reaction-Diffusion Processes from Equivalent Integrable Quantum Chains
Reaction-Diffusion Processes from Equivalent Integrable Quantum Chains

a r X i v :c o n d -m a t /9610059v 3 [c o n d -m a t .s t a t -m e c h ] 9 O c t 1997Reaction-Di?usion Processes from Equivalent Integrable Quantum Chains Malte Henkel a ,Enzo Orlandini b,c and Jaime Santos

b a Laboratoire de Physique des Mat′e riaux 1,Universit′e Henri Poincar′e Nancy I,BP 239,F -54506Vand?uvre-l`e s-Nancy Cedex,France ,b Theoretical Physics,Department of Physics,University of Oxford,1Keble Road,Oxford OX13NP,UK

c Service de Physique Th′e orique,CEN Saclay,F -91191Gif-sur-Yvette Cedex,France 2Abstract One-dimensional reaction-di?usion systems are mappe

d through a similarity transformation onto integrabl

e (and a priori non-stochastic)quantum chains.Time-dependent properties o

f these chemical models can then be found exactly.The reaction-di?usion processes related to free fermion systems with site-independent interactions are classi?ed.The time-dependence of the mean particle density is calculated.Furthermore new integrable stochastic processes related to the Heisenber

g XXZ chain are identi?ed and the relaxation times for the particle density and density correlation for these systems are found.PACS:02.50.Ga,05.40.+j,82.20.Mj

1Introduction

The physics of interacting particles out of thermodynamic equilibrium is an intriguing and challenging problem.For important reaction-di?usion processes which display a wide variety of interesting and unexpected phenomena,see[1,2,3,4,5]and references therein.They are not only of experimental importance but also pose a theoretical problem of considerable di?culty as there is no general framework for their treatment,such as detailed balance for equilibrium systems.While the classic approach, involving phenomenological rate equations,is su?cient to the describe the time-dependent behavior of non-equilibrium systems in su?ciently high spatial dimensions,in low dimensions the di?usive mixing is ine?ective and new phenomena appear.

As an example,consider a system consisting of a single species of particles A undergoing di?usion and subject to the two chemical reactions A+A→A with rate r c and A+A→inert with rate r a.For this system one expects,starting from an initial particle densityρ0,at late times an algebraic decay of the mean particle concentration[6]

ρA(t)~A t?y;t→∞(1.1) In one-dimensional systems,one has y=1

group(see e.g.[13]),improved mean-?eld approaches or exact calculations,see[2]for a collection of reviews.It is the aim of this paper to explore some of the possibilities of obtaining exact results.

A convenient starting point for an exact description of a stochastic process is the formulation of the problem in terms of a master equation.The underlying assumption of this approach,viz.the absence of memory e?ects,is at least approximately true for many real systems.A master equation(see section 2)is a?rst order linear di?erential equation in time for the probability distribution of the stochastic variables describing the https://www.doczj.com/doc/4314319090.html,ing standard procedures,see[14,16,15,17]it may be conveniently written as a matrix equation and thus its solution is turned into an eigenvalue problem3.The crucial point is that it has been realized in recent years that for many models of interest the matrix appearing in this eigenvalue problem is the quantum Hamiltonian(or the transfer matrix respectively,in the case of discrete time dynamics)of some integrable quantum chain[18,19,20,21,22,23,24,25,26,27,28, 29,30,31,32,33,34].This insight has made available the tool box of integrable models(e.g.Bethe ansatz[35,36,37])for these interacting particle systems far from equilibrium and has led to many new exact results for their dynamical and stationary properties.Clearly,the models tractable by such means are usually rather simple,but the observed universality of many quantities of interest make these models both theoretically and experimentally interesting.

Most integrable stochastic models studied so far are directly given in terms of an integrable quantum chain or transfer matrix.In these cases,“just by looking”at the problem one recognizes some known integrable system.However,it has been observed recently that one may obtain from a given stochastic quantum Hamiltonian by a similarity transformation the Hamiltonian of some other stochastic process, see[38,39,10,40].This relates a system which is not obviously integrable to another system which is and in this way exact results may be obtained.At the same time it was also realized that indeed one may obtain by a similarity transformation a stochastic Hamiltonian from some integrable Hamiltonian which does not describe a stochastic process[25,10].This is implicit in many earlier treatments of reaction-di?usion processes,but has not yet been exploited systematically.It shows that many more stochastic systems than previously thought are actually integrable.

