# Behavior of eigenvalues in a region of broken- symmetry

###### Abstract

-symmetric quantum mechanics began with a study of the Hamiltonian . When , the eigenvalues of this non-Hermitian Hamiltonian are discrete, real, and positive. This portion of parameter space is known as the region of unbroken symmetry. In the region of broken symmetry only a finite number of eigenvalues are real and the remaining eigenvalues appear as complex-conjugate pairs. The region of unbroken symmetry has been studied but the region of broken symmetry has thus far been unexplored. This paper presents a detailed numerical and analytical examination of the behavior of the eigenvalues for . In particular, it reports the discovery of an infinite-order exceptional point at , a transition from a discrete spectrum to a partially continuous spectrum at , a transition at the Coulomb value , and the behavior of the eigenvalues as approaches the conformal limit .

###### pacs:

11.30.Er, 03.65.Db, 11.10.Ef, 03.65.Ge## I Introduction

-symmetric quantum theory has its roots in a series of papers that proposed a new perturbative approach to scalar quantum field theory: Instead of a conventional expansion in powers of a coupling constant, it was proposed that a perturbation parameter be introduced that measures the nonlinearity of the theory. Thus, to solve a field theory one studies a theory and treats as a small parameter. After developing a perturbation expansion in powers of , the parameter is set to one to obtain the results for the theory. This perturbative calculation is impressively accurate and does not require the coupling constant to be small T1 (); T2 (). A crucial technical feature of this idea is that and not be raised to the power in order to avoid raising a negative number to a noninteger power and thereby generating complex numbers as an artifact of the procedure.

Subsequently, the expansion was used to solve an array of nonlinear classical differential equations taken from various areas of physics: The Thomas-Fermi equation (nuclear charge density) is modified to ; the Lane-Emdon equation (stellar structure) is modified to ; the Blasius equation (fluid dynamics) is modified to ; the Korteweg-de Vries equation (nonlinear waves) is modified to . In each of these cases the quantity raised to the power delta is positive and when the equation becomes linear. Just a few terms in the expansion gives an accurate numerical result T3 ().

The breakthrough of -symmetric quantum theory was the surprising discovery that to avoid the appearance of spurious complex numbers it is actually not necessary to raise a positive quantity to the power so long as the quantity is symmetric under combined space and time reflection. This fact is highly nontrivial and was totally unexpected. For example, a quantum-mechanical potential of form does not necessarily lead to complex eigenvalues because the quantity is invariant. Indeed, the non-Hermitian -symmetric Hamiltonian

(1) |

has the property that its eigenvalues are entirely real, positive, and discrete when (see Fig. 1). The reality of the spectrum was noted in Refs. R1 (); R2 () and was attributed to the symmetry of . Dorey, Dunning, and Tateo proved that the spectrum is real when R3 (); R4 (). Following the observation that the eigenvalues of non-Hermitian -symmetric Hamiltonians could be real, many papers were published in which various -symmetric model Hamiltonians were studied R5 ().

A particularly interesting feature of -symmetric Hamiltonians is that they often exhibit a transition from a parametric region of unbroken symmetry in which all of the eigenvalues are real to a region of broken symmetry in which some of the eigenvalues are real and the rest of the eigenvalues occur in complex-conjugate pairs. The transition occurs in both the classical and the quantized versions of a -symmetric Hamiltonian R2 () and this transition has been observed in numerous laboratory experiments R6 (); R7 (); R8 (); R9 (); R10 (); R11 (); R12 (); R13 (); R14 (); R15 (); R16 (); R17 ().

There have been many studies of the real spectrum of in (1) but essentially nothing has been published regarding the analytic behavior of the complex eigenvalues as functions of in the region of broken symmetry. However, it is known that there is a sequence of negative-real values of lying between and at which pairs of real eigenvalues become degenerate and split into pairs of complex-conjugate eigenvalues. These special values of are often called exceptional points R18 (). In general, eigenvalues usually have square-root branch-point singularities at exceptional points.

