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# 1 Introduction
## 1 Introduction
Under the idealized conditions of thermal equilibrium, the liquid-gas phase-transition for nuclear matter is a necessity . However, is there enough time in the reactions to reach the equilibrium? The numerical QCD lattice calculations exhibit a phase transition to the quark-gluon plasma (QGP). However, can the excited dense phase leave behind any clear signals in reactions?
We shall try to address the above questions within the transport model based on the Boltzmann equation.
## 2 Boltzmann Equation
The Boltzmann equation has the same general form relativistically as nonrelativistically:
$$\frac{f}{t}+\frac{ϵ_𝐩}{𝐩}\frac{f}{𝐫}\frac{ϵ_𝐩}{𝐫}\frac{f}{𝐩}=𝒦^{\mathrm{in}}(1f)𝒦^{\mathrm{out}}f.$$
(1)
Here, $`ϵ_𝐩`$ is the single-particle energy, $`ϵ_𝐩/𝐩`$ is the velocity, $`ϵ_𝐩/𝐫`$ is the force, and $`𝒦^{\mathrm{in}}`$ and $`𝒦^{\mathrm{out}}`$ are the feeding and removal rates, respectively. The single-particle energy and momentum, $`(ϵ_𝐩,𝐩)`$, form a 4-vector. Ensuring covariance in a model can be aided by using a scalar potential $`U_s`$ dependent on the scalar density $`\rho _s=_XA_X𝑑𝐩\frac{m}{ϵ_p}f_X`$. In our model, we also add to the energies a noncovariant contribution accounting for the Coulomb repulsion, isospin dependence, and finite-range effects. The single-particle energies are then
$$ϵ_p=\sqrt{p^2+(m^0+U_s)^2}+U_v,$$
(2)
with
$$U_s=\frac{a\xi +b\xi ^\nu }{1+(\xi /2.5)^{\nu 1}},$$
(3)
$`\xi =\rho _s/\rho _0`$, and
$$U_v=V_{\mathrm{coul}}+d^2\rho +ct_3\rho _T$$
(4)
where the isospin density is $`\rho _T=_Xt_3^X\rho _X`$.
Besides nucleons and mesons, we consider in our model the lightest clusters ($`A3`$) whose phase-space distribution functions follow similar transport equations to those for the other particles. An obvious issue with the clusters is that of their production. Beyond constituents, a minimum of one additional nucleon must be involved in the process, as a catalyst. Let us take the deuteron as an example. In the kinetic limit of low rates, the rate for deuteron production in three-nucleon collisions is given by the the matrix element for production squared convoluted with the $`\delta `$-functions for the energy-momentum conservation and product of statistical factors:
$`𝒦^{\mathrm{in}}(𝐩)`$ $`=`$ $`{\displaystyle \underset{N=n,p}{}}{\displaystyle 𝑑𝐩_N𝑑𝐩_p𝑑𝐩_n𝑑𝐩_N^{}\overline{|^{npNNd}|^2}}`$ (5)
$`\times \delta (𝐩+𝐩_N𝐩_p𝐩_n𝐩_N^{})`$
$`\times \delta (ϵ_d+ϵ_Nϵ_pϵ_nϵ_N^{})f_pf_nf_N^{}(1f_N).`$
This apparently just transfers the problem of production to the issue of determining the matrix element for production. Because of the time-reversal invariance, though, the production process run backwards in time becomes the breakup process, as illustrated in Fig. 1, and, correspondingly, the two processes share the matrix element squared:
$$\overline{|^{npNNd}|^2}=\overline{|^{NdNnp}|^2}.$$
(6)
The squared element for the breakup is proportional to the breakup cross section
$$\overline{|^{NdNnp}|^2}\frac{d\sigma _{NdNnp}}{d𝐩d\mathrm{\Omega }},$$
(7)
and, thus, the data on breakup can be used to describe production. The production of $`A=3`$ clusters can be handled in a similar manner .
## 3 Isospin Asymmetry in Low-Density Nuclear Matter
Under equilibrium, in the phase-transition region for isospin-asymmetric nuclear, the asymmetry is decreased in the denser liquid phase. This is both because the interactions play a greater role in the liquid than in the gas phase, and they favor the symmetry, and because of the Pauli principle. The enhanced symmetry leaves a pronounced asymmetry in the gas phase. This was recently discussed by Müller and Serot , and earlier by Barranco and Buchler , and by Glendenning , and is illustrated in Fig. 2.
The difference in asymmetry may be as large as by a factor of 3. An obvious issue is whether pronounced asymmetries can be seen in reactions and used as a signature for the phase coexistence.
The problem with the gas phase is in its low density. If anything corresponding to that phase is emitted, it will most likely just escape to the vacuum. The seemingly only practical way to trap the phase and reach any kind of state of phase coexistence is in the neck region between two slow nuclei, with the matter in the nuclei playing the role of a liquid phase. This has a further advantage that the gas phase is then well localized in the velocity space. Dempsey et al. studied relative yields of different isotopes emitted from xenon-tin reactions at 55 MeV/nucleon and found large enhancement in the relative abundance of neutron-rich fragments towards midrapidity, as illustrated in Fig. 3.
To verify whether the observed enhancements might signal effects of the phase equilibrium, calculations of the reactions have been carried out within the transport model with isospin asymmetry in the interactions and in the Pauli principle, and with the inclusion of light clusters, as discussed before. Figure 4 shows the contour plots for nucleon, proton, and neutron density, projected onto the plane of the <sup>136</sup>Xe + <sup>124</sup>Sn reaction, at different times, and the neutron-to-proton ratio along the axis joining the two nuclei.
The ratio is shown both including the protons and neutrons bound in clusters and excluding them. When the simulation is carried without clusters, the results for the ratio are similar to those for all protons and neutrons. It is seen that the ratio for all nucleons just slightly exceeds the N/Z ratio of 1.5 for the whole system. When the clusters are excluded, the ratio reaches high values, up to 4.
The reason for the enhancement in the calculation is the deuteron formation which robs the remainder of the neck region of protons enhancing the asymmetry for the remainder. One can expect that, in reality, alpha particles play an analogous role to deuterons leading to the asymmetries observed experimentally. On the other hand, the calculations show that the overall isospin asymmetry between the gas and liquid phases, due to the favoring of the symmetry in the liquid and expected in the equilibrium, has no time to develop. This brings in the general issue of equilibration within the neck region.
The isospin ratio may be viewed as a convenient variable to assess the equilibration within the phase transition region that, seemingly is not reached. Calculationally, it is far easier to determine the isospin asymmetry than e.g. pressure or temperature. On the other hand, one can argue that the isospin equilibrates in a slow diffusive process (as e.g. smell, aided, though, in the air by convection) while such quantities as pressure or overall density equilibrate rapidly in a mechanical process mediated pressure waves. Thus, isospin could not be a reliable measure.
Let us take $`L`$ as a distance over which adjustments of a thermodynamic quantity are to propagate and $`t`$ as time that the propagation takes. In a diffusive process, a particle undergoing $`N`$ collisions covers a typical distance:
$$L^2=N\lambda ^2,$$
(8)
where $`\lambda `$ is the mean-free-path. The collision number is related to the net time by $`t=N\lambda /v`$, where $`v`$ is a typical particle speed. The characteristic time for the isospin adjustements is then:
$$t_{\mathrm{iso}}=\frac{L^2}{\lambda v}.$$
(9)
The time for the density and pressure adjustements, on the other hand, is
$$t_{\mathrm{mech}}=\frac{L}{c_s}\frac{L}{v}.$$
(10)
The ratio of the two times,
$$\frac{t_{\mathrm{iso}}}{t_{\mathrm{mech}}}\frac{L}{\lambda }$$
(11)
would have been large, if $`\lambda `$ were short. However, in the neck region $`\rho \rho _0/3`$ and thus $`\lambda 6`$ fm. At the same time the distance from the nuclei to the center of the neck is $`L5`$ fm and we are in the Knudsen limit! There is no difference between the times for isospin and density adjustements, both are of the order of 30 fm. Even for a Knudsen gas, the equilibration could take place through a contact with a thermostat, i.e. nuclei, but that does not happen in the simulation. We find that we are not dealing with a phase transition near equilibrium.
## 4 Model for the Transition to Quark-Gluon Plasma
Let us now turn to the other important phase transition in nuclear physics, to QGP. The phase transition is approached when hadrons increase in number, pushing out from their region the nonperturbative vacuum. This can make the hadrons lighter as the condensates responsible for hadronic masses are removed. The transition is expected to occur when hadrons completely overlap. The lattice calculations for baryonless matter point to a phase transition at the temperature of $`T_c170`$ MeV corresponding to the pion density $`\rho _\pi 0.5\left(\frac{T_c}{\mathrm{}}\right)^32\rho _0`$. If the phase transition is associated with the hadrons filling up all space, the transition should be expected also in the relatively cold matter when hadron density is raised to comparable values due to compression, rather than thermal production. The idea is further illustrated with a simple quasiparticle model .
The model , based on the hadronic degrees of freedom, produces a decrease of masses in the vicinity of the phase transition, a large drop in masses across the transition, and a dramatic increase in the number of the degrees of freedom in the transition. At the same time, the properties of ground-state nuclear matter are correctly described. The model is specified by giving the energy density as a function of particle phase distributions in the form of kinetic part and interaction corrections depending on two densities, scalar and vector:
$$e=\underset{X}{}𝑑𝐩ϵ_𝐩^Xf^X(𝐩)+e_s(\rho _s)+e_v(\rho ),$$
(12)
where
$$\rho _s=\underset{X}{}𝑑𝐩\frac{m^Xm_0^X}{\sqrt{p^2+m^{X2}}}f^X(𝐩),$$
(13)
and $`\rho =_XA^X𝑑𝐩f^X(𝐩)`$. The scalar density counts all hadrons while the vector density is just the baryon density. As hadron density increases, the hadron masses drop, from (12)
$$ϵ_𝐩^X=\frac{\delta e}{\delta f^X(𝐩)}=\sqrt{p^2+\left(S(\rho _s)m_0^X\right)^2}+A^XU(\rho ),$$
(14)
by a common (for simplicity) factor $`S`$ in our model. In a thermally excited system the lowering of the masses leads to the production of more hadrons. Instability can occur leading to a phase transition across which the masses drop and the number of the degrees of freedom rapidly increases. We adopt simple power parametrizations of the mass modification factor and of the vector potential to get consistency with lattice calculations and ground-state nuclear-matter properties,
$$S=\left(10.54(\text{fm}^3/\text{GeV})\rho _s\right)^2,$$
(15)
and
$$U=\frac{a(\rho /\rho _0)^2}{1+b\rho /\rho _0+c(\rho /\rho _0)^{5/3}}$$
(16)
where $`a=146.32`$ MeV, $`b=0.4733`$, $`c=51.48`$. With the transition in the baryonless limit at $`T_c=170`$ MeV, we find a corresponding transition at $`T=0`$, taking the matter from the baryon density of $`\rho 3.5\rho _0`$ to $`7\rho _0`$, cf. Fig. 5.
## 5 Elliptic-Flow Excitation Function
A possible way of detecting the high-energy nuclear phase transition is through the associated changes in the speed of sound. Thus, e.g. in the phase-transition region in Fig. 5, the speed of sound in the long wavelength limit ($`c_s=\sqrt{p/e}`$) vanishes.
A sensitive measure of the speed of sound or pressure compared to the energy density early on in the reactions is the elliptic flow. The elliptic flow is the anisotropy of transverse emission at midrapidity. At AGS energies, the elliptic flow results from a strong competition between squeeze-out and in-plane flow. In the early stages of the collision, the spectator nucleons block the path of participant hadrons emitted toward the reaction plane; therefore the nuclear matter is initially squeezed out preferentially orthogonal to the reaction plane. In the later stages of the reaction, the geometry of the participant region (i.e. a larger surface area exposed in the direction of the reaction plane) favors in-plane preferential emission.
The squeeze-out contribution to the elliptic flow and the resulting net direction of the flow depend on two factors: (i) the pressure built up in the compression stage compared to the energy density, and (ii) the passage time for removal of the spectator shadowing. In the hydrodynamic limit, the characteristic time for the development of expansion perpendicular to the reaction plane is $`R/c_s`$, where $`R`$ is the nuclear radius. The passage time is $`2R/(\gamma _0v_0)`$, where $`v_0`$ is the c.m. spectator velocity. The squeeze-out contribution should then reflect the ratio
$$\frac{c_s}{\gamma _0v_0}.$$
(17)
According to (17) the squeeze-out contribution should drop with the increase in energy, because of the rise in $`v_0`$ and then in $`\gamma _0`$. A stiffer equation of state (EOS) should yield a higher squeeze-out contribution. A rapid change in the stiffness with baryon density and/or excitation energy should be reflected in a rapid change in the elliptic flow excitation function. A convenient measure of the elliptic flow is the Fourier coefficient $`\mathrm{cos}2\varphi v_2`$, where $`\varphi `$ is the azimuthal angle of a baryon at midrapidity, relative to the reaction plane. When squeeze-out dominates, the Fourier coefficient is negative.
To verify whether the expectations regarding the elliptic-flow excitation function are realistic, we have carried out Au + Au reaction simulations , in the energy range of (0.5–11) GeV/nucleon. The excitation functions calculated using a stiff EOS with a phase transition (open circles) and a stiff EOS with a smooth density dependence are compared in Fig. 6.
For low beam energies ($`\mathrm{\hspace{0.17em}1}`$ AGeV), the elliptic flow excitation functions are essentially identical because the two EOS are either identical or not very different at the densities and temperatures that are reached. For $`2E_{Beam}9`$ AGeV the excitation function shows larger in-plane elliptic flow from the calculation which includes the phase transition, indicating that a softening of the EOS has occured for this beam energy range. This deviation is in direct contrast to the esentially logarithmic beam energy dependence obtained (for the same energy range) from the calculations which assume a stiff EOS without the phase transition. Present data on elliptic flow from EOS, E895, and E877 Collaborations point to a variation in the stiffness of EOS in the region of $``$(2–3) GeV/nucleon, corresponding to baryon densities of $`4\rho _0`$.
## 6 Conclusions
To summarize, the observed large enhancements in the yields of neutron-rich clusters in the neck region of reactions seem to be due to the deuteron and alpha production. Phase transition to QGP at high $`T`$ in baryonless matter implies a transitional behavior at $`T=0`$ and high baryon density. Elliptic flow measurements can decide about the presence or absence of the QGP transition with the rising density.
This work was supported in part by the National Science Foundation under Grant No. PHY-96-05207.
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# 1 Introduction
## 1 Introduction
The problem of combining the results of several independent searches for a new particle and producing a confidence level (CL) has become very important at the LEP collider in its high-energy phase of running. Typically, both the expected number of signal events and the expected number of background events are small, and few candidate events are observed in the data for any particular search analysis. The ability to exclude the presence of a possible signal at a desired CL is often improved significantly by combining the results of several searches, particularly if the sensitivity is limited by the collected luminosity, and not by a kinematic boundary. In addition, sophisticated search analyses may provide information about the observed candidates, such as one or more reconstructed masses or other experimental information relating to the expected features of the signal. These variables provide better discrimination of signal from background, and also help to indicate which signal hypothesis is preferred among many. Sometimes no such information is available, and these search analyses must be combined with other types of analyses for an optimal CL. Binning the search results of the analyses in their discriminant variables and treating each bin as a statistically independent counting search provides a simple, uniform representation of the data well suited for combination.
Often, as is the case with searches for MSSM Higgs bosons at LEP2, a broad range of model parameters which affect the production of signal events must be considered and exclusion limits placed for all possible values of these parameters. The expected experimental signatures of the new particles in general vary with the model parameters which govern their production and decay, and the combination of complementary channels provides the best exclusion for all values of the parameters. A rapid procedure for computing confidence levels is therefore necessary in order to explore fully the possibilities of the model.
This article describes an efficient, approximate method of computing combined exclusion confidence levels in these cases, allowing also for the possibility of uncertainty in the estimated signal and background.
## 2 Modified Frequentist Confidence Levels
For the case of $`n`$ independent counting search analyses, one may define a test statistic $`X`$ which discriminates signal-like outcomes from background-like ones. An optimal choice for the test statistic is the likelihood ratio . If the estimated signal in the $`i^{\mathrm{th}}`$ channel is $`s_i`$, the estimated background is $`b_i`$, and the number of observed candidates is $`d_i`$, then the likelihood ratio can be written as
$$X=\underset{i=1}{\overset{n}{}}X_i,$$
(1)
with
$$X_i=\frac{e^{(s_i+b_i)}(s_i+b_i)^{d_i}}{d_i!}/\frac{e^{b_i}b_i^{d_i}}{d_i!}.$$
(2)
This test statistic has the properties that the joint test statistic for the outcome of two channels is the product of the test statistics of the two channels separately, and that it increases monotonically in each channel with the number of candidates $`d_i`$.
The confidence level for excluding the possibility of simultaneous presence of new particle production and background (the $`s+b`$ hypothesis), is
$$CL_{s+b}=P_{s+b}(XX_{obs}),$$
(3)
i.e., the probability, assuming the presence of both signal and background at their hypothesized levels, that the test statistic would be less than or equal to that observed in the data. This probability is the sum of Poisson probabilities
$$P_{s+b}(XX_{obs})=\underset{X(\{d_i^{}\})X(\{d_i\})}{}\underset{i=1}{\overset{n}{}}\frac{e^{(s_i+b_i)}(s_i+b_i)^{d_i^{}}}{d_i^{}!},$$
(4)
where $`X(\{d_i\})`$ is the test statistic computed for the observed set of candidates in each channel $`\{d_i\}`$, and the sum runs over all possible final outcomes $`\{d_i^{}\}`$ which have test statistics less than or equal to the observed one.
The confidence level $`(1CL_{s+b})`$ may be used to quote exclusion limits although it has the disturbing property that if too few candidates are observed to account for the estimated background, then any signal, and even the background itself, may be excluded at a high confidence level. It nonetheless provides exclusion of the signal at exactly the confidence level computed. Because the candidates counts are integers, only a discrete set of confidence levels is possible for a fixed set of $`s_i`$ and $`b_i`$.
A typical limit computation, however, involves also computing the confidence level for the background alone,
$$CL_b=P_b(XX_{obs}),$$
(5)
where the probability sum assumes the presence only of the background. This confidence level has been suggested to quantify the confidence of a potential discovery, as it expresses the probability that background processes would give fewer than or equal to the number of candidates observed. Then the Modified Frequentist confidence level $`CL_s`$ is computed as the ratio
$$CL_s=CL_{s+b}/CL_b.$$
(6)
This confidence level is a natural extension of the common single-channel CL=1-$`CL_s`$ , and for the case of a single counting channel is identical to it.
The task of computing confidence levels for experimental searches with one or more discriminating variables measured for each event reduces to the case of combining counting-only searches by binning each search analyses’ results in the measured variables. Each bin of, e.g., the reconstructed mass, then becomes a separate search channel to be combined with all others, following the strategy of and the neutrino-oscillation example of . In this case, the expected signal in a bin of the reconstructed mass depends on the hypothesized true mass of the particle and also on the expected mass resolution. If the error on the reconstructed mass varies from event to event such that the true resolution is better for some events and worse for others, then the variables $`s`$, $`b`$, and $`d`$ may be binned in both the reconstructed mass and its error to provide the best representation of the available information. By exchanging information in bins of the measured variables, different experimental collaborations may share all of their search result information in an unambiguous way without the need to treat the measured variables in any way during the combination.
For convenience, one may add the $`s_i`$’s, the $`b_i`$’s, and the $`d_i`$’s of channels with similar $`s_i/b_i`$ and retain the same optimal exclusion limit, just as the data from the same search channel may be combined additively for running periods with the same conditions. The same search with a new beam energy or other experimental difference should of course be given its own set of bins (which may be combined with others of the same $`s_i/b_i`$).
## 3 Confidence Level Calculation
The task of summing the terms of Equation 4 can be formidable. For $`n`$ channels, each with $`m`$ possible outcomes, there are $`𝒪(n^m)`$ terms to compute. This sum is often carried out with a Monte Carlo , selecting representative outcomes of the experiment and comparing their test statistics with the test statistic computed with the data candidate event counts. Another alternative, described in this article, is to compute the probability distribution function (PDF) for the test statistic for a set of channels, and iteratively combine additional channels by convoluting with the PDFs of their test statistics.
The PDF of the test statistic for a single channel is a sum of delta functions at the accessible values of $`X_i`$. These may be represented as a list of possible outcomes
$$(X_i^j,p_i^j),$$
(7)
where $`X_i^j`$ is the test statistic for the $`i^{\mathrm{th}}`$ channel if it were to have $`j`$ events, and $`p_i^j`$ is the Poisson probability of selecting $`j`$ events in the $`i^{\mathrm{th}}`$ channel if the underlying average expected rate is $`s_i+b_i`$ when computing $`CL_{s+b}`$, or only $`b_i`$ when computing $`CL_b`$. The list is formally infinitely long, but one may truncate it when the total probability sum of the outcomes in the list exceeds a fixed quantity, or one may select all $`j`$ such that $`X_i^jX_{obs}`$.
For the case of two channels, one forms the probabilities and test statistics for the joint outcomes multiplicatively,
$$(X_i^jX_i^{}^j^{},p_i^jp_i^{}^j^{}),$$
(8)
to form a representation of the PDF of the test statistic for the joint outcomes of two channels. One may then iteratively combine all channels together and use the list to compute the confidence level by adding the probabilities of outcomes with test statistics less than or equal to that observed. This reintroduces the computational difficulty of enumerating all possible experimental outcomes, and hence one needs to introduce an approximation to limit the complexity of the problem.
The approximation is to bin the PDF of the test statistic at each combination step. The cumulative PDF may be obtained from the listing of outcomes by sorting them by their test statistics and accumulating the probabilities. Then fine bins of the cumulative PDF may be filled with possible outcomes. A useful binning covers very small probabilities logarithmically in order to represent small CL’s more exactly, and has a uniform binning for larger probabilities. The finer the bins, the more precise the computed CL will be; in the limit of infinitely fine bins, the problem reduces once again to adding the probabilities of all possible outcomes.
To guarantee a conservative CL for setting limits, one may, at each combination step, record as a possible experimental “outcome” the smallest test statistic within a bin coupled with the largest accumulated probability within the same bin. The list now consists of test statistics and the cumulative probability of observing that test statistic or less, and the differential PDF of $`X`$ may be recovered from it.
The process is then repeated iteratively for all channels to be combined. The running time on a computer is proportional to the number of channels, the number of bins kept in the PDF of $`X`$, and increases with the expected number of events in the channels. To improve the accuracy of the approximation, the search channels should be sorted in order of $`s_i/b_i`$, with the channels with the largest $`s_i/b_i`$ combined last.
Once all channels have been combined, the test statistic is computed for the candidate events observed in the experiment and $`CL_{s+b}`$, $`CL_b`$ and $`CL_s`$ may be computed using Equations 3, 5 and 6. Furthermore, the PDFs of $`X`$ in the signal+background and background hypotheses allow computation of the expected confidence levels $`CL_{s+b}`$, $`CL_b`$, and $`CL_s`$, assuming the presence only of background. These are indications of how well an experiment would do on average in excluding a signal if the signal truly is not present, and are the important figures of merit when optimizing an analysis for exclusion.
When computing $`CL_b`$, the outcomes are already ordered by their test-statistic and only the probabilities are needed:
$$CL_b=\underset{i=1}{\overset{N_{blist}}{}}\left[p_i^b\underset{j=1}{\overset{i}{}}p_j^b\right],$$
(9)
where $`N_{blist}`$ is the number of entries in the table of the PDF of $`X`$ for the background-only hypothesis, and $`p_j^b`$ is the $`j^{\mathrm{th}}`$ probability in the list, where the test statistic $`X`$ increases with increasing $`j`$. For total expected backgrounds of more than about 3.0 events in channels with non-negligible sensitivity to the signal, $`CL_b0.5`$.
The values of $`CL_{s+b}`$ and $`CL_s`$ can be computed similarly, although the PDF of $`X`$ is needed in the $`s+b`$ hypothesis as well as the background-only hypothesis.
$$CL_{s+b}=\underset{i=1}{\overset{N_{blist}}{}}\left[p_i^b\underset{X_j^{s+b}X_i^b}{}p_j^{s+b}\right],$$
(10)
and
$$CL_s=\underset{i=1}{\overset{N_{blist}}{}}\left[p_i^b\frac{\underset{X_j^{s+b}X_i^b}{}p_j^{s+b}}{\underset{j=1}{\overset{i}{}}p_i^b}\right],$$
(11)
where $`p_j^{s+b}`$ is the $`j^{\mathrm{th}}`$ entry in the PDF table of $`X`$ for the $`s+b`$ hypothesis, and $`X_j^{s+b}`$ is its corresponding value of $`X`$.
The difference between this method and that described by Cousins and Feldman is the choice of test statistic (referred to as the “ordering principle” in ). The likelihood ratio of Equation 2 has the advantages that it is the most powerful test statistic for distinguishing the $`s+b`$ hypothesis from the background-only hypothesis, and also because it does not depend on the range of possible models of new physics considered when testing a particular signal hypothesis. With the test statistic of , a signal hypothesis can be excluded because other signal hypotheses fit the data better. The use of the test statistic of does not allow the exclusion of the entire model space under study – one must be careful to include the null hypothesis of no new particle production in the space of models to be tested. In addition, there may be more than one new physics signal present in the data. The method of is ideal for the case in which the possible model space is fully known, and it is known that exactly one of the points in model space corresponds to the truth.
For purposes of discovery, $`1CL_b`$ indicates the probability that the background could have fluctuated to produce a distribution of candidates at least as signal-like as those observed in the data. This probability depends on the signal hypothesis because channels with small $`s_i/b_i`$ do not contribute as much to the computation of $`CL_b`$ as those with large $`s_i/b_i`$. In the case that a particle of unknown mass is sought, analyses which reconstruct the mass provide discrimination among competing signal hypotheses when a clear signal is present, rather than the presence of an excess of candidates. Nonetheless, the probability in the upper tail of the $`X`$ distribution in the $`s+b`$ hypothesis may be used to exclude a signal hypothesis because it does not predict enough signal to explain the candidates in the data.
## 4 Systematic Uncertainty on Signal and Background
The effect on the confidence levels from systematic uncertainties in the signal estimations $`\{s_i\}`$ and background estimations $`\{b_i\}`$ can be accommodated by a generalization of the method of Cousins and Highland . This approach was originally created for one-channel searches with systematic uncertainty on the signal estimation only. A very similar approach for handling background uncertainty is described by C. Giunti in . The generalization of this technique to the case of many channels with errors on both signal and background is summarized here.
When forming the list of the probabilities and test statistics of possible outcomes for a channel, each entry in the list is affected by the systematic uncertainties on the signal and background estimations for that channel. This effect is computed by averaging over possible values of the signal and background given by their systematic uncertainty probability distributions. For purposes of implementation, these probability distributions are assumed to be Gaussian, with the lower tail cut off at zero, so that negative $`s`$ or $`b`$ are not allowed.
When computing the PDF of $`X`$ for the $`s+b`$ case, the probability to observe $`j`$ events in channel $`i`$ with estimated signal $`s_i\pm \sigma _{s_i}`$ and estimated background $`b_i\pm \sigma _{b_i}`$, is
$$p_i^j=\frac{{\displaystyle _0^{\mathrm{}}}ds^{}{\displaystyle _0^{\mathrm{}}}db^{}{\displaystyle \frac{e^{\left((s^{}s_i)^2/2\sigma _{s_i}^2+(b^{}b_i)^2/2\sigma _{b_i}^2\right)}}{2\pi \sigma _{s_i}\sigma _{b_i}}}{\displaystyle \frac{e^{(s^{}+b^{})}(s^{}+b^{})^j}{j!}}}{{\displaystyle _0^{\mathrm{}}}ds^{}{\displaystyle _0^{\mathrm{}}}db^{}{\displaystyle \frac{e^{\left((s^{}s_i)^2/2\sigma _{s_i}^2+(b^{}b_i)^2/2\sigma _{b_i}^2\right)}}{2\pi \sigma _{s_i}\sigma _{b_i}}}},$$
(12)
which is used in each entry in the list of Equation 7. While the denominator is a product of error functions, the numerator may be computed numerically. When computing the PDF of $`X`$ for the background-only case, the averages are only done over the background variation.
To extend this to the multichannel case, additionally the test statistic must be averaged over the systematic variations because it, too, depends on $`s_i`$ and $`b_i`$:
$$X_i^j\frac{{\displaystyle _0^{\mathrm{}}}ds^{}{\displaystyle _0^{\mathrm{}}}db^{}{\displaystyle \frac{e^{\left((s^{}s_i)^2/2\sigma _{s_i}^2+(b^{}b_i)^2/2\sigma _{b_i}^2\right)}}{2\pi \sigma _{s_i}\sigma _{b_i}}}X_i^j}{{\displaystyle _0^{\mathrm{}}}ds^{}{\displaystyle _0^{\mathrm{}}}db^{}{\displaystyle \frac{e^{\left((s^{}s_i)^2/2\sigma _{s_i}^2+(b^{}b_i)^2/2\sigma _{b_i}^2\right)}}{2\pi \sigma _{s_i}\sigma _{b_i}}}}.$$
(13)
This average is also computed numerically. It is computed both when the sum over all possible experimental outcomes is performed and when the test statistic is computed for the data candidates, ensuring that the data outcome is identical with one of the possible outcomes in the PDF tables. This is important for confidence levels computed with a single channel, when all outcomes are listed in the PDF table.
## 5 Numerical Examples
The above algorithm has been tested in a variety of ways. For general use, a program implementing it is available at
http://home.cern.ch/$``$thomasj/searchlimits/ecl.html.
* If a single channel has 3.0 expected signal events, no expected background events, and no observed candidates, then $`CL_s=4.9787\%`$ as expected from an exact computation. $`CL_b=1.0`$ in this case. For experiments with few possible outcomes, this technique yields exact CL’s.
* If this single channel is broken up into arbitrarily many pieces (say, a few hundred), equally dividing up the 3 expected signal events, each with no background or candidates, the limit is the same as that for the single channel.
* If a channel with no expected signal, but some expected background (and corresponding data candidates) is added to the combination, then $`CL_s`$ is not changed significantly, while $`CL_{s+b}`$ and $`CL_b`$ reflect the relationship between the expected background and the observed candidate count.
* A more realistic example requiring the binning of search results and combination of those bins has been explored by simulating a typical search for the Higgs boson (or any new particle) in high-energy particle collisions, where the mass of each observed candidate may be reconstructed from measured quantities. The mock experiment has an expected background of 4 events, uniformly distributed from 0 to 100 GeV/$`c^2`$ in the reconstructed mass. The resolution of the reconstructed mass of signal events, were a signal to exist, decreases linearly from 10.5 GeV/$`c^2`$ at $`m_H`$=10 Gev/$`c^2`$ to 3.3 GeV/$`c^2`$ at $`m_H`$=80 GeV/$`c^2`$, where $`m_H`$ is the mass of the Higgs boson (or other new particle). In a real search, the signal resolutions and background levels are typically obtained from Monte Carlo simulations. Three candidates were introduced with measured masses of 34, 35, and 55 GeV/$`c^2`$.
To explore the limits one may set on Higgs production, the space of possible values of $`m_H`$ was explored from 10 GeV/$`c^2`$ to 70 GeV/$`c^2`$, and the total expected signal count was studied between 2 and 6.5 events. For each pair of $`m_H`$ and the signal count, histograms of the expected signal and background were formed in fine bins from 0 to 100 GeV/$`c^2`$. The candidates were also histogrammed using the same binning as the signal and background. Each bin of these histograms was considered a separate search channel, and the confidence level $`CL_s`$ was formed.
The 95% CL upper limits ($`CL_s<0.05`$) on the signal $`s=_{i=1}^ns_i`$ are shown in Figure 1 for two choices of the test statistic $`X_i`$: the likelihood ratio of Equation 2, and the test statistic $`X_i=d_is_i/b_i`$. This latter test statistic is the event count weighted by the signal/background ratio, and it is combined additively from channel to channel.
The two test statistics perform differently under these circumstances, and the method described in this article can be used to evaluate the effects of changing the test statistic. The expected confidence levels $`CL_{s+b}`$ and $`CL_s`$ provide discrimination of which test statistic is the best choice.
* The probability coverage of the techinique was explored by testing to see how often a true signal would be excluded at the 95% CL. The same mock experiment as described above was used, but the candidates were distributed according to a signal+background expectation with signal levels varying from 3 events to 10 events, with a true mass of 77 GeV/$`c^2`$. Many experiments were simulated with different populations of candidates according to the hypothesis, and the probability of excluding a true signal, hypothesized to have the same strength as was used to simulate the experiments, at 95% CL is shown in Figure 2. The exclusion fraction is smaller than 5% for low expected signal rates, a consequence of the use of the Bayesian $`CL_s=CL_{s+b}/CL_b`$, where some of the exclusion power is lost by dividing by $`CL_b`$. Alternatively, one may use $`CL_{s+b}`$ exclusively, which would give the proper limit. In the latter case, the sensitivity $`CL_{s+b}`$ should be quoted with experimental results as well to cover the case of much fewer candidate events than the background expectation, giving a more stringent limit than would be warrented by the sensitivity of the experiment.
* For combining the search results from four LEP experiments for the MSSM Higgs, nearly 100 separate search analyses from different energies, performed by different collaborations, have been combined using this technique. For a model point with $`m_\mathrm{h}`$ and $`m_\mathrm{A}`$ near the exclusion limit for the combined data from 1997 and before, this method computes $`CL_s=5.380\%`$, while an exact computation yields $`CL_s=5.332\%`$, both corresponding to an exclusion not quite at the 95% level. For this test, the bin width for the PDF of $`X`$ was 0.03% above probabilities of 1%, and 20 bins per decade below 1%.
* To test the correctness of the strategy for handling systematic uncertainty in the signal, the results of Table 1 in Reference have been reproduced. In all cases, the Monte Carlo confidence levels of Reference were reproduced at least as well as by Equation (17a) in the same paper. This equation is
$$U_n=U_{n0}\left[1+\left\{1\left(1\sigma _r^2E_n^2\right)^{1/2}\right\}/E_n\right],$$
(14)
where $`U_n`$ is the upper limit, including the effects of systematic uncertainty, on the signal at a desired CL if $`n`$ candidate events were observed in the data, $`U_{n0}`$ is the upper limit on the signal at the same CL without the effects of systematic uncertainty, $`\sigma _r`$ is the relative uncertainty on the signal (e.g., from uncertainty on the efficiency or luminosity), and $`E_nU_{n0}n`$. The results of this test are shown in Table 1.
## 6 Limitations
Because the binning of the PDF of the test statistic $`X`$ has a finite resolution, experimental outcomes with very small probabilities of occurring are not represented correctly. When using the conservative choice of filling the bins described above, these outcomes are overrepresented in the final outcome. For the purposes of discovery, however, this approach is not conservative. When computing the CL for a potential discovery, one must compute the sum of probabilities of fluctuations of the background giving results that look at least as much like the signal as the observed candidates, or more. Conversely, one may add up all the probabilities for outcomes less signal-like than observed and subtract it from unity. This involves precise accounting of many outcomes with small probabilities, and the approximation presented here will not suffice. The most useful case for this technique is in forming CL limits near the traditional 90%, 95%, and 99% levels.
Another limitation is that correlations between the systematic uncertainties of different search channels are not incorporated. If the results of a search are binned in a discriminant variable, the signal estimations in neighboring bins may share common uncertainties, as may the background estimations. Similarly, if several experimental collaborations perform similar searches using similar models for the signal and background, then their results will share common systematic uncertainties. A Monte Carlo computation of the confidence levels is needed when the effects of correlated errors are expected to be large. The effect can be estimated by replacing blocks of correlated parameters $`s_i`$ and $`b_i`$ with biased values and recomputing the confidence levels.
The technique described in this article also requires that the value of the test statistic is defined for each single-bin counting search channel, and that these test statistics may be combined to form a joint test statistic<sup>1</sup><sup>1</sup>1The combination rule for the test statistic needs to be associative in order for the iterative combination of one search channel to a list of combined results of other search channels to be well defined. The combination rule also needs to be commutative so that the order in which the combination is performed does not affect the outcome.. More complicated test statistics which cannot be separated into contributions from independent channels cannot be used with this technique. A Monte Carlo approach is suggested in order to use such test statistics. The likelihood ratio test statistic of Equation 2, because it combines multiplicatively, is well suited for this technique.
Special care has to be taken in the case that candidate events can have more than one interpretation. A single event may appear in more than one bin of an analysis or may appear in two separate analyses due to ambiguities in reconstruction or interpretation. The most rigorous treatment of such cases is to construct search bins which contain mutually exclusive subsets of the search results. For example, one may wish combine three counting channels, A, B, and C, and candidate events may be classified as passing the requirements of A, B, or C separately, while some may pass the requirements of both A and B, or both A and C, etc. In this case, one would construct seven exclusive classification bins, A, B, C, AB, AC, BC, and ABC, and proceed as before. In general, if a combination has a total of $`n`$ bins, then there are $`2^n1`$ possible classifications of each event if multiple interpretations are allowed. The nature of the analyses will necessarily reduce the size of this possible overlap problem, and only cases in which significant overlap is expected for signal or background events need to be considered.
## 7 Summary
An efficient technique for computing confidence levels for exclusion of small signals when combining a large number of counting experiments has been presented. The results of sophisticated channels with reconstructed discriminating variables are binned and the separate bins are treated as independent search channels for combination. A variety of test statistics may be used to evaluate their effects on the confidence levels. The approximate confidence levels obtained are very close to the values of computationally intensive direct summations of probabilities of all final outcomes, or to those obtained by Monte Carlo simulations, and the accuracy of the approximation is adjustable. The confidence levels are either exact or more conservative than the true values from explicit summation. Average expected confidence levels may easily be calculated from the results, and the probability distributions of the test statistic may be used to construct confidence belts using the techniques described in Reference . Uncorrelated systematic uncertainties in the signal and background models are incorporated in a natural manner. Monte Carlo alternatives are suggested when the effects of correlated systematic uncertainties are expected to be large and in the case of potential discoveries. This technique is useful for efficiently scanning many possible models for production of signals with different signatures and combining the results of searches sensitive to these different signatures.
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# Longest increasing subsequences of random colored permutations
## 1. Introduction
Baik, Deift, and Johansson recently solved a problem about the asymptotic behavior of the length $`l_n`$ of the longest increasing subsequence for the random permutations of order $`n`$ as $`n\mathrm{}`$ (with the uniform distribution on the symmetric group $`S_n`$). They proved, see \[BDJ\], that the sequence
$$\left\{\frac{l_n2\sqrt{n}}{n^{1/6}}\right\}$$
converges in distribution, as $`n\mathrm{}`$, to a certain random variable whose distribution function we shall denote by $`F(x)`$. This distribution function can be expressed via a solution of the Painlevé II equation, see \[BDJ\] for details. It was first obtained by Tracy and Widom \[TW1\] in the framework of Random Matrix Theory where it gives the limit distribution for the (centered and scaled) largest eigenvalue in the Gaussian Unitary Ensemble of Hermitian matrices.
The problem of the asymptotics of $`l_n`$ was first raised by Ulam \[U\]. Substantial contributions to the solution of the problem have been made by Hammersley \[H\], Logan and Shepp \[LS\], Vershik and Kerov \[VK1, VK2\].
A survey of the interesting history of this problem, further references, and a discussion of its intriguing connection with Random Matrix Theory can be found in \[BDJ\].
Soon after the appearance of \[BDJ\] Tracy and Widom computed the asymptotic behavior of the length $`l_n^{}`$ of the longest increasing for the random ‘signed permutations’, see definitions in the next section. In \[TW2\] they showed that
$$\left\{\frac{l_n^{}2\sqrt{2n}}{2^{2/3}(2n)^{1/6}}\right\}$$
converges in distribution, as $`n\mathrm{}`$, to a random variable with the distribution function $`F^2(x)`$.
The present paper provides another proof of the result by Tracy and Widom. In our approach the distribution function $`F^2(x)`$ arises as the distribution function of the maximum of two asymptotically independent variables each of which behaves as $`(l_n2\sqrt{n})/n^{1/6}`$ (hence, by \[BDJ\], converges to the distribution given by $`F(x)`$).
The combinatorial techniques we use relies on recent works by Rains \[R\] and Fomin & Stanton \[FS\]. It also allows to handle a more general case of ‘colored permutations’ (the problem for ‘two–colored case’, essentially, coincides with that for signed permutations). We show that for the length $`l_n^{\prime \prime }`$ of the longest increasing subsequence of the random $`m`$–colored permutations of order $`n`$ the sequence
$$\left\{\frac{l_n^{\prime \prime }2\sqrt{mn}}{m^{2/3}(mn)^{1/6}}\right\}$$
converges in distribution, as $`n\mathrm{}`$, to a random variable with distribution function $`F^m(x)`$. The function $`F^m(x)`$ naturally appears as the distribution function of the maximum of $`m`$ asymptotically independent variables, each having $`F(x)`$ as the limit distribution function.
Combinatorial quantities which we consider can be also interpreted as expectations of certain central functions on unitary groups, see Section 4.
I am very grateful to G. I. Olshanski for a number of valuable discussions.
## 2. Colored permutations and signed permutations
A colored permutation is a map from $`\{1,\mathrm{},n\}`$ to $`\{1,\mathrm{},n\}\times \{1,\mathrm{},m\}`$ such that its composition with the projection on the first component of the target set is a permutation (of order $`n`$). One can view such a map as a permutation with one of $`m`$ colors attributed to each of $`n`$ points which this permutation permutes. The set of all colored permutations of order $`n`$ with $`m`$ colors will be denoted by $`S_n^{(m)}`$.
An increasing subsequence of $`\pi S_n^{(m)}`$ is a sequence $`1i_1<i_2<\mathrm{}<i_kn`$ such that the first coordinates of $`\pi (i_j)`$ increase in $`j`$ and the second coordinates of $`\pi (i_j)`$ are equal. Thus, elements of an increasing subsequence are of the same color, say, $`p`$. The length of such increasing subsequence is defined to be $`m(k1)+p`$.
These definitions are due to Rains \[R\]. A slightly more general notion of hook permutation was introduced and intensively used earlier by Stanton and White \[SW\].
We shall consider $`S_n^{(m)}`$ as a probability space with uniform distribution: probability of each colored permutation is $`|S_n^{(m)}|^1=(m^nn!)^1`$. Then the length of the longest increasing subsequence becomes a random variable on this space, it will be denoted as $`L_n^{col(m)}`$.
Let $`H_n`$ be the hyperoctahedral group of order $`n`$ defined as the wreath product $`_2^nS_n`$ ($`S_n`$ is the symmetric group of order $`n`$). The elements of $`H_n`$ are called signed permutations. This group can be naturally embedded in $`S_{2n}`$ as the group of permutations $`\sigma `$ of $`\{n,n+1,\mathrm{},1,1,\mathrm{},n1,n\}`$ subject to the condition $`\sigma (x)=\sigma (x)`$. Indeed, each such permutation is parametrized by the permutation $`|\sigma |S_n`$ and the set of signs of $`\sigma (1),\mathrm{},\sigma (n)`$. Using the natural ordering on the set $`\{n,n+1,\mathrm{},1,1,\mathrm{},n1,n\}`$ we can define the length of the longest increasing subsequence for each signed permutation. Assuming that every signed permutation has probability $`|H_n|^1=(2^nn!)^1`$, we get a random variable on $`H_n`$ which will be denoted as $`L_n^{even}`$.
The group $`H_n`$ can also be embedded into the symmetric group of order $`2n+1`$: we add 0 to the set $`\{n,n+1,\mathrm{},1,1,\mathrm{},n1,n\}`$ and assume that the elements $`\sigma H_n`$ satisfy the same condition $`\sigma (x)=\sigma (x)`$. Clearly, this implies $`\sigma (0)=0`$. The random variable on $`H_n`$ equal to the length of the longest increasing subsequence with respect to this realization will be denoted by $`L_n^{odd}`$.
Note that for any element $`\sigma H_n`$,
$$L_n^{odd}(\sigma )L_n^{even}(\sigma )=0\text{ or }1.$$
$`2.1`$
## 3. Rim hook tableaux
We refer to the work \[SW\] for the definitions concerning rim hook tableaux.
The next claim is a direct consequence of the Schensted algorithm, see \[S\].
###### Proposition 3.1
Permutations of order $`n`$ with the length of longest increasing subsequence equal to $`l`$ are in one–to–one correspondence with pairs of standard Young tableaux of the same shape with $`n`$ boxes and width $`l`$.
Here is a generalization of this claim for colored permutations.
###### Proposition 3.2 \[R\], \[SW\]
Colored permutations with $`m`$ colors of order $`n`$ with the length of longest increasing subsequence equal to $`l`$ are in one–to–one correspondence with pairs of $`m`$–rim hook tableaux of the same shape with $`mn`$ boxes and width $`l`$.
In \[SW\] it was proved that $`\frac{l}{m}=\frac{w}{m}`$ where $`w`$ is the width of the rim hook tableau corresponding to a permutation with the length of longest increasing subsequence equal to $`l`$ ($`a`$ stands for the smallest integer $`a`$). The refinement of this statement given above was published in \[R\].
###### Proposition 3.3 \[R\]
Signed permutations of order $`n`$ embedded in $`S_{2n}`$ with the length of longest increasing subsequence equal to $`l`$ are in one–to–one correspondence with pairs of $`2`$–rim hook tableaux of the same shape with $`2n`$ boxes and width $`l`$.
The length of the longest increasing subsequence for signed permutations embedded into the symmetric group of odd order can also be interpreted in terms of rim hook tableaux, see \[R, proof of Theorem 2.3\].
Note that Propositions 3.2 and 3.3 imply that the distributions of random variables $`L_n^{col(2)}`$ and $`L_n^{even}`$ coincide.
## 4. Expectations over unitary groups
Everywhere below the symbol $`𝔼_{UU(k)}f(U)`$ stands for the integral of $`f`$ over $`UU(k)`$ with respect to the Haar measure on the unitary group $`U(k)`$ normalized so that $`𝔼_{UU(k)}1=1`$ (i.e., $`𝔼`$ denotes the expectation of $`f`$ with respect to the uniform distribution on the unitary group).
###### Proposition 4.1 \[R\]
$$\text{Prob}\{L_n^{col(m)}k\}=(m^nn!)^1𝔼_{UU(k)}\left(|Tr(U^m)^n|^2\right).$$
$`4.1`$
###### Proposition 4.2 \[R\]
$$\text{Prob}\{L_n^{even}k\}=(2^nn!)^1𝔼_{UU(k)}\left(|Tr(U^2)^n|^2\right).$$
$`4.2`$
$$\text{Prob}\{L_n^{odd}k\}=(2^nn!)^1𝔼_{UU(k)}\left(|Tr(U^2)^nTr(U)|^2\right).$$
$`4.3`$
\[DS\] gives (4.1) for $`kmn`$, (4.2) for $`k2n`$, and (4.3) for $`k2n+1`$. For such values of $`k`$ the left–hand sides of (4.1), (4,2), (4.3) are all equal to 1.
## 5. Rim hook lattices
Our main reference for this section is the work \[FS\] by Fomin and Stanton.
For this section we fix an integer number $`m`$, all our rim hooks here will contain exactly $`m`$ boxes.
Let $`\mu `$ and $`\lambda `$ be shapes (Young diagrams) such that $`\mu \lambda `$ and $`\lambda \mu `$ is a ($`m`$–)rim hook. Then we shall write $`\mu \lambda `$.
We introduce a partial order on the set of Young diagrams as follows: $`\lambda \mu `$ if and only if there exists a sequence $`\nu _1,\nu _2,\mathrm{},\nu _k`$ of Young diagrams such that $`\mu \nu _1\nu _2\mathrm{}\nu _k\lambda `$. The empty Young diagram is denoted by $`\mathrm{}`$. We shall say that a Young diagram $`\lambda `$ is $`m`$–decomposable if $`\lambda \mathrm{}`$.
The poset of all $`m`$–decomposable shapes with $``$ as the order is called rim hook lattice and is denoted by $`RH_m`$. (It can be shown that this poset is indeed a lattice).
For $`m=1`$ we get the Young lattice: the poset of all Young diagrams ordered by inclusion. The Young lattice will be denoted by $`𝕐`$.
###### Proposition 5.1 \[FS\]
The rim hook lattice $`RH_m`$ is isomorphic to the Cartesian product of $`m`$ copies of the Young lattice: $`RH_m𝕐^m`$.
In other words, $`RH_m`$ is isomorphic to the poset of $`m`$–tuples of Young diagrams with the following coordinate–wise ordering: one tuple is greater than or equal to another tuple if the $`k`$th coordinate of the first tuple includes (i.e., greater than or equal to) the $`k`$th coordinate of the second tuple for all $`k=1,\mathrm{},m`$.
Clearly, the number of $`m`$–rim hook tableaux of a given shape $`\lambda `$ is equal to the number of paths $`\mathrm{}\nu _1\nu _2\mathrm{}\nu _k\lambda `$, $`k=|\lambda |/m1`$, from $`\mathrm{}`$ to $`\lambda `$ (and is equal to 0 if $`\lambda `$ is not $`m`$–decomposable), $`|\lambda |`$ stands for the number of boxes in $`\lambda `$. We shall denote this number by $`dim_m\lambda `$ and call it the $`m`$–dimension of the shape $`\lambda `$.
Take any $`\lambda RH_m`$ and the corresponding $`m`$–tuple $`(\lambda _1,\mathrm{},\lambda _m)𝕐^m`$. Note that $`|\lambda |=m(|\lambda _1|+\mathrm{}+|\lambda _m|)`$. We have
$$dim_m\lambda =\frac{(|\lambda _1|+\mathrm{}+|\lambda _m|)!}{|\lambda _1|!\mathrm{}|\lambda _m|!}dim_1\lambda _1\mathrm{}dim_1\lambda _m.$$
$`5.1`$
Indeed, to specify the path from $`\mathrm{}`$ to $`(\lambda _1,\mathrm{},\lambda _m)`$ we need to specify $`m`$ paths from $`\mathrm{}`$ to $`\lambda _k`$ in the $`k`$th copy of $`𝕐`$ for $`k=1,\mathrm{},m`$ together with the order in which we make steps along those paths. The number of different orders is the combinatorial coefficient in the right–hand side of (5.1) while the number of different possibilities for the $`m`$ paths in $`𝕐`$ is the product of 1–dimensions $`dim_1\lambda _1\mathrm{}dim_1\lambda _m`$.
Note that the number of pairs of $`m`$–rim hook tableaux of the same shape $`\lambda `$ is exactly
$$dim_m^2\lambda =\left(\frac{(|\lambda _1|+\mathrm{}+|\lambda _m|)!}{|\lambda _1|!\mathrm{}|\lambda _m|!}\right)^2dim_1^2\lambda _1\mathrm{}dim_1^2\lambda _m.$$
$`5.2`$
Let us denote by $`w(\lambda )`$ the width of a Young diagram $`\lambda `$. We shall need the following
###### Observation 5.2
For any $`\lambda RH_m`$ and corresponding $`m`$–tuple $`(\lambda _1,\mathrm{},\lambda _m)𝕐^m`$ we have
$$m\mathrm{max}\{w(\lambda _1),\mathrm{},w(\lambda _m)\}w(\lambda )\{0,1,\mathrm{},m1\}.$$
$`5.3`$
This follows immediately from the explicit construction of the isomorphism from Proposition 5.1, see \[FS, §2\].
Observation 5.2 will be crucial for our further considerations.
## 6. Plancherel distributions
Using the correspondence from Proposition 3.2 (which is exactly the rim hook generalization of the Schensted algorithm, see \[SW\]), we can associate to each $`m`$–colored permutation of order $`n`$ a Young diagram with $`mn`$ boxes — the common shape of the corresponding pair of $`m`$–rim hook tableaux. The image of the uniform distribution on $`S_n^{(m)}`$ under this map gives a probability distribution on $`m`$–decomposable Young diagrams with $`mn`$ boxes; the weight of a Young diagram $`\lambda `$ is, clearly, equal to $`(m^nn!)^1dim_m^2\lambda `$. As a consequence, we get (cf. \[FS, Corollary 1.6\])
$$\underset{|\lambda |=mn}{}dim_m^2\lambda =m^nn!.$$
$`6.1`$
Using the isomorphism of Proposition 5.1 we transfer our probability distribution to the set of $`m`$–tuples of Young disgrams with total number of boxes equal to $`n`$. Then by (5.2) we see that the probability of an $`m`$–tuple $`(\lambda _1,\mathrm{},\lambda _m)𝕐^m`$ with $`|\lambda _1|+\mathrm{}+|\lambda _m|=n`$ equals
$$\text{Prob}\{(\lambda _1,\mathrm{},\lambda _m)\}=\frac{1}{m^nn!}\left(\frac{n!}{|\lambda _1|!\mathrm{}|\lambda _m|!}\right)^2dim_1^2\lambda _1\mathrm{}dim_1^2\lambda _m.$$
$`6.2`$
This distribution will be called the Plancherel distribution.
###### Proposition 6.1
For any $`n=1,2,\mathrm{}`$
$$\begin{array}{c}\text{Prob}\{|\lambda _1|=n_1,\mathrm{}|\lambda _m|=n_m;n_1+\mathrm{}+n_m=n\}\\ =\frac{1}{m^n}\frac{n!}{n_1!\mathrm{}n_m!}.\end{array}$$
$`6.3`$
###### Demonstration Proof
Direct computation. Using (6.1) for $`m=1`$ and (6.2) we get
$$\begin{array}{c}\text{Prob}\{|\lambda _1|=n_1,\mathrm{}|\lambda _m|=n_m;n_1+\mathrm{}+n_m=n\}\\ =\frac{1}{m^nn!}\underset{\frac{}{|\lambda _k|=n}_k}{}\\ k=1,\mathrm{},m\left(\frac{n!}{|\lambda _1|!\mathrm{}|\lambda _m|!}\right)^2dim_1^2\lambda _1\mathrm{}dim_1^2\lambda _m\\ =\frac{1}{m^nn!}\left(\frac{n!}{n_1!\mathrm{}n_m!}\right)^2n_1!\mathrm{}n_m!=\frac{1}{m^n}\frac{n!}{n_1!\mathrm{}n_m!}.\mathit{}\end{array}$$
## 7. Two lemmas from Probability Theory
We shall denote by $`\stackrel{𝑝}{}`$ convergence of random variables in probability, and by $`\stackrel{𝒟}{}`$ convergence in distribution.
###### Lemma 7.1 \[B, Theorem 4.1\]
Let random variables $`\xi `$, $`\{\xi _n\}_{i=1}^{\mathrm{}}`$, $`\{\eta _n\}_{i=1}^{\mathrm{}}`$ satisfy
$$\xi _n\eta _n\stackrel{𝑝}{}0,\xi _n\stackrel{𝒟}{}\xi .$$
Then
$$\eta _n\stackrel{𝒟}{}\xi .$$
For $`m`$ real random variables $`\xi _1,\mathrm{},\xi _m`$ we shall denote by $`\xi _1\times \xi _2\times \mathrm{}\times \xi _m`$ a $`^m`$–valued random variable with distribution function
$$F_{\xi _1\times \mathrm{}\times \xi _m}(x)=F_{\xi _1}(x_1)\mathrm{}F_{\xi _m}(x_m).$$
###### Lemma 7.2
Let $`\{\xi _n^{(k)}\}_{n=1}^{\mathrm{}}`$, $`k=1,\mathrm{},m`$, be $`m>1`$ sequences of real random variables convergent in distribution to random variables $`\xi ^{(1)},\mathrm{},\xi ^{(m)}`$, respectively. Denote by $`B_n^{(m)}`$ the $`n`$th order $`m`$–dimensional fair Bernoulli distribution:
$$\text{Prob}\{B_n^{(m)}=(k_1,\mathrm{},k_m)\}=\{\begin{array}{cc}\frac{1}{m^n}\frac{n!}{k_1!\mathrm{}k_m!},\hfill & k_1+\mathrm{}+k_m=n,k_i\{0,\mathrm{},n\}\hfill \\ 0,\hfill & \text{otherwise}\hfill \end{array}$$
Then the sequence
$$\zeta _n=\xi _{B_{n,1}^{(m)}}^{(1)}\times \xi _{B_{n,2}^{(m)}}^{(2)}\times \mathrm{}\times \xi _{B_{n,m}^{(m)}}^{(m)}$$
converges in distribution to $`\xi ^{(1)}\times \xi ^{(2)}\times \mathrm{}\times \xi ^{(m)}`$. In particular, $`\xi _{B_{n,1}^{(m)}}^{(1)}\stackrel{𝒟}{}\xi ^{(1)}`$.
###### Demonstration Proof
The conditions $`\xi _n^{(k)}\stackrel{𝒟}{}\xi ^{(k)}`$, $`k=1,\mathrm{},m`$, are equivalent to the pointwise convergence of distribution functions
$$F_{\xi _n^{(k)}}(x)F_{\xi ^{(k)}}(x).$$
We have
$$F_{\zeta _n}(x)=\underset{\frac{}{k_1+\mathrm{}+k_m=nk_i=1,\mathrm{},n}}{}\frac{1}{m^n}\frac{n!}{k_1!\mathrm{}k_m!}F_{\xi _{k_1}^{(1)}}(x_1)\mathrm{}F_{\xi _{k_m}^{(m)}}(x_m).$$
For $`m`$ convergent number sequences $`\{a_n^{(k)}\}`$ with limits $`a^{(k)}`$, $`k=1,\mathrm{},m`$, the sequence
$$c_n=\underset{\frac{}{k_1+\mathrm{}+k_m=nk_i=1,\mathrm{},n}}{}\frac{1}{m^n}\frac{n!}{k_1!\mathrm{}k_m!}a_{k_1}^{(1)}\mathrm{}a_{k_m}^{(m)}$$
converges to the product $`a^{(1)}\mathrm{}a^{(m)}`$, so we conclude, that $`\{F_{\zeta _n}(x)\}`$ converges to $`F_\xi ^{(1)}(x_1)\mathrm{}F_\xi ^{(m)}(x_m)`$ pointwise. ∎
Lemma 7.2 implies that random variables $`\xi _{B_{n,1}^{(m)}}^{(1)},\xi _{B_{n,2}^{(m)}}^{(2)},\mathrm{},\xi _{B_{n,m}^{(m)}}^{(m)}`$ are asymptotically independent as $`n\mathrm{}`$.
## 8. Asymptotics
Baik, Deift, and Johansson recently proved, see \[BDJ\], that the sequence
$$\frac{L_n^{col(1)}2\sqrt{n}}{n^{1/6}}$$
converges in distribution to a certain random variable, whose distribution function will be denoted by $`F(x)`$. This function can be expressed through a particular solution of the Painlevé II equation, see \[BDJ\] for details.
In this section we shall study the asymptotic behavior of $`L_n^{col(m)}`$ for $`m2`$ when $`n\mathrm{}`$. Our main result is the following statement.
###### Theorem 8.1
For any $`m=2,3,\mathrm{}`$ the sequence
$$\frac{L_n^{col(m)}2\sqrt{mn}}{(mn)^{1/6}}$$
converges in distribution, as $`n\mathrm{}`$, to a random variable with distribution function $`F^m(m^{\frac{2}{3}}x)`$.
This result for $`m=2`$ was proved by Tracy and Widom in \[TW2\]. Since the distributions of $`L_n^{col(2)}`$ and $`L_n^{even}`$ coincide (see Section 3), we immediately get two other asymptotic formulas.
###### Corollary 8.2 \[TW2\]
The sequence
$$\frac{L_n^{even}2\sqrt{2n}}{(2n)^{1/6}}$$
converges in distribution, as $`n\mathrm{}`$, to a random variable with distribution function $`F^2(2^{\frac{2}{3}}x)`$.
###### Corollary 8.3 \[TW2\]
The sequence
$$\frac{L_n^{odd}2\sqrt{2n}}{(2n)^{1/6}}$$
converges in distribution, as $`n\mathrm{}`$, to a random variable with distribution function $`F^2(2^{\frac{2}{3}}x)`$.
###### Demonstration Proof of Corollary 8.3
Relation (2.1) implies that with probability 1,
$$(L_n^{odd}L_n^{even})(2n)^{1/6}0.$$
Since the convergence with probability 1 implies the convergence in probability, the claim follows from Lemma 7.1 and Corollary 8.2.∎
###### Demonstration Proof of Theorem 8.1
The proof will consist of 4 steps.
Step 1. Following Sections 3, 5, 6, we shall interpret $`L_n^{col(m)}`$ as a random variable on the space of all $`m`$–tuples $`(\lambda _1,\mathrm{},\lambda _m)`$ of Young diagram with total number of boxes equal to $`n`$ supplied with the Plancherel distribution. Let us denote by $`l_1^{(n)},\mathrm{},l_m^{(n)}`$ the widths of the Young diagrams $`\lambda _1,\mathrm{},\lambda _m`$:
$$l_k^{(n)}=w(\lambda _k),k=1,\mathrm{},m.$$
Observation 5.2 implies that with probability 1
$$\frac{L_n^{col(m)}m\mathrm{max}\{l_1^{(n)},\mathrm{},l_m^{(n)}\}}{n^{1/6}}0.$$
Hence, by Lemma 7.1, it is enough to prove that
$$\text{Prob}\left\{\frac{m\mathrm{max}\{l_1^{(n)},\mathrm{},l_m^{(n)}\}2\sqrt{mn}}{(mn)^{1/6}}x\right\}F^m(m^{\frac{2}{3}}x)$$
Our strategy is to prove that $`l_1^{(n)},\mathrm{},l_m^{(n)}`$ are asymptotically independent, and that each of them asymptotically behaves as $`L_{[n/m]}^{col(1)}`$. Then Theorem 8.1 will follow from the result of \[BDJ\] stated in the beginning of this section.
Step 2.
$$\begin{array}{c}\text{Prob}\left\{\frac{m\mathrm{max}\{l_1^{(n)},\mathrm{},l_m^{(n)}\}2\sqrt{mn}}{(mn)^{1/6}}x\right\}\\ =\text{Prob}\left\{\frac{ml_1^{(n)}2\sqrt{mn}}{(mn)^{1/6}}x;\mathrm{};\frac{ml_m^{(n)}2\sqrt{mn}}{(mn)^{1/6}}x\right\}\\ =\text{Prob}\left\{\frac{l_1^{(n)}2\sqrt{n/m}}{(n/m)^{1/6}}m^{\frac{2}{3}}x;\mathrm{};\frac{l_m^{(n)}2\sqrt{n/m}}{(n/m)^{1/6}}m^{\frac{2}{3}}x\right\}.\end{array}$$
Thus, it suffices to prove that
$$\text{Prob}\left\{\frac{l_1^{(n)}2\sqrt{n/m}}{(n/m)^{1/6}}x_1;\mathrm{};\frac{l_m^{(n)}2\sqrt{n/m}}{(n/m)^{1/6}}x_m\right\}F(x_1)\mathrm{}F(x_m).$$
$`8.1`$
Step 3. Denote by $`n_i^{(n)}`$ the number of boxes in $`\lambda _i`$, $`i=1,\mathrm{},m`$. Then $`n_1^{(n)}+\mathrm{}+n_m^{(n)}=n`$. We claim that for all $`i=1,\mathrm{},m`$
$$\frac{l_i^{(n)}2\sqrt{n/m}}{(n/m)^{1/6}}\frac{l_i^{(n)}2\sqrt{n_i^{(n)}}}{(n_i^{(n)})^{1/6}}\stackrel{𝑝}{}0.$$
$`8.2`$
Proposition 6.1 implies that
$$\text{Prob}\{n_i^{(n)}=k\}=\frac{(m1)^{nk}}{m^n}\left(\genfrac{}{}{0pt}{}{n}{k}\right).$$
This means that $`n_i^{(n)}`$ can be interpreted as the sum $`\xi _1+\mathrm{}+\xi _n`$ of $`n`$ independent identically distributed Bernoulli variables with
$$\text{Prob}\{\xi _j=0\}=\frac{m1}{m},\text{Prob}\{\xi _j=1\}=\frac{1}{m}.$$
The central limit theorem implies that with probability converging to 1,
$$\frac{n}{m}\left(\frac{n}{m}\right)^{\frac{1}{2}+\epsilon }<n_i^{(n)}<\frac{n}{m}+\left(\frac{n}{m}\right)^{\frac{1}{2}+\epsilon }$$
for any $`\epsilon >0`$. Hence,
$$\begin{array}{c}\left|\left(\frac{n}{m}\right)^{\frac{1}{3}}(n_i^{(n)})^{\frac{1}{3}}\right|<\left|\left(\frac{n}{m}\right)^{\frac{1}{3}}\left(\frac{n}{m}\pm \left(\frac{n}{m}\right)^{\frac{1}{2}+\epsilon }\right)^{\frac{1}{3}}\right|\\ =\left(\frac{n}{m}\right)^{\frac{1}{3}}\left|1\left(1\pm \left(\frac{n}{m}\right)^{\frac{1}{2}+\epsilon }\right)^{\frac{1}{3}}\right|<const\left(\frac{n}{m}\right)^{\frac{1}{6}+\epsilon }\end{array}$$
$`8.3`$
for sufficiently large $`n`$.
Similarly, we have
$$\begin{array}{c}\left|\left(\frac{n}{m}\right)^{\frac{1}{6}}(n_i^{(n)})^{\frac{1}{6}}\right|<\left|\left(\frac{n}{m}\right)^{\frac{1}{6}}\left(\left(\frac{n}{m}\right)\pm \left(\frac{n}{m}\right)^{\frac{1}{2}+\epsilon }\right)^{\frac{1}{6}}\right|\\ =\left(\frac{n}{m}\right)^{\frac{1}{6}}\left|1\left(1\pm \left(\frac{n}{m}\right)^{\frac{1}{2}+\epsilon }\right)^{\frac{1}{6}}\right|<const\left(\frac{n}{m}\right)^{\frac{1}{2}\frac{1}{6}+\epsilon }<const\left(\frac{n}{m}\right)^{\frac{1}{2}\epsilon }\end{array}$$
$`8.4`$
if we choose $`\epsilon <1/12`$.
The result of \[BDJ\] implies that $`L_n^{col(1)}n^{\frac{1}{2}\delta }\stackrel{𝒟}{}0`$ for any $`\delta >0`$.
From Proposition 6.2 it follows that in the notation of Lemma 7.2
$$\left\{l_i^{(n)}\right\}_{n=1}^{\mathrm{}}=\left\{L_{(B_{n,1}^{(m)})}^{col(1)}\right\}_{n=1}^{\mathrm{}}.$$
Applying Lemma 7.2 we see that
$$\frac{l_i^{(n)}}{\left(n_i^{(n)}\right)^{\frac{1}{2}+\delta }}\stackrel{𝒟}{}0,$$
which means that $`l_i^{(n)}<\left(n_i^{(n)}\right)^{\frac{1}{2}+\delta }`$ with probability converging to 1.
Since $`n_i^{(n)}<n/m+\left(n/m\right)^{\frac{1+\epsilon }{2}}`$ with probability converging to 1, we get that
$$\begin{array}{c}l_i^{(n)}<\left(\frac{n}{m}+\left(\frac{n}{m}\right)^{\frac{1+\epsilon }{2}}\right)^{\frac{1}{2}+\delta }=\left(\frac{n}{m}\right)^{\frac{1}{2}+\delta }\left(1+\left(\frac{n}{m}\right)^{\frac{1+\epsilon }{2}}\right)^{\frac{1}{2}+\delta }\\ <\left(\frac{n}{m}\right)^{\frac{1}{2}+\delta }+const\left(\frac{n}{m}\right)^{\delta +\frac{\epsilon }{2}}<const\left(\frac{n}{m}\right)^{\frac{1}{2}+\delta }\end{array}$$
$`8.5`$
with probability converging to 1.
Making use of the relations (8.3), (8.4), (8.5), we now see that
$$\begin{array}{c}\left|\frac{l_i^{(n)}2\sqrt{n/m}}{(n/m)^{1/6}}\frac{l_i^{(n)}2\sqrt{n_i^{(n)}}}{(n_i^{(n)})^{1/6}}\right|l_i^{(n)}\left|\left(\frac{n}{m}\right)^{\frac{1}{6}}(n_i^{(n)})^{\frac{1}{6}}\right|\\ +2\left|\left(\frac{n}{m}\right)^{\frac{1}{3}}(n_i^{(n)})^{\frac{1}{3}}\right|<const\left(\frac{n}{m}\right)^{\frac{1}{2}+\delta }\left(\frac{n}{m}\right)^{\frac{1}{2}\epsilon }+const\left(\frac{n}{m}\right)^{\frac{1}{6}+\epsilon }\end{array}$$
with probability converging to 1. Since the last expression converges to zero as $`n\mathrm{}`$ if $`\delta <\epsilon <1/6`$, the proof of (8.2) is complete.
The relation (8.2) implies that we have asymptotic equivalence of two $`m`$–dimensional vectors
$$\begin{array}{c}(\frac{l_1^{(n)}2\sqrt{n/m}}{(n/m)^{1/6}};\mathrm{};\frac{l_m^{(n)}2\sqrt{n/m}}{(n/m)^{1/6}})\\ (\frac{l_1^{(n)}2\sqrt{n_1^{(n)}}}{(n_1^{(n)})^{1/6}};\mathrm{};\frac{l_m^{(n)}2\sqrt{n_m^{(n)}}}{(n_m^{(n)})^{1/6}})\stackrel{𝑝}{}0.\end{array}$$
$`8.6`$
Step 4. The random $`m`$–dimensional vector
$$\zeta _n=(\frac{l_1^{(n)}2\sqrt{n_1^{(n)}}}{(n_1^{(n)})^{1/6}};\mathrm{};\frac{l_m^{(n)}2\sqrt{n_m^{(n)}}}{(n_m^{(n)})^{1/6}})$$
$`8.7`$
is obtained from $`m`$ identical 1–dimensional random variables
$$\xi _n^{(i)}=\frac{L_n^{col(1)}2\sqrt{n}}{n^{1/6}},i=1,\mathrm{},m$$
by the procedure described in Lemma 7.2:
$$\zeta _n=\xi _{B_{n,1}^{(m)}}^{(1)}\times \xi _{B_{n,2}^{(m)}}^{(2)}\times \mathrm{}\times \xi _{B_{n,m}^{(m)}}^{(m)}$$
(this follows from Proposition 6.1). Since sequences $`\{\xi _n^{(i)}\}`$ converge in distribution, as $`n\mathrm{}`$, to a random variable with distribution function $`F(x)`$ (this is the result of \[BDJ\]), the sequence (8.7) also converges in distribution to a random variable with the distribution function $`F(x_1)\mathrm{}F(x_m)`$. Then Lemma 7.1 and (8.6) conclude the proof of (8.1).∎
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# Quantum noise in the position measurement of a cavity mirror undergoing Brownian motion
## I Introduction
Interferometers provide a very sensitive method for detecting small changes in the position of a mirror. This has been analysed extensively in the context of gravitational wave detection and atomic force microscopes . A key limit to the sensitivity of such position detectors comes from the Heisenberg uncertainty principle. The reduction in the uncertainty of the position resulting from the measurement is accompanied by an increase in the uncertainty in momentum. This uncertainty is then fed back into the position by the dynamics of the object being measured. This is called the quantum back action of the measurement, and the limit to sensitivity so imposed is referred to as the standard quantum limit. One of the pioneers in this field has been Braginsky in various studies of measurement aspects of the fluctuations of light caused by the moving mirror .
In real devices which have been constructed so far, the quantum back action noise in the measurement record is usually small compared to that arising from classical sources of noise. However, as the sensitivity of such devices increases it is expected that we will eventually obtain displacement sensors that are quantum limited. The quantum back-action noise has not yet been seen experimentally for macroscopic devices, so seeing it is a topic of current interest. Once the standard quantum limit has been achieved, this will not be the end of the story, however. Various authors have shown that it is possible to use contractive states , or squeezed light , to reduce the quantum back action and therefore increase the sensitivity of the measurement even further.
The interferometer we consider here for measuring position consists essentially of a cavity where one of mirrors is free to move. This system is also of interest from the point of view of cavity QED. Usually cavity QED experiments require optical cavities where the atomic excitations and photons in the optical modes become entangled. The dynamics follows from the interplay between these quantum variables. However, a challenging realm for cavity QED experiments involves instead an empty cavity (that is, a cavity containing no atoms or optical media) where the photons in the cavity mode interact with the motion of one of the cavity mirrors. In this scheme, the position of at least one mirror in the optical resonator is a dynamic variable. The coupling between the photons and the mirror position is simply the radiation pressure that stems from the momentum transfer of $`2\mathrm{}k`$ per one reflected photon with the wavenumber $`k`$. It has been been shown that this system may be used to generate sub-Poissonian light in the output from the cavity . The moving mirror alters the photon statistics by changing the optical path length in a way that is proportional to the instantaneous photon number inside the cavity. This system may also be used to create highly non-classical states of the cavity field, such as Schrödinger cats , and might even be used to create cat states of the mirror . In addition, it has been shown that such a configuration may be used to perform QND measurements of the light field , and to detect the decoherence of the mirror, a topic of fundamental interest in quantum measurement theory . Due to recent technological developments in optomechanics, this area is now becoming experimentally accessible. Dorsel et al. have realised optical bistability with this system , and other experiments, particularly to probe the quantum noise, are now in progress .