In this paper,our strategy is as follows.We start from some(a priori non-stochastic)integrable quantum chain H.The examples we shall consider can be analyzed using Bethe ansatz and/or free fermion techniques.Next we perform a similarity transformation and ask under which conditions on the parameters of the original integrable quantum chain H and on the transformation matrix one obtains

a stochastic Hamiltonian.In this way we identify several classes of new integrable stochastic models. Finally,we use the knowledge provided by the integrability to obtain some exact results for these processes,in particular,the average density at time t,and the(longest)relaxation time in the system.

Pursuing this program in full generality appears to be a formidable task.Therefore we shall re-strict ourselves to systems which are(a)translationally invariant,(b)involve particles of only one kind with hard core repulsion preventing double occupancy of a single site and(c)which interact only via e?ective nearest neighbor interaction.We shall make at various points comments on generalizations, e.g.to other boundary conditions,but we shall not work out any details in these cases.Finally,we shall consider only similarity transformations which are translationally invariant and which preserve the locality of all observables.This excludes e.g.sublattice transformations[41]or duality transfor-mations[42,43]which also give rise to transformations between di?erent stochastic Hamiltonians or between non-stochastic and stochastic Hamiltonians.We would like to stress that we shall consider only continous-time dynamics.However,all our results apply also to models with suitably chosen discrete time dynamics.

The paper is organized as follows:in section2we review the Hamiltonian formulation for non-equilibrium stochastic systems and its connection with integrable quantum Hamiltonians of magnetic systems.We also specify the similarity transformations which will be used to link stochastic systems with integrable ones and comment brie?y on the relationship with continuum?eld theory.In section 3,we give the full classi?cation of the stochastic systems which can be reduced to a free fermion Hamiltonian with site-independent interactions.In section4,we?nd stochastic systems which have the same spectrum as a XXZ chain with real matrix elements.In section5,we use the link with the free fermion case to calculate explicitly the time-dependent particle density.Section6gives our conclusions. More technical material is relegated to the appendices.In appendix A,we extended the standard technique of Lieb-Schultz-Mattis for the diagonalization of a hermitian free fermion Hamiltonian to the non-hermitian case.Appendix B gives further details for the classi?cation of those stochastic systems similar to a free fermion Hamiltonian.In appendix C we recall the relationship of one of the stochastic systems related to free fermions to the biased voter model.Appendix D gives some further details for the construction of stochastic processes from the XXZ chain.Appendix E describes the details of the caculation of the long-time behaviour of particle densities and two-point correlators from both the Bethe ansatz and the truncated equations of motion.Appendix F recalls the relationship between the Hamiltonian spectra for periodic and free boundary conditions.

2Quantum chain formulation of stochastic processes

In this section,we review the reformulation of a non-equilibrium stochastic system de?ned by some master equation in terms of the spectral properties of an associated quantum Hamiltonian H.To be speci?c,we only consider systems de?ned on a chain with L sites and two allowed states per site.We represent the states of the system in terms of spin con?gurations{σ}={σ1,σ2,...,σL}whereσ=+1

corresponds to an empty site andσ=?1corresponds to a site occupied by a single particle.We are interested in the probability distribution function P(σ;t)of the con?gurations{σ}.Our starting point is the master equation for the P(σ;t)

?t P(σ;t)= τ=σ w(τ→σ)P(τ;t)?w(σ→τ)P(σ;t) (2.1) where w(τ→σ)are the transition rates between the con?gurations{τ}and{σ}and are assumed to be given from the phenomenology.In order to rewrite this as a matrix problem,we introduce a state vector

|P = σP(σ;t)|σ (2.2) and eq.(2.1)becomes

?t|P =?H|P (2.3) where the matrix elements of H are given by

σ|H|τ =?w(τ→σ)ifτ=σ, σ|H|σ = τ=σw(σ→τ)(2.4) The operator H describes a stochastic process since all the elements of the columns add up to zero. This conservation of probability,viz. σP(σ;t)=1,is equivalent to the relation