Exceptional points in the complex plane, sometimes called Bender-Wu singularities, explain the divergence of perturbation expansions R19 (); R20 (). The appearance of exceptional points is a generic phenomenon. In these early studies of coupling-constant analyticity it was shown that the energy levels of a Hamiltonian, such as the Hamiltonian for the quantum anharmonic oscillator , are analytic continuations of one another as functions of the complex coupling constant due to the phenomenon of level crossing at the exceptional points. Thus, the energy levels of a quantum system, which are discrete when is real and positive, are actually smooth analytic continuations of one another in the complex- plane R21 (). A simple topological picture of quantization emerges: The discrete energy levels of a Hamiltonian for are all branches of a multivalued energy function and the distinct eigenvalues of this Hamiltonian correspond with the sheets of the Riemann surface on which is defined. Interestingly, it is possible to vary the parameters of a Hamiltonian in laboratory experiments and thus to observe experimentally the effect of encircling exceptional points R13 (); R22 (); R23 ().

The purpose of this paper is to study the analytic continuation of the real eigenvalues shown in Fig. 1 as moves down the negative- axis. In Sec. II we show that there is an infinite-order exceptional point at where there is an elaborate logarithmic spiral (a double helix) of eigenvalues. The real part of each complex-conjugate pair of eigenvalues that is formed at exceptional points between and approaches like as approaches . In contrast, the imaginary parts of each pair of eigenvalues vanish logarithmically at . As goes below , the real parts of the eigenvalues once again become finite and the imaginary parts of the eigenvalues rise up from 0. As goes from just above to just below , the imaginary parts of the eigenvalues appear to undergo discrete jumps but in fact they vary continuously as functions of .

In Sec. III we discuss the Stokes wedges that characterize the eigenvalue problem as goes below . We give plots of the eigenvalues in the region and perform an asymptotic analysis of the eigenvalues near . As approaches , the entire spectrum becomes degenerate; the real parts of all the eigenvalues approach and the imaginary parts coalesce to .

Section IV presents a numerical study of the eigenvalues in the region . We show that a transition occurs at in which the eigenspectrum goes from being discrete to becoming partially discrete and partially continuous. The continuous part of the spectrum lies on complex-conjugate pairs of curves in the complex- plane. Another transition occurs at (the -symmetric Coulomb potential); below some of the discrete eigenvalues become real. As approaches the conformal point , the eigenvalues collapse to the single value 0. Section V gives brief concluding remarks.

## Ii Eigenvalue behavior as

### ii.1 Stokes wedges

The time-independent Schrödinger eigenvalue problem for the Hamiltonian in (1) is characterized by the differential equation

(2) |

The boundary conditions imposed on the eigenfunctions require that exponentially rapidly as in a pair of Stokes wedges in the complex- plane. This subsection explains the locations of these Stokes wedges.

As has been previously discussed at length, the potential has a logarithmic singularity in the complex- plane when is not an integer. Thus, it is necessary to introduce a branch cut. This branch cut is chosen to run from to in the complex- plane along the positive-imaginary axis because this choice respects the symmetry of the Hamiltonian. This is because symmetry translates into left-right symmetry in the complex- plane (that is, mirror symmetry with respect to the imaginary- axis) R1 (); R2 (). The argument of on the principal sheet (sheet 0 of the Riemann surface) runs from to . On sheet 1, , on sheet , , and so on.

As explained in Refs. R1 (); R2 (), the Stokes wedges in which the boundary conditions on are imposed are located in the complex- plane in a -symmetric fashion. If , the Stokes wedges have angular opening and are centered about the positive- and negative -axes on the principal sheet of the Riemann surface. As increases from , the wedges get narrower and rotate downwards; as decreases from , the Stokes wedges get wider and rotate upwards. WKB analysis provides precise formulas for the location of the center line of the Stokes wedges,

(3) |

the upper edges of the Stokes wedges,

(4) |

and the lower edges of the Stokes wedges,

(5) |

The locations of the Stokes wedges for eight values of are shown in Fig. 2. As decreases to , the opening angles of the wedges increase to and the upper edges of the wedges touch. At the special value the logarithmic Riemann surface collapses to a single sheet; the wedges fuse and are no longer separated. As a result there are no eigenvalues at all (the spectrum is null) R25 (). When goes below , the wedges are again distinct and no longer touch; the left wedge rotates in the negative direction and enters sheet while the right wedge rotates in the positive direction and enters sheet .