In order to create displacements that are large enough to be observed, one is tempted to use a mirror having a well-defined mechanical resonance with a very high quality factor $`Q`$. Thus, even when excited with weak white noise driven radiation pressure, the mirror can be displaced by a detectable amount at the mechanical resonance frequency $`\nu `$. For such a mirror to behave fully quantum mechanically one needs to operate at very low temperatures since the thermal energy $`kT`$ very easily exceeds $`\mathrm{}\nu `$. For example, a $`\nu /2\pi =100`$ kHz resonance is already significantly excited at 5 $`\mu `$K. However, it is not necessary to reach the fully quantum domain to observe the quantum back action. By simultaneously combining a high optical quality factor (ie. by using a high-finesse cavity) and a specially designed low mass mirror with very high mechanical quality factor one can at typical cryogenic temperatures create conditions where the radiation pressure fluctuations (which are the source of the quantum mechanical back-action referred to earlier) exceed the effects caused by thermal noise. In this paper we discuss considerations for detecting this quantum back-action noise.
There are already a number of publications dealing with quantum noise in optical position measurements. Our main purpose here is to extend this literature in two ways which are important when considering the detection of the quantum noise. The first is the inclusion of the effects of experimental sources of noise, such as the classical laser noise and the noise from intracavity losses. The second is to perform a quantum treatment of phase-modulation detection, so that the results may be compared with those for homodyne detection. While this method of phase detection is often used in practice, it has not previously been given a quantum mechanical treatment, which we show is important because previous semiclassical treatments have underestimated the shot noise. In addition to these main objectives, we also show that the standard Brownian motion master equation is not adequate to describe the thermal damping of the mirror, but that the corrected Brownian motion master equation derived by Diosi rectifies this problem.
In section II we describe the configuration of the system. In section III we perform a quantum mechanical analysis of phase modulation detection. In section IV we solve the linearised equations of motion for the cavity/mirror system, using a non-standard Brownian motion master equation which is of the Lindblad form . In section V we use this solution to obtain the noise power spectral density (which we refer to simply as the spectrum) for a measurement of the phase quadrature using phase modulation detection. In the first part of this section we discuss each of the contributions and their respective forms. Next we compare the spectrum to that which results if the standard (non-Lindblad) Brownian motion master equation is used to describe the thermal damping of the mirror, and also to that which would have been obtained using homodyne detection rather than phase modulation detection. Finally we show how the error in a measurement of the position of the mirror may be obtained easily from the spectrum. We evaluate explicitly the contribution to this error from various noise sources, and plot these as a function of the laser power. Section VI concludes.
## II The System
The system under consideration consists of a coherently driven optical cavity with a moving mirror which will be treated as a quantum mechanical harmonic oscillator. The light driving the cavity reflects off the moving mirror and therefore fluctuations in the position of the mirror register as fluctuations in the light output from the cavity. In the limit in which the cavity damping rate is much larger than the rate of the dynamics of the mirror (characterised by the frequency of oscillation $`\nu `$ and the thermal damping rate $`\mathrm{\Gamma }`$) the phase fluctuations of the output light are highly correlated with the fluctuations of the position of the mirror and constitute a continuous position measurement of the mirror .
An experimental realisation will therefore involve a continuous phase-quadrature measurement of the light output from the cavity to determine the output spectrum of the phase-quadrature fluctuations. The nature of the detection scheme used to measure the phase quadrature is of interest to us, as we shall see that it will effect the relationship of the shot noise to the other noise sources in the measured signal. Quantum theoretical treatments usually assume the use of homodyne detection . However this is often not used in practice . Many current experiments use instead phase
modulation detection , which was developed by Bjorklund in 1979. Before we treat the dynamics of the cavity field/oscillating mirror system, to determine the effect of various noise sources, we will spend some time in the next section performing a quantum mechanical treatment of phase modulation detection. We will focus on this scheme throughout our treatment, and compare the results with those for Homodyne detection. A diagram of the experimental arrangement complete enough for the theoretical analysis is given in figure 1. We note that in practice a feedback scheme is used to lock the laser to the cavity so as to stabilise the laser frequency. For an analysis of the method and an expression for the resulting classical phase noise the reader is referred to references and . We do not need to treat this feedback explicitly, however. Its effect may be taken into account by setting the value of the classical laser phase noise in our analysis to the level it provides.
## III Phase Modulation Detection
The laser which drives the cavity is isolated from the cavity output, and the entirety of this output falls upon a photo-detector. In order that the photo-detection signal contain information regarding the phase quadrature, the laser field is modulated at a frequency $`\mathrm{\Delta }`$, which is chosen to be much greater than the natural frequency of the harmonic mirror. The sidebands that result from this modulation are chosen to lie far enough off-resonance with the cavity mode that they do not enter the cavity and are simply reflected from the front mirror. From there they fall upon the photo-detector. The result of this is that the output phase quadrature signal appears in the photodetection signal as a modulation of the amplitude of a ‘carrier’ at frequency $`\mathrm{\Delta }`$. This is then demodulated (by multiplying by a sine wave at the modulation frequency and time averaging) to pick out the phase quadrature signal, and from there the spectrum may be calculated.
First consider the laser output field, which is essentially classical; it is a coherent state in which the amplitude and phase are not completely stable and therefore contain some noise. This means that the field from the laser actually contains frequencies in a small range about its central frequency. The laser field may therefore be described by a set of coherent states with frequencies in this range. As a result it is possible to perform a unitary transformation on the mode operators such that the amplitude of each of the coherent states is replaced by a complex number, and the quantum state of the field is simply the vacuum . This separates out the classical variations in the field from the quantum contribution, and allows us to write the output from the laser as
$$\beta +\delta a_{\text{in}}(t)+\delta x(t)+i\delta y(t)$$
(1)
In this expression $`\beta `$ is the average coherent amplitude of the field, which we choose to be real, and $`\beta ^2`$ is the photon flux. The deviations from this average are given by $`\delta x(t)`$, being the classical amplitude noise, and $`\delta y(t)`$, being the classical phase noise. The quantum noise, which may be interpreted as arising from the vacuum quantum field, is captured by the correlation function of the field operator $`\delta a_{\text{in}}(t)`$. Here the subscript refers to the field’s relation to the cavity, and not the laser. The correlation functions of the various noise sources are
$`\delta a_{\text{in}}(t)\delta a_{\text{in}}^{}(t+\tau )=\delta (\tau )`$ (2)
$`\delta a_{\text{in}}^{}(t)\delta a_{\text{in}}(t+\tau )=0`$ (3)
$`\delta x(t)\delta x(t+\tau )=G_\text{x}(\tau )`$ (4)
$`\delta y(t)\delta y(t+\tau )=G_\text{y}(\tau ),`$ (5)
where we have left the classical noise sources arbitrary. This allows them to be tailored to describe the output from any real laser source at a later time. However, we will assume that the modulation frequency, $`\mathrm{\Delta }`$, is choosen large enough so that the classical noise is negligible at this frequency. This is what is done in practice. The average values of the three noise sources, $`\delta a_{\text{in}}`$, $`\delta x`$ and $`\delta y`$ are zero, as are all the cross correlations.
Before the laser field enters the cavity, it passes through a phase modulator. This is a classical device which modulates the phase of the coherent amplitude of the beam, and as such leaves the quantum noise unaffected. The phase is modulated sinusoidally, the result of which is to transform the time dependent coherent amplitude, given by $`\beta +\delta x(t)+i\delta y(t)`$, into
$$(\beta +\delta x(t)+i\delta y(t))\underset{n=\mathrm{}}{\overset{n=\mathrm{}}{}}J_n(M)e^{in\mathrm{\Delta }t}$$
(6)
where $`J_n`$ is the $`\text{n}^{\text{th}}`$ Bessel function, $`\mathrm{\Delta }`$ is the frequency of the modulation, and $`M`$ is referred to as the modulation index, being determined by the amplitude of the sinusoidal modulation. For phase modulation detection, the modulation index is typically chosen to be much less than unity so that $`J_01`$, $`J_{\pm 1}=\pm M/2\pm \epsilon `$, $`\epsilon 1`$, and all other terms vanish. The laser field after modulation is then
$$(\beta +\delta x(t)+i\delta y(t))(1+\epsilon e^{i\mathrm{\Delta }t}\epsilon e^{i\mathrm{\Delta }t})+\delta a_{\text{in}}(t).$$
(7)
Using now the input-output relations of Collet and Gardiner , the field output from the cavity is
$`a_{\text{out}}(t)`$ $`=`$ $`(\beta +\delta x(t)+i\delta y(t))(1+\epsilon e^{i\mathrm{\Delta }t}\epsilon e^{i\mathrm{\Delta }t})`$ (9)
$`\delta a_{\text{in}}(t)+\sqrt{\gamma }(\delta a(t)+\alpha ),`$
in which $`a(t)=\delta a(t)+\alpha `$ is the operator describing the cavity mode, and $`\gamma `$ is the decay constant of the cavity due to the input coupling mirror. We are interested in the steady state behaviour, and we choose $`\alpha `$ to be the average steady state field strength in the cavity. In addition, in order to solve the equations of motion for the cavity we will linearise the system about the steady state, which requires that $`\delta a^{}(t)\delta a(t)|\alpha |^2`$. The operator describing the photo-current from the photo-detector is
$`I(t)`$ $`=`$ $`a_{\text{out}}(t)^{}a_{\text{out}}(t)`$ (10)
$`=`$ $`\stackrel{~}{\alpha }^2+\stackrel{~}{\alpha }(\delta X_{\text{out}}2\delta x)+2\epsilon \beta \mathrm{sin}(\mathrm{\Delta }t)\left(\delta Y_{\text{out}}{\displaystyle \frac{2\sqrt{\gamma }\alpha \delta y}{\beta }}\right)+(2\epsilon \beta )^2\mathrm{sin}^2(\mathrm{\Delta }t)\left(1+{\displaystyle \frac{2\delta x}{\beta }}\right)`$ (11)
in which
$`\delta X_{\text{out}}(t)`$ $`=`$ $`\sqrt{\gamma }\delta X(t)\delta X_{\text{in}}(t)`$ (12)
$`\delta Y_{\text{out}}(t)`$ $`=`$ $`\sqrt{\gamma }\delta Y(t)\delta Y_{\text{in}}(t)`$ (13)
and
$`\delta X(t)`$ $`=`$ $`\delta a(t)+\delta a^{}(t)`$ (14)
$`\delta Y(t)`$ $`=`$ $`i(\delta a(t)\delta a^{}(t))`$ (15)
$`\delta X_{\text{in}}(t)`$ $`=`$ $`\delta a_{\text{in}}(t)+\delta a_{\text{in}}^{}(t)`$ (16)
$`\delta Y_{\text{in}}(t)`$ $`=`$ $`i(\delta a_{\text{in}}(t)\delta a_{\text{in}}^{}(t)).`$ (17)
We have also set $`\stackrel{~}{\alpha }=(\beta +\sqrt{\gamma }\alpha )`$, and assumed this to be real. To obtain the phase quadrature signal we demodulate, which involves multiplication by a sine wave at frequency $`\mathrm{\Delta }`$, and subsequent averaging over a time, $`T`$. This time must be long compared to $`1/\mathrm{\Delta }`$, but short compared to the time scale of the phase quadrature fluctuations. The signal is therefore given by
$`R(t)`$ $`=`$ $`{\displaystyle \frac{1}{T}}{\displaystyle _0^T}\mathrm{sin}(\mathrm{\Delta }\tau )I(t+\tau )\text{d}\tau ,`$ (18)
We now must evaluate this to obtain $`R(t)`$ explicitly in terms of the phase quadrature. Writing out the integral, and dropping everything which averages to zero (that is, which is not passed by the low-pass filtering) we obtain
$`R(t)`$ $`=`$ $`\left({\displaystyle \frac{\epsilon \beta }{T}}\right)\left[{\displaystyle _0^T}\delta Y_{\text{out}}(t+\tau )𝑑\tau \right]`$ (19)
$``$ $`\left({\displaystyle \frac{2\epsilon \sqrt{\gamma }\alpha }{T}}\right)\left[{\displaystyle _0^T}\delta y(t+\tau )𝑑\tau \right]`$ (20)
$`+`$ $`q_1(t)+q_2(t),`$ (21)
where
$`q_1(t)`$ $`=`$ $`\left({\displaystyle \frac{\beta \sqrt{\gamma }\alpha }{T}}\right)\text{Re}\left[{\displaystyle _0^T}ie^{i\mathrm{\Delta }(t+\tau )}\delta X_{\text{in}}(t+\tau )𝑑\tau \right],`$ (22)
$`q_2(t)`$ $`=`$ $`\left({\displaystyle \frac{\epsilon \beta }{T}}\right)\text{Re}\left[{\displaystyle _0^T}e^{i2\mathrm{\Delta }(t+\tau )}\delta Y_{\text{in}}(t+\tau )𝑑\tau \right].`$ (23)
In deriving this expression we have assumed that the classical laser noise is Note that we choose $`T`$ to be much smaller than the time-scale upon which $`\delta Y`$ and $`\delta y`$ change, so that the integration is essentially equivalent to multiplication by $`T`$, an effect which is canceled by the division by $`T`$. However, we should also note that $`\delta Y_{\text{out}}`$ contains $`\delta Y_{\text{in}}`$, so that in replacing the first term in $`R(t)`$ by $`\epsilon \beta \delta Y_{\text{out}}(t)`$ we must remember that this only contains the frequency components of $`\delta Y_{\text{in}}`$ in a bandwidth of $`1/T`$ around zero frequency. The result of this is that $`\delta Y_{\text{out}}(t)`$ is uncorrelated with $`q_1`$ and $`q_2`$, being the quantum noise in the bandwidth $`1/T`$ around the frequencies $`\mathrm{\Delta }`$ and $`2\mathrm{\Delta }`$ respectively. We need to know the correlation functions of these noise sources, and whether or not they are correlated with any of the other terms in $`R(t)`$. It is clear that $`q_1`$ and $`q_2`$ are not correlated over separation times greater than $`2T`$. Using Eq.(23) to evaluate the correlation function of $`q_2`$, for example, we have
$$q_2(t)q_2(t+\tau )=\{\begin{array}{cc}\frac{(\epsilon \beta )^2}{2}\left(\frac{T|\tau |}{T^2}\right)& \text{for}|\tau |T\hfill \\ 0& \text{otherwise.}\hfill \end{array}$$
(24)
On the time-scale of the fluctuations of $`\delta Y`$ we can approximate this as a delta function, so that $`q_1`$ and $`q_2`$ (and also $`\delta Y_{\text{in}}`$) are still effectively white noise sources. We may therefore write
$`R(t)`$ $`=`$ $`\epsilon \beta \delta Y_{\text{out}}(t)+q_1(t)+q_2(t)2\epsilon \sqrt{\gamma }\alpha \delta y(t),`$ (25)
and the correlation functions of $`q_1`$ and $`q_2`$ are
$`q_1(t)q_1(t+\tau )=(1/2)(\beta \sqrt{\gamma }\alpha )^2\delta (\tau ),`$ (26)
$`q_2(t)q_2(t+\tau )=(1/2)(\epsilon \beta )^2\delta (\tau ).`$ (27)
The signal therefore contains the phase quadrature of the output field, $`\delta Y_{\text{out}}(t)`$, plus three noise terms. While the last term, being the input classical phase noise, is correlated with $`\delta Y_{\text{out}}(t)`$, $`q_1`$ and $`q_2`$ are not. Taking the Fourier transform of the signal,
$$R(\omega )=\frac{1}{\sqrt{2\pi }}_{\mathrm{}}^{\mathrm{}}R(t)e^{i\omega t}𝑑t,$$
(28)
we may write
$$R(\omega )=\epsilon \beta \delta Y_{\text{out}}(\omega )+\underset{i=1}{\overset{2}{}}q_j(\omega )2\epsilon \sqrt{\gamma }\alpha \delta y(\omega ).$$
(29)
This is the Fourier transform of the signal in the case of phase modulation detection. If we were to use ideal homodyne detection this would be instead
$$R_\text{h}(\omega )=\kappa \stackrel{~}{\beta }(\delta Y_{\text{out}}(\omega )2\delta y(\omega )),$$
(30)
where $`\stackrel{~}{\beta }`$ is the amplitude of the local oscillator and $`\kappa `$ is the reflectivity of the beam splitter used in the homodyne scheme. Thus, in the case of phase modulation detection, there are two white noise sources which do not appear in homodyne detection. They stem from the fact that the phase quadrature detection method is demodulating to obtain a signal at a carrier frequency. Because the quantum noise is broad band (in particular, it is broad compared to the carrier frequency) the demodulation picks up the quantum noise at $`\mathrm{\Delta }`$ and $`2\mathrm{\Delta }`$. There is also a term from the classical phase noise in the sidebands. We note that the contribution from the quantum noise at $`2\mathrm{\Delta }`$ has been omitted from previous semiclassical treatments, with the result that the shot noise has been underestimated by $`(1/2)(\epsilon \beta )^2`$ . For unbalanced homodyne detection there will also be an extra contribution from the noise on the local oscillator, which may be suppressed (in the limit of an intense local oscillator) with the use of balanced homodyne detection .
Returning to Eq.(29) for the demodulated signal, the next step is to solve the equations of motion for the system operators to obtain $`\delta Y(\omega )`$ in terms of the input noise sources. We can then readily calculate $`R(\omega )R(\omega ^{})`$, which appears in the form
$$R(\omega )R(\omega ^{})=S(\omega )\delta (\omega +\omega ^{}).$$
(31)
The delta function in $`\omega `$ and $`\omega ^{}`$ is a result of the stationarity of $`R(t)`$, and $`S(\omega )`$ is the power spectral density, which we will refer to from now on simply as the spectrum. This is useful because, when divided by $`2\pi `$, it gives the average of the square of the signal per unit frequency (The square of the signal is universally referred to as the power, hence the name power spectral density). Since the noise has zero mean, the square average is the variance, and thus the spectrum provides us with information regarding the error in the signal due to the noise. The spectrum is also a Fourier transform of the autocorrelation function . The specific relation, using the definitions we have introduced above, is
$$S(\omega )=_{\mathrm{}}^{\mathrm{}}R(0)R(\tau )e^{i\omega \tau }𝑑\tau ,$$
(32)
and as the autocorrelation function has units of $`\text{s}^2`$, the spectrum has units of $`\text{s}^1`$. To determine the spectrum experimentally the phase of the signal is measured for a time long compared to the width of the auto-correlation function, and the Fourier transform is taken of the result. Taking the square modulus of this Fourier transform, and dividing by the duration of the measurement obtains a good approximation to the theoretical spectrum. We proceed now to calculate this spectrum.
## IV The Dynamics of the System
Excluding coupling to reservoirs, the Hamiltonian for the combined system of the cavity mode and the mirror is
$`H`$ $`=`$ $`\mathrm{}\omega _0a^{}a+{\displaystyle \frac{p^2}{2m}}+{\displaystyle \frac{1}{2}}m\nu ^2q^2\mathrm{}ga^{}aq`$ (34)
$`+\mathrm{}\left\{i\left[E+\sqrt{\gamma }\delta x(t)+i\sqrt{\gamma }\delta y(t)\right]a^{}+\text{H.c.}\right\}.`$
In this equation $`\omega _0`$ is the frequency of the cavity mode, $`q`$ and $`p`$ are the position and momentum operators for the mirror respectively, $`m`$ and $`\nu `$ are the mass and angular frequency of the mirror, $`g=\omega _0/L`$ is the coupling constant between the cavity mode and the mirror (where $`L`$ is the cavity length), and $`a`$ is the annihilation operator for the mode. The classical driving of the cavity by the coherent input field is given by $`E`$ which has dimensions of $`\text{s}^1`$, and is related to the input laser power $`P`$ by $`E=\sqrt{P\gamma /(\mathrm{}\omega _0)}=\sqrt{\gamma }\beta `$. The classical laser noise appears as noise on this driving term.
The moving mirror is a macroscopic object at temperature $`T`$, and as such is subject to thermal noise. While it is still common to use the standard Brownian motion master equation (SBMME) to model such noise, as it works well in many situations, it turns out that it is not adequate for our purposes. This is because it generates a clearly non-sensical term in the spectrum. As far as we know this is the first time that it has been demonstrated to fail in the steady state. Discussions regarding the SBMME, and non-Lindblad master equations may found in references . We will return to this point once we have calculated the spectrum. We use instead the corrected Brownian motion master equation (CBMME) derived by Diosi , to describe the thermal damping of the mirror, as this corrects the problems of the SBMME. In particular, we use the CBMME in which the cut-off frequency of the thermal reservoir is assumed to be much smaller than $`k_\text{B}T/\mathrm{}`$. For current experiments $`k_\text{B}T/\mathrm{}`$ is greater than 10 GHz, so this assumption appears reasonable, and leads to the simplest Lindblad-form Brownian motion master equation. Using this CBMME, and the standard master equation for the cavity losses (both internal and external), the quantum Langevin equations of motion for the system are given by
$`\dot{a}`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}[a,H]\left({\displaystyle \frac{\gamma +\mu }{2}}\right)a+\sqrt{\gamma }\delta a_{\text{in}}(t)+\sqrt{\mu }b_{\text{in}}(t)`$ (35)
$`\dot{q}`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}[q,H]+\mathrm{}(\mathrm{\Gamma }/6mkT)^{\frac{1}{2}}\eta (t)`$ (36)
$`\dot{p}`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}[p,H]\mathrm{\Gamma }p+(2m\mathrm{\Gamma }kT)^{\frac{1}{2}}\xi (t),`$ (37)
in which the correlation functions for the Brownian noise sources are
$`\xi (t)\xi (t^{})`$ $`=`$ $`\delta (tt^{}),`$ (38)
$`\eta (t)\eta (t^{})`$ $`=`$ $`\delta (tt^{}),`$ (39)
$`\xi (t)\eta (t^{})`$ $`=`$ $`i(\sqrt{3}/2)\delta (tt^{}),`$ (40)
$`\eta (t)\xi (t^{})`$ $`=`$ $`i(\sqrt{3}/2)\delta (tt^{}).`$ (41)
In these equations $`\gamma `$ is the decay constant describing transmission through the input coupling mirror. All ‘internal’ cavity losses including absorption, scattering and loss through the movable mirror are included separately via the decay constant $`\mu `$, and the corresponding vacuum fluctuations via the operator $`b_{\text{in}}(t)`$. The effect of mechanical damping and thermal fluctuations of the mirror are given by the noise sources $`\xi (t)`$ and $`\eta (t)`$ and the mechanical damping constant $`\mathrm{\Gamma }`$.
We note here that if we were to use the standard Brownian motion master equation , Eqs.(36) and (37) would instead be given by
$`\dot{q}`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}[q,H]`$ (42)
$`\dot{p}`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{}}}[p,H]\mathrm{\Gamma }p+(2m\mathrm{\Gamma }kT)^{\frac{1}{2}}\zeta (t).`$ (43)
where $`\zeta (t)\zeta (t^{})=\delta (tt^{})`$. These Langevin equations do not preserve the commutation relations of the quantum mechanical operators, and as a result it is clear that the description cannot be entirely correct.
Calculating the commutators in Eqs.(35) to (37), we obtain
$`\dot{a}`$ $`=`$ $`E\left({\displaystyle \frac{\gamma +\mu }{2}}\right)a+igaq+\sqrt{\gamma }\delta a_{\text{in}}(t)+\sqrt{\mu }b_{\text{in}}(t)+\sqrt{\gamma }\delta x(t)+i\sqrt{\gamma }\delta y(t)`$ (44)
$`\dot{q}`$ $`=`$ $`{\displaystyle \frac{p}{m}}+\mathrm{}(\mathrm{\Gamma }/6mkT)^{\frac{1}{2}}\eta (t)`$ (45)
$`\dot{p}`$ $`=`$ $`m\nu ^2q+\mathrm{}ga^{}a\mathrm{\Gamma }p+(2m\mathrm{\Gamma }kT)^{\frac{1}{2}}\xi (t).`$ (46)
Introducing a cavity detuning $`\delta \omega `$ (that is, setting the cavity resonance frequency in the absence of any cavity field to $`\omega _\text{c}=\omega _0+\delta \omega `$), and solving these equations for the steady state average values we obtain
$`a_{\text{ss}}`$ $`=`$ $`{\displaystyle \frac{2E}{\gamma +\mu }}\alpha `$ (47)
$`q_{\text{ss}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}g}{m\nu ^2}}|\alpha |^2`$ (48)
$`p_{\text{ss}}`$ $`=`$ $`0`$ (49)
where we have set the detuning to $`\delta \omega =gx_{\text{ss}}`$ to bring the cavity on resonance with the driving field in the steady state. Linearising the quantum Langevin equations about the steady state values, and writing the result in terms of the field quadratures, we obtain the following linear equations
$$\left(\begin{array}{c}\delta \dot{X}\\ \delta \dot{Y}\\ \delta \dot{Q}\\ \delta \dot{P}\end{array}\right)=\left(\begin{array}{cccc}\frac{\gamma +\mu }{2}& 0& 0& 0\\ 0& \frac{\gamma +\mu }{2}& \chi \alpha & 0\\ 0& 0& 0& \nu \\ \chi \alpha & 0& \nu & \mathrm{\Gamma }\end{array}\right)\left(\begin{array}{c}\delta X\\ \delta Y\\ \delta Q\\ \delta P\end{array}\right)+\left(\begin{array}{c}\sqrt{\gamma }\delta X_{\text{in}}(t)+\sqrt{\mu }\delta X_{\text{b,in}}(t)+2\sqrt{\gamma }\delta x(t)\\ \sqrt{\gamma }\delta Y_{\text{in}}(t)+\sqrt{\mu }\delta Y_{\text{b,in}}(t)+2\sqrt{\gamma }\delta y(t)\\ (\mathrm{\Gamma }\mathrm{}\nu /3kT)^{\frac{1}{2}}\eta (t)\\ (4\mathrm{\Gamma }kT/(\mathrm{}\nu ))^{\frac{1}{2}}\xi (t)\end{array}\right).$$
(50)
In this set of equations we have scaled the position and momentum variables using
$`\delta Q`$ $`=`$ $`\sqrt{{\displaystyle \frac{2m\nu }{\mathrm{}}}}(qq_{\text{ss}})`$ (51)
$`\delta P`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{m\mathrm{}\nu }}}(pp_{\text{ss}}).`$ (52)
and we have defined $`\chi g(2\mathrm{}/m\nu )^{1/2}`$, which has units of s<sup>-1</sup>. The quadratures for the input noise due to intracavity losses are given by
$`\delta X_{\text{b,in}}`$ $`=`$ $`b_{\text{in}}+b_{\text{in}}^{}`$ (53)
$`\delta Y_{\text{b,in}}`$ $`=`$ $`i(b_{\text{in}}b_{\text{in}}^{}).`$ (54)
Without loss of generality we have chosen the input field amplitude to be real ($`\text{Im}[\beta ]=0`$), so that the input phase quadrature is given by $`Y_{\text{in}}`$. We now solve the dynamics (50) in the frequency domain in order to obtain the spectrum directly from the solution. To switch to the frequency domain we Fourier transform all operators and noise sources. In particular we have, for example
$`\delta a(\omega )`$ $``$ $`{\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\delta a(t)e^{i\omega t}𝑑t,`$ (55)
$`\delta a^{}(\omega )`$ $``$ $`{\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\delta a^{}(t)e^{i\omega t}𝑑t=[\delta a(\omega )]^{}.`$ (56)
Rearranging the transformed equations, the solution is given by
$$(\delta X(\omega ),\delta Y(\omega ),\delta Q(\omega ),\delta P(\omega ))^T=M(\omega )𝐧(\omega )$$
(57)
where $`𝐧(\omega )`$ is the vector of transformed noise sources. If we write the matrix elements of $`M(\omega )`$ as $`M_{ij}(\omega )=m_{ij}(\omega )/D(\omega )`$, then
$$D(\omega )=\left((\gamma +\mu )/2i\omega \right)^2\left(\nu ^2\omega ^2i\mathrm{\Gamma }\omega \right)$$
(58)
and the non-zero $`m_{ij}`$ are given by
$`m_{11}`$ $`=`$ $`\left((\gamma +\mu )/2i\omega \right)\left(\nu ^2\omega ^2i\mathrm{\Gamma }\omega \right)=m_{22},`$ (59)
$`m_{21}`$ $`=`$ $`\chi ^2\alpha ^2\nu `$ (60)
$`m_{23}`$ $`=`$ $`\chi \alpha (\mathrm{\Gamma }i\omega )\left((\gamma +\mu )/2i\omega \right),`$ (61)
$`m_{24}`$ $`=`$ $`\chi \alpha \nu \left((\gamma +\mu )/2i\omega \right)=m_{31},`$ (62)
$`m_{33}`$ $`=`$ $`(\mathrm{\Gamma }i\omega )\left((\gamma +\mu )/2i\omega \right)^2,`$ (63)
$`m_{34}`$ $`=`$ $`\nu \left((\gamma +\mu )/2i\omega \right)^2=m_{43},`$ (64)
$`m_{41}`$ $`=`$ $`i\chi \alpha \omega \left((\gamma +\mu )/2i\omega \right),`$ (65)
$`m_{44}`$ $`=`$ $`i\omega \left((\gamma +\mu )/2i\omega \right)^2.`$ (66)
We have now solved the equations of motion for the system in frequency space. The spectra of the system variables may now be calculated in terms of the input noise sources. Using the input-output relations, which give the output field in terms of the system variables and the input noise sources, the spectra of the output field, and hence of the measured signal, may be obtained. Note that quantum mechanics plays no role in the solution of the motion of the system. The linear equations of motion may as well be equations for classical variables. The only part that quantum mechanics plays in determining the spectra of the system variables is that some of the input noise sources are quantum mechanical. That is, their correlation functions are determined by quantum mechanics. In fact, if all the noise sources had purely classical correlation functions, then the SBMME Langevin equations would not lead to any problems, as they are perfectly correct as equations of motion for a classical system.
## V The Power Spectral Density
To calculate the spectrum of the signal, we require the correlation functions of the input noise sources. To reiterate, these are
$`\delta X_{\text{in}}(\omega )\delta X_{\text{in}}(\omega ^{})`$ $`=`$ $`\delta Y_{\text{in}}(\omega )\delta Y_{\text{in}}(\omega ^{})=\delta (\omega +\omega ^{}),`$ (67)
$`\delta X_{\text{in}}(\omega )\delta Y_{\text{in}}(\omega ^{})`$ $`=`$ $`\delta Y_{\text{in}}(\omega )\delta X_{\text{in}}(\omega ^{})=i\delta (\omega +\omega ^{}),`$ (68)
and similarly for $`\delta X_{\text{b,in}}(\omega )`$ and $`\delta Y_{\text{b,in}}(\omega )`$. The correlation functions for the classical laser noise, and thermal noise sources are
$`\delta x(\omega )\delta x(\omega ^{})`$ $`=`$ $`\stackrel{~}{G}_x(\omega )\delta (\omega +\omega ^{}),`$ (69)
$`\delta y(\omega )\delta y(\omega ^{})`$ $`=`$ $`\stackrel{~}{G}_y(\omega )\delta (\omega +\omega ^{}),`$ (70)
$`\xi (t)\xi (t^{})`$ $`=`$ $`\eta (t)\eta (t^{})=\delta (tt^{}),`$ (71)
$`\eta (t)\xi (t^{})`$ $`=`$ $`\xi (t)\eta (t^{})=i(\sqrt{3}/2)\delta (tt^{}).`$ (72)
After some calculation we obtain the spectrum of the signal for phase modulation detection as
$`{\displaystyle \frac{1}{(\epsilon \beta )^2}}S(\omega )`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[3+\left({\displaystyle \frac{\gamma \mu }{\epsilon (\gamma +\mu )}}\right)^2\right]+\gamma (\gamma +\mu +4\gamma \stackrel{~}{G}_x(\omega ))\left[{\displaystyle \frac{(\chi ^2\alpha ^2\nu )^2}{|D(\omega )|^2}}\right]`$ (75)
$`+4\stackrel{~}{G}_y(\omega )\left[{\displaystyle \frac{4\gamma ^2}{(\gamma +\mu )^2}}\left({\displaystyle \frac{\omega ^2}{\left(\frac{\gamma +\mu }{2}\right)^2+\omega ^2}}\right)\right]`$
$`+\gamma (\chi \alpha )^2\mathrm{\Gamma }\left(4\nu ^2T_\text{s}+{\displaystyle \frac{1}{3}}(\mathrm{\Gamma }^2+\omega ^2)T_\text{s}^1\right)\left[{\displaystyle \frac{\left(\frac{\gamma +\mu }{2}\right)^2+\omega ^2}{|D(\omega )|^2}}\right],`$
where
$$|D(\omega )|^2=\left[(\gamma +\mu )^2/4+\omega ^2\right]^2\left[(\nu ^2\omega ^2)^2+\mathrm{\Gamma }^2\omega ^2\right],$$
(76)
and $`T_\text{s}`$ is a dimensionless scaled temperature given by $`T_\text{s}=(k_\text{B}/(\mathrm{}\nu ))T`$. This phase-fluctuation spectrum may be thought of as arising in the following way. The mechanical harmonic oscillator, which is the moving mirror, is driven by various noise sources, both quantum mechanical and classical in origin, and the resulting position fluctuations of the mirror are seen as fluctuations in the phase of the light output from the cavity.
Let us examine the origin of the various terms in the spectrum in turn. The first two terms, which appear in the first set of square brackets, are independent of the frequency, and are the contribution from the (quantum mechanical) shot noise of the light. The first term has the factor of three (rather than a factor of two which would be the case for homodyne detection) due to the contribution from $`q_2(t)`$. The second term is the contribution from $`q_1(t)`$.
The next three terms, which multiply the second set of square brackets, are the back-action of the light on the position of the mirror, noise from internal cavity losses, and the classical amplitude noise on the laser, respectively. Note that the only distinction between the back-action and the internal losses is that former is proportional to the loss rate due to the front mirror, and the latter is proportional to the internal loss rate. It is easily seen that these noise sources should have the same effect upon the position of the mirror: the back-action is due to the random way in which photons bounce off the mirror, whereas the internal losses are due to the similarly random way in which photons are absorbed by the mirror, (or anything else in the cavity). The amplitude fluctuations of the laser also affect the mirror in the same manner, but since these fluctuations are not white noise (as is the case with the quantum noise which comes from the photon ‘collisions’), the response function of the mirror is multiplied by the spectrum of the amplitude fluctuations.
The term which appears in the third set of square brackets is due to the classical phase fluctuations of the laser. Clearly this has quite a different form from that due to the quantum noise and the classical amplitude fluctuations. In particular, it is not dependent upon the coupling constant, $`g`$, because it is derived more or less directly from the input phase noise. Conversely, the noise that derives from the amplitude fluctuations has its origin from the fact that the amplitude fluctuations first drive the mirror, and it is the resulting position fluctuations which cause the phase fluctuations in the output. The classical phase noise term includes a contribution from the laser phase noise reflected from the cavity (that is, the term given explicitly in Eq.(29)), and a contribution from the phase noise on the light which has passed through the cavity (being a part of $`Y_{\text{out}}`$).
The final two terms, which multiply the fourth set of square brackets, are due to the thermal fluctuations of the mirror. Note that these terms are only valid in the region in which $`k_\text{B}T\mathrm{}\nu `$.
Finally we note that we do not see squeezing in the spectrum of phase quadrature fluctuations. This is because squeezing is produced when the cavity detuning is chosen so that the steady state detuning is non-zero . We have chosen to set the steady state detuning to zero in this treatment as we are not concerned here with reducing the quantum noise.
In what follows we examine various aspects of the spectrum which are of particular interest. Before discussing considerations for detecting the back-action noise, we compare the spectrum with that which would have been obtained using the SBMME, and for that which would result from the use of homodyne detection. We then write the spectrum at resonance as a function of the laser power, and plot this for current experimental parameters. So far we have been considering the noise power spectrum, and have made no particular reference to the limit this implies for a measurement of the position of the mirror. In section V C we show how the spectrum tells us the limit to the accuracy of position measurement in the presence of the noise sources.
### A Comparison with the Standard Treatment of Brownian Motion
To obtain the spectrum we have used the corrected Brownian motion master equation . This is essential because the spectrum which results from the standard Brownian motion master equation contains a term which is assymetric in $`\omega `$, and therefore clearly incorrect. In particular, to obtain the spectrum given by the SBMME from that given by the CBMME, the term proportional to $`T_\text{s}^1`$ must be replaced by
$$2\omega \gamma \mathrm{\Gamma }\chi ^2\alpha ^2\nu \left[\frac{\left(\left(\frac{\gamma +\mu }{2}\right)^2+\omega ^2\right)}{|D(\omega )|^2}\right].$$
(77)
That the spectrum must be symmetric in $`\omega `$ follows readily from the stationarity of the output field, and the fact that the output field commutes with itself at different times. In particular, the stationarity of the output field means that the correlation function of the signal only depends on the time difference, so that
$$R(t)R(t+\tau )=G(\tau ).$$
(78)
As the output field commutes with itself at different times, $`R`$ commutes with itself at different times, and we have
$$G(\tau )=R(t)R(t\tau )=R(t\tau )R(t)=G(\tau ).$$
(79)
The correlation function is therefore symmetric in $`\tau `$. As the spectrum is the Fourier transform of the correlation function, it follows from the properties of the Fourier transform that the spectrum is symmetric in $`\omega `$.
It was shown in Ref. that for realistic systems at high temperatures the SBMME has a stationary density matrix which is positive. The non-Lindblad nature of the master equation appears only to cause problems at short times. In our problem we are calculating spectra at steady-state so it might seem surprising that the non-Lindbad nature does cause problems for us. On reflection, however, this is not surprising. The spectra we calculate are for continuously measured quantities. Making such measurements continuously reprepares the system in a conditioned state which is different from the stationary state. Thus if one is observing the system then it is never really at steady state and the “initial slip” problem of Ref. never goes away.
Diosi’s corrected Brownian motion master equation removes the term asymmetric in $`\omega `$ by adding a noise source to the position (see Eq.(37)) which is correlated with the noise source for the momentum. In doing so it produces an additional term in the spectrum proportional to $`1/T`$, an effect which, it should be noted, is independent of the phase detection scheme. For temperatures (and frequencies) for which this new term is much smaller than the standard term, which is proportional to $`T`$, this new term can be neglected. However, the question of observing this term experimentally is a very interesting one, because it would allow the CBMME to be tested. Comparing the new term with the term proportional to $`T`$ we find that the new term begins to dominate when
$$T<\left(\frac{\mathrm{}}{12k_\text{B}}\right)\sqrt{\mathrm{\Gamma }^2+\omega ^2}.$$
(80)
For temperatures of the order of a few Kelvin, the additional term therefore becomes apparent in the spectrum at frequencies of a few Gigahertz. Note that for such high frequencies phase modulation may no longer be practical however, owing to the fact that $`\mathrm{\Delta }`$ must be much larger than the frequency range of the signal. In that case the use of alternative phase detection schemes would be required
### B Comparison with Homodyne Detection
Let us now briefly compare the spectrum derived above for phase modulation detection to that which would be obtained with homodyne detection. Firstly, if homodyne detection had been used, the overall scaling of the spectrum would be different, as it would be proportional to the strength of the local oscillator. Thus the factor of $`1/(\epsilon \beta )^2`$ would be replaced by $`1/(\stackrel{~}{\beta }\kappa )^2`$, in which $`\stackrel{~}{\beta }`$ and $`\kappa `$ are as defined in Eq. (30). This overall factor aside, two terms in the spectrum would change. The shot noise component would be reduced to unity, and the classical phase noise contribution would become
$$4\stackrel{~}{G}_y(\omega )\left[\frac{\left(\frac{\gamma \mu }{2}\right)^2+\omega ^2}{\left(\frac{\gamma +\mu }{2}\right)^2+\omega ^2}\right].$$
(81)
### C The Error in a Measurement of Position
So far we have been considering the noise spectrum of the phase quadrature, as this is what is actually measured. In this section we show how the error in a measurement of the position of the mirror may be obtained in a simple manner from the spectrum, Eq.(75), and give an example by calculating it explicitly for some of the terms. As explained above, the reason for performing the phase measurement is that it constitutes essentially a measurement of the position of the mirror.
We can choose to measure the amplitude of position oscillations at any frequency, but for the purposes of discussion, a measurement of a constant displacement is the simplest. First we must see how the position of the mirror appears in the signal, which is the phase quadrature measurement (that is, convert from the units of the signal into units of the position fluctuations). This is easily done by calculating the contribution to the spectrum of the position fluctuations due to one of the noise sources (for the sake of definiteness we will take the thermal noise), and comparing this to the equivalent term in the spectrum of the signal. This gives us the correct scaling. Performing this calculation, we find that the spectrum of position fluctuations of the mirror due to thermal noise is given by the thermal term in the spectrum (Eq.(75)), multiplied by the factor
$$\frac{\mathrm{}}{2m(\epsilon \beta )^2\gamma \nu \chi ^2\alpha ^2}\left(\left(\frac{\gamma +\mu }{2}\right)^2+\omega ^2\right).$$
(82)
From this we see that the scaling factor is frequency dependent. This means,that the spectrum of the position fluctuations is somewhat different from the spectrum of the resulting phase quadrature fluctuations. For the measurement of the phase to correspond to a true measurement of the position the two spectra should be the same. This is true to a good approximation when $`\gamma `$ is much larger than the range of $`\omega `$ over which the spectrum of position fluctuations is non-zero, and this is why the scheme can be said to constitute a measurement of position when $`\gamma \nu ,\mathrm{\Gamma }`$.
In performing a measurement of a constant displacement of the mirror (achieved by some constant external force), the signal (after scaling appropriately so that it corresponds to position rather than photocurrent) is integrated over a time $`\tau _\text{m}`$. The best estimate of the displacement is this integrated signal divided by the measurement time. The error, $`\mathrm{\Delta }x`$, in the case that the measurement time is much greater than the correlation time of the noise, is given by
$$\mathrm{\Delta }x^2(0)=_{\mathrm{}}^{\mathrm{}}R_x(0)R_x(\tau )𝑑\tau /\tau _\text{m}=S_x(0)/\tau _\text{m}.$$
(83)
In this equation $`R_x`$ and $`S_x`$ are the appropriately scaled signal and spectrum. To calculate the error in the measurement of a constant displacement, all we have to do, therefore, is to scale the spectrum using the expression Eq.(82), evaluate this at zero frequency, and divide by the measurement time. In general, the spectrum evaluated at a given frequency, once divided by the measurement time, gives the error in a measurement of the amplitude of oscillations at that frequency. We calculate now the contribution to the error in a measurement at zero frequency and at the mirror resonance frequency, from the shot noise, thermal, and quantum back-action noise. In the following we write the expressions in terms of the parameters usually used by experimentalists: the laser power, $`P`$, cavity finesse $``$, and the quality factor for the mirror oscillator, $`Q=\nu /\mathrm{\Gamma }`$. We chose the cavity to be impedance matched, since this is usually the case in practice. This means that the decay rate due to the input coupler, $`\gamma `$, is chosen equal to the internal cavity decay rate, $`\mu `$. The total decay rate of the cavity is therefore $`2\gamma `$, so that the finesse is given by $`=\pi c/(2L\gamma )`$. We also assume that $`\gamma \nu `$, which is certainly true in current experiments. Performing the calculation we find that the contribution due to the shot noise is the same at all frequencies, and is given by
$$\mathrm{\Delta }x_{\text{SN}}^2=\frac{3\pi ^2}{32}\left(\frac{\mathrm{}c^2}{\omega _0}\right)\frac{1}{^2P\tau _\text{m}}.$$
(84)
The contribution from the quantum back action for a measurement of a constant displacement is
$$\mathrm{\Delta }x_{\text{BA}}^2(0)=\frac{4}{\pi ^2}\left(\frac{\mathrm{}\omega _0}{c^2}\right)\left(\frac{1}{m^2\nu ^4}\right)\frac{^2P}{\tau _\text{m}},$$
(85)
and for a measurement at the resonance frequency $`\nu `$ it is $`\mathrm{\Delta }x_{\text{BA}}^2(\nu )=Q^2\mathrm{\Delta }x_{\text{BA}}^2(0)`$. Note that since $`\mu =\gamma `$, the contribution from the internal cavity losses is also given by this expression. In a sense, the internal cavity loss noise can also be regarded as a back-action term, although the back action is from a measurement process due to the interaction with an environment that is not being observed. The total error which can be said to arise from the random ‘photon impacts’ on the mirror (in the absence of classical laser noise) is the sum of the back-action and internal loss noise, and is therefore given by
$$\mathrm{\Delta }x_{\text{PN}}^2(0)=\frac{8}{\pi ^2}\left(\frac{\mathrm{}\omega _0}{c^2}\right)\left(\frac{1}{m^2\nu ^4}\right)\frac{^2P}{\tau _\text{m}}.$$
(86)
The contribution from the thermal noise is
$$\mathrm{\Delta }x_{\text{Th}}^2(0)=\left(\frac{2k_\text{B}T}{m\nu ^3Q\tau _\text{m}}\right)+\left(\frac{\mathrm{}^2}{6m\nu k_\text{B}TQ^3\tau _\text{m}}\right),$$
(87)
for a constant displacement, and is
$$\mathrm{\Delta }x_{\text{Th}}^2(\nu )=\left(\frac{2k_\text{B}QT}{m\nu ^3\tau _\text{m}}\right)+\left(\frac{\mathrm{}^2Q}{6m\nu k_\text{B}T\tau _\text{m}}\right),$$
(88)
for an oscillation at the mirror frequency. In obtaining the second term in this last expression we have also used
$`\nu \mathrm{\Gamma }`$. The contribution from the other noise sources may also be readily evaluated from the terms in the spectrum Eq.(75).
Let us examine the total error in a position measurement resulting from these four contributions (shot-noise, back-action, internal losses, and thermal noise) for state-of-the-art experimental parameters. Reasonable values for such parameters are as follows . The laser frequency is $`\omega _0=2\pi \times 2.82\times 10^{14}\text{rad s}^1`$ (assuming a Nd:YAG laser with a wavelength of 1064 nm), the cavity length is $`L=1\text{cm}`$, the mass of the oscillating mirror is $`m=10^5\text{kg}`$, and the resonant frequency of the mirror is $`\nu =2\pi \times 2\times 10^4\text{rad s}^1`$. The quality factor of the mirror is four million, which gives $`\mathrm{\Gamma }3\times 10^2\text{s}^1`$. With these parameters for the cavity we have $`\chi =2.29\times 10^4\text{s}^1`$. The cavity damping rate through the front mirror is $`\gamma =4.7\times 10^5\text{s}^1`$, and we assume impedance matching so that $`\mu =\gamma `$. The cavity may be cooled to a temperature of $`T=4.2\text{K}`$, so that $`T_\text{s}=k_\text{B}T/(\mathrm{}\nu )=4.37\times 10^6`$, which is certainly in the high temperature regime ($`T_\text{s}1`$). The Diosi term (of order $`T_\text{s}^2`$ at resonance) is thus totaly negligible.
In figure 2 we plot the position measurement error as a function of the laser power, both for the measurement of a constant displacement, and for a displacement at the mirror resonance frequency. The expressions for the measurement error derived above are valid in the limit where the measurement time is much greater than the correlation time of the noise. As the cavity-mirror system is driven by white noise, this correlation time is given approximately by the longest decay time of the system. In our case this is the decay time of the moving mirror, given by $`1/\mathrm{\Gamma }30\text{s}`$. In view of this we have chosen a measurement time of 300 seconds (5 minutes) for the plot in figure 2.
The uncertainty due to the shot noise falls off with laser power, while that due to thermal noise is independent of laser power, and that due to the quantum back-action increases with laser power. These results are already well known. The thermal and back-action contributions are much greater at the resonance frequency of the mirror, due to the high mechanical $`Q`$ factor. The optimal regime for detecting the quantum back-action noise is at resonance, as the absolute magnitude of this noise is largest in this case. Reasonable experimental values for laser power lie between the solid lines, where the increase in noise due to the back-action is visible. However, our analysis of the spectrum shows us that the full situation is more complicated. We have shown that the noise due to internal cavity losses and the classical laser amplitude noise have the same dependence on frequency as the quantum back-action. In order to reach the back-action dominated regime, the laser amplitude noise must be at the shot noise level, and the frequency noise must be extremely low.
## VI Conclusion
We have examined the optomechanical system consisting of a Fabry-Perot cavity containing a moving mirror to see how the quantum mechanical back-action appears among the various sources of classical noise. We have shown a number of things regarding this question. First of all, the relationship of the shot noise to the noise resulting from the oscillating mirror, and hence the limit on a position measurement due to the shot noise, is dependent on the phase measurement scheme. In particular, the result for phase modulation detection, which is commonly used in experiments of this kind, is not the same as that for homodyne detection. We have found that while the signature of the classical phase noise is quite different for that of the quantum-back action, the noise due to intracavity losses and classical amplitude noise has a very similar signature to the back-action. As far as the parameters of the cavity and oscillating mirror are concerned, realisable experiments are beginning to fall in the region where the quantum back-action may be observed.
In our treatment of the system we have shown that the standard quantum Brownian motion master equation produces a clearly spurious term in the steady state noise spectrum for the phase quadrature measurement. We have shown that the corrected Brownian motion master equation, derived by Diosi, corrects this error. However, it also produces a new term in the spectrum which is small for present experimental systems. Testing for the existence of this term poses an experimental challenge that might be met using miniature, high frequency oscillators and ultra-low temperatures.
## Acknowledgements
Discussions on the subject of quantum limited measurements with Jürgen Mlynek, Gerd Breitenbach, Thomas Müller, and Thomas Kalkbrenner at the University of Konstanz are gratefully acknowledged. I.T. wishes to thank the Alexander von Humboldt Foundation, and J. Mlynek for his hospitality. K.J. wishes to acknowledge the support of the British Council and the New Zealand Vice Chancellors Committee. H.W. was supported by the Australian Research Council and the University of Queensland.
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# Disoriented Chiral Condensates, Pion Probability Distributions and Parallels with Disordered System
## Abstract
A general expression is discussed for pion probability distributions coming from relativistic heavy ion collisions. The general expression contains as limits: 1) The disoriented chiral condensate (DCC), 2) the negative binomial distribution and Pearson type III distribution, 3) a binomial or Gaussian result, 4) and a Poisson distribution. This general expression approximates other distributions such as a signal to noise laser distribution. Similarities and differences of the DCC distribution with these other distribution are studied. A connection with the theory of disordered systems will be discussed which include spin-glasses, randomly broken objects, random and chaotic maps.
25.75Dw, 25.75Gz, 24.10Pa
The purpose of this paper is to discuss a general expression for the pion probability distribution which may be used to analyze pions coming from relativistic heavy ion collisions. The study of pions is of current interest for several reasons. First pions are the main component of the produced particles coming from such collisions. Several thousand pions are now observed at CERN SPS experiments and this number may go up by a factor of 10 at RHIC energies. Secondly, the behavior of pions may signal the formation of the quark-gluon plasma as, for example, in the disoriented chiral condensate (DCC) picture . Thirdly, the fluctuations in pions have been discussed in terms of intermittency and fractal structure coming from non-Poissonian effects. A distribution which has been used to discuss these phenomena is the negative binomial (NB) distribution . The NB distribution also has an important feature known as Koba-Nielsen-Olessen (KNO) scaling which the Poisson distribution lacks. Fourthly, the Bose-Einstein correlations amongst pions is an important property used in Hanbury-Brown-Twiss (HBT) experiments, and such correlations have also been proposed for the formation of a pion laser . Bose-Einstein condensation of atoms in a laser trap is a very recently observed phenomena in another area of physics. Distributions which extrapolate between Poisson and Bose-Einstein and negative binomial have been developed, such as the signal to noise model of Glauber-Lach. This S/N model was originally developed in quantum optics, but has also used for particle production and a review can be found in . The expression to be developed extends the range of extrapolation by including not only these distribution but others. Specifically, a general expression will be developed which contains as special limiting cases the DCC distribution, the NB distribution, a binomial distribution or Gaussian like distribution, and the Poisson distribution. The general distribution also approximates the S/N model. A connection with the theory of disordered systems will also be discussed further. These disordered systems included spin-glasses , randomly broken objects , random permutations , random maps , and chaotic maps . For example, the disoriented chiral condensate gives a probability distribution which comes from a random direction of the isospin vector and a connection of the DCC state with the theory of disordered systems will be noted. The probability distribution is simply given by
$`P_k(N,x,\gamma )=\left(\begin{array}{c}N\\ k\end{array}\right){\displaystyle \frac{\mathrm{Beta}[Nk+x,k+\gamma ]}{\mathrm{Beta}[x,\gamma ]}}`$ (1)
where $`k`$ is a random variable which can take on values $`k=0`$, 1, 2, …, $`N`$, and $`x`$, $`\gamma `$ are parameters. The $`\mathrm{Beta}`$ function that appears in Eq.(1) is $`\mathrm{Beta}[\omega ,z]=\mathrm{\Gamma }(\omega )\mathrm{\Gamma }(z)/\mathrm{\Gamma }(\omega +z)`$ where $`\mathrm{\Gamma }(z)`$ is a gamma function. In probability theory, $`P_k(N,x,\gamma )`$ is known as a Polyá distribution . This distribution was used in Ref. to describe cluster yields coming from high energy heavy ion collisions and a connection of it with the theory of disordered systems was discussed briefly in Ref.. Its usefulness as a model for pion probability distribution will be developed.
Some interesting limits of Eq.(1) are as follows. Setting $`x=1`$, $`\gamma =1/2`$ in Eq.(1), the $`P_k(N,x,\gamma )=P_k(N,1,1/2)`$ is given by
$`P_k(N,1,1/2)={\displaystyle \frac{(N!)^22^{2N}(2k)!}{(2N+1)!(k!2^k)^2}}{\displaystyle \frac{1}{2\sqrt{Nk}}}.`$ (2)
Eq.(2) appears in pionic yields from the disoriented chiral condensate model of a QCD phase transition. Specifically $`2k=n_0`$ is the number of neutral pions and $`2N=n_0+n_++n_{}`$ is the total number of pions with $`n_+=n_{}`$ being the number of positive or negative pions. In obtaining $`1/2\sqrt{Nk}`$, Stirling’s approximation was used. The probability distribution for the neutral to total pion yield, $`R_3=n_0/(n_0+n_++n_{})`$, is then $`P(R_3)1/2\sqrt{R_3}`$. A general expression for the fluctuation of Eq.(1) is
$`k^2k^2={\displaystyle \frac{x}{x+\gamma +1}}k\left(1+{\displaystyle \frac{k}{\gamma }}\right)`$ (3)
where $`k=\left(\gamma /(x+\gamma )\right)N`$. For $`x=1`$, $`\gamma =1/2`$, $`k=(1/3)N`$ or $`n_0=2N/3=n_+=n_{}`$. Thus $`n_0^2n_0^2=(4/5)n_0(1+n_0)`$ and $`n_+^2n_+^2=(1/5)n_+(1+n_+)=(1/4)(n_0^2n_0^2)`$. The probability distribution of $`j`$ $`\pi _+`$’s or $`\pi _{}`$’s is
$`P_j(N,1,1/2)={\displaystyle \frac{(N!)^22^{2j}}{(2N+1)!}}{\displaystyle \frac{(2(Nj))!}{((Nj)!)^2}}{\displaystyle \frac{1}{2\sqrt{N(Nj)}}}`$ (4)
The $`P_j(N,1,1/2)`$ increases with $`j`$ and behaves asymptotically like the arcsine distribution $`1/\pi \sqrt{j(Nj)}`$ for $`jN`$ when $`N`$ is very large. This behavior is totally different than the $`\pi _0`$ behavior simply obtained from Eq.(2). As will be shown the $`\pi _0`$ behavior can be approximated by other distributions, but not this $`\pi _+`$ or $`\pi _{}`$ behavior which is coupled to the $`\pi _0`$ distribution. The arcsine distribution is also a special case of a distribution related to Eq.(1) to be discussed below. The constraint $`2N=n_0+n_++n_{}`$ represents a major difference between the DCC model and a NB description and other probability distributions usually applied to pionic yields.
A binomial limit of Eq.(1) is obtained in the limit $`x\mathrm{}`$, $`\gamma \mathrm{}`$. If $`x=2\gamma `$ so that $`n_0=n_+=n_{}=\frac{1}{3}(2N)`$, then $`P_k(N)=\left(\begin{array}{c}N\\ k\end{array}\right)\left(\frac{1}{3}\right)^k\left(\frac{2}{3}\right)^{Nk}`$. Also $`k^2k^2=(2/3)k`$ from Eq.(1) and since $`n_0=2k`$: $`n_0^2n_0^2=(4/3)n_0`$. For large $`N`$, the binomial distribution is approximately a Gaussian. The DCC distribution for a large number of domains is also a binomial. In the limit in which each domain has $`k=0`$ or 1 or $`n_0=0`$, 2 $`\pi _0`$’s so that the number of domains equals $`N`$, then the $`P_k(N)`$ is also given by the binomial result quoted above. Moreover, the DCC distribution has the following central limit theorem feature. Let $`m`$ equal the number of domains and let $`N_1`$ be the maximum $`k_1`$ in any one domain, i.e., $`k_1=0`$, 1, 2, …, $`N_1`$, with $`n_{01}=0`$, 2, …, $`2N_1`$ the random number of $`\pi _0`$’s coming from each domain. The fluctuation in one domain is $`k_1^2k_1^2=\sigma _1^2`$ and is given by Eq.(3) with $`x=1`$, $`\gamma =1/2`$, or using $`n_1=N_1/3`$: $`k_1^2k_1^2=(2/15)N_1(1+2N_1/3)`$. For $`m`$ DCC cells, the total variance is $`\sigma _m^2=m\sigma _1^2=(2/15)N(1+2N/3m)`$. When $`m=N`$, $`\sigma _m^2=(2/9)N`$ which is the binomial result.
A negative binomial limit can also be obtained from Eq.(1) in the limit $`N\mathrm{}`$ $`x\mathrm{}`$, $`\rho =x/N`$ and $`p=\rho /(1+\rho )`$. Then
$`P_k(p,\gamma )`$ $`=`$ $`\left(\begin{array}{c}\gamma +k1\\ k\end{array}\right)p^\gamma (1p)^k`$ (5)
$`=`$ $`\left(\begin{array}{c}\gamma +k1\\ k\end{array}\right){\displaystyle \frac{1}{\left(1+k/\gamma \right)^\gamma }}\left({\displaystyle \frac{k/\gamma }{1+k/\gamma }}\right)^k`$ (6)
where $`k=\left(\gamma /(x+\gamma )\right)N=\gamma /\rho `$ and $`k^2k^2=k(1+k/\gamma )`$ from Eq.(3). The $`P_k`$ of Eq.(6) is the NB distribution with $`\gamma `$ now the NB parameter. The NB distribution is of current interest since this distribution fits many experimental observations as, for example, in the multiplicity distribution of hadrons produced in $`e^+e^{}`$ collisions at LEP and PEP-PETRA and in hadron and heavy ion collisions . Van Hove and Giovannini have discussed a clan model which gives a NB distribution. Carruthers and Shih summarized various mechanisms that lead to NB distributions and show that this distribution can be put into a correspondence with self-similar Cantor sets or fractal structures. The NB distribution has been used to discuss issues related to intermittency . Taking $`\gamma =1/2`$, the same value of $`\gamma `$ as in the DCC distribution, then
$`P_k(1/2)={\displaystyle \frac{(2k)!}{2^k(k!)^2}}\left({\displaystyle \frac{1}{1+2k}}\right)^{1/2}\left({\displaystyle \frac{2k}{1+2k}}\right)^k`$ (7)
The factor $`(2k)!/2^k(k!)^2`$ also appears in the DCC distribution and its Stirling limit is $`1/\sqrt{\pi k}`$ which gives the $`1/\sqrt{R_3}`$ behavior associated with the DCC state. The factor $`\left(2k/(1+2k)\right)^k`$ gives a geometric series decrease or exponential decrease in $`P_k`$. Writing $`\left(2k/(1+2k)\right)=e^{\alpha k}`$ with $`\alpha =\mathrm{ln}(1+1/2k)1/2k`$ results in $`P_k(1/2)\left(1/\sqrt{2\pi kk}\right)e^{k/2k}`$. For general $`\gamma `$,
$`P_k(\gamma )\left(k^{\gamma 1}/\mathrm{\Gamma }(\gamma )\right)\left(\gamma /k\right)^\gamma e^{\gamma k/k}`$ (8)
which is a Peason type III distribution.
The Poisson limit of the NB is realized when $`\gamma k`$. Both the NB and DCC have larger than Poisson fluctuations. Fluctuations of pions larger than Poisson are to be expected just on the basis of Bose-Einstein statistics, with the Poisson limit obtained from Maxwell-Boltzmann statistics. A 20% enhancement in fluctuations above those of Poisson statistics occurs in both hydrodynamic and thermodynamic models from Bose-Einstein correlations . An important feature of the NB and Peason type distribution is that $`kP_k(\gamma )`$ is a universal function of the scaled variable $`k/k`$ in the limit $`k\mathrm{}`$, $`k\mathrm{}`$, which is known as KNO scaling . For example the Peason Type III is simply $`kP_k(\gamma )=\left(\gamma ^\gamma /\mathrm{\Gamma }(\gamma )\right)\left(k/k\right)^{\gamma 1}e^{\gamma k/k}`$ and the DCC distribution is $`kP_k\left(1/2\sqrt{3}\right)\left(\frac{k}{k}\right)^{1/2}`$. However, the Poisson distribution does not obey KNO scaling.
Other distribution have been developed which extrapolate between Poisson and NB and have been used to describe the multiplicity distribution of produced particles. These include the Glauber-Lach signal S to noise NL model with S the coherent signal level (Poisson emitter) and NL the thermal Bose-Einstein noise level. In Biyajima’s generalization of this model , the probability of $`k`$ particles is given by a distribution which is called a laser distribution:
$`P(k)={\displaystyle \frac{(NL/\alpha )^k}{(1+NL/\alpha )^{k+\alpha }}}e^{S/\left(1+\frac{NL}{\alpha }\right)}L_k^{\alpha 1}\left({\displaystyle \frac{\alpha \frac{S}{NL}}{1+\frac{NL}{\alpha }}}\right)`$ (9)
with $`\alpha =1`$ the Glauber-Lach model and $`L_k^{\alpha 1}`$ is a generalized Laguerre function. The $`k=NL+S`$ and $`k^2k^2=k+NL(2S+NL)/\alpha `$. The Poisson limit is achieved when $`NL0`$, while a NB limit follows for $`S0`$. By comparison, the distribution of Eq.(1) also contains these two limits as well as the DCC distribution and other distributions already mentioned. Fig.1 illustrates the similarity of Eq.(1) for the DCC choice of $`x=1`$, $`\gamma =1/2`$ and for $`N=300`$ with the distribution of Eq.(9) with $`\alpha =1/2`$, $`S=62`$, $`NL=38`$. Both distributions have $`k=100`$. In the DCC choice $`k`$ is restricted to $`0kN`$ while for signal to noise models $`0k\mathrm{}`$. The figure shows the interval $`0k300`$ only. As noted, a major difference between the DCC results and these other models is the constraint $`2N=\pi _0+\pi _++\pi _{}`$. This leads to totally different behaviors in the $`\pi _0`$ channel and the $`\pi _+`$, $`\pi _{}`$ channel. This result suggests that event-by-event data should be investigated not only for the fall off in $`\pi _0`$ to total yield as $`1/2\sqrt{R_3}`$ but also the rise in the $`\pi _+`$ or $`\pi _{}`$ yields as given by Eq.(4). Also shown in this figure is a NB distribution with $`\gamma =1/2`$ and $`k=100`$. If the fluctuations of the two distributions, Eq.(1) and Eq.(9) are equated then $`\alpha `$, $`\gamma `$ are connected by $`\gamma =\alpha /(1b^2)`$ where $`bS/(NL+S)`$ is the fractional signal level. Very large Bose-Einstein enhancements to Poisson results can appear in other models such as the pion laser model of Ref..
When Eq.(1) is rewritten as
$`P_k(N,x,\gamma )={\displaystyle \left(\begin{array}{c}N\\ k\end{array}\right)w^k(1w)^{Nk}u(w,x,\gamma )𝑑w}`$ (10)
important functions as $`u(w,x,\gamma )=\left(\mathrm{Beta}(x,\gamma )\right)^1w^{\gamma 1}(1w)^{x1}`$ and $`f(w,x,\gamma )=w^1u(w)`$ emerge. The $`u(w,x,\gamma )`$ is also the limit of $`P_k(N,x,\gamma )`$ as $`N\mathrm{}`$, $`k\mathrm{}`$, $`k/Nw`$. The Stirling limit of Eq.(1) corresponds to $`u(w,1,1/2)`$. The distribution of Eq.(10) and $`u(w,x,\gamma )`$ and its associated $`f(w,x,\gamma )`$ play a prominant role in the theory of disordered systems such as spin-glasses, randomly broken objects, random and chaotic maps, etc. Table 1 summarise some of these connections. The choice of $`x`$ and $`\gamma `$ varies for the different areas as listed in the table. The last column gives the quantity described by Eq.(10). In spin-glass models, random hamiltonians based on an Ising interaction $`J\stackrel{}{\sigma }_i\stackrel{}{\sigma }_j`$ (where $`J=\pm |J|`$ is chosen randomly) are used to calculate rugged free-energy landscapes. The function $`f(w,x,\gamma )`$ and its related probability function $`u(w,x,\gamma )`$ give the distribution of well depths in the free energy landscape. For clusters and breaking processes, with initial size $`A`$ into fragments of size $`k=1`$, 2, …, $`A`$ with $`n_k=`$ the number of fragments of size $`k`$, $`f(w,x,\gamma )`$ is related to $`n_k`$ by $`An_kf(w,x,\gamma )`$ in the limit $`k`$, $`A\mathrm{}`$ with $`w=k/A`$. At $`x=1`$, $`n_k1/k^\tau `$, a power law distribution with Fisher exponent $`\tau =2\gamma `$. In the case of random permutations in Table 1, the $`n_k`$ of the cluster example just given now becomes the number of cycles of length $`k`$, when the symmetric group of permutations is represented by its cycle class structure. A cycle class description for pionic distributions was also described in Ref.. The random map example of Table 1 is also a prototype model for disordered systems . Here $`n_k`$ is the number of attractors with $`k`$ elements. These attractors are limit cycles produced in a random mapping of $`A`$ points into itself (allowing multiple points to go into one point). The $`f(w,x,\gamma )`$ and $`u(w,x,\gamma )=wf(w,x,\gamma )`$ follow as in the cluster case above. Chaotic maps, such as the tent and quadratic map , have invariant distributions which are given by arcsine laws. The $`u(w,x,\gamma )`$ for $`x=\gamma =1/2`$ is the arcsine distribution $`u(w,x,\gamma )=\pi /\left(w(1w)\right)^{1/2}`$.
To summarize and conclude, this paper contained a general expression for pions coming from relativistic heavy ion collisions. Various limits of this general distribution contain frequently used pion distribution. One important example is the disordered chiral condensate distribution which is of current interest because of its use as a possible signal of the quark-gluon phase transition. Another important limit gives rise to the negative binomial distribution which appears in discussions of intermittency, KNO scaling, non-Poissonian fluctuations. Other limits include a binomial limit, or Gaussian like limit, and a Poisson limit. Distributions which extrapolate between Poisson and negative binomial such as the Glauber-Lach and laser distribution have been developed previously and this paper extends the range of limiting cases to include many other distributions. Comparisons are made between the DCC, NB distribution, and laser distribution, with each having large fluctuations. Similarities and differences which may be important in understanding the quark-gluon phase transition are discussed. For example, the DCC distribution has a probability distribution of $`\pi _0`$’s which falls a $`1/\sqrt{k}`$, Eq.(2), coupled with a $`\pi _+`$ or $`\pi _{}`$ distribution which rises as $`1/\sqrt{Nk}`$, Eq.(4), as $`jN`$ for $`j`$ $`\pi _+`$’s or $`\pi _{}`$’s. The $`\pi _0`$ distribution can be approximated by a standard negative binomial model or a signal to noise laser model as shown in Fig.1. Thus, this unique coupling of the $`\pi _0`$ and $`\pi _+`$ or $`\pi _{}`$ channel characterizes the DCC state more than just the often quoted $`1/\sqrt{R_3}`$ or $`1/\sqrt{k}`$ behavior in the probability distribution of $`\pi _0`$’s. Heavy ion pion production data may also be analyzed in terms of the general distribution. The connection of this general distribution with the theory of disordered systems is discussed. These connections included spin glasses, randomly broken objects, random permutations, random maps and chaotic maps.
This research was supported by a DOE grant, Grant # DE-FG02-96ER-40987.
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# QUASIELASTIC ELECTRON SCATTERING FROM NUCLEI: RANDOM-PHASE VS. RING APPROXIMATIONS
## I INTRODUCTION
In the past years, much attention has been paid to the study of the electron scattering (nuclear) responses in the quasi-free regime. The good description of the cross sections provided by means of a simple Fermi gas model in the former work of Moniz et al. was suddenly broken when the longitudinal/transverse experimental separation was performed . After this, many different physical mechanisms, such as, e.g., short- and long-range correlations, meson-exchange currents, final state interactions, etc., have been argued to be responsible of the observed discrepancies. However, a definite answer to the problem is still not available.
Calculations of the nuclear responses in this energy region can be grouped in two general approaches. A first one considers the nucleus as a finite system -. The other one uses nuclear matter together with an additional approximation (say, a variable Fermi momentum or the local density approximation) to obtain the results for finite nuclei -.
Nuclear matter formalism takes advantage of the translational invariance inherent to the infinite systems, something which simplifies considerably the technology to be used (at least, a priori). However, most of the calculations done in this approach have been performed in the so-called ring approximation (RA) -. This framework is usually (and incorrectly) called random-phase approximation (RPA), though the exchange terms are not considered. Curiously, full true RPA nuclear responses have been evaluated only for finite nuclei , despite the complexity of the calculations for these systems in comparison with those for nuclear matter. A first attempt to carry out RPA calculations for infinite systems was done in Ref. , where the longitudinal response was evaluated by means of the continued fraction method with exchange terms considered up to first order only. More recently, two different procedures to calculate the nuclear matter responses in a RPA framework have been developed for a general finite range effective interaction .
It is commonly assumed that the RA can simulate the effect of RPA exchange terms by an adequate choice of the Landau parameters included in the interaction. In particular, for the transverse responses, in which we are interested in this work, the $`g_0^{}`$ parameter will be the important one. However, Shigehara et al. have shown that this is true in the $`\sigma \tau `$ response for finite nuclei when a particular $`G`$-matrix, which has a weak momentum dependence in the exchange channel is used as effective interaction. The validity of this hypothesis for the standard $`g_0^{}+V_\pi +V_\rho `$ model has not been clarified.
This is precisely the aim of the present investigation: the study of the possibility for the RA to describe RPA calculations with such an interaction. In Sec. II we compare the RPA responses with the RA ones in order to obtain the values of $`g_0^{}`$ providing the best agreement between both. In Sec. III we go deeper in the question by analyzing the results obtained for two effective interactions obtained by slightly modifying the one used in the previous section. Finally, we present our conclusions in Sec. IV.
## II RPA vs. RA
We start by performing a “model” RPA calculation for the quasielastic nuclear response in <sup>40</sup>Ca. We are interested in the transverse channel and we have used an effective interaction of the form
$$V^\mathrm{I}=V_{\mathrm{LM}}+V_\pi +V_\rho ,$$
(1)
which includes a zero-range force of Landau-Migdal type, which takes care of the short-range piece of the NN interaction:
$$V_{\mathrm{LM}}=C_0[g_0𝝈(1)𝝈(2)+g_0^{}𝝈(1)𝝈(2)𝝉(1)𝝉(2)],$$
(2)
and a finite-range component generated by the ($`\pi `$\+ $`\rho `$)-meson exchange potentials. The particular values of the two parameters of the zero-range piece are $`g_0=0.47`$ and $`g_0^{}=0.76`$ (with $`C_0=386`$ MeV fm<sup>3</sup>). These values permit to reproduce, within the RPA framework, the energies and B-values of the two $`1^+`$ states in <sup>208</sup>Pb at 5.85 and 7.30 MeV. These are the (low-energy) observables we consider to fix the different interactions we use throughout this work (see Ref. for details).
For the calculation of the RPA nuclear responses in the quasi-free region, we have used the prescription of the scheme developed in Ref. and in which the exchange terms are explicitly taken into account for any interaction. For a pure contact interaction exchange terms can be included up to infinite order, while for a finite range one they must be numerically evaluated for each order.