s|H=0(2.5) where s|= σ σ|is a left eigenvector of H with eigenvalue0.Correspondingly,H has at least one right eigenvector with eigenvalue0.Such a vector does not evolve in time and therefore corresponds to a steady state distribution of the system.Since in general H is not symmetric,this steady state vector may be highly non-trivial.Note that all this is completely general and applies to any stochastic process de?ned by a master equation.With a view on the processes that we shall study we call H a quantum Hamiltonian and this formulation of the master equation the quantum Hamiltonian formalism.The reason for this choice of language is the fact that for the processes studied below(and,in fact,many

other processes as well)H is the Hamiltonian of some quantum system such as the Heisenberg XXZ Hamiltonian.The steady state of a stochastic system corresponds in this mapping to the ground state of the quantum system.

Now,it is straightforward to translate the well-known theorems[44]about the solution of the master equation(2.1)to the Hamiltonian formulation at hand.In particular,the real parts of the eigenvalues E i of H are non-negative,?E i≥E0=0,and there are no purely imaginary eigenvalues,which excludes the

possibility of undamped oscillations.Furthermore,if the initial distribution P0({σ})=P(σ;0)= σ|P0 satis?es0≤P0({σ})≤1and s|P0 =1,it follows that since

|P =exp(?Ht)|P0 (2.6) the relations0≤ σ|P ≤1and s|P =1hold for all times t.This guarantees the probabilistic interpretation.Then time-dependent averages of an observable F are given by the matrix element

(t)= σF(σ)P(σ;t)= s|F|P = s|F exp(?Ht)|P0 (2.7) Conversely,if a matrix H satis?es the conditions

s| H=0, σ| H|τ ≤0for allσ=τ(2.8) it follows that H is the generator of a stochastic process[44].These conditions will play a major role later on.We shall refer to the?rst as probability conservation condition and to the second as positivity conditions.

In what follows,we shall be mainly interested in averages of particle numbers n j at site j and their correlators.These can be expressed in the quantum spin formulation in terms of the projector

1

?n j=

4We stress that the structure of these matrix elements is quite distinct from expectation values in ordinary quantum mechanics where one always considers matrix elements between right and left states that are hermitean conjugates.

hand,if there is in the L→∞limit a continuous spectrum down to E0=0,one expects an algebraic approach of the correlators to the steady state.

The recent interest in this setup comes from the integrability of quantum Hamiltonians in one dimension[19,21,23,24,25,26,27]5.As the paradigmatic example,consider the asymmetric simple exclusion process where particles are di?using to the right,A+?→?+A with rate1/q and di?using to the left?+A→A+?with rate q.The Hamiltonian generating the time evolution of the system can,for free boundary conditions,be written in the form[24]

H=?1

2 q+q?1 σz jσz j+1?1 ?1

2

and2depending on the

particle density[21,47,27].The basic mechanism behind this is explained in appendix F.

In fact,integrable quantum Hamiltonians can be found for much more general systems.We restrict our attention here to models with nearest-neighbor interactions and only consider a single species of particles.Unfortunately,there is no standard notation for the various rates.In table1we give the possible reaction-di?usion processes together with their rates,providing at the same time a dictionary between the notations used by di?erent authors.In this paper,we shall use the notation employed in [10].

For the time being and for purposes of illustration let us consider besides di?usion only those reactions which irreversibly reduce the number of particles(that is,βL,R=σL,R=ν=0).For temporary convenience we rescaleα→Dαand de?ne also

D= γLγRδLδR D LγLδL 5Or equally,from the integrability of transfer matrices for discrete time dynamics[20,22]

di?usion to the left D L w1,1(1,0)

A+?→?+A a23Γ1001 pair annihilation2αw1,1(0,0)

A+A→?+A a24Γ1101 coagulation to the leftγL w0,1(1,0)

A+?→?+?a13Γ1000 death at the rightδR w0,1(0,0)

?+A→A+A a42Γ0111 decoagulation to the rightβR w0,1(1,1)

?+?→A+A a41Γ0011 creation at the rightσR w0,1(0,1)

?+?→A+?a31Γ0010

[10][24]

2 q+q?1 (1+δ?γ)?α,h=1

2L?1

j=1 σx jσx j+1+σy jσy j+1+? σz jσz j+1?1

+h σz j+σz j+1?2 ?1

2

(σx±iσy)are the one-particle annihilation/creation operators.