### ii.2 Numerical behavior of the eigenvalues as decreases below

Previous numerical studies of the (real) eigenvalues for were done by using the shooting method. However, when the eigenvalues become complex, the shooting method is not effective and we have used the finite-element method and several variational methods. We have checked that the eigenvalues produced by these different methods all agree to at least five decimal places.

Figure 1 may seem to suggest that the real eigenvalues disappear pairwise at special isolated values of . However, the eigenvalues do not actually disappear; rather, as each pair of real eigenvalues fuse, these eigenvalues convert into a complex-conjugate pair of eigenvalues. At this transformation point both the real and the imaginary parts of each pair of eigenvalues vary continuously; the real parts remain nonzero and the imaginary parts move away from zero as goes below the transition point. A more complete plot of the eigenvalues in Fig. 3 shows that the real parts of each pair of eigenvalues decay slightly as decreases towards , while the imaginary parts grow slowly in magnitude. However, just as reaches the real parts of the eigenvalues suddenly diverge logarithmically to and the imaginary parts of the eigenvalues suddenly vanish logarithmically. Below the real parts of the eigenvalues rapidly descend from and the imaginary parts of the eigenvalues rise up from . This behavior is depicted in Fig. 3 and a detailed description of the region is shown in Fig. 4.

### ii.3 Asymptotic study of the eigenvalues near

Figure 3 shows that the eigenvalues are singular at and suggests that this singularity is more complicated than the square-root branch-point singularities that occur at standard exceptional points R26 (). To identify the singularity we perform a local asymptotic analysis about the point . We begin by letting and we treat as small (). This allows us to approximate the potential in (1) as

We also expand the eigenfunctions in powers of :

Because we are treating as small, the Stokes wedges have an angular opening close to and are approximately centered about the angles and . We construct solutions and in the left and right Stokes wedges. We then patch together these eigenfunctions and their first derivatives at the origin . The patching condition is

(6) |

To zeroth order in powers of the Schrödinger eigenvalue equation reads

Substituting reduces this equation to an Airy equation R24 () for the zeroth-order eigenfunctions in the left and right wedges:

(7) |

where the derivatives are now taken with respect to .

The boundary conditions on the eigenfunctions in each wedge require that as , so the solutions to (7) are Airy functions R24 ():

(8) | |||||

where are multiplicative constants.

The right side of the patching condition (6) for the zeroth-order solutions is calculated from the Wronskian identity for Airy functions R24 ():

(9) |

When is exactly , the potential is linear in and are the exact solutions to the Schrödinger equation. The above calculation shows that these solutions cannot be patched, and thus there are no eigenvalues at all when (). This conclusion is consistent with Fig. 3, which shows that the real parts of all of the eigenvalues become infinite as approaches . The fact that the spectrum is empty at is not a new result; the absence of eigenvalues of a linear potential was established in Ref. R25 ().

Next, we perform a first-order analysis. We set . (This substitution is motivated and explained in detail in Ref. R21 ().) The first-order Schrödinger equation now reads

We multiply this equation by the integrating factor and insert the leading-order approximation to the eigenfunctions and obtain

We then integrate this equation along the center ray of each Stokes wedge:

(10) | |||||

Thus, to first order in with the patching condition (6) becomes

(11) | |||||

where we have used the zeroth-order patching condition (6) and the leading-order eigenfunction (8). Note that because the Schrödinger equation is linear we are free to choose .

For large , we use the asymptotic expansion of the Airy function R24 ()

Thus, the patching condition for becomes

(12) |

Note that because we are treating as small, the difference is approximately a positive real number. For real this difference is exactly real because and are complex conjugates.

We expand the right side of (12) to first order in , where and . This expansion is justified because, as we can see in Fig. 3, the imaginary parts are small compared with the real parts near . The patching condition (12) then becomes

(13) | |||||

Hence, when is positive, we obtain the condition

where is an integer. This result simplifies because the arctangent term is small; to leading-order we obtain . Similarly when , we find that .

We conclude that for either sign of we obtain a simple formula for the real part of the eigenvalues. Specifically, if we combine the above three equations, we obtain . Hence, in the neighborhood of (that is, when is near ), the real parts of the eigenvalues are logarithmically divergent while the imaginary parts of the eigenvalues remain finite:

(14) |

where is an even integer for and is an odd integer for . Evidently, the imaginary parts of the eigenvalues vary rapidly as passes through because there is a logarithmic singularity at . A blow-up of the region is given in Fig. 4.