We want to investigate the conditions under which the RA responses provide a reasonable description of the RPA ones. The difference between both approaches is in the presence (or not) of the exchange terms, which are linked to the finite range piece of the interaction. Then we maintain fixed this part of $`V^\mathrm{I}`$ in the RA calculations and vary the value of $`g_0^{}`$ until the required agreement is obtained. This agreement will be “measured” by comparing the values obtained in both approaches for two magnitudes derived from the corresponding responses: the position of the peak $`\omega _{\mathrm{max}}`$ and the non-energy weighted sum rule
$$S_0(q)=_0^{\mathrm{}}d\omega S_\mathrm{T}(q,\omega ),$$
(3)
where $`S_\mathrm{T}`$ is the structure function corresponding to point nucleons, that is without including the corresponding nucleon form factor. If the full transverse response $`R_\mathrm{T}`$ is used in Eq. (3) instead of $`S_\mathrm{T}`$, the results quoted below remain unchanged. We call $`\left(g_0^{}\right)_{\omega _{\mathrm{max}}}`$ and $`\left(g_0^{}\right)_{S_0}`$, respectively, the values of the parameter $`g_0^{}`$ which make the values of $`\omega _{\mathrm{max}}`$ and $`S_0`$ obtained within the RA equal the RPA ones.
In Fig. 1 we show the results obtained in this procedure for momentum transfers ranging from 200 to 550 MeV/$`c`$. Therein, the black squares represent the values $`\left(g_0^{}\right)_{\omega _{\mathrm{max}}}`$, whereas the solid triangles correspond to $`\left(g_0^{}\right)_{S_0}`$. The dotted line gives the $`g_0^{}`$ value used in the RPA calculation. We have not changed the value of $`g_0`$ because, as shown in Ref. , its role in the RA is negligible.
These results deserve several comments:
1. It is clear that the reproduction of the RPA values of $`\omega _{\mathrm{max}}`$ and $`S_0`$ by means of the RA calculations occurs for values of $`g_0^{}`$ which are, in general, quite different from that used for the RPA calculation (dotted line). This is in agreement with the findings of Ref. .
2. The $`g_0^{}`$ values permitting the agreement between both types of calculations for the magnitudes taken into account are clearly incompatible. Only the region around $`q=400`$ MeV/$`c`$ seems to be “magic” in this respect. This is also seen in Fig. 2 where we show the transverse responses for $`q=300`$ (upper panel), $`q=400`$ (medium panel) and $`q=550`$ MeV/$`c`$ (lower panel) obtained in the RPA (dotted curves), in the RA with $`\left(g_0^{}\right)_{\omega _{\mathrm{max}}}`$ (solid curves) and with $`\left(g_0^{}\right)_{S_0}`$ (dashed curves). Is is apparent how the three curves overlap in the case of $`q=400`$ MeV/$`c`$, while they differ in the other two cases. This result generalizes those found by Shigehara et al. for a $`G`$-matrix interaction .
3. The value of the $`g_0^{}`$ parameter needed to obtain the agreement between RA and RPA shows a considerably dependence on the momentum transfer $`q`$, the range of variation being appreciably large. Besides, the values providing the agreement between both type of calculations are (except for a couple of values around 300 MeV/$`c`$) quite different from the value of $`g_0^{}=0.717`$ (dashed-dotted line in Fig. 1) found to provide, in the RA framework, the description of the low-energy properties quoted above. This points out even more the difficulties for the RA to reproduce the RPA results in the quasielastic region.
## III ADDITIONAL RESULTS
The results quoted in the previous section show the inability of the RA calculations to describe the responses obtained in the RPA framework. To go deeper in the investigation of the reasons of this situation, we focus our attention in the exchange terms and in those mechanisms providing the more important contributions to them. In particular we will analyze, first, the role of the pion exchange potential and, second, the importance of the tensor piece of the interaction.
As it is known, the contribution of $`V_\pi `$ to the RA responses is exactly zero in nuclear matter, while the same does not occurs for the RPA because of the presence of the exchange terms. In order to see what is the influence of this piece of the potential, we have performed a new set of calculations, similar to the previous ones, but considering the effective interaction:
$$V^{\mathrm{II}}=V_{\mathrm{LM}}+V_\rho .$$
(4)
Following the same strategy as for $`V^\mathrm{I}`$, we have fixed the values of the zero-range Landau-Migdal parameters $`g_0`$ and $`g_0^{}`$ as indicated above. The results obtained are given in the first row of Table II.
With the interaction fixed in this way we have obtained the corresponding RPA responses and have determined, again, the values of $`g_0^{}`$ making the RA results to agree with the RPA ones. The results obtained are shown in the upper panel of Fig. 3.
The most important question to be noted is the fact that the absence of the pion exchange potential in the RPA calculations strongly modifies the situation. In fact, it can be seen that, in the $`q`$ region between 300 and 500 MeV/$`c`$, a value for $`g_0^{}0.5`$ would provide RA calculations describing reasonably well and simultanoeusly, both $`\omega _{\mathrm{max}}`$ and $`S_0`$ as given by the RPA. This is shown in Fig. 4 where we compare, for the interaction $`V^{\mathrm{II}}`$ we are discussing, the RA responses obtained for $`g_0^{}=0.505`$ (solid curves) with the RPA ones (dotted curves). This value of $`g_0^{}`$ is the one which makes RA and RPA calculations to coincide at $`q=300`$ MeV/$`c`$ and it is worth to point out the big difference with repect to the value $`g_0^{}=0.64`$ used for the RPA calculations (see Table II).
In order to know more about the behavior of the important pieces of the interaction, we have repeated the analysis done for $`V^\mathrm{I}`$ and $`V^{\mathrm{II}}`$ for the effective force:
$$V^{\mathrm{III}}=V_{\mathrm{LM}}+(V_\rho )_{\sigma \sigma \tau \tau },$$
(5)
which has been obtained by eliminating the pion exchange and the tensor piece of the $`\rho `$-exchange from $`V^\mathrm{I}`$. The adjustment of the zero-range parameter at low-energy (as in the two previous calculations) gives the values quoted in the second row of Table II. The results for the values of $`\left(g_0^{}\right)_{\omega _{\mathrm{max}}}`$ and $`\left(g_0^{}\right)_{S_0}`$ are shown in the lower panel of Fig. 3. The situation now is roughly the same as for $`V^{\mathrm{II}}`$, but for a smaller value of $`g_0^{}`$. These results show the importance of the role of the pion exchange potential in this type of calculations.
It should be also noted that, as it occurs in the case of $`V^{\mathrm{II}}`$, the $`g_0^{}`$ value used for the RPA calculations differs from those needed for the RA ones. This claims again the necessity of changing the values of the zero-range parameters fixed in the RPA framework when performing calculations in a different framework, something which is not usually done in the literature.
## IV CONCLUSIONS
In this work we have addressed the role played by the RPA exchange terms in the (e,e’) nuclear response in the quasielastic region. In particular, we have investigated if the RA calculations performed with an effective interaction with a fix $`g_0^{}`$ (independent of the momentum transfer) can simulate the results obtained in the RPA. The main findings are the following:
1. It is not possible to find a single $`g_0^{}`$ value permitting the RA to reproduce the RPA responses. The required $`g_0^{}`$ shows a strong $`q`$ dependence. Besides, this dependence is different when different properties of the responses are considered to match the results obtained with the two approaches. As a consequence, it can be concluded that the RA cannot reproduce the RPA responses in a consistent way.
2. It is important to stress that pion exchange does not contributes to the RA calculations in the transverse channel. It was found that if $`V_\pi `$ is arbitrarily turn off in the effective interaction used for RPA calculations, then a reasonable agreement between both approaches is obtained for $`300`$ MeV/$`cq500`$ MeV/$`c`$. This shows the important role played by this part of the interaction in the type of caculations we have discussed here.
## ACKNOWLEDGMENTS
We are grateful to G. Co’ for valuable discussions. One of us (E.B.) acknowledges the warm hospitality extended to him while visiting the Universidad de Granada. This work has been supported in part by the Agencia Nacional de Promoción Científica y Tecnológica (Argentina) under contract PMT-PICT-0079, by Fundación Antorchas (Argentina), by the DGES (Spain) under contract PB95-1204 and by the Junta de Andalucía (Spain).
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# AEI-099hep-th/9902113 Eigenvalue Distributions in Yang-Mills Integrals
## Abstract
We investigate one-matrix correlation functions for finite $`SU(N)`$ Yang-Mills integrals with and without supersymmetry. We propose novel convergence conditions for these correlators which we determine from the one-loop perturbative effective action. These conditions are found to agree with non-perturbative Monte Carlo calculations for various gauge groups and dimensions. Our results yield important insights into the eigenvalue distributions $`\rho (\lambda )`$ of these random matrix models. For the bosonic models, we find that the spectral densities $`\rho (\lambda )`$ possess moments of all orders as $`N\mathrm{}`$. In the supersymmetric case, $`\rho (\lambda )`$ is a wide distribution with an $`N`$independent asymptotic behavior $`\rho (\lambda )\lambda ^3,\lambda ^7,\lambda ^{15}`$ for dimensions $`D=4,6,10`$, respectively.
Recently there has been renewed interest in dimensional reductions of $`SU(N)`$ Yang-Mills theories. It has been argued that these “toy models”, apart from some subtleties, allow to recover the full unreduced theories in the large $`N`$ limit . The supersymmetric reductions are relevant to D-brane physics and have also been used in various attempts to define non-perturbative formulations of quantum gravity, supermembranes and superstrings. For the complete reduction, all space-time dependence is eliminated from the gauge “fields”, and the continuum Yang-Mills path integral becomes an ordinary multi-matrix integral. The integrals appear to be ill-defined due to the flat directions (i.e. commuting matrices) in the action. Recent calculations have however uncovered that in many cases of interest these matrix integrals converge and thus do not need to be regulated. This was analytically found in the supersymmetric case for $`SU(2)`$ in . In , we found by Monte Carlo methods that the absolute convergence persists for larger values of $`N`$. Furthermore, we numerically established (and proved analytically for $`SU(2)`$) the convergence properties of the bosonic (non-supersymmetric) integrals. Perturbative one-loop estimates in favor of convergence were presented for the supersymmetric case in and, recently, in , for the bosonic case. Mathematically rigorous proofs for $`N>2`$ are however still missing. For some applications of these integrals see e.g. ,, ,.
The integrals in question are
$$𝒵_{D,N}^𝒩:=\underset{A=1}{\overset{N^21}{}}\left(\underset{\mu =1}{\overset{D}{}}\frac{dX_\mu ^A}{\sqrt{2\pi }}\right)\left(\underset{\alpha =1}{\overset{𝒩}{}}d\mathrm{\Psi }_\alpha ^A\right)\mathrm{exp}\left[\frac{1}{2}\mathrm{Tr}[X_\mu ,X_\nu ][X_\mu ,X_\nu ]+\mathrm{Tr}\mathrm{\Psi }_\alpha [\mathrm{\Gamma }_{\alpha \beta }^\mu X_\mu ,\mathrm{\Psi }_\beta ]\right].$$
(1)
They correspond to fully reduced $`D`$-dimensional Euclidean $`SU(N)`$ Yang-Mills theory. Here $`𝒩`$ is the number of real supersymmetries, and for $`𝒩>0`$ the only possible dimensions are $`D=3,4,6,10`$ corresponding to $`𝒩=2,4,8,16`$, respectively. If $`𝒩=0`$ (no supersymmetry), a priori all $`D2`$ are possible and we simply omit the terms with Grassmann fields both from the measure and action of eq.(1). For the detailed notation we refer to ,.
In view of ,, the necessary and sufficient conditions of existence for the integrals eq.(1) then appear to be
$`\begin{array}{ccc}D=4,6,10& \mathrm{and}& N2\end{array}\}`$ $`\mathrm{for}`$ $`𝒩>0`$ (3)
$`\begin{array}{ccc}D=3& \mathrm{and}& N4\\ & & \\ D=4& \mathrm{and}& N3\\ & & \\ D5& \mathrm{and}& N2\end{array}\}`$ $`\mathrm{for}`$ $`𝒩=0`$ (10)
As already mentioned in , it is only the bosonic $`D=3`$ $`SU(3)`$ integral which escapes a clear-cut classification by numerical means as we cannot exclude almost marginal convergence. We have now checked that the susy $`D=3`$ integral is not absolutely convergent<sup>§</sup><sup>§</sup>§ This case, with $`𝒩=2`$, is special in that, at least for even $`N`$, the integral is formally zero. The integral is however not absolutely convergent, as we have checked numerically with the methods used in this paper. This divergence is also present in the analytically tractable $`SU(2)`$ case. Adding a Chern-Simons term, as proposed in , does not improve convergence and the $`D=3`$ susy integral modified by such a term is divergent for all $`N`$. for any $`N`$, disproving a conjecture made in .
For the large $`N`$ limit, eq.(10) implies existence of the integrals for $`D3`$ in the bosonic case and for $`D=4,6,10`$ in the supersymmetric case.
Analytic motivation of eq.(10) for general $`N`$ can be obtained from the one-loop perturbative calculations of the effective action as presented in ,: Decompose the matrices into diagonal $`D(X_\mu )`$ (with matrix elements $`D(X_\mu )_{ij}=\delta _{ij}x_\mu ^i`$) and off-diagonal components $`Y_\mu `$ (i.e. $`(Y_\mu )_{ii}=0`$): $`X_\mu =D(X_\mu )+Y_\mu `$. Fix a background gauge, expand the action to quadratic order in $`Y_\mu `$ and work out the effective action for the diagonal elements $`x_\mu ^i`$. The result for the supersymmetric case reads
$$𝒵_{D,N}^𝒩\underset{i,\mu }{\overset{N,D}{}}dx_\mu ^i\left[\underset{\mu }{}\delta \left(\underset{i}{}x_\mu ^i\right)\right]\underset{G:\mathrm{maximal}\mathrm{tree}}{}\underset{(ij):\mathrm{link}\mathrm{of}G}{}\frac{1}{(x^ix^j)^{3(D2)}}+\mathrm{}$$
(11)
Here the sum is over all possible maximal (i.e. there are $`N1`$ links in $`G`$) trees $`G`$ connecting the $`N`$ coordinates. As indicated in eq.(11), there are actually further terms present to one-loop order for $`D=6,10`$, but they are irrelevant for the powercounting arguments below (see ). For the bosonic case one finds
$$𝒵_{D,N}^{𝒩=0}\underset{i,\mu }{\overset{N,D}{}}dx_\mu ^i\left[\underset{\mu }{}\delta \left(\underset{i}{}x_\mu ^i\right)\right]\underset{i<j}{}\frac{1}{(x^ix^j)^{2(D2)}}$$
(12)
The one-loop approximation is reasonable for well-separated diagonal components $`x_\mu ^i`$ (that is the “infrared” regime). It is now easily verified that superficial powercounting of all integrals on hyperplanes of the integration space in eqs.(11),(12) results, at large $`x_\mu ^i`$, precisely in the convergence conditions eq.(10).
Clearly, this perturbative argument is not a proof of eq.(10): First, the cumulative effect of all corrections to this one-loop effective action is beyond control. Second, there are potentially dangerous regions in the integration space where some of the differences $`(x^ix^j)^2`$ are small (thus rendering the one-loop approximation invalid) while others are large (leading to a potential divergence).
An analytic calculation of the $`D=4,6,10`$ susy partition functions $`𝒵_{N,D}^𝒩`$ has been reported in . In this work, light-cone variables $`\varphi =X_1+iX_D`$, $`\overline{\varphi }=X_1iX_D`$ are used. Subsequently, $`\varphi `$ and $`\overline{\varphi }`$ are treated as independent hermitian matrices (i.e. one actually has $`\varphi =X_1X_0`$, $`\overline{\varphi }=X_1+X_0`$), and the integrals computed in correspond to eq.(1) with Minkowski (as opposed to Euclidean) metric. However, the Minkowski integrals are divergent and need to be regulated. This calculation might be rendered rigorous if one succeeded in deriving the imposed pole prescriptions directly from the matrix Wick rotation $`X_DiX_0`$.
For applications, it is important to understand the statistical eigenvalue distribution of these random matrix models. The simplest quantity is the distribution for the eigenvalues $`\lambda _i`$ of just one matrix, say, $`X_1`$, in the background of the other matrices $`X_2,\mathrm{},X_D`$
$$\rho (\lambda )=\frac{1}{N}\underset{i=1}{\overset{N}{}}\delta (\lambda \lambda _i),$$
(13)
Here, the average $`<>`$ is with respect to eq.(1). The easiest way to investigate the density is to consider the one-matrix correlators One might attempt to compute such correlators within the powerful framework of . The natural candidate would be $`\frac{1}{N}\mathrm{Tr}\varphi ^k`$ (where $`\varphi =X_1+iX_D`$). Unfortunately, these correlators vanish for all $`k`$ in the Euclidean integral eq.(1) due to the $`SO(2)`$ symmetry in the $`(X_1,X_D)`$ plane (M. Douglas, private communication).
$$\frac{1}{N}\mathrm{Tr}X_1^{2k}=_{\mathrm{}}^{\mathrm{}}𝑑\lambda \rho (\lambda )\lambda ^{2k}$$
(14)
In an ordinary hermitian matrix model, say with weight $`\mathrm{exp}(\mathrm{Tr}X_1^2)`$, the density eq.(13) falls off at infinity as $`\rho (\lambda )\mathrm{exp}(\lambda ^2)`$. Therefore all moments eq.(14) exist.
In the Yang-Mills ensembles for $`SU(2)`$, we obtained analytically (along the lines of ) that the correlators eq.(14) exist only for low values of $`k`$; we find $`k<D3`$ ($`𝒩>0`$) and $`k<\frac{D}{2}2`$ ($`𝒩=0`$). For general $`N`$, we obtain the convergence conditions in the one-loop approximations eqs.(11),(12). Some care has to be exercised, since the most divergent contribution is not obtained by simply counting the overall dimensionality of the integral. In fact, a more dangerous infrared configuration stems from only a single (say, the $`i`$-th) eigenvalue $`x_\mu ^i`$ becoming large in the $`D`$-dimensional space. The only exception being, once again, the bosonic $`D=3`$ $`SU(3)`$ integral. Therefore, apart from this one case, we find
$`{\displaystyle \frac{1}{N}}\mathrm{Tr}X_1^{2k}<\mathrm{}`$ $`\mathrm{iff}`$ $`\{\begin{array}{ccc}k<D3& \mathrm{for}& 𝒩>0\\ & & \\ k<N(D2)\frac{3}{2}D+2& \mathrm{for}& 𝒩=0\end{array}`$ (18)
This means that no moments exist for the $`D=4`$ susy integral, and only the first two and six even moments for, respectively, the $`D=6`$ and $`D=10`$ susy integrals!
We have been able to directly verify our conjecture eq.(18) with the Monte Carlo approach of ,. It may seem straightforward to obtain a direct numerical estimate of the eigenvalue spectrum of $`X_1`$ by generating ensembles of $`X=(X_1,X_2,\mathrm{},X_D)`$ with the statistical weight
$$z_{D,N}^𝒩(X)=\mathrm{exp}\left[\frac{1}{2}\mathrm{Tr}[X_\mu ,X_\nu ][X_\mu ,X_\nu ]\right]𝒫_{D,N}(X)$$
(19)
where $`𝒫_{D,N}(X)`$ is the Pfaffian polynomial coming from the integration over the fermionic degrees of freedom (cf , for the bosonic integrals, this term is simply dropped). The eigenvalue spectrum of $`X`$ can in principle be sampled and its histogram generated. In practice, it is however impossible to make firm predictions on the tails of the histogram, as they comprise an exceedingly small number of samples. For this reason, we rather generate Markov chains of configurations $`X(t)`$ with the statistical weight
$$\pi _{D,N}^{𝒩,k}(X)=|\underset{\mu }{}\mathrm{Tr}X_\mu ^{2k}z_{D,N}^𝒩(X)|$$
(20)
This means in particular that we perform one independent run for every value of $`k`$. The critical information on the convergence condition is contained in the autocorrelation function of our Markov-chain vector $`X(t)`$
$$f_t^\mathrm{\Delta }=\frac{X(t)X(t\mathrm{\Delta })}{\sqrt{X(t\mathrm{\Delta })X(t\mathrm{\Delta })}\sqrt{X(t)X(t)}}$$
(21)
for a fixed value of $`\mathrm{\Delta }`$ (as in , we have compactified all the integrands). An absolutely non-integrable singularity of the integrand corresponds to an infinite statistical weight concentrated in a region of negligible extension. This simply means that the simulation should get stuck, and the autocorrelation function approach $`1`$. An integrable singularity is not picked up by the present method.
We have computed the autocorrelation function for a large number of cases. Among the supersymmetric cases, we considered $`N6`$ for $`D=4`$, $`N5`$ for $`D=6`$ and $`N=2,3,4`$ for $`D=10`$. All the analytically known results for $`SU(2)`$ were easily reproduced. Convergence of bosonic integrals was checked for $`N9`$ and $`D=3,4,6`$.
As an example, we show in Fig. 1 the autocorrelation functions of typical runs for the bosonic integrals with $`D=3`$, $`N=6`$ for $`k=2`$, $`k=3`$ and $`k=4`$. The criterion eq.(18) leads us to expect convergence for $`k=2`$ and $`k=3`$, as the smallest diverging power is $`k_{crit}=3.5`$. This behavior is clearly reproduced in Fig. 1. Notice that the “almost” divergent case $`k=3`$ gets stuck for very long periods of Monte-Carlo time, whereas the the almost “convergent” integral $`k=4`$ settles to a unit value of $`f_t^\delta `$ only after a very long transient.
Fig. 1 Autocorrelation functions $`f_t^\mathrm{\Delta }`$ versus Monte Carlo time $`t`$ ($`\mathrm{\Delta }=1000`$) for the bosonic integral with $`N=6`$, $`D=3`$, and, from the left, $`k=2,3,4`$.
In Fig. 2, we show corresponding plots for the supersymmetric case with $`D=6`$, $`N=4`$. Here, we expect the $`k=2`$ integral to be convergent, as clearly found, while $`k=4`$ is divergent, as expected. In the marginally divergent case, we have observed the typical alternations between “stuck” and “mixing” behavior.
Fig. 2 Autocorrelation functions $`f_t^\mathrm{\Delta }`$ versus Monte Carlo time $`t`$ ($`\mathrm{\Delta }=100`$) for the supersymmetric integral with $`D=6`$, $`N=4`$, and, from the left, $`k=2,3,4`$.
Notice that the middle plots of Figs 1 and 2 do not appear fundamentally different, even though we expect the integrals to behave differently. Our Monte Carlo procedure leaves a margin of error which we estimate to be $`\mathrm{\Delta }k\pm 1/2`$. A similar ambiguity affects the abovementioned bosonic integral for $`D=3`$ and $`N=3`$.
The conditions eqs.(18) mean that in the Yang-Mills case the asymptotic behavior of the one-matrix eigenvalue distribution eq.(13) decays algebraically:
$$\rho (\lambda )|\lambda |^\alpha \mathrm{for}\lambda \pm \mathrm{}.$$
(22)
Assuming this to be exactly true we can extract the power $`\alpha `$ in eq.(22):
$`\alpha =\{\begin{array}{ccc}2D5& \mathrm{for}& 𝒩>0\\ & & \\ 2N(D2)3D+5& \mathrm{for}& 𝒩=0\end{array}`$ (26)
Most strikingly, the decay of the densities in the susy cases $`D=4,6,10`$ ($`\rho (\lambda )\lambda ^3,\lambda ^7,\lambda ^{15}`$) is independent of $`N`$. It means that the eigenvalue distribution are wide even in the $`N\mathrm{}`$ limit! This is a most unusual effect for a random matrix model. Evidently, supersymmetry is responsible for this behavior, as can e.g. be seen by comparing the one-loop effective actions for the diagonal matrix elements in the susy (cf eq.(11)) and non-susy (cf eq.(12)) case: In the latter, this effective action is $`𝒪(N^2)`$ while in the former it is $`𝒪(N)`$.
The bosonic case is much more conventional in that the density becomes concentrated in a finite interval at large $`N`$. In this context it is interesting to mention the result of a numerical study of the bosonic Yang-Mills integrals which is complementary to the present work: In , Hotta et.al. investigate the scaling behavior of $`\frac{1}{N}\mathrm{Tr}X_1^2`$ (i.e. eq.(14) with $`k=1`$) with $`N`$. They find that, if the variables in eq.(1) are rescaled as $`X_\mu ^AN^{\frac{1}{4}}X_\mu ^A`$ such that an explicit factor of $`N`$ appears in front of the action, this correlator tends to a constant as $`N\mathrm{}`$. In consequence, the usual ’t Hooft scaling of large $`N`$ matrix models is obeyed, and the edge of the eigenvalue support tends to a constant. Nevertheless, the observed asymptotic behavior ($`\rho (\lambda )\lambda ^{2N(D2)}`$ as $`N\mathrm{}`$) is different from the universal exponential decay law of Wigner-type random systems.
To summarize, we have demonstrated how statistical information on the eigenvalue distributions of Yang-Mills integrals (which are the simplest examples for the so-called “new” matrix models) can be obtained. We observed an interesting difference in the tails of the spectral distribution between the susy and non-susy ensembles. While suggestive – e.g. we find it interesting that the susy eigenvalue distribution tends to stretch out much farther – the present study clearly does not yet address such important issues as the full nonperturbative effective action for the diagonal elements of all $`D`$ matrices or the problem of level spacing statistics. These questions will need to be addressed if one intends to apply Yang-Mills integrals to string theory and large $`N`$ gauge theory.
###### Acknowledgements.
We thank J. Hoppe, V. A. Kazakov, I. K. Kostov, H. Nicolai and J. Plefka for useful discussions. M. S. thanks the LPS-ENS Paris for hospitality. This work was supported in part by the EU under Contract FMRX-CT96-0012.
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# A comment on gr-qc/9901053 11footnote 1Work supported by CONICOR, CONICET and Se.CyT, UNC
In eprint gr-qc/9901053 Gen Yoneda and Hisa-aki Shinkai have made several claims disputing our results in , and . We show here that these claims are not correct.
The authors begun mentioning three points by which they think our discussion of the topic is not clear, so we begin clarifying them, for this shall be useful in making our point on the correctness of our approach:
1.- On definitions of symmetric-hyperbolic systems: In the modern notation of pseudo-differential equations the definition of hyperbolicity is made in terms of the principal part of the symbol of the operator, where the symbol is obtained by replacing the occurrence of derivatives by $`ik_a`$, with $`k_a`$ a real co-vector, thus obtaining a matrix in the cotangent bundle of the base space. That is, $`P(u(x^j),\frac{}{x^i})p(u(x^j),k_i)`$ via $`\frac{}{x^i}ik_i`$. Incidentally, we do not comment, as stated by the authors at the end of the first section of Appendix C, the case of $`k_a`$ complex, we only comment the case of the norm of $`k_a`$, $`k:=q^{ab}k_ak_b`$, being complex, which is the case when the metric is complex, we always consider $`k_a`$ real.
Symmetric hyperbolicity requires the principal part of the symbol of a first order quasilinear system to be such that there exists a symmetric, positive definite bilinear form $`h=h(u)`$ such that $`h(u)p(u,k)+p(u,k)^{}h(u)=0`$, that is, anti-hermiticity of the symbol with respect to the scalar product defined by $`h`$.
So our definition is the standard one and is equivalent to the one used by the authors, so the results are the same, and the modification of the system to make it symmetric-hyperbolic adding terms proportional to the constraints are the same we performed in our first paper.
Contrary to what the authors assert in the last paragraph of page 2, symmetric hyperbolicity of a system implies the Cauchy problem for that systems is well posed, even for the quasilinear case. The proof of this fact is not new and appears in most modern textbooks in the theory of PDE’s.
2.- On reality conditions: It is clear from equation (2.38a) in that if $`D_a`$ $`___\stackrel{~}{}`$N $`=0`$ then our modified system also preserves the triad reality condition, and there is no inconsistency. But what we claim is that our system does not need of the triad reality condition to be symmetric hyperbolic. This is important for the choice of foliation implied by the constancy of the densitized lapse is too restrictive for successful future applications in numerical simulations. The fact that the triad reality condition is not needed is explained in detail in our second paper, for there it is displayed in all details the scalar product (or what is equivalent $`h(u)`$) in which the symbol is anti-hermitian (and therefore symmetric-hyperbolic) with respect to. The matrix $`h(u)`$ is hermitian and positive definite by construction, this is a standard procedure in the theory of PDE’s from the point of view of pseudo-differential operators. We do not do what the authors claim we do in our work, which they call a “proposal”, namely to rotate the triad to anti-hermiticity and then use the equations for the rotated system. This is not needed. What we do is to find a “rotated” scalar product in which the system is symmetry-hyperbolic, that is to find a more general symmetrizer. What we do need is the metric reality conditions, for otherwise the “rotation” to anti-hermiticity of the triad can not be done. They are treated in detail in the second paper.
3.- The characteristic structure of the resulting system: This structure is not needed for asserting symmetric-hyperbolicity, so we did not include it in our first paper, for it was a letter, we did include it in our second paper, where we explicitly diagonalized the system, and where we also displayed the characteristic structure of the constraint evolution equations, since they might be useful for evolution, and since the eigenvectors structure is remarkable simple.
From the second point above, using standard definitions, and displaying explicitly the scalar product used for symmetric-hyperbolicity it is clear that our work is correct, furthermore the calculations in the work we are commenting are the same than those we have previously done.
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# Nonlocality in mesoscopic Josephson junctions with strip geometry
## Abstract
We study the current in a clean superconductor–normal-metal–superconductor junction of length $`d`$ and width $`w`$ in the presence of an applied magnetic field $`H`$. We show that both the geometrical pattern of the current density and the critical current $`I_c(\mathrm{\Phi })`$, where $`\mathrm{\Phi }`$ is the total flux in the junction, depend on the ratio of the Josephson vortex distance $`a_0=\mathrm{\Phi }_0/Hd`$ and the range $`r\sqrt{d\xi _N}`$ of the nonlocal electrodynamics ($`\mathrm{\Phi }_0=hc/2e`$, $`\xi _N=\mathrm{}v_F/2\pi T`$, and $`r(T0)d`$). In particular, the critical current has the periodicity of the superconducting flux quantum $`\mathrm{\Phi }_0`$ only for $`r<a_0`$ and becomes, due to boundary effects, $`2\mathrm{\Phi }_0`$ (pseudo-) periodic for strong nonlocality, $`r>a_0`$. Comparing our results to recent experiments of Heida et al. \[Phys. Rev. B 57, R5618 (1998)\] we find good agreement.
Quantum mechanical interference effects render the electrodynamics of mesoscopic samples *nonlocal*. In particular, nonlocality is a key element entering the understanding of the magnetic response and the transport in SNS-junctions ($`s`$-wave superconductor–normal-metal–$`s`$-wave superconductor junctions) and SN-proximity sandwiches. The strength and relevance of the nonlocality in general depends on the dimensions of the system, the normal-metal coherence length $`\xi _N=\mathrm{}v_F/2\pi T`$, and the elastic scattering length $`l`$ . In this paper we show, how the different length scales enter the magnetotransport problem of a mesoscopic SNS-junction to produce a shift in the (pseudo-) periodicity of the critical current from $`\mathrm{\Phi }_0`$ to $`2\mathrm{\Phi }_0`$.
After the discovery of the Josephson effect in SIS tunnel junctions , interest turned to metallic links of the SNS type , where the current is conveniently described in terms of Andreev states trapped within the normal-metal region . For a wide junction, the current density and the supercurrent in the presence of a magnetic field $`H`$ have been calculated by Antsygina et al. , who found a $`\mathrm{\Phi }_0`$ periodicity in the critical current. Continuous progress in nanofabrication technology made it possible to investigate mesoscopic superconductor–semiconductor heterostructures, see Ref. for a study of the fluctuations in the critical current and its quantization in a superconducting quantum point contact. Recently, Heida et al. , investigating S-2DEG-S-junctions ($`s`$-wave superconductor–two-dimensional-electron-gas–$`s`$-wave superconductor junctions) of comparable width $`w`$ and length $`d`$, have measured a $`2\mathrm{\Phi }_0`$ periodicity of the critical current instead of the standard $`\mathrm{\Phi }_0`$. A first attempt to explain this finding is due to Barzykin and Zagoskin ; considering the point-contact geometry of Fig. 1(a) with open boundary condition in the metal, they indeed recover a $`2\mathrm{\Phi }_0`$ periodicity in the limit $`w/d0`$. However, the experiment of Heida et al. is carried out in the strip geometry of Fig. 1(b) and involves dimensions $`wd`$ of the same order. In the present paper, we determine the critical current $`I_c`$ through a clean SNS-junction in the presence of an applied magnetic field $`H`$, taking proper account of the reflecting boundaries in the normal-metal characteristic for the strip geometry of Fig. 1(b).
We find that the periodicity of the critical current changes from $`\mathrm{\Phi }_0`$ to $`2\mathrm{\Phi }_0`$ as the flux through the junction increases. At low temperatures the crossover to the $`2\mathrm{\Phi }_0`$ periodic current appears at a flux $`\mathrm{\Phi }_0w/d`$, thus explaining the result of Heida et al. , who found a $`2\mathrm{\Phi }_0`$ periodic pattern for all fields in devices with $`w/d1`$.
In our derivation, we neglect screening effects by the induced supercurrent, which is justified as long as $`H>\sqrt{8\mathrm{\Phi }_0j_c/cd^{}}`$, where $`j_c`$ denotes the critical current density of the junction and $`d^{}=d+2\lambda `$ with $`\lambda `$ the penetration depth of the two bulk superconductors . Since all the length scales in our system (the dimensions $`w`$ and $`d`$, the normal-metal coherence length $`\xi _N`$) are much larger than the Fermi wave length $`\lambda _F`$, we base our calculations on the Eilenberger equations for the quasi-classical Green functions and extract the current density in the standard way .
The SNS-junction we study is sketched in Fig. 1. In the quasi-classical formulation, the current density in a point $`P`$ results from contributions over all *trajectories* of quasiparticles connecting one interface to the other through $`P`$. In a junction of infinite width, all trajectories go straight through the junction. In the case of a finite junction, boundary conditions at the normal-metal–vacuum boundary have to be applied, which we idealize through the assumption of specular reflections. Furthermore, we adopt the usual approximations: perfect Andreev reflections at the SN-interfaces and a coherence length $`\xi _0`$ in the two superconductors with $`\xi _0d`$, allowing for a step-like approximation of the order parameter $`\mathrm{\Delta }`$ . The quasi-classical Green function is calculated by matching the partial solutions in N and S at the interfaces. For the current density $`𝐣`$, we arrive at a generalization of the results of Antsygina et al. . Explicitely, for finite temperatures with $`d\xi _N`$, $`𝐣`$ takes the form,
$`{\displaystyle \frac{𝐣(x,y)}{j_{c,T}}}={\displaystyle \frac{1}{\sqrt{2\pi }}}{\displaystyle _{\pi /2}^{\pi /2}}𝑑\phi \widehat{𝐩}{\displaystyle \frac{\mathrm{sin}(\gamma )d}{\sqrt{\xi _Nl(\phi )}}}\mathrm{exp}\left({\displaystyle \frac{dl(\phi )}{\xi _N}}\right),`$ (1)
while in the low temperature limit, $`d\xi _N`$,
$`{\displaystyle \frac{𝐣(x,y)}{j_{c,0}}}={\displaystyle \frac{4}{\pi ^2}}{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^k}{k}}{\displaystyle _{\pi /2}^{\pi /2}}𝑑\phi \widehat{𝐩}\mathrm{sin}(k\gamma ){\displaystyle \frac{d}{l(\phi )}},`$ (2)
where $`\widehat{𝐩}=(\mathrm{cos}(\phi ),\mathrm{sin}(\phi ),0)`$, $`l(\phi )=d/\mathrm{cos}(\phi )`$ is the length of a trajectory with slope $`\phi `$, and the critical current densities are
$$j_{c,T}=\rho j_{c,0}\mathrm{exp}\left(\frac{d}{\xi _N}\right)\mathrm{and}j_{c,0}=\frac{ne^2}{mc}\frac{\mathrm{\Phi }_0}{2d}.$$
(3)
In (3), $`n`$ denotes the electron density in the normal conductor and $`\rho 12/\pi `$ for $`TT_c`$, $`lim_{TT_c}\rho 1T/T_c`$. While in the low temperature limit all harmonics $`\mathrm{sin}(k\gamma )`$ ($`k=1,2,\mathrm{}`$) contribute to the current density , at finite temperatures, thermal smearing of the Andreev levels leads to a suppression of the higher harmonics $`\mathrm{exp}(kd/\xi _N)`$ and only the first term $`\mathrm{sin}(\gamma )`$ survives. An individual trajectory contributes with a weight $`\mathrm{exp}(l/\xi _N)`$ at finite- and $`d/l`$ in the low temperature limit. In a wide junction, $`\gamma `$ takes the form ,
$$\gamma (x,y;\phi )=\gamma _0\frac{2\pi }{\mathrm{\Phi }_0}Hd^{}\left[yx\mathrm{tan}(\phi )\right].$$
(4)
The more general expression derived here results in the gauge invariant phase difference
$$\gamma (x,y;\phi )=\mathrm{\Delta }\phi \frac{2\pi }{\mathrm{\Phi }_0}_\mathrm{\Gamma }𝐀𝑑𝐬,$$
(5)
where $`\mathrm{\Delta }\phi `$ denotes the phase difference between the two superconductors and $`\mathrm{\Gamma }`$ is the path which goes through the point $`(x,y)`$ with slope $`\phi `$. Combining the current expressions (1) or (2) and (5) with the Maxwell equation $`^2𝐀=4\pi 𝐣[𝐀,\mathrm{\Delta }\phi ]/c`$, we obtain the transverse vector-potential $`𝐀`$ and thus can solve the full screening problem; in the case of a tunnel junction (where the trajectories are reduced to the one with $`\phi =0`$), numeric and analytic calculations have been given by Owen and Scalapino .
In the following, we neglect screening and concentrate on junctions with the strip geometry of Fig. 1(b), including the (reflecting) trajectories $`\mathrm{\Gamma }`$ in (1) and (2). We express the gauge invariant phase difference (5) in terms of the flux $`\varphi `$ enclosed by $`\mathrm{\Gamma }`$ and the reference path $`\mathrm{\Gamma }_0`$ and obtain,
$$\gamma (x,y;\phi )=\gamma _0\frac{2\pi \varphi (x,y;\phi )}{\mathrm{\Phi }_0},$$
(6)
where for negligible screening $`\varphi (x,y;\phi )=H𝒜(x,y;\phi )`$ and $`𝒜`$ is the properly weighted enclosed area, see Fig. 1(d). The area $`𝒜`$ is calculated as a function of the number of reflections the trajectory $`\mathrm{\Gamma }`$ undergoes (in the following called the ‘order’ of the trajectory). The point-contact geometry of Fig. 1(a) then is described by the order-zero trajectories alone , while in the strip geometry of Fig. 1(b), higher orders have to be included.
The geometrical pattern in the current density $`𝐣`$ depends strongly on the sample dimensions $`d`$ and $`w`$, the normal-metal coherence length $`\xi _N`$, and the applied field $`H`$. At finite temperature, the current density in $`P`$ draws its weight from trajectories with $`\phi <\sqrt{\xi _N/d}`$, allowing us to introduce the transverse nonlocality range $`r=\sqrt{\xi _Nd}`$ (in the low temperature limit, $`\phi 1`$ and we define $`r=d`$). This range of nonlocality has to be compared to the scale $`a_0=\mathrm{\Phi }_0/Hd^{}`$ of transverse variations in $`𝐣`$ (see Fig. 2): For *weak* nonlocality, $`r<a_0`$, the flow is uniform along $`x`$ with amplitude $`j_c`$ and changes direction on a distance $`a_0/2`$ going up the $`y`$-axis. This contrasts with the *strongly* nonlocal case $`r>a_0`$, where the current density forms domains of left and right going circular flow. While the local case is similar to that in a tunnel junction, the pattern in the *non*local situation reminds of the usual vortex structure in a superconductor, see Fig. 3. Explicitely, for finite temperatures with $`d\xi _N`$, the current density of the order-zero trajectories is given by
$`{\displaystyle \frac{j_x(x,y)}{j_{c,T}}}`$ $`=`$ $`\mathrm{sin}\left(\gamma _0{\displaystyle \frac{2\pi y}{a_0}}\right)\mathrm{exp}\left[\alpha (x)\right],`$ (7)
$`{\displaystyle \frac{j_y(x,y)}{j_{c,T}}}`$ $`=`$ $`\mathrm{cos}\left(\gamma _0{\displaystyle \frac{2\pi y}{a_0}}\right){\displaystyle \frac{\xi _N}{d}}{\displaystyle \frac{2\pi x}{a_0}}\mathrm{exp}\left[\alpha (x)\right],`$ (8)
where
$$\alpha (x)=\frac{d}{\xi _N}+\sqrt{\left(\frac{d}{\xi _N}\right)^2+\left(\frac{2\pi x}{a_0}\right)^2}.$$
(9)
For weak nonlocality, $`a_0<r`$, the exponent remains approximately constant in the normal part, $`\alpha (x)\alpha (0)`$, leading to a uniform current flow, while for strong nonlocality, $`a_0>r`$, $`\alpha (x)`$ grows as $`x`$ approaches the interfaces, $`\alpha (\pm d/2)\alpha (0)`$, such that the current concentrates in the middle of the junction. For $`a_0>r`$, the higher order trajectories lead to a refinement of the current pattern, see Fig. 3 (similar results are obtained in the low temperature limit).
The ratio $`r/a_0`$ and its associated characteristic current pattern manifest themselves in the (pseudo-) periodicity of the critical current,
$$I_c(\mathrm{\Phi })=\underset{\gamma _0}{\mathrm{max}}_{w/2}^{w/2}𝑑yj_x(0,y;\gamma _0,\mathrm{\Phi }),$$
(10)
versus flux $`\mathrm{\Phi }=Hd^{}w`$ in the junction. In the case of weak nonlocality, $`r<a_0`$, the relevant contribution to the critical current comes from the order-zero trajectories resulting in a $`\mathrm{\Phi }_0`$ periodicity. For strong nonlocality, $`r>a_0`$, higher orders are relevant and *lift* the order-zero result as shown in Fig. 4 — the periodicity of the critical current changes to $`2\mathrm{\Phi }_0`$. To be specific, we discuss in detail the orders 0, 1, and 2 for the case of finite temperatures with $`d\xi _N`$ (the qualitative arguments for $`d\xi _N`$ are similar).
For $`w>r>a_0`$, the critical current due to the order-zero trajectories takes the form ,
$$I_c^{(0)}(\mathrm{\Phi })=\frac{\sqrt{2}I_{c,T}}{\sqrt{\pi }}\frac{w}{r}\frac{\mathrm{cos}(\pi \mathrm{\Phi }/\mathrm{\Phi }_0)}{(\pi \mathrm{\Phi }/\mathrm{\Phi }_0)^2},$$
(11)
where $`I_{c,T}=wj_{c,T}`$. For the first-order trajectories, we numerically find again a $`2\mathrm{\Phi }_0`$ (pseudo-) periodic contribution. Both components vanish with field $`1/\mathrm{\Phi }^2`$. The second- and all following even-order trajectories exhibit a large current amplitude of order $`j_c`$ on a scale $`a_01/\mathrm{\Phi }`$ in the junction center $`(0,0)`$, a consequence of the $`\phi `$-independence of the gauge invariant phase difference $`\gamma `$ along trajectories through $`(0,0)`$. Their contribution scales $`1/\mathrm{\Phi }`$ and therefore dominates over the zeroth- and first-order terms at large enough fields — as the strongly nonlocal limit with $`a_0<r`$ is reached, the periodicity changes over to $`2\mathrm{\Phi }_0`$. Samples with a small width $`w<r`$ are always in the strongly nonlocal limit and their current pattern is $`2\mathrm{\Phi }_0`$ periodic throughout the entire field axis. At low temperatures, the condition $`w<r`$ transforms into the geometric requirement $`w<d`$. In the very limit $`w/d0`$ the periodic modulation disappears and the solution goes over into the zero field result, $`I_c(\mathrm{\Phi })I_c(0)`$. The complete classification is given in Table I.
Recently, Heida et al. observed such a $`2\mathrm{\Phi }_0`$ periodicity in strip like ($`wd`$) S-2DEG-S junctions made from Nb electrodes in contact with InAs operating at low temperatures $`T=0.1`$ K (similar junctions have been constructed by Takayanagi et al., see Ref. ). As the total flux through the junction is difficult to determine in the experiment, Heida et al. had to infer their $`2\mathrm{\Phi }_0`$ periodic structure from a fit on four samples with different ratios $`w/d`$ ranging from 0.9 to 2.2. In Fig. 5, we present the results of our numeric calculations for the strip geometry, where we have properly taken into account the finite penetration depth of the flux into the superconducting banks. While geometries with $`w/d<1`$ clearly exhibit a $`2\mathrm{\Phi }_0`$ periodicity throughout the entire field region, a $`\mathrm{\Phi }_0`$-component starts to develop at low fields in wide junctions. The comparison with the data of Heida et al. ($`w/d=0.9`$) gives a satisfactory description of the pseudo-periodic structure.
In conclusion, we have demonstrated that the current density and the critical current in a clean SNS-junction with strip geometry depend crucially on the ratio $`r/a_0`$ between the nonlocality range $`r`$ and the vortex distance $`a_0`$. The period of the critical current depends not only on the dimensions of the junction and the normal-metal coherence length $`\xi _N`$, as it is the case in a point-contact geometry , but also on the applied magnetic field $`H`$. In particular, we obtain a $`2\mathrm{\Phi }_0`$ periodicity in the whole current pattern at $`wd`$, whereas for a point contact geometry, the $`2\mathrm{\Phi }_0`$ periodicity is reached only in the limit $`w/d0`$ . The numerical results for the strip geometry are in agreement with the experiment of Heida et al. . For wider junctions, we predict a crossover from a $`\mathrm{\Phi }_0`$\- to a $`2\mathrm{\Phi }_0`$-periodicity at high fields.
We thank D. Agterberg and V. Geshkenbein for stimulating discussions throughout this work.
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# Introduction
## Introduction
The fascinating idea of symmetry nonrestoration at high temperature has been proposed long ago , but is still a subject of ongoing research (see for example for recent reviews). As we will see, apart from being interesting by itself the phenomenon of symmetry nonrestoration could also naturally solve some cosmological problems. At first sight such a possibility seems forbidden in supersymmetric models due to the existence of a no-go theorem . I will show how this difficulty can be circumvented.
Let me first explain in detail the choice of the title, motivating in such a way the work in this field.
Why symmetry nonrestoration at high temperature? We know that the low-energy symmetry of the Standard Model is described by the group $`H=SU(3)_c\times SU(2)_L\times U(1)_Y`$. It is natural to expect that at some high scale $`M_X`$ ($`10^{15}10^{16}`$ GeV) the three gauge couplings unify into one coupling, i.e. that $`H`$ is only a subgroup of a larger grandunified simple group $`G`$ (for example $`SU(5)`$, $`SU(6)`$, $`SO(10)`$, etc.). One would naively expect that at $`TM_X`$ the ground state of the universe was symmetric under this group $`G`$, while it is clearly asymmetric at today temperatures $`TM_X`$. Technically this can be studied by an order parameter, which is for example in the case of $`G=SU(5)`$ the vacuum expectation value (vev) of the $`24`$-dimensional adjoint $`\mathrm{\Sigma }`$. Thus one usually thinks that $`<\mathrm{\Sigma }>=0`$ at high $`T`$ (symmetry $`G`$ restored), while $`<\mathrm{\Sigma }>0`$ signals the symmetry breaking $`GH`$ at small $`T`$. This means that in between these two extremes a phase transition took place. Being $`G`$ a simple group and having the low-energy group $`H`$ a $`U(1)`$ (hypercharge) factor, GUT monopoles were created during this phase transition via the well-known Kibble mechanism . However this would lead to a cosmological disaster : even if the monopoles were created during the phase transition at a rate of one per horizon, the fact that they could not decay sufficiently fast (so their energy density scaling only as $`T^3`$ instead as $`T^4`$ as for light particles) would be enough to have approximately $`16`$ orders of magnitude more energy today in the form of monopoles than in the form of baryons (obviously such a universe would have closed itself long ago). A similar derivation for models with domain walls gives very similar results and an analogue problem .
Such cosmological problems can be trivially solved if one finds that there were no phase transtions, i.e. that the grandunified group $`G`$ (for example $`SU(5)`$) was spontaneously broken already at high temperature $`T>M_X`$ to its low-energy subgroup $`H`$ (the SM group $`SU(3)_c\times SU(2)_L\times U(1)_Y`$) . In spite of a claim to the opposite , in the case of global symmetries (domain wall problem) the majority of nonperturbative results confirm the possibility of symmetry nonrestoration. The question is still open in the case of gauge symmetries (monopole problem), where next to leading order corrections are big and tend to spoil the possibility of a perturbative expansion . This gives a reason more to look for new noncanonical ways of gauge symmetry nonrestoration at high temperature. As I will show later, such solutions can be found and, contrary to naive expectations, are even more natural in supersymmetric models.
Another possible solution to the monopole problem is that the low-energy subgroup $`H`$ does not contain a $`U(1)`$ factor below $`M_X`$ . In such a scenario electromagnetism would be spontaneously broken during a period of the history of the universe and would eventually get restored later. Anyway, both in the case that $`G`$ is not restored and in the case that $`H`$ does not contain a $`U(1)`$ factor, we have symmetry breaking at high $`T`$, a phenomenon which is counterintuitive but extremely interesting.
Of course, there are also other possible solutions of the monopole and domain wall problems. The most fancy is probably inflation. Obviously we still want to have inflation (for example we need the Higgs field to be homogeneous), but some constraints on possible inflationary models needed to solve the above cosmological problems can be relaxed. Two other interesting scenario were proposed recently: in it was shown that unstable domain walls could sweep away monopoles, while in moduli fields could have diluted the original monopole density.
It is important here to stress once more that we still want inflation to take place. After all it has still to solve the usual horizon problem, homogeneity, etc. The only suggestion here is that inflation does not solve the monopole problem. Only in this way there is a hope that some monopole could one day be detected and thus give a clear experimental signature of a GUT. In fact if inflation solves the monopole problem, it pushes the monopole number essentially to zero, while thermal production even in the case of symmetry nonrestoration (and thus no phase transition) can give a sensible but nondangerous monopole density today . More important, inflation needs more than just GUT, while symmetry nonrestoration could be obtained at least in principle from minimal models. We will see later that in SUSY such a solution does not only exist, but it is also very natural.
Why SUSY? The historical reason to consider seriously supersymmetric models is the solution to the hierarchy problem; on top of that the minimal $`SU(5)`$ SUSY GUT predicts correct gauge coupling unification, which cannot be achieved in the nonsupersymmetric version of the Standard Model . There are two special reasons which make the study of gauge symmetry nonrestoration in SUSY models at high temperature especially interesting.
The first one is the appearence of a new cosmological problem , usually ignored, but very important. It comes from the fact that SUSY models have (at $`T=0`$) often more than one vacuum, which are degenerate and disconnected. For example the minimal $`SU(5)`$ with one adjoint has three degenerate vacua: the one with $`SU(5)`$ symmetry (call it vacuum 1), one with $`SU(5)`$ broken to $`SU(3)\times SU(2)\times U(1)`$ (vacuum 2) and a third one with the symmetry $`SU(4)\times U(1)`$ (vacuum 3). Obviously, at low energy (but above the scale $`M_W`$) our universe was in vacuum 2. If one assumes as usual that at high $`T`$ the GUT symmetry was restored, when going from $`TM_X`$ to $`TM_X`$ the ground state would remain trapped in the wrong vacuum with $`SU(5)`$ unbroken. The point is that the barrier between two vacua is huge (of order $`M_X^4`$), so that tunneling is essentially impossible. Again, the problem could be solved if also at $`TM_X`$ the GUT symmetry was spontaneously broken to the SM gauge group.
The second special reason to make SUSY models interesting is that apparently the program of symmetry nonrestoration does not work. There exists in fact a no-go theorem : any internal symmetry in a renormalizable SUSY model gets restored at high enough temperatures. The generalization to nonrenormalizable (effective) SUSY models has not been proven in general, but there is good evidence that it applies also in this case , despite some previous claims on the opposite . But, as is usually the case with no-go theorems, it is possible to evade them finding some more general examples, which were not considered by the authors of . In the following I will describe two such possibilities.
## Large external charge density
The above no-go theorem considers only cases with vanishing charge density, so it can not be applied here. The essential idea was developed for nonsupersymmetric models long ago, but it was realized only in that it can be applied in SUSY models as well. Since here supersymmetry is not essential and does not change any conclusion, I will sketch only the nonsupersymmetric case. Consider a toy model with a $`U(1)`$ global symmetry with the potential
$$V_0=\lambda |\varphi |^4.$$
(1)
At high temperature, the leading contribution is given by the term
$$\mathrm{\Delta }V_T=\frac{T^2}{24}\underset{i}{}\frac{^2V_0}{\varphi _i^2}=\frac{\lambda T^2}{3}|\varphi |^2.$$
(2)
At high charge density $`n`$ one has to introduce also a chemical potential $`\mu `$, which modifies the effective potential by further new terms
$$\mathrm{\Delta }V_\mu =\mu ^2|\varphi |^2\frac{\mu ^2T^2}{6}+\mu n.$$
(3)
The effective potential thus starts with
$$V=\left(\frac{\lambda T^2}{3}\mu ^2\right)|\varphi |^2+\mathrm{},$$
(4)
so that the vev of $`\varphi `$ becomes nonzero as long as the chemical potential is large enough ($`\mu _{crit}=T\sqrt{\lambda /3}`$). Of course, the right way to proceed is to impose the condition $`V/\mu =0`$ and thus rewrite the potential in terms of the charge density $`n`$ instead of the chemical potential $`\mu `$. In such a way one can find the critical charge density
$$n_{crit}=\sqrt{\frac{\lambda }{27}}T^3.$$
(5)
For $`n>n_{crit}`$ the vev of $`\varphi `$ is nonzero and the global symmetry $`U(1)`$ is spontaneously broken, while for $`nn_{crit}`$ the same vev is vanishing, thus restoring the global symmetry in question. Since both $`n`$ and $`n_{crit}`$ scale as $`T^3`$ during the history of the universe, the condition for an internal symmetry to be broken remains invariant as long as the charge is really conserved.
The most attractive way of implementing the above scenario is to have a large lepton number in the universe . Notice that a large lepton number in the universe is experimentally allowed. From primordial nucleosynthesis constraints and galaxy formation one gets an approximate limit $`n_L70T^3`$ for $`TM_W`$ , which is an order of magnitude more than the critical density found in . Also, such a large lepton number is consistent with a small baryon number ($`10^9T^3`$) since sphalerons are not operative when $`SU(2)_L`$ is spontaneously broken (similarly to the usual $`T=0`$ tunneling, it is exponentially suppressed). So the picture is consistent, but unfortunately one Higgs only in the SM is not enough to break completely the whole gauge group, leaving the system with electromagnetic gauge invariance at any temperature. Thus the SM itself does not possess the solution to the monopole problem. This difficulty can be however easily circumvented in the MSSM, where several boson fields can get nonzero vevs breaking partially or completely the gauge group and thus solve the monopole problem .
In some type of GUT supersymmetric models the role of the lepton symmetry can be played by an R-symmetry . A large R-charge would be eventually washed out at a later stage of the evolution of the universe due to supersymmetry breaking, so that contrary to the case with the lepton charge no signal of any R-charge would remain today. Nevertheless such a scenario would postpone the creation of monopoles to a nondangerous era.
## Flat directions at high temperature
Recently a new idea for symmetry nonrestoration in SUSY models was proposed . At $`T=0`$ it is very common in supersymmetric theories to have flat directions. The point is that by definition they can be very softly coupled to the rest of the world (for example with higher dimensional nonrenormalizable terms), so that it is not difficult to find them out of thermal equilibrium at high temperature. This is exactly the case which was not considered by the no-go theorem: in all the fields were assumed to be in thermal equilibrium, i.e. to develop a positive mass term $`+T^2|\varphi |^2`$ in the potential, see (2). To get the idea, let me consider the toy model from with the superpotential and Kähler potential given by
$`W`$ $`=`$ $`{\displaystyle \frac{\lambda }{3}}q^3+{\displaystyle \frac{\varphi ^{n+3}}{(n+3)M^n}},n1,`$ (6)
$`K`$ $`=`$ $`q^{}q+\varphi ^{}\varphi +a{\displaystyle \frac{(q^{}q)(\varphi ^{}\varphi )}{M^2}}.`$ (7)
Obviously, for $`M\mathrm{}`$ and $`\lambda O(1)`$, the field $`q`$ is in thermal equilibrium (with itself through its self coupling), while $`\varphi `$ is a flat direction and not in thermal equilibrium with $`q`$ (actually it is a free field). For a finite $`M`$ (let me take $`M=M_{Pl}`$ for simplicity) $`\varphi `$ is no more an exact flat direction, but let us assume that it is still out of thermal equilibrium, due to the smallness of its interaction. As we said before, $`q`$ gets a positive mass term at high $`T`$, which drives its vev to zero, $`<q>=0`$. Therefore in the evaluation of the effective potential the field $`q`$ is never present as an external leg, but it runs in the loops, so we will denote it as $`\widehat{q}`$. The opposite happens to the out of equilibrium field $`\varphi `$: it does not run in thermal loops, but can have a nonzero vev, so it can have external legs in a Feynman diagram. We will denote this background field as before with $`\varphi `$.
The bosonic part of the Lagrangian is
$$_B=\left(1+a\frac{|\varphi |^2}{M^2}\right)|\widehat{q}|^2\frac{\lambda ^2|\widehat{q}|^4}{1+a|\varphi |^2/M^2}\frac{|\varphi |^{2(n+2)}/M^{2n}}{1+a|\widehat{q}|^2/M^2}.$$
(8)
The kinetic term in (8) is not in the canonic form, so we have to rescale $`\widehat{q}\widehat{q}/(1+a|\varphi |^2/M^2)^{1/2}`$. After expanding the Lagrangian in inverse powers of $`M`$, one gets the most important interaction part
$$_{int}=3a\lambda ^2\frac{|\widehat{q}|^4|\varphi |^2}{M^2}+\mathrm{},$$
(9)
which generates nothing else than the “butterfly” diagram of . However, its sign depends on the parameter $`a`$. After including also the fermion loops one gets
$$V_{eff}=\frac{3a\lambda ^2}{32}\frac{T^4}{M^2}|\varphi |^2+\frac{|\varphi |^{2(n+2)}}{M^{2n}}.$$
(10)
Clearly, for $`a>0`$ the effective potential (10) has a minimum at
$$<\varphi >^{n+1}=\left(\frac{3a\lambda ^2}{32(n+2)}\right)^{1/2}T^2M^{n1},$$
(11)
which gives $`<\varphi >T`$ for $`n=1`$ and even $`<\varphi >T`$ for $`n>1`$.
It is important to stress again that such a $`<\varphi >0`$ at high $`T`$ means symmetry breaking at high $`T`$, which could be a possible solution to the above mentioned cosmological problems of monopoles, domain walls and wrong vacuum. The essential point is that the temperature provides the necessary breaking of supersymmetry needed to give large vevs to the would have been flat directions.
Let me give few comments. First, the constraint $`a>0`$ can be generalized in different models to a constraint for the Kähler potential. It is enough that $`^2K/qq^{}`$ grows with $`\varphi `$. Such a constraint is very natural and not at all difficult to achieve. Second, the last term in the superpotential (7) is needed, since without it the vev of $`\varphi `$ would tend to infinity. Finally, a more realistic case with $`\varphi `$ a charged field under some gauge group was considered in with similar conclusions.
## Summary
I showed that generic cosmological problems are present in SUSY GUTs: the monopole problem and the wrong vacuum problem, while sometimes also the domain wall problem can be present. An appealing solution to all these problems is given by the symmetry nonrestoration at high temperature. I described two such possibilities: the presence of a large lepton (or some other charge) density or the use of out of thermal equilibrium flat directions.
Acknowledgments It is a pleasure to thank all the people that taught me the physics I have been describing in this short paper: Goran Senjanović, who introduced me in this beautiful and interesting subject, Toni Riotto, Alejandra Melfo and Gia Dvali. I thank the organizers for this inspiring conference in a nice environment and for financial support. This work and the long trip to California were supported by the Ministry of Science and Technology of Slovenia.
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# ABSTRACT
## ABSTRACT
First results on a medium–deep X–ray survey in the “new” 5–10 keV band carried out with the MECS detectors onboard BeppoSAX are presented. The High Energy Llarge Area Survey (HELLAS) is aimed to directly explore a band where the energy density of the X–ray background is more than twice than that in the soft (0.5–2.0 keV) band. The optical identification follow-up of the first ten HELLAS hard X–ray sources indicate that Active Galactic Nuclei are the dominant population at 5–10 keV fluxes of the order of 10<sup>-13</sup> erg cm<sup>-2</sup> s<sup>-1</sup>. We discuss the implications of these findings for the AGN synthesis models for the XRB.
## 1 INTRODUCTION
The recent X–ray surveys at both soft (0.5–2.0 keV) and hard (2–10 keV) energies have provided a major improvements in our knowledge of the nature of faint X–ray sources and on the origin of the X–ray Background (XRB). Deep X–ray observations in the Lockman hole carried out with the ROSAT PSPC and HRI detectors have resolved into discrete sources about 70–80% of the 0.5–2 keV XRB (Hasinger et al. 1998). Optical identifications of a complete sample of 50 ROSAT sources at the 0.5–2.0 keV flux limit of $`5.5\times 10^{15}`$ erg cm<sup>-2</sup> s<sup>-1</sup> reveal that a large fraction ($``$ 85 %) of them are AGNs (Schmidt et al. 1998). At higher energies (above 2 keV) the lack of imaging capabilities has been a major problem for several years. For this reason only a few hundreds of bright ($`S_{210\mathrm{k}\mathrm{e}\mathrm{V}}>3\times 10^{11}`$ erg cm<sup>-2</sup> s<sup>-1</sup>) sources discovered by HEAO1 (Piccinotti et al. 1982; Wood et al. 1984) were known before the launch of ASCA. The first ASCA surveys (Georgantopoulos et al. 1997; Cagnoni, Della Ceca, Maccacaro 1998; Ueda et al. 1998) provided a dramatic improvement (about a factor 300) in terms of limiting flux. As a result a significant fraction ($``$ 30 %) of the 2–10 keV XRB is already resolved into discrete sources at a limiting flux of $`10^{13}`$ erg cm<sup>-2</sup> s<sup>-1</sup>. Programs to optically identify these sources have already started (Boyle et al. 1998) suggesting that also at higher energies AGN constitute the dominant population and adding further evidence on the fact that the bulk of the XRB is made by the integrated emission of Active Galactic Nuclei.
Detailed modelling of the XRB spectral intensities in terms of the integrated contribution of AGNs has been hampered by the fact that the 2–10 keV AGN spectra are much steeper than the XRB spectrum (the “spectral paradox”). It has been proposed (Setti & Woltjer 1989) that this problem can be solved assuming an important contribution from sources with spectral shapes flattened by absorption. Based on this proposal the 3–100 keV XRB spectral intensity (Fig. 1) and source counts in different energy bands (Fig. 2) can be reproduced by the combined emission of Seyfert galaxies and quasars (type 1) and obscured (type 2) AGNs with a range of column densities and luminosities (Matt & Fabian 1994; Madau et al. 1994; Comastri et al. 1995).
All these models rely on AGN unified schemes, which require, in their strictest version (Antonucci 1993), a type 1 nucleus in all AGN, surrounded by a geometrically thick torus, blocking the line of sight to the nucleus (continuum and broad lines) in type 2 objects. The same X–ray luminosity function and cosmic evolution usually parameterized as pure luminosity evolution, is then assumed for both type 1 and type 2 AGN, which imply the existence of a population of highly absorbed high luminosity quasars (type 2 QSOs). Even if the discovery of a few type 2 QSO candidates has been reported (e.g. Otha et al. 1996) this population has proved to be elusive and no compelling evidence for any type 2 QSO exists (Halpern et al. 1998). Alternatively, the bulk of the hard XRB could be made by a larger population of lower luminosity Seyfert 2 like galaxies, possibly subject to a different cosmological evolution, as predicted in scenarios where the absorption takes place in a starburst region surrounding the nucleus (Fabian et al. 1998). Is is interesting to note that a new estimate of the evolution of the soft X–ray luminosity function from ROSAT data (Miyaji, Hasinger, Schmidt 1999a) indicates a more complex behaviour which is best parameterized with luminosity dependent density evolution. Based on these new results Miyaji, Hasinger, Schmidt (1999b) have worked out an AGN synthesis model which is able to reproduce the observational constraints.
Given that the contribution of absorbed sources (irrespective of their nature and cosmological evolution properties) increases with energy (Fig. 1), a crucial test for the XRB models and in particular on the spectral and evolutive properties of obscured AGNs would require the comparison of their predictions with the results of optical identifications of complete samples of X–ray sources possibly selected in the hard X–ray band.
## 2 THE HELLAS SURVEY
BeppoSAX (Boella et al. 1997a) provides a good opportunity to investigate the hard X-ray sky, thanks to an improved sensitivity of the MECS instrument (Boella et al. 1997b above 5 keV (5–10 keV flux limit of $`0.002`$ mCrab in 100 ks, to be compared with the 0.5-1 mCrab flux limit of the HEAO1-A2 and Ginga surveys), and improved point spread function (error circles of 1 arcmin, 95% confidence radius) which allows optical counterparts to X-ray sources to be identified. The BeppoSAX High Energy LLarge Area Survey (HELLAS, Fiore et al. 1999, in preparation) has cataloged some 170 sources in several MECS observations with exposure times between 10 and 300 ks in the 5–10 keV band. Moreover about 500 sources in the 1.5–10 keV band at the flux limit of $`5\times 10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup> have been detected in the same fields. The HELLAS sources surface density is of the order of 20 sources per square degree at the limiting flux of $`5\times 10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup> (Giommi et al. 1998), implying that between 30 and 40 % of the XRB (depending on its normalization) is already resolved in sources.
In order to investigate the nature of the HELLAS sources we have begun a program to identify their optical counterparts. In particular we want to address the following points:
* If they are obscured AGNs of the XRB synthesis models which is the range of absorbing column densities and X–ray luminosities ?
* What is the space density and cosmological evolution of obscured type 2 AGNs ? Is it different from type 1 ?
* Are the absorbed sources optically classified as type 2 objects ? Is there any relation between X–ray absorption and optical reddening ?
## 3 THE OPTICAL IDENTIFICATION
Optical spectroscopy in the 3450–8000 Å range with a resolution of $``$ 7 Å of a subsample of 10 HELLAS sources has been carried out on March 1998 from the Kitt Peak Observatory 4 meter telescope. The sources, selected only on the basis of visibility reasons, should be representative of the whole HELLAS sample. Indeed they span a relatively wide range in X–ray fluxes ($`7\times 10^{14}`$ – 10<sup>-12</sup> erg cm<sup>-2</sup> s<sup>-1</sup> in the 5–10 keV energy range) and X–ray hardness ratios. In order to avoid further possible selection biases all the optical counterparts, at the magnitude limit of R=20, within each HELLAS error box (of about 1 arcmin radius) have been observed. The most likely counterpart of the X–ray source has been identified among objects with large hard X–ray to optical flux ratio like AGN Galactic binaries, clusters of galaxies, bright galaxies or stars. A detailed discussion of the optical and X–ray properties of this subsample can be found in Fiore et al. (1999), while the complete set of optical spectra and finding charts will be presented in La Franca et al. (1999 in preparation).
Here we briefly summarize the first results of the identification process. In eight cases out of ten only one plausible candidate has been found: three broad line quasars in the redshift range 0.8–1.28 with a blue continuum spectrum; two broad emission line quasars with a very red optical continuum (0.2 $`<z<`$ 0.35); 3 narrow emission line galaxies identified with type 1.8–2.0 Seyferts on the basis of diagnostic lines diagrams ($`z<`$ 0.4). In one error box two optical counterparts may contribute to the hard X–ray flux. The diagnostic line ratios suggest lower excitation than Seyfert galaxies and thus we classify them as LINERS. Finally in one case we were not able to find a plausible identification.
The probability of finding by chance these sources taking into account the mean surface density of AGNs and LINERS at the limiting magnitude R=20 in our error boxes is very low ($`<0.2`$ %). The optical identification follow–up provides thus strong evidence that AGNs are the dominant source population in the 5–10 keV band at fluxes of the order of $``$ 10<sup>-13</sup> erg cm<sup>-2</sup> s<sup>-1</sup>.
## 4 DISCUSSION
The X–ray number counts of the HELLAS sources (Giommi et al. 1999 in preparation; Fiore et al. 1999 in preparation) are compared with the predictions of the AGN synthesis model of Comastri et al. (1995) in the 5–10 keV band. The BeppoSAX error bars (Fig. 3) have been computed assuming a range of spectral indices for the count rate to flux conversion and the uncertainities in the MECS off–axis sensitivity. There is a relatively good agreement between data and model predictions at the faint flux limit of HELLAS ($``$ 5 $`\times 10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>). The discrepancy at brighter fluxes may be due to the contribution of other sources (i.e. stars and galaxies) not included in the model and/or to small residual calibration problems. A more detailed discussion of the BeppoSAX source counts and associated calibration uncertainities in the 5–10 keV band will be presented elesewhere (Giommi et al. 1999; Fiore et al. 1999)
Even if the sample is small we have tried to compare the X–ray and optical properties of the identified sources. An estimate of the absorbing column density has been made using the observed hardness ratios and measured redshifts assuming an average power law spectrum ($`F_\nu \nu ^\alpha `$) with energy index $`\alpha `$ = 0.8. We have found evidence for absorption in five sources with estimated column densities in the range log $`N_H`$ $``$ 22.5–23.2. Moreover 4 of the absorbed sources show evidence of extinction also in the optical spectrum (the 3 Seyfert 1.8-2.0 galaxies and 1 red quasar). The fraction of obscured AGNs seems to be higher than in previous ROSAT and ROSAT/ASCA surveys (Schmidt et al. 1998; Akiyama et al. 1998) supporting the AGN synthesis models for the hard XRB. In particular the expected number of heavily obscured sources (log $`N_H>`$ 23) according to the Comastri et al. (1995) model is of the order of 30% at the HELLAS flux limit (dashed line in figure 3) in agreement with the present findings. Clearly a much improved source statistic and further optical identifications are needed to confirm these results.
A major improvement in our understanding of the origin of the hard X–ray background and on the AGN content of X–ray surveys must await the identification of a few hundred hard X–ray selected sources. The complete identification of the entire HELLAS sample, which is actually in progress, will allow us to measure the relative fraction of type 2 and type 1 hard X–ray selected AGNs and to study for the first time the X–ray luminosity function and evolution of obscured AGNs.
This would constitute a crucial piece of information for the modelling of the XRB. Indeed a significant intrinsic dispersion in the X–ray spectral slopes distribution (as in the case of a significant number of absorbed sources with flat spectra) can affect the space density and evolution of the entire population if not properly taken into account. In particular as shown by Francis (1993) and Page et al. (1996) such a dispersion in the X–ray spectra introduces spurious density and/or luminosity evolution and, as a consequence, an incorrect estimate of the AGN contribution to the XRB.
## 5 Acknowledgements
We thank the BeppoSAX SDC, SOC and OCC team for the successful operation of the satellite and preliminary data reduction and screening. This research has made use of linearized and cleaned event files produced at the BeppoSAX Science Data Center. AC acknowledges partial financial support from the Italian Space Agency, ASI contract ARS–96–70.
## 6 REFERENCES
* Akiyama, M. et al. Proceedings of the XMM meeting (1998) (astro-ph/9811012).
* Antonucci, R. Ann. Rev. Astron. Astrophys., 31, 473 (1993)
* Boella G. et al. Astron. Astrophys. Suppl. Ser., 122, 299 (1997a).
* Boella G. et al. Astron. Astrophys. Suppl. Ser., 122, 327 (1997b).
* Boyle, B.J. et al. Mon. Not. R. Astr. Soc., 296, 1 (1998)
* Cagnoni, I., Della Ceca, R. & Maccacaro, T. Astrophys. J., 493, 54 (1998).
* Comastri, A. Setti, G., Zamorani, G. & Hasinger, G. Astron. Astrophys., 296, 1 (1995).
* Comastri, A. Mem. Soc. Astron. It., in press (1999) (astro-ph/9809077).
* Fabian, A.C., Barcons, X., Almaini, O. & Iwasawa, K. Mon. Not. R. Astr. Soc., 297, L11 (1998).