Remarkably,the spectrum of H is independent of the terms contained in (2.16),that is spec(H )=spec(DH XXZ (

h,?

))[24].To see this,recall that the XXZ Hamiltonian conserves the number of particles while the reaction terms irreversibly decrease the total particle number.Thus,H can be written in a block diagonal form

H = N 0X δX αN 1X γ,δ

X αN 2X γ,δ...

...... (2.17)

where N n refers to the n -particle states and X are the reaction matrix elements.Because of the identity

det A X 0B =det A det B (2.18)

it is clear that the elements of (2.16)do not enter into the characteristic polynomial 6of H .The phase diagram for H XXZ (h,?,δ)is known [49,50].For our purposes,we need the following.From (2.13),only the portion of the phase diagram where h +?≥1is important for us.The spectrum always has a ?nite gap when h +?>1,which is realized whenever δ=0or q =1.Then the ground state is a trivial ferromagnetic frozen state.The spectrum is gapless for ?+h =1,where the system undergoes a Pokrovsky-Talapov transition.This situation occurs for δ=0and q =1.We have thus identi?ed the cases where the model approaches the steady state exponentially (non-vanishing gap)or algebraically (gapless).A special point is ?=0where H XXZ becomes a free fermion system and thus in certain cases not only the spectrum may be obtained,but also correlation functions can be calculated explicitly (see below).

While large classes of reaction-di?usion problems are now recognised as being integrable,see [23,25,26]for lists including systems with more than one kind of particles 7,it is still far from obvious how to exploit the algebraic structure hidden beneath it in order to get explicit expressions for the desired particle number correlators for ?=0.A very interesting alternative was proposed in [48],where subsets of observables were identi?ed for which closed equation of motion can be obtained,thus leading to partially integrable systems.In any case,it is important to realize that the knowledge about the spectrum (and,in certain cases such as the free fermion case ?=0,about correlators)does not

t .

come from the assumption that the Hamiltonian is stochastic,but from its integrability.It is therefore natural to ask whether one can?nd new integrable non-equilibrium systems from transformations of known integrable quantum chains.

Speci?cally,we shall investigate the transformation[38,39,10]

H=B H B?1,B=L j=1B j(2.19) where H is a quantum Hamiltonian with known properties, H a stochastic Hamiltonian and B j is the transformation matrix B acting on the site j.From now on,we shall focus on translationally invariant systems,i.e.we shall consider periodic boundary conditions.To study the e?ect of the transformation B,it is su?cient to consider the e?ect on a two-particle Hamiltonian H j,j+1,that is we write

H=

L

j=111?···?1j?1?H j,j+1?1j+2···?1L(2.20)

where1?is the unit matrix acting on the site?.For the model(2.14)with left-right symmetry,that is q=1,we have for example

H j,j+1=D

0?δ?δ?2α

01+δ?1?γ

0?11+δ?γ

0002(α+γ)

(2.21)

Transformations of the type(2.19)have been mainly studied when both H and H represent stochastic systems.Besides,an equivalent way of relating stochastic systems was developed[52]in the context of the Lagrangian formulation of the model(see below),which is more suitable for?eld theory techniques. In particular,these transformations allow to treat the general model(2.21),since the observables in the two systems are simply related[10,38,39,40,52].The results for the long-time behaviour of the one-and two-point functions for translationally invariant initial conditions are collected in table2.For the derivation,see appendix E.

From the spectrum of H,we would naively expect exponential factors e?2kδt to be present in the k-point correlator C k,but we also see that for example algebraic prefactors are not readily predicted from the spectrum alone.This expectation,however,is only valid provided there are no bound states in the system.This is so as long the model stays su?ciently close to the caseδ=α+γ?1,where the exact spectrum of H can be found from free fermion techniques.In general,however,one can show from the Bethe ansatz[53,35,36,37]that there does exist a bound state in the two-particle sector,which has the energy4δ+4?2??2/?.8While the results given in table2are valid for homogeneous initial

δ

exp(?2δt)t?1/2exp(?4δt)

>α+γ

9The above analysis assumes that the associated amplitudes are non-vanishing.This is not always so,as can be seen in the calculation of the correlatorfor a model in which the only non-vanishing rates areαandν.Although a bound state is known to be present,the associated amplitude can be shown to vanish.We thank R.B.Stinchcombe for pointing this out to us.