To visualize the behavior of the eigenvalues near more clearly, we have plotted the imaginary and real parts of the eigenvalues in the complex - plane in the left and right panels of Fig. 5. Observe that the imaginary parts of the eigenvalues lie on a helix and that the real parts of the eigenvalues lie on a it double helix as winds around the logarithmic singularity at . This logarithmic singularity is an infinite-order exceptional point, which one discovers only very rarely in studies of the analytic structure of eigenvalue problems.

## Iii Eigenvalue behavior as

In Fig. 6 we plot the first three complex-conjugate pairs of eigenvalues in the range . Note that the eigenvalues coalesce to the value as approaches . As decreases towards the real part of becomes more negative as increases, and the spectrum becomes inverted; that is, the higher-lying real parts of the eigenvalues when is near (for example) decrease as decreases and they cross when is near . This crossing region is shown in detail in Fig. 7.

The objective of this section is to explain the behavior of the eigenvalues as approaches by performing a local analysis near . To do so we let

and treat as small () and positive. With this change of parameter (2) becomes

(15) |

The boundary conditions on , which we can deduce from Fig. 2, are that the eigenfunctions must vanish asymptotically at the ends of a path that originates at in the complex- plane, goes down to the origin along the imaginary axis, encircles the origin in the positive direction, goes back up the imaginary axis, and terminates at . The eigenfunctions are required to vanish at the endpoints and .

We now make the crucial assumption that it is valid to expand the potential term in (15) as a series in powers of . To second order in we then have

(16) |

In this form one can see that to every order in powers of the potential terms in the Schrödinger equation are singular at . As a consequence, the solution vanishes at . (One can verify that by examining the WKB approximation to ; the prefactor vanishes logarithmically.)

We then make the change of independent variable . In terms of (16) becomes

(17) |

This eigenvalue equation is posed on a contour on the real- axis that originates at , goes down the positive-real axis, encircles the origin in the positive direction, and goes back up to , and is required to vanish at the endpoints of this contour. We then replace with :

(18) |

Next, we make the scale change

This converts (18) into the Schrödinger equation

(19) |

where the energy term is given by

(20) | |||||

and the order term in the potential is given by

(21) |

Our procedure will be as follows. First, we neglect the term in (19) because is small and we use WKB theory to solve the simpler Schrödinger equation

(22) |

Second, we find the energy shift due to the term in (19) by using first-order Rayleigh-Schrödinger theory R21 (); to wit, we calculate the expectation value of in the WKB approximation to in (22). Having found , we obtain the energy from (20):

(23) | |||||

This approach gives a very good numerical approximation to the energies shown in Fig. 6.

The standard WKB quantization formula for the eigenvalues in a single-well potential (the two-turning-point problem) is

(24) |

For (22) the potential is and the boundary conditions on are given on the positive half line: vanishes at and at . In order to apply (24) we extend the differential equation to the whole line by replacing with and consider only the odd-parity solutions. Thus, we must replace the integer in (24) with , where . The turning points are given by and . Hence, the WKB formula (24) becomes

The substitution simplifies this equation to

and the further substitution reduces the integral to a Gamma function:

Thus, the WKB approximation to the eigenvalues is

(25) |

which is valid for large .

Next, we calculate the order- correction to (25) due to the potential in (19). To do so we calculate the expectation value of in the WKB eigenfunction of (22):

(26) |

where is given in (21).

Integrals of this type are discussed in detail in Chap. 9 of Ref. R21 (). To summarize the procedure, in the classically-forbidden region beyond the turning point, is exponentially small, and the contribution to the integral from this region is insignificant. In the classically-allowed region the square of the eigenfunction has the general WKB form

where is a multiplicative constant and is a constant phase shift.

Making the replacement , we observe that because of the Riemann-Lebesgue lemma, the cosine term oscillates to zero for large quantum number , and we may replace in the integrals in (26) by the simple function . Thus, the shift in the eigenvalues is given by

(27) | |||||

After making the previous changes of variable followed by , we obtain

which evaluates to

(28) | |||||

Finally, we substitute in (23) to obtain the eigenvalues :

(29) | |||||

where is given in (25).