* Fiore F., La Franca F., Giommi P., Elvis M., Matt G., Comastri A., Molendi S. & Gioia I.M. Mon. Not. R. Astr. Soc., submitted (1999)
* Francis P.J. Astrophys. J., 405, 119 (1993)
* Gendreau K.C., Barcons X., Fabian A.C. Mon. Not. R. Astr. Soc., 297, 41 (1998)
* Georgantopoulos, I., et al. Mon. Not. R. Astr. Soc., 291, 203 (1997).
* Giommi P., Fiore F., Ricci D., Molendi S., Maccarone M.C., Comastri A. In “The Active X-ray Sky: Results from BeppoSAX and Rossi-XTE”, L. Scarsi, H. Bradt, P. Giommi and F. Fiore (eds.), Elsevier Science B.V., Nuclear Physics B Proceedings Supplements, 69/1–3, 591 (1998)
* Hasinger, G. et al. Astron. Astrophys., 329, 482 (1998).
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* Madau, P., Ghisellini, G. & Fabian A. Mon. Not. R. Astr. Soc., 270, L17 (1994)
* Matt G., & Fabian A.C. Mon. Not. R. Astr. Soc., 267, 187 (1994)
* Miyaji T., Hasinger G., Schmidt M., in Highlights in X–ray Astronomy in Honor of Joachim Trümper 65<sup>th</sup> birthday, MPE Report, in press (1999a) (astro-ph/9809398)
* Miyaji T., Hasinger G., Schmidt M., Adv. Space Res., in press (1999b)
* Ogasaka Y., Kii T., Ueda Y., et al. Astron. Nach., 319, 43 (1998)
* Otha K., et al., 1996, Astrophys. J. Lett., 458, L57 (1996)
* Page M.J., Carrera F.J., Hasinger G., et al. Mon. Not. R. Astr. Soc., 281, 579 (1996)
* Piccinotti, G. et al. Astrophys. J., 253, 485 (1982).
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# Anomalous magnetoconductance due to weak localization in 2D systems with anisotropic scattering: computer simulation
## I Introduction
Quantum correction to the conductivity arises from interference of electron waves scattered along closed trajectories in opposite directions. An external magnetic field applied perpendicular to the 2D layer destroys the interference and suppresses the quantum correction. This results in anomalous negative magnetoresistance, which is experimentally observed in many 2D systems. This phenomenon is usually described in the framework of quasiclassical approximation which is justified under the condition $`k_Fl1`$, where $`k_F`$ is the Fermi wave vector, $`l`$ is the mean free path. In this case the conductivity correction is expressed through the classical probability density $`W`$ for an electron to return to the area of the order $`\lambda _Fl`$ around the start point
$`\delta \sigma =\sigma _0{\displaystyle \frac{\lambda _Fl}{\pi }}W,`$ (1)
$`\sigma _0={\displaystyle \frac{e^2}{2\pi \mathrm{}}}k_Fl.`$ (2)
This expression allows to calculate the conductivity correction at an arbitrary magnetic field . Analitical expressions are derived only for some specific cases: (i) in the diffusion limit, i.e. at $`BB_{tr}`$ and $`ll_\phi `$, where $`l_\phi `$ is the phase-breaking length due to inelastic processes, and $`B_{tr}=\mathrm{\Phi }_0/2\pi l^2`$, $`\mathrm{\Phi }_0=\pi \mathrm{}c/e`$; (ii) in the high-field limit, i.e. at $`BB_{tr}`$.
To our knowledge, this problem has been solved only for the case of random distribution of scattering centers and isotropic scattering. As a rule, these conditions are not fulfilled in real semiconductor structures. First of all, in semiconductors the scattering by ionized impurities dominates at low temperatures. This scattering is strongly anisotropic, in particular in heterostructure with a remote doping layer. Besides, the impurity distribution is correlated to some extend due to Coulomb repulsion of the impurity ions at growing temperatures. In the present work the role of scattering anisotropy in the quantum correction to the conductivity is investigated through a computer simulation.
## II Simulation details
To find the values of the mean free path $`l`$ and probability density $`W`$ in (1), we have simulated the motion of a particle in the 2D plane with scattering centers in it. The plane is a $`3000\times 3000`$ lattice. The scatters are randomly distributed in the lattice sites. The whole scatters number is $`2\times 10^4`$. Every scatter covers seven lattice parameters in diameter. The start point of particle motion is chosen in a scatter near the centre of the lattice. We suppose the particle to move linearly between two sequential collisions with scatters (Fig. 1). The collisions change the motion direction according to given angle dependence of scattering probability. A trajectory is considered to be closed if after a number of collisions $`n<n_{max}`$ it passes near the start point at the distance less than $`d/2`$. Since $`d`$ has to be small enough, we choose $`d`$ of about the scatter diameter. We assume that the particle never returns to the area of the start point at $`n>n_{max}=1000`$ or when it escapes the lattice. An estimation shows that both assumptions introduce the error in $`\delta \sigma `$ less than one percent at $`\gamma =l/l_\phi >0.01`$.
The simulation has been carried out for two different scattering mechanisms: isotropic and anisotropic. For the isotropic scattering corresponding to a short-range scattering potential, the scattering probability does not depend on the scattering angle (the curve i in the inset in Fig. 1). For the anisotropic scattering we have used the angle dependence of scattering probability presented by the curve a. It is close to that in heterostructures with a doped barrier, where impurities are spaced from the 2D gas. The curve a corresponds, for example, to the 2D structure with impurity density of about $`10^{12}`$ $`cm^2`$ and a spacer of $`50`$ Å thick.
To calculate the conductivity correction in a magnetic field, we have modified the expression (1) by including the magnetic field in it according to a standart procedure. The final expression for the conductivity correction in the magnetic field can be written as:
$$\frac{\delta \sigma (b)}{G_0}=\frac{2\pi l}{dN}\underset{i}{}\mathrm{cos}\left(\frac{bS_i}{l^2}\right)\mathrm{exp}\left(\frac{l_i}{l_\phi }\right),$$
(3)
where summation runs over all closed trajectories among a total number of trajectories $`N`$ ($`N=10^6`$ in our calculations), $`b=B/B_{tr}`$, $`G_0=e^2/2\pi ^2\mathrm{}`$, $`S_i`$ and $`l_i`$ stand for the area and length of the $`i`$-th trajectory, respectively, the exponent accounts for the phase breaking. Note that in (2) $`l`$ denotes the mean free path connected with the transport relaxation time.
## III Results and discussion
The results of simulation, obtained for different $`\gamma `$ values, are presented in Fig. 2. Let us consider, at first, the results for the isotropic scattering (dashed curves). They are in a good agreement with the results of numerical calculation carried out beyond the diffusion limit . This lends support to the validity of the method used. Here the results of calculation in the diffusion limit ($`b1`$, $`\gamma 1`$), obtained through the well-known expression
$$\frac{\mathrm{\Delta }\sigma (b)}{G_0}=\psi \left(\frac{1}{2}+\frac{\gamma }{b}\right)\psi \left(\frac{1}{2}+\frac{1}{b}\right)\mathrm{ln}(\gamma ),$$
(4)
are shown too. As is clearly seen, the conditions, under which the expression (4) works well, are very rigorous: even for $`\gamma =0.01`$ and $`b<1`$ the formula (4) gives evidently larger value of $`\mathrm{\Delta }\sigma (b)`$ than that in our simulation.
The solid curves in Fig. 2 are the results of our simulation for the anisotropic scattering mechanism. The closeness of these results to those, obtained for isotropic scattering, stands out. At first glane it seems to be surpising. The introduction of anisotropy in scattering process decreases the probability of returning to the start point area, because the scattering for small angles dominates in this case and in the average the particle moves to greater distance from the start point after each collision. As is seen from (1), the decreasing of $`W`$ has to lead to decreasing in $`\delta \sigma `$. However, this decreasing is compensated by the increasing of transport length $`l`$, which is averaged with the weight $`(1\mathrm{cos}(\theta ))`$ when integration runs over the scattering angle $`\theta `$. Thus, the introduction of anisotropy of scattering does not dramatically change the negative magnetoresistance (at least up to $`b=5`$).
One can now attack the results of simulation as experimental ones. Let us describe our curves by expression (4) in the usual fashion. We have introduced a numerical multiplier (so-called prefactor) in (4) and used it and $`\gamma `$ as fitting parameters. The results of such data processing are presented in Fig. 3. The curves labels show the magnetic field ranges, in which the fitting procedure has been carried out. In spite of strong difference between the simulation results and those given by (4) (see dotted and other curves in Fig. 2), the fitting value of $`\gamma _{fit}`$ is very close to $`\gamma `$, used in our simulation for both isotropic and anisotropic scattering mechanisms. The difference between $`\gamma `$ and $`\gamma _{fit}`$ is less than $`10`$ % for the isotropic scattering and $`4050`$ % for the anisotropic one. The value of prefactor is less than unity and decreases with increasing $`\gamma `$.
Thus, (i) the use of expression (4) to determine the phase-breaking length (or time) from the magnetic field dependence of anomalous magnetoconductance in semiconductor structures, where scattering is anisotropic, can give the error of about $`4050`$ %, (ii) the fact that the prefactor is less than $`1`$ can be related not only with e-e interaction influence as it is frequently supposed, but with poor fulfilment of the condition $`ll_\phi `$ and strong anisotropy of scattering as well.
### Acknowledgements
This work was supported in part by the RFBR through Grants 97-02-16168, 98-02-17286, the Russian Program Physics of Solid State Nanostructures through Grant 97-1091, and the Program University of Russia through Grant 420.
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# Probability and Dirac Equation
## Abstract
The Dirac equation is deduced from the probability properties by the Poincare group transformations.
I’m use notation:
$$\stackrel{}{x}=(x,y,z)\text{,}$$
$$\beta _x=\left[\begin{array}{cccc}0& 1& 0& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 1\\ 0& 0& 1& 0\end{array}\right]\text{}\beta _y=\left[\begin{array}{cccc}0& i& 0& 0\\ i& 0& 0& 0\\ 0& 0& 0& i\\ 0& 0& i& 0\end{array}\right]\text{,}$$
$$\beta _z=\left[\begin{array}{cccc}1& 0& 0& 0\\ 0& 1& 0& 0\\ 0& 0& 1& 0\\ 0& 0& 0& 1\end{array}\right]\text{.}$$
$$\gamma ^0=\left[\begin{array}{cccc}0& 0& 1& 0\\ 0& 0& 0& 1\\ 1& 0& 0& 0\\ 0& 1& 0& 0\end{array}\right]\text{ and }\beta ^4=\left[\begin{array}{cccc}0& 0& i& 0\\ 0& 0& 0& i\\ i& 0& 0& 0\\ 0& i& 0& 0\end{array}\right]\text{.}$$
For every trackelike probability density $`3+1`$-vector
$$\rho (t,\stackrel{}{x}),j_x(t,\stackrel{}{x}),j_y(t,\stackrel{}{x}),j_z(t,\stackrel{}{x})$$
the 4-components complex vector function (4-spinor) $`\mathrm{\Psi }(t,\stackrel{}{x})`$ exists, for which:
$$\begin{array}{c}\rho =\mathrm{\Psi }^{}\mathrm{\Psi }\text{,}\\ j_x=\mathrm{\Psi }^{}\beta _x\mathrm{\Psi }\text{}j_y=\mathrm{\Psi }^{}\beta _y\mathrm{\Psi }\text{}j_z=\mathrm{\Psi }^{}\beta _z\mathrm{\Psi }\text{,}\end{array}$$
(1)
The operator $`\widehat{U}\left(\mathrm{}t\right)`$, which acts in the set of these spinors, is denoted as the evolution operator for the spinor $`\mathrm{\Psi }(t,\stackrel{}{x})`$, if:
$$\mathrm{\Psi }(t+\mathrm{}t,\stackrel{}{x})=\widehat{U}\left(\mathrm{}t\right)\mathrm{\Psi }(t,\stackrel{}{x})\text{.}$$
$`\widehat{U}\left(\mathrm{}t\right)`$ is a linear operator.
The set of the spinors, for which $`\widehat{U}\left(\mathrm{}t\right)`$ is the evolution operator, is denoted as the operator $`\widehat{U}\left(\mathrm{}t\right)`$ space.
The operator space is the linear space.
Let for an infinitesimal $`\mathrm{}t`$:
$$\widehat{U}\left(\mathrm{}t\right)=1+\mathrm{}ti\widehat{H}\text{.}$$
Hence for an elements of the operator $`\widehat{U}\left(\mathrm{}t\right)`$ space:
$$i\widehat{H}=_t\text{.}$$
Since the functions $`\rho `$, $`j_x`$, $`j_y`$, $`j_z`$ fulfill to the continuity equation:
$$_t\rho +_xj_x+_yj_y+_zj_z=0$$
then:
$$\left(\left(_t\mathrm{\Psi }^{}\right)+\left(_x\mathrm{\Psi }^{}\right)\beta _x+\left(_y\mathrm{\Psi }^{}\right)\beta _y+\left(_z\mathrm{\Psi }^{}\right)\beta _z\right)\mathrm{\Psi }=$$
$$=\mathrm{\Psi }^{}\left(\left(_t+\beta _x_x+\beta _y_y+\beta _z_z\right)\mathrm{\Psi }\right)\text{.}$$
Let:
$$\widehat{Q}=\left(i\widehat{H}+\beta _x_x+\beta _y_y+\beta _z_z\right)\text{.}$$
Hence:
$$\mathrm{\Psi }^{}\widehat{Q}^{}\mathrm{\Psi }=\mathrm{\Psi }^{}\widehat{Q}\mathrm{\Psi }\text{.}$$
Therefore $`i\widehat{Q}`$ is the Hermitean operator.
Hence $`\widehat{H}`$ is the Hermitean operator, too. And $`\widehat{U}\left(\mathrm{}t\right)`$ is the unitary operator for the scalar product of the following type:
$$(\mathrm{\Phi },\mathrm{\Psi })=𝑑\stackrel{}{x}\mathrm{\Phi }^{}\mathrm{\Psi }\text{.}$$
Therefore:
$$\widehat{H}=\beta _x\left(i_x\right)+\beta _y\left(i_y\right)+\beta _z\left(i_z\right)i\widehat{Q}\text{.}$$
The unitary operator $`\widehat{U}\left(\mathrm{}t\right)`$ is denoted as the natural evolution operator if the operator $`\widehat{U}\left(\mathrm{}t\right)`$ space is invariant for the complete Poincare group transformations.
For every natural evolution operator the real number $`m`$ exists for which all elements $`\mathrm{\Psi }`$ of this operator space obey to the Klein-Gordon equation:
$$\frac{^2\mathrm{\Psi }}{t^2}\frac{^2\mathrm{\Psi }}{x^2}\frac{^2\mathrm{\Psi }}{y^2}\frac{^2\mathrm{\Psi }}{z^2}=m^2\mathrm{\Psi }\text{.}$$
Therefore in this case:
$$\begin{array}{c}\widehat{Q}\widehat{Q}=m^2\text{,}\\ \widehat{Q}\beta _x=\beta _x\widehat{Q}\text{,}\\ \widehat{Q}\beta _y=\beta _y\widehat{Q}\text{,}\\ \widehat{Q}\beta _z=\beta _z\widehat{Q}\text{.}\end{array}$$
If
$$i\widehat{Q}=m\gamma $$
then some real number $`\alpha `$ exists for which:
$$\gamma =\mathrm{cos}\left(\alpha \right)\gamma ^0+\mathrm{sin}\left(\alpha \right)\beta ^4$$
and
$$\widehat{H}=\beta _x\left(i_x\right)+\beta _y\left(i_y\right)+\beta _z\left(i_z\right)+m\gamma \text{.}$$
The probability is denoted as the elementary free lepton probability if for this probability density vector the spinor $`\mathrm{\Psi }`$ exists which is element of some natural evolution operator space and which obeys to (1).
Therefore the physics elementary particle behavior in the vacuum looks like to the trackelike probability behavior. That is if the partition with two slits between the source of the physics particle and the detecting screen exists in the vacuum then the interference of the probability is observed. But if this system shall be placed in the Wilson cloud chamber then the particle shall got the clear trace, marked by the condensate drops, and whole interference shall vanished. It looks like to the following: the physics particle exists in the moment, only, in which some event on this particle is happening. And in other times this particle does not exist and the probability of some event on this particle exists, only.
Hence, if events on this particle do not happen between the event-birth and the event-detection then the particle behavior is the probability behavior between these events, and the interference is visible. But in the Wilson cloud chamber, where the ionization acts are form the almost continuous line, the particle has got the clear trace and no the interference. And the particle moves because such line is not absolutely continuous. Every point of the ionization act has got the neighboring ionization point, and the event on this particle is not happen between these points. Therefore, the physics particle moves because the corresponding probability is propagated in the space between these points.
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# On the abundance of Lithium in T Coronae Borealis
## 1 Introduction
T Coronae Borealis (= T CrB) is a recurrent nova which underwent major eruptions in 1866 and 1946. Its quiescent optical spectrum shows M–type absorption features with Balmer and He emission lines, and the Balmer jump (Kenyon 1986, and references therein). An optical spectrum of such a type qualified T CrB to be classed as a symbiotic system.
The optical and infrared light curve show a double humped modulation which is due to the observer seeing differing aspects of the tidally locked, gravitationally distorted M-giant companion star. Shahbaz et al (1997) have modelled these light variations and have concluded that the binary system must contain an accreting white dwarf very close to the Chandrasekhar limiting white dwarf mass of 1.4$`M_{}`$; this is in agreement with the high mass required to explain the outbursts in the recurrent nova in terms of a thermonuclear runaway process (Webbink 1976; Livio & Truran 1992).
Models of the nova explosion predict that the thermonuclear runaway can produce large amounts of lithium (see Starrfield et al. 1978). In this letter we present high resolution echelle spectroscopy of T CrB. We determine the surface abundance of Li and give possible explanations to its abundance.
## 2 Observations and data reduction
We obtained high resolution echelle spectra of T CrB on the nights of the 15th and 16th June 1995 using MUSICOS (MUlti-SIte COntinuous Spectroscopy; Baudrand & Bohm 1992) mounted on the 2-m Bernard Lyot telescope at the Pic du Midi Observatory, France. We also observed several template M3$`\mathrm{iii}`$ stars (see Table 1 for a log of the observatons). Finally, Th-Ar lamps and dome-flats were observed to wavelength calibrate and flat-field the data respectively.
The spectra were extracted, wavelength and flux calibrated using the procedures described by Baudrand & Bohm (1992). The accuracy of the wavelength calibration was 0.024Å. Our observations which cover the spectral range 5400–8800 Å are composed of 43 orders, each covering about 100 Å with a velocity dispersion of 4 km s<sup>-1</sup>/pixel. The velocity resolution of the spectra was 10 km s<sup>-1</sup> (FWHM at H$`\alpha `$). In this paper we only use the order covering the spectral range 6680–6780 Å. We cross correlated all the T CrB spectra in order to determine the velocity shift relative to a standard star. The spectra were then Doppler shifted and summed (see Figure 1).
## 3 Models and Abundance Analysis
For this analysis we use model atmospheres with a setup similar to the “NextGen” model grid of Hauschildt et al (1998). Our models are spherically symmetric LTE models calculated with the general stellar atmosphere code PHOENIX. We use a direct opacity sampling method to include line blanketing of both atoms and molecules. The equation of state includes more than 500 species (atoms, ions and molecules). For the relatively high effective temperatures considered here, the effects of dust condensation and opacities are negligible. The radiative transfer equation is solved using an operator splitting method. Details of the calculational methods are given in the above reference.
We used solar abundance models in the effective temperature range $`3000T_{\mathrm{eff}}3600`$ with $`2.5\mathrm{log}(g)3.5`$ as starting point. For the best fitting model, $`\mathrm{log}(g)=2.5`$ and $`T_{\mathrm{eff}}=3200`$K, we calculated a set of synthetic spectra with lithium abundances $`0.0\mathrm{log}_{10}ϵ(\mathrm{Li})3.31`$. Here, $`ϵ(\mathrm{Li})`$ is the number of lithium nuclei for each $`10^{12}`$ hydrogen nuclei. $`\mathrm{log}_{10}ϵ(\mathrm{Li})=1.16`$ is the abundance of lithium in the solar atmosphere and $`\mathrm{log}_{10}ϵ(\mathrm{Li})=3.31`$ is the meteoritic lithium abundance. The spectra were calculated with the same code and general setup (including spherical symmetry) that was used to calculate the models in the model atmosphere, however, the spectral resolution was set to about 130,000. The sets of synthetic spectra were then compared to the observations to find the model with the best fitting lithium line to estimate the abundance of lithium. For the comparison, the synthetic spectra were convolved with a rotational profile of $`15`$km/s to account for the rotational broadening of the star (Kenyon & Garcia 1986) and the observed spectrum was converted to vacuum wavelengths. In addition, a global blue-shift of $`31`$km/s was applied to the synthetic spectra to match observed and computed features. We have also calculated spectra for effective temperature and gravities close to the best fitting model to establish the error in the estimated lithium abundance. For the purpose of the analysis presented here, we used a fixed micro-turbulent velocity $`\xi =2`$km/s. In all cases, the quality of the fits was established manually by inspection of the plots comparing the synthetic spectra to the data.
The Li 6708Å resonance line is well known to be very sensitive to T<sub>eff</sub>. Thus we tried different temperatures between 3000 K, and 3600 K in our abundance analysis. We also tried three different values for the gravity; $`\mathrm{log}`$ g=2.5, $`\mathrm{log}`$ g=3.0 and $`\mathrm{log}`$ g=3.5. The best fitting model for T CrB \[$`T_{\mathrm{eff}}=3200`$K, $`\mathrm{log}(g)=2.5`$\] showed the Li abundance to be between 0.5 and 0.7. We estimate uncertainies of $``$200K and $``$0.5 in $`T_{\mathrm{eff}}`$ and $`\mathrm{log}(g)`$ respectively. As shown in Figure 1 we obtained a good representation of the spectrum without changing the abundances of the other elements (Al, Ca, Fe, Si) present in the synthesised spectral region. Note that the Fe$`\mathrm{i}`$ 6707.44Å line is included in the synthetic spectrum.
A similar analysis for the standard star HD 151203 shows that its Li abundance is at least 0.4 dex below that of T CrB. As one can see from Figure 1 the Li line is not well matched, suggesting that there may be a line missing from the synthetic spectrum, accounting for the missing absorption. However, this could well be that the CN line data, which is included in the model, not being very accurate.
## 4 Discussion
Normal stars reach sufficiently high temperatures to destroy lithium in their interiors. As a result, if there is significant convection of material to the surface from regions hot enough to destroy lithium, its abundance will decline with age. This effect is seen for cool stars, whilst the surfaces of hotter stars, within which convection does not occur, retain what is thought to be their initial lithium abundance. Although F-stars break this monotonic relationship, it is possible to say that main-sequence stars of $`>`$1.5$`M_{}`$ do not show significant depletion (Balachandran 1988). Once the stars leave the main sequence, the surface abundance of the hotter stars depends crucially on the onset of convection. This yields a possible explanation of the lithium we have detected. The secondary star in T CrB was probably initially greater than 1.5$`M_{}`$, and although the star has become a giant, convection or dredge-up may not yet have begun. Just such an explanation is used for the few normal giants which have almost solar abundance lithium, although most giants are, as one would expect, lithium poor (Brown et al 1989).
Another explanation of the lithium abundance may be provided by comparison with other late-type giants. Pallavicini, Randich and Giampapa (1992) show that coronally active K-giants have relatively strong lithium lines. Although sunspots also show strong lithium, starspots alone cannot be the cause of the enhanced lithium line (Pallavicini et al 1993), and it is thought to reflect a true abundance anomaly. The reason for this is unclear, but ideas related to a lack of differential rotation as a function of radius, would fit in with the observation that tidal locking can also inhibit lithium depletion. However, it should be noted that there is observational evidence for this is very limited. Both mechanisms should be present in T CrB, helping to explain the high lithium abundance, although it should be noted that the latest spectral type studied by Pallavicini et al (1992) was K, not M.
A final mechanism which may enhance the surface abundance is material placed there by the nova explosion. Unfortunately the production of lithium in novae is controversial, with estimates for the abundance in the ejecta varying from solar (Boffin et al. 1993) to several hundred times solar (Starrfield et al 1978). The observations may of be some help here, since the old nova GK Per shows no lithium enhancement (Martin et al 1995). This would argue that novae do not significantly affect the lithium abundance of their secondary stars, although one should be cautious of extrapolating from one peculiar cataclysmic variable (GK Per), to another (T CrB).
To summarise the above three paragraphs, there are three possible mechanisms for the lithium we observe. It may be that the giant has not yet become convective, it may be related to tidal locking and stellar activity, or it may be due to the nova explosion. Note that we cannot rule out any of these ideas.
## 5 Conclusion
We have obtained high-resolution echelle spectra of T CrB in the Li 6708Å spectral region. Spectral synthesis fits gives the Li adundance to be $`\mathrm{log}`$ N(Li)$``$0.6 , a factor of 4 below solar. The Li abudance in field stars of the same spectral type as the secondary star in T CrB is not detectable. We offer three possible explanations for the enhancement of Li in T CrB. It is either due to the a delay in the onset of convection in the M-giant, stellar activity on the surface of the companion star or it may be due to the nova explosion.
## Acknowledgments
This work was based on observations collected using the Bernard Lyot Telescope at the Pic du Midi Observatory. This work was supported in part by NSF grant AST-9720704, NASA ATP grant NAG 5-3018 and LTSA grant NAG 5-3619 to the University of Georgia. Some of the calculations presented in this paper were performed at the San Diego Supercomputer Center, with support from the National Science Foundation, from the NERSC, and from the U.S. DoE. TN was supported by a PPARC Advanced Fellowship.
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# Metallic Xenon. Conductivity or Superconductivity?
##
The metallization of gases is a problem with a long history. Suspicion that the hydrogen under pressure to be metallic arose as far back as 19th century . In the first half of the 20th century the metallic atomic hydrogen attract an interest as a simplest and superlight alkali metal analogy. In 1927 a simple criterion of metallization of dielectric condensates was found . In 1935 the density of atomic hydrogen was calculated and the critical pressure (about 100 GPa) was evaluated. In 70th after the BCS theory was created, some ideas of non-phonon superconductivity mechanisms were advanced. It stimulated a new splash of an interest on the hydrogen metall ization, especially on molecular hydrogen with two electrons with the opposite directed spins. Xenon is the only gas transformed into metal at the present time.
Thorough investigations of the xenon metallization were carried out in . Some parameters of optical properties of xenon under pressure were obtained. At pressure larger than (107 - 130) GPa (molar volume $`V_{\mathrm{m1}}`$ (11.6 - 10.7) cm<sup>3</sup> /mol) appears an absorption of photons with energy below 2.7 eV. In Fig.1 (curve 1) the absorption coefficient of this type of absorption at 130 GPa is shown . It is interpreted as an indirect interband absorption edge. At pressure larger than 138 GPa ($`V_{m2}=10.56\mathrm{cm}^3`$/mol) a peak of absorption at 2 eV was observed. It remains at the larger pressure, as well as the first type absorption (Fig.1, curve 2) . There is no unambiguous interpretation of this absorption . A sharp rise of the absorption below about 1.5 eV (Fig. 1, curve 2 ) at the pressure larger than 142 GPa ($`V_{m3}=10.46\mathrm{cm}^3`$/mol) is regarded as an absorption of classical free-electron metal near the plasma frequency $`W_p`$. Existence of free electrons is a result of diminution of the energy gap under pressure . According to
$$W_p^{4/3}(V_{m3}V).$$
$`(1)`$
A summary absorption $`b`$ in the peak at 2 eV may be described by the band model relation
$$b^{2/3}(V_{m2}V).$$
$`(2)`$
The main purpose of these works was to confirm the fact of metallization but not to give its correct interpretation. Nevertheless the high accuracy of the experimental data allows to find not only some contradictions in the optical data interpretation, but also to consider some alternative mechanism of molecular bonding and metallization. In Fig 2a relations (1) and (2) are presented in a logarithmic scale. Indexes near the straight lines are the powers corresponding to these dependencies. It is clear that the more correct powers are 2 and 1. In Fig 2b relations (1) and (2) with correct powers are shown. High accuracy of the experimental data and absence of their suitable description is the cause to try to find another model of the phenomenon. The experimental relation between the plasma absorption energy and the molar volume difference from the volume at metallization is
$$0.5W_p=3.2B(1V/V_{m3})1/2,$$
$`(3)`$
where $`B=0.48`$ eV ( Fig 3 ). Experimental data corresponds well to Eq. (3). This relation may describe the energy gap near the phase transition. Let us suppose the metallic xenon to be a superconductor. For this case $`T_c0.48\mathrm{eV}5000`$ K. The gap energy near transition is about 1 eV. Far of the transition gap energy is about $`3.50.48=1.68`$ eV. The temperature $`T`$ is replaced by the volume $`V`$. The parameters $`T`$ and $`V`$ are equivalent in the Gibbs function. For the metallic xenon $`T=\mathrm{const}`$, while for ordinary superconductors $`V=\mathrm{const}`$.
Optical absorption by superconducting films has been carefully investigated . A theoretical frequency dependence of a transmission curve may be transformed into a frequency dependence of an absorption coefficient. In Fig.1 the dependence of the theoretical value of the absorption coefficient on the reduced photon energy $`W/(3.5kT_c)`$ is shown ( curve 3 ).
One may conclude from comparision of the curves 2 and 3 that the gap energy for the experimental curve 2 is 1.4 eV and $`T_c0.4`$ eV. It is close to the energy gap evaluated from the plasma frequency. Increasing of the absorption in a high energy region is due to the absorption by normal electrons, as for ordinary superconductor films. For the last the hump corresponding to 2 eV peak were observed sometimes too.
The $`PV`$ dependence is plotted in Fig.4 (experimental points, curve 1) . The pressure dependence of the compressibility is shown by the curve 2 in arbitrary units. An approximation by two straight lines of two parts of this curve is shown as well. The possible jump in compressibility at the intersection of lines ($`V_{m3}=10.46`$ cm<sup>3</sup>/mol ) is neglected.
The $`PV`$ dependence with a break is given also in with out comment. Softening of the system is a result of the metallization. The touch line 3 is an extrapolation of the dielectric compressibility into the metallization region. One may suppose the metallization not to be happened and $`PV`$ curve runs along the line 4 up to 200 GPa. At this pressure we shall ”swich” a metallization transition and find ourselves at the line 1. Volume of the system decreases by 0.12 cm<sup>3</sup>/mol and its energy changes by 0.24 eV. It means that the number of pairs is about 0.2 of the number of xenon atoms, because the energy gap is about ( 1–1.4) eV. System is indeed near the phase transition. One of alternative description of the IG atom condensates could be based on an average interatomic interaction, for example, the Lennard-Jones potential (6-12). It could lead to loss of some condensate properties. Because of the weekness of interatomic interactions electronic exitations must be regarded as localized but not Bloch waves. It makes applicability of band theory description of electronic properties of molecular condensates doubtful.
The similar situation is well known in the case of small radius polarons. In this case localizes an electron at a site much faster than spreads over the lattice. And the electron transport is a diffusion process. It was the main difficulty in a description of the electronic properties of TiO<sub>2</sub> , treated as a narrow band material . Most of the properties of TiO<sub>2</sub> was adequate described when the small radius polaron approach was utilized . It is possible the same situation take place for condensa tes of IG atoms. The most typical feature of IG condensates is the smallness of atom size $`2r_1`$ relatively to equilibrium interatomic distances $`2r_2`$ in condensates. For xenon $`2r_1=1.2`$ Å, while $`2r_2`$ = 4.4 Å. The bond energy of condensate is about 0.13 eV. It is negligible in comparision to the first excitation energy of atoms (10 eV).
The second very important circumstance is the coincidence of interatomic distances $`2r_2`$ with diameters of atoms in an excited state. Such atoms are excimer analogies of the corresponding alcaly metals. For this case an alternative approach to a description of properties of molecular condensates is possible. These substances have a bond of a metallic type via excited state orbitals but without a metallic conductivity because a mean number of electrons at excited state orbitals $`X<1`$. This situation i s shown chematically in Fig. 3 (insertion). For xenon $`X=0.038`$. Most of the physical properties (condensation and adsorption energy, compressibility, metallization under pressure) may be described by expressions of the theory of simple metals with electron charge $`e`$ replaced by $`eX`$ . Nevertheless such averaging in some cases is unfit also.
It is the fact that condensed xenon at normal pressure has $`X=0.038`$ and the electron concentration $`n=10^{21}`$ cm<sup>-3</sup> what corresponds to 1/25 of the alcaly metal electron concentration. Absence of the conductivity and the low bond energy at high electron concentration is a result of averaging at $`X<1`$. Actual meaning of $`X`$ is the probability for an electron to appear on an excited state orbital. It is a mean number of virtual excimer metallic atoms among the whole atoms of the condensate. The conductivity is absent if $`X<X_p=0.12`$ — the percolation threshold .
In Fig. 3a in the lattice time scale such situation is shown. And in the electronic time scale an instantaneous electron distribution of the virtual molecular excitation gas is shown in Fig. 3b. It is obvious that electronic conductivity is possible if $`X>X_p`$ and the band theory description of the system is valid at $`X`$ much larger.
After $`X`$ becomes larger $`X_p`$ a cobweb of conducting chains or clusters of atoms in virtually excited state penetrates a whole dielectric condensate. Such conducting chains are surrounded by dielectric media in a pre-excimer state. Configuration of the conducting chains depends on the atomic wave function type. It changes permanently and statistically remaining the percolation conductivity up to appearance of the influence of the regularity of the lattice sites. At $`X=1`$ condensate becomes excimer alca ly metal.
An intermediate situation when the nano-dispersed metal-dielectric system is realized is the most interesting one. It may be concerned with HTSC problems and various constructions discussed actively in 70th.
Properties of the condensate are determined by the excited state radius $`r_2`$ of atoms. It may be expressed through energy by the hydrogen-like formulae $`2r_2=e^2/(E_0E_l)`$. Here $`E_0`$ \- the ionization potential, $`E_l=e^2/2r_l`$ — the transition energy between the ground and excited state of atom.
For the system in which the excited state radius of atoms is fixed the atomic wave functions may be expressed by the energy. Probability $`X`$ for an electron to appear at excited state orbital with radius $`r_2`$ may be obtained from the atomic wave functions of excited state
$$X(r_2)=X_1\mathrm{exp}(r_2/r_1)=X(E)=X_2\mathrm{exp}(E_1/w)=X_2\mathrm{exp}(1/g).$$
$`(4)`$
The pre-exponential coefficient is a relatively weak function of $`r`$. An average perturbation energy $`w=e^2/2(r_2r_1)`$ is the interaction energy between electrons of the ground state orbitals of the neighbouring atoms at distance $`2r_2`$ in condensate. For IG relation $`g=w/E_1(0.300.55)`$. Metallization of xenon occurs at $`g=0.75`$. The main properties of condensates may be expressed through atomic spectroscopic parameters of atoms.
As the interatomic interaction is a pair one it leads to the possibility of the H<sub>2</sub>-like molecule Xe<sub>2</sub> creation. Such virtual excimer molecules Xe<sub>2</sub> has a bond energy of about 1 eV. It is about $`2.2/0.529`$ less the bond energy of H<sub>2</sub> molecule (4.37 eV). Lowering of the excitation process energy by 1 eV may facilitates generation of virtual molecular electron pairs and their participation in both the bonding of condensate and the conductivity at the metallization. Energies of the same order have appeared in a discussion of the metallic xenon properties.
The conclusion is that the energy band theory either is not applicable for a description of the metallic xenon properties or it must be more carefully worked up.
At the above consideration the condensation of xenon atoms is a result of atoms interaction with participation of virtual excitations with concentration $`X`$.. The conductivity arises at $`V_m`$ corresponding to transition over the percolation threshold $`X_p(W)=0.12`$, which might depend on the light frequency. Fig. 5 on the base of data shows dependencies of the absorption coefficient ( the electron concentracion ) at frequences 1 , 1.7 , 2 , 2.7 eV on the difference $`V_mV`$. It is clear, that the lower pressure (more $`V_m`$), the more light frequence. The straight line a is the dependence of $`1V/V_m(X_pX)`$ on $`W^2`$. The experimental data $`V_m`$ correspond well to this dependence. To a zero frequency corresponds $`V_{m0}=10.28`$ cm <sup>3</sup>/mol , which is nearer to 10.2 cm<sup>3</sup>/mol , than $`V_m=10.7`$ cm<sup>3</sup>/mol obtained at nonzero frequency. Up to $`V_{m3}=10.46`$ cm<sup>3</sup>/mol light is absorbed by normal electrons of metallic chains ($`W_p10`$ eV). But the mean concentration $`n(XX_p)(1V/V_m)`$ (4). A peak at 2 eV might be a ”precursor” of the superconductivity, which arises at the pressure higher than 142 GPa . The phase transition occurs (the condensation of the virtual molecular type excitations with zero momentum and spin). The absorption typical for supercon ducting metallic films below the metal plasma frequency appears. A compressibility of the system ( energy capacity ) increases at this point. Energy gap (1 - 1.4) eV at 200 GPa corresponds to a number of pairs about 0.2 number of atoms. Of course, all the problems that arise in discussion concerning metallic xenon properties cannot be solved without direct experiments on magnetism. ¿From the other side these experiments would be interesting taking into account the existence of some virtual structures inside dielectric condensates of IG atoms. May be they are simulate to some materials and interactions discussed earlier in connection with the HTSC problem and sometimes mentioned in search of adequate description of the contemporary HTSC.
References
1. Mendelsson K. The Quest for Absolute Zero. World University Library, Weidenfeld and Nicolson . (1968).
2. Herzfeld K.F. Phys Rev. 29, 701 (1927).
3. Wigner E., Hungtinton H.B. J. Chem. Phys. 3, 764 (1935).
4. Goettel K.A., Eggert J.H., Silvera I.F., Moss W.C. Phys. Rev. Lett. 62, 665 (1989).
5. Reichlin R.R., Brister K.E., McMahan A.K., Ross M.., Martin S., Vohra Y.K., Ruof A.L. Phys. Rev. Lett. 62, 669 (1989).
6. Ginsberg D.M., Tinkham M. Phys.Rev. 118, 990 (1960).
7. Grant F. Rev. Mod. Phys. 31, 646 (1959).
8. Bogomolov V.N., Kudinov E.K. Firsov Yu.A. Sov. Phys.-Sol. State. 9, 2502 (1968).
9. Bogomolov V.N. Phys. Solid State. 35,469 (1993) (a); Phys. Rev. 51, 17040 (1995)(b); Tech. Phys.Lett. 21, 928 (1995) (c).
10. Bogomolov V.N. Preprint 1734 RAS. A.F.Ioffe Phys.-Techn. Inst. (1999).
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# 1 Abstract
## 1 Abstract
Radio continuum emission at cm wavelengths is relatively little affected by extinction. When combined with far-infrared (FIR) surveys this provides for a convenient and unbiased method to select (radio-loud) AGN and starbursts deeply embedded in gas and dust–rich galaxies. Such radio-selected FIR samples are useful for detailed investigations of the complex relationships between (radio) galaxy and starburst activity, and to determine whether ULIRGs are powered by hidden quasars (monsters) or young stars (babies).
We present the results of a large program to obtain identifications and spectra of radio-selected, optically faint IRAS/FSC objects using the FIRST/VLA 20 cm survey (Becker, White and Helfand 1995). These objects are all radio-‘quiet’ in the sense that their radio power / FIR luminosities follow the well-known radio/FIR relationship for star forming galaxies.
We compare these results to a previous study by our group of a sample of radio-‘loud’ IRAS/FSC ULIRGs selected from the Texas 365 MHz survey (Douglas et al. 1996). Many of these objects also show evidence for dominant, A-type stellar populations, as well as high ionization lines usually associated with AGN. These radio-loud ULIRGs have properties intermediate between those of starbursts and quasars, suggesting a possible evolutionary connection.
Deep Keck spectroscopic observations of three ULIRGs from these samples are presented, including high signal-to-noise spectropolarimetry. The polarimetry observations failed to show evidence of a hidden quasar in polarized (scattered) light in the two systems in which the stellar light was dominated by A-type stars. Although observations of a larger sample would be needed to allow a general conclusion, our current data suggest that a large fraction of ULIRGs may be powered by luminous starbursts, not by hidden, luminous AGN (quasars).
While we used radio-selected FIR sources to search for evidence of a causal AGN/starburst connection, we conclude our presentation with a dramatic example of an AGN/starburst object from an entirely unrelated quasar survey selected at the opposite, blue end of the spectrum.
## 2 The FIRST/IRAS Survey: radio–quiet selected ULIRGs
In order to investigate the AGN–starburst connection, particularly at higher redshifts, we have constructed a new sample of potential ultraluminous infrared galaxies (ULIRG) by making use of FIRST (“Faint Image of the Radio Sky at Twenty cm”; Becker, White, and Helfand 1995) survey which is currently underway at the VLA. This 1.4 GHz survey, with unprecedented sensitivity ($``$1 mJy; 5$`\sigma `$) and resolution (4$`^{\prime \prime }`$), will eventually cover $`\pi `$ steradians centered at the North Galactic Cap.
We position matched the FIRST catalog with the $`IRAS`$ FSC catalog, and selected the sources which follow the well known radio–FIR flux correlation for starburst galaxies and which showed faint or no optical counterparts on the POSS. We then used the Lick 3m telescope to obtain optical identifications and spectroscopy of the unknown sources. This resulted in a very high rate of finding ULIRG at moderate redshifts. All except two of the approximately 70 sources observed so far showed optical objects in our CCD imaging at the radio position. Spectra with the KAST spectrograph yielded redshifts in the range $`0.1z0.9`$ and most of these are ULIRG at $`z>0.3`$.
The new ULIRG in our FIRST/FSC (FF) sample are shown in Figure 1, along with other representative classes of IR–luminous objects. Their radio–FIR properties place our FF sample mostly in the same region as the original ULIRG sample of Sanders et al. (1988). The highest redshift FF objects ($`z=0.710,0.727,0.904`$) fall near the area in the radio–FIR luminosity plane as other well–known ULIRGs. The FF optical spectra contain typical starburst emission lines, including \[O II\], \[O III\], and H$`\alpha `$ in the lower-$`z`$ objects, as well as absorption lines characteristic of young stars. An example is plotted in Figure 2$`a`$ where a Keck spectrum of FF J1614+3234 $`z=0.710`$ shows \[O II\], the 4000 Å break, Ca H+K, and several of the Balmer lines in absorption.
## 3 The Texas/IRAS Survey: radio–loud selected ULIRGs
A preliminary report about the Texas/IRAS results was given by Dey and van Breugel (1993). The original sample was constructed by correlating the Texas catalog with an early, pre-release version of the IRAS catalog which included the Faint Source Catalog, as well as possible spurious sources. One of the results from this original sample was the possible identification of faint 60$`\mu `$ sources (3$`\sigma `$ \- 4$`\sigma `$) with a number of high redshift far-infrared quasars. However, the far-infrared nature of these objects could not be confirmed by deep mm-continuum or CO molecular line observations at the JCMT and IRAM 30m. The radio/FIR/optical identification in these objects therefore remains doubtful, or the faint IRAS detections are spurious. A sanitized version of this sample, which excludes these objects, and includes only Texas/FSC (TF) sources, is shown in Figure 1. This sample remains of much interest as it it shows the existence of a significant class of objects which are intermediate between starburst galaxies and quasars.
A large fraction of these intermediate luminosity systems show deep Balmer absorption lines associated with relatively young, A-type stellar populations similar to FF J1614+3234 (Fig 2$`a`$), as well as high ionization emission lines suggestive of the presence of AGN (but not necessarily of quasar luminosities; see for example FF J1020+6436 in Tran et al. 1999). They may form an important evolutionary link between starburst and quasar activity.
## 4 Keck spectropolarimetry of radio–selected ULIRGs
FF J1614+3234, with $`L_{FIR}10^{12.6}\mathrm{L}_{}`$, is one of the most luminous ULIRG in our sample (we use the definition for L<sub>FIR</sub> as given by Sanders and Mirabel 1996). To determine the power source in this and other ULIRGs we began a program to obtain high signal-to-noise spectropolarimetry data of a number of galaxies with the Keck telescope. The presence of a monster, possibly hidden in a dusty lair, might then expected to be visible via indirect, reflected and hence polarized light.
We observed three ULIRGs in detail (Tran et al. 1999). Two ULIRGs with dominant young ($`A`$-star type) stellar populations and weak high ionization lines failed to show evidence for hidden quasars in polarized (scattered) light. On the other hand, similar observations of a ULIRG with only a modest young stellar population but with strong high ionization lines did show polarized broad lines. Other well–known examples in this high ionization class which show evidence for polarized broad lines and hidden quasars are the ‘hyper’ luminous FIR galaxies P09104+4109 ($`z`$ = 0.44), F15307+3252 ($`z`$ = 0.926), and F10214+4724 ($`z`$ = 2.286).
The detection of hidden quasars, using spectropolarimetry, in this high ionization group but not in the low-ionization, starburst-dominated ULIRGs (classified as LINERs or H II galaxies) may indicate an evolutionary connection, with the latter being found in younger systems. Since approximately 75% of the FF objects in our sample do not show any signs of high excitation emission lines the majority of the ULIRGs may not contain monsters and even some of the most energetic ULIRGs may be powered by massive starbursts (monstrous baby nurseries).
## 5 A Spectacular, UV-selected Starburst-Quasar
While our radio/far-infrared ULIRG project is specifically aimed to search for a possible causal relationship between starburst and quasar activity, our most spectacular ‘proto-type’ object may have been found accidentially during an entirely unrelated program aimed to study radio-loud UV-excess quasars.
Using the NVSS survey (Condon et al. 1998) we selected radio loud quasars from the 2dF quasar survey (Smith et al. 1998). We then observed a subset of these using Keck ‘snapshot’ spectroscopic observations and discovered a spectacular ‘post-starburst quasar’, UN J1025$``$00400 ($`B=19`$ and $`z=0.634`$; Brotherton et al. 1999). The optical spectrum is extraordinary, dominated by a quasar in the blue, and by a young, A-type stellar population with a large Balmer jump and deep Balmer absorption lines in the red (Fig 2$`b`$). There is no \[OII\] seen in emission, and only a hint of broad H$`\beta `$. Deep Keck spectropolarimetry showed weak polarized continuum, but no strong polarized emission lines.
A Keck K-band image (0.5$`^{\prime \prime }`$ FWHM) fails to resolve the quasar from the starburst, but does reveal surrounding asymmetric fuzz and a nearby companion, suggestive of a galactic interaction. Stellar synthesis population models can reproduce the starlight component with a 400-Myr-old instantaneous burst of 2$`\times `$ 10<sup>10</sup> $`\mathrm{M}_{}`$. While starbursts and interactions have been previously associated with quasars, no quasar ever before has been seen with such a luminous young stellar population.
We searched the IRAS data base using ADDSCAN to determine whether UN J1025$``$00400 is also a far-infrared source. No emission was found at 60$`\mu `$ at a level of 0.15 Jy (3$`\sigma `$). The location of the source in the radio/far-infrared luminosity diagram is indicated in Fig 1 and does not rule out that UN J1025$``$00400 may be a ULIRG and a member of the intermediate class of objects between starbursts and quasars.
So, although we know a quasar is present, as well as a moderately aged starburst, the low percentage polarization (1% - 1.6%) suggests that their geometry might be such that light from the quasar nucleus and BLR does not intercept a large number of suitably placed ‘reflectors’. This might arise, for example, if the starburst is located in a plane (ring ?) orthogonal to the spin axis of the putative black hole powering the quasar (and we are looking down this direction). Alternatively the system may have little dust all together, and may not be a ULIRG for that matter. Perhaps the starburst–quasar is a more evolved system compared to the real intermediate class objects shown in Fig 1. It’s true location in this diagram might fall near the upper envelope of the radio/FIR luminosity diagram. Further far–infrared observations of this system would be needed to investigate this.
Acknowledgments
I thank the organizers for a most stimulating meeting, Alpen hike, and Bier Fest fun, and my collaborators for allowing me to quote their results in advance of publication. Papers describing the observations in greater detail are in preparation by S.A. Stanford, D. Stern, W. van Breugel, C. De Breuck and A. Dey 1999 (on radio selected ULIRGs); H. Tran, M.S. Brotherton, S.A. Stanford, W. van Breugel, A. Dey, D. Stern and R. Antonucci 1999 (on Keck spectropolarimetry of ULIRGs); and M.S. Brotherton, W. van Breugel, S.A. Stanford, R.J. Smith, B.J. Boyle, A.V. Filippenko, L. Miller, T. Shanks, and S.M. Croom 1999 (on the UV-excess starburst quasar). The research at IGPP/LLNL is performed under the auspices of the US Department of Energy under contract W–7405–ENG–48.
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# Correlations of Eigenvectors for Non-Hermitian Random-Matrix Models
## I Introduction
Recently, a number of new results for non-hermitian random-matrix (NHRM) ensembles were obtained (see e.g. and references therein), reflecting on the rapidly growing interest in properties of NHRM in several areas of physics. In a recent paper , Chalker and Mehlig have pointed out the existence of remarkable correlations between left and right eigenvectors associated with pairs of eigenvalues lying close in the complex plane. Such effects do not exist for hermitian (more generally normal) random-matrix models, since in this case the left and right eigenvectors coincide. Some observables related to the eigenvector properties in non-hermitian random-matrix models have been introduced and studied numerically in . Chalker and Mehlig obtained analytical formulae (in the large-$`N`$ limit, where $`N`$ is the size of the NHRM) for correlations between left and right eigenvectors in the case of Ginibre’s ensemble . However an efficient calculational scheme for the simplest (and perhaps physically more transparent) one-point function $`O(z)`$ was lacking. In this paper we prove a simple relation stating that the correlator between left and right eigenvectors corresponding to the same eigenvalue is exactly equal, in the large-$`N`$ limit, to the square of the off-diagonal one-point Green’s function for non-hermitian eigenvalues. The latter is readily calculable for a wide variety of NHRM ensembles. We illustrate our observation in a number of NHRM models and show that it agrees with numerical calculations.
The present results can be used to study the interplay between reorganization of the left and right eigenvectors and structural changes in the complex spectrum. In the simplest non-hermitian model – Ginibre’s ensemble (or generalizations thereof ) – the density of complex eigenvalues is constant, filling uniformly the circle (ellipse) in the complex plane. This model and its variants do not have external parameters, which could induce structural changes (“phase changes”) in the average eigenvalue distribution e.g. the changes from simply to multiple-connected domain of eigenvalues. In order to study these more complex phenomenae one has to consider e.g. the model for open chaotic scattering, where at large couplings (strong dissipation) the eigenvalue distribution splits into two disconnected islands, reflecting on the separation of time scales . One island corresponds to short-lived resonances, while the other to long-lived (almost classical) trapped states . It is known in this case, that the reorganization of the eigenvalues is followed by some reorganization of the eigenvectors . In particular, the norm of the right states is sensitive to the distribution of resonances .
In section 2, we introduce the notations and summarize the main results for the eigenvector correlators in the case of Ginibre’s ensemble , as established recently by Chalker and Mehlig . In section 3, we present our main result and apply it to several NHRM models with direct comparison to numerical results. Our analysis relies on novel techniques for NHRM models discussed by some of us . A summary of our results is given in section 4, and a number of technical details can be found in the Appendices.
## II Ginibre’s Matrix Model
Ginibre has introduced a Gaussian ensemble of general complex matrices $`N\times N`$, i.e. matrices distributed with the probability
$`P()d\mathrm{exp}(N\mathrm{Tr}^{})d`$ (1)
giving non-vanishing cumulants $`_{ab}\overline{}_{ab}=1/N`$. The eigenvalues are uniformly distributed on a unit disc centered at the origin of the complex plane. In Appendix B, we provide a short derivation of this result and others using (matrix-valued) Blue’s functions . Since the matrices are complex (non-hermitian), there exists a bi-orthogonal set of right ($`R`$) and left ($`L`$) eigenvectors, so that
$``$ $`=`$ $`{\displaystyle \underset{a}{}}\lambda _a|R_a><L_a|,`$ (2)
$`^{}`$ $`=`$ $`{\displaystyle \underset{b}{}}\overline{\lambda }_b|L_b><R_b|,`$ (3)
where $`<L_a|R_b>=\delta _{ab}`$. Chalker and Mehlig have studied the following eigenvector correlators:
$`O(z)`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{a}{}}O_{aa}\delta (z\lambda _a),`$ (4)
$`O(z,w)`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{ab}{}}O_{ab}\delta (z\lambda _a)\delta (w\lambda _b),`$ (5)
where $`O_{ab}=<L_a|L_b><R_b|R_a>`$. The main results of their paper are exact expressions for $`O(z,w)`$ and for $`O(z)`$ in the case of Ginibre’s ensemble. For $`N1,|zw|0`$, where $`z`$, $`w`$ are lying within the unit circle
$`O(z,w)={\displaystyle \frac{1}{\pi ^2}}{\displaystyle \frac{1z\overline{w}}{|zw|^4}}.`$ (6)
For $`|zw|0`$,
$`O(z,w)_{\mathrm{micro}}={\displaystyle \frac{N^2}{\pi ^2}}{\displaystyle \frac{1|Z|^2}{|\omega |^4}}[1(1+|\omega |^2)\mathrm{exp}(|\omega |^2)],`$ (7)
where $`Z=(z+w)/2`$ and $`\omega =\sqrt{N}(zw)`$. The diagonal correlator reads
$`O(z)={\displaystyle \frac{N}{\pi }}(1|z|^2).`$ (8)
Whereas the calculation of the “wide” eigenvector correlators $`O(z,w)`$ (like (6)) in many cases of NHRM is straightforward, using e.g. non-hermitian diagrammatics , the calculation of the “close” eigenvector correlators $`O(zw)_{micro}`$ and the diagonal correlators $`O(z)`$ is technically involved. In practice, it seems that explicit calculations in the microscopic limit are possible only in the cases when the spectrum of NHRM possesses an azimuthal (rotational) symmetry. In the next section we provide a general formula for the diagonal eigenvector correlator $`O(z)`$ in terms of the spectral one-point Green’s function.
## III New formula and results
The main result of this paper reads
$`O(z)={\displaystyle \frac{N}{\pi }}𝒢_{q\overline{q}}𝒢_{\overline{q}q}.`$ (9)
Here $`𝒢_{q\overline{q}}`$ and $`𝒢_{\overline{q}q}`$ are off-diagonal elements of the generalized (2 by 2) spectral Green’s function $`𝒢`$
$`𝒢=\left(\begin{array}{cc}𝒢_{qq}& 𝒢_{q\overline{q}}\\ 𝒢_{\overline{q}q}& 𝒢_{\overline{q}\overline{q}}\end{array}\right).`$ (12)
The elements $`𝒢_{ab}`$ are defined as traces $`𝒢_{ab}=\frac{1}{N}\mathrm{Tr}_N\widehat{𝒢}_{ab}`$ of the $`N\times N`$ blocks of the generalized resolvent ,
$`\widehat{𝒢}=\left(\begin{array}{cc}\widehat{𝒢}_{qq}& \widehat{𝒢}_{q\overline{q}}\\ \widehat{𝒢}_{\overline{q}q}& \widehat{𝒢}_{\overline{q}\overline{q}}\end{array}\right)=\left(\begin{array}{cc}z& iϵ\mathrm{𝟏}_N\\ iϵ\mathrm{𝟏}_N& \overline{z}^{}\end{array}\right)^1,`$ (17)
where $`\mathrm{𝟏}_N`$ is the $`N`$-dimensional identity matrix and $`<\mathrm{}>`$ denotes the averaging over the pertinent ensemble of random matrices $``$. In comparison to the original work , we have chosen here purely imaginary infinitesimal values in the off-diagonal block. This way guarantees that the mathematical operations performed in the proof of (9) (cf. Appendix A) are well-defined.
The spectral density follows from Gauss law ,
$$\nu (z,\overline{z})=\frac{1}{\pi }_{\overline{z}}𝒢_{qq}(z,\overline{z})$$
(18)
which is the distribution of eigenvalues of $``$. For hermitian $``$, (18) can be nonzero only on the real axis. As $`ϵ0`$, the block-structure decouples, and we are left with the original resolvent. For $`z+i0`$, the latter is just a measurement of the real eigenvalue distribution.
For non-hermitian $``$, as $`ϵ0`$, the block structure does not decouple, leading to a non-holomorphic resolvent for certain two-dimensional domains on the $`z`$-plane. For more technical details we refer to the original work , or recent reviews . Similar constructions have been proposed recently in .
The r.h.s. of the relation (9) is usually given by a simple analytical formula. Technically, the most efficient way of calculating the off-diagonal components of the Green’s functions is to use the generalized Blue’s function technique . In Appendix B we provide a pedagogical derivation of some of the results below, for others we refer to the original papers.
For Ginibre’s ensemble we immediately get (cf. Appendix B)
$`O(z)_{Ginibre}={\displaystyle \frac{N}{\pi }}|\sqrt{z\overline{z}1}|^2={\displaystyle \frac{N}{\pi }}(1|z|^2)`$ (19)
in agreement with Chalker and Mehlig . For the elliptic ensemble , using the off-diagonal elements from Appendix B, the diagonal correlator reads
$`O(z)_{Elliptic}={\displaystyle \frac{N}{\pi }}{\displaystyle \frac{1}{(1\tau ^2)^2}}\left[(1\tau ^2)^2(1+\tau ^2)|z|^2+2\tau \mathrm{Re}z^2\right].`$ (20)
In Fig. 1, we present numerical results generated from computer simulation of eigenvectors for the elliptic ensemble with $`\tau =0.5`$ and $`\tau =0.7`$ and different size of the matrix, $`N`$, versus the analytical prediction (20). The results are satisfactory. The figure provides also a rough estimation of finite-size effects. We note that numerical simulations of eigenvector correlations are time consuming, hence the utility of the result (9), where the r.h.s is straightforward to calculate.
The models considered above have constant density of complex eigenvalues, and the domain of eigenvalues is simply connected (circle or ellipse). Below, we consider a toy-model, where the domain could split into two disconnected domains at some critical value of the external parameter. Also the distribution of eigenvalues is non-uniform. The simplest non-hermitian model of this kind is Ginibre’s random Hamiltonian plus a two level deterministic Hamiltonian, with $`N/2`$ levels $`a`$ and $`N/2`$ levels $`a`$.<sup>*</sup><sup>*</sup>*To our knowledge, this model was first considered by Feinberg and Zee, using their hermitization method . Using the addition law for the generalized Blue’s function, we easily obtain all the components of the matrix valued Green’s function $`𝒢`$ (cf. Appendix B).
Using the relation (9) we predict
$`O(z)_{G+D}={\displaystyle \frac{N}{\pi }}\left[|z|^2+a^2{\displaystyle \frac{1}{2}}(1+\sqrt{1+4a^2(z+\overline{z})^2})\right].`$ (21)
We note that the value $`a=1`$ is the critical one, when the single island of eigenvalues splits into two. Numerical simulations for this ensemble are shown in Fig. 2. The solid line is the analytical result, the crosses are the numerical results calculated for the line $`z=0+iy`$. The diagonal eigenvector correlators $`O(z)`$ inside the islands follow the distribution determined by the off-diagonal components for the spectral Green’s function. We also note that the eigenvector correlator follows precisely the boundary-shape of the eigenvalues. This is expected, since the condition $`|𝒢_{q\overline{q}}|=0`$ determines the regions in the complex plane separating the holomorphic and non-holomorphic components of the spectral Green’s function The shape of the eigenvalue domains for NHRM models can be inferred from associated hermitian models using conformal mapping . This points to yet another relationship between the eigenvalues and eigenvectors of hermitian and non-hermitian models..
Finally, we consider the case of open chaotic scattering. As an illustration we choose the classical result of Haake, Sommers and coworkers , based on Mahaux-Weidenmüller microscopic picture for nuclear reactions. In brief, the model is generically described by a non-hermitian Hamiltonian of the form
$`HigVV^{},`$ (22)
where $`H`$ is a random Gaussian (orthogonal) $`N\times N`$ matrix, while $`V`$ is an $`N\times M`$ random matrix . Here $`N`$ is a number of discrete states and $`M<N`$ is a number of the continua. The model was solved in the limit $`N\mathrm{}`$, $`M\mathrm{}`$, $`mM/N`$ fixed. Using the results from Blue’s function techniques (cf. Appendix B) we predict the analytical behavior for the correlator $`O(z)`$ for this model as
$`O(z)={\displaystyle \frac{N}{\pi }}\left[{\displaystyle \frac{1}{1gy}}{\displaystyle \frac{x^2}{4}}{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{g}{1gy}}+{\displaystyle \frac{m}{y}}+{\displaystyle \frac{1}{g}}\right)^2\right]`$ (23)
with $`z=x+iy`$. In Fig. 3 we compare this result to a numerically generated ensemble of eigenvectors. We would like to note large finite size effects at the edges of the islands.
Since in this model a change in the parameters $`g`$ and $`m`$ can generate structural changes in the distribution of eigenvalues, it is interesting to study whether the splitting of the “islands” is accompanied by some distinct behavior of the eigenvector correlators.
In Fig. 4 we plot the analytical result (23), normalized by the spectral density $`\nu (z,\overline{z})`$ (cf. Appendix B), as a function of $`x`$ and $`y`$, where $`z=x+iy`$. For the case considered here ($`m=0.25`$) the value of the critical coupling is $`g=4.44`$.Generally, $`g_{\mathrm{crit}}^2=(1\sqrt[3]{m})^3`$ . We observe a strong reorganization in the distribution of the average “norm” of eigenvectors in the vicinity of the critical coupling.
We have not taken up in this paper the issue of wide eigenvector correlators $`O(z,w)`$. For the cases considered here, these correlators are readily constructed using the NHRM diagrammatic Bethe-Salpeter equations , as noted by Chalker and Mehlig . In most cases, however, the resulting final formulae are rather lengthy. We note that the knowledge of $`O(z,w)`$ in the regime $`zwO(1)`$ does not suffice to determine $`O(z)`$ through the sum rules originating from the bi-orthogonality of the left/right eigenvectors. Hence the relevance of the present investigation.
## IV Summary
We have established a novel relation between the diagonal correlator of eigenvectors and the off-diagonal elements of one-point spectral Green’s function for general ensembles of NHRM models. We have appplied this result to a number of NHRM models and checked its validity against numerically generated results. Our observation accounts for part of the eigenvector correlations established recently by a number of authors . Our result generalizes to non-hermitian ensembles with real, complex or quaternionic components, as well as non-hermitian ensembles with additional symmetry (e.g. chiral NHRM). In this last case, however, non-hermitian diagrammatic techniques have to be used instead of the versatile method of Blue’s functions.
Finally, we point at the possibility of relating the eigenvector correlators to the eigenvalue correlators in the microscopic limit. This issue and others will be discussed elsewhere.
###### Acknowledgements.
We would like to thank Evgueni Kolomeitsev for discussions. This work was supported in part by the US DOE grants DE-FG-88ER40388 and DE-FG02-86ER40251, by the Polish Government Project (KBN) grant 2P03B00814 and by the Hungarian grant OTKA F026622.
## A Proof of Eq. (7)
We prove first the following representation for $`O(z)`$
$`\underset{ϵ0}{lim}\mathrm{Tr}{\displaystyle \frac{ϵ}{(z)(\overline{z}^{})+ϵ^2}}\mathrm{Tr}{\displaystyle \frac{ϵ}{(\overline{z}^{})(z)+ϵ^2}}=\pi NO(z).`$ (A1)
Below we use Tr $`A=\mathrm{log}detA`$, and the fact that $``$ can be diagonalized by a non-unitary transformation $`U`$, $`U^1U=\mathrm{diag}(\lambda _1,\mathrm{},\lambda _N)`$. Introducing $`V=U^1U^1`$ we get
$`\mathrm{Tr}{\displaystyle \frac{ϵ}{(z)(\overline{z}^{})+ϵ^2}}={\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{dϵ}}\mathrm{log}det[(z\lambda _i)V_{ik}(\overline{z}\overline{\lambda }_k)+ϵ^2V_{ik}]{\displaystyle \frac{1}{2}}_ϵ\mathrm{log}det[\mathrm{}].`$ (A2)
Using this representation, we note that $`O(z)`$ is zero in the limiting procedure, unless $`z`$ is close to any (say $`\lambda _1`$) of the eigenvalues of $``$. If this happens, we use the parameterization, $`z\lambda _1=ϵu\mathrm{exp}(i\varphi )`$ with $`uO(1)`$. Of course we get additional (similar) contributions when $`z`$ is close to the other eigenvalues $`\lambda _i`$. For notational simplicity we will now consider only the case of $`\lambda _1`$, adding the remaining contributions in (A9).
Using Laplace’s expansion for the first row of the determinant in (A2) we arrive in the $`ϵ0`$ limit
$`{\displaystyle \frac{1}{2}}_ϵ\mathrm{log}det[\mathrm{}]={\displaystyle \frac{1}{ϵ}}{\displaystyle \frac{1}{1+u^2\frac{detW_2}{V_{11}detW_1}}},`$ (A3)
with $`W_1`$ being the matrix $`(z\lambda _i)V_{ik}(\overline{z}\overline{\lambda }_k)`$ without the first row and column and $`(W_2)_{i+1,k+1}=(W_1)_{ik}`$, $`(W_2)_{1,k}=(\overline{z}\overline{\lambda }_k)V_{1k}`$, $`(W_2)_{i,1}=(z\lambda _k)V_{i1}`$ and $`(W_2)_{11}=V_{11}`$.
From Laplace’s expansion
$`detW_1`$ $`=`$ $`detV^{}{\displaystyle \underset{i=2,N}{}}(z\lambda _i)(\overline{z}\overline{\lambda }_i),`$ (A4)
$`detW_2`$ $`=`$ $`detV{\displaystyle \underset{i=2,N}{}}(z\lambda _i)(\overline{z}\overline{\lambda }_i)`$ (A5)
the ratio of the determinants $`detW_1/detW_2`$ is simply $`(V^1)_{11}`$. In the above, $`V^{}`$ is the minor of $`V`$ left after crossing out the first row and first column. In this way we obtain:
$$\frac{1}{2}_ϵ\mathrm{log}det[\mathrm{}]=\frac{1}{ϵ}\frac{1}{1+u^2\frac{1}{V_{11}(V^1)_{11}}},$$
(A6)
The determinant corresponding to the second trace in (A1), with $`(z)`$ and $`(\overline{z}^{})`$ interchanged is obtained by substituting $`VV^1`$ and hence is given by exactly the same formula.
Therefore
$`{\displaystyle \frac{1}{4}}_ϵ\mathrm{log}det[\mathrm{}]_ϵ\mathrm{log}det[\mathrm{}]`$ $`=`$ $`{\displaystyle \frac{1}{ϵ^2}}{\displaystyle \frac{1}{(1+u^2\frac{1}{V_{11}(V^1)_{11}})^2}}`$ (A7)
$`\stackrel{ϵ0}{=}`$ $`\pi \delta ^{(2)}(z\lambda _1)V_{11}(V^1)_{11}.`$ (A8)
where we used the representation for complex Dirac delta $`\pi \delta ^{(2)}(z)=lim_{ϵ0}ϵ^2/(ϵ^2+|z|^2)^2`$.
In this way we obtain the important formula
$`{\displaystyle \frac{1}{4}}_ϵ\mathrm{log}det[\mathrm{}]_ϵ\mathrm{log}det[\mathrm{}]=\pi {\displaystyle \underset{i}{}}V_{ii}(V^1)_{ii}\delta ^2(z\lambda _i),`$ (A9)
where we have reinstated the sum over all eigenvalues. It remains to show that $`V_{ii}(V^1)_{ii}=<R_i|R_i><L_i|L_i>`$. Using any orthonormal basis $`\{e_i\}`$ and the decomposition (3), we see that the linear transformation $`U`$ satisfying
$$U^1U=\underset{k}{}\lambda _k|e_k><e_k|$$
(A10)
can be written explicitly as
$`U`$ $`=`$ $`{\displaystyle \underset{k}{}}|R_k><e_k|,`$ (A11)
$`V^1`$ $`=`$ $`U^{}U={\displaystyle \underset{k,n}{}}|e_k><R_k|R_n><e_n|.`$ (A12)
From the last equation we infer
$`V_{ii}^1<e_i|V^1|e_i>=<R_i|R_i>.`$ (A13)
Similar reasoning leads to $`V_{ii}=<L_i|L_i>`$.
This yields
$`{\displaystyle \frac{1}{4}}_ϵ\mathrm{log}det[\mathrm{}]_ϵ\mathrm{log}det[\mathrm{}]=\pi {\displaystyle \underset{i}{}}<L_i|L_i><R_i|R_i>\delta ^{(2)}(z\lambda _i)\pi NO(z)`$ (A14)
which completes the proof of (A1).
We would like to stress that till now we have not used the large-$`N`$ arguments in deriving this formula. Therefore (A1) is more general than the relation (9), and could be used as a starting point for a systematic study of finite-size effects or microscopic limit.
To complete the proof of relation (9), we observe that, in the large-$`N`$ limit, we could use the factorization theorem, such that the l.h.s. of (A1) splits into the product of averages $`<\mathrm{Tr}[\mathrm{}]><\mathrm{Tr}[\mathrm{}]>`$.
From the definitions (12,17), the off-diagonal Green’s functions have the following expression:
$`𝒢_{q\overline{q}}`$ $`=`$ $`i\underset{ϵ0}{lim}{\displaystyle \frac{1}{N}}\mathrm{Tr}{\displaystyle \frac{ϵ}{(z)(\overline{z}^{})+ϵ^2}}`$ (A15)
$`𝒢_{\overline{q}q}`$ $`=`$ $`i\underset{ϵ0}{lim}{\displaystyle \frac{1}{N}}\mathrm{Tr}{\displaystyle \frac{ϵ}{(\overline{z}^{})(z)+ϵ^2}}`$ (A16)
Hence
$`{\displaystyle \frac{\pi }{N}}O(z)=𝒢_{q\overline{q}}𝒢_{\overline{q}q}`$ (A17)
which completes the proof of equation (9).
## B Generalized Blue’s function
The generalized Blue’s function is a $`2\times 2`$ matrix valued function defined by
$`[𝒢(𝒵)]=𝒵=\left(\begin{array}{cc}z& iϵ\\ iϵ& \overline{z}\end{array}\right),`$ (B3)
where $`𝒢`$ was defined in Section 2 and $`ϵ`$ will be eventually set to zero. This is equivalent to the definition in terms of the self-energy matrix
$`(𝒢)=\mathrm{\Sigma }+𝒢^1,`$ (B4)
where $`\mathrm{\Sigma }`$ is a $`2\times 2`$ self-energy matrix expressed as a function of a matrix-valued Green’s function. The addition law for generalized Blue’s functions reads
$`𝒵=_1(𝒢)+_2(𝒢)𝒢^1.`$ (B5)
in analogy to the original construction by Zee for hermitian matrices.
### 1 Ginibre’s ensemble
Ginibre’s ensemble could be viewed as a sum of hermitian and anti-hermitian Gaussian ensembles, with the original width suppressed by $`\sqrt{2}`$ in relation to the original width of the complex gaussian ensemble. The generalized Blue’s function for the hermitian part is simply
$`_R(𝒜)={\displaystyle \frac{1}{2}}𝒜+𝒜^1.`$ (B6)
The generalized Blue’s function for anti-hermitian part is
$`_{iR}(𝒜)={\displaystyle \frac{1}{2}}\stackrel{~}{𝒜}+𝒜^1,`$ (B7)
where we used the notation
$`\stackrel{~}{𝒜}=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)𝒜\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).`$ (B12)
The factor $`1/2`$ comes from the normalization of the width, and the extra signs reflect on the anti-hermitian correlations of the matrix elements. The addition law reads now (in the matrix form)
$`𝒵=𝒢^1+{\displaystyle \frac{1}{2}}[𝒢+\stackrel{~}{𝒢}].`$ (B13)
The nontrivial (non-holomorphic solution) reads
$`𝒢=\left(\begin{array}{cc}\overline{z}& \sqrt{|z|^21}\\ \sqrt{|z|^21}& z\end{array}\right).`$ (B16)
The domain of eigenvalues is determined by the condition $`𝒢_{q\overline{q}}=0`$, for which the block structure decouples leading to holomorphic and anti-holomorphic copies. For this ensemble, this is simply a circle $`|z|^2=1`$. Inside the circle, $`𝒢_{qq}(z,\overline{z})=\overline{z}`$ (upper left corner of $`𝒢`$). The constant density of eigenvalues follows from Gauss law (18). Outside the circle, the second (holomorphic) solution of (B13) is valid, giving $`G(z)=1/z`$. This reproduces the salient features of Ginibre’s ensemble.