10The radioactive decay of particles is described in this setting by the conditionsα=0andγ=δ.

11We limit ourselves to these two types of integrable systems for pragmatic reasons.In fact,for the second type of integrable system we consider here we merely use the integrability of the spectrum and do not even ask whether or not the entire system might be integrable.A su?cient criterion to establish integrability of the full Hamiltonian H is provided by showing that the H j,j+1satisfy a Hecke algebra.It can be shown that forδ=0in the model(2.14)the entire non-symmetric Hamiltonian matrix and not just the spectrum-determining part is integrable[24].See[23]for a list of integrable stochastic Hamiltonians through the Hecke algebra technique.

fermions.We shall give in the next section the complete list of stochastic systems with spatially constant reaction rates which can be transformed into this form.

2.The most general Hamiltonian with the spectrum of the XXZ chain and with real matrix elements.

Here we shall obtain a new3-parameter manifold(after normalization)of integrable stochastic processes.

Before starting this,however,it might be useful to recall brie?y how results obtained from the quan-tum Hamiltonian formulation of reaction-di?usion systems presented here compare with the Lagrangian techniques,as developed in[15,17,56].See[13]for a recent review.As for the quantum Hamiltonian formulation,the starting point is the master equation.The creation and destruction of particles is conveniently described in a Fock space formalism,where the state vector becomes

|P(t) = σp(n1,n2,...;t) a?1 n1 a?2 n2···|0 (2.22) where a?i creates a particle at site i and p(n1,n2,...;t)is the probability of having n1particles at site 1,n2particles at site2and so on at time t.Consider for example the case when only di?usion and annihilation occur.Then the Hamiltonian is

H=D (i,j)(a?i?a?j)(a i?a j)?2α i a2i?a?2i a2i → D(?a?)(?a)?2α a2?a?2a2 d d x(2.23) where a formal continuum limit is taken12.One then goes over to a path integral representation involving ?elds a(x,t)and a?(x,t)and an action S[a,a?].In order to reduce the calculation of avarages to the usual QFT expectation values,it is customary to perform a shift a?=1+ˉa.Then the action becomes [15,17,56]

S[a,ˉa]= ˉa?t a+D?ˉa?a+4αˉa a2+2αˉa2a2 dtd d x(2.24) Remarkably,since the particle number can only decrease,the diagrammatics of the associated?eld theory is greatly simpli?ed.In particular,there are no loop corrections to the propagator and thus no wave function renormalization[15,17,56]and only the reaction rateαneeds to be renormalized.This can be done by summing up the corresponding diagrams to all orders,with the result that the one-loop beta function is exact.From the renormalization group equations it then follows that the upper critical dimension is at d?=2and that the exponent y describing the decay of the mean particle number(1.1)

is given by y=min(1,d/2),in agreement with previous heuristic arguments[6,59].In particular,it transpires that the whole probability distribution for?uctuations becomes universal in the late time regime[13].

What is the analogue of the similarity transformation(2.19)in the Lagrangian formulation?To see this,consider the process with only di?usion,annihilation and coagulation present[52].The action takes the form,where V describes the interactions of the particles undergoing a reaction

Sλ= dtdxˉa ˙a?D?2a + dtdxdx′V(|x?x′|)[ˉa(x)ˉa(x′)+λˉa(x)]a(x)a(x′)(2.25) such that forλ=1only coagulation and forλ=2only annihilation reactions occur.Following [52],consider the potentials Vα,γfor pure annihilation and coagulation,respectively,to be of the form Vα(x)=αV(x)and Vγ(x)=γV(x).Then

2α+γ

λ=

which is diagonalizable through a Jordan-Wigner transformation followed by a Bogoliubov transfor-mation or by a canonical transformation as described in appendix A.Here,D 1,2,η1,2,h 1,2are free parameters.In the following,we write h =h 1+h 2,g =h 1?h 2and η2=η1η2.We shall consider in this section η=0.The case η=0is a special case of a Hamiltonian with XXZ spectrum and will be con-

sidered in the next https://www.doczj.com/doc/4314319090.html,ing (2.20),we can write down the matrix describing the nearest-neighbor interactions