To verify these results, in Tables 1 and 2 we compare our numerical calculation of and with the asymptotic prediction in (29).

Numerical value of | calculation | relative | |
---|---|---|---|

at | of in (29) | error | |

0 | |||

2 | |||

4 | |||

6 | |||

8 | |||

10 | |||

12 |

## Iv Eigenvalue behavior for

This section reports our numerical calculations of the eigenvalues for between and . We rotate in (2) by by making the transformation . In the variable the eigenvalue equation (2) becomes

(30) |

In the variable the center-of-wedge angles (3) are and but in the variable these angles are simply . Thus, the integration contour makes loops around the logarithmic branch-point at the origin in the complex- plane.

For example, if (this is the complex -symmetric version of the Coulomb potential for which R27 ()), the contour loops around the origin exactly twice; it goes from an angle to the angle . Looping contours for other complex eigenvalue problems have been studied in the past and have been called “toboggan contours” R28 (). In the -symmetric Coulomb case the contour is shown in Fig. 8. Figure 9 shows the contours for the cases and .

To solve these eigenvalue problems with looping contours we introduce the change of variable

(31) |

which parametrizes the looping path in the complex- plane in terms of the real variable . As ranges from to , the path in the complex- plane comes in from infinity in the center of the left Stokes wedge, loops around the logarithmic branch-point singularity at the origin, and goes back out to infinity in the center of the right Stokes wedge. In terms of the variable the eigenvalue equation (30) has the form

(32) |

where satisfies .

To solve this eigenvalue problem we use the Arnoldi algorithm, which has recently come available on Mathematica R29 (). This algorithm finds low-lying eigenvalues, whether or not they are real. We apply the Arnoldi al-

gorithm to (32) subject to the homogeneous Dirichlet boundary conditions and let . There are two possible outcomes: (i) In this limit, some eigenvalues rapidly approach limiting values; these eigenvalues belong to the discrete part of the spectrum. (ii) Other eigenvalues become dense on curves in the complex plane as ; these eigenvalues belong to the continuous part of the spectrum.

### iv.1 slightly below

As soon as goes below , the eigenvalues explode away from the value (shown at the left side of Fig. 6). In Fig. 10 we plot about 100 eigenvalues for and . In each plot we see both discrete and con-

tinuous eigenvalues. The continuous eigenvalues lie on a complex-conjugate pair of curves in the left-half plane; the discrete eigenvalues also lie in the left-half plane but closer to the real axis.

### iv.2 Discrete and continuous eigenvalues

While the purpose of Fig. 10 is to show that the eigenvalues explode away from as goes below , it is also important to show how to distinguish between discrete and continuous eigenvalues. To illustrate this we apply the Arnoldi algorithm at . Our results are given in Fig. 11 for . The spectrum in this case is qualitatively different from the spectrum near ; there are now two pairs of curves of continuous eigenvalues, and these curves are now in the right-half complex plane. The discrete eigenvalues are still in the left-half complex plane but further from the negative real axis. There is an elaborate spectral structure near the origin and this is shown in Fig. 12. (We do not investigate this structure in this paper and reserve it for future research.)

We emphasize that when the Arnoldi algorithm is used to study a spectrum, it can only return discrete values. Thus, one must determine whether an Arnoldi eigenvalue belongs to a discrete or a continuous part of the spectrum. To distinguish between these two possibilities we study the associated eigenfunctions and observe how they obey the boundary conditions. Plots of discrete and continuous eigenfunctions associated with eigenvalues shown in Fig. 11 are given in Figs. 13 and 14.

In Fig. 13 we plot the absolute values of the eigenfunctions corresponding to the complex-conjugate pair of eigenvalues for . Observe that as approaches the boundaries and , the eigenfunctions decay to exponentially. We conclude from this that the eigenvalues are discrete. This result can then be verified by taking finer cell sizes in the Arnoldi algorithm. As the cell size decreases, the numerical values of are stable. In contrast, in Fig. 14 in which the absolute values of the eigenfunctions corresponding to the pair of eigenvalues are plotted, we see that the eigenfunctions vanish exponentially at one endpoint but vanish sharply at the other endpoint. We therefore identify these eigenvalues as belonging to the continuous spectrum. Decreasing the Arnoldi cell size results in a denser set of eigenvalues along the same curve.