A straightforward generalization using the measure
$`P()d\mathrm{exp}\left({\displaystyle \frac{N}{1\tau ^2}}\mathrm{Tr}(^{}\tau \mathrm{Re})\right)d`$ (B17)
leads to the results for the elliptic ensemble with
$`𝒢_{qq}`$ $`=`$ $`{\displaystyle \frac{\overline{z}\tau z}{1\tau ^2}},`$ (B18)
$`𝒢_{\overline{q}\overline{q}}`$ $`=`$ $`\overline{𝒢}_{qq},`$ (B19)
$`𝒢_{\overline{q}q}𝒢_{q\overline{q}}`$ $`=`$ $`{\displaystyle \frac{(1+\tau ^2)|z|^22\tau \mathrm{Re}z^2(1\tau ^2)^2}{(1\tau ^2)^2}}.`$ (B20)
Note that the measure (B17) leads to non-vanishing cumulants $`_{ab}\overline{}_{ab}=1/N`$ and $`_{ab}_{ba}=\tau /N`$. In particular, $`\tau =1`$ corresponds to anti-hermitian matrices, explaining the flips of the signs in the tilted variables above.
### 2 Two level deterministic Hamiltonian plus Ginibre’s ensemble
Since the deterministic hermitian Green’s function for the two-level Hamiltonian is
$`G_D(z)={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{1}{za}}+{\displaystyle \frac{1}{z+a}}\right)`$ (B21)
the corresponding generalized Green’s function for this Hamiltonian reads
$`𝒢_D(𝒵)={\displaystyle \frac{1}{2}}\left[(𝒵a\mathrm{𝟏}_2)^1+(𝒵+a\mathrm{𝟏}_2)^1\right]`$ (B22)
with $`\mathrm{𝟏}_2`$ denoting the two-dimensional identity matrix. Substituting in (B22) $`𝒵_D(𝒢)`$ we obtain
$`𝒢={\displaystyle \frac{1}{2}}\left[(_D(𝒢)a\mathrm{𝟏}_2)^1+(_D(𝒢)+a\mathrm{𝟏}_2)^1\right]`$ (B23)
The addition law for generalized Blue’s functions reads
$`(𝒜)=_D(𝒜)+_G(𝒜)𝒜^1`$ (B24)
where the generalized Blue’s function for Ginibre’s ensemble was constructed above, i.e. $`_G(𝒜)=𝒜^1+1/2(𝒜+\stackrel{~}{𝒜})`$. Substituting in (B24) $`𝒜𝒢(𝒵)`$ we infer the relation
$`𝒵=_D(𝒢)+{\displaystyle \frac{1}{2}}(𝒢+\stackrel{~}{𝒢}).`$ (B25)
From (B23) and (B25) we get the final equation
$`𝒢={\displaystyle \frac{1}{2}}\left[(𝒵{\displaystyle \frac{1}{2}}(𝒢+\stackrel{~}{𝒢})a\mathrm{𝟏}_2)^1+(𝒵{\displaystyle \frac{1}{2}}(𝒢+\stackrel{~}{𝒢})+a\mathrm{𝟏}_2)^1\right].`$ (B26)
Solving this matrix equation we arrive at
$`𝒢_{\overline{q}q}𝒢_{q\overline{q}}`$ $`=`$ $`|z|^2+a^2{\displaystyle \frac{1}{2}}(1+\sqrt{1+4a^2(z+\overline{z})^2}),`$ (B27)
$`𝒢_{qq}`$ $`=`$ $`\overline{z}{\displaystyle \frac{2a^2(z+\overline{z})}{1+\sqrt{1+4a^2(z+\overline{z})^2}}},`$ (B28)
$`𝒢_{\overline{q}\overline{q}}`$ $`=`$ $`\overline{𝒢}_{qq}.`$ (B29)
### 3 Open chaotic scattering
Since the addition law for open chaotic scattering was formulated by us in previous publications , we will be brief and refer to the original papers for details. The addition law reads
$`𝒵=m(1\mathrm{\Gamma }𝒢)^1\mathrm{\Gamma }+𝒢+𝒢^1`$ (B30)
where $`m=M/N`$ and $`\mathrm{\Gamma }=\mathrm{diag}(ig,ig)`$. Solution of the matrix equation (B30) leads to
$`𝒢_{qq}`$ $`=`$ $`{\displaystyle \frac{x}{2}}+{\displaystyle \frac{i}{2}}\left[{\displaystyle \frac{1}{g}}+{\displaystyle \frac{m}{y}}+{\displaystyle \frac{g}{1gy}}\right],`$ (B31)
$`𝒢_{q\overline{q}}𝒢_{q\overline{q}}`$ $`=`$ $`{\displaystyle \frac{x^2}{4}}+{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{g}{1gy}}+{\displaystyle \frac{m}{y}}+{\displaystyle \frac{1}{g}}\right)^2{\displaystyle \frac{1}{1gy}}.`$ (B32)
$`𝒢_{\overline{qq}}`$ $`=`$ $`\overline{𝒢}_{qq}`$ (B33)
where $`z=x+iy`$. Gauss law leads to the spectral density
$`4\pi \nu (x,y)=\mathrm{div}\stackrel{}{E}=1+{\displaystyle \frac{m}{y^2}}{\displaystyle \frac{g^2}{(1gy)^2}}`$ (B34)
where $`E_x=2\mathrm{R}\mathrm{e}𝒢_{qq}`$ and $`E_y=2\mathrm{I}\mathrm{m}𝒢_{qq}`$. For completeness we mention that condition $`𝒢_{q\overline{q}}=0`$ reproduces the results by Haake, Sommers and coworkers for the boundary of eigenvalues in open chaotic scattering.
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# CHARGED VACUUM CONDENSATE NEAR A SUPERCONDUCTING COSMIC STRING
## I INTRODUCTION
Cosmic strings are linear defects that could be formed at a phase transition in the early universe. (For a review see.) Witten has shown that strings predicted in some grand unified models behave as superconducting wires. Such strings moving through magnetized cosmic plasmas can develop large currents and can give rise to a variety of astrophysical effects. In particular, they have been suggested as possible sources of ultrahigh energy cosmic rays .
Currents developed by oscillating strings in a magnetic field are not homogeneous along the strings because different portions of the string cross the magnetic field lines in different directions. This results in charge accumulation, and portions of the string can develop a charge per unit length $`\lambda `$ comparable to the current, $`\lambda J`$. (Here and below we use units in which $`\mathrm{}=c=1`$.) The electric field near the string is given by
$$E=\frac{2\lambda }{r}.$$
(1)
It can become extremely strong in the immediate vicinity of the string, and then quantum effects, such as vaccum polarization and pair production, must be taken into account. One can expect that the created particles of charge opposite to that of the string will accumulate in bound states and form a condensate screening the electric field near the string to below the critical value. It was noted earlier that such screening would lead to a drastic modification of string electrodynamics and would have a significant effect on the propagation of high-energy particles emitted from the charged portions of the string . The purpose of the present paper is to give a quantitative description of the screening condensate near a charged superconducting string.
The superconducting current in the strings is carried by charged particles which acquire a mass $`M`$ at the string-forming phase transition but remain massless inside the strings. These massless charge carriers move along the strings at the speed of light. The string current is bounded by the critical value,
$$J_ceM,$$
(2)
at which the characteristic energy of the charge carriers becomes comparable to $`M`$, so that they have enough energy to jump out of the string. The mass $`M`$ is model-dependent but is limited by the string symmetry breaking scale $`\eta `$, $`M\eta `$.
In a cosmological setting, the string charges and currents vary on astronomical time and length scales, and for our purposes we can regard them as constant. For a string segment with $`J<\lambda `$, we can always find a Lorentz frame where $`J=0`$. The electric field close to the string will then be well approximated by that of an infinite straight string. We shall consider, therefore, an infinite straight string with a constant charge per unit length $`\lambda `$ and vanishing current, $`J=0`$. For sufficiently large $`\lambda `$, charged particles (for definiteness electrons) have bound states localized near the string with negative energies smaller than $`m`$, where $`m`$ is the electron mass. The vacuum then becomes unstable with respect to production of electron-positron pairs. For a positively charged string, positrons are repelled away, while electrons form a vacuum condensate surrounding the string. We shall determine the electric field and the charge distribution in this condensate using the Thomas-Fermi method in which the condensate is approximately treated as an ideal gas obeying the Fermi-Dirac statistics.
In the next section we shall review the derivation of the relativistic Thomas-Fermi equation and specify the boundary conditions appropriate for the case of cylindrical symmetry. Approximate analytic solutions of this equation are given in Sec. III, and its numerical solutions are presented in Sec. IV. The conclusions of the paper are summarized and discussed in Sec. V.
## II Thomas-Fermi equation
The density of electrons in a degenerate Fermi gas is related to the Fermi momentum $`p_F`$ by
$$n_e(r)=\frac{p_F^3}{3\pi ^2}.$$
(3)
The relativistic relation between the Fermi energy $`ϵ_F`$ and Fermi momentum is
$$p_F=\left[(ϵ_FV(r))^2m^2\right]^{1/2}$$
(4)
where $`m`$ is the electron mass, $`e`$ is its charge, $`V(r)=e\phi (r)`$ and $`\phi (r)`$ is the self-consistent electrostatic potential for an electron, taking into account both the field of the string and the average field produced by other electrons of the condensate. The condensate is formed of electrons occupying quantum states in the negative energy continuum, $`ϵ<m`$. We therefore set the fermi energy to be $`ϵ_F=m`$. The electron density (3) is then given by
$$n_e(r)=\frac{1}{3\pi ^2}\left[V^2(r)+2mV(r)\right]^{3/2}$$
(5)
Introducing the total charge density $`\rho _T`$ which is composed of the electron charge and external string charge,
$$\rho _T=\rho _sen_e$$
(6)
and using the Poisson equation
$$\mathrm{}V(r)=4\pi e\rho _T(r),$$
(7)
we find a self-consistent non-linear differential equation
$`\mathrm{}V(r)=4\pi e\left[{\displaystyle \frac{e}{3\pi ^2}}\left(V^2(r)+2mV(r)\right)^{3/2}\rho _s(r)\right].`$ (8)
This equation has been used in to study the electron condensate around supercharged nuclei. In the case of a string, the problem has cylindrical symmetry and
$$\mathrm{}V(r)=V^{\prime \prime }(r)+\frac{1}{r}V^{}(r).$$
(9)
We shall approximate the string charge distribuition as a uniform distribuition in a cylinder of radius $`\delta `$,
$$\rho _s(r)=\rho _0\theta (\delta r).$$
(10)
The linear charge density of the string is given by $`\lambda =\pi \delta ^2\rho _0`$. The charge carriers are typically concentrated in a tube of radius $`rM^1`$; hence, we should have $`\delta M^1`$.
It is easily seen from Eq. (5) that the density of electrons, $`n_e(r)`$, is different from zero only in the region of space where $`V(r)<2m`$. Therefore, the condensate has a finite radius $`r=R_c`$. For $`r>R_c`$, the solution of (8) is just the usual logarithmic potential of a linear charge,
$$V(r)=2e\lambda _0\mathrm{ln}\frac{r}{R_{}}$$
(11)
Here, $`\lambda _0`$ is the total charge per unit length of string, including both the charge carriers in the core and the condensate, and $`R_{}`$ is the cutoff radius indicating the distance at which the approximation of an infinite straight string breaks down. $`R_{}`$ is given by the smallest of the following three length scales: (i) the typical distance between the strings in a cosmic string network, (ii) the characteristic curvature radius of string, (iii) the typical wavelength of the current-charge oscillations along the string.
The boundary condition for Eq. (8) at $`r=0`$ is
$$V^{}(0)=0,$$
(12)
while at $`r=R_c`$ we have
$$V(R_c)=2m,V^{}(R_c)=\frac{2}{R_c\mathrm{ln}(R_{}/R_c)}.$$
(13)
Note that we have three rather than two boundary conditions, as a second-order differential equation would normally require. The third condition is needed to determine the condensate radius $`R_c`$
We expect $`R_c`$ to be microscopic, while $`R_{}`$ will typically be astrophysically large. Hence, the logarithm in Eq.(13) is $`\mathrm{ln}(R_{}/R_c)10^2`$. In numerical calculations below we choose $`R_{}`$ so that $`\mathrm{ln}(R_{}/R_c)30`$; our results are not sensitive to this choice.
The Thomas-Fermi approximation is adequate when the characteristic scale of variation of the condensate density $`n_e(r)`$ is large compared to the electron wavelength $`1/p(r)`$. The corresponding condition is
$$\left|\frac{d}{dr}\left[\frac{1}{p(r)}\right]\right|1.$$
(14)
We shall see that this condition is satisfied in most of the condensate region $`0<r<R_c`$, provided that the charge density $`\lambda `$ is sufficiently large.
## III Analytic approximations
The Thomas-Fermi equation (8) can be solved analytically in the limit when the magnitude of the potential $`V(r)`$ is large, $`\left|V(r)\right|2m`$. We can then neglect $`2mV(r)`$ compared to $`V^2(r)`$, and outside the string core Eq.(8) reduces to
$$V^{\prime \prime }(r)+\frac{1}{r}V^{}(r)=\frac{4e^2}{3\pi }|V(r)|^3.$$
(15)
This has a solution
$$V(r)=C/r$$
(16)
with
$$C=(3\pi /4e^2)^{1/2}18.$$
(17)
The corresponding electric field is
$$E(r)=C/er^2.$$
(18)
We note that the solutions (16) and (18) do not depend on the string charge density $`\lambda `$. As $`r`$ decreases, the electric field (18) grows faster than that of the vacuum solution (1). It cannot, therefore, be extended all the way to the string but has to be matched with Eq. (1) at some radius $`R_s`$ below which the vacuum solution takes over. The matching radius at which the two electric fields become comparable is
$$R_sC/e\lambda 200\lambda ^1.$$
(19)
We shall call it the screening radius. For $`rR_s`$, the screening is unimportant and the electric field is given by Eq. (1). The screening radius is always large compared to the string thickness $`\delta M^1`$, provided that $`\lambda `$ is smaller than the critical value (2),
$$\lambda eM.$$
(20)
The potential corresponding to the vacuum solution (1) at $`\delta <rR_s`$ is
$$V(r)=2e\lambda [\mathrm{ln}(R_s/r)+B],$$
(21)
where $`B1`$ is a numerical constant. The potential at the string core is thus
$$V(0)2e\lambda \mathrm{ln}(R_s/\delta ).$$
(22)
The condition $`\left|V(r)\right|m`$ implies $`rC/m`$, and thus the solution (18) is valid in the range $`C/e\lambda rC/m`$. This range exists only if $`\lambda `$ is sufficiently large, $`\lambda m/e`$. Combined with the condition (20) this implies $`Mm/e^2`$. In models of astrophysical interest, the charge carrier mass $`M`$ is very large (so that the strings can develop large currents and charges), and this condition is satisfied with a large margin.
At $`rC/m`$, the potential $`V(r)`$ becomes comparable to $`m`$ signalling that we are close to the condensate boundary \[see Eq. (13)\]. Hence, we can estimate the condensate radius as
$$R_cC/m.$$
(23)
The condition of validity of the Thomas-Fermi approximation (14), when applied to the solution (16), gives $`C1`$. This is satisfied with a reasonable accuracy \[see Eq. (17)\].
## IV NUMERICAL CALCULATION
We obtained numerical solutions to the Thomas-Fermi equation for Eq. (8) for $`V(r)`$ with the boundary conditions (12) and (13) using the relaxation method. The resulting electric field is plotted in Fig. 1, together with the analytic approximations (1) and (18). The agreement between the analytic and numerical solutions is excellent in the appropriate ranges of the radius $`r`$.
We have verified that the shape of $`V(r)`$ outside the string core is not sensitive to the value of the core radius $`\delta `$. In particular, the condensate radius $`R_c`$ approaches a constant value independent of $`\delta `$ (see Fig. 2). This is very fortunate, since a realistic value of the core radius would be too small to resolve in our calculations. Figure 2 suggests that it is sufficient to choose $`\delta m^1`$. We used $`\delta =10^3m^1`$ in most of the calculations described below.
The condensate radius $`R_c`$ is plotted in Fig. 3, as a function of the linear charge density of the string, $`\lambda `$. We see that at large $`\lambda `$, $`R_c`$ approches a constant value,
$$R_c=82m^1,$$
(24)
in agreement with Eq. (23). The screened linear charge density of the string $`\lambda _0`$, which determines the electric field outside $`R_c`$, is also found to be independent of $`\lambda `$:
$$\lambda _05.34em.$$
(25)
The electric field at the condesate boundary is
$$E_0=2\lambda _0/R_c10^1em^2.$$
(26)
Note that this is considerably smaller than the critical field, $`E_c=m^2/e`$, which signals the onset of intensive pair production . In our case, $`E_010^3E_c`$. We shall return to this point later in Sec. V.
The effective linear charge density $`\lambda _{eff}(r)`$ inside the condensate can be found as
$$\lambda _{eff}(r)=2\pi _0^r\rho (r^{})r^{}𝑑r^{}=\frac{r}{2e}\frac{dV}{dr}$$
(27)
where we have used Eq. (7). As $`r`$ grows, $`\lambda _{eff}(r)`$ decreases and we can define the effective screening radius $`R_s`$ as the radius at which half of the string charge is screened,
$$\lambda _{eff}(R_s)=\lambda /2.$$
(28)
At the boundary of the condensate we must have $`\lambda _{eff}(R_c)=\lambda _0`$. The screening radius $`R_s`$ is plotted in Fig. 4 for several values of $`\lambda `$. We see that, although the condensate radius $`R_c`$ is independent of $`\lambda `$, the screening radius gets smaller rather rapidly as $`\lambda `$ is increased. A numerical fit to the data in the Fig. 4 gives
$$R_s=80\lambda ^1,$$
(29)
in agreement with the order-of-magnitude estimate (19).
## V Summary and DISCUSSION
We have found that a superconducting cosmic string having a sufficiently large charge per unit length, $`\lambda m/e`$, is surrounded by an electron condensate of radius $`R_c100m^1`$, where $`m`$ is the electron mass. In the immediate vicinity of the string, the effect of the condensate is unimportant and the electric field is given by the vacuum solution, $`E2\lambda /r`$. Screening due to the condensate becomes significant at $`rR_s100\lambda ^1`$, and for $`R_srR_c`$ the electric field has the form $`E(3\pi )^{1/2}/2e^2r^2`$. Outside the condensate, at $`r>R_c`$, the field is given by $`Eem/r10^2em^2(R_c/r)`$.
As we already mentioned, the electric field at the condensate boundary is well below the critical field, $`E_010^3E_c`$, where $`E_c=m^2/e`$. The rate of pair production per unit volume in a homogeneous electric field is
$$dN/dVdt(eE/\pi )^2\mathrm{exp}(\pi E_c/E),$$
(30)
which indicates that the outer parts of the condensate where $`EE_c`$ will be filled up very slowly. The characteristic time of pair production, $`\tau (eE)^{1/2}\mathrm{exp}(\pi E_c/E)`$, is greater than the age of the universe for $`E4\times 10^2E_c`$. For astrophysical strings, we expect the condensate radius to be given by the distance from the string at which such values of the electric field are reached. From Eq. (16) we find
$$R_c\frac{\sqrt{C}}{20}m^10.2m^1.$$
(31)
As the charge density of the string $`\lambda `$ is increased, the potential near the string core becomes more and more negative. As a result, particles more massive than electrons develop condensates. From Eq. (22), particles of mass $`\mu `$ develop states with $`ϵ<\mu `$ at $`\lambda \mu /e\mathrm{ln}(R_s/\delta )\mu `$. The condensates of different particle species will have the form of coaxial cylinders, with condensates of more massive particles being closer to the string.
Finally, we would like to mention some open questions. In this paper we studied vacuum condensation of fermions. Charged Bose particles, such as Higgs and gauge bosons will also form vacuum condensates, and the properties of these bosonic condensates may differ from the fermionic case. Another important problem is the nature of modifications introduced by vacuum screening in string electrodynamics and in the propagation of charged particles emitted by the strings. We hope to return to some of these issues in future publications.
###### Acknowledgements.
J.R.S.N. is grateful to the Institute of Cosmology, Tufts University, for hospitality. The work of J.R.S.N. was supported in part by funds provided by Conselho Nacional Desenvolvimento Científico e Tecnológico, CNPq, Brazil. The work of I.C. and A.V. was supported in part by the National Science Foundation.
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# On the incompatibility of experiments confirming certain conclusions of the general relativity.
## Abstract
Qualitativ arguments are presented which show the incompatibility of the positive results obtaned in experiments on the gravitational redshift of photones and in experiments investigating the behavior of clocks in the gravitational field.
Instutute of Theoretical and Experimental Physics,
B. Cheremushkinskaya 25, Moscow, 117259, Russia
E-mail: okorokov@vxitep.itep.ru
The present note originated when the author had been preparing proposals of experiments aimed at using in fundamental research the effects of coherent exitation of fast atoms or nuclei passing through the crystal \- . In particular, the interest was in verification of the equivalence between the gravitational field and accelerated frame at the values of acceleration $`10^{20}÷10^{21}`$cm/sec<sup>2</sup>. Trying to analyse possible results of such experiments and their relation to the wellknown experiments on certain predictions of the General Relativity (G.R.) the author encountered and interesting and somewhat paradoxical situation.
Unfortunately discussions which were initiated by the author and which lasted for quite a long time did not resulted in a reasonable clarification of the paradoxical situation. Hence the author considers it necessary to focus on the attention of scientific media on the question to be explained in what follows.
As it is wellknown experiments now considered as classical \- have confirmed the predictions of the G.R. on the frequency shift of photons moving along the gradient of the gravitational potential and on the difference of the frequencies of the clocks placed at the points with different gravitational potential. The gravitational shift of the photon frequency $`\mathrm{\Delta }\nu /\nu =gH/c^2`$ has been measured in the known experiments of Pound and Rebka , and Vessot and Levine \- see Fig. 1.
The frequency shift $`\mathrm{\Delta }\nu `$ of photons emitted (by $`Fe^{57}`$ nuclei , or by hydrogen atoms in the hydrogen frequency standard (HFS) ) during the elevation (or descend) to the altitude H in the gravitational field was detected by comparison with the reference frequency of the ‘generator’ placed at the point where the photon was detected. In the role of the ‘generator’ of the reference frequency placed at the altitude $`H`$ was played by $`Fe^{57}`$ nuclei (identical to the nuclei-emitters with the energy 14 keV at $`H=0`$), while in it was played by HFS-emitter of photons placed at the earth level. In both experiments it was considered as obvious that the level spacing in nuclei , or atom does not depend upon the gravitational potential (G.P.).
We remind that the stability of the frequency of the emitted photons and the accuracy of the determination of the frequency of the detected photons is undoubtedly defined by the stability of level spacing in nuclei , or atoms .
Without this implicit assumption on the independence of the level spacing on the G.P. the interpretation (and even the performance) of these experiments is impossible since the small shift of the photon frequency can be detected only comparing it with the constant reference frequency which is determined by the constant level spacing of nuclei or atoms.
It seems that three alternative interpretations of the experimental results on the gravitational frequency shift of photons are feasible:
when moving upwards the photon frequency changes in line with the equation of G.R. $`\mathrm{\Delta }\nu /\nu =gH/c^2`$, while the level spacing of nuclei and atoms does not depend on G.P.
the photon frequency remains unchanged, while the levels of nuclei and atoms follow the G.P. according to $`\mathrm{\Delta }\nu /\nu =gH/c^2`$;
both the photon frequency and the nuclear levels are changed (in these case different options are possible depending upon the sign and the value of the above changes when moving in the gravitational field).
As one can infer from , , , these paper tacitly and with no doubts imply the option a).
The dependence of the clock rates on the G.P. (quantitatively it is given by the twin-equation $`\mathrm{\Delta }T/T=gH/c^2`$) was investigated in experiments , , by the comparison of the counts of the two high-accuracy frequency standards at the point with certain fixed value of the G.P. and subsequent elevation of one of the frequency standards for a certain period of time to the point with different value of the G.P. (to the altitude H of several kilometers).
The difference in the run of the two devices after they were returned to the same point (Fig.1) quantatively confirms the dependence of the clock rate on G.P. in line with the G.R. prediction.
The interpretation of these experiments is directly related to the fact that the positions of the levels (which determine the rates of the frequency standards) depend on the value of the G.P. at the point where the atoms are placed. The atoms play here the role of ‘clocks’ which measure how the time runs at different altitudes in the gravitational field of the earth.
Thus the interpretation of the Pound and Rebka and Vessot and Levine experiments is based on the ‘seemingly evident’ assumptions (the invariance of the nuclear and atomic levels with the G.P. variations) which are in sharp contrast with the known G.R. result on the different clock rate at the points with different G.P. This G.R. result was also experimentaly confirmed in , , where it was shown that the levels of at least atoms change with G.P. (the atoms are in fact clocks which react to the change of the G.P.!).
Thus the positiv experimental results on the gravitational photon frequency shifts , , on one hand, and experimental results on the gravitational change in the clock rate , , on other hand, are unfortunately incompatible.
If the atomic and nuclear levels do not depend on the G.P. - then experiments , , must yield positive result, while , , \- negative. If on the contrary the positions of the atomic and nuclear levels do depend on the G.P., then experiments , , can not lead to positive result to which lead , , . Getting simultaneously positive results in experiments , , and , , is impossible since the positions of the atomic and nuclear levels can not at the same time be dependent and independent upon the G.P.
The paradoxical and problematic physical situation which has emerged practicaly ‘from nothing’ results in the whole chain of important physical consequences which are yet precocious to discuss. Still one point worth reminding - it is just the movement in the effective gravitational field due to acceleration (the equivalence principle!) which is at the core of the twin-paradox .
The above incompatibility between the results of experiments which are already considered as being classical calls for the necessity of additional experimental confirmation using alternative methods. This role may be played by the experiments on the coherent exitation of the levels of the fast atoms and relativistic nuclei in crystals \- . In such experiments the projective nuclei serves as a clock and its rate is compared to that of the atoms in crystal by means of subsequential interactions.
The sharp resonance form of the interaction enables to single out from the level shift of the moving atoms the component which is due to the changing G.P. which is in turn caused by the effective deacceleration of the nuclei inside the media.
The work was fulfilled with the support of Russian Foundation for Basic Research. Grant No. 98-02-16782.
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# 1 Introduction
## 1 Introduction
SN 1998bu in the Sab galaxy M96 (NGC 3368) was discovered by Mirko Villi (1998) on May 9.9 UT at a magnitude of about 13, 10 days before maximum blue light, t<sub>Bmax</sub>=May 19.7$`\pm `$0.5 UT (see below). The supernova was identified by Ayani et al. (1998) and Meikle et al. (1998) as being of type Ia. A prediscovery observation on May 3.14 UT was reported by Faranda & Skiff (1998). This was about 16.5 days before t<sub>Bmax</sub>. This makes it one of the earliest ever observations of a type Ia supernova (A. Riess, private communication). Theoretical models indicate a rise time to t<sub>Bmax</sub> of 16–18 days (Höflich et al. 1998). Faranda’s point constrains this to 16.6–18 days for SN 1998bu. We therefore estimate an explosion date of May 2.0$`\pm `$1.0 UT. The Faranda & Skiff measurement was made with an unfiltered CCD, and converts to a V magnitude of +16.70$`\pm `$0.10 (A. Riess, private communication).
An important aspect of the discovery of this supernova is that its parent galaxy, M96, already had an HST-Cepheid-determined distance of 11.6$`\pm `$0.8 Mpc (Tanvir et al. 1995). More recently, using PN distances Feldmeier et al. (1997) obtained an even closer distance of 9.6$`\pm `$0.6 Mpc. However, for ease of comparison with other type Ia supernovae with HST-Cepheid distances, we shall adopt the value of Tanvir et al.. SN 1998bu is one of the closest type Ias of modern times, as well as being one of the earliest ever observed.
## 2 Light Curves
Good coverage was achieved by observers at the IAC80 (Tenerife) and the JKT (La Palma). Some data were also provided by the WIYN at Kitt Peak. Relative magnitude light curves are shown in Figure 1. They show the supernova magnitude relative to a comparison star (GSC 00849–00931) on the same CCD frame.
The epochs of maximum light were estimated by comparison with the templates of Leibundgut (1988) and Schlegel (1995) (Figure 2). Maximum light in the B-band was on May 19.7$`\pm `$0.5 days. Henceforth, this epoch will be adopted as the fiducial t<sub>Bmax</sub>=0 days. The V-band fluxes peaked at $``$+1 d, while the R and I-band fluxes peaked at –3 to –4 d i.e. before t<sub>Bmax</sub>. This behaviour has been noted in other type Ias such as SN 1990N and SN1992A (Suntzeff 1993, Leibundgut 1998, Lira et al. 1998). It follows from the fact that, even at this relatively early phase, the type Ia photosphere cannot be regarded as a simple black body. The extent to which the photosphere is not a black body becomes clear when we inspect contemporary spectra (see below). We also see a pronounced secondary maximum in I at about +25 d together with an inflection in R. Again, this behaviour has been seen in other type Ias (Schlegel 1995). Using Landolt standards (Landolt 1992), we deduce a preliminary value for $`m_{Vmax}`$ of +11.89$`\pm `$0.04.
SN 1998bu has yielded one of the earliest sets of near-IR photometry ever obtained. Indeed, this is the first time that IR photometry for a normal type Ia event has been acquired before t<sub>Bmax</sub>. IR photometry obtained at the OAN (Mayya et al. 1998), TCS, IRTF, UKIRT and WHT telescopes are shown in Figure 2. Interestingly, the pre-t<sub>Bmax</sub> IR light-curve data peak at about –5 d and thus continue the trend of pre-t<sub>Bmax</sub> maxima seen in the R and I-bands. Also shown in Figure 2 are the JHK-band template light curves of Elias et al. (1985). (We have slightly truncated Elias et al.’s original templates so that the earliest epoch of the template corresponds to Elias et al.’s earliest observation.) The position of these templates were fixed in the time axis by the epoch of t<sub>Bmax</sub> and have only been shifted vertically to provide the best match to the data. While the IR observations after $``$+10days are rather sparse, we can see that the data are consistent with the Elias et al. templates.
The absolute peak magnitudes and reddening for SN 1998bu are discussed below.
## 3 Spectra
Examples of the optical spectra are shown in Figure 3. The –6.8 d spectrum, taken with the ISIS spectrograph at the WHT (Meikle et al. 1998) is the earliest reported. The –0.8 d spectrum is from the IDS at the INT. The +13 d spectrum was obtained at the WIYN telescope, Kitt Peak. It is composed of a blue spectrum taken on May 31.2 UT and a red spectrum taken on June 4.2 UT. The spectra were scaled to match in their overlap region. Inspection of Figure 3 immediately reveals the characteristic deep, broad Si II absorption at 6120 Å, as well as other absorption lines (at 5750, 5440, 5270, 4860, and 4270 Å.) typical of a normal type Ia supernova at early times. The expansion velocity derived from the shift of the Si II absorption minimun is about 11,300 km/s.
In Figure 4 we compare SN 1998bu at maximum light with the type Ia SNe 1981B and 1994D. Apart from the greater degree of reddening in the SN 1998bu spectrum, the three spectra are quite similar. The spectra of SNe 1998bu and 1981B are particularly alike.
We were unable to obtain any early-time IR spectra as the IR spectrograph at UKIRT (CGS4) was undergoing upgrading during May and early June. An IR spectrum was obtained on June 24.2 UT (t=+35.5 d), spanning 8,300–25,000 Å (Figure 5). As usual, we see the dramatic drop in the 10,000 to 12,000 Å region responsible for the red J–H colour at this time. The strong feature at about 8,700 Å is due to the calcium triplet. There is a particularly prominent feature at 10,000 Å. Comparison with the IR spectrum of the type Ia SN 1995D (Bowers et al. 1997) at 92 d (Figure 6) suggests that it fades quite rapidly. P. Höflich (private communication) has recently identified it as a very strong Fe II line. Many of the other features in the IR spectrum are probably to doubly ionised cobalt and iron (Bowers et al. 1997).
The lack of any early-time IR spectra for SN 1998bu meant that we do not know if it exhibited the 10,500 Å absorption feature seen in SNe 1991T and 1994D (Meikle et al. 1996). However, we did obtain IR spectra for the type Ia SN 1998aq at –8.5 d and –6.5 d. In these the 10,500 Å feature was clearly present but was of somewhat smaller depth than in SN 1994D.
## 4 Reddening and Absolute Peak Magnitude
As already mentioned, SN 1998bu exhibited an unusually high degree of reddening. We consider two methods for estimating the extinction viz. interstellar absorption and supernova colours. Measurements of interstellar NaI D absorption by Munari et al. (1998) indicate an E(B-V)=0.15 (EW=0.35 Å) in the parent galaxy, with a further 0.06 (EW=0.19 Å) arising in our own Galaxy. Thus, we have A<sub>V</sub>=0.65, which is unusually high for a type Ia supernova. (The median A<sub>V</sub> in Mazzali et al. (1998) for 14 well-observed type Ias is 0.13). However, Suntzeff et al. (1999) argue that the Munari et al. estimate is actually an upper limit and so is inconsistent with extinction derived using supernova colours.
The other approach is to use the supernova colours themselves and compare them with those expected for an unreddened type Ia supernova of the same sub-type. Given the high degree of similarity in the spectral features of SNe 1998bu and 1981B, we assumed that the two supernovae are intrinsically identical. We then used the empirical reddening law of Cardelli et al. (1989) and gradually reddened the SN 1998bu optical spectrum to provide the best match to the SN 19981B spectrum. From this we derive a relative reddening of E(B-V)=0.26$`\pm `$0.02 for SN 1998bu. For the total reddening to SN 1981B we adopt E(B-V)=0.138$`\pm `$0.020 (Suntzeff et al. 1999).
After de-reddening, we compared our SN 1998bu observations with the light curve studies of Phillips (1993) and Riess et al. (1995) and with the spectroscopic sequence study of Nugent et al. (1996). We find that for SN 1998bu to match the trends indicated by these studies it is necessary to adopt an H<sub>0</sub> of 55–60 km s<sup>-1</sup> Mpc<sup>-1</sup>. Using the Phillips et al. (1999) relation relating M<sub>Vmax</sub> with the decline rate parameter $`\mathrm{\Delta }`$m<sub>15</sub>(B), we obtain an H<sub>0</sub> of 61$`\pm `$6 km s<sup>-1</sup> Mpc<sup>-1</sup>, which is consistent with Suntzeff et al.’s (1999) V-band-derived value of 64.7$`\pm `$7.6 km s<sup>-1</sup> Mpc<sup>-1</sup>. However, we emphasize that our result is preliminary. A more comprehensive description and analysis of this work is in preparation.
## Acknowledgements
We are grateful to the many observers who contributed some of their scheduled telescope time to observing SN 1998bu. In particular, we thank Chris Benn, Tom Geballe, Di Harmer, Pete Hammersley, Simon Kemp, Don Pollacco, Nic Walton and Bill Vacca for their assistance in acquiring these observations. We also thank David Branch, Peter Höflich, Paolo Mazzali, Phil Pinto, Adam Riess, Nick Suntzeff and Craig Wheeler for helpful discussions.
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# NEW WORLDS IN ASTROPARTICLE PHYSICS: SUMMARY TALK**footnote *Talk given at Second Meeting on “New Worlds in Astroparticle Physics”, University of the Algarve, Faro, Portugal (1998).
## 1 Introduction
Efforts are underway to qualitatively improve the instruments that can push astronomy beyond GeV photon energy, to wavelengths smaller than $`10^{14}`$ cm, and map the sky in neutrinos and EeV cosmic rays as well as gamma rays. New gravitational wave detectors will explore wavelengths much larger than those of radio astronomy. While particle astrophysics may be easily mistaken for astronomy, I notice that most participants at this meeting are card-carrying particle physicists, born and raised near accelerators. Particle astrophysics presents particle physics with extraordinary opportunities. With neutrino mass, the cosmological constant and dark matter as some of the topics dominating this meeting, the case is self-evident.
Particle physics forms a basic framework which has allowed us to launch some of the most far-reaching excursions of the mind into the structure of matter and of the Universe. Further progress will come both from pushing the high energy and high sensitivity limits at accelerators, and from vigorously exploring the interfaces with other fields. Particle astrophysics has been one of the more successful of these multidisciplinary ventures.
The symbiosis of particle physics and astrophysics is even more intimate when it comes to instrumentation. The construction of dark matter detectors, earth- and space-based gamma ray telescopes, giant natural neutrino detectors and state-of-the-art air shower detectors, is immersed in technology developed for accelerator experiments. Particle physicists should not be reluctant in entering these new interdisciplinary ventures which touch astronomy, astrophysics and cosmic ray physics using instrumentation that is a direct spin-off from techniques developed at great effort and expense in our accelerator laboratories. Second generation particle astrophysics experiments will require frontier technology, even by particle physics standards.
Cosmic beams of photons and protons have been detected with energies far exceeding those within reach of accelerators. How and where Nature accelerates particles to these energies is still a matter of speculation. We have learned that the sun does indeed emit a few percent of its energy in neutrinos. What were at first routine studies of cosmic ray interactions in the atmosphere, produced indications that neutrinos have mass. Supernova 1987A told us that we do understand stellar collapse, and also delivered a limit on the mass of the electron-neutrino similar to laboratory experiments. Its observation severely constrained the mass of the axion. Atmospheric Cherenkov telescopes have unambiguously detected several sources in gamma rays of energies between 1 and 10 TeV and are now providing a new window on the most violent sites in the cosmos. Finally, novel techniques developed by particle physicists at Berkeley produced evidence for a cosmological constant in observations of high red-shift supernovae.
Future goals hold promise beyond past achievements with, for instance, the possibility of detecting the particles which constitute the dark matter. The apparent relationship between the electroweak scale and the mass density of a flat universe is one of the most intriguing hints in contemporary science. The search for the particle nature of dark matter and the study of high energy neutrinos are examples of many common intellectual endeavors of particle physics and particle astrophysics. Also, the large neutrino detectors which have yielded tantalizing hints of new physics in the atmospheric neutrino beam, possibly neutrino mass, are complemented by new, giant detectors which are, hopefully, large enough to study neutrino sources far beyond our own galaxy. Gauge theory, which is the basic framework of modern particle physics, suggests topological structures which can only be probed in non-accelerator experiments. Such topological defects may manifest themselves both in cosmology (for instance, generating structure in the cosmic microwave background and the large scale distribution of galaxies) and in the acceleration of the highest energy cosmic rays.
Doing particle physics beyond the boundaries of the accelerator laboratories, for instance in space, at the South Pole or in the deep ocean, will inspire future generations of scientists and the public at large.
I will briefly summarize the excursions into particle astrophysics emphasized at this meeting:
1. neutrinos: first evidence for oscillations, and first light for first-generation neutrino telescopes,
2. gamma rays: first light for next generation ground-based detectors using solar power stations and for the MILAGRO detector,
3. EeV-protons: the particles that do exist, but shouldn’t,
4. cosmology and gravity: $`\mathrm{\Omega }=1`$, but $`\mathrm{\Omega }_{matter}0.4`$ — the cosmological constant, eighty years later,
5. dark matter: the particles that should exist, but don’t.
It would be unwise however for the uninitiated observer to try to summarize the imaginative and sometimes heroic incursions of the theorists into the astrophysics of neutrinos. I especially enjoyed the discussions of neutrino magnetic moments, and of the collective interactions of neutrinos in astronomical plasmas.
## 2 Neutrinos
Neutrino astronomy was born with the sun in a series of pioneering efforts starting with the first observation in the Homestake mine and culminating with the GALLEX and SAGE experiments which detected the dominant solar source of neutrino production by proton-proton fusion. With the present emphasis on (and sometimes controversy surrounding) “the deficit”, the primary achievement of these historic experiments to see the sun in neutrinos should not be forgotten. Consolidation of the speculations that the solar deficit indicates an non-vanishing mass of the $`\nu _e`$ requires help from experiment which may very well come from SuperKamiokande. Supporting evidence may come as a distortion of the neutrino energy spectrum, or a daily or seasonal variation of the flux. The case for a particle, rather than astrophysical solution, has been boosted by ever more precise helioseismology. A lineup of new solar neutrino detectors lead by SNO and Borexino is ready to tackle the problem. A second-generation GALLEX experiment was discussed at this meeting.
While many now feel that neutrino mass has been finally established, the evidence came from elsewhere. Pathological behavior of the neutrinos produced in cosmic ray interactions with atmospheric nuclei, has been established for some time. The observed ratio of neutrinos of electron and muon type in the atmospheric beam disagrees with a very solid theoretical prediction. While this discrepancy can be readily accommodated by assuming oscillation of the neutrino beam, first support for this interpretation came from the SuperKamiokande experiment with a most striking and straightforward observation: there are fewer muon neutrinos produced in the earth’s atmosphere below our feet than above their head, a reduction in relative flux of more than 6 $`\sigma `$. So, the anomalous ratio of electron and muon neutrinos can be traced to a reduction of the muon neutrino flux which travelled 12500 km from the other end of the earth, relative to the flux produced in the upper atmosphere overhead which travelled, on average, 25 km. Supporting observations by SuperK and other experiments confirm this interpretation; none are however compelling.
The data is described by a mixing angle near unity and a mass difference $`\mathrm{\Delta }m^2`$ of a few times $`10^3`$ $`eV^2`$. What now? Clearly some, waiting for decades for a crack in the harness of the Standard Model, have already built houses of cards. Even by the most conservative interpretation, this result must have truly fundamental implications. One can accommodate the mass by adding a right-handed singlet to the Standard Model fermion multiplet as in its SO(10) extension. A mass term is added to the Lagrangian which represents new physics with a coupling $`\lambda `$ given by
$$m_\nu =\lambda v^20.1\mathrm{eV}^2.$$
(1)
With a Standard Model vacuum expectation value of 250 GeV, this calls for new physics at an energy scale $`M`$
$$\lambda =M^1=6\times 10^{14}\mathrm{GeV}^1,$$
(2)
possibly larger, and not too far from the Planck scale. With sub-eV masses, neutrinos are not dark matter, mixed or not. Remember however that even a conservative house of cards is a house of cards and that the experiments measure $`\mathrm{\Delta }m^2`$ and not $`m`$.
Unusually fundamental results require confirmation of unusual quality: possibly, observing the reappearance of the $`\nu _\mu `$ beam as $`\nu _\tau `$’s. Long-baseline experiments provide the best hope, although present results call for a baseline in excess of 1000 km which none of the present proposals deliver. This number does have a large uncertainty. If everything else fails, one may have to look elsewhere, for instance lowering the threshold of high energy neutrino telescopes.
This speculation is no longer unrealistic: first neutrino events emerged from Lake Baikal water and South Pole ice. Construction and calibration of their first-generation instruments was completed in the months preceding this meeting. First calibration of the respective experimental techniques using the atmospheric neutrino beam is now possible. There already are immediate implications beyond the obvious: relatively shallow experiments can handle the large cosmic ray muon backgrounds, and one can reconstruct tracks in ice opening the possibility of commissioning a kilometer-scale detector in the near future. A wide variety of estimates indicate that this is the size of detector required to do the science. Consisting of several hundred optical modules deployed in natural water or ice which acts as a Cherenkov medium, these detectors are optimized for large effective area rather than low threshold (10 GeV or higher, even for the present smaller versions).
These instruments are complementary to SuperK and exploiting them to confirm their atmospheric neutrino results will be challenging. Lowering the threshold by redesigning the telescope architecture is not, and can be achieved by reducing the spacings of the optical modules in all, or part of the detector. Doing this may not further their astronomical mission, but will turn these instruments into better atmospheric neutrino detectors, good enough to probe the SuperK signatures for neutrino mass. The South Pole experiment would also have the right baseline to receive an accelerator beam.
Several initiatives exist to develop the infrastructure and technologies for the deployment of a neutrino telescope in the Mediterranean basin. At this meeting the Antares collaboration revealed, after satisfactory initial tests, their plans to proceed with the deployment of a first string of optical modules in 99, the construction of a detector of 800 modules on 10$``$15 strings by 02, and a kilometer-scale detector by 06.
As with conventional telescopes, at least two are required to cover the sky. As with particle physics collider experiments, it is very advantageous to explore a new frontier with two or more instruments, preferably using different techniques. This goal may be achieved by exploiting the parallel efforts to use natural water and ice as the Cherenkov medium for particle detection. Let me conclude by trying to infuse some sanity in the non-debate on “water and ice”. It is a non-debate because, ideally, we want both. Given the pioneering and exploratory nature of the research, we most likely need both. Water and ice have complementary optical properties: while the “attenuation” lengths are comparable for the blue wavelength photons relevant to the experiments, attenuation is dominated by scattering in ice and by absorption in water. Both have a problem: scattering in ice, potassium decay and bioluminescence in water. Both problems can be solved as shown by the initial results.
## 3 Gamma Ray Astronomy on Earth and in Space
State-of-the-art particle physics technology has reached space with the AMS anti-matter spectrometer which made a successful flight on the NASA shuttle. The field of gamma ray astronomy is buzzing with activity to construct second-generation instruments. Space-based detectors are extending their reach from GeV to TeV energy with AMS and, especially, GLAST, while the ground-based Cherenkov telescopes are designing instruments with lower thresholds. In the not so far future both techniques should generate overlapping measurements in the $`1010^2`$ GeV energy range. All ground-based experiments reach for lower threshold, better angular- and energy-resolution, and a longer duty cycle. One can identify a multi-prong attack, with different methods for improving air Cherenkov telescopes:
1. larger mirror area, exploiting the parasitic use of solar collectors during nighttime,
2. better, or rather, ultimate imaging of the photon footprint in the atmosphere with the 17 m MAGIC mirror,
3. larger field of view by using multiple telescopes.
At this conference the first results from the CELESTE instrument were reported. Atmospheric air showers initiated by photons are imaged using an abandoned solar power station in the French Pyrenees. Each heliostat is viewed by a photomultiplier via optics placed at the focus, in the tower where solar power was once harnessed. The technique has been demonstrated by observing the Crab supernova remnant with a threshold of 80 GeV using only 18 heliostats and 9 data acquisition channels triggering at 10 Hz. This threshold corresponds to only 4 photons per heliostat. The march to lower threshold is on track.
After two decades, ground-based gamma ray astronomy has become a mature science. Let me remind you that, although it has produced few sources by astronomical standards, their observation has produced spectacular results. Data taken on the flaring active galaxies Markarian 421 and 501 testify to this statement. The most prominent features are:
* a spectrum which extends beyond 30 TeV,
* emission of TeV-photons in bursts with a duration of order a few days,
* correlation between the optical and TeV variability,
* observation of a burst lasting only 15 minutes, suggesting emission from very localized regions of the galaxy, presumably the jet.
There is a dark horse in this race: Milagro. The Milagro idea is to lower the threshold of conventional air shower arrays to 100 GeV by uniformly instrumenting an area of $`10^3`$ m<sup>2</sup> or more (no sampling!). For time-varying signals, such as bursts, the threshold could be even lower. One instruments a pond with photomultipliers (Milagro), or covers a large area with resistive plate chambers (ARGO), or even with muon detectors (Hanul) which identify point sources of muons produced in photon-induced air showers.
## 4 Proton Astronomy: EeV Cosmic Rays
Around 1930 Rossi and collaborators discovered that the bulk of the cosmic radiation is not made up of gamma rays. This marked the beginning of what was then called “the new astronomy”, and we refer to as cosmic ray physics today. It is “astronomy” only above $`5\times 10^{19}`$ eV or so, where the arrival directions of the charged cosmic rays are not scrambled by the ambient magnetic field of our own galaxy. We suspect that the bulk of the cosmic rays are accelerated in the blastwaves of supernovae exploding into the interstellar medium. This mechanism has the potential to accelerate particles up to energies of $`10^3`$ TeV where the cosmic ray spectrum suddenly steepens: the “knee” in the energy spectrum. We have no clue where and how cosmic rays with energies in excess of $`10^3`$ TeV are accelerated. We are not even sure whether they are protons or iron, or anything else. The origin of cosmic rays with energy beyond the “knee” is one of the oldest unresolved puzzles in science.
To illustrate the degree of desperation, it has been suggested that the highest energy cosmic rays are the decay products of $`10^{24}`$ eV (the GUT unification scale) topological defects such as a monopoles, strings…. Topological structures are deeply connected to gauge theories and cannot be studied in accelerator experiments. Non-accelerator particle physics provides unique opportunities here. A topological defect will suffer a chain decay into GUT particles X,Y, which subsequently decay to the familiar weak bosons, leptons and quark-gluon jets. Cosmic ray protons are the fragmentation products of these jets.
If the sources of cosmic rays are beyond $`10^2`$ Mpc, conventional astronomy cannot identify them because of the absorption of the beam on the microwave background. Absence of an energy cutoff associated with this absorption (the Greissen-Kuzmin-Zatsepin cutoff) becomes a signature for distant sources. The main problem today is statistics. After particles with energies in the vicinity of 100 EeV were discovered at Haverah Park, we have accumulated some 10 events whose energy clearly exceed $`10^{20}`$ eV, using three different detectors: AGASA, Yakutsk and the Fly’s Eye. The latter is being replaced by a technically superior instrument with larger collection area: the HIRES detector. Construction of a $`10^4`$ km<sup>2</sup> array, one hundred times larger than the AGASA array operating in Japan, has been proposed and will be launched soon as the “Auger” project.
## 5 Gravity, Cosmology and Dark Matter
The asymmetric collapse, e.g. of a rotating star, near the center of our galaxy will result in the supernova display astronomy is waiting for — the simultaneous observation of light, neutrinos and gravitational waves could be the scientific event of all times. If we make the optimistic assumption that a similar amount of energy is emitted in gravitational waves and in light, i.e. one hundredth of a solar mass, the new generation of gravitational antennas under construction in the US and Europe will detect a whopping signal of $`\delta h=10^{18}`$. This deformation of the transverse components of the space-time tensor $`h_{\mu \nu }^{TT}(xct)`$ is detected at Earth in the form of gravitational waves. Such endeavors have put general relativity back into the particle physicist’s bag of tools. We were reminded at this meeting that this, and other adventures involving the cosmological constant and dark matter, are built on a total faith of the framework.
Concerning gravity, theorists have been investigating the interesting suggestion that the Planck scale is of order the weak scale of 1 TeV. At the Planck, the other particle interactions cannot be separated from gravity: a particles’s Compton wavelength ($`m^1`$) is of the same order of magnitude as its Schwarzschild radius ($`G_Nm`$). The idea implies that particle interactions modify gravity for distances below 1 millimeter! It is amazing to realize that no experimental verifications of Newtonian gravity cover this regime (yet), and the Large Hadron Collider will study gravity.
Even with a Planck scale safely anchored at $`10^{19}`$ GeV, cosmology has become (too?) exciting. The convergence on a Standard Cosmology with a flat Universe with $`\mathrm{\Omega }=1`$ has been shattered by multiple blows: we now suspect that $`\mathrm{\Omega }1`$ for matter and that the cosmological constant does not vanish. The latter is an awesome possibility. While we know the particle physics that rules the other great epochs of cosmology, nucleosynthesis and recombination, we do not know the physics that rules the expanding Universe we live in today, driven by a cosmological constant.
Although the evidence, presented here by two groups, emerged from measurements of the Hubble flow using supernovae as standard candles, corroborating evidence may be emerging from elsewhere. Recent South Pole measurements of the acoustic waves at the surface of last scattering (the so-called Doppler peak in the power spectrum), indicate that $`\mathrm{\Omega }=1`$. With $`\mathrm{\Omega }_{matter}1`$, this leaves room for a cosmological constant closing the deficit.
We were reminded at this conference that the search for particle dark matter is still a main focus of particle physicists entering astroparticle physics. This search is reaching the critical point where the size and sensitivity of the experiments will reach the predictions of the most popular model: neutralino dark matter made of the lightest stable particle predicted by supersymmetry. Phonon, scintillation and other techniques are developed, often in experiments exploiting coincident signals. Where these experiment lose sensitivity with increasing neutralino mass, the now-operating neutrino telescopes gain sensitivity all the way to TeV masses, the maximum allowed by Standard Cosmology. High mass neutralinos annihilate in sun and earth into high energy neutrinos which are easier to detect.
We feel that in astroparticle physics, like in astronomy, mother Nature is always more imaginative than scientists. The future of astroparticle physics is not only bright — I predict, with history on my side, that it will be brighter than we can imagine.
## Acknowledgements
The hospitality of Jorge Dias de Deus, his colleagues at the University of the Algarve and our many friends at other Portuguese universities, has become legendary in only two meetings. I have the feeling that this series of conferences has as bright a future as its subject. Thanks.
This work was supported in part by the University of Wisconsin Research Committee with funds granted by the Wisconsin Alumni Research Foundation, and in part by the U.S. Department of Energy under Grant No. DE-FG02-95ER40896.
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# A Two-dimensional Infinte System Density Matrix Renormalization Group Algorithm
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## Abstract
It has proved difficult to extend the density matrix renormalization group technique to large two-dimensional systems. In this Communication I present a novel approach where the calculation is done directly in two dimensions. This makes it possible to use an infinite system method, and for the first time the fixed point in two dimensions is studied. By analyzing several related blocking schemes I find that there exists an algorithm for which the local energy decreases monotonically as the system size increases, thereby showing the potential feasibility of this method.
\]
There is a great need for improved numerical techniques that are able to treat two-dimensional electronic systems. Fundamental questions such as the existence of superconductivity in the 2D Hubbard and t-J models have not been resolved with present-day analytical or numerical techniques. All the commonly used numerical techniques suffer from shortcomings: exact diagonalization is limited to small lattice sizes due to the exponential growth of states with the system size. Quantum Monte Carlo calculations are unable to reach large fermion systems at low temperatures due to the “sign problem”. DMRG calculations have been very successful at treating one-dimensional systems, but accurate results are difficult to obtain for large two-dimensional systems.
It seems most likely that major improvements towards a reliable 2D technique will be made within the DMRG context. Years of effort have resulted in no progress towards solving the fermion “sign problem”. It also seems unlikely that the size of available computer memory will increase fast enough to facilitate exact diagonalization calculations for large systems. Recent DMRG studies, on the other hand, have reached the largest 2D systems reported to date. In this Communication I approach the 2D DMRG calculation from a new angle, which hopefully may encourage further research in this direction.
First the basis of standard 1D DMRG and previous 2D DMRG calculations will be reviewed. The source of the difficulties with previous 2D calculations is discussed. Thereafter several new 2D blocking schemes are proposed and tested, keeping only a small number of states per block. Finally a promising algorithm is discussed in more detail. All calculations are performed on the 2D antiferromagnetic Heisenberg model. The ground state parameters of this fundamental quantum-mechanical model are known to a high accuracy, which makes it an ideal testing ground for new numerical techniques.
The central idea in a DMRG calculation is to iteratively increase the system size, but to avoid an exponentially increasing number of states by keeping only a fixed number of the “most important” states at each iteration. In early numerical renormalization calculations the lowest eigenstates of the system were chosen to be the “important states”, but the results were discouraging. The major breakthrough came with White’s insight to use the density matrix to determine which states to keep. In the superblock method a number of blocks are combined together to form a superblock. The superblock is divided into two parts, the “system block” and the “environment block”. At each iteration the superblock is diagonalized and the density matrix is formed for the system block. The density matrix is diagonalized and the importance of each eigenstate is given by its eigenvalue. The states with the largest eigenvalues are kept and the rest discarded. In the next step of the iteration this system block, with a reduced number of states, will be used in forming the new superblock. Thus the number of sites increases with each iteration, while the number of states kept remains constant.
Using this basic formula many different DMRG algorithms can be defined. An algorithm is characterized by how the superblock is constructed, and by the manner in which the blocks are enlarged. The most commonly used method was proposed in White’s original work. The superblock consists of four blocks, with the two central blocks consisting of single sites, and the two end blocks being reflections of each other, see Fig. 1. The system block is taken to be half the superblock, that is, one end block and an adjacent single site, here called a building block. Using the density matrix a fixed number of states are kept for the system block, which in the next iteration will be recombined with a building block to form a new system block. In this manner the system blocks are enlarged by the size of the building block (here one site) at each iteration. A variation of this method is to form the superblock out of three blocks, two end blocks and a single site in the middle. The system block is chosen as above, but the environment block consists of a single end block.
If the above procedure is iterated repeatedly one can reach arbitrarily large systems. This is called the infinite system method. In the thermodynamic limit the energy does approach a fixed point, and as the number of states kept is increased, the fixed point approaches the bulk ground state energy for the model. Usually the infinite system method has been used to measure various quantities in the middle of very large systems. In this manner results with an accuracy of up to 13 digits have been reported.
The rate of convergence does depend on how the superblock is constructed. If one tries to add the building block at the outer boundary of the superblock, then the local energy will increase as one increases the system size, indicating that a good basis has not been chosen. This can easily be understood since with open periodic boundary conditions the wave function has to vanish at the boundary. If one adds a site to the boundary it is clear that some artifact will remain in the wave function as the system size is increased. This somewhat trivial example shows that one cannot construct an arbitrary blocking scheme and expect that a DMRG calculation will yield a fast convergence. This will become more evident for 2D systems.
In addition to the infinite system method discussed above, a finite system method, also introduced in White’s pioneering work, is commonly used. This algorithm is used to calculate properties of finite size systems to high accuracy. Initially the infinite system method is used to reach a system of desired length $`L`$. At each iteration the system block is saved, so that when a system of size $`L`$ is reached, system blocks of sizes 1 to $`L/21`$ are saved. Once the desired total system size has been reached the superblock size is fixed. Next the saved system blocks are used as environmental blocks while the system block size is increased until it has reached the maximum length $`L3`$. Now system blocks of sizes 1 to $`L3`$ are saved and these blocks can be used as environment blocks for a consequent sweep through the lattice. In this manner the basis kept in the system blocks can be iteratively improved until convergence is reached.
After this brief review of 1D DMRG calculations previous 2D calculations will be considered next. Most previous 2D calculations involve mapping the 2D lattice onto a 1D system with long-range interactions, see Fig. 2. Thereafter the above 1D finite system algorithm is used. Notice that using this mapping it is not possible to use an infinite system algorithm, since one determines the size of the final lattice when doing the mapping. Also, the blocks break the symmetry of the lattice and it is generally not possible to use a reflection of the system block as the environment block. Therefore one has to use some different trick to form the environment block for the initial sweep. The two simplest options are to either leave the environment block empty, or set all long-range interactions to zero in the initial sweep. This method has, however, been able to treat the largest 2D fermion systems to date, up to sizes 11 by 16. An alternative approach is to add a row of sites at each iteration. In this manner strips with a width of up to 6 sites and a length of 30 sites have been studied.
Why have larger systems not been studied ? Liang and Pang found that for a 2D gas of free electrons, the number of states needed to maintain a certain accuracy grows exponentially with the linear system size. This convergence was also confirmed for an algorithm were a row of sites was added at each step. Although no proof has been given, this statement is often referred to as most probably valid for any 2D DMRG calculation. This statement was, however, made for small finite size systems and it is not clear that it will apply to possible infinite system methods. In an infinite system DMRG calculation a fixed number of states are kept as the size of the system is increased. According to the above statement accuracy should be lost in the process. For a system with open boundary conditions the local energy decreases as the system size is increased. Furthermore, due to the variational character of the technique, the DMRG energy is an upper bound on the energy of the system. Therefore accuracy would certainly be lost if the DMRG energy increased as the system size is increased, in agreement with the above statement. But if the energy decreased as the system size is increased, then the bound on the system energy is continuously improved, and in the limit of the fixed point the relative accuracy will approach a constant although only a fixed number of states is kept.
It was therefore the goal of this study to investigate whether there exist 2D blocking algorithms for which the energy decreases monotonically as the system size is increased. The algorithm should retain more of the symmetry of the lattice so that it can be used in the infinite system mode, and the fixed point studied directly. The reason for the above mapping of the 2D system to a 1D system is that it is not trivial to construct such an algorithm. Since the superblock of most symmetric 2D algorithms is bound to consist of more blocks than in the 1D case computer memory limitations will also be more severe.
In order to build up a two-dimensional lattice in a more symmetric fashion it seems likely that one has to use building blocks consisting of several sites. The simplest idea is probably to use a row of sites as building block at each iteration. This method has, however, two shortcomings; it only grows the lattice in one spatial dimension, and the number of states in the added row increases exponentially with the width of the lattice.
In a first attempt to overcome these problems I divided the square 2D lattice up into three blocks, consisting of the diagonal, a triangular block below the diagonal, and the reflection of this block above the diagonal, see Fig. 3. The lower triangular block is used as the system block, the diagonal as the building block and the reflection of the lower triangular block is used as the environment block. At each iteration the whole diagonal is thus added to the lower triangular block. In this manner one of the problems with adding just a row of sites to the system block is overcome; the lattice grows in both spatial dimensions. Furthermore, the procedure retains a high degree of symmetry and could, in principle, be used as an infinite system method. The problem is, of course, that the number of states needed to describe the exact diagonal block still increases exponentially with the linear system size. The method was, however, implemented.
When adding an exact diagonal to the system the energy per site decreased as the system size was increased, until the computer ran out of memory. Having passed this simple test the next problem to be addressed was the exponential increase of states in the diagonal. The natural way to avoid the exponential growth is to select only the most important states in the diagonal block by diagonalizing the density matrix for the diagonal. This was done, and at each iteration a single site was added in one corner. The local energy did, however, start to increase as the system size was increased. As in the 1D case, the reason seemed to be that a site was added at the boundary of the system. If periodic boundary conditions are used this may be a possible blocking formula, but it does not work with open boundary conditions.
A new method was therefore tried where, in analogy with the 1D method, the diagonal was divided into two blocks with the additional site added in the middle. The local energy did, however, still increase as a function of lattice size. A potential problem seemed to be that when working with square lattices, one is forced to construct the wave function for a lattice with an even number of sites from the wave function for a lattice with an odd number of sites. Lattices with odd and even numbers of sites do, however, have quite different wave functions. This issue can be avoided if one studies lattices tilted by 45 degrees. First an attempt was made to use lattices tilted by 45 degrees containing an even number of sites, see Fig. 4. With this geometry the standard 1D DMRG technique can be used for the diagonal, with the exception that the superblock also contains the triangular blocks. The site energy did still not decrease monotonically as the system size was increased. Therefore tilted lattices with an odd number of sites were investigated, see Fig. 5, and it was found that the energy decreased monotonically as the lattice size was increased. This was the only blocking scheme found in this study for which this was the case. The fact that there exists such an algorithm is certainly encouraging, and not self-evident, as pointed out above. Since this was the most promising algorithm found in this study the results will be analyzed in more detail next.
In Fig. 6 the site energy is shown as a function of the number of iterations. Density matrices are formed both for the diagonal and the triangular blocks, and the number of states kept in these blocks are denoted $`m_d`$ and $`m_t`$ respectively. The ground state energy for the 2D Heisenberg model is -0.669437(5). Keeping four states in the diagonal and four blocks in the triangular block the energy levels out around -0.49. Increasing $`m_d`$ to 16 dramatically improves the energy to -0.57. It seems desirable to keep a higher number of states in the diagonal than in the triangular block. Next the number of states in the triangular block was increased to eight. Then only 16 states could be kept in the triangular block, and for the number of iterations that could be done the results were slightly better than the results obtained when keeping four states in the triangular block and 16 states in the diagonal block.
In order for a DMRG method to be useful one has to be able to keep enough states per block to reach convergence in the quantity studied. Since a 2D blocking algorithm of the kind described above contains more blocks than the traditional 1D blocking method this may prove difficult. The superblock for the above algorithm will contain $`2m_d^2m_t^2`$ states, and the density matrix for the triangular block will contain $`2m_d^2m_t`$ states. The programs used in this investigation are, however, far from optimized. Computer memory limited the present study. By using good quantum numbers, like the $`z`$-component of the spin for the Heisenberg model, all matrices become block diagonal. In this study complete matrices were stored, and one should be able to significantly increase the number of states kept if only the non-zero matrix blocks are stored.
The important issue is thus to study how the bulk ground state energy is approached as one further increases the number of states in the blocks. The reason for the great success of the 1D DMRG method is a very fast convergence. If the 2D calculation shows exponential or power law convergence one may be able to keep enough states to reach accurate results, but if the convergence is slower this may prove difficult.
It is also possible to make a finite system algorithm based on the above blocking procedure. In such a method one could use the infinite system method for the initial steps, saving both the triangular and the diagonal blocks. Further sweeps could use these saved blocks as environment blocks and improve the basis kept in the system blocks, in a manner analogous to the 1D method.
The algorithm presented in this Communication bears some resemblance to a “four-block method” proposed by Bursill. In both methods the building block, which determines the growth of the system block, does not consist of exact sites, as in the original method, but of sites with a reduced number of states.
To conclude, using a new approach I have explored the first fully two-dimensional infinite system DMRG calculation. The fixed point in two-dimensions could be explicitly studied and it was shown that there exists an algorithm for which the local energy for the Heisenberg model decreases monotonically as the system size is increased. Previous results indicated that it is necessary to keep a number of states that grows exponentially with the linear system size to maintain a certain accuracy. This does not appear to be the case with the infinite system algorithm as the fixed point is approached. The method preserves a high degree of the symmetry of the lattice and could be used as a starting point for a finite system algorithm. Further studies are necessary to verify whether the method presented here, or other similar algorithms, exhibit convergence that is fast enough to calculate properties of large two-dimensional electronic systems.
I thank Steven Girvin, Claudio Gazza and Anders Sandvik for helpful conversations. The research was supported by NSF Grants No. CDA-9601632, DMR-9714055 and DMR-9629987. I acknowledge support from Suomalainen Tiedeakatemia and I am thankful for the hospitality of the University of Virginia, where part of the work was done.
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# The Sphaleron Rate: Where We Stand
## 1 Introduction
The Universe is filled with matter, and virtually no antimatter. This “unusual” situation can only be explained without appealing to the initial conditions of the Universe if, at some early epoch in the history of the universe, baryon number was not a conserved quantity.
As a matter of fact, baryon number is not a conserved quantity in the standard model . Furthermore, while its violation under ordinary conditions is pitifully inefficient, that ceases to be true at very high temperatures, of order the weak scale, where electroweak symmetry is restored. These facts are the backdrop for the subject of electroweak baryogenesis, which attempts to use them to explain why the baryon number density of the current universe is what it is.
In this talk I will not discuss baryogenesis. Rather my emphasis is on strengthening its foundations by investigating more accurately exactly how efficiently baryon number is violated under hot conditions. Besides the obvious application to the study of baryogenesis, this is also a useful thing to do because it forces us to develop tools for dealing with the infrared physics of hot Yang-Mills theory. Also it is the only part of a baryogenesis calculation which is generic to all extensions of the standard model, because it only depends on the gauge group, and only very weakly on the Higgs sector. In fact, for much of the talk I will neglect the Higgs fields altogether and just study Yang-Mills theory.
### 1.1 What we want to know
Before going any further I should fix notation and explain what I will measure. The anomaly equation relates baryon number to the Chern-Simons number of the SU(2) weak fields, through
$$\frac{1}{3}N_\mathrm{B}(t)=N_{\mathrm{CS}}\frac{1}{8\pi ^2}^t𝑑t^{}d^3xE_i^aB_i^a(x,t^{}),$$
(1)
where $`E`$ and $`B`$ are the SU(2) electric and magnetic fields, and I normalize so the gauge field $`A`$ has units of inverse length and $`g^2`$ appears in the denominator in the Lagrangian. The constant of integration from the indefinite time integral is fixed by requiring $`N_{\mathrm{CS}}`$ to be an integer for a vacuum configuration. $`N_{\mathrm{CS}}`$ is called the Chern-Simons number. Because magnetic fields are always transverse (Gauss’ Law for magnetism), the evolution of Chern-Simons number depends on the physics of the transverse sector.
Having defined Chern-Simons number I can define its diffusion constant,
$$\mathrm{\Gamma }\underset{V\mathrm{}}{lim}\underset{t\mathrm{}}{lim}\frac{(N_{\mathrm{CS}}(t)N_{\mathrm{CS}}(0))^2}{Vt},$$
(2)
where the angular brackets $``$ mean an average is taken over the thermal density matrix. $`\mathrm{\Gamma }`$ is often referred to as the “sphaleron rate.” The reason we care about it is that there is a fluctuation dissipation relation between it and the relaxation rate for a chemical potential for baryon number. I will not discuss this in detail, see instead . I also comment that for $`N_{\mathrm{CS}}`$ to diffuse requires nonperturbative physics, and nonperturbative physics is only unsuppressed, at high temperatures and weak coupling, on length scales $`(1/g^2T)`$ .
It is interesting to know $`\mathrm{\Gamma }`$ in two regimes. The first is the electroweak symmetric phase. Almost all baryogenesis mechanisms will give a final baryon number directly proportional to its value here. For this reason we would like to know it with some accuracy here, which makes the calculation tricky. The other regime where we want to know $`\mathrm{\Gamma }`$ is in the broken electroweak phase, immediately after the electroweak phase transition, which is to say, right after the baryons were allegedly produced. In this case what we want to know is, are the baryons safe, or will they subsequently be destroyed? Here the strength of the phase transition is important; the real question is, how strong must the phase transition be to prevent the baryons from getting destroyed? To answer this question with descent resolution we only need to know $`\mathrm{\Gamma }`$ to within $`\pm 1`$ in the exponent; however $`\mathrm{\Gamma }`$ is exponentially small and perturbation theory is not yet reliable, which will make this calculation tricky as well.
### 1.2 Approximations I will need
Determining $`\mathrm{\Gamma }`$ requires determining unequal Minkowski time correlators at finite temperature in a quantum field theory. Furthermore, if the answer is to be nontrivial the field theory must be showing nonperturbative physics. No one knows how to do this directly. Therefore I will obviously need to make some approximations.
What saves us is that the SU(2) sector is weakly coupled. This allows two key approximations which make the problem tractable. First, the infrared behavior of the theory is classical up to parametrically suppressed corrections. Second, the ultraviolet behavior of the theory is perturbative. Here, infrared means $`k\pi T`$, while ultraviolet means $`k\alpha _wT`$. When the coupling really is weak, there is an overlap between these two regimes, and every degree of freedom can be treated with one approximation or the other. Then, one can integrate out those degrees of freedom which are perturbative, and treat the remaining, classical theory nonperturbatively on the lattice.
In what follows I will first discuss what we learn by treating perturbatively and integrating out everything we can. Then I will step back and only integrate out the highest $`k`$ modes analytically, leaving a larger and more inclusive theory for numerical work. Finally I discuss what we can do in the broken phase. The complete details for these three approaches can be found in , , and respectively.
## 2 Leading log
Dietrich Bödeker has shown that it is possible to integrate out all degrees of freedom with momentum scale $`kg^2T\mathrm{log}(1/g)`$, and that doing so produces an effective theory for the remaining $`kg^2T`$ degrees of freedom which is classical Yang-Mills theory under Langevin dynamics . The physical origin of this effective theory has been discussed by Arnold’s group . Integrating out the modes with $`kgT`$ gives the well known hard thermal loop effective theory . The behavior of the infrared modes in this theory is overdamped , which just follows from Lenz’s law and the fact that the plasma is highly conducting. The conductivity is $`k`$ dependent on scales shorter than some mean collision length, which in an abelian theory is the large angle scattering length. However in a nonabelian theory a particle’s charge is changed by scattering. The mean length for a particle to travel before its charge is randomized is
$$l_{\mathrm{scatt}}^1=\frac{g^2T}{2\pi }\left[\mathrm{log}\frac{m_D}{g^2T}+O(1)\right],$$
(3)
so on scales longer than this the strength of damping is $`k`$ independent. Therefore, in the approximation that the scale $`1/g^2T`$ is well separated from the scale $`1/(g^2T\mathrm{log}(1/g))`$, the infrared fields obey Langevin dynamics on long time scales.
Langevin dynamics have two nice features. First, the Langevin dynamics of 3-D Yang-Mills theory are free of UV problems, and a zero lattice spacing limit exists. Second, Langevin dynamics are very easy to put on the lattice. Therefore the emphasis should be on controlling systematics, such as
1. the thermodynamic match between lattice and continuum,
2. the match between lattice and continuum Langevin time scales,
3. topological definition of $`N_{\mathrm{CS}}`$, and
4. the large volume and long time limits.
All of these systematics can be controlled. The first is discussed in , the second in , and the third in . A volume $`8/g^2T`$ on a side is large enough to achieve the large volume limit, so I use a volume $`16/g^2T`$ on a side for overkill. The failure to achieve the large time limit is reflected in the statistical error bars.
The results, which show beautiful lattice spacing independence, are presented in Table 1, which gives the coefficient $`\kappa ^{}`$ for the equation
$$\mathrm{\Gamma }=\kappa ^{}\left(\mathrm{log}\frac{m_D}{g^2T}+O(1)\right)\left(\frac{g^2T^2}{m_D^2}\right)\alpha _w^5T^4.$$
(4)
These results settle the question, “What is the sphaleron rate in the symmetric phase, in the extreme weak coupling limit?”
## 3 Beyond the leading log
In the last section I determined the coefficient of the leading log behavior with very good precision. The problem is the $`(+O(1))`$ appearing in Eq. (4). How well does the expansion in $`\mathrm{log}(1/g)`$ converge?