H j,j +1=? h ?C 00η10g ?C D 100D 2?g ?C 0η200?h ?C (3.2)and we look for a matrix H

through the transformation H =B H B ?1,B =L j =1B j (3.3)

and describing a stochastic system.Following the logic described in the preceding section we want to calculate correlation functions of the stochastic system in terms of correlators of the non-stochastic model which we can solve.We therefore rewrite a correlator

s |?n x 1(t 1)...?n x k (t k )|P 0 = s |?n x 1exp ? H (t 1?t 2) ?n x 2...?n x k exp

? Ht k |P 0 (3.4)

in terms of operators transformed using B ,thus reducing this correlator to a matrix element computable through free fermion techniques.Inverting this strategy,one may ?rst calculate matrix elements in the free fermion system,and then obtain the corresponding quantity for all stochastic processes related to this system by choosing an appropriate B .This is the strength of this approach,illustrated in section 5for the density ?ρ(t )as a function of time for an uncorrelated initial state with initial density ?ρ0.A single calculation gives ?ρ(t )for all stochastic processes related to the free fermion system (3.1).

In order to ?nd a convenient parametrization for B we ?rst ?x the determinant of B to be 1which

is no loss of generality since B must be non-singular and H is independent of det B .We can then write B in a parametrization analogous to the Euler angles (alternatives are discussed in appendix B)

B = √a ?1

cosh φsinh φsinh φcosh φ b 00b ?1 (3.5)with transformation parameters a,b,φ.Of these,we can always arrange for b =1,since otherwise,its e?ect could be absorbed by rede?ning η1→b 4η1and η2→b ?4η2.So we are left with just two transformation parameters a and φ.Below,we shall work with Y de?ned by

Y =e 2φ

(3.6)

In order to ensure that H is stochastic we shall have to satisfy the conditions(2.8).Let C m= 4k=1( H j,j+1)k,m denote the sum of the elements of the m-th column of H.Then,up to boundary terms inσz1,L(which are absent for periodic boundary conditions)and up to an additive constant in H (which will be?xed later by specifying the constant C),probability conservation(2.8)is implemented by demanding that

C1= C4=1

2(?1+a+Y+aY)2,η2=

(D1+D2?2h)(?1+a+Y+aY)2

2(?L+?R),?′=

1

In this paper,we study exclusively periodic boundary conditions.Thus it is su?cient to impose the positivity conditons(2.8)on the parity symmetric combinations of the matrix elements of H and on two other combinations of transformed matrix elements in which the terms containing x,y cancel.This reduces the number of inequalities one has to satisfy by two.It is important to keep this distinction between the transformed matrix elements(which occur in H j,j+1)and the actual rates of the stochastic system(which occur in H phys j,j+1)which have all to be positive.

Next,we have to write down the elements of the transformed matrix H j,j+1in terms of the matrix elements of H j,j+1and the transformation parameters.To simplify expressions,we make use of the freedom to take the normalization of time scale

D1+D2=2(3.12) and we shall consider the other possible case,when D1+D2=0,in appendix https://www.doczj.com/doc/4314319090.html,ing the convention of(3.9),we get for the parity symmetric matrix elements

?2 α=a2(?1+a?Y2?aY2)·F1·N

? γ=1

(a2?1)(Y2?1)·F2·N

2a

? δ=a(Y2?1)(1?a+Y2+aY2)·F3·N

? β=?(Y2?1)(?1+a+Y2+aY2)·F3·N

? D=1

It is remarkable that the matrix elements can be factorised in terms of only very few building blocks. This observation is going to be essential in the classi?cation of the possible stochastic systems.Whether this factorization property has a deeper algebraic meaning is still open.Note that if we use the scaling 1

a(Y2?1)

8Y

σ′+x=(D1?D2+2g)1

a(Y2?1)

8Y

? β′?x=(D1?D2?2g)1

(Y2+1)(3.15)

4Y

In order to get a stochastic system from the matrix elements(3.13,3.15),we must implement the positivity conditions(2.8)on the parity symmetric rates α, γ, ν, σ, δ, β, D.These conditions completely determine the transformation matrix B.The physical systems thus found will have left-right symmetric reaction-di?usion rates.Then,in a second step and using the extra freedom coming from adding the divergence terms to H phys j,j+1as done in(3.11),we shall identify free fermion systems with left-right biased di?usion and reaction rates.

We now turn to the analysis of the positivity conditions(2.8).

3.2Reality of the transformation parameters a,Y

Before embarking on checking the positivity of the symmetric rates(3.13),it is useful to break the problem into smaller pieces.It is a necessary condition to positivity that all matrix elements of H are real.This reality condition allows us to distinguish a few subcases.First,for Y2=1,the transformation from H to H merely amounts to the diagonal transformation encountered before[61].So from now on we always assume Y=1,?1.Second,since the ratios γ′/ σ′and δ′/ β′must be real,it follows from (3.15)that

a2real(3.16) and we distinguish the following.

1.a real.Then,since2 α/ γis real,it follows that

a(?1+a?Y2?aY2)

and it follows that Y2must be real.In the?rst case,Y itself is real,and reality of H is guaranteed if h,g and D1?D2are real.In the second case,Y is purely imaginary and reality of the elements of H is assured if D1?D2,h and g are all imaginary.

2.a imaginary.We write a=iA with A real.Since2 ν/ σmust be real,it follows from(

3.13)that

?1+a+Y2+aY2

Y2?1=0(3.19) or,letting Y2=P+iQ,we?nd that P2+Q2=1and thus have

Y2 2=1if a is imaginary(3.20) In summary,we have to consider the following cases separately

A)a real and Y real,B)a real and Y imaginary,C)a imaginary and|Y|=1(3.21) and we now ask when the conditions α, β, γ, δ, ν, σ, D≥0can be simultaneously met.

3.3A no-go theorem

In this section,we prove the lemma stated below.The reader not interested in the details of the proof can go on to the next section,where the implications will be discussed.

Lemma:For the parity-symmetric reaction rates α, γ, νand σfrom eq.(3.13)with the scaling1

a=a(Y)such that the rates ?vanish.These curves are readily identi?ed from the factorized form of the matrix elements in eq.(3.13).

Case A:a,Y both real.

For h?xed,the changes of sign of αare along the curves

1+Y2

a=

1?h2

Y=0(3.23) γchanges sign along the curves a

±= h 1?Y2 ?1 h(1+Y2)+2Y 1±√

1+Y2

a±= h?4Y+6hY2?4Y3+hY4 ?1 1?Y2 h 1+Y2 ?2Y 1±√

1?h2 a=±1,a=0

Y=±1,Y=0(3.26) Next,we have to distinguish between the cases h2>1and h2≤1.In the?rst case,the a±given above are complex and will not play a role in dividing the(a,Y)plane into regions where the ?are positive or negative,respectively.In fact,in this case the boundaries are completely independent of h.In?gure1, we show the excluded(shaded)regions for the four rates α, γ, ν, σ.Comparing them,it follows that no region in the(a,Y)plane remains where the four inequalities(3.22)are all satis?ed.

In the second case,the a±are all real and must be taken into account.In order to illustrate the mutual exclusion of the allowed regions,we show in?gure2the excluded(shaded)regions for the four

rates for the special value h=1 3.In comparing the excluded regions for the di?erent rates,note that because of the factor structure of the matrix elements,the boundary curves in the di?erent?gures coincide.Again,it is apparent that(3.22)cannot be satis?ed.

Case B:a real and Y imaginary.

We write Y=iy and h=ik where y,k are both real.We?x k and look for the curves in the(a,y) plane where the ?have simple zeroes or poles.For α,these occur at

1?y2

a=

1+k2)

y=0(3.27) γchanges sign at a= k(1+y2) ?1 k(1?y2)+2y(1±√

1+y2

a= k?4y?6ky2+4y3+ky4 ?1 (1+y2) k(1?y2)?2y(1±√

1+k2) a=±1,a=0

y=0(3.30) In analogy what was done in case A,one can show that each region in the(a,y)plane is excluded by at least one of the four rates and thus(3.22)cannot be satis?ed.

Case C:a imaginary and|Y|=1.

We write a=iA and Y=cos q+i sin q with A,q real.We?x h and look for the simple zeroes or poles

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