The answer is, probably very poorly. To see this, compare the free path for color randomization, $`l_{\mathrm{max}}=2\pi /g^2T\mathrm{log}(1/g)`$, to the size of a box for which the large volume limit has already been reached, $`8/g^2T`$. There is not a large separation between these scales. In fact, it is not clear whether $`l_{\mathrm{max}}`$ is smaller than the scale characterizing nonperturbative physics, which must after all be well shorter than the dimension of a box which shows large volume behavior. The problem is that Bödeker’s approach requires integrating out modes for which the perturbative treatment may not be very reliable. To test this, and to try to determine the sphaleron rate beyond leading log, we need to integrate out less, and make the numerical model include the $`gT`$ as well as $`g^2T`$ scales.
An effective action for the theory with the $`kT`$ modes integrated out is known , and goes by the name of the hard thermal loop (HTL) effective action. It is nonlocal, which is not surprising, since its construction involves integrating out propagating degrees of freedom in a Minkowski theory. Unfortunately nonlocality is very problematic for a numerical implementation.
A solution to this problem was proposed a few years ago by Hu and Müller . The idea is that, rather than add the HTL action itself, one adds a set of local degrees of freedom which, if integrated out, would also yield the HTL effective action. Since the HTL action represents the propagation of a set of high momentum, charged particles, what we add are a bunch of high momentum, charged classical particles. For the idea to work it is necessary to add particles in such a way that the numerical model retains an exact gauge invariance, and possesses a conserved energy and phase space measure so that thermodynamic averages are well defined. We present an implementation which satisfies these conditions in , and refer the reader there for the (quite complicated) details.
With a model which reproduces the HTL resummed IR physics in hand, it is possible to test Arnold, Son, and Yaffe’s claim that the IR dynamics are overdamped, directly. The results are shown in Figure 1, which shows that $`\mathrm{\Gamma }`$ does vanish linearly as $`m_D^2`$ is increased. The data are not good enough to show unambiguously whether or not Bödeker’s log is present. Fitting the data assuming it is, the $`(+O(1))`$ in Eq. (4) turns out to be about 3.6, which indicates that the expansion in $`\mathrm{log}(m_D/g^2T)`$ is not a very good one. For the physical value of $`m_D^2=(11/6)g^2T^2`$ and $`g^20.4`$, the sphaleron rate is $`(2025)\alpha ^5T^4`$, with systematics dominated errors of the order of $`30\%`$. The main remaining problems to be addressed involve lattice spacing effects and the interactions of the added “particle” degrees of freedom with the most UV lattice modes.
## 4 The broken electroweak phase
In the previous two sections the approach has been to find a numerical system which has the same physics as thermal Yang-Mills theory, and then to evolve it and measure directly the correlator, Eq. (2), which tells how efficiently baryon number is violated. However, this approach fails completely in the broken electroweak phase, because the rate of topological transitions is so small that no reasonable amount of numerical evolution would see any transitions at all. Another alternative, perturbation theory, is not very reliable close to the electroweak phase transition. We know for instance that the one loop and two loop effective potentials give quite different answers for the strength of the transition, and no one knows how to compute the sphaleron rate beyond the one loop level. Some other technique, nonperturbative but not strictly real time, is needed.
The reason for the suppression of the sphaleron rate in the broken phase is shown, in cartoon form, in Figure 2. There is a free energy barrier between minima, meaning that almost none of the weight of the thermal ensemble lies in states intermediate between vacua. The figure also suggests how I will determine the sphaleron rate in the broken phase. I should define $`N_{\mathrm{CS}}`$ (or some appropriate observable) on the lattice, and measure how the free energy depends on it. This is not enough to give the real time rate, but with some more work one can turn the height of the barrier into the real time rate.
### 4.1 Defining $`N_{\mathrm{CS}}`$
I begin by defining Chern-Simons number on the lattice. The obvious approach is to use the same definition as in the continuum, Eq. (1). Note that the integral over “time” in that equation could really be an integral along any path through the space of configurations, not just one generated by Hamilton’s equations. In particular one can fix the constant of integration by having the path begin or end at a vacuum configuration.
There is a problem on the lattice, which is that no lattice implementation of $`E_i^aB_i^a`$ is exactly a total derivative. Therefore $`N_{\mathrm{CS}}`$ defined through Eq. (1) and implemented on the lattice would depend on the path chosen. The resolution is to choose a unique and particularly sensible path, the gradient flow (cooling) path, that is, the path through configuration space along which the energy falls most rapidly. In continuum notation the path (parameterized by a cooling time $`\tau `$) is given by
$$\frac{dA(x,\tau )}{d\tau }=\frac{H}{A(x)},$$
(5)
where $`H`$ is the Hamiltonian and all indices have been suppressed. Besides being unique, this path also has the benefit that it moves quickly towards configurations where the gauge fields are smooth. This minimizes the impact of lattice artifacts, which were for instance responsible for $`E_i^aB_i^a`$ not being a total derivative. Further, the path automatically goes to a vacuum configuration.
This definition of $`N_{\mathrm{CS}}`$ has two problems, both easily resolved. First, $`N_{\mathrm{CS}}`$ is UV poorly behaved. For instance, its mean squared value diverges as $`V/a`$, with $`V`$ the physical volume and $`a`$ the lattice spacing (or other regulator). This is resolved by using not $`N_{\mathrm{CS}}`$ but the Chern-Simons number of a configuration after an initial length $`\tau _0`$ of gradient flow. Our measurable is then dependent on an unphysical parameter $`\tau _0`$, but it is UV finite, and physical measurables such as $`\mathrm{\Gamma }`$ will be $`\tau _0`$ independent in the end.
The second problem is that performing gradient flow down to the vacuum is intensely numerically expensive; yet we will need to do so thousands of times to determine the free energy distribution. This problem is solved by blocking. Gradient flow destroys information, and in particular it destroys almost all the UV information; so nothing is lost by blocking after some modest amount of gradient flow. The numerical savings are immense, and (if we use an $`O(a^2)`$ improved lattice Hamiltonian and implementation of $`E_i^aB_i^a`$) almost no accuracy is lost.
Using this definition of $`N_{\mathrm{CS}}`$, it is possible to determine the free energy (probability distribution) as a function of $`N_{\mathrm{CS}}`$ by standard multicanonical Monte-Carlo techniques. A sample result is shown in Figure 3.
### 4.2 Turning probabilities into rates
One cannot read off the sphaleron rate from Figure 3 alone; in fact the height of the barrier in the figure depends on an arbitrary parameter $`\tau _0`$. To get $`\mathrm{\Gamma }`$ from the figure we need to know
$$\dot{N}\left|\frac{dN_{\mathrm{CS}}}{dt}\right|_{N_{\mathrm{CS}}=0.5},$$
(6)
the mean rate at which $`N_{\mathrm{CS}}`$ is changing during a crossing of the barrier. Multiplying the probability density at the top of the barrier by $`\dot{N}`$ turns the probability density into a probability flux per unit time.
It is straightforward to measure $`\dot{N}`$ numerically. First, we use multicanonical means to get a sample of configurations with $`N_{\mathrm{CS}}0.5`$. Then, for each we draw momenta randomly from the thermal ensemble and perform a very short period of Hamiltonian evolution, measuring $`N_{\mathrm{CS}}`$ before and after. Then $`|dN_{\mathrm{CS}}/dt|`$ is approximated by $`|N_{\mathrm{CS}}(0)N_{\mathrm{CS}}(\delta t)|/(\delta t)`$, and $`\dot{N}`$ is the average of this over the sample. Also, one must divide by the volume used in the lattice simulation, to convert the rate of topological transitions to the rate per unit volume.
However, $`\mathrm{\Gamma }`$ does not equal the probability flux per unit time over the barrier; it is how often one goes from being in one topological vacuum to being in another. It is possible to cross the barrier several times on the way from one minimum to its neighbor, or to cross an even number of times and return to the starting vacuum. This leads to a correction called the “dynamical prefactor,” which is the ratio of true topological vacuum changes to crossings of the top of the barrier. To compute it, we use multicanonical means to get a sample of $`N_{\mathrm{CS}}=0.5`$ configurations. Then each is evolved under Hamiltonian dynamics, both forward and backwards in time, until it settles in a topological vacuum. The dynamical prefactor is
$$\mathrm{Prefactor}=\underset{\mathrm{sample}}{}\frac{1}{\mathrm{\#}\mathrm{crossings}}(\mathrm{\Delta }N_{\mathrm{CS}})^2,$$
(7)
where $`\mathrm{\Delta }N_{\mathrm{CS}}`$ is the difference in $`N_{\mathrm{CS}}`$ between the starting and ending vacua. It is $`\pm 1`$ if there were and odd number of $`N_{\mathrm{CS}}=0.5`$ crossings and $`0`$ if there were an even number; we never observe prompt crossings from one topological minimum to another which is not its immediate neighbor.
The hard thermal loops appear in the dynamical prefactor, which is parametrically of order $`(g^4T^2/m_D^2)\mathrm{log}(m_D/g^2T)`$. However, using the techniques of the last section to include the HTL effects in the calculation of the prefactor shows that, for realistic values of $`m_D^2`$, the importance of HTL’s is weak. This is expected, or at least we should expect that the dependence is weaker than in the symmetric phase, because broken phase baryon number violation should be mediated by a spatially smaller configuration, involving higher frequency modes which are less overdamped.
The final result for $`\mathrm{\Gamma }`$ in the broken electroweak phase, at the electroweak phase transition temperature and for a range of scalar self-couplings, is plotted in Figure 4, which also compares it to a perturbative result based on a two loop potential and the zero mode calculations from Carson and McLerran . The actual rate is substantially but not drastically slower than the perturbative estimate. For comparison, the value needed to avoid baryon number washout after the transition, in the standard cosmology, is $`\mathrm{\Gamma }10^7\alpha _w^4T^4`$.
## 5 Conclusion
Tools now exist to calculate the baryon number violation rate in both the symmetric and broken electroweak phases. In the symmetric phase the rate behaves parametrically as $`\alpha _w^5`$, with a logarithmic correction found by Bödeker which is numerically small. The rate at a realistic $`m_D^2`$ is $`2025\alpha _w^5T^4`$, with systematic errors, estimated to be of order $`30\%`$, dominating statistical errors. In the broken phase the rate is smaller than a perturbative estimate, but still too large to save baryogenesis in the minimal standard model.
## Acknowledgments
I would like to thank Peter Arnold, Dietrich Bödeker, Dam Son, and Larry Yaffe, who have consistently shared results before publication and with whom I have had many useful discussions.
## References
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# NMA Survey of CO and HCN Emission from Nearby Active Galaxies
## 1. Differences between active and non-active galaxies
Molecular gas has been considered to be a promising fuel source which may be channeled into the central engines of active galaxies, and therefore the amount of molecular material in Seyfert galaxies is expected to be an important clue to understand the nature of active galactic nuclei. Surveys of CO emission from Seyfert galaxies with single-dish telescopes ($`e.g.`$ Maiolino et al. 1997; Vila-Vilaró et al. 1998) find, however, no significant differences on the total amount of molecular gas between active and quiescent spirals. In order to deduce the conditions which are necessary for nuclear activity, we have conducted aperture synthesis observations of CO(1$``$0) and HCN(1$``$0) emission in nearby Seyfert galaxies. The proximity of the sample ($`D<25`$ Mpc; Table 1) allows us to perform extensive studies of their molecular gas distribution, kinematics, and physical conditions at a few 100 pc scales.
## 2. Distributions and kinematics of molecular gas
Fig. 1 shows the integrated intensity maps and intensity-weighted mean velocity maps of the CO emission of Seyfert galaxies. The distributions of molecular gas show a wide variety, and it appears that there are no “typical” gas distributions either in type-1s or type-2s. It should be noted, however, that the observed features such as twin peaks (seen in NGC 4579, NGC 5033, and NGC 6951, for instance) have been often reported in the central regions of barred galaxies ($`e.g.`$ Kenney et al. 1992), and all the observed gas distributions and kinematics seem to be responding to a non-axisymmetric potential (Kohno et al. 1999b).
It has been claimed that there exist Seyfert galaxies without bars (e.g. McLeod & Rieke 1995; Mulchaey & Regan 1997). However, very weak bars (a few % or less in density), which may be not easy to detect even in near-infrared bands, can drastically affect the behavior of the gas (Wada & Habe 1992). Moreover, critical elements of the fuel supply need not be evident at a large-scale in the host galaxy (McLeod & Rieke 1995). We therefore suggest that small scale (a few 100 pc - a few kpc) distortions of the underlying potential are necessary for the Seyfert activity, although it is not a sufficient condition (Sakamoto et al. 1998).
## 3. Gravitational stabilities of molecular gas
Self-gravity of molecular gas is another important issue because circumnuclear molecular gas can lose angular momentum to fall quickly into the nucleus if the gas is gravitationally unstable. The Toomre’s $`Q`$ parameters were therefore computed to examine the gravitational stabilities of the circumnuclear molecular gas disk in Seyfert galaxies (Fig. 2). We also used CO data in the literature to calculate $`Q`$ values for non-Seyfert galaxies.
Fig. 2 shows that the molecular gas tends to be gravitationally stable near the Seyfert nuclei (Kohno et al. 1999b; Sakamoto et al. 1998). This result suggests that instabilities of molecular gas disk around the nuclei may not cause a further infall of gas in some Seyferts; if a circumnuclear gas disk becomes gravitationally unstable, it would result in a burst of star formation there, as in the case of pure starburst galaxies such as NGC 3504 and NGC 6946. Note that NGC 4051, which shows $`Q<1`$, has an evidence for recent burst of star formation around the nucleus (Baum et al. 1993).
Perhaps our results might be also related to the fact that Seyfert nuclei preferentially reside in early type hosts; it is well known that early type galaxies have smaller gas mass - to - dynamical mass ratio (Young & Scoville 1992), and this means molecular gas in early type galaxies tends to be gravitationally stable. Even in late type Seyferts such as NGC 5033, circumnuclear molecular gas disks may be similar to those of early type hosts in terms of gravitational stabilities.
## 4. Physical conditions of molecular gas
A striking enhancement of HCN(1$``$0) emission has been reported in the nuclear regions of some Seyfert galaxies such as NGC 1068 and NGC 5194 (Kohno et al. 1996 and references therein), implying extreme physical conditions of the molecular gas near active nuclei (e.g. Matsushita et al. 1998). Is an extremely enhanced HCN emission common or not in Seyfert galaxies?
The HCN/CO integrated intensity ratios ($`R_{\mathrm{HCN}/\mathrm{CO}}`$) in the observed Seyferts are listed in Table 1 together with $`R_{\mathrm{HCN}/\mathrm{CO}}`$ in non-Seyfert galaxies. The ratios range over an order of magnitude, from 0.086 to 0.6 among Seyfert galaxies. $`R_{\mathrm{HCN}/\mathrm{CO}}`$ values larger than 0.3 have never been reported in any non-Seyfert galaxies till date. We suggest that the observed $`R_{\mathrm{HCN}/\mathrm{CO}}`$ in Seyfert galaxies may be related to the size of dense obscuring material; NGC 1068 and NGC 5194 have a relatively extended ($`r100`$ pc scale) envelope of obscuring material, which consists of very dense interstellar medium and therefore shows extremely high $`R_{\mathrm{HCN}/\mathrm{CO}}`$. On the other hand, some Seyferts, NGC 6951 for example, may have only a small scale ($`r<`$ 10 pc) obscuring torus; in this case, our observing beam would be too large to find any significant enhancement of $`R_{\mathrm{HCN}/\mathrm{CO}}`$ associated with the dense obscuring material.
Note that the “high $`R_{\mathrm{HCN}/\mathrm{CO}}`$ Seyferts”, i.e. NGC 1068, NGC 3079, and NGC 5194, possess kpc scale jet/outflows. Circumnuclear dense molecular materials may also play a role in the confinement of large scale jet/outflows (Scoville et al. 1998). See Kohno et al. (1999a, b) against the discussion on the chemical abnormality of molecular gas in Seyfert galaxies.
We are grateful to Dr. T. Helfer for sending her CO data of NGC 1068. K. K. was financially supported by the Japan Society for the Promotion of Science.
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# Discrete Ambiguities in the Measurement of the Weak Phase 𝛾
## I Discrete Ambiguities
Direct CP-violation within the standard model takes place when two or more amplitudes with different CKM phases interfere in a time-independent manner. As an example, take the decay of a $`B^+`$ meson to a final state $`f^+`$, which can proceed through two amplitudes. The partial decay widths can be written as
$$\mathrm{\Gamma }(B^\pm f^\pm )=A_1^2+A_2^2+2A_1A_2\mathrm{cos}(\delta \pm \varphi ),$$
(1)
where $`A_1`$ and $`A_2`$ are the magnitudes of the interfering amplitudes, $`\varphi `$ is the CKM phase difference between the amplitudes, and $`\delta `$ is the CP-conserving phase difference. CP-violation is often considered in terms of a non-vanishing CP-asymmetry,
$$𝒜=\frac{\mathrm{\Gamma }(B^+f^+)\mathrm{\Gamma }(B^{}f^{})}{\mathrm{\Gamma }(B^+f^+)+\mathrm{\Gamma }(B^{}f^{})}=\frac{2R\mathrm{sin}\delta \mathrm{sin}\varphi }{1+R^2+2R\mathrm{cos}\delta \mathrm{cos}\varphi },$$
(2)
where $`R=A_2/A_1`$. It is clear that $`𝒜`$ gives a determination of $`\gamma `$ which has a 4-fold ambiguity, due to its invariance under the two symmetry operations
$`S_{\mathrm{sign}}`$ $`:`$ $`\gamma \gamma ,\delta _B\delta _B`$ (3)
$`S_{\mathrm{exchange}}`$ $`:`$ $`\gamma \delta _B.`$ (4)
These ambiguities were also noted in methods which do not rely on a decay rate asymmetry .
The $`S_{\mathrm{sign}}`$ ambiguity is generally considered unphysical, since application of $`S_{\mathrm{sign}}`$ to $`\gamma `$ values within the currently allowed range ,
$$g\{40^{}\gamma 100^{}\},$$
(5)
yields values which are not within $`g`$, and are therefore inconsistent with the standard model. We note, however, a third symmetry of Equation (1, which makes the ambiguity 8-fold:
$$S_\pi :\gamma \gamma +\pi ,\delta _B\delta _B\pi .$$
(6)
This symmetry has so far been overlooked, perhaps because it does not appear to be a symmetry of $`𝒜`$
The significance of $`S_\pi `$ arises from the fact that while $`S_\pi `$ and $`S_{\mathrm{sign}}`$ may be unphysical within the standard model, the operation $`S_\pi S_{\mathrm{sign}}`$, applied to $`\gamma g`$, results in values which are in or close to $`g`$. Thus, given the finite sensitivity of future experiments, it may be impossible to deem $`S_\pi S_{\mathrm{sign}}`$ unphysical, hampering the ability to test the standard model using such measurements of $`\gamma `$.
In some $`\gamma `$ measurement methods, there is no a-priori knowledge of the magnitudes of some of the interfering amplitudes. These magnitudes are then obtained simultaneously wth $`\gamma `$. In this case, additional “accidental” ambiguities will exist if more than one magnitude value is consistent with the data. An example is given below.
## II Quantitative Experimental Implications
$`BDK`$ decays, recently observed by CLEO , provide several ways to measure the weak phase $`\gamma =\mathrm{arg}(V_{ud}V_{ub}^{}/V_{cd}V_{cb}^{})`$. Since non-standard model effects are expected to be small in such decays, comparing these measurements with experiments which are more sensitive to new physics may be used to test the standard model . Gronau and Wyler (GW) have proposed to measure $`\gamma `$ in the interference between the $`\overline{b}\overline{c}u\overline{s}`$ decay $`B^+\overline{D}^0K^+`$ and the color-suppressed, $`\overline{b}\overline{u}c\overline{s}`$ decay $`B^+D^0K^+`$. Interference occurs when the $`D`$ is observed as one of the CP-eigenstates $`D_{1,2}^0\frac{1}{\sqrt{2}}\left(D^0\pm \overline{D}^0\right)`$, which are identified by their decay products. The interference amplitude is
$$\sqrt{2}A(B^+\overline{D}_{1,2}^0K^+)=\sqrt{(B^+D^0K^+)}e^{i(\delta _B+\gamma )}\pm \sqrt{(B^+\overline{D}^0K^+)},$$
(7)
where $`\delta _B`$ is a CP-conserving phase. The value of $`\gamma `$ is extracted from this triangle relation and its CP-conjugate, disregarding direct CP-violation in $`D^0`$ decays . Several variations of the method have been developed.
In practice, measuring the branching fraction $`(B^+D^0K^+)`$ requires that the $`D^0`$ be identified in a hadronic final state, $`f=K^{}\pi ^+(n\pi )^0`$, since full reconstruction is impossible in semileptonic decays, resulting in unacceptably high background. Atwood, Dunietz and Soni (ADS) pointed out that the decay chain $`B^+D^0K^+`$, $`D^0f`$ results in the same final state as $`B^+\overline{D}^0K^+`$, $`\overline{D}^0f`$, where the $`\overline{D}^0`$ undergoes doubly Cabibbo suppressed decay. Estimating the ratio between the interfering decay chains, one obtains
$`\left|{\displaystyle \frac{A(B^+\overline{D}^0K^+)A(\overline{D}^0f)}{A(B^+D^0K^+)A(D^0f)}}\right|`$ $``$ $`\left|{\displaystyle \frac{V_{cb}^{}}{V_{ub}^{}}}{\displaystyle \frac{V_{us}}{V_{cs}}}{\displaystyle \frac{a_1}{a_2}}\right|\sqrt{{\displaystyle \frac{(\overline{D}^0f)}{(D^0f)}}}0.6.`$ (8)
The numerical value in Equation (8) was obtained using $`|V_{cb}^{}/V_{ub}^{}|=1/0.08`$ , $`|V_{us}/V_{cs}|=0.22`$, $`|a_1/a_2|=1/0.26`$ , and
$$\frac{(\overline{D}^0f)}{(D^0f)}=0.0031,$$
(9)
which is the ratio measured for $`f=K^{}\pi ^+`$ . Equation (8) implies that sizable interference makes it practically impossible to measure $`(B^+D^0K^+)`$, and the GW method fails.
ADS proposed to use the interference of Equation (8) to obtain $`\gamma `$ from the decay rate asymmetries in $`B^+f_iK^+`$, where $`f_i,i=1,2,`$ are two $`D`$ final states of the type $`K^{}\pi ^+(n\pi )^0`$. Measuring the four branching fractions, $`(B^+f_iK^+)`$, $`(B^{}\overline{f}_iK^{})`$, one calculates the four unknowns $`(B^+D^0K^+)`$, $`\gamma `$, and the two CP-conserving phases associated with the two decay modes. $`(B^+\overline{D}^0K^+)`$ and the $`D^0`$ decay branching fractions will have already been measured to high precision by the time the rare decays $`B^+fK^+`$ are observed. In addition to the similar magnitudes of the interfering amplitudes, large CP-conserving phases are known to occur in $`D`$ decays , making large decay rate asymmetries possible in this method.
Jang and Ko (JK) and Gronau and Rosner have developed a $`\gamma `$ measurement method similar to the GW method, but in which $`(B^+D^0K^+)`$ is not measured directly. Rather, it is essentially inferred by using the larger branching fractions of the decays $`B^0D^{}K^+`$, $`B^0\overline{D}^0K^0`$ and $`B^0D_{1,2}K^0`$, solving in principle the problem presented by Equation (8).
## III Combining the ADS and the GW Methods
Since the $`\overline{b}\overline{u}c\overline{s}`$ amplitude in $`BDK`$ is very small and hard to detect, several methods will have to be combined in order to make best use of the limited data. Quantitative estimates of the resulting gain in sensitivity are rarely conducted, since they require realistic efficiency and background estimates, and depend on specific phase values. Here we undertake this task for the case of combining the ADS and GW methods (contributions of the JK method are commented on later). In this scheme, one obtains the unknown parameters
$$\xi \{(B^+D^0K^+),\gamma ,\delta _B,\delta _D\},$$
(10)
where $`\delta _D=\mathrm{arg}[A(D^0f)A(\overline{D}^0f)^{}]`$, by minimizing the function
$$\chi ^2(\xi )=\left(\frac{a(\xi )a_m}{\mathrm{\Delta }a_m}\right)^2+\left(\frac{\overline{a}(\xi )\overline{a}_m}{\mathrm{\Delta }\overline{a}_m}\right)^2+\left(\frac{b(\xi )b_m}{\mathrm{\Delta }b_m}\right)^2+\left(\frac{\overline{b}(\xi )\overline{b}_m}{\mathrm{\Delta }\overline{b}_m}\right)^2$$
(11)
with respect to the parameters $`\xi `$. In Equation (11) we use the symbols
$`a_m`$ $``$ $`(B^+fK^+)`$ (12)
$`b_m`$ $``$ $`(B^+D_{1,2}^0K^+)`$ (13)
to denote the experimentally measured decay rates of interest, and
$`a(\xi )`$ $``$ $`\left|\sqrt{(B^+\overline{D}^0K^+)(\overline{D}^0f)}+\sqrt{(B^+D^0K^+)(D^0f)}e^{i(\delta _D+\delta _B+\gamma )}\right|^2`$ (14)
$`b(\xi )`$ $``$ $`{\displaystyle \frac{1}{2}}\left|\pm \sqrt{(B^+\overline{D}^0K^+)}+\sqrt{(B^+D^0K^+)}e^{i(\delta _B+\gamma )}\right|^2`$ (15)
to denote the corresponding theoretical quantities. $`\overline{a}_m`$, $`\overline{b}_m`$, $`\overline{a}(\xi )`$ and $`\overline{b}(\xi )`$ are the CP-conjugates of $`a_m`$, $`b_m`$, $`a(\xi )`$ and $`b(\xi )`$, respectively. $`\mathrm{\Delta }x_m`$ represents the experimental error in the measurement of the quantity $`x_m`$.
Several gains over the individual methods are immediately apparent: In the ADS method, a $`D`$ decay mode is “wasted” on measuring the uninteresting CP-conserving phases. By contrast, when combining the methods, knowledge of $`a_m`$, $`b_m`$, $`\overline{a}_m`$ and $`\overline{b}_m`$ in a single mode is in principle enough to determine the four unknowns, $`\xi `$, even if $`\delta _D=\delta _B=0`$. In practice, adding the $`D_{1,2}^0`$ modes will decrease the statistical error of the measurement. In both the GW and the ADS methods, the ability to resolve the $`S_{\mathrm{exchange}}`$ ambiguity depends on the degree to which $`\delta _B`$ varies from one $`B^+`$ decay mode to the other. Experimental limits on CP-conserving phases in $`BD\pi `$, $`D^{}\pi `$, $`D\rho `$ and $`D^{}\rho `$ suggest that $`\delta _B`$ may be small, making the $`S_{\mathrm{exchange}}`$ resolution difficult. When combining the methods, however, we note that $`b(\xi )`$ and $`\overline{b}(\xi )`$ are invariant under $`\gamma \delta _B`$, whereas $`a(\xi )`$ and $`\overline{a}(\xi )`$ are invariant under $`\gamma \delta _B+\delta _D`$. The $`S_{\mathrm{exchange}}`$ ambiguity is thus resolved in a single $`B^+`$ and $`D`$ decay mode in which $`\delta _D`$ is far enough from 0 or $`\pi `$.
## IV Signal and Background Estimates
We proceed to estimate the sensitivity of the $`\gamma `$ measurement combining the ADS and GW methods, at a future, symmetric $`e^+e^{}`$ $`B`$-factory, operating at the $`\mathrm{{\rm Y}}`$(4S) resonance. The detector configuration is taken to be similar to that of CLEO-III. The integrated luminosity is $`600\mathrm{fb}^1`$, corresponding to three years of running at the full luminosity of $`3\times 10^{34}`$ cm<sup>-2</sup> s<sup>-1</sup> with an effective duty factor of 20%.
Crucial to evaluating the measurement sensitivity is a reasonably realistic estimate of the background rate in the measurement of $`a_m`$, whose statistical error dominates the $`\gamma `$ measurement error, $`\mathrm{\Delta }\gamma `$. We estimated the background by applying reconstruction criteria to Monte Carlo events generated using the full, GEANT-based CLEO-II detector simulation. The event sample consisted of about $`19\times 10^6`$ $`e^+e^{}B\overline{B}`$ events and $`14\times 10^6`$ continuum $`e^+e^{}q\overline{q}`$ events, where $`q`$ stands for a non-$`b`$ quark. Since the full simulation did not include a silicon vertex detector or C̆erenkov particle identification system, these systems were simulated using simple Gaussian smearing. The C̆erenkov detector was taken to cover the polar region $`|\mathrm{cos}\theta |<0.71`$.
$`D^0`$ candidates (reference to the charge conjugate modes is implied) were reconstructed in the final states $`K^{}\pi ^+`$, $`K^{}\pi ^+\pi ^0`$, and $`K^{}\pi ^+\pi ^{}\pi ^+`$. The $`\pi ^0`$ and $`D^0`$ candidate invariant masses were required to be within $`2.5`$ standard deviations ($`\sigma `$) of their nominal values. A Dalitz plot cut was applied in the $`K^{}\pi ^+\pi ^0`$ mode to suppress combinatoric background. The $`B^+`$ candidate energy was required to be within $`2.5\sigma `$ of the beam energy. The beam-constrained mass, $`\sqrt{E_b^2P_B^2}`$, where $`E_b`$ is the beam energy and $`P_B`$ is the momentum of the $`B^+`$ candidate, was required to be within $`2.5\sigma `$ of the nominal $`B^+`$ mass. Since the $`K^+`$ and the $`D^0`$ fly back-to-back, all charged daughters of the $`B^+`$ candidate were required to be consistent with originating from the same vertex point. Continuum background was suppressed by applying cuts on the cosine of the angle between the the sphericity axis of the $`B^+`$ candidate and that of the rest of the event, and on the output of a Fischer discriminant . In background events, the reconstructed $`K^+`$ and $`K^{}`$ come from two different $`D`$ mesons, or are due to $`s\overline{s}`$ popping, while signal events often contain a third kaon, originating from the other $`B`$ meson in the event. As a result, 90% of the background events are rejected by requiring that an additional $`K^{}`$ or $`K_S`$ be found in the event and be inconsistent with originating from the $`B^+`$ candidate vertex.
With the above event selection criteria, we find that continuum events account for over 80% of the remaining background, with a rate of 7 events per $`10^8`$ charged $`B`$ mesons produced. This is comparable to the expected signal yield. Under such low signal, high background conditions, significant improvement is obtained by conducting a multi-variable maximum likelihood fit. In this technique, cuts on the continuous variables are greatly loosened, and the separation of signal from background is achieved by use of a probability density function, which describes the distribution of the data in these variables. As has been the case in several CLEO analyses of rare $`B`$ decays, we assume that the effective background level in the likelihood analysis, $`B`$, as inferred from the signal statistical error, $`\mathrm{\Delta }S=\sqrt{S+B}`$, will be similar to the level obtained with the Monte Carlo simulation. Signal efficiency will increase, however, due to the looser selection criteria.
The expected number of $`B^+fK^+`$ signal events is
$$N_a=N_{B^+}a(\xi )ϵ(K^+f),$$
(16)
where $`N_{B^+}`$ is the number of $`B^+`$ mesons produced, and $`ϵ(K^+f)`$ is the probability that the final state be detected and pass the loosened selection criteria of the likelihood analysis. For given values of $`\delta _D`$, $`\delta _B`$ and $`\gamma `$, we calculate $`a(\xi )`$ using the $`D^0K^{}\pi ^+,K^{}\pi ^+\pi ^0,K^{}\pi ^+\pi ^{}\pi ^+`$ branching fractions from , Equation (9), $`(B^+\overline{D}^0K^+)=2.57\times 10^4`$ , and $`(B^+D^0K^+)=2.3\times 10^6`$ (obtained from $`(B^+\overline{D}^0K^+)`$ and the values used in Equation (8)).
To estimate the efficiency $`ϵ(K^+f)`$, we start with the values in , 44% for the $`K^{}\pi ^+`$ mode, 17% for the $`K^{}\pi ^+\pi ^0`$ mode, and 22% for the $`K^{}\pi ^+\pi ^{}\pi ^+`$ mode. These are multiplied by the efficiency of finding the third kaon (45%), and the particle-ID efficiency (68%). The particle-ID efficiency is composed of the probability that a well-reconstructed $`K^+`$ be in the particle-ID system’s fiducial region (83%), and that half the $`K^{}`$ daughters of the $`D`$ meson also be in the fiducial region. The momentum of the other half allows good identification using specific ionization, as does the momentum of the third kaon in most events. An additional efficiency loss of 10% is assumed due to non-Gaussian tails, C̆erenkov ring overlaps, etc. The final efficiencies are 13% for the $`K^{}\pi ^+`$ mode, 5% for the $`K^{}\pi ^+\pi ^0`$ mode, and 7% for the $`K^{}\pi ^+\pi ^{}\pi ^+`$ mode.
Since $`b_ma_m`$, suppression and accurate knowledge of the background in the measurement of $`b_m`$ is much less critical. Starting from the continuum background level in and applying vertex and particle-ID criteria, we arrive at a rate of 60 background events per $`10^8`$ charged $`B`$ mesons. The number of signal events observed in this channel is
$$N_b=N_{B^+}b(\xi )ϵ(K^+)\underset{i}{}(D^0c_i)ϵ(c_i),$$
(17)
where $`ϵ(K^+)`$ is the efficiency for detecting the $`K^+`$ with the particle-ID criteria described above, and $`c_i`$ are CP-eigenstate decay products of $`D_{1,2}`$. Using Table I, we obtain $`_i(D^0c_i)ϵ(c_i)=0.011`$.
## V Measurement Sensitivity
To estimate the measurement sensitivity for given values of the “true” parameters $`\xi =\xi ^0`$, we compute the average numbers of observed signal events using Equations (16) and (17). An integrated luminosity of $`600\mathrm{fb}^1`$ yields $`N_{B^+}=640\times 10^6`$. We assume that statistics will effectively triple if, in addition to $`B^+D^0K^+`$, one uses the modes $`B^+D^0K^+`$, $`B^+D^0K^+`$, $`B^+D^0K^+`$, $`\overline{B}^0D^0K^0`$ and $`\overline{B}^0D^0K^0`$. We therefore take $`N_{B^+}=1900\times 10^6`$. The resulting $`N_a`$, $`N_b`$ and their CP-conjugates determine the experimental quantities $`a_m`$, $`b_m`$, $`\overline{a}_m`$ and $`\overline{b}_m`$ in the average experiment, ie., the experiment in which statistical fluctuations vanish. The minimization package MINUIT is then used to find the parameters $`\xi `$, for which $`\chi ^2(\xi )`$ is minimal in this experiment. Since the measurement is expected to be statistics-limited, only statistical errors are used to evaluate $`\chi ^2(\xi )`$.
To demonstrate ambiguities, the trial value of $`\gamma `$ is stepped between $`180^{}`$ and $`180^{}`$, and $`\delta _D`$, $`\delta _B`$ and $`(B^+D^0K^+)`$ are varied by MINUIT so as to minimize $`\chi ^2(\xi )`$. Such $`\gamma `$ scans are shown in Figure 1 for cases of particular interest. Evident from these scans is the fact that a large $`^2\chi ^2(\xi )/\gamma ^2`$ at the input value $`\gamma =\gamma ^0`$ does not guarantee that $`\chi ^2(\xi )`$ will obtain large values before dipping into a nearby ambiguity point. As a result, the quantity that meaningfully represents the measurement sensitivity is not $`\mathrm{\Delta }\gamma `$, but $`f_{\mathrm{exc}}`$, the fraction of $`g`$ which is excluded by the $`BDK`$ measurement, ie., for which $`\chi ^2(\xi )>10`$. The larger the value of $`f_{\mathrm{exc}}`$, the greater the a-priori likelihood that predictions of $`\gamma `$ based on new physics-sensitive experiments will be inconsistent with the $`BDK`$ measurement, leading to the detection of new physics.
To evaluate $`f_{\mathrm{exc}}`$, 540 Monte Carlo experiments were generated, using randomly selected input values in the range $`\gamma ^0g`$, $`180^{}<\delta _D^0<180^{}`$, $`180^{}<\delta _B^0<180^{}`$ (Note that in reality, the CP-conserving phases will be different in the different decay modes). Depending on the input phases, the numbers of observed signal events varied between $`700<N_b<1050`$, $`0<N_a<130`$. For each set of phases, a $`\gamma `$ scan was conducted in the range $`\gamma g`$, and $`f_{\mathrm{exc}}`$ was taken to be the fraction of the area of the scan for which $`\chi ^2(\xi )>10`$.
The $`f_{\mathrm{exc}}`$ distribution of the 540 random experiments is shown in Figure 2. Also shown is the distribution of the 91 experiments for which $`|\mathrm{sin}(\delta _B)|<0.25`$. $`f_{\mathrm{exc}}`$ tends to be larger in this case, since small values of $`\chi ^2(\xi )`$ associated with the $`S_{\mathrm{exchange}}`$ ambiguity (even if the ambiguity is resolved) are pushed away from the center of $`g`$. Since the distributions of phases used in the Monte Carlo experiments cannot be expected to represent the actual phases in nature, it is not meaningful to study the $`f_{\mathrm{exc}}`$ distribution in detail. Nevertheless, Figure 2 indicates that this measurement may reduce the allowed region of $`\gamma `$ by as much as 70%.
## VI Discussion and Conclusions
We have studied in detail the measurement of $`\gamma `$ using $`BDK`$ at a symmetric $`B`$ factory. Use of this measurement to detect new physics effects is complicated by low statistics and an ambiguity which is at least 8-fold, not 4-fold as often stated. We show that combining the ADS and GW methods helps resolve the $`S_{\mathrm{exchange}}`$ ambiguity and decreases the statistical error, compared with the ADS method alone. The ambiguities associated with the $`S_{\mathrm{sign}}`$ and $`S_\pi `$ symmetries are irremovable in measurements of this kind. Even when the $`S_{\mathrm{exchange}}`$ ambiguity is in principle resolved, in practice it still deteriorates the measurement by reducing $`\chi ^2(\xi )`$ (or other experimental quantity of significance).
Being ambiguity-dominated, the sensitivity of future experiments should be evaluated in terms of the exclusion fraction $`f_{\mathrm{exc}}`$, rather than the weak phase error $`\mathrm{\Delta }\gamma `$. With a luminosity of $`600\mathrm{fb}^1`$, we find that the $`BDK`$ measurement can exclude up to about $`f_{\mathrm{exc}}0.6`$ of the currently-allowed range of $`\gamma `$.
With $`3\times 10^8`$ $`B`$ mesons, 100% efficiency and no background, JK find $`\mathrm{\Delta }\gamma `$ in their method to be between about $`5^{}`$ and $`30^{}`$ for $`40^{}<\gamma <100^{}`$. Using more realistic estimates and noting out comments above, one would conclude that combining their method with the ADS and GW methods, while probably useful for the actual experiment, will not result in a dramatic change in the predictions of our analysis.
## VII Acknowledgments
I am grateful to my colleagues at the CLEO collaboration for permitting the use of the excellent Monte Carlo sample which they have worked hard to tune and produce; to David Asner and Jeff Gronberg for sharing their knowledge of the performance of the CLEO silicon vertex detector; and to Michael Gronau and Yuval Grossman for discussions and useful suggestions. This work was supported by the U.S. Department of Energy under contracts DE-AC03-76SF00515 and DE-FG03-93ER40788, and by the National Science Foundation.
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# Large Deviation Function of the Partially Asymmetric Exclusion Process
## I introduction
The asymmetric simple exclusion process (ASEP) is the simplest driven diffusive system where particles on a one-dimensional lattice hop with asymmetric rates under excluded volume constraints. Due to its simple but non-trivial out-of-equilibrium properties, it has attracted much attention recently. We refer to for a review of recent developments.
For the prototype case of single-species, sequential updating dynamics, the time evolution operator of the probability distribution of particle configurations turns out to be the asymmetric XXZ chain . The latter admits the Bethe ansatz solution for its eigenfunctions and eigenvalues when it is on a periodic ring. Due to its integrability, one can obtain many exact results of physical interest. In particular, the large deviation function (LDF) which describes the distribution of the total current has been obtained recently for a ring of $`N`$ sites with $`P`$ particles under a periodic boundary condition . The LDF also describes the height distribution of the Kardar-Parisi-Zhang (KPZ)-type growth models and is believed to be universal. To confirm the universality of LDF, Derrida and Appert compared a cumulant ratio obtained from the analytic LDF with numerical simulations of several stochastic models believed to belong to the KPZ universality class.
Since the LDF has been obtained in for the totally asymmetric exclusion process (TASEP) where particle hopping occurs only to the right, it would be desirable to calculate it for the partially asymmetric exclusion process (PASEP) where the particles can hop both to the right and to the left but with different rates. In this paper, we report on this generalization using the crossover scaling functions of the XXZ chain obtained previously in . Our method assumes from the outset that $`N`$ is sufficiently large, but allows systematic evaluation of the finite-size corrections. We reproduce the universal scaling function of for the PASEP and find that the asymmetry parameter rescales the scaling variable in a simple way. We also evaluate the leading order finite-size corrections to the universal scaling function and the cumulant ratio.
This paper is organized as follows. In Sec. II, we introduce the model and notation. In Sec. III, we make the connection between the present problem and the results of and derive the LDF for the PASEP. The finite-size corrections are evaluated in Sec. IV. Sec. V contains the summary and discussions, while Appendix shows the equivalence of two representations of the crossover scaling functions.
## II Model and the Large Deviation Function
We consider the dynamics of the one-dimensional model in a periodic lattice (ring) of $`N`$ sites with $`P`$ particles . Each site $`j`$ ($`1jN`$) is either occupied by a particle ($`\sigma _j=1`$) or vacant ($`\sigma _j=+1`$). The PASEP considered in this work is defined by the following random sequential updating rule: During each time interval $`dt`$, each particle can hop to its right or left with probability $`\frac{1}{2}(1+ϵ)dt`$ and $`\frac{1}{2}(1ϵ)dt`$, respectively, provided the target site is empty. $`ϵ`$=1 corresponds to the TASEP considered in and we work in the region $`0<ϵ1`$. Interpreting $`\sigma _j`$=$`\pm 1`$ as the local slope of an interface in ($`1+1`$) dimensions, one can map the model to the single step model , an archetype of the KPZ-class models. The quantity of main interest in this work is the total displacement $`Y_t`$ which is the total number of hops of all particles to the right minus that to the left between time 0 and time $`t`$. In the single step model language, $`Y_t`$ is the total number of particles deposited between time 0 and time $`t`$.
Let $`\sigma `$ denote a system configuration $`\{\sigma _1,\mathrm{},\sigma _N\}`$ and $`P_t(\sigma )`$ the probability of finding the system in a configuration $`\sigma `$ at time $`t`$. The master equation for the time evolution of $`P_t(\sigma )`$ can then be written as
$$\frac{dP_t(\sigma )}{dt}=\underset{\sigma ^{}}{}\sigma |H|\sigma ^{}P_t(\sigma ^{}),$$
(1)
where $`\sigma |H|\sigma ^{}`$ is the representation, on the basis where $`\sigma _j^z`$ are diagonal, of the time evolution operator $`H`$ given by
$$H=\underset{j=1}{\overset{N}{}}\{(\frac{1+ϵ}{2})\sigma _j^+\sigma _{j+1}^{}+(\frac{1ϵ}{2})\sigma _j^{}\sigma _{j+1}^++\frac{1}{4}(\sigma _j^z\sigma _{j+1}^z1)\}.$$
(2)
Here, $`\sigma _j^\pm `$ and $`\sigma _j^z`$ are the Pauli spin operators and $`\sigma _j`$=$`\pm 1`$ are the eigenvalues of $`\sigma _j^z`$.
Next, following , we introduce $`P_t(\sigma ,Y)`$, the joint probability that the system is in a configuration $`\sigma `$ and $`Y_t`$, the total displacement, takes the value $`Y`$ at time $`t`$, and let
$$F_t(\sigma ;\alpha )=\underset{Y=\mathrm{}}{\overset{\mathrm{}}{}}e^{\alpha Y}P_t(\sigma ,Y).$$
(3)
Then, $`F_t(\sigma ;\alpha )`$ evolves according to
$$\frac{dF_t(\sigma ;\alpha )}{dt}=\underset{\sigma ^{}}{}\sigma |M|\sigma ^{}F_t(\sigma ^{};\alpha ),$$
(4)
where
$$M=\underset{j=1}{\overset{N}{}}\left\{e^\alpha \left(\frac{1+ϵ}{2}\right)\sigma _j^+\sigma _{j+1}^{}+e^\alpha \left(\frac{1ϵ}{2}\right)\sigma _j^{}\sigma _{j+1}^++\frac{1}{4}(\sigma _j^z\sigma _{j+1}^z1)\right\}.$$
(5)
The “Hamiltonian” $`M`$ is the asymmetric XXZ chain Hamiltonian studied, e.g., in . Let $`\lambda (\alpha )`$ denote the largest eigenvalue of $`M`$, regarded as a function of $`\alpha `$. Then, one can show that
$$e^{\alpha Y_t}=\underset{\sigma }{}F_t(\sigma ;\alpha )e^{\lambda (\alpha )t}$$
(6)
as $`t\mathrm{}`$ and the long time behaviors of all cumulants of $`Y_t`$ are derived from $`\lambda (\alpha )`$.
The LDF $`f`$ describes the long time behavior of the distribution of $`Y_t/t`$ and is defined by
$$f(y)=\underset{t\mathrm{}}{lim}\frac{1}{t}\mathrm{ln}\left\{\mathrm{Prob}\left[\frac{Y_t}{t}=\overline{v}+y\right]\right\},$$
(7)
where $`\overline{v}=lim_t\mathrm{}Y_t/t`$ is the mean current for a ring of finite size $`N`$. Note that $`\overline{v}=d\lambda (\alpha )/d\alpha |_{\alpha =0}`$. This can be easily obtained from a first order perturbation calculation as
$$\overline{v}=ϵ\rho (1\rho )N\frac{N}{N1}.$$
(8)
Our definition of $`f(y)`$ is slightly different from that of in that we use the exact value of $`\overline{v}`$, Eq. (8), in Eq. (7) while use its bulk value $`ϵ\rho (1\rho )N`$. Since $`e^{\alpha Y_t}e^{\lambda (\alpha )t}`$ on the one hand, and $`e^{\alpha Y_t}=_{Y=\mathrm{}}^{\mathrm{}}\mathrm{Prob}[Y_t=Y]e^{\alpha Y}\mathrm{max}_ye^{t(f(y)+\alpha \overline{v}+\alpha y)}`$ on the other, the LDF is related to $`\lambda (\alpha )\alpha \overline{v}`$ by the Legendre transformation
$`f(y)`$ $`=`$ $`[\lambda (\alpha )\alpha \overline{v}]\alpha y,`$ (9)
$`y`$ $`=`$ $`{\displaystyle \frac{d}{d\alpha }}[\lambda (\alpha )\alpha \overline{v}].`$ (10)
Therefore, the largest eigenvalue $`\lambda (\alpha )`$ of the asymmetric XXZ chain $`M`$ determines the LDF.
## III $`\lambda (\alpha )`$ in the scaling limit
In , $`\lambda (\alpha )`$ for the case of $`ϵ`$=1 is obtained for arbitrary $`N`$ and $`P`$. Then, one takes the scaling limit, $`N\mathrm{}`$, $`\alpha 0`$, with the scaling variable $`\alpha N^{3/2}`$ and the density $`\rho P/N`$ fixed. In this scaling limit, $`\lambda (\alpha )`$ takes the parametric form
$$\lambda (\alpha )=\alpha N\rho (1\rho )+\sqrt{\frac{\rho (1\rho )}{2\pi N^3}}f_{5/2}(C)\text{ }(ϵ=1),$$
(11)
$$\alpha \sqrt{2\pi \rho (1\rho )N^3}=f_{3/2}(C),$$
(12)
where $`f_k(C)`$ are defined as
$`f_{3/2}(C)`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(C)^n}{n^{3/2}}},`$ (13)
$`f_{5/2}(C)`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(C)^n}{n^{5/2}}},`$ (14)
for $`|C|1`$. To probe the region $`\alpha \sqrt{2\pi \rho (1\rho )N^3}<f_{3/2}(1)`$, $`f_k(C)`$ are analytically continued as
$`f_{3/2}(C)`$ $`=`$ $`4\sqrt{\pi }[\mathrm{ln}(C)]^{1/2}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(C)^n}{n^{3/2}}},`$ (15)
$`f_{5/2}(C)`$ $`=`$ $`{\displaystyle \frac{8}{3}}\sqrt{\pi }[\mathrm{ln}(C)]^{3/2}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(C)^n}{n^{5/2}}},`$ (16)
for $`1C<0`$, while for $`\alpha \sqrt{2\pi \rho (1\rho )N^3}>f_{3/2}(1)`$, one may use the integral forms
$`f_{3/2}(C)`$ $`=`$ $`2\pi {\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{\sqrt{s}}{C^1e^{\pi s}+1}},`$ (17)
$`f_{5/2}(C)`$ $`=`$ $`2\pi {\displaystyle _0^{\mathrm{}}}𝑑s\sqrt{s}\mathrm{ln}(1+Ce^{\pi s}).`$ (18)
To generalize Eqs. (11) and (12) to the case of PASEP ($`0<ϵ1`$), we limit our attention only to the scaling limit and use the results of Kim . In , the low-lying eigenvalues of the asymmetric XXZ chain near the stochastic line ($`\alpha =0`$ in Eq. (5)) have been expressed as perturbative expansions in $`N^{1/2}`$ with a scaling variable, which is essentially the same as $`\alpha N^{3/2}`$, held constant. Therefore the results of applied to the ground state energy (denoted as $`E_N^0`$ in ) can be used immediately to obtain the LDF.
The notations $`q`$, $`\stackrel{~}{\mathrm{\Delta }}`$, $`s`$, $`H`$, and $`\nu `$ used in translate into the present ones as $`\rho `$, $`(\mathrm{cosh}\alpha +ϵ\mathrm{sinh}\alpha )^1`$, $`(\mathrm{sinh}\alpha +ϵ\mathrm{cosh}\alpha )/(\mathrm{cosh}\alpha +ϵ\mathrm{sinh}\alpha )`$, $`(\alpha +\mathrm{tanh}^1ϵ)/2`$, and $`\mathrm{tanh}^1ϵ`$, respectively. Using these and taking care of different normalization ($`\lambda (\alpha )=E_N^0/\stackrel{~}{\mathrm{\Delta }}`$), one can rewrite Eq. (58a) of as
$$\lambda (\alpha )=ϵ\underset{m=1}{\overset{\mathrm{}}{}}\underset{k=1}{\overset{m}{}}\frac{b_{m,k}}{(1x_c)^{k+1}}Y_m^0(z)\left(\frac{\pi }{N}\right)^{m/2},$$
(19)
and Eq. (54a) of as
$$\alpha =\frac{1}{\pi }\underset{m=1}{\overset{\mathrm{}}{}}\underset{k=1}{\overset{m}{}}b_{m,k}\frac{(1)^k}{kx_c^k}Y_m^0(z)\left(\frac{\pi }{N}\right)^{(m+2)/2}.$$
(20)
In the above sums, $`Y_m^0`$ for even $`m`$ vanishes for the ground state and only odd-$`m`$ terms are needed. For $`m`$ odd, $`Y_m^0(z)`$ with real $`z`$ are defined as
$`Y_m^0(z)`$ $`=`$ $`{\displaystyle \frac{m+2iz}{2(m+2)}}(i\sqrt{z+i})^m+{\displaystyle \frac{m2iz}{2(m+2)}}(i\sqrt{zi})^m`$ (23)
$`+{\displaystyle \frac{1}{2i}}{\displaystyle _0^{\mathrm{}}}𝑑t{\displaystyle \frac{(i\sqrt{z+i+t})^m(i\sqrt{z+it})^m}{e^{\pi t}1}}`$
$`{\displaystyle \frac{1}{2i}}{\displaystyle _0^{\mathrm{}}}𝑑t{\displaystyle \frac{(i\sqrt{zi+t})^m(i\sqrt{zit})^m}{e^{\pi t}1}}.`$
The coefficients $`x_c`$ and $`b_{m,k}`$ are recursively determined order by order in $`N^{1/2}`$ from a set of equations, as explained in and $`x_c=\rho /(1\rho )+O(N^{5/2})`$, $`b_{m,k}=b_{m,k}^0+O(N^{3/2})`$. $`b_{m,k}`$ is the coefficient of $`x^m`$ in the series expansion of $`\left(_{m=1}^{\mathrm{}}a_mx^m\right)^k`$ where $`a_m=a_m^0+O(N^{3/2})`$ and the first few values of $`a_m^0`$ needed in this work are given by
$`a_1^0`$ $`=`$ $`\sqrt{{\displaystyle \frac{2\rho }{(1\rho )^3}}},`$ (24)
$`a_2^0`$ $`=`$ $`{\displaystyle \frac{2}{3}}{\displaystyle \frac{(1+\rho )}{(1\rho )^2}},`$ (25)
$`a_3^0`$ $`=`$ $`\sqrt{{\displaystyle \frac{2\rho }{(1\rho )^3}}}{\displaystyle \frac{1+11\rho +\rho ^2}{18\rho (1\rho )}}.`$ (26)
The eigenvalue expression Eq. (19) is a power series expansion in $`N^{1/2}`$ with the scaling variable $`\alpha N^{3/2}>0`$ and $`ϵ>0`$ fixed. (If $`\alpha >0`$ and finite, the asymmetric XXZ chain is in the critical phase and hence the ground state energy and the low lying excitations possess finite-size corrections analytic in $`N^1`$.) When $`ϵ0`$ with another crossover scaling variable $`ϵ\sqrt{N}`$ fixed, the infinite series Eq. (19) reduces to a series in $`1/(ϵ\sqrt{N})`$.
Inserting the zeroth order values of $`x_c`$ and $`b_{m,k}`$, and keeping only the leading order terms in Eqs. (19) and (20), one then obtains
$`\sqrt{{\displaystyle \frac{2\pi N^3}{\rho (1\rho )}}}[\lambda (\alpha )\alpha \overline{v}]`$ $`=`$ $`ϵ\left\{\left({\displaystyle \frac{4\pi ^2}{3}}Y_3^0(z)\right)(2\pi Y_1^0(z))\right\}\text{ }(0<ϵ1),`$ (27)
$`\alpha \sqrt{2\pi \rho (1\rho )N^3}`$ $`=`$ $`\left(2\pi Y_1^0(z)\right).`$ (28)
Here $`\overline{v}`$ is the exact average current, $`ϵ\rho (1\rho )N^2/(N1)`$. The second term on the right-hand side of Eq. (27) appears due to our choice of the exact $`\overline{v}`$ on the left-hand side of Eq. (27). Except for that, the similarity of Eq. (27) to Eq. (11) is obvious. One simply needs to relate $`Y_m^0(z)`$ to $`f_k(C)`$. In Appendix A, we show, by changing the integration contours of Eq. (23), that $`2\pi Y_1^0(z)`$ is indeed nothing but a different form of $`f_{3/2}(C)`$, provided the variables $`z`$ and $`C`$ are related by $`C=e^{\pi z}`$. So is $`4\pi ^2Y_3^0(z)/3`$ of $`f_{5/2}(C)`$. Moreover, we show in Appendix that the analytic continuation of Eq. (23) to the region Im $`z>1`$ naturally reproduces the analytically continued forms of Eqs. (15) and (16). Therefore, the generalization of Eq. (11) to $`ϵ1`$ is achieved by a factor $`ϵ`$ multiplying the right-hand side of Eq. (11). Consequently, by Eqs. (9), (10), (27), and (28), one obtains the LDF in the form
$$f(y)ϵ\sqrt{\frac{\rho (1\rho )}{\pi N^3}}H\left(\frac{y}{ϵ\rho (1\rho )}\right),$$
(29)
where the universal scaling function $`H(x)`$ is given in the parametric form satisfying the relation
$`H(x)`$ $`=`$ $`{\displaystyle \frac{f_{5/2}(C)f_{3/2}^{}{}_{}{}^{^{}}(C)f_{5/2}^{}{}_{}{}^{^{}}(C)f_{3/2}(C)}{\sqrt{2}f_{3/2}^{^{}}(C)}},`$ (30)
$`x`$ $`=`$ $`{\displaystyle \frac{f_{5/2}^{}{}_{}{}^{^{}}(C)f_{3/2}^{}{}_{}{}^{^{}}(C)}{f_{3/2}^{}{}_{}{}^{^{}}(C)}},`$ (31)
with denoting the derivative with respect to $`C`$. $`H(x)`$, as defined here, is $`H(x+1)`$ of , the difference originating from using exact $`\overline{v}`$ in Eqs. (7) and (27). Thus it has the following asymptotic behaviors
$$H(x)\{\begin{array}{cc}x^2\hfill & \text{for}|x|1,\hfill \\ \frac{2}{5}\sqrt{\frac{3}{\pi }}x^{5/2}\hfill & \text{for}x\mathrm{},\hfill \\ \frac{4}{3}\sqrt{\pi }|x|^{3/2}\hfill & \text{for}x\mathrm{}.\hfill \end{array}$$
(32)
Eq. (29) is the generalization of the result of .
## IV Finite-size corrections in discrete dynamics
Finite-size correction is useful in comparing theoretical predictions with simulation data. In simulations, particle configurations are updated in discrete time steps, and to describe such situations, Eqs. (1) and (4) should be replaced by their discrete time versions. For example, Eq. (4) is replaced by
$$F_{\tau +1}(\sigma ;\alpha )F_\tau (\sigma ;\alpha )=\frac{1}{N}\underset{\sigma ^{}}{}\sigma |M|\sigma ^{}F_\tau (\sigma ^{};\alpha ),$$
(33)
where one update interval is set as $`dt=1/N`$ and $`t=\tau /N`$. These difference equations reduce to the continuous time versions, Eq. (1) and Eq. (4), in the limit $`N\mathrm{}`$. Thus the leading terms in $`N`$ of all quantities are the same in both versions. However, there appear differences in the finite-size corrections and we work in the discrete version. Using Eq. (33), Eq. (6) is then modified to $`e^{\alpha Y_t}=_\sigma F_t(\sigma ;\alpha )e^{\mu (\alpha )t}`$, where
$$\mu (\alpha )=N\mathrm{ln}\left(1+\frac{\lambda (\alpha )}{N}\right).$$
(34)
Therefore the LDF is the Legendre transformation of $`\mu (\alpha )\alpha \overline{v}`$.
From Eqs. (19), (20), and (34), $`\mu (\alpha )\alpha \overline{v}`$ is written as, including its next leading term,
$$\sqrt{\frac{2\pi N^3}{\rho (1\rho )}}[\mu (\alpha )\alpha \overline{v}]ϵ\{f_{5/2}(C)f_{3/2}(C)\}\frac{ϵ^2}{2\sqrt{2}}\sqrt{\frac{\rho (1\rho )}{\pi N}}f_{3/2}(C)^2.$$
(35)
The last term on the right-hand side of Eq. (35) arises from the first nonlinear term in the expansion $`\mu (\alpha )=\lambda (\alpha )\lambda (\alpha )^2/2N+\mathrm{}`$. The leading correction term in $`\mu (\alpha )\alpha \overline{v}`$ is of order $`N^{1/2}`$, while that in $`\lambda (\alpha )\alpha \overline{v}`$ is of order $`N^1`$. Since the leading correction to $`\alpha \sqrt{2\pi \rho (1\rho )N^3}`$ is also of order $`N^1`$, using Eq. (28) and Eq. (35), one finds that
$$f(y)=ϵ\sqrt{\frac{\rho (1\rho )}{\pi N^3}}\left[H\left(\frac{y}{ϵ\rho (1\rho )}\right)+ϵ\sqrt{\frac{\rho (1\rho )}{\pi N}}H_1\left(\frac{y}{ϵ\rho (1\rho )}\right)+O(N^1)\right],$$
(36)
where $`H_1(x)`$ is determined from Eq. (31) and
$$H_1(x)=\frac{f_{3/2}(C)^2}{4}.$$
(37)
The correction term shows dependence on the particle density and the asymmetry parameter, and hence is not universal. The asymptotic behaviors of $`H_1(x)`$ are
$$H_1(x)\{\begin{array}{cc}2x^2\hfill & \text{for }|x|1,\hfill \\ 3x^3/(2\pi )\hfill & \text{for }x\mathrm{},\hfill \\ 2\pi |x|\hfill & \text{for }x\mathrm{}.\hfill \end{array}$$
(38)
Another quantity of interest concerning the finite-size correction is the cumulant ratio considered in . It is defined as
$$\underset{t\mathrm{}}{lim}R_t=\underset{t\mathrm{}}{lim}\frac{Y_t^3_c^2}{Y_t^2_cY_t^4_c},$$
(39)
where $`Y_t^n_c`$ are the cumulants of $`Y_t`$ and are evaluated from
$$\underset{t\mathrm{}}{lim}\frac{Y_t^n_c}{t}=\frac{d^n\mu (\alpha )}{d\alpha ^n}|_{\alpha =0}.$$
(40)
Using Eqs. (28) and (35), we find
$`\underset{t\mathrm{}}{lim}{\displaystyle \frac{Y_t^2_c}{t}}`$ $`=`$ $`ϵN^{3/2}[\rho (1\rho )]^{3/2}{\displaystyle \frac{\sqrt{\pi }}{2}}\left[12ϵ\sqrt{{\displaystyle \frac{\rho (1\rho )}{\pi N}}}+O(N^1)\right],`$ (41)
$`\underset{t\mathrm{}}{lim}{\displaystyle \frac{Y_t^3_c}{t}}`$ $`=`$ $`ϵN^3[\rho (1\rho )]^2\pi \left({\displaystyle \frac{3}{2}}{\displaystyle \frac{8\sqrt{3}}{9}}\right)\left[1+O(N^1)\right],`$ (42)
$`\underset{t\mathrm{}}{lim}{\displaystyle \frac{Y_t^4_c}{t}}`$ $`=`$ $`ϵN^{9/2}[\rho (1\rho )]^{5/2}\pi ^{3/2}\left({\displaystyle \frac{15}{2}}+{\displaystyle \frac{9\sqrt{2}}{2}}8\sqrt{3}\right)\left[1+O(N^1)\right].`$ (43)
Therefore the cumulant ratio has an $`O(N^{1/2})`$ correction term;
$$\underset{t\mathrm{}}{lim}R_t=2\frac{\left(\frac{3}{2}\frac{8\sqrt{3}}{9}\right)^2}{\left(\frac{15}{2}+\frac{9\sqrt{2}}{2}8\sqrt{3}\right)}\left(1+2ϵ\sqrt{\frac{\rho (1\rho )}{\pi N}}+O(N^1)\right).$$
(44)
We note in passing that in the continuous time version, our method shows
$$\underset{t\mathrm{}}{lim}\frac{Y_t^2_c}{t}=ϵN^{3/2}[\rho (1\rho )]^{3/2}\frac{\sqrt{\pi }}{2}\left[1+\frac{1+11\rho 11\rho ^2}{8\rho (1\rho )N}+O(N^{3/2})\right].$$
(45)
This is in exact agreement with the expansion derived, with the help of Stirling’s formula, from Eq. (6) of Derrida and Mallick .
## V Discussions
The main results of this paper are Eqs. (29), (36), and (44). The universal scaling function of the LDF, $`H(x)`$, first defined in for the TASEP, is reproduced for the PASEP in Eq. (29). The only change in this generalization is the modification of the scaling variable by a simple factor $`ϵ`$, the asymmetry parameter. Physically, this is equivalent to a rescaling of time by $`ϵ`$. Non-trivial $`ϵ`$-dependence of $`\lambda (\alpha )`$ appears only in higher orders of $`N^{1/2}`$ in Eq. (19). To compare analytic results with simulation data, the finite-size correction terms in the discrete time dynamics are important. They are derived for the LDF and the cumulant ratio in Eq. (36) and (44), respectively. One sees that the finite-size corrections in the discrete time dynamics are of $`O(N^{1/2})`$. Also they depend on $`\rho `$ and $`ϵ`$ explicitly in both versions implying that they are non-universal.
Instead of the statistics of $`Y_t`$, the total displacement, one could have asked for the statistics of the displacement across one bond. In this case, one has to deal with an asymmetric $`XXZ`$ chain with a twisted boundary condition, $`\sigma _{N+1}^\pm =e^\alpha \sigma _1^\pm `$ and $`\sigma _{N+1}^z=\sigma _1^z`$, and analysis similar to that presented here can be carried out . In particular, if $`J_t`$ is the displacement across the $`N`$-th bond, one can show that $`e^{\alpha J_t}e^{\alpha Y_t/N}e^{\lambda (\alpha /N)t}`$ (in the continuous time notation). Therefore, the LDF and the long time behaviors of the cumulants of $`J_t`$ are the same as those of $`Y_t/N`$. This is why Eq. (45) agrees with the result of where $`lim_t\mathrm{}J_t^2_c/t`$ is obtained. However, $`J_{t}^{}{}_{}{}^{2}_c(Y_t/N)^2_c`$, the surface width in the growth model language, saturates to a finite value of $`O(N)`$ as $`t\mathrm{}`$.
###### Acknowledgements.
We thank B. Derrida and J.M. Kim for helpful discussions. This work is supported by the Korea Research Foundation grant 1998-015-D00055 and also by the Center for Theoretical Physics, Seoul National University.
## A Properties of $`Y_m^0(z)`$
In this Appendix, we show the equivalence of $`f_{1+m/2}(C)`$ and $`Y_m^0(z)(m=1,3,5,\mathrm{})`$. The former will be defined later extending the definitions of $`f_{3/2}(C)`$ and $`f_{5/2}(C)`$, and the latter is defined in Eq. (23). We take Eq. (23) as defining $`Y_m^0(z)`$ for any complex $`z`$.
### 1 Simple form of $`Y_1^0(z)`$
We first pay attention to $`Y_1^0(z)`$ since $`Y_m^0(z)`$ ($`m=3,5,\mathrm{}`$) can be evaluated from $`Y_1^0(z)`$ through the recursion relation, $`dY_{m+2}^0(z)/dz=(m+2)Y_m^0(z)/2`$ . Eq. (23) for $`m=1`$ is written as
$`2Y_1^0(z)`$ $`=`$ $`i(z+i)^{1/2}+{\displaystyle \frac{2}{3}}(z+i)^{3/2}+{\displaystyle _0^{\mathrm{}}}𝑑t{\displaystyle \frac{(z+it)^{1/2}(z+i+t)^{1/2}}{e^{\pi t}1}}`$ (A2)
$`+i(zi)^{1/2}+{\displaystyle \frac{2}{3}}(zi)^{3/2}+{\displaystyle _0^{\mathrm{}}}𝑑t{\displaystyle \frac{(zit)^{1/2}(zi+t)^{1/2}}{e^{\pi t}1}}.`$
Suppose $`|\mathrm{Im}z|<1`$ and let $`I_1`$ and $`I_2`$ be the first and the second integrals in Eq. (A2), respectively. The two integrations are over the positive real axis of the complex-$`t`$ plane, denoted by $`K`$ in Fig. 1.
Our method is to deform the contours in the complex-$`t`$ plane such that only simple integrals remain and the additive terms cancel out. Each integral has two terms. For the first term of $`I_1`$, $`K`$ is deformed to $`A_1+A_2+A_3`$ as shown in Fig. 1(a) while for the second term of $`I_1`$, to $`B_1+B_2+B_3`$ in Fig. 1(a). Similarly, $`K`$ is deformed to $`E_1+E_2+E_3`$ and $`D_1+D_2+D_3`$ for the first and second terms of $`I_2`$, respectively, as shown in Fig. 1(b). We then have
$`I_1`$ $`=`$ $`{\displaystyle _{A_1+A_2+A_3}}𝑑t{\displaystyle \frac{(z+it)^{1/2}}{e^{\pi t}1}}{\displaystyle _{B_1+B_2+B_3}}𝑑t{\displaystyle \frac{(z+i+t)^{1/2}}{e^{\pi t}1}}`$ (A3)
$`=`$ $`{\displaystyle _0^\theta }𝑑\theta ^{}{\displaystyle \frac{i(z+i)^{1/2}}{\pi }}{\displaystyle _0^{(\pi \theta )}}𝑑\theta ^{}{\displaystyle \frac{i(z+i)^{1/2}}{\pi }}`$ (A6)
$`+{\displaystyle _0^1}𝑑\xi {\displaystyle \frac{(z+i)^{3/2}(1\xi )^{1/2}}{e^{\pi (z+i)\xi }1}}{\displaystyle _0^1}𝑑\xi {\displaystyle \frac{(z+i)^{3/2}(1\xi )^{1/2}}{e^{\pi (z+i)\xi }1}}`$
$`+{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{(s)^{1/2}}{e^{\pi (z+i)}e^{\pi s}1}}{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{s^{1/2}}{e^{\pi (z+i)}e^{\pi s}1}}`$
$`=`$ $`i(z+i)^{1/2}{\displaystyle \frac{2}{3}}(z+i)^{3/2}+{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{(s)^{1/2}}{e^{\pi (z+i)}e^{\pi s}1}}{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{s^{1/2}}{e^{\pi (z+i)}e^{\pi s}1}},`$ (A7)
where $`\theta =`$ Arg($`z+i`$). Similarly,
$`I_2`$ $`=`$ $`{\displaystyle _{E_1+E_2+E_3}}𝑑t{\displaystyle \frac{(zit)^{1/2}}{e^{\pi t}1}}{\displaystyle _{D_1+D_2+D_3}}𝑑t{\displaystyle \frac{(zi+t)^{1/2}}{e^{\pi t}1}}`$ (A8)
$`=`$ $`{\displaystyle _0^{(\pi \theta )}}𝑑\theta ^{}{\displaystyle \frac{i(zi)^{1/2}}{\pi }}{\displaystyle _0^\theta }𝑑\theta ^{}{\displaystyle \frac{i(zi)^{1/2}}{\pi }}`$ (A11)
$`+{\displaystyle _0^1}𝑑\xi {\displaystyle \frac{(zi)^{3/2}(1\xi )^{1/2}}{e^{\pi (zi)\xi }1}}{\displaystyle _0^1}𝑑\xi {\displaystyle \frac{(zi)^{3/2}(1\xi )^{1/2}}{e^{\pi (zi)\xi }1}}`$
$`+{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{(s)^{1/2}}{e^{\pi (zi)}e^{\pi s}1}}{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{s^{1/2}}{e^{\pi (zi)}e^{\pi s}1}}`$
$`=`$ $`i(zi)^{1/2}{\displaystyle \frac{2}{3}}(zi)^{3/2}+{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{(s)^{1/2}}{e^{\pi (zi)}e^{\pi s}1}}{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{s^{1/2}}{e^{\pi (zi)}e^{\pi s}1}},`$ (A12)
with $`\theta =`$ Arg($`z+i`$).
We note that the branch cuts for the square-root functions in $`I_1`$ and $`I_2`$ are in the opposite directions , so the two integrals having the factor $`(s)^{1/2}`$ in their integrands cancel out when $`I_1`$ and $`I_2`$ are added. Therefore we arrive at the conclusion that
$$Y_1^0(z)=_0^{\mathrm{}}𝑑s\frac{s^{1/2}}{e^{\pi z}e^{\pi s}+1}\text{ }(|\mathrm{Im}z|<1).$$
(A13)
Next, consider the region $`1<|\mathrm{Im}z|<3`$. If $`1<\mathrm{Im}z<3`$, the contours shown in Fig. 1 change to those shown in Fig. 2. Compared with Fig. 1, a pole at $`t=2i`$ is placed inside the contour for $`I_1`$ and the direction of the integration over the semicircle about the origin is reversed for $`I_2`$. These changes produce extra contributions $`2i(zi)^{1/2}`$ for both $`I_1`$ and $`I_2`$. Therefore, we obtain
$`Y_1^0(z)`$ $`=`$ $`2i(zi)^{1/2}+{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{s^{1/2}}{e^{\pi z}e^{\pi s}+1}}`$ (A14)
$`=`$ $`2(z+i)^{1/2}+{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{s^{1/2}}{e^{\pi z}e^{\pi s}+1}}\text{ }(1<\mathrm{Im}z<3).`$ (A15)
Similarly, for $`3<\mathrm{Im}z<1`$, we find
$`Y_1^0(z)`$ $`=`$ $`2i(z+i)^{1/2}+{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{s^{1/2}}{e^{\pi z}e^{\pi s}+1}}`$ (A16)
$`=`$ $`2(zi)^{1/2}+{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{s^{1/2}}{e^{\pi z}e^{\pi s}+1}}\text{ }(3<\mathrm{Im}z<1).`$ (A17)
When $`|\mathrm{Im}z|`$ increases further, more and more poles are placed inside the contours for $`I_1`$ and $`I_2`$, and corresponding residues should be added. But recalling that $`Y_m^0(z)`$ is used to express real $`\alpha `$ and $`\lambda (\alpha )`$, Eqs. (A13) and (A15) are sufficient for our purpose.
### 2 Relation between $`f_{1+m/2}(C)`$ and $`Y_m^0(z)`$
We now make the identification $`C=e^{\pi z}`$ with $`C`$ real. $`C>0`$ if $`z`$ is real, and $`1<C<0`$ if $`z=x+i^{}`$ with $`x>0`$. In both cases, we have, from Eq. (A13),
$$Y_1^0(z)=_0^{\mathrm{}}𝑑s\frac{s^{1/2}}{C^1e^{\pi s}+1}.$$
(A18)
Eq. (A18) admits a series expansion
$$Y_1^0(z)=\frac{1}{2\pi }\underset{n=1}{\overset{\mathrm{}}{}}\frac{(1)^{n+1}C^n}{n^{3/2}},$$
(A19)
when $`|C|<1`$. The second branch in the region $`1<C<0`$ is obtained if $`z=x+i^+`$ with $`x>0`$. In this case, using Eq. (A15),
$`Y_1^0(z)`$ $`=`$ $`{\displaystyle \frac{2}{\sqrt{\pi }}}[\mathrm{ln}(C)]^{1/2}+{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{s^{1/2}}{C^1e^{\pi s}+1}}`$ (A20)
$`=`$ $`{\displaystyle \frac{2}{\sqrt{\pi }}}[\mathrm{ln}(C)]^{1/2}+{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^{n+1}C^n}{n^{3/2}}}.`$ (A21)
Comparing Eqs. (A18) and (A21) with Eqs. (13) and (15), we have
$$f_{3/2}(C)=2\pi Y_1^0(z),$$
(A22)
provided $`C=e^{\pi z}`$, the two branches of $`1<C<0`$ corresponding to $`|\mathrm{Im}z|=1^{}`$ and $`|\mathrm{Im}z|=1^+`$, respectively.
Next, we define $`f_{1+m/2}(C)(m=1,3,5,\mathrm{})`$ by Eq. (A22) and the recursion relation
$$\frac{d}{d(\mathrm{ln}C)}f_{1+(m+2)/2}(C)=f_{1+m/2}(C),$$
(A23)
with the initial condition $`f_{1+m/2}(0)=0`$. Then $`f_{1+m/2}(C)`$ takes the form
$$f_{1+m/2}(C)=\underset{n=1}{\overset{\mathrm{}}{}}\frac{(1)^{n+1}C^n}{n^{1+m/2}},$$
(A24)
in the first branch and
$$f_{1+m/2}(C)=(1)^{(1+m)/2}\frac{(1/2)!}{(m/2)!}4\sqrt{\pi }[\mathrm{ln}(C)]^{m/2}+\underset{n=1}{\overset{\mathrm{}}{}}\frac{(1)^{n+1}C^n}{n^{1+m/2}},$$
(A25)
in the second branch. Comparison of the recursion relations of $`Y_m^0(z)`$ and $`f_{1+m/2}(C)`$ then leads to the identification
$$f_{1+m/2}(C)=(\pi )^{(m1)/2}2\pi \frac{(1/2)!}{(m/2)!}Y_m^0(z).$$
(A26)
For example, $`f_{3/2}(C)=2\pi Y_1^0(z),f_{5/2}(C)=4\pi ^2Y_3^0(z)/3,f_{7/2}(C)=8\pi ^3Y_5^0(z)/15`$, etc.
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# Non-fermi-liquid single particle lineshape of the quasi-one-dimensional non-CDW metal Li0.9Mo6O17 : comparison to the Luttinger liquid
## Abstract
We report the detailed non-Fermi liquid (NFL) lineshape of the dispersing excitation which defines the Fermi surface (FS) for quasi-one-dimensional Li<sub>0.9</sub>Mo<sub>6</sub>O<sub>17</sub>. The properties of Li<sub>0.9</sub>Mo<sub>6</sub>O<sub>17</sub> strongly suggest that the NFL behavior has a purely electronic origin. Relative to the theoretical Luttinger liquid lineshape, we identify significant similarities, but also important differences.
A topic of high current interest and fundamental importance for condensed matter physics is the possible failure due to electron-electron interactions of the Fermi liquid paradigm for metals. The paradigm lattice non-Fermi liquid (NFL) scenario for a metal is the Luttinger liquid (LL) behavior of an interacting one-dimensional electron gas. The energy ($`\omega `$) and momentum (k) resolved single particle spectral function A(k,$`\omega `$) for the dispersing excitation that defines the FS is much different for the LL than for a Fermi liquid . Since A(k,$`\omega `$) can be measured by angle resolved photoemission spectroscopy (ARPES), there has been strong motivation for such studies of quasi-one-dimensional (q-1D) metals. An unfortunate complication for this line of research is that many q-1D metals display charge density wave (CDW) formation and that strong CDW fluctuations involving electron-phonon interactions above the CDW transition temperature can also cause A(k,$`\omega `$) to have NFL behavior which in some ways resembles that of the LL . For example, both scenarios predict a substantial suppression of k-integrated spectral weight near E<sub>F</sub>, bringing ambiguity to the interpretation of pioneering angle integrated photoemission measurements which observed such a weight suppression, and to subsequent ARPES studies of dispersing lineshapes in q-1D CDW materials.
Thus far ARPES studies of non-CDW q-1D metals have not obtained dispersing lineshape data which could be compared meaningfully with many-body theories. Most of the non-CDW q-1D metals are organic and for these metals k-integrated weight suppression near E<sub>F</sub> occurs , but dispersing features have not been observed . Li<sub>0.9</sub>Mo<sub>6</sub>O<sub>17</sub> is a 3D material with bonding such that only q-1D bands define its FS. It is unusual as a q-1D inorganic metal which appears to be free of strong electron-phonon effects, as discussed further below, and which shows suppressed E<sub>F</sub> photoemission weight. An initial ARPES study at 300K did not resolve individual valence band features but did observe for a single broad peak a general angle dependent shift and diminution of spectral weight which enabled a q-1D FS to be deduced. A second study obtained similar data. A third study resolved valence band structure but the peak dispersing to E<sub>F</sub> was too weak in the spectra for its lineshape to be discerned.
Here we report the detailed non-Fermi liquid (NFL) lineshape of the dispersing excitation which defines the FS for Li<sub>0.9</sub>Mo<sub>6</sub>O<sub>17</sub>. Obtaining the lineshape data was enabled by taking precautions to minimize photon-induced sample damage and by studying a region in k-space where the near-E<sub>F</sub> ARPES intensity is especially large, as determined by first making a k-space map of the ARPES intensity near E<sub>F</sub>. The properties of Li<sub>0.9</sub>Mo<sub>6</sub>O<sub>17</sub> strongly argue that the NFL behavior has a purely electronic origin, giving this set of data a special current importance. Li<sub>0.9</sub>Mo<sub>6</sub>O<sub>17</sub> displays metallic $`T`$-linear resistivity $`\rho `$ and temperature independent magnetic susceptibility $`\chi `$ for temperatures down to $`T_X`$ 24K, where a phase transition of unknown origin is signaled by a very weak anomaly in the specific heat . As $`T`$ decreases below $`T_X`$, $`\rho `$ increases, but $`\chi `$ is unchanged . Most significant, infrared optical studies which routinely detect CDW or spin density wave (SDW) gaps in other materials, do not show any gap opening for energies down to 1 meV, setting an upper limit of (11.6/3.52)$``$3K for a mean field CDW or SDW transition temperature. Below $`T_c`$ 1.8K the material is a superconductor . The properties of the 24K transition are not consistent with CDW (or SDW) gap formation, and in any case, the small value of $`T_X`$ permits the NFL ARPES lineshape to be studied from $`T_X`$ to nearly 10$`T_X`$, a temperature high enough that any putative q-1D CDW fluctuations should be absent. Comparing the data to the theoretical Luttinger liquid lineshape, we identify significant similarities, but also find important differences.
Single-crystal samples were grown by the electrolytic reduction technique . The ARPES was performed at the Ames/Montana beamline of the Synchrotron Radiation Center at the University of Wisconsin. Samples oriented by Laue diffraction were mounted on the tip of a helium refrigerator and cleaved in situ at a temperature of 30K just before measurement in a vacuum of $`4\times 10^{11}`$ torr, exposing a clean surface containing the crystallographic c- and q-1D b-axes. Monochromatized photons of h$`\nu `$=24 eV were used to obtain the spectra reported here. All the data are normalized to the photon flux. The instrumental resolution $`\mathrm{\Delta }`$E and E<sub>F</sub> were calibrated with a reference spectrum taken on a freshly sputtered Pt foil. $`\mathrm{\Delta }`$E was 150 meV for the E<sub>F</sub> intensity map and 50 meV for the energy distribution curves (EDC’s). The angular resolution for the spectrometer was $`\pm 1^\mathrm{o}`$, which amounts to $`\pm 7`$% of the distance from $`\mathrm{\Gamma }`$ to Y in the Brillouin zone. The k-space near-E<sub>F</sub> intensity map was made by detecting electrons over the range $`\mathrm{\Delta }`$E=150meV, centered 50 meV below E<sub>F</sub>, and sweeping analyzer angles along two orthogonal directions relative to the sample normal, in steps of 1<sup>o</sup> for one angle and 2<sup>o</sup> for the other. One can show that such sweeps move the k-vector on a spherical surface with a radius which depends on the kinetic energy and hence on the photon energy. In an idealized geometrical description, one observes the intersection of this spherical surface and the FS. In a more realistic spectroscopic description, the FS pattern is generated because the intensity at E<sub>F</sub> reaches a local maximum when a dispersing peak passes sufficiently near the angle/energy resolution window, for given temperature and peak lineshape. Because of translational invariance parallel to the sample surface the photohole momentum parallel to the surface k is the same as that of the photoelectron and so is determined unambiguously by the analyzer angles and the kinetic energy of the photoelectron . To deduce the perpendicular photohole momentum (k) the surface potential change must be modeled and in making our maps we have used a standard ansatz of free photoelectron bands offset by an inner potential to which we give a nominal value of 10 eV.
Fig. 1(a) shows the projection onto the k plane of our near-E<sub>F</sub> intensity map made at a temperature of 30K by varying both analyzer angles for fixed h$`\nu `$=24 eV. $`\mathrm{\Gamma }`$-Y and $`\mathrm{\Gamma }`$-X are the b\* and c\* directions, respectively. Fig. 1(b) shows the projection onto the k/$`\mathrm{\Gamma }`$-Y plane of a map made at 200K by fixing one analyzer angle, while varying the other angle and also the photon energy. The spherical arcs for each photon energy are easily seen, and an arrow shows the arc corresponding to the fixed photon energy of the map of Fig. 1(a). The straightness of the FS segments in both maps shows that this material fulfills very well the band theory prediction of being q-1D . The Fermi wave-vector k<sub>F</sub> defined by the center of the left hand FS segment is 2k<sub>F</sub>$``$$`0.57`$Å<sup>-1</sup>, somewhat larger than the band theory value of $`0.51`$ Å<sup>-1</sup>. Most significant for the rest of the paper is the existence of bright spots where the ARPES matrix element for the states near E<sub>F</sub> is maximum and where the dispersing peak lineshape can best be studied.
Fig. 2(a) shows a sequence of spectra taken at 200K $``$ 8$`T_X`$ along a line $`0.06`$Å<sup>-1</sup> below an X-M Brillouin zone boundary and passing through the FS at one of the bright points, as indicated in Fig. 1(a). Over the corresponding k-range along $`\mathrm{\Gamma }`$-Y, the calculation of Fig. 2(b) shows two bands merging and crossing E<sub>F</sub> together. We identify the two dispersing peaks of Fig. 2(a) with these two bands, since both the calculation and our q-1D FS image show that the two bands disperse very weakly along $`\mathrm{\Gamma }`$-X. The calculated bands which do not cross E<sub>F</sub> are very weak for the special path of Fig. 2(a), but can still be seen as a small peak or general humping $`400`$ meV below E<sub>F</sub> in spectra 4 to 11. These bands are easily seen in other spectra, e.g. along $`\mathrm{\Gamma }`$-X and $`\mathrm{\Gamma }`$-Y. Thus we find a good general agreement with band theory except that the bandwidth is about twice the calculated value, as has been found for other molybdenum bronzes . Since LL models assume linear dispersion around E<sub>F</sub>, it is noteworthy that this aspect of the band theory is observed over an energy range of 200 meV for one band and 500 meV for the other. Of greatest interest is the detailed lineshape of the dispersing peak defining the FS. It moves toward E<sub>F</sub> from about 250 meV away until the leading edge shows a point of closest approach, after which the intensity then drops. Within the experimental resolution, very little intensity develops at E<sub>F</sub>. Fig. 3(a) shows the spectra overplotted so as to emphasize the defining behavior of the leading edge of the lineshape. In spectra 2 through 5 one sees the leading edge shift toward E<sub>F</sub> up to a certain limit, “the wall,” and in spectra 5 through 10 one sees the intensity fall, first without a change in the leading edge, and then accompanied by a shift of the leading edge away from E<sub>F</sub>. A set of spectra taken at 50K is identical with respect to all these features.
In the absence of any LL lineshape theory including interactions between two bands, we apply lineshapes calculated for the one-band Tomonaga-Luttinger (TL) model to the two degenerate bands crossing E<sub>F</sub>. Fig. 3(b) shows TL lineshapes for a spin independent repulsive interaction and singularity index $`\alpha =0.9`$. The thick lines are spectra including our angle and energy resolutions. The thin lines accompanying two of the spectra show the purely theoretical curves without including the experimental resolutions. The k-values and format are exactly the same as for Fig. 3(a). Before discussing the considerable similarity to the experimental data for the behavior of the leading edge, we first describe the generic theoretical features. The LL has no single particle excitations, and the removal or addition of an electron results entirely in the generation of combinations of collective excitations of the spin and charge densities, known as spinons and holons, respectively. In this TL model the spinon dispersion is that of the underlying band, v<sub>F</sub>k with Fermi velocity v<sub>F</sub>, and the holon dispersion is $`\beta `$v<sub>F</sub>k where $`\beta `$ depends on $`\alpha `$ and is $`>`$ 1. For the lower group of spectra, with k inside the FS, there is an edge singularity onset at a non-zero low energy and then a rise to a power law singularity peak at higher energies. These sharp features are greatly broadened by the experimental resolutions and, except for the slight shoulder of curve 2, the spinon features of the theory curves are simply the leading edges of the lineshapes. The movements with k of the low energy onset and of the peak reflect the dispersions of the spinons and holons, respectively. That the onset occurs at a non-zero energy for k$``$k<sub>F</sub> is a direct consequence of the restrictive kinematics of 1-D. For the four lowest members of the upper set of curves, k lies outside the FS. The k-dependence of the non-zero singular energy onset in this case reflects the holon dispersion.
We now discuss the choice of parameters and the comparison to experiment, for which we associate the spectral peaks with the rapidly dispersing holon features and the leading edges with the slowly dispersing spinon features. We consider a range of $`\alpha >1/2`$ because for $`\alpha <1/2`$ the low energy edge singularity takes the form of a peak which is obviously not present in the data. Each $`\alpha `$ determines a $`\beta `$ and v<sub>F</sub> is chosen so that $`\beta `$v<sub>F</sub>k matches the experimental peak movements, linear to $`500`$ meV below E<sub>F</sub> for one peak, but only $`200`$ meV below E<sub>F</sub> for the other, so that the lowest energy peak in data curves 1 to 3 has no theoretical counterpart. One finds that for the broadened spectra, as $`\alpha `$ increases from 1/2, (a) the peak maximum as k approaches k<sub>F</sub> decreases more rapidly, and (b) the amount of E<sub>F</sub> weight relative to the spectrum maximum in the k=k<sub>F</sub> spectrum decreases. As expected in the TL theory , we have observed a power law onset at E<sub>F</sub> in a measurement of the angle-integrated photoemission spectrum, from which we deduce $`\alpha `$ 0.6, nicely greater than 1/2. For $`\alpha `$ = 0.6 ($`\beta =4`$) the behavior of (a) is similar to experiment but the value for (b) is about twice the experiment value of $``$ 16%. For $`\alpha `$ = 0.9 ($`\beta =5`$), it is noticeable that the behavior of (a) is faster than in experiment, but the fractional amount of E<sub>F</sub> weight for the k=k<sub>F</sub> spectrum is only slightly greater than in experiment. With the choice $`\alpha `$ = 0.9 and $`\mathrm{}`$v<sub>F</sub> = 0.7 eVÅ , the theory curves reproduce semiquantitatively the variation of the leading edge in spectra 2 to 5, the “wall” behavior in spectra 5 to 7, the loss of a peaky upturn at E<sub>F</sub> from spectrum 6 to 7 as k passes beyond k<sub>F</sub>, and qualitatively the movement of the leading edge away from E<sub>F</sub> for spectra 8 to 10. The agreement of the intercepts given by the straight line extrapolations shown in the two insets indicates a remnant in the data of the theoretical onset behavior of 1-D kinematics, and even a semi-quantitative agreement with the $`\beta `$ value. The general goodness of the agreement for spectra 5 through 7 leads us to take the value of 2k<sub>F</sub>=0.59 Å<sup>-1</sup> from spectrum 6 as a better determination of 2k<sub>F</sub> than the slightly smaller value deduced above from the center of the FS image.
Looking in more detail, differences can be seen. First, considering the insets of Fig. 3, the amount of experimental weight in the energy range from E<sub>F</sub> to the theory onset definitely exceeds that for the corresponding broadened theory curve. This could reflect the ultimate 3-D character of the material relaxing the restrictive 1-D kinematics, consistent with the increasing magnitude of the disagreement as k moves further from the FS and the available phase space increases. We also report that the only difference between the spectra at 200K and 50K is a subtle change at lower temperature such that the leading edge extrapolates more to E<sub>F</sub>. At present this small temperature dependence is a tentative finding which requires further study, but might hint at a departure from LL behavior, perhaps an increased 3-D character, due to some lingering effects of whatever processes are important in the phase transition at $`T_X`$. In any case, we note that this temperature dependence is opposite to that expected for the case of a pseudogap associated with gap formation (e.g. CDW or SDW) at $`T_X`$. Second, the magnitude of the edge movement for experimental spectra 8 to 10 is much less than in the theory, probably due to the interfering presence in the spectra of the contributions from the two bands further below E<sub>F</sub>. Thus the detailed differences can plausibly be attributed to the oversimplifications of the TL model, e.g. its one-band nature and its strict 1-D character, relative to the experimental situation. The fact that our $`\alpha `$ value is much larger than the value 1/8 for the 1-D Hubbard model could also be a consequence of some 3-D coupling .
In summary we have presented spectra which are currently unique in showing the lineshape of the dispersing excitation that defines the FS for interacting electrons in a q-1D non-CDW metal. We have compared the data to the lineshape in the TL model of the LL. Although there are important differences in detail, nonetheless there is a remarkable similarity between theory and experiment for the anomalous behavior of the leading edge of the lineshape. In the TL model this behavior has its origin in the underlying charge-spin separation of the LL scenario. Previous ARPES reports of charge-spin separation have been for q-1D materials where a Mott-Hubbard insulator precludes the LL. This is the first such report for a q-1D metal and provides strong motivation for further study of Li<sub>0.9</sub>Mo<sub>6</sub>O<sub>17</sub> using other techniques.
Work at U-M was supported by the U.S. Department of Energy (DoE) under contract No. DE-FG02-90ER45416 and by the U.S. National Science Foundation (NSF) grant No. DMR-94-23741. Work at the Ames lab was supported by the DoE under contract No. W-7405-ENG-82. The Synchrotron Radiation Center is supported by the NSF under grant DMR-95-31009.
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# Dehn surgeries on knots which yield lens spaces and genera of knots
## 1. Introduction
It is well known that every closed orientable $`3`$-manifold can be obtained by Dehn surgery on a link in the $`3`$-sphere $`S^3`$ . When one considers Dehn surgery on knots, it is natural to think that there are some restrictions on the resulting manifolds after Dehn surgery, aside from obvious ones, such as the weight of the fundamental group, or homology groups. The fact that a knot is determined by its complement can be expressed that a non-trivial surgery on a non-trivial knot never yield $`S^3`$. Similarly, the Property R conjecture solved in means that $`S^2\times S^1`$ cannot be obtained by surgery on non-trivial knots. These two results suggest that it is hard to obtain a $`3`$-manifold with a relatively simple structure in view of Heegaard genera by Dehn surgery on knots.
A lens space $`L(m,n)`$ is the manifold of Heegaard genus one, and it can be obtained by $`m/n`$-surgery on a trivial knot. There are many studies on the problem of what kind of a knot in $`S^3`$ admits Dehn surgery yielding a lens space. For torus knots and satellite knots, the question of when Dehn surgery on such a knot yields a lens space is completely solved . More precisely, any torus knot admits an infinitely many surgeries yielding lens spaces, and only the $`(2pq\pm 1,2)`$-cable knot of the $`(p,q)`$-torus knot admits such surgery.
It is also known that there are many examples of hyperbolic knots which admit Dehn surgery yielding lens spaces. For example, Fintushel-Stern have shown that $`18`$\- and $`19`$-surgeries on the $`(2,3,7)`$-pretzel knot give lens spaces $`L(18,5)`$ and $`L(19,7)`$, respectively. We note that the $`(2,3,7)`$-pretzel knot has genus 5. As far as we know, this is the minimum among the genera of such hyperbolic knots. All known examples can be expressed as closed positive (or negative) braids, and therefore they are fibered , and it is easy to calculate their genera, since Seifert’s algorithm gives fiber surfaces, that is, minimal genus Seifert surfaces for such knots. It is conjectured that if a hyperbolic knot admits Dehn surgery yielding a lens space then the knot is fibered.
On the other hand, Berge gave a list in which the knot admits Dehn surgery yielding a lens space. It is expected that this will give a complete list of knots with Dehn surgery yielding lens spaces, but there seems to be no essential progress in this direction yet.
In the opposite direction, several families of hyperbolic knots are known to admit no surgery yielding lens spaces: $`2`$-bridge knots , alternating knots , some Montesinos knots .
In this paper we focus on the genera of knots as a new standpoint, and show that there is a constraint on the order of the fundamental group of the resulting lens space obtained by surgery on a hyperbolic knot.
Let $`K`$ be a hyperbolic knot in $`S^3`$. The exterior of $`K`$, denoted by $`E(K)`$, is the complement of an open tubular neighborhood of $`K`$. Let $`r`$ be a slope on $`E(K)`$, that is, the isotopy class of an essential simple closed curve in $`E(K)`$, and let $`K(r)`$ be the closed 3-manifold obtained by $`r`$-Dehn surgery on $`K`$. That is, $`K(r)=E(K)V_r`$, where $`V_r`$ is a solid torus attached to $`E(K)`$ along their boundaries in such a way that $`r`$ bounds a meridian disk in $`V_r`$. Slopes on $`E(K)`$ are parameterized as $`m/n\{1/0\}`$ in the usual way .
If $`K(r)`$ is a lens space, then $`r`$ is an integer by the Cyclic Surgery Theorem . In particular, $`\pi _1K(r)`$ has the order $`|r|`$.
###### Theorem 1.1.
Let $`K`$ be a hyperbolic knot in $`S^3`$. If $`K(r)`$ is a lens space, then $`|r|12g7`$, where $`g`$ denotes the genus of $`K`$.
For genus one case, we have the complete answer.
###### Theorem 1.2.
No Dehn surgery on a genus one, hyperbolic knot in $`S^3`$ gives a lens space.
Combining this with known facts, we can completely determine Dehn surgeries on genus one knots which yield lens spaces.
###### Theorem 1.3.
A genus one knot $`K`$ in $`S^3`$ admits Dehn surgery yielding a lens space if and only if $`K`$ is the $`(\pm 3,2)`$-torus knot and the surgery slope is $`(\pm 6n+\epsilon )/n`$ for $`n0`$, $`\epsilon =\pm 1`$.
As earlier results, we have proved that no Dehn surgery on a genus one knot gives $`L(2,1)`$ (see also ) and $`L(4k,2k\pm 1)`$ for $`k1`$ . It was also known that if a genus one knot has a non-trivial Alexander polynomial, then the knot has no cyclic surgery of even order \[23, Corollary 2\]. Recently, showed that the lens space $`L(2p,1)`$ cannot be obtained by surgery on a strongly invertible knot.
To prove Theorems 1.1 and 1.2, we will analyze the graphs of the intersection of the punctured surfaces in a knot exterior coming from a Heegaard torus of a lens space and a minimal genus Seifert surface for the knot. By virtue of the use of a Seifert surface, instead of a level sphere in a thin position of the knot, the graphs can include the information on the order of the fundamental group of the resulting lens space after Dehn surgery. In Section 2, it will be found out that there are some constraints on Scharlemann cycles. The proof of Theorem 1.1 is divided into two cases according to the number $`t`$ of points of intersection between the Heegaard torus and the core of the attached solid torus. In Section 3, the case that $`t4`$ is dealt with, and the special case that $`t=2`$ is discussed in Section 4 and the proof of Theorem 1.1 is completed. Finally in Sections 5 and 6, we specialize to the case that $`K`$ has genus one, and prove Theorems 1.2 and 1.3.
## 2. Preliminaries
Throughout this paper, $`K`$ will be assumed to be a hyperbolic knot in $`S^3`$. For a slope $`r`$, suppose that $`K(r)=E(K)V_r`$ is a lens space. Since $`K`$ is not a torus knot, the Cyclic Surgery Theorem \[6, Corollary 1\] implies that the slope $`r`$ must be integral. We may assume that $`r>1`$. Thus $`\pi _1K(r)`$ has the order $`r`$. For simplicity, we denote $`V_r`$ by $`V`$. Let $`K^{}`$ be the core of $`V`$.
Let $`\widehat{T}`$ be a Heegaard torus in $`K(r)`$. Then $`K(r)=UW`$, where $`U`$ and $`W`$ are solid tori. We can assume that $`\widehat{T}`$ meets $`K^{}`$ transversely in $`t`$ points, and that $`\widehat{T}V`$ consists of $`t`$ mutually disjoint meridian disks of $`V`$. Then $`T=\widehat{T}E(K)`$ is a punctured torus with $`t`$ boundary components, each having slope $`r`$ on $`E(K)`$.
Let $`SE(K)`$ be a minimal genus Seifert surface of $`K`$. Then $`S`$ is incompressible and boundary-incompressible in $`E(K)`$.
By an isotopy of $`S`$, we may assume that $`S`$ and $`T`$ intersect transversely, and $`S`$ meets each component of $`T`$ in exactly $`r`$ points. We choose $`\widehat{T}`$ so that the next condition $`()`$ is satisfied :
$`()`$ $`\widehat{T}K^{}\mathrm{}`$, and each arc component of $`ST`$ is essential in $`S`$ and in $`T`$.
This can be achieved if $`K^{}`$ is put in thin position with respect to $`\widehat{T}`$ . (Note that if $`K^{}`$ can be isotoped to lie on $`\widehat{T}`$, then $`K`$ would be a torus knot.) Furthermore, we may assume that $`\widehat{T}`$ is chosen so that $`t`$ is minimal over all Heegaard tori in $`K(r)`$ satisfying $`()`$. This minimality of $`\widehat{T}`$ will be crucial in this paper.
Since $`S`$ is incompressible in $`E(K)`$ and $`E(K)`$ is irreducible, it can be assumed that no circle component of $`ST`$ bounds a disk in $`T`$. But it does not hold for $`S`$ in general. We further assume that the number of loop components of $`ST`$ is minimal up to an isotopy of $`S`$.
The arc components of $`ST`$ define graphs $`G_S`$ in $`\widehat{S}`$ and $`G_T`$ in $`\widehat{T}`$ as follows , where $`\widehat{S}`$ is the closed surface obtained by capping $`S`$ off by a disk. Let $`G_S`$ be the graph in $`\widehat{S}`$ obtained by taking as the (fat) vertex the disk $`\widehat{S}\mathrm{Int}S`$ and as edges the arc components of $`ST`$ in $`\widehat{S}`$. Similarly, $`G_T`$ is the graph in $`\widehat{T}`$ whose vertices are the disks $`\widehat{T}\mathrm{Int}T`$ and whose edges are the arc components of $`ST`$ in $`\widehat{T}`$. Number the components of $`T`$, $`1,2,\mathrm{},t`$ in sequence along $`E(K)`$. Let $`_iT`$ denote the component of $`T`$ with label $`i`$. This induces a numbering of the vertices of $`G_T`$. Let $`u_i`$ be the vertex of $`G_T`$ with the label $`i`$ for $`i=1,2,\mathrm{},t`$. Let $`H_{x,x+1}`$ is the part of $`V`$ between consecutive fat vertices $`u_x`$ and $`u_{x+1}`$ of $`G_T`$. When $`t=2`$, $`V`$ is considered to be the union $`H_{1,2}H_{2,1}`$. Each endpoint of an edge in $`G_S`$ at the unique vertex $`v`$ has a label, namely the label of the corresponding component of $`T`$. Thus the labels $`1,2,\mathrm{},t`$ appear in order around $`v`$ repeated $`r`$ times.
The graphs $`G_S`$ and $`G_T`$ satisfy the parity rule which can be expressed as the following : the labels at the endpoints of an edge of $`G_S`$ have distinct parities.
A trivial loop in a graph is a length one cycle which bounds a disk face. By $`()`$, neither $`G_S`$ nor $`G_T`$ contains trivial loops.
A family of edges $`\{e_1,e_2,\mathrm{},e_p\}`$ in $`G_S`$ is a Scharlemann cycle (of length $`p`$) if it bounds a disk face of $`G_S`$, and all the edges have the same pair of labels $`\{x,x+1\}`$ at their two endpoints, which is called the label pair of the Scharlemann cycle. Note that each edge $`e_i`$ connects the vertex $`u_x`$ with $`u_{x+1}`$ in $`G_T`$. A Scharlemann cycle of length two is called an $`S`$-cycle for short. Remark that the interior of the face bounded by a Scharlemann cycle may meet $`\widehat{T}`$, since $`T`$ is not necessarily incompressible in $`E(K)`$.
Let $`\sigma `$ be a Scharlemann cycle in $`G_S`$ with label pair $`\{x,x+1\}`$. If the edges of $`\sigma `$ (and vertices $`u_x`$ and $`u_{x+1}`$) are contained in an essential annulus $`A`$ in $`\widehat{T}`$, and if they do not lie in a disk in $`\widehat{T}`$, then we say that the edges of $`\sigma `$ lie in an essential annulus in $`\widehat{T}`$.
###### Lemma 2.1.
Let $`\sigma `$ be a Scharlemann cycle in $`G_S`$ of length $`p`$ with label pair $`\{x,x+1\}`$, where $`p`$ is $`2`$ or $`3`$. Let $`f`$ be the face of $`G_S`$ bounded by $`\sigma `$. If the edges of $`\sigma `$ do not lie in a disk in $`\widehat{T}`$, then they lie in an essential annulus $`A`$ in $`\widehat{T}`$. Furthermore, if $`\mathrm{Int}f\widehat{T}=\mathrm{}`$, then $`M=N(AH_{x,x+1}f)`$ is a solid torus such that the core of $`A`$ runs $`p`$ times in the longitudinal direction of $`M`$.
###### Proof.
If $`p=2`$, then it is obvious that the edges of $`\sigma `$ lie in an essential annulus in $`\widehat{T}`$.
Assume $`p=3`$. Let $`\sigma =\{e_1,e_2,e_3\}`$. If the endpoints of $`e_1,e_2,e_3`$ appear in this order when one travels around $`u_x`$ clockwise, say, then those of $`e_1,e_2,e_3`$ appear in the same order when one travels around $`u_{x+1}`$ anticlockwise, since $`u_x`$ and $`u_{x+1}`$ have distinct parities. This observation implies that the edges of $`\sigma `$ lie in an essential annulus in $`\widehat{T}`$.
Consider the genus two handlebody $`N(AH_{x,x+1})`$. Then $`M`$ is obtained by attaching a $`2`$-handle $`N(f)`$. Since there is a meridian disk of $`N(A)`$ which intersects $`f`$ once, $`f`$ is primitive and therefore $`M`$ is a solid torus. It is not hard to see that the core of $`A`$ runs $`p`$ times in the longitudinal direction of $`M`$. See also \[18, Lemma 3.7\]
###### Lemma 2.2.
Let $`\xi `$ be a loop in $`ST`$. Suppose that $`\xi `$ bounds a disk $`\delta `$ in $`S`$ with $`\mathrm{Int}\delta \widehat{T}=\mathrm{}`$. If $`\xi `$ is inessential in $`\widehat{T}`$, then all vertices of $`G_T`$ must lie in the disk bounded by $`\xi `$.
###### Proof.
Let $`\delta ^{}`$ be the disk bounded by $`\xi `$ in $`\widehat{T}`$. Then $`\delta ^{}V\mathrm{}`$, since $`\xi `$ is essential in $`T`$ by the assumption on $`ST`$. If both sides of $`\xi `$ on $`\widehat{T}`$ meet $`V`$, replace $`\widehat{T}`$ by $`\widehat{T^{}}=(\widehat{T}\delta ^{})\delta `$. Then $`\widehat{T^{}}`$ gives a new Heegaad torus of $`K(r)`$ satisfying $`()`$. However this contradicts the choice of $`\widehat{T}`$, since $`|\widehat{T^{}}K^{}|<|\widehat{T}K^{}|`$. Hence all vertices of $`G_T`$ lie in $`\delta ^{}`$. ∎
###### Lemma 2.3.
Let $`\sigma `$ be a Scharlemann cycle in $`G_S`$ of length $`p`$ with label pair $`\{x,x+1\}`$, and let $`f`$ be the face of $`G_S`$ bounded by $`\sigma `$. Suppose that $`pr`$. Then the edges of $`\sigma `$ cannot lie in a disk in $`\widehat{T}`$, and $`\mathrm{Int}f\widehat{T}=\mathrm{}`$.
###### Proof.
Assume for contradiction that the edges of $`\sigma `$ lie in a disk $`D`$ in $`\widehat{T}`$. Let $`\mathrm{\Gamma }`$ be the subgraph of $`G_T`$ consisting of two vertices $`u_x`$ and $`u_{x+1}`$ along with the edges of $`\sigma `$.
First, suppose that $`\mathrm{Int}fD\mathrm{}`$. By the cut-and-paste operation of $`f`$, it can be assumed that any component in $`\mathrm{Int}fD`$ is essential in $`D\mathrm{\Gamma }`$. Therefore all components in $`\mathrm{Int}fD`$ are parallel to $`D`$ in $`D\mathrm{\Gamma }`$. Then we can replace $`D`$ by a subdisk which does not meet $`\mathrm{Int}f`$. We may now assume that $`\mathrm{Int}fD=\mathrm{}`$. Then $`N(DH_{x,x+1}f)`$ gives a punctured lens space. Since a lens space $`K(r)`$ is irreducible, this means that $`K(r)`$ is a lens space whose fundamental group has order $`p`$. This contradicts the assumption that $`pr`$. Thus the edges of $`\sigma `$ cannot lie in a disk in $`\widehat{T}`$.
Assume that $`\mathrm{Int}f\widehat{T}\mathrm{}`$. Let $`\mu `$ be an innermost component of $`\mathrm{Int}f\widehat{T}`$ on $`f`$. By Lemma 2.2, $`\mu `$ is essential in $`\widehat{T}`$. Then it can be assumed that the disk $`\delta `$ bounded by $`\mu `$ on $`f`$ is contained in $`W`$, say, one of the solid tori bounded by $`\widehat{T}`$ in $`K(r)`$. Thus $`\delta `$ is a meridian disk of $`W`$.
In $`W`$, compress $`\widehat{T}`$ along $`\delta `$ to obtain a $`2`$-sphere $`Q`$. There is a disk $`E`$ in $`Q`$ which contains the edges of $`\sigma `$ and two vertices $`u_x`$ and $`u_{x+1}`$. Even if $`\mathrm{Int}fE\mathrm{}`$, the cut-and-paste operation gives a new $`f`$ with $`\mathrm{Int}fE=\mathrm{}`$. Thus $`N(EH_{x,x+1}f)`$ gives a punctured lens space whose fundamental group has order $`p`$, which contradicts the assumption again. ∎
When there exist two Scharlemann cycles with disjoint label pairs, the assumption on the length in the statement of Lemma 2.3 is not necessary.
###### Lemma 2.4.
Let $`\sigma _1`$ and $`\sigma _2`$ be Scharlemann cycles in $`G_S`$ with disjoint label pairs, and let $`f_1`$ and $`f_2`$ be the faces of $`G_S`$ bounded by $`\sigma _1`$ and $`\sigma _2`$ respectively. Then the edges of $`\sigma _i`$ lie in an essential annulus $`A_i`$ in $`\widehat{T}`$ with $`A_1A_2=\mathrm{}`$, and $`\mathrm{Int}f_i\widehat{T}=\mathrm{}`$ for $`i=1,2`$.
###### Proof.
Let $`\{x_i,x_i+1\}`$ be the label pair of $`\sigma _i`$. Assume that the edges of $`\sigma _1`$ lie in a disk $`D_1`$ in $`\widehat{T}`$ for contradiction. By the same argument in the proof of Lemma 2.3, we may assume that $`\mathrm{Int}f_1D_1=\mathrm{}`$. If $`\mathrm{Int}f_1\widehat{T}=\mathrm{}`$, then $`N(D_1H_{x_1,x_1+1}f_1)`$ gives a punctured lens space in a solid torus, which is impossible. Therefore $`\mathrm{Int}f_1\widehat{T}\mathrm{}`$.
Choose an innermost component $`\xi `$ of $`\mathrm{Int}f_1\widehat{T}`$ on $`f_1`$. Let $`\delta `$ be the disk bounded by $`\xi `$ on $`f_1`$.
Assume that $`\xi `$ is inessential in $`\widehat{T}`$. By Lemma 2.2, $`G_T`$ lies in the disk bounded by $`\xi `$. Then the edges of $`\sigma _2`$ also lie in a disk $`D_2`$ in $`\widehat{T}`$. We remark that one of $`D_1`$ and $`D_2`$ may be contained in the other, possibly. As above, we can assume that $`\mathrm{Int}f_2D_2=\mathrm{}`$.
If $`D_1D_2=\mathrm{}`$, then we can assume that $`\mathrm{Int}f_iD_j=\mathrm{}`$ for $`i,j\{1,2\}`$ by the cut-and-paste operation of $`f_i`$.
Otherwise, $`D_2D_1`$, say. Clearly, $`\mathrm{Int}f_1D_j=\mathrm{}`$ for $`j=1,2`$. If $`\mathrm{Int}f_2D_1\mathrm{}`$, then it can be assumed that each component of $`\mathrm{Int}f_2D_1`$ is parallel to $`D_2`$ in $`D_1\mathrm{\Gamma }`$, where $`\mathrm{\Gamma }`$ is the subgraph of $`G_T`$, consisting of the vertices $`u_{x_i}`$,$`u_{x_i+1}`$ along with the edges of $`\sigma _i`$ for $`i=1,2`$. But this contradicts Lemma 2.2. Therefore, we can assume that $`\mathrm{Int}f_iD_j=\mathrm{}`$ for $`i,j\{1,2\}`$ in either case.
Then $`N(D_1H_{x_1,x_1+1}f_1)`$ and $`N(D_2H_{x_2,x_2+1}f_2)`$ give two disjoint punctured lens spaces in $`K(r)`$, which is impossible. (When $`D_2D_1`$, say, we have to push $`D_2`$ into a suitable direction away from $`D_1`$.)
Therefore $`\xi `$ is essential in $`\widehat{T}`$. Then $`\delta `$ is a meridian disk of the solid torus $`W`$, say. Compressing $`\widehat{T}`$ along $`\delta `$ gives a $`2`$-sphere $`Q`$ on which there are two disjoint disks $`E_1,E_2`$ each containing the edges of $`\sigma _1,\sigma _2`$, respectively. Then the same argument as above gives a contradiction.
Therefore the edges of $`\sigma _i`$ cannot lie in a disk in $`\widehat{T}`$ for $`i=1,2`$, and then there are disjoint essential annuli $`A_i`$ in $`\widehat{T}`$ in which the edges of $`\sigma _i`$ lie for $`i=1,2`$, respectively.
Suppose that $`\mathrm{Int}f_1\widehat{T}\mathrm{}`$. Consider an innermost component $`\eta `$ of $`\mathrm{Int}f_1\widehat{T}`$ in $`f_1`$. By Lemma 2.2, $`\eta `$ is essential in $`\widehat{T}`$. As above, there are two disjoint punctured lens spaces in $`K(r)`$, which is impossible again. Similarly for $`f_2`$. Therefore $`\mathrm{Int}f_i\widehat{T}=\mathrm{}`$ for $`i=1,2`$. ∎
Let $`f`$ be a face of $`G_S`$. Although $`\mathrm{Int}f\widehat{T}\mathrm{}`$ in general, a small collar neighborhood of $`f`$ in $`f`$ is contained in one side of $`\widehat{T}`$. Then we say that $`f`$ lies on that side of $`\widehat{T}`$.
The next two lemmas deal with the situation where $`G_S`$ has two Scharlemann cycles of length two and three simultaneously.
###### Lemma 2.5.
Let $`\sigma `$ be an $`S`$-cycle in $`G_S`$, and let $`\tau `$ be a Scharlemann cycle in $`G_S`$ of length three. Let $`f`$ and $`g`$ be the faces of $`G_S`$ bounded by $`\sigma `$ and $`\tau `$ respectively. If $`\sigma `$ and $`\tau `$ have disjoint label pairs, then $`\sigma `$ and $`\tau `$ lie on opposite sides of $`\widehat{T}`$, and $`r0(mod3)`$.
###### Proof.
Let $`\{x,x+1\}`$, $`\{y,y+1\}`$ be the label pairs of $`\sigma `$ and $`\tau `$, respectively. By Lemma 2.4, the edges of $`\sigma `$ give an essential cycle in $`\widehat{T}`$ after shrinking two fat vertices $`u_x`$ and $`u_{x+1}`$ to points, and $`\mathrm{Int}f\widehat{T}=\mathrm{}`$. Then $`f`$ is contained in the solid torus, $`W`$ say, and the union $`H_{x,x+1}f`$ gives a Möbius band $`B`$ properly embedded in $`W`$, after shrinking $`H_{x,x+1}`$ to its core radially. See Figure 1.
Figure 1
Similarly, by Lemma 2.4, the edges of $`\tau `$ lie in an essential annulus $`A`$ in $`\widehat{T}`$ which is disjoint from the edges of $`\sigma `$, and $`\mathrm{Int}g\widehat{T}=\mathrm{}`$.
Suppose that $`gW`$. If a solid torus $`J`$ is attached to $`W`$ along their boundaries so that the slope of $`B`$ bounds a meridian disk of $`J`$, then the resulting manifold $`N=JW`$ contains a projective plane, and therefore $`N=L(2,1)`$. However, in $`N`$, the edges of $`\tau `$ are contained in a disk $`D`$ obtained by capping a boundary component of $`A`$ off by a meridian disk of $`J`$. Then $`N(DH_{y,y+1}g)`$ gives a punctured lens space of order three in $`N`$, which is impossible. Thus $`f`$ and $`g`$ lie on opposite sides of $`\widehat{T}`$.
Next, assume that $`r0(mod3)`$ for contradiction. We may assume that $`fW`$ and $`gU`$.
By Lemma 2.1, $`M=N(AH_{y,y+1}g)`$ is a solid torus, and $`A`$ runs three times in the longitudinal direction on $`M`$. The annulus $`A^{}=\mathrm{cl}(MA)`$ is properly embedded in $`U`$, and so $`A^{}`$ is parallel to $`\mathrm{cl}(\widehat{T}A)`$. Therefore, $`A`$ runs three times in the longitudinal direction of $`U`$.
The slope determined by $`M`$ on $`W`$ meets a meridian of $`W`$ twice. On $`U`$, the slope can be expressed $`a/3`$ and the meridian of $`W`$ defines a slope $`b/r`$ for some integers $`a,b`$. Then $`\mathrm{\Delta }(a/3,b/r)=|ar3b|=3|ar/3b|2`$, which is a contradiction. ∎
###### Lemma 2.6.
Let $`\sigma `$, $`\tau `$, $`f`$, $`g`$ be as in Lemma 2.5. Suppose that $`\sigma `$ and $`\tau `$ lie on opposite sides of $`\widehat{T}`$ and have the same label pair, and that $`r2,3`$. If there is an essential annulus $`A`$ in $`\widehat{T}`$ in which the edges of $`\sigma `$ and $`\tau `$ lie, then $`r0(mod3)`$.
###### Proof.
By Lemma 2.3, $`\mathrm{Int}f\widehat{T}=\mathrm{}`$ and $`\mathrm{Int}g\widehat{T}=\mathrm{}`$. We remark that $`t=2`$. Hence $`\sigma `$ and $`\tau `$ have the label pair $`\{1,2\}`$.
We may assume that $`H_{1,2}W`$ and $`fW`$. Then $`M_1=N(AH_{1,2}f)`$ is a solid torus, and $`A`$ runs twice in the longitudinal direction on $`M_1`$ by Lemma 2.1. Furthermore, the annulus $`A_1^{}=\mathrm{cl}(M_1A)`$ is parallel to $`\mathrm{cl}(\widehat{T}A)`$ in $`W`$. Similarly, $`M_2=N(AH_{2,1}g)`$ is a solid torus, and $`A`$ runs three times in the longitudinal direction on $`M_2`$ by Lemma 2.1. The annulus $`A_2^{}=\mathrm{cl}(M_2A)`$ is also parallel to $`\mathrm{cl}(\widehat{T}A)`$ in $`U`$. Then the same argument as in the proof of Lemma 2.5 gives the desired result. ∎
## 3. The generic case
In this section we prove Theorem 1.1 under the hypothesis $`t4`$. The case $`t=2`$ will be dealt with separately in the next section.
###### Lemma 3.1.
If $`G_S`$ has a family of more than $`t`$ mutually parallel edges, then there are at least two $`S`$-cycles on disjoint label pairs in the family.
###### Proof.
Assume that there are $`t+1`$ mutually parallel edges $`e_1,e_2,\mathrm{},e_{t+1}`$ in $`G_S`$, numbered successively. We may assume that $`e_i`$ has the label $`i`$ at one endpoint for $`1it`$, and $`e_{t+1}`$ has the label $`1`$. By the parity rule, $`e_{2j}`$ has the label $`1`$ at the other endpoint for some $`j`$. If $`2j=t`$, then $`\{e_j,e_{j+1}\}`$ and $`\{e_t,e_{t+1}\}`$ form $`S`$-cycles with disjoint label pairs. If $`2j<t`$, then $`\{e_j,e_{j+1}\}`$ and $`\{e_{t/2+j},e_{t/2+j+1}\}`$ form $`S`$-cycles with disjoint label pairs. ∎
###### Lemma 3.2.
If $`G_S`$ contains two $`S`$-cycles on disjoint label pairs, then $`K(r)`$ is $`L(4k,2k\pm 1)`$ for some $`k1`$.
###### Proof.
Let $`\sigma _1`$ and $`\sigma _2`$ be $`S`$-cycles in $`G_S`$ with the label pairs $`\{x_1,x_1+1\},\{x_2,x_2+1\}`$, respectively, where $`\{x_1,x_1+1\}\{x_2,x_2+1\}=\mathrm{}`$. Let $`f_i`$ be the face of $`G_S`$ bounded by $`\sigma _i`$. By Lemma 2.4, the edges of $`\sigma _i`$ lie in an essential annulus in $`\widehat{T}`$, and $`\mathrm{Int}f_i\widehat{T}=\mathrm{}`$. If we shrink $`H_{x_i,x_i+1}`$ to its core radially, then $`H_{x_i,x_i+1}\sigma _i`$ gives a Möbius band $`B_i`$ properly embedded in $`U`$ or $`W`$.
Since $`B_i`$ is essential in $`\widehat{T}`$, $`B_1`$ and $`B_2`$ are parallel in $`\widehat{T}`$. Thus the union of $`B_1B_2`$ and an annulus in $`\widehat{T}`$ bounded by $`B_1`$ and $`B_2`$ gives a Klein bottle in $`K(r)`$. (In fact, $`f_1`$ and $`f_2`$ lie on opposite sides of $`\widehat{T}`$, otherwise a Klein bottle will be found in a solid torus.) It is known that a lens space contains a Klein bottle if and only if the lens space has the form of $`L(4k,2k\pm 1)`$ for some $`k1`$ \[5, Corollary 6.4\]. ∎
It is conjectured that $`L(4,1)`$ cannot be obtained from non-trivial knots in $`S^3`$ by Dehn surgery . In general, it seems to be unknown that $`L(4k,2k\pm 1)`$ can arise by surgery on hyperbolic knots (we expect that it cannot).
###### Lemma 3.3.
Let $`\{e_1,e_2,\mathrm{},e_t\}`$ be mutually parallel edges in $`G_S`$ numbered successively. Then $`\{e_{t/2},e_{t/2+1}\}`$ is an $`S`$-cycle.
###### Proof.
We may assume that $`e_i`$ has the label $`i`$ at one endpoint for $`1it`$. If $`e_t`$ has the label $`1`$ at the other endpoint, then $`\{e_{t/2},e_{t/2+1}\}`$ is an $`S`$-cycle. Therefore we suppose that $`e_{2j}`$ has the label $`1`$ at the other endpoint for some $`j<t/2`$. Then $`\sigma _1=\{e_j,e_{j+1}\}`$ and $`\sigma _2=\{e_{t/2+j},e_{t/2+j+1}\}`$ form $`S`$-cycles with disjoint label pairs. By the same argument as in the proof of Lemma 3.2, we obtain two disjoint Möbius bands $`B_1,B_2`$ from the faces of $`\sigma _1,\sigma _2`$, and furthermore a Klein bottle $`F`$ in $`K(r)`$. (If $`t/2`$ is even, then these Möbius bands lie on the same side of $`\widehat{T}`$ and therefore $`F`$ is contained in a solid torus, which is impossible. Hence we have $`t/2`$ is odd.) Since $`B_1`$ and $`B_2`$ are parallel in $`\widehat{T}`$, they divide $`\widehat{T}`$ into two annuli $`A_1`$ and $`A_2`$.
In $`G_T`$, $`u_k`$ and $`u_{2jk+1}`$ lie in the same annulus for $`1kj1`$, since the edge $`e_k`$ connects the two vertices in $`G_T`$. Similarly, $`u_{2j+\mathrm{}}`$ and $`u_{t+1\mathrm{}}`$ for $`1\mathrm{}t/2j1`$ lie in the same annulus. Therefore we see that $`\mathrm{Int}A_i`$ contains an even number of vertices for $`i=1,2`$. We may assume that $`F`$ is obtained as the union $`B_1B_2A_1`$. However, $`F`$ meets $`K^{}`$ in an even number of points (after a perturbation). Then $`F^{}=FE(K)`$ gives a punctured Klein bottle properly embedded in $`E(K)`$ having an even number of boundary components. By attaching suitable annuli in $`E(K)`$ to $`F^{}`$ along boundaries, we have a closed non-orientable surface in $`E(K)`$, which is impossible. ∎
The reduced graph $`\overline{G}_S`$ of $`G_S`$ is defined to be the graph obtained from $`G_S`$ by amalgamating each set of mutually parallel edges of $`G_S`$ to a single edge. If an edge $`\overline{e}`$ of $`\overline{G}_S`$ corresponds to $`s`$ mutually parallel edges of $`G_S`$, then the weight of $`\overline{e}`$ is defined to be $`s`$, and we denote by $`w(\overline{e})=s`$. If $`w(\overline{e})=t`$, then $`e`$ is called a full edge.
###### Proposition 3.4.
If $`t4`$, then $`r12g7`$, where $`g`$ is the genus of $`K`$.
###### Proof.
Since $`G_S`$ does not contain trivial loops, the unique vertex $`v`$ has valency at most $`12g6`$ in $`\overline{G}_S`$ (see \[16, Lemma 6.2\]). Therefore the edges of $`G_S`$ are partitioned into at most $`6g3`$ families of parallel edges.
If there is an edge $`\overline{e}`$ in $`\overline{G}_S`$ with $`w(\overline{e})>t`$, then $`K(r)=L(4k,2k\pm 1)`$ for some $`k1`$ by Lemmas 3.1 and 3.2, that is, $`K(r)`$ contains a Klein bottle. Then $`r12g8`$ .
Hence suppose that $`w(\overline{e})t`$ for any edge $`\overline{e}`$ of $`\overline{G}_S`$. Recall that the vertex $`v`$ has valency $`rt`$ in $`G_S`$. Then $`rt(12g6)t`$, hence $`r12g6`$.
Finally, suppose that $`r=12g6`$. Then any edge of $`\overline{G}_S`$ is full, and each face of $`\overline{G}_S`$ is a $`3`$-sided disk. By Lemma 3.3, we may assume that $`G_S`$ contains an $`S`$-cycle with label pair $`\{t/2,t/2+1\}`$ and a Scharlemann cycle of length three with label pair $`\{t,1\}`$. Then $`r0(mod3)`$ by Lemma 2.5, which is a contradiction. Therefore $`r12g7`$. ∎
## 4. The case that $`t=2`$
By the parity rule, each edge of $`G_T`$ connects different vertices $`u_1`$ and $`u_2`$. Then there are four edge classes in $`G_T`$, i.e., isotopy classes of non-loop edges of $`G_T`$ in $`\widehat{T}`$ rel $`u_1u_2`$. They are called $`1,\alpha ,\beta ,\alpha \beta `$ as illustrated in Figure 2 (see \[18, Figure 7.1\]).
Figure 2
We label an edge of $`e`$ of $`G_S`$ by the class of the corresponding edge of $`G_T`$, and we call the label the edge class label of $`e`$.
For a face $`f`$ of $`G_S`$, if a small collar neighborhood of $`f`$ in $`f`$ is contained in $`U`$ ($`W`$) , then $`f`$ is said to be black (resp. white).
###### Lemma 4.1.
Suppose that $`r2`$. Then any two black (white) bigons in $`G_S`$ have the same pair of edge class labels.
###### Proof.
By Lemma 2.3, the interior of a black (white) bigon is disjoint from $`\widehat{T}`$. Then the proof of \[19, Lemma 5.2\] remains valid. Remark that a final contradiction comes from the fact that a Klein bottle will be found in a solid torus $`U`$ or $`W`$. ∎
###### Lemma 4.2.
Let $`e`$ and $`e^{}`$ be edges of $`G_S`$. If $`e`$ and $`e^{}`$ are parallel in $`G_S`$, then they have distinct edge class labels.
###### Proof.
If $`e`$ and $`e^{}`$ are parallel in $`G_S`$ and have the same edge class label, then they are also parallel in $`G_T`$. Then $`E(K)`$ contains a Möbius band by \[15, Lemma 2.1\], which contradicts the fact that $`K`$ is hyperbolic. ∎
###### Lemma 4.3.
If $`r2`$, then $`G_S`$ cannot contain more than 3 mutually parallel edges.
###### Proof.
Suppose that there are $`4`$ mutually parallel edges. Then there are two bigons with the same color among these $`4`$ parallel edges. By Lemma 4.1, these two bigons have the same pair of edge class labels. This contradicts Lemma 4.2. ∎
###### Lemma 4.4.
Suppose that $`r2`$. If $`G_S`$ contains a black bigon and a white bigon which have an edge in common, then the other faces of $`G_S`$ are not bigons.
###### Proof.
Let $`e_1,e_2,e_3`$ be adjacent parallel edges of $`G_S`$. By Lemma 4.2, these three edges have distinct edge class labels. Let $`\lambda ,\mu ,\nu `$ be the edge class labels of $`e_1,e_2,e_3`$ respectively. Let us denote the endpoints of $`e_i`$ by $`^je_i`$ for $`j=1,2`$. See Figure 3.
Figure 3
Note that $`^1e_1`$ and $`^1e_3`$ appear consecutively around the vertex $`u_1`$ in the order, when traveling around $`u_1`$ anticlockwise, say. Then $`^2e_3`$ and $`^2e_1`$ appear consecutively around $`u_2`$ in the order, when traveling around $`u_2`$ clockwise. These come from the facts that $`r`$ is integral, and that $`u_1`$ and $`u_2`$ have distinct parities. Then there is no other edge of edge class $`\lambda `$ $`(\nu )`$ than $`e_1`$ $`(e_3)`$ in $`G_T`$. The conclusion follows from Lemma 4.1. ∎
###### Proposition 4.5.
If $`t=2`$, then $`r12g7`$.
###### Proof.
The unique vertex $`v`$ has valency at most $`12g6`$ in $`\overline{G}_S`$, and the edges of $`G_S`$ are partitioned into at most $`6g3`$ families of parallel edges. Recall that $`v`$ has valency $`2r`$ in $`G_S`$.
By Lemma 4.3, $`G_S`$ cannot contain $`4`$ mutually parallel edges. If $`G_S`$ contains $`3`$ mutually parallel edges, then we have $`r(6g3)+2=6g1`$ by Lemma 4.4.
If $`G_S`$ does not contain $`3`$ mutually parallel edges, then each edge of $`\overline{G}_S`$ has weight $`1`$ or $`2`$. Hence $`r2(6g3)=12g6`$.
Suppose that $`r=12g6`$. Then any edge of $`\overline{G}_S`$ is full, and hence $`G_S`$ has $`6g3`$ black, say, bigons and each white face of $`G_S`$ is a $`3`$-sided disk. Therefore there are an $`S`$-cycle $`\sigma `$ and a Scharlemann cycle $`\tau `$ of length three in $`G_S`$ with the same label pair $`\{1,2\}`$. By Lemma 4.1, all black bigons have the same pair of edge class label $`\{\lambda ,\mu \}`$, say. Then the edges of $`\tau `$ have the same edge class labels $`\lambda ,\mu `$ by Lemma 2.3. This means that there is an essential annulus $`A`$ in $`\widehat{T}`$ which contains the edges of $`\sigma `$ and $`\tau `$. By Lemma 2.6, we have $`r0(mod3)`$, which is a contradiction. Therefore $`r12g7`$. ∎
Proof of Theorem 1.1. This follows immediately from Propositions 3.4 and 4.5. ∎
## 5. Genus one case: the case $`t4`$
In the remainder of this paper, $`K`$ is assumed to be a genus one, hyperbolic knot in $`S^3`$ in order to prove Theorem 1.2. First, we deal with the case $`t4`$ in this section.
###### Theorem 5.1.
If $`K`$ has genus one, then $`K(r)`$ is not $`L(2,1),L(4k,2k\pm 1)`$ for any $`k1`$.
###### Proof.
This follows from . ∎
###### Lemma 5.2.
$`G_S`$ cannot contain two $`S`$-cycles on disjoint label pairs.
###### Proof.
If $`G_S`$ contains two $`S`$-cycles on disjoint label pairs, then $`K(r)`$ is $`L(4k,2k\pm 1)`$ for some $`k1`$ by Lemma 3.2. But this is impossible by Theorem 5.1. ∎
###### Lemma 5.3.
If $`r`$ is odd, then $`G_S`$ cannot have more than $`t/2`$ mutually parallel edges.
###### Proof.
The vertex $`v`$ has valency $`rt`$ in $`G_S`$. Recall that the edges of $`G_S`$ are partitioned into at most three families of mutually parallel edges. Let $`A`$ be a family of mutually parallel edges in $`G_S`$, and suppose that $`A`$ consists of more than $`t/2`$ edges, $`a_1,a_2,\mathrm{},a_p`$ numbered consecutively. Note that $`pt`$ by Lemmas 3.1 and 5.2. We may assume that $`a_i`$ has the label $`i`$ at one endpoint for $`1ip`$. Then $`a_p`$ has the label $`t/2+1`$ at the other endpoint, since $`r`$ is odd. See Figure 4.
Figure 4
By the parity rule, $`pt/2+1`$. Thus $`p>t/2+1`$. Then $`\{a_{(t/2+p)/2},a_{(t/2+p)/2+1}\}`$ forms an $`S`$-cycle. Furthermore, some edge between $`a_2`$ and $`a_{t/2}`$ has the label $`1`$ at the other endpoint. Therefore, there is another $`S`$-cycle whose label pair is disjoint from that of the above $`S`$-cycle. This contradicts Lemma 5.2. ∎
By Proposition 3.4, we have that $`r5`$. In fact, the cases that $`r=3,5`$ remain by Theorem 5.1.
###### Lemma 5.4.
The case that $`r=3`$ is impossible.
###### Proof.
The vertex $`v`$ has valency $`3t`$ in $`G_S`$. By Lemma 5.3, $`G_S`$ consists of three families of mutually parallel edges, each containing exactly $`t/2`$ edges. Then there is no $`S`$-cycle in $`G_S`$, but there are two Scharlemann cycles $`\tau _1`$ and $`\tau _2`$ of length three in $`G_S`$. Let $`g_i`$ be the face of $`G_S`$ bounded by $`\tau _i`$ for $`i=1,2`$. We may assume that $`g_1`$ has the label pair $`\{t,1\}`$, and $`g_2`$ has $`\{t/2,t/2+1\}`$.
By Lemma 2.4, there are disjoint essential annuli $`A_i`$ in $`\widehat{T}`$ in which the edges of $`\tau _i`$ lie, and $`\mathrm{Int}g_i\widehat{T}=\mathrm{}`$ for $`i=1,2`$.
###### Claim 5.5.
The faces $`g_1`$ and $`g_2`$ lie on opposite sides of $`\widehat{T}`$.
Proof of Claim 5.5. Suppose that $`g_iW`$, say, for $`i=1,2`$. Let $`s`$ be the slope on $`W`$ determined by the essential annuli $`A_i`$. Performing $`s`$-Dehn filling on $`W`$, that is, attaching a solid torus $`J`$ to $`W`$ along their boundaries so that $`s`$ bounds a meridian disk of $`J`$, we obtain a closed $`3`$-manifold $`M`$, which is either $`S^3`$, $`S^2\times S^1`$ or a lens space. However, there are two disjoint disks $`D_1`$ and $`D_2`$, which contain the edges of $`\tau _1`$ and $`\tau _2`$, respectively, on the $`2`$-sphere $`Q`$ obtained by compressing $`\widehat{T}`$ along $`s`$ by a meridian disk of $`J`$. Then $`N(D_1H_{t,1}g_1)`$ and $`N(D_2H_{t/2,t/2+1}g_2)`$ give two punctured lens spaces in $`M`$, which is impossible. (Proof of Claim 5.5)∎
Therefore, $`t/2`$ and $`t`$ must have opposite parities, and so $`t/2`$ is odd. In particular, $`t6`$.
In $`G_S`$, there are exactly three edges whose endpoints have the pair of labels $`\{j,t+1j\}`$ for $`j=1,2,\mathrm{},t/2`$. Therefore, $`G_T`$ consists of $`t/2`$ components, each consisting two vertices $`u_j`$ and $`u_{t+1j}`$ along with three edges connecting them.
###### Claim 5.6.
Each component of $`G_T`$ does not lie in a disk in $`\widehat{T}`$.
Proof of Claim 5.6. If there is a component of $`G_T`$ which lie in a disk in $`\widehat{T}`$, then we can take an innermost one $`\mathrm{\Lambda }`$. That is, $`\mathrm{\Lambda }`$ lies in a disk $`D`$ in $`\widehat{T}`$, and there is no other component of $`G_T`$ in $`D`$.
Consider the intersection between $`D`$ and $`S`$. Then $`S`$ is divided into two disks $`g_3`$ and $`g_4`$ by the edges of $`\mathrm{\Lambda }`$. By the cut-and-paste operation of $`g_3`$ or $`g_4`$, and taking $`D`$ by a smaller one, if necessary, we can assume that $`\mathrm{Int}g_3`$ and $`\mathrm{Int}g_4`$ do not meet $`D`$. Then $`N(DVg_3g_4)`$, where $`V`$ is the attached solid torus, gives a connected sum of two lens spaces minus an open $`3`$-ball in $`K(r)`$, which is impossible.
(Proof of Claim 5.6)∎
Thus, we may assume that $`A_i`$ contains only the edges and vertices of $`\tau _i`$ for $`i=1,2`$.
Assume that $`g_1W`$ and $`g_2U`$. Let $`M_1=N(A_1H_{t,1}g_1)`$ and $`M_2=N(A_2H_{t/2,t/2+1}g_2)`$. Let $`A_i^{}=\mathrm{cl}(M_iA_i)`$ for $`i=1,2`$. Then $`A_1^{}`$ is a properly embedded annulus in $`W`$ and $`A_2^{}`$ is a properly embedded annulus in $`U`$. By Lemma 2.1, $`M_i`$ is a solid torus such that the core of $`A_i`$ runs three times in the longitudinal direction of $`M_i`$ for $`i=1,2`$. Therefore, $`A_1^{}`$ is parallel to the annulus $`\mathrm{cl}(\widehat{T}A_1)`$ in $`W`$, and $`A_2^{}`$ is parallel to $`\mathrm{cl}(\widehat{T}A_2)`$ in $`U`$. Let $`\widehat{T^{}}=(\widehat{T}(A_1A_2))A_1^{}A_2^{}`$. Then it is easy to see that $`\widehat{T^{}}`$ is a new Heegaard torus in $`K(r)`$ such that $`|\widehat{T^{}}V|=t4(>0)`$. Furthermore, $`\widehat{T^{}}`$ satisfies $`()`$, which contradicts the choice of $`\widehat{T}`$. ∎
###### Lemma 5.7.
The case that $`r=5`$ is impossible.
###### Proof.
Since the vertex $`v`$ has valency $`5t`$ in $`G_S`$, there are more than $`t/2`$ mutually parallel edges in $`G_S`$, which contradicts Lemma 5.3. ∎
Proof of Theorem 1.2 when $`t4`$. By Proposition 3.4, $`r5`$, and in fact, the remaining cases are $`r=3,5`$ by Theorem 5.1. But these cases are impossible by Lemmas 5.4 and 5.7. ∎
## 6. Genus one case: the case $`t=2`$
In the case that $`t=2`$, the following lemma plays a key role.
Recall that an unknotting tunnel $`\gamma `$ for a knot or link $`K`$ in $`S^3`$ is a simple arc properly embedded in the exterior $`E(K)`$ such that $`\mathrm{cl}(E(K)N(\gamma ))`$ is homeomorphic to a handlebody of genus two.
###### Lemma 6.1.
Let $`K`$ be a genus one knot in $`S^3`$, and let $`S`$ be a minimal genus Seifert surface of $`K`$. If $`K`$ has an unknotting tunnel $`\gamma `$ such that $`\gamma S`$, then $`K`$ is $`2`$-bridge.
###### Proof.
Take a regular neighborhood $`N`$ of $`\gamma `$ in $`S`$. Let $`F=\mathrm{cl}(SN)`$. Then $`F`$ is an annulus whose boundary defines a link $`L`$ in $`S^3`$. Note that $`F`$ is incompressible in the exterior of $`L`$, and $`L`$ has an unknotting tunnel. Then $`L`$ is a $`2`$-bridge torus link by \[9, Theorem 1\]. Furthermore, an unknotting tunnel of such a link is determined by . Then $`S`$ can be restored by taking the union of $`F`$ and $`N`$, showing that $`K`$ is $`2`$-bridge. ∎
###### Lemma 6.2.
Suppose that $`K`$ has genus one. Then $`G_S`$ cannot have more than two mutually parallel edges.
###### Proof.
If there are three mutually parallel edges in $`G_S`$, there are two $`S`$-cycles $`\sigma _1`$ and $`\sigma _2`$ whose faces $`f_1`$ and $`f_2`$ lie on opposite sides of $`\widehat{T}`$. Since $`K(r)L(2,1)`$ by Theorem 5.1, we can assume that $`\mathrm{Int}f_i\widehat{T}=\mathrm{}`$ for $`i=1,2`$ by Lemma 2.3. Then we may also assume that $`f_1,H_{1,2}W`$ and $`f_2,H_{2,1}U`$. Note that $`\mathrm{cl}(WH_{1,2})`$ and $`\mathrm{cl}(UH_{2,1})`$ are handlebodies of genus two, since the core of $`H_{1,2}`$ ($`H_{2,1}`$) lies on a Möbius band which is obtained from $`H_{1,2}f_1`$ ($`H_{2,1}f_2`$) by shrinking $`H_{1,2}`$ (resp. $`H_{2,1}`$) to its core radially.
Let $`\alpha `$ and $`\beta `$ be the arc components of $`f_1H_{1,2}`$. Let $`\gamma `$ be a simple arc in $`f_1`$ which connects a point in $`\alpha `$ with one in $`\beta `$. See Figure 5.
Figure 5
Then it can be seen that $`\mathrm{cl}(WH_{1,2}N(\gamma ))`$ is homeomorphic to $`T\times I`$, where $`I`$ denotes an interval. Therefore, $`\gamma `$ gives an unknotting tunnel of $`K`$ which lies on $`S`$. By Lemma 6.1, $`K`$ is $`2`$-bridge, which contradicts the fact that a hyperbolic $`2`$-bridge knot has no cyclic surgery . ∎
The remaining cases are $`r=3,5`$ again by Proposition 4.5 and Theorem 5.1.
###### Lemma 6.3.
The case $`r=3`$ is impossible.
###### Proof.
Recall that $`\widehat{T}`$ is separating in $`K(r)`$, and therefore the faces of $`G_S`$ are partitioned into black and and white ones. This implies that $`G_S`$ has no parallel edges, since $`G_S`$ has just three edges. Then there are two Scharlemann cycles $`\tau _1`$ and $`\tau _2`$ of length three in $`G_S`$. Let $`g_i`$ be the face of $`G_S`$ bounded by $`\tau _i`$ for $`i=1,2`$. Clearly, $`g_1`$ and $`g_2`$ lie on opposite sides of $`\widehat{T}`$. The edges of $`\tau _i`$ are all edges of $`G_T`$. In particular, $`\tau _1`$ and $`\tau _2`$ have their edges in common.
###### Claim 6.4.
The edges of $`\tau _i`$ cannot lie in a disk in $`\widehat{T}`$ for $`i=1,2`$.
Proof of Claim 6.4. Suppose that the edges of $`\tau _1`$ (and therefore $`\tau _2`$) lie in a disk $`D`$ in $`\widehat{T}`$. By the cut-and-paste operation of $`g_i`$, we can assume that $`\mathrm{Int}g_iD=\mathrm{}`$ for $`i=1,2`$. Then $`N(DVg_1g_2)`$ gives a connected sum of two lens spaces minus an open $`3`$-ball, in $`K(r)`$, which is impossible. (Proof of Claim 6.4)∎
Thus there is an essential annulus $`A`$ in $`\widehat{T}`$ which contains $`G_T`$ by Lemma 2.1. In particular, $`G_T`$ has exactly one pair of parallel edges.
###### Claim 6.5.
$`\mathrm{Int}g_i\widehat{T}=\mathrm{}`$ for $`i=1,2`$.
Proof of Claim 6.5. Suppose that $`\mathrm{Int}g_1\widehat{T}\mathrm{}`$. Let $`\xi `$ be an innermost component of $`\mathrm{Int}g_1\widehat{T}`$ in $`g_1`$, and let $`\delta `$ be the disk bounded by $`\xi `$ on $`g_1`$. By the assumption on the loops in $`ST`$ stated in Section 2, $`\xi `$ is essential in $`T`$, and then $`\xi `$ is parallel to $`A`$. We may suppose that $`\delta W`$. Then $`\delta `$ is a meridian disk of $`W`$. Let $`H=VW`$, and let $`g_jH\mathrm{}`$ for some $`j\{1,2\}`$.
Let $`Q`$ be the $`2`$-sphere obtained by compressing $`W`$ along $`\delta `$, and let $`B`$ be the $`3`$-ball bounded by $`Q`$ in $`W`$. On $`Q`$, there is a disk $`E`$ which contains the edges of $`\tau _j`$. After the components of $`\mathrm{Int}g_jQ`$ are removed by the cut-and-paste operation of $`g_j`$, $`N(EHg_j)`$ gives a punctured lens space in $`B`$, which is impossible. Therefore, $`\mathrm{Int}g_1\widehat{T}=\mathrm{}`$. Similarly for $`g_2`$. (Proof of Claim 6.5)∎
Now, we may assume that $`g_1W`$ and $`g_2U`$, and that $`H_{1,2}=VW`$ and $`H_{2,1}=VU`$. As in the proof of Lemma 5.4, let $`M_1=N(AH_{1,2}g_1)`$ and $`M_2=N(AH_{2,1}g_2)`$. Then $`M_i`$ is a solid torus, and $`A`$ runs three times on $`M_i`$ in the longitudinal direction for $`i=1,2`$ by Lemma 2.1. Let $`A_i^{}=\mathrm{cl}(M_iA)`$, then $`A_i^{}`$ is parallel to the annulus $`B=\mathrm{cl}(\widehat{T}A)`$ in $`W`$ if $`i=1`$, or $`U`$ if $`i=2`$.
###### Claim 6.6.
$`\mathrm{cl}(UH_{2,1})`$ is a handlebody of genus two.
Proof of Claim 6.6. The torus $`A_2^{}B`$ bounds a solid torus $`U^{}`$ in $`U`$, which represents the parallelism of $`A_2^{}`$ and $`B`$. Then it can be seen that $`\mathrm{cl}(UH_{2,1})`$ is obtained from $`U^{}`$ by attaching a $`1`$-handle $`N(g_2)`$. Hence we have the desired result.
(Proof of Claim 6.6)∎
###### Claim 6.7.
Let $`e`$ be one of the parallel edges in $`G_T`$. Then $`e`$ is an unknotting tunnel of $`K`$.
Proof of Claim 6.7. Note that $`\mathrm{cl}(WH_{1,2})`$ is homeomorphic to $`\mathrm{cl}(M_1H_{1,2})`$. Let $`k=K^{}W`$, where $`K^{}`$ is the core of $`V`$. Then $`k`$ is a properly embedded arc in $`M_1`$, and $`\mathrm{cl}(M_1H_{1,2})=\mathrm{cl}(M_1N(k))`$. Push $`e`$ into $`W`$ slightly. It can be assume that $`eN(k)`$. See Figure 6.
Figure 6
Then it is not hard to see that $`\mathrm{cl}(M_1N(k)N(e))`$ has a product structure $`T\times I`$. Since $`\mathrm{cl}(UH_{2,1})`$ is a handlebody of genus two by Claim 6.6, $`\mathrm{cl}(E(K)N(e))`$ is a handlebody of genus two, which gives the desired conclusion. (Proof of Claim 6.7)∎
By Lemma 6.1, $`K`$ is $`2`$-bridge, and this means that the case $`r=3`$ is impossible. ∎
###### Lemma 6.8.
The case $`r=5`$ is impossible.
###### Proof.
$`G_S`$ has exactly five edges. By Lemma 6.2, these edges of $`G_S`$ are partitioned into three families, two pairs of parallel edges and one edge which is not parallel to the others. However, this configuration contradicts the fact that the faces of $`G_S`$ are divided into black and white sides. ∎
Proof of Theorem 1.2 when $`t=2`$. By Proposition 4.5 and Theorem 5.1, the remaining cases are $`r=3,5`$. These are impossible by Lemmas 6.3, 6.8. This completes the proof of Theorem 1.2. ∎
Proof of Theorem 1.3. Let $`K`$ be a genus one knot in $`S^3`$, and suppose that $`K(r)`$ is a lens space. By Theorem 1.2, $`K`$ is not hyperbolic, and therefore it is either a satellite knot or a torus knot. If a satellite knot admits cyclic surgery, then it is a cable knot of a torus knot . In particular, its genus is greater than $`1`$. Thus we have that $`K`$ is a torus knot, and so $`K`$ is the trefoil. The constraint on the slopes follows from . The converse is obvious. ∎
The authors are indebted to Dr. Makoto Ozawa for helpful conversations. Part of this work was carried out while the first author was visiting at University of California, Davis. He would like to express hearty thanks to Professor Abigail Thompson and the department for their hospitality.
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# Screening, Coulomb pseudopotential, and superconductivity in alkali-doped Fullerenes
## Abstract
We study the static screening in a Hubbard-like model using quantum Monte Carlo. We find that the random phase approximation is surprisingly accurate almost up to the Mott transition. We argue that in alkali-doped Fullerenes the Coulomb pseudopotential $`\mu ^{}`$ is not very much reduced by retardation effects. Therefore efficient screening is important in reducing $`\mu ^{}`$ sufficiently to allow for an electron-phonon driven superconductivity. In this way the Fullerides differ from the conventional picture, where retardation effects play a major role in reducing the electron-electron repulsion.
The random phase approximation (RPA) has been very widely used in solid state physics. It properly describes the screening when the kinetic energy is much larger than the interaction energy. In the opposite limit, however, the RPA is qualitatively wrong. Little is known about the more interesting situation when the two energies are comparable. In this paper we show for a Hubbard-like model that the RPA gives a surprisingly accurate description of the static screening on the metallic side of a Mott transition until the system is close to the transition.
For conventional superconductors the electron-phonon interaction leads to an effective electron-electron attraction. This interaction is counteracted by the strong Coulomb repulsion, which is, however, believed to be strongly reduced by retardation effects. The resulting effective Coulomb interaction is described by the dimensionless Coulomb pseudopotential $`\mu ^{}`$, which is believed to be typically of the order 0.1. Here we argue that the situation for A<sub>3</sub>C<sub>60</sub> (A= K, Rb) is different. We find that retardation effects are rather inefficient. Therefore the screening of the Coulomb interaction becomes important for reducing the electron-electron repulsion. Thus, although the superconductivity in A<sub>3</sub>C<sub>60</sub> is driven by the electron-phonon interaction, the origin of the strong reduction of $`\mu ^{}`$ is different from the current picture of conventional superconductors. In the scenario we are putting forward, several puzzling phenomena find a natural explanation. In A<sub>3</sub>C<sub>60</sub> (A= K, Rb) the transition temperature $`T_c`$ is reduced by pressure. For Cs<sub>3</sub>C<sub>60</sub>, however, which only under pressure becomes a superconductor, $`T_c`$ increases with pressure. This is consistent with the picture where $`\mu ^{}`$ is reduced by screening, since the screening is less efficient close to a Mott transition. Second, it was very early pointed out that the alkali phonons ought to couple efficiently to the electrons, although later experiments showed that this was not the case. We show that efficient screening reduces the coupling to the alkali phonons.
We first discuss the screening in the RPA. In the random phase approximation it only costs kinetic energy to screen a test charge. In the limit where a typical Coulomb integral $`U`$ is large compared with the band width $`W`$, the kinetic energy cost of screening is relatively small compared with the potential energy gain, so the screening is efficient. This means that as a test charge $`q`$ is introduced on a site $`c`$, almost the same amount of electronic charge moves away from the site, leaving it almost neutral. This argument neglects, however, that when an electron leaves a site it has to find another site with a missing electron or there is a large Coulomb energy penalty. Thus the RPA is accurate for small values of $`U/W`$, while it is qualitatively wrong for large values. It is not clear what happens for intermediate values.
To study the screening in A<sub>3</sub>C<sub>60</sub>, we use a Hubbard-like model, including the three-fold degenerate $`t_{1u}`$ orbital:
$`H`$ $`={\displaystyle \underset{<ij>}{}}{\displaystyle \underset{mm^{^{}}\sigma }{}}t_{im,jm^{^{}}}\psi _{im\sigma ^{}}^{}\psi _{jm^{^{}}\sigma }^{}`$ (2)
$`+U{\displaystyle \underset{i}{}}{\displaystyle \underset{(m\sigma )<(m^{^{}}\sigma ^{^{}})}{}}n_{im^{}\sigma }n_{im^{^{}}\sigma ^{}}+qU{\displaystyle \underset{m\sigma }{}}n_{cm\sigma }.`$
The first term describes the kinetic energy, the second term the on-site Coulomb interaction and the third term the interaction with the test charge $`q`$ on site $`c`$. $`\psi _{im,\sigma }`$ annihilates an electron on site $`i`$ with orbital quantum number $`m`$ and spin $`\sigma `$, and $`n_{im\sigma }=\psi _{im\sigma }^{}\psi _{im\sigma }^{}`$. The effect of orientational disorder is built into the hopping integrals $`t_{im,jm^{^{}}}`$. The band width is about $`0.63eV`$. Multiplet effects are not included, but we remark that they tend to be counteracted by the Jahn-Teller effect which is also neglected. The test charge is assumed to interact with the electrons on the same site via the Coulomb integral $`U`$. The system has three electrons per molecule, i.e. a half-filled $`t_{1u}`$ band.
We have investigated the model by using a lattice diffusion quantum Monte Carlo (QMC) method. In this method a trial function $`|\psi _T`$ is constructed and allowed to diffuse towards the exact solution, under the constraint of a fixed node approximation. $`|\psi _T`$ is obtained from a generalized Gutzwiller Ansatz
$$|\mathrm{\Psi }_T=g^Dg_0^{n_c}|\mathrm{\Psi }_0,$$
(3)
where $`|\mathrm{\Psi }_0`$ is a Slater determinant constructed from solutions of eqn. (2) in the Hartree approximation, $`D`$ is the number of double occupancies in the system, and $`n_c`$ is the number of electrons on site $`c`$. $`g`$ and $`g_0`$ are variational parameters. $`g^D`$ is the usual Gutzwiller factor while $`g_0^{n_c}`$ allows us to optimize the charge on the site with the test charge. In addition to the DMC calculation, we also perform a variational Monte Carlo calculation (VMC), and the energy is minimized as a function of $`g`$ and $`g_0`$. In all cases the state is assumed to be paramagnetic. For $`U/W2.5`$ there is a transition to an antiferromagnetic Mott insulator, where the screening is very inefficient. Here, however, we focus on $`U/W<2.5`$. We obtain the charge on site $`c`$ from the extrapolated estimator $`n_c2n_c(DMC)n_c(VMC)`$, where $`n_c(VMC)`$ is the expectation value for the wave function (3) calculated by VMC and $`n_c(DMC)`$ is the mixed estimator from the DMC calculation.
To test the accuracy of the approach, which involves the fixed-node approximation and uses the extrapolated estimator, we have compared the results of our QMC calculations with the the exact results from exact diagonalization of a system with four molecules (12 electrons). The comparison shown in Fig. 1 illustrates that the QMC calculations are quite accurate for the system we are analyzing here.
Since we are interested in the linear response, we should calculate the effect of an infinitesimally small test charge $`q`$. Because of the statistical error in a QMC calculation it is, however, difficult to determine the response to a small perturbation. To get a good signal-to-noise ratio, we would therefore like to use as large a test charge as possible. To estimate how large we can make $`q`$ and still be in the linear response regime, we have performed Lanczos calculations for a range of different test charges. We find that for $`q0.25e`$ the response is practically linear.
We have performed QMC calculations for larger clusters of $`N_{\mathrm{mol}}`$= 32, 48, 64, 72, and 108 molecules, where exact diagonalization is not possible. The screening charge $`\mathrm{\Delta }n_c=n_c(0)n_c(q)`$ was extrapolated to infinite cluster size, assuming a finite-size scaling of the form $`\mathrm{\Delta }n_c(N_{\mathrm{mol}})=\mathrm{\Delta }n_c+\alpha /N_{\mathrm{mol}}`$. The results are shown in Fig. 2. For rather small values of $`U/W`$ ($`0.51.0`$), the RPA somewhat underestimates the screening. Such a behavior is also found in the electron gas. For intermediate values of $`U/W`$ ($`1.02.0`$) the RPA gives surprisingly accurate results. This is one of the main results of this paper. For large $`U/W`$, the RPA rapidly becomes qualitatively wrong, as discussed earlier. We are now in the position of addressing the superconductivity in A<sub>3</sub>C<sub>60</sub>.
In the theory of superconductivity, a dimensionless quantity $`\mu ^{}`$, the Coulomb pseudopotential, is introduced to describe the effects of the Coulomb repulsion. One introduces $`\mu =UN(0)`$, where $`U`$ is a typical screened Coulomb interaction and $`N(0)`$ is the density of states per spin at the Fermi energy. Retardation effects renormalize $`\mu `$ to $`\mu ^{}`$, and are described by ladder diagrams in the statically screened Coulomb interaction. It is found that
$$\mu ^{}=\frac{\mu }{1+\mu \mathrm{ln}(\omega _{el}/\omega _{ph})}\frac{1}{\mathrm{ln}(\omega _{el}/\omega _{ph})},$$
(4)
where $`\omega _{el}`$ and $`\omega _{ph}`$ are typical electron and phonon energy scales, respectively. Often $`\mu `$ln$`(\omega _{el}/\omega _{ph})`$ is substantially larger than unity. In that limit the last part of eqn. (4) holds, i.e. $`\mu ^{}`$ is determined solely by retardation effects, independently of the screening, which only changes $`\mu `$.
In solid C<sub>60</sub> we have many narrow subbands ($`0.5eV`$ wide), spread over a range of about $`30eV`$. In the traditional approach one assumes that the relevant energy range extends over all this region. Summing the ladder diagrams in the screened Coulomb interaction leads to a large renormalization of $`\mu `$. Exact results for a two-band model show, however, that in the appropriate limits this approach greatly overestimates the renormalization due to the upper sub band. In the limit when a sub band is far away from the Fermi energy, the correct approach is to first project out the high energy degrees of freedom corresponding to this sub band. This leads to an effective Hamiltonian, expressed in terms of the unscreened Coulomb matrix elements, which describes the low energy properties of the system. The main difference between the two approaches is the order in which high and low energy degrees of freedom are treated. In the traditional approach the Coulomb interaction is screened first, which in particular involves the low energy degrees of freedom. After this the high energy degrees of freedom are projected out. This approach involves uncontrolled approximations. Our approach, instead, projects out the high energy degrees of freedom first, and it allows us to make statements about the importance of these degrees of freedom. Although these arguments were presented in the context of C<sub>60</sub>, they are rather general. We now make more specific arguments for C<sub>60</sub> to provide further evidence that the retardation effects from higher sub bands are not very large.
From Auger measurements on K<sub>6</sub>C<sub>60</sub>, the Coulomb interaction $`U`$ between two holes in an otherwise full $`t_{1u}`$ band has been estimated to about 1.5 eV. This reduction of $`U`$ from about 4 eV for a free molecule to about $`U_{\mathrm{insul}}=1.5`$ eV for the the insulating solid, is mainly due to intramolecular processes and to polarization of the molecules surrounding the two holes. Since the excitation energy of the relevant final state in the Auger experiment is rather small (about 1.5 eV), $`U_{\mathrm{insul}}`$ should contain the renormalization from all the higher sub bands, except possibly the ones closest to the $`t_{1u}`$ band. If we multiply $`U_{\mathrm{insul}}`$ by $`N(0)6`$, the result is a very large $`\mu 9`$, much too large to allow for a phonon induced superconductivity unless $`\mu `$ is further reduced by other effects.
In K<sub>3</sub>C<sub>60</sub> screening and retardation effects inside the $`t_{1u}`$ band become available. The argument against summing ladder diagrams in the screened interaction were only justified for higher sub bands. Within the $`t_{1u}`$ band we therefore rely on this conventional theory, which in addition usually uses Thomas-Fermi or RPA screening. A priori, the use of RPA seems highly questionable for these strongly correlated systems. Our calculations, however, support this approximatiom unless the system is close to a Mott transition. Taking the long range Coulomb interaction into account, the RPA screening reduces $`\mu `$ to about $`0.4`$. Including the additional retardation effects inside the $`t_{1u}`$ band according to eqn. (4) finally renormalizes $`\mu `$ to $`\mu ^{}0.3`$. Thus the Coulomb pseudopotential is primarily reduced by screening and not by retardation effects. In contrast, using eqn. (4) with $`\omega _{el}15eV`$ and $`\omega _{ph}0.1eV`$ would result in $`\mu ^{}0.2`$, practically independent of $`\mu `$. A Coulomb pseudopotential $`\mu ^{}0.3`$ is substantially larger than for conventional superconductors, but it is not so large that it prevents the superconductivity from being driven by the electron-phonon interaction. Recent tunneling experiments give $`\mu ^{}=0.329`$ for Rb<sub>3</sub>C<sub>60</sub>.
We now turn to the question how $`T_c`$ changes with the lattice constant $`a`$. The main effect of increasing $`a`$ is to decrease the band-width $`W`$ and increase the density of states at the Fermi level $`N(0)`$. Using McMillan’s formula, $`T_c`$ is given by
$$T_c=\frac{\omega _{ph}}{1.2}\mathrm{exp}\left[\frac{1.04(1+\lambda )}{\lambda \mu ^{}(1+0.62\lambda )}\right],$$
(5)
with $`\lambda =N(0)V`$ the electron-phonon coupling constant. $`\mu ^{}`$ is calculated from $`\mu =N(0)U_{\mathrm{insul}}(1\gamma )`$, where $`U_{\mathrm{insul}}`$ is a typical unscreened Coulomb matrix element and $`\gamma =dn/dq`$ describes the screening within the $`t_{1u}`$ band. Assuming that $`\omega _{el}`$ in Eq. (4) is large, $`\mu ^{}`$ is practically independent of the lattice constant $`a`$. Since $`N(0)`$ increases with decreasing $`a`$, the electron-phonon coupling $`\lambda `$ becomes stronger, increasing $`T_c`$. Assuming a small $`\omega _{el}`$, corresponding to the $`t_{1u}`$ band width, it is no longer true that $`\mu ^{}`$ is independent of $`\mu `$. However, if the RPA is valid, $`\mu `$ is almost independent of the lattice constant, since the increase in $`N(0)`$ is counteracted by a slightly more efficient screening $`\gamma _{RPA}`$ (cf. Fig. 2). Hence also in this scenario we find that $`T_c`$ increases with $`a`$. But what happens when the lattice constant $`a`$ becomes large enough that we enter the region where the screening starts to break down? Then $`\mu `$ will start to increase considerably with $`a`$. Assuming a large $`\omega _{el}`$, $`\mu ^{}`$ is still independent of $`\mu `$, and therefore $`T_c`$ should keep increasing. For small $`\omega _{el}`$, on the other hand, $`\mu ^{}`$ will start to rapidly increase with $`a`$, leading to a steep drop in $`T_c`$. This resembles the anomalous behavior observed in Cs<sub>3</sub>C<sub>60</sub>: it only becomes superconducting under pressure, with $`T_c`$ rapidly decreasing with increasing lattice constant.
It might appear that efficient screening is not really helpful for superconductivity. Phonons couple to the electrons by perturbing the potential seen by the electrons. An example being the longitudinal modes of a jellium. Efficient screening tends to weaken the coupling to such phonons, since it reduces the perturbation considerably. To some extent, such a reduction also seems to be at work in C<sub>60</sub>. Initially it was expected that the coupling to the alkali phonons would be very strong. Each C<sub>60</sub> molecule is surrounded by 14 alkali ions with relatively weak force constants. When an electron arrives on a C<sub>60</sub> molecule one would therefore expect that the surrounding alkali ions respond strongly. This was, however, not confirmed by experiment. For instance, an alkali isotope effect could not be observed within the experimental accuracy. This finding can be naturally understood as an effect of the efficient screening found in our calculations. When an electron arrives on a C<sub>60</sub> molecule, other electrons leave the molecule, which thus stays almost neutral. The alkali ions then only see a small change in the net charge and therefore couple weakly. In a similar way it follows that intramolecular phonons of A<sub>g</sub> symmetry couple weakly. An A<sub>g</sub> phonon shifts all the $`t_{1u}`$ levels on a given molecule in the same direction. This shift of the center of gravity can be screened very efficiently by transferring charge from the molecules where the levels move upwards to those where they move downwards. The modes that are important for the superconductivity in solid C<sub>60</sub> are, however, different. An intramolecular H<sub>g</sub> phonon does not shift the center of gravity of the $`t_{1u}`$ level. Thus the H<sub>g</sub> phonons are not screened by the transfer of charge. Hence for these phonons the efficient screening serves to reduce $`\mu ^{}`$ without affecting the electron-phonon coupling.
To summarize, we have calculated the static screening of a point charge for a Hubbard-like model using quantum Monte Carlo. We find that the RPA is surprisingly accurate up to values of $`U/W`$ fairly close to the Mott transition. For larger $`U/W`$ the screening rapidly breaks down. This result should have quite general implications for the physics of systems close to a Mott transition. Here we have studied the consequences for the superconductivity in the alkali-doped Fullerenes. We have provided arguments that for A<sub>3</sub>C<sub>60</sub> (A= K, Rb) retardation effects are very inefficient in reducing the electron-electron repulsion. Instead, and unlike for textbook superconductors, screening is mainly responsible for the reduction of the Coulomb pseudopotential $`\mu ^{}`$. This results in a $`\mu ^{}`$ small enough that the electron-phonon interaction can drive the superconductivity. Nevertheless $`\mu ^{}`$ is substantially larger than for conventional superconductors, in agreement with recent experiments. This scenario is quite different from the conventional picture of a superconductor, where the retardation effects are believed to play the central role in reducing $`\mu ^{}`$. It explains quite naturally the anomalous pressure dependence of $`T_c`$ found for Cs<sub>3</sub>C<sub>60</sub> and the absence of a strong coupling to the alkali phonons. It also predicts that the coupling to the A<sub>g</sub> phonons is strongly reduced by screening effects. Finally, our results let us understand the surprising fact that $`T_c`$ peaks for systems close to the Mott transition, where the density of states is large, but the screening has not yet started to become inefficient.
This work has been supported by the Alexander-von-Humboldt-Stiftung under the Feodor-Lynen-Program and the Max-Planck-Forschungspreis, and by the Department of Energy, grant DEFG 02-96ER45439.
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# EUV images of the Clusters of Galaxies A2199 and A1795: clear evidence for a separate and luminous emission component
## Abstract
Since all of the five clusters of galaxies observed by the Extreme Ultraviolet Explorer (EUVE) deep survey telescope are found to possess a diffuse EUV emitting component which is unrelated to the hot intracluster medium (ICM) at X-ray temperatures, the question concerning the nature of this new component has been a subject of controversy. Here we present results of an EUV and soft X-ray spatial analysis of the rich clusters Abell 2199 and 1795. The EUV emission does not resemble the X-ray morphology of clusters: at the cluster core the EUV contours are organized; at larger radii they are anisotropic, and are therefore unrelated to the hot ICM. The ratio of EUV to soft X-ray intensity rises with respect to cluster radius, to reach values $``$ 10 times higher than that expected from the hot ICM. The strong EUV excess which exists in the absence of soft X-ray excess poses formidable problems to the non-thermal (inverse-Compton) scenario, but may readily be explained as due to emission lines present only in the EUV range. In particular, warm gas produced by shock heating could account for such lines without proliferation of bolometric luminosities and mass budgets.
The ‘cluster soft excess’ (CSE) phenomenon, which originated from EUVE, was confirmed by the ROSAT and BeppoSAX (Lieu et al 1996a,b; Bowyer, Lampton and Lieu 1996; Fabian 1996; Mittaz, Lieu and Lockman 1998; Bowyer, Lieu and Mittaz 1998; Kaastra 1998). The non-thermal interpretation of this phenomenon (Ensslin and Biermann 1998; Hwang 1997; Sarazin and Lieu 1998), favored on plausibility grounds over the original thermal (warm gas) scenario, is recently supported by the BeppoSAX and RXTE discoveries of hard X-ray tails in the spectra of several clusters (Kaastra 1998; Fusco-Femiano et al 1998; Rephaeli et al 1999), some of which exhibit similar radial trends as the CSE. In this Letter we report first results on a spatial analysis of the EUV which reveals clear and essential differences in spatial morphology between the EUV and soft X-rays. Our results concern the rich clusters Abell 2199 and 1795; although a similar conclusion exists also in the case of Virgo, A4038, and Coma, the analyses of these will be presented in a subsequent and more detailed paper.
Abell 2199 was observed by the EUVE deep survey (DS) Lex/B (69 - 190 eV) filter for $``$ 50, 000 sec. Figure 1(a) is a radial profile of the cluster surface brightness after removal of point source contributions and subtraction of a background taken from the $`>`$ 15 arcmin region where there is no further evidence of cluster emission. Standard correction procedures were applied<sup>1</sup><sup>1</sup>1See ‘Deep Survey Dead Spot Correction Algorithm’, internal memo MMS/EUVE/0084/94, Center for EUV Astrophysics, Berkeley to recover the signals lost within a small region near boresight of $``$ 1 arcmin radius and $``$ 3 arcmin away from the cluster center - a region known as the deadspot, which was caused by the February 1993 observation of the intense EUV source HZ 43. This procedure ensures full integrity in the data reduction procedure; its actual effect is minor, resulting only in a slight, statistically insignificant enhancement of the brightness in the central portion of the profile.
To compare with the X-ray behavior, data from a ROSAT Position Sensitive Proportional Counter pointing which took place in July 1990 were extracted from the archive<sup>2</sup><sup>2</sup>2HEASARC, available at http://heasarc.gsfc.nasa.gov/docs/rosat/archive.html, and maintained by the ROSAT/ASCA Guest Observer Facility.. Again point sources were removed, and a background as determined from the outermost annulus was subtracted after vignetting corrections. A radial profile of the EUV to soft X-ray ratio is shown in Figure 1(b). To perform a quantitative assessment of the trend, we also show in Figure 1(b) the expected value of the ratio if the emission originated from the virial gas alone. This expected value is obtained by modeling the PSPC 0.2 - 2.0 keV (PH channels 18 - 200) data of concentric annuli with a single temperature MEKAL thin plasma code (Mewe, Gronenschild & van den Oord 1985; Mewe, Lemen & van den Oord 1986; Kaastra 1992), using an abundance of 0.5 solar (David et al 1993) and line-of-sight column density as measured by a dedicated observation at Green Bank (for further details see Lieu et al 1996a,b), which reported $`N_H=`$ 8.3 $`\times `$ 10<sup>19</sup> cm<sup>-2</sup> with a nominal error of $`<`$ 10<sup>19</sup> cm<sup>-2</sup>. No CSE was evident in the PSPC data: specifically the model satisfactorily accounts for all the data of the employed PH channels.
However, the Lex/B data indicate substantial CSE, as it can be seen from Figure 1b that the relative strength of the Lex/B CSE rises with radius, analogous to Abell 1795 (Mittaz, Lieu & Lockman 1998). This is borne-out even more by the 2-D images below. We emphasize that the effect of concern is only slightly modified if more accurate abundances (Mushotzky et al 1996) were used to compute the expected softness ratio - the basic notion of a rising trend in this ratio does not appear to be an abundance issue. Given that most of the extragalactic EUV radiation is absorbed, and that the DS data are background limited, the radially rising softness ratio suggests a possible spatial extent of the EUV emission far larger than our current measurements.
To investigate the spatial distribution of the EUV, we adaptively smoothed the DS event image with a gaussian filter which encloses a S/N (signal-to-noise ratio<sup>3</sup><sup>3</sup>3Since EUVE data are background limited, this S/N is calculated as the ratio $`(SB)/\sqrt{S}`$, where $`S`$ is the number of counts enclosed by the filter and $`B`$ is the detector background estimated from regions free of cluster emission.) of $``$ 5 $`\sigma `$. In the central region of the cluster where the signals are strong, a minimum filter size equal to that of the DS point spread function (PSF, Sirk et al 1997) was enforced. Contours of the smoothed and background subtracted surface brightness are shown in Figure 2(a). The lowest contour level plotted is $``$ 7.5 % above background; since no part of the entire 2<sup>o</sup> $`\times `$ 0.5<sup>o</sup> area of the Lex/B filter has such a high brightness, other than the cluster region as shown, the detected emission is not an apparent effect caused by random background variations.
To further establish the reality of the extended component we produced similarly smoothed images of (a) two blank field pointings; and (b) an observation of the globular cluster X-ray source M15 (for 1 – 6.5 keV detection see Callanan et al 1987), which showed that the source was visible in the EUV. The uniformity of the background in (a), especially the absence of any enhancements over a large area centered at boresight - an area where the observed cluster targets normally occupy, excludes the possibility that diffuse cluster EUV is a systematic detector spatial effect. In (b), the lack of any extended halo around M15, despite the source having a peak surface brightness comparable to that of the two clusters, also rules out leakage of central source radiation in the EUV or X-rays as origin of the cluster syndrome - a conclusion fully consistent with our understanding of the DS PSF. All the image data referred to in this Letter are available as FITS files<sup>4</sup><sup>4</sup>4These can be downloaded via anonymous ftp from the address cspar.uah.edu/input/max/..
For comparison with spatial behavior in the X-rays, we show in Figure 2(b) a background subtracted and exposure corrected soft X-ray contour map of A2199, using the R2 band data of a ROSAT PSPC observation (R2 refers to PH channel 18-41, or $``$ 0.2 – 0.3 keV by channel boundaries) and a gaussian smoothing filter commensurate in size with the PSPC PSF in this passband (note that S/N is not a problem for the PSPC data). Despite the proximity of the R2 and Lex/B passbands, resemblance between Figures 2(a) and 2(b) is only restricted to the cluster core, where both images show a correlating set of organized contours. At larger radii the R2 contours remain regular and symmetrical, reminiscent of emission from a hydrostatic gas, but the Lex/B contours do not share this property.
To assess the statistical significance of the Lex/B anisotropies, we divided the image into concentric annuli moving outwards from the cluster emission centroid. The surface brightness of each annulus is computed over octants, and a $`\chi ^2`$ test is applied to the hypothesis that the octant counts are all consistent with their azimuthally averaged value. In Table 1 we show $`\chi _{red}^2`$ for four equally spaced annuli between 0 and 12 arcmin radius. It can be seen that for regions outside 6 arcmin radius emission anisotropy is asserted with a confidence level of $`>`$ 98.5 % (corresponding to $`\chi _{red}^2`$ 2.4 for 8 degrees of freedom). We repeated this test on blank field data of comparable exposure, using the same near-boresight area of the DS detector where cluster observations were made. Results, also shown in Table 1, indicate that the detector background distribution does not have similar anomalies. Furthermore, detailed plots (not shown) reveal that the A2199 anisotropy is due to deviations of the data from the average value in directions where spatially asymmetric features are apparent in Figure 2(a). Visual comparison with the optical map of the Digital Sky Survey revealed no obvious anisotropy in the density and brightness distribution of member galaxies within the relevant region.
From the radial trend of the Lex/B : R2 ratio (Figure 1b) it was evident that the relationship between the EUV and the hot ICM decrease with radius. This is borne-out more strongly in 2-D by Figure 2(c), which indicates an even sharper radial increase of the ratio in directions normal to the Lex/B brightness contours. The lack of any resemblance between Figures 2(a) and 2(b) at the outer regions of the cluster provides crucial further confirmation that the EUV emitting phase leads an existence entirely separate from the hot ICM. In particular the possibility of interpreting the CSE as due to our overestimate of the line-of-sight Galactic absorption of the hot ICM radiation (e.g. Arabadjis & Bregman 1998) is completely excluded by these latest data.
Apart from A2199, in this Letter we also report results of a similar study of the rich cluster Abell 1795. An earlier paper (Mittaz, Lieu & Lockman 1998) showed radial profiles of both the EUV surface brightness and the emission softness ratio for this cluster, it also showed a feeble CSE in the PSPC data - such information will not be repeated. Here we focus on a 2-D image analysis, where all the foregoing discussions regarding adopted techniques apply. As before, we now show in Figure 3 contours of the DS Lex/B and PSPC R2-band surface brightness, and of the Lex/B : R2 ratio. The maps lead us to draw conclusions about A1795 similar to those of A2199, viz. that the Lex/B contours are organized (but differently shaped from the R2 ones) at the core, are anisotropic at larger radii (see also Table 1) with no similar effects in the optical, and that the rising radial trend of softness ratio is in agreement with that reported in our earlier paper.
Several interesting physical deductions can be made from a spatial comparison between the EUV and X-rays. The anisotropic EUV emission could, within the context of the inverse-Compton scenario, reflect the distribution of the intracluster magnetic field strength (Ensslin, Lieu & Biermann 1999) in that electrons in regions with $`>`$ a few $`\mu `$G fields would have been removed by synchrotron losses as diffusive replenishment is always negligibly slow (Völk, Aharonian & Breitschwerdt 1996). On the other hand, if the emission is thermal, as originally advocated, this would imply the existence of warm gas which, by virtue of its lack of hydrostatic equilibrium at these lower temperatures, could have an anisotropic (and possibly clumped) distribution as well.
Why do the Lex/B and R2 maps appear so different, given that their energy passbands have substantial overlap ? Our simulations of the instrumental performances indicate that this could happen only if the EUV component has a spectrum which does not exceed $``$ 0.2 keV. For a non-thermal origin the behavior implies that the bulk of the relativistic electrons have energies below 200 MeV, a cut-off effect which is most obviously understood as due to aging. However, a major difficulty concerns the strong Lex/B excess accompanied by little or no R2 excess, as this requires an age of $``$ 3 Gyr and hence a very significant spectral evolution (i.e. losses). By the time the spectrum at the present epoch explains the observations, at injection the electron pressure alone would have far exceeded that of the hot ICM gas, leading to an unreasonably short lifetime estimate for the gas.
It is more natural to interpret the marked contrast in the behavior of the Lex/B and R2 bands as signatures of bright emission lines which are present only in the EUV range. Although exotic line species arising from an interaction process which may involve dark matter cannot totally be excluded, a specific scenario of this kind is not available. However, lines could simply be a direct witness to the presence of thermal gas. For example, warm under-ionized gas shocked in mixing layers around cool clouds (Fabian 1997) can produce a blend of intense lines exclusively within the Lex/B energy range, thereby limiting the bolometric luminosity and (hence) the gas mass budget and mass cooling rate to more reasonable values. The rise in relative EUV excess with radius may then be a density scaling effect - at larger radii the rarer gas stays longer in this out of equilibrium phase. Detailed hydrodynamic simulation of the thermal model, with associated mass implications, is work in progress.
We thank an anonymous referee for helpful comments.
Figure Captions
Figure 1a. Radial profile of the EUV surface brightness of A2199. A background as determined from the data taken beyond the radius of 15 arcmin was subtracted.
Figure 1b. Radial profile of the DS Lex/B to PSPC R2 band ratio. The dotted line represents the expected band ratio of $``$ 0.03 from a single temperature fit to the DS and PSPC data, using the MEKAL code. The model for line-of-sight Galactic absorption is Balucinska-Church & McCammon (1992); if the Morrison & McCammon (1983) model was used instead, the predicted ratio would become 0.037. The EUV depletion within 2 arcmin radius can be explained by the addition of an intrinsic absorbing column of $``$ 3.5 $`\times `$ 10<sup>19</sup> cm<sup>-2</sup>. Elsewhere the rise of the ratio (and hence the degree of soft excess) with radius is evident.
Figure 2a. DS Lex/B contours of the surface brightness of Abell 2199 (for details see text). The peak emission is $`1.98\times 10^3ph/arcmin^2/s`$, and contours are labeled as percent of this peak value, with the lowest contour at $`8.4\times 10^5ph/arcmin^2/s`$.
Figure 2b. PSPC R2 band contours of the surface brightness of Abell 2199 (for details see text). The peak emission is $`8.3\times 10^2ph/arcmin^2/s`$. Next contours are $`1.66\times 10^3,2.8\times 10^3,4.2\times 10^3,7.2\times 10^3,1.4\times 10^2,2.9\times 10^2`$, and $`7.4\times 10^2ph/arcmin^2/s`$.
Figure 2c. Contours of DS Lex/B to PSPC R2 band ratio of Abell 2199. The dotted lines mark regions where the DS brightness is 6 % above the background, and the contours are labeled in units of 1 %. The expected value of this ratio was given earlier (see caption of Figure 1b).
Figure 3a. DS Lex/B contours of the surface brightness of Abell 1795 (for details see text). The peak emission is $`3\times 10^3ph/arcmin^2/s`$, and contours are labeled as percent of this peak value, with the lowest contour at $`1.6\times 10^4ph/arcmin^2/s`$ (5 % above background).
Figure 3b. PSPC R2 band contours of the surface brightness of Abell 1795 (for details see text). The peak emission is $`9.5\times 10^2ph/arcmin^2/s`$. Next contours are $`8.6\times 10^4,1.3\times 10^3,2.1\times 10^3,3.6\times 10^3,6.7\times 10^3,9.8\times 10^3,1.4\times 10^2,3\times 10^2`$ and $`4.5\times 10^2ph/arcmin^2/s`$.
Figure 3c. Contours of DS Lex/B to PSPC R2 band ratio of Abell 1795. The dotted lines mark regions where the DS brightness is 25 % above the background, and the contours are labeled in units of 1 %. The expected value of this ratio, based on a single temperature ICM, is 1.8 % (Mittaz, Lieu, & Lockman 1998).
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# Shell correction energy for bubble nuclei
## Abstract
The positioning of a bubble inside a many fermion system does not affect the volume, surface or curvature terms in the liquid drop expansion of the total energy. Besides possible Coulomb effects, the only other contribution to the ground state energy of such a system arises from shell effects. We show that the potential energy surface is a rather shallow function of the displacement of the bubble from the center and in most cases the preferential position of a bubble is off center. Systems with bubbles are expected to have bands of extremely low lying collective states, corresponding to various bubble displacements.
PACS numbers: 21.10.-k, 21.10.Dr, 21.60.-n,24.60.Lz
There are a number of situations when the formation of voids is favored. When a system of particles has a net charge, the Coulomb energy can be significantly lowered if a void is created and despite an increase in surface energy the total energy decreases. One can thus naturally expect that the appearance of bubbles will be favored in relatively heavy nuclei. This situation has been considered many times over the last 50 years in nuclear physics and lately similar ideas have been put forward for highly charged alkali metal clusters .
The formation of gas bubbles is another suggested mechanism which could lead to void(s) formation . The filling of a bubble with gas prevents it from collapsing. Various heterogeneous atomic clusters and halo nuclei can be thought of as some kind of bubbles as well. In these cases, the fermions reside in a rather unusual mean–field, with a very deep well near the center of the system and a very shallow and extended one at its periphery. Since the amplitude of the wave function in the semiclassical limit is proportional to the inverse square root of the local momentum, the single–particle (s.p.) wave functions for the weakly bound states will have a small amplitude over the deep well. If the two wells have greatly different depths, the deep well will act almost like a hard wall (in most situations).
Several aspects of the physics of bubbles in Fermi systems have not been considered so far in the literature. It is tacitly assumed that a bubble position has to be determined according to symmetry considerations. For a Bose system one can easily show that a bubble has to be off–center . In the case of a Fermi system the most favorable arrangement is not obvious . The total energy of a many fermion system has the general form
$$E(N)=e_vN+e_sN^{2/3}+e_cN^{1/3}+E_{sc}(N),$$
(1)
where the first three terms represent the smooth liquid drop part of the total energy and $`E_{sc}`$ is the pure quantum shell correction contribution, the amplitude of which grows in magnitude approximately as $`N^{1/6}`$, see Ref. . We shall consider in this work only one type of fermions with no electric charge. In a nuclear system the Coulomb energy depends rather strongly on the actual position of the bubble, but in a very simple way. In an alkali metal cluster, as the excess charge is always localized on the surface, the Coulomb energy is essentially independent of the bubble position. The character of the shell corrections is in general strongly correlated with the existence of regular and/or chaotic motion . If a spherical bubble appears in a spherical system and if the bubble is positioned at the center, then for certain “magic” fermion numbers the shell correction energy $`E_{sc}(N)`$, and hence the total energy $`E(N)`$, has a very deep minimum. However, if the number of particles is not “magic”, in order to become more stable the system will in general tend to deform. Real deformations lead to an increased surface area and liquid drop energy. On the other hand, merely shifting a bubble off–center deforms neither the bubble nor the external surface and therefore, the liquid drop part of the total energy of the system remains unchanged.
Moving the bubble off–center can often lead to a greater stability of the system due to shell correction energy effects. In recent years it was shown that in a 2–dimensional annular billiard, which is the 2–dimensional analog of spherical bubble nuclei, the motion becomes more chaotic as the bubble is moved further from the center . One might thus expect that the importance of the shell corrections diminishes when the bubble is off–center. We shall show that this is not the case however.
One can anticipate that the relative role of various periodic orbits (diameter, triangle, square etc.) is modified in unusual ways in systems with bubbles. In 3D–systems the triangle and square orbits determine the main shell structure and produce the beautiful supershell phenomenon . A small bubble near the center will affect only diameter orbits. After being displaced sufficiently far from the center, the bubble will first touch and destroy some triangle orbits. In a 3D–system only a relatively small fraction of these orbits will be destroyed. Thus one might expect that the existence of supershells will not be critically affected, but that the supershell minimum will be less pronounced. A larger bubble will simultaneously affect triangular and square orbits, and thus can have a dramatic impact on both shell and supershell structure.
The change of the total energy of a many fermion system can be computed quite accurately using the shell corrections method, once the s.p. spectrum is known as a function of the shape of the system . The results presented in this Letter have been obtained using the 3D–version of the conformal mapping method described in as applied to an infinite square well potential with Dirichlet boundary conditions. The magic numbers are hardly affected by the presence or absence of a small diffuseness . The absence of a spin–orbit interaction leads to quantitative, but to no qualitative differences.
In Fig. 1 we show the unfolded s.p. spectrum for the case of a bubble of half the radius of the system, $`a=R/2`$, as a function of the displacement $`d/R`$ of the bubble from the center. The size of the system is determined as usual from $`R^3a^3=r_0^3N`$. The unfolded s.p. spectrum is determined using the Weyl formula for the average cumulative number of states.
$$\epsilon _n=N_W(e_n),$$
(2)
where $`e_n`$ are the actual s.p. energies of the Schrödinger equation, $`N_W(e)`$ is the Weyl formula for the total number of states with energy smaller than $`e`$ in a 3D–cavity and $`\epsilon _n`$ are the unfolded eigenvalues, which by construction leads to a spectrum with an unit average level density. As the bubble is moved off center, the classical problem becomes more chaotic and one can expect that the s.p. spectrum would approach that of a random Hamiltonian and that the nearest–neighbor splitting distribution would be given by the Wigner surmise. A random Hamiltonian would imply that “magic” particle numbers are as a rule absent. There is a large number of avoided level crossings in Fig. 1 and one can clearly see a significant number of relatively large gaps in the spectrum. Note that levels with different symmetries (different angular momentum projection on the symmetry axis $`m`$) can cross. Even for extreme displacements large gaps in the s.p. spectrum occur significantly more frequently than in the case of a random (which is closer to an uniform) spectrum. A simple estimate, using the Wigner surmise, shows that gaps of the order of 3 units or larger should be absent in the portion of the spectrum shown in Fig. 1. The probability to encounter a nearest neighbor energy spacing $`s`$ greater than $`s_0`$ is given by $`P(s>s_0)=\mathrm{exp}(\pi s_0^2/4)`$. For $`s_0=3,4,5`$ one thus obtains $`8.5\times 10^4`$, $`3.5\times 10^6`$ and $`3\times 10^9`$ respectively. Several very large gaps for $`d/R0.45`$ are unambiguously present. Higher in the spectrum even larger gaps could be found. These features are definitely not characteristic of a random Hamiltonian. If the particle number is such that the Fermi level is at a relatively large gap, then the system at the corresponding “deformation” is very stable. A simple inspection of Fig. 1 suggests that for various particle numbers the energetically most favorable configuration can either have the bubble on– or off–center. This situation is very similar to the celebrated Jahn–Teller effect in molecules. Consequently, a “magic” particle number could correspond to a “deformed” system. In this respect this situation is a bit surprising, but not unique. It is well known that many nuclei prefer to be deformed, and there are particularly stable deformed “magic” nuclei or clusters .
There is a striking formal analogy between the energy shell correction formula and the recipe for extracting the renormalized vacuum Casimir energy in quantum field theory or the critical Casimir energy in a binary liquid mixture near the critical demixing point . Note that even though Casimir energy is typically a smooth function of distance, it cannot be ascribed to the “smooth liquid drop” energy. Similarly, no part of the $`E_{sc}`$ energy of a bubble near the surface can be ascribed to the “smooth liquid drop” energy. In Fig. 2 we show the contour plot of the $`E_{sc}`$ energy for a system with $`a=R/2`$ as a function of the bubble displacement $`d/R`$ versus $`N^{1/3}`$. The overall regularity of “mountain ridges’ and “canyons” seem to be due the interference effects arising from two periodic orbits along the diameter passing through the centers of the two spheres. Various mountain tops and valleys form an alternating network almost orthogonal to the “mountain ridges” and “canyons”. For some $`N`$’s the bubble “prefers” to be in the center, while for other values that is the highest energy configuration.
As a function of the particle number $`N`$ and at fixed $`d/R`$, the oscillation amplitude of the shell correction energy is maximal for on–center configurations. For a given particle number $`N`$ the energy is an oscillating function of the displacement $`d`$ and many configurations at different $`d`$ values have similar energies. However, in all cases, moving the bubble all the way to the edge of the system leads to the lowest values of $`E_{sc}(N)`$. This drop in the shell correction energy as a function of $`d`$ is preceded by the highest “mountain range”. A practitioner of the
Strutinsky method might be tempted to ascribe these features to the smooth part of the total energy. One should remember however that the Strutinsky recipe requires a smearing energy $`\gamma `$, which is supposed to be chosen larger than the typical energy separation between two consecutive energy shells. In a semiclassical language, such a difference is determined by the shortest periodic orbit in the system. In the present case the length of the shortest orbit $`2(Rda)0`$, when the bubble approaches the edge of the system. This would require an ever longer smearing interval $`\gamma `$ in order to perform the Strutinsky procedure. In the absence of analytical results for this system a comparison with a simpler situation is extremely illuminating. When the inner and outer surfaces are very close one can ignore in the first approximation their curvatures and consider instead the case of matter between two infinite parallel planes. It can be shown explicitly that the shell correction energy is inversely proportional to the separation between the two surfaces , a behavior which is similar to that seen in Fig. 2. For a small bubble one can easily agree that it is more cost effective to make a hole closer to the edge, where the s.p.w.fs. are smaller. Once again, we note here the analogy with the Casimir energy . Moreover, at least qualitatively, this shortest orbit and the one diametrically opposed to it suffice to explain the pattern of “valleys” and “ridges” in Figs. 2 and 3. It is not entirely clear to us whether this final drop in the total energy could occur in a self–sustaining system. When the bubble is close to the outer surface, matter density in the region of the closest approach decreases, which in turn leads to a decrease of the self–consistent potential. In this case the square well potential model used by us becomes then inadequate. Physical systems where such configurations can nevertheless be realized are briefly mentioned at the end. In the case of a bubble with a smaller radius $`a=R/5`$ the number of level crossings is significantly smaller than in Fig. 1. As a result, the shell correction energy contour plot has less structure, see Fig. 3, and thus a system with a smaller bubble is also significantly softer.
Pairing correlations can lead to a further softening of the potential energy surface of a system with one or more bubbles. We have seen that the energy of a system with a single bubble is an oscillating function of the bubble displacement. When the energy of the system as a function of this displacement has a minimum, the Fermi level is in a relatively large gap, where the s.p. level density is very low. When the energy has a maximum, just the opposite takes place. Pairing correlations will be significant when the Fermi level occurs in a region of high s.p. level density and it is thus natural to expect that the total energy is lowered by paring correlations at “mountain tops”, and be less affected at “deep valleys”. All this ultimately leads to a further leveling of the potential energy surface. With increasing temperature the shell correction energy decreases in magnitude, but the most probable position of a bubble is still off–center. The reason in this case is however of a different nature, the “positional” entropy of such a system favors configurations with the bubble off-center, as a simple calculation shows, namely $`S_{pos}(𝐝)=2\mathrm{ln}d+\mathrm{const}`$, where $`𝐝`$ is the position vector of the center of the bubble with respect to the center of the sphere. Moreover, making more bubbles could lead to a further decrease of the free energy, even though the total energy might increase.
A system with one or several bubbles should be a very soft system. The energy to move a bubble is parametrically much smaller than any other collective mode. All other familiar nuclear collective modes for example involve at least some degree of surface deformation. For this reasons, once a system with bubbles is formed, it could serve as an extremely sensitive “measuring device”, because a weak external field can then easily perturb the positioning of the bubble(s) and produce a system with a completely different geometry. There are quite a number of systems where one can expect that the formation of bubbles is possible . Known nuclei are certainly too small and it is difficult at this time to envision a way to create nuclei as big as those predicted in Refs. . On the other hand voids, not always spherical though, can be easily conceived to exist in neutron stars . Metallic clusters with bubbles, one or more fullerenes in a liquid metal or a metallic ball placed inside a superconducting microwave resonator in order to study the ball energetics and maybe even dynamics, are all very promising candidates.
Financial support for this research was provided by DOE, the Swedish Institute and the Göran Gustafsson Foundation. We thank O. Bohigas for his lively interest and for reading the draft and making a few suggestions and S.A. Chin and H.A. Forbert for discussions.
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# Theory of Lipid Polymorphism: Application to Phosphatidylethanolamine and Phosphatidylserine
## I Introduction
Biological lipids in solution display several different lyotropic phases, and the implications this may have for biological function has been a subject of speculation for many years (Cullis et al., 1985; de Kruijff 1997). Lipid phase behavior depends upon several factors, some of which are intrinsic to the lipid architecture itself. For example, an increase in the length of the hydrocarbon tails brings about transitions from lamellar, $`L_\alpha `$, to inverted hexagonal, $`H_{II}`$, phases (Seddon, 1990), while an increase in the volume of the headgroup brings about the reverse (Gruner, 1989). Other factors regulating phase behavior are externally controlled, such as temperature, solvent concentration, and solvent pH (Hope and Cullis, 1980, Seddon et al., 1983, Bezrukov et al., 1999). It is these factors which are the focus of this paper.
Lipid phase behavior has been addressed extensively by the construction of phenomenological free energy functions which contain terms describing, inter alia, bending, hydration, and interstitial energies (Helfrich, 1973; Kirk et al., 1984; Rand and Parsegian, 1989; Kozlov et al., 1994). Such approaches, which obtain their several parameters from experimental measurement of various quantities, are quite useful, particularly in correlating phase behavior with other thermodynamic properties. Nonetheless, it would clearly be desirable to derive all thermodynamic quantities, including the phase behavior, by applying statistical mechanics to a microscopic model of the system. In addition to simplifying the description considerably, such approaches would correlate phase behavior with the the architectural properties of the lipid itself and its solvent.
Analytic, mean-field, approaches of statistical mechanics have been applied to anhydrous lipids to investigate behavior of increasing complexity. Such methods have been combined with realistic models of lipid tails to determine how the hydrocarbon chains pack in aggregates and in bilayers (Marcelja, 1974; Gruen, 1981 and 1985; Ben-Shaul et al. 1985; Fattal and Ben-Shaul, 1994). Results for the bilayer are in good agreement with molecular dynamic simulation (Heller et al., 1993). These methods have shown that in a neutral, anhydrous system, the entropy of the lipid tails always favors the $`H_{II}`$ over the $`L_\alpha `$ phase, and that a change in area per headgroup could bring about a transition between them (Steenhuizen et al., 1991).
Aggregates, such as the lipid bilayer, in the presence of solvent have also been considered within the mean-field approach applied to lattice models (Leermakers and Scheutjens, 1988). In addition to the tails, one must now model the solvent and the headgroups, and phosphatidylcholine and phosphatidylserine headgroups are among those which have been described (Meijer et al., 1994). The method is flexible and has been applied to many different systems, including bilayers with trans-membrane guest molecules (Leermakers et al., 1990). Results are quite good, with the exception that the local volume fraction of solvent inside the bilayer is rather large, several orders of magnitude greater than that observed in experiment (Jacobs and White, 1989). Lattice models, however, are not well-suited to the description of transitions between phases of different symmetry.
Recently similar methods were applied to a system of solvent and monoacyl lipid embedded in a continuous space, and the phase diagram was obtained by solving the mean-field theory exactly (Müller and Schick, 1998). It displayed both $`L_\alpha `$ and $`H_{II}`$ phases, so that the transition between them could be studied as a function of lipid architecture. The dependence of the transition on the architectural parameters, length of tail and volume of headgroup, was that observed in experiment. However, the fraction of solvent within the bilayers was again too large.
In this paper, we introduce a computationally more tractable model of a lipid than that employed by Müller and Schick, one whose hydrocarbon tails are modeled as flexible chains rather than within the rotational isomeric states framework (Flory, 1969; Mattice and Suter, 1994) employed earlier. We first study the model with an uncharged headgroup. Its phase behavior, both with respect to variations in architecture and variations in solvent concentration, is as expected, and in agreement with experiment. In particular, choosing model parameters appropriate to dioleoylphosphatidylethanolamine (DOPE), we obtain a phase diagram similar to that observed (Gawrisch et al. 1992, Kozlov et al. 1994). We extract the variation with temperature and solvent concentration of the lattice parameter of the inverted hexagonal phase, and compare it to experiment (Tate and Gruner, 1989, Rand and Fuller, 1994). The agreement is excellent. We also find that the concentration of solvent within the bilayer is vanishingly small. We then allow the headgroup to be negatively charged, introduce counter ions into the system, and include the Coulomb interaction between all charges. We show that the Coulomb repulsion between the headgroups does not tend to stabilize the $`L_\alpha `$ phase at the expense of the $`H_{II}`$, but has the opposite effect. Lastly we turn on a short-ranged interaction between charges and neutral solvent, an interaction which models the thermally averaged interaction between charges and the dipole of water. We then find that as the charge on the headgroup is turned on, the $`L_\alpha `$ phase is stabilized with respect to the $`H_{II}`$. In effect, as the charge on the headgroup increases, so too do the waters of hydration. In addition, the counter ions which are attracted to the headgroup are also enlarged by their own waters of hydration. It is the totality of these waters which effectively increases the headgroup volume and therefore stabilizes the lamellar phase.
The paper is organized as follows. In the next section, we introduce the model for the charged lipid, the solvent, and counter ions, specify all the interactions between them and set up the partition function of the system. In section III, we derive the self-consistent field theory for it. At the heart of the theory are four self-consistent equations for the electrostatic potential of the system and the three effective fields which determine the headgroup, tail, and solvent densities. One of these self-consistent conditions is simply the non-linear Poisson-Boltzmann equation. In section IV, we expand all functions of position into a complete set of functions having a specified space-group symmetry, and rewrite the self-consistent equations in terms of the coefficients of these expansions. These equations are solved numerically, and the free energies of the various phases computed. A comparison of the free energies yields the phase diagram. In Section V, we present the phase diagram for the neutral lipid as a function of temperature and one architectural parameter. We include here only the classical phases, lamellar, inverted and normal hexagonal, and inverted and normal body-centered-cubic, as well as the disordered phase. For the remainder of the section, we choose an architecture such that the anhydrous, neutral lipid orders into the $`H_{II}`$ phase. Results for the system in the presence of a neutral solvent, along with comparisons to experiment, are presented next.
In Section VI, we consider the charged lipid. We choose a water concentration such that the neutral lipid remains in the $`H_{II}`$ phase. By varying the counter ion concentration, we turn on the charge on the headgroup, and thus all Coulomb interactions, but we keep the short-ranged interaction between charges and neutral solvent set to zero. We show that the $`H_{II}`$ phase is stabilized with respect to the $`L_\alpha `$ rather than destabilized, a result completely analogous to that of polyelectrolytes (Nyrkova et al., 1994). Lastly we present our results for the case in which, in addition to the Coulomb interaction, a short-ranged interaction between charges and solvent is turned on. Here we find that the $`L_\alpha `$ is indeed stabilized with respect to the $`H_{II}`$ phase, in agreement with experiment (Hope and Cullis, 1980, Bezrukov et al., 1999).
## II The Model
We consider a system composed of charged lipids, neutral solvent, and counter ions in a volume $`V`$. There are $`n_L`$ lipids, each of which consists of a head, with volume $`v_h`$, and two equal length, completely flexible, tails each consisting of $`N`$ segments of volume $`v_t`$. Each lipid tail is characterized by a radius of gyration $`R_g=(Na^2/6)^{1/2}`$, with $`a`$ the statistical segment length. The heads carry a negative charge $`eQ_h`$. The solvent consists of $`n_s`$ neutral particles of volume $`v_s`$, while the $`n_c`$ counter ions have charge $`+e`$ and negligible volume, $`v_c=0`$. There are five dimensionless densities which totally specify the state of the system; the number density of the headgroups, $`\widehat{\mathrm{\Phi }}_h`$, of the tail segments, $`\widehat{\mathrm{\Phi }}_t`$, and of the solvent, $`\widehat{\mathrm{\Phi }}_s`$, and the charge density of the headgroups, $`e\widehat{P}_h`$, and of the counter ions, $`e\widehat{P}_c`$. They can be written as
$`\widehat{\mathrm{\Phi }}_h(𝐫)`$ $`=`$ $`v_h{\displaystyle \underset{l=1}{\overset{n_l}{}}}\delta (𝐫𝐫_l(1/2)),`$ (1)
$`\widehat{\mathrm{\Phi }}_t(𝐫)`$ $`=`$ $`v_h{\displaystyle \underset{l=1}{\overset{n_l}{}}}{\displaystyle _0^1}\delta (𝐫𝐫_l(s))𝑑s,`$ (2)
$`\widehat{\mathrm{\Phi }}_s(𝐫)`$ $`=`$ $`v_h{\displaystyle \underset{j=1}{\overset{n_s}{}}}\delta (𝐫𝐑_{s,j}),`$ (3)
$`\widehat{P}_h(𝐫)`$ $`=`$ $`v_h{\displaystyle \underset{l=1}{\overset{n_l}{}}}Q_{h,l}\delta (𝐫𝐫_l(1/2)),`$ (4)
$`\widehat{P}_c(𝐫)`$ $`=`$ $`v_h{\displaystyle \underset{i=1}{\overset{n_c}{}}}\delta (𝐫𝐑_{c,i}).`$ (5)
We have chosen $`v_h`$ as a convenient volume to make all densities dimensionless. In the above, $`𝐑_{s,j}`$ is the position of the $`j`$’th solvent particle, and $`𝐑_{c,i}`$ the position of the $`i`$’th counter ion. The configuration of the $`l`$’th lipid is described by a space curve $`𝐫_l(s)`$, where $`s`$ ranges from 0, at the end of one tail, through $`s=1/2`$ at which the head is located, to $`s=1`$, the end of the other tail. The nominal probability that the charge on the headgroup of the $`l`$’th lipid, $`eQ_{h,l}`$, is equal to $`e`$ or 0 is $`p`$ or $`1p`$ respectively. As we model the case in which charges can associate or disassociate from the headgroup, it will be necessary to average the partition function of the system with respect to the charge distribution. This corresponds to an annealed distribution in the nomenclature of Borukhov (Borukhov et al., 1998). The concentrations of lipid, solvent, and free counter ions are controlled by chemical potentials. In particular, increasing the number of free, positive, counter ions implies, by charge neutrality, an increase in the negative charge on the headgroups, and thus corresponds to an increase in the pH of the system.
The interactions among these elements are as follows. First there is a repulsive, contact interaction between headgroup and tail segments, and also between solvent and tail segments. The strength of the interaction is $`kTv_h\chi `$, where $`k`$ is Boltzmann’s constant and $`T`$ the absolute temperature. Second there is the Coulomb interaction between all charges. The dielectric constant of the solvent is denoted $`ϵ`$. Finally there is a contact interaction between all charges and the neutral solvent whose strength is $`kTv_h\lambda `$. This is to model the short-ranged, thermally averaged, interaction between charges and the dipole of water, an attractive interaction which decreases like $`r^4`$ and is of strength $`e^2u^2/6ϵ^2kT`$, where $`u`$ is the dipole moment of water (Israelachvili, 1985). Thus the energy per unit volume of the system, $`E/V`$, can be written
$`{\displaystyle \frac{v_h}{kT}}{\displaystyle \frac{E}{V}}[\widehat{\mathrm{\Phi }}_h,\widehat{\mathrm{\Phi }}_t,\widehat{\mathrm{\Phi }}_s,\widehat{P}_h,\widehat{P}_c]`$ $`=`$ $`2\chi N{\displaystyle \frac{d𝐫}{V}[\widehat{\mathrm{\Phi }}_h(𝐫)+\widehat{\mathrm{\Phi }}_s(𝐫)]\widehat{\mathrm{\Phi }}_t(𝐫)}`$ (8)
$`+{\displaystyle \frac{\beta ^{}}{8\pi }}{\displaystyle \frac{d𝐫}{V}\frac{d𝐫^{}}{R_g^2}[\widehat{P}_h(𝐫)+\widehat{P}_c(𝐫)]\frac{1}{|𝐫𝐫^{}|}[\widehat{P}_h(𝐫^{})+\widehat{P}_c(𝐫^{})]}`$
$`\lambda {\displaystyle \frac{d𝐫}{V}\widehat{\mathrm{\Phi }}_s(𝐫)[\widehat{P}_c(𝐫)\widehat{P}_h(𝐫)]},`$
where
$$\beta ^{}\frac{4\pi e^2R_g^2}{v_hϵkT}$$
(9)
is a dimensionless measure of the strength of the Coulomb interaction. The grand partition function (Matsen, 1995) of the system is
$`𝒵`$ $`=`$ $`{\displaystyle \underset{n_l,n_c,n_s}{}}{\displaystyle \frac{z_l^{n_l}z_c^{n_c}z_s^{n_s}}{n_l!n_c!n_s!}}{\displaystyle \underset{l=1}{\overset{n_l}{}}\stackrel{~}{𝒟}𝐫_l\stackrel{~}{𝒟}Q_{h,l}\underset{i=1}{\overset{n_c}{}}d𝐑_{c,i}\underset{j=1}{\overset{n_s}{}}d𝐑_{s,j}}`$ (10)
$`\times `$ $`\mathrm{exp}\left\{E[\widehat{\mathrm{\Phi }}_h,\widehat{\mathrm{\Phi }}_t,\widehat{\mathrm{\Phi }}_s,\widehat{P}_h,\widehat{P}_c]/kT\right\}\delta (1\widehat{\mathrm{\Phi }}_h\gamma _s\widehat{\mathrm{\Phi }}_s\gamma _t\widehat{\mathrm{\Phi }}_t).`$ (11)
Here $`\stackrel{~}{𝒟}𝐫_l`$ denotes a functional integral over the possible configurations of the $`l`$’th lipid and in which, in addition to the Boltzmann weight, the path is weighted by the factor $`𝒫[𝐫_{t,l}(s);0,1],`$ with
$$𝒫[𝐫,s_1,s_2]=𝒩\mathrm{exp}\left[\frac{1}{8R_g^2}_{s_1}^{s_2}𝑑s|\frac{d𝐫(s)}{ds}|^2\right],$$
(12)
with $`𝒩`$ an unimportant normalization constant. The notation $`\stackrel{~}{𝒟}Q_{h,l}`$ denotes an integral over the probability distribution of the charge on the headgroup of the $`l`$’th lipid. We have enforced an incompressibility constraint on the system with the aid of the delta function $`\delta (1\widehat{\mathrm{\Phi }}_h\gamma _s\widehat{\mathrm{\Phi }}_s\gamma _t\widehat{\mathrm{\Phi }}_t)`$, where $`\gamma _s=v_s/v_h`$, and $`\gamma _t=2Nv_t/v_h`$. The latter parameter is the lipid architectural parameter. The relative volume of the headgroup with respect to that of the entire molecule is $`1/(1+\gamma _t)`$.
The model is now completely defined. The solvent is specified by $`\gamma _s`$, its volume per particle relative to that of the headgroup, and the architecture of the lipid is characterized by $`\gamma _t`$. There are three interactions, hydrophobic-hydrophilic, charge-charge, and charge-solvent, whose strengths are given by $`\chi `$, $`\beta ^{}`$, and $`\lambda `$ respectively. The external parameters are the temperature, conveniently specified in terms of a dimensionless temperature $`T^{}(2\chi N)^1`$, the fugacity of the solvent, $`z_s`$, and the fugacity of the free counter ions, $`z_c`$, which, by charge neutrality, controls the charge on the lipid headgroups. The characteristic length in the system is the radius of gyration, $`R_g`$. In the next two sections we derive the self consistent field theory for the model, first in real space, and then in the following section, in Fourier space.
## III Theory: real space
Evaluation of the partition function of Eq. 10 is difficult because the interactions are products of densities, each of which depends on the specific coordinates of one of the elements of the system. This dependence is eliminated in a standard way. We illustrate it on $`\widehat{\mathrm{\Phi }}_h(𝐫)`$ which, from its definition in Eq. 1, depends on the coordinates of the headgroup, $`𝐫_l(1/2)`$. One introduces into the partition function the identity
$`1`$ $`=`$ $`{\displaystyle 𝒟\mathrm{\Phi }_h\delta (\mathrm{\Phi }_h\widehat{\mathrm{\Phi }}_h)},`$ (13)
$`=`$ $`{\displaystyle 𝒟\mathrm{\Phi }_h𝒟W_h\mathrm{exp}\left\{\frac{1}{v_h}W_h(𝐫)[\mathrm{\Phi }_h(𝐫)\widehat{\mathrm{\Phi }}_h(𝐫)]𝑑𝐫\right\}},`$ (14)
in which $`\mathrm{\Phi }_h(𝐫)`$ does not depend on any specific coordinates of one of the elements of the system, but is simply a function of $`𝐫`$. The integration on $`W_h`$ extends up the imaginary axis. Inserting such identities for the five densities $`\widehat{\mathrm{\Phi }}_h`$, $`\widehat{\mathrm{\Phi }}_t`$, $`\widehat{\mathrm{\Phi }}_s`$, $`\widehat{P}_h`$, and $`\widehat{P}_c`$, and a similar identity for the delta function expressing the incompressibility condition, one rewrites the partition function, Eq. 10, as
$`𝒵`$ $`=`$ $`{\displaystyle 𝒟\mathrm{\Phi }_h𝒟W_h𝒟\mathrm{\Phi }_t𝒟W_t𝒟\mathrm{\Phi }_s𝒟W_s𝒟P_h𝒟U_h𝒟P_c𝒟U_c𝒟\mathrm{\Xi }}`$ (15)
$`\times `$ $`\mathrm{exp}\{z_l𝒬_l[W_h,W_t,U_h]+z_c𝒬_c[U_c]+z_s𝒬_s[W_s]E[\mathrm{\Phi }_h,\mathrm{\Phi }_t,\mathrm{\Phi }_s,P_h,P_c]/kT\}`$ (16)
$`\times `$ $`\mathrm{exp}\left\{{\displaystyle \frac{1}{v_h}}{\displaystyle \left[W_h\mathrm{\Phi }_h+W_t\mathrm{\Phi }_t+W_s\mathrm{\Phi }_s+U_hP_h+U_cP_c+\mathrm{\Xi }(1\mathrm{\Phi }_h\gamma _s\mathrm{\Phi }_s\gamma _t\mathrm{\Phi }_t)\right]𝑑𝐫}\right\},`$ (17)
where
$$𝒬_l[W_h,W_t,U_h]=\stackrel{~}{𝒟}𝐫_l\stackrel{~}{𝒟}Q_h\mathrm{exp}\left\{W_h(𝐫_l(1/2))+Q_hU_h(𝐫_l(1/2))_0^1𝑑sW_t(𝐫_l(s))\right\},$$
(18)
is the partition function of a single lipid in external fields $`W_h`$, $`W_t`$, and $`U_h`$,
$$𝒬_c[U_c]=𝑑𝐑_c\mathrm{exp}[U_c(𝐑_c)],$$
(19)
is the partition function of a single counter ion of unit positive charge in an external potential $`U_c`$, and
$$𝒬_s[W_s]=𝑑𝐑_s\mathrm{exp}[W_s(𝐑_s)],$$
(20)
is the partition function of a single solvent particle in the external field $`W_s`$. It is convenient to shift the zero of all chemical potentials so that $`z_l1/v_h`$, $`z_cz_c/v_h`$, and $`z_sz_s/v_h`$. The partition function, Eq. 15, can then be written in the form
$$𝒵=𝒟\mathrm{\Phi }_h𝒟W_h𝒟\mathrm{\Phi }_t𝒟W_t𝒟\mathrm{\Phi }_s𝒟W_s𝒟P_h𝒟U_h𝒟P_c𝒟U_c𝒟\mathrm{\Xi }\mathrm{exp}[\mathrm{\Omega }/kT],$$
(21)
with
$`{\displaystyle \frac{v_h}{kTV}}\mathrm{\Omega }`$ $`={\displaystyle \frac{𝒬_l[W_h,W_t,U_h]}{V}}z_c{\displaystyle \frac{𝒬_c[U_c]}{V}}z_s{\displaystyle \frac{𝒬_s[W_s]}{V}}+{\displaystyle \frac{v_h}{kTV}}E[\mathrm{\Phi }_h,\mathrm{\Phi }_t,\mathrm{\Phi }_s,P_h,P_c]`$ (22)
$``$ $`{\displaystyle \frac{d𝐫}{V}[W_h\mathrm{\Phi }_h+W_t\mathrm{\Phi }_t+W_s\mathrm{\Phi }_s+U_hP_h+U_cP_c+\mathrm{\Xi }(1\mathrm{\Phi }_h\gamma _s\mathrm{\Phi }_s\gamma _t\mathrm{\Phi }_t)]}.`$ (23)
No approximations have been made to this point. What has been accomplished is a rewriting of the partition function from a form, Eq 10, in which all entities interact directly with one another, to a form, Eqs. 21 and 22, in which they interact indirectly with one another via fluctuating fields. Although the integrals in Eq. 21 over $`\mathrm{\Phi }_h,\mathrm{\Phi }_t,\mathrm{\Phi }_s,P_h,P_c`$ and $`\mathrm{\Xi }`$ could all be carried out, as they are no worse than Gaussian, the integrals over the fields $`W_h,W_t,W_s,U_h,`$ and $`U_c`$ cannot. Therefore we employ the self-consistent field theory in which we replace the integral in Eq. 21 by its integrand evaluated at its extremum. The values of $`W_h`$, $`\mathrm{\Phi }_h`$, etc. which satisfy the extremum conditions will be denoted by the corresponding lower case letters $`w_h`$, and $`\varphi _h`$, etc. The equations which determine them are six self-consistent equations for the six fields $`w_h`$, $`w_t`$, $`w_s`$, $`u_h`$, $`u_c`$, and $`\xi `$. They are
$`w_h(𝐫)`$ $`=`$ $`2\chi N\varphi _t(𝐫)+\xi (𝐫)`$ (24)
$`w_t(𝐫)`$ $`=`$ $`2\chi N(\varphi _h(𝐫)+\varphi _s(𝐫))+\gamma _t\xi (𝐫)`$ (25)
$`w_s(𝐫)`$ $`=`$ $`2\chi N\varphi _t(𝐫)\lambda (\rho _c(𝐫)\rho _h(𝐫))+\gamma _s\xi (𝐫)`$ (26)
$`u(𝐫)`$ $``$ $`{\displaystyle \frac{u_h(𝐫)+u_c(𝐫)}{2}}`$ (27)
$`=`$ $`{\displaystyle \frac{\beta ^{}}{4\pi }}{\displaystyle \frac{d𝐫^{}}{R_g^2}\frac{\rho _h(𝐫^{})+\rho _c(𝐫^{})}{|𝐫𝐫^{}|}}`$ (28)
$`u_s(𝐫)`$ $``$ $`{\displaystyle \frac{u_h(𝐫)u_c(𝐫)}{2}}`$ (29)
$`=`$ $`\lambda \varphi _s(𝐫)`$ (30)
$`1`$ $`=`$ $`\varphi _h(𝐫)+\gamma _t\varphi _t(𝐫)+\gamma _s\varphi _s(𝐫).`$ (31)
As the field $`\xi `$ is easily eliminated, the six equations readily reduce to five. The simplicity of Eq. 29 reduces this, in practice, to a set of four equations. The five densities $`\varphi _h`$, $`\varphi _t`$, $`\varphi _s`$, $`\rho _h`$, and $`\rho _c`$ are functionals of all of the above fields except $`\xi `$, and therefore close the cycle of self-consistent equations:
$`\varphi _h(𝐫)[w_h,w_t,u_h]`$ $`=`$ $`{\displaystyle \frac{\delta 𝒬_l[w_h,w_t,u_h]}{\delta w_h(𝐫)}}`$ (32)
$`\varphi _t(𝐫)[w_h,w_t,u_h]`$ $`=`$ $`{\displaystyle \frac{\delta 𝒬_l[w_h,w_t,u_h]}{\delta w_t(𝐫)}}`$ (33)
$`\varphi _s(𝐫)[w_s]`$ $`=`$ $`z_s{\displaystyle \frac{\delta 𝒬_s[w_s]}{\delta w_s(𝐫)}}`$ (34)
$`=`$ $`z_s\mathrm{exp}[w_s(𝐫)]`$ (35)
$`\rho _h(𝐫)[w_h,w_t,u_h]`$ $``$ $`{\displaystyle \frac{\delta 𝒬_l[w_h,w_t,u_h]}{\delta u_h(𝐫)}}`$ (36)
$`\rho _c(𝐫)[u_c]`$ $`=`$ $`{\displaystyle \frac{\delta 𝒬_c[u_c]}{\delta u_c(𝐫)}}`$ (37)
$`=`$ $`z_c\mathrm{exp}[u_c(𝐫)]`$ (38)
The density $`\varphi _h(𝐫)`$ is simply the expectation value of $`\widehat{\mathrm{\Phi }}_h(𝐫)`$ in the single lipid ensemble. Similar interpretations follow for the other densities. Note that one of the self-consistent equations, Eq. 27, is simply the non-linear Poisson-Boltzmann equation, and $`u(𝐫)`$ the electric potential.
With the aid of the above equations, the mean-field free energy, $`\mathrm{\Omega }_{mf}`$, which is the free energy function of Eq. 22 evaluated at the mean-field values of the densities and fields, can be put in the form
$`\mathrm{\Omega }_{mf}`$ $`=`$ $`{\displaystyle \frac{kT}{v_h}}\left(𝒬_l[w_h,w_t,u_h]+z_c𝒬_c[u_c]+z_s𝒬_s[w_s]\right)+E[\varphi _h,\varphi _t,\varphi _s,\rho _h,\rho _c],`$ (39)
$`=`$ $`kT(n_l+n_c+n_s)+E[\varphi _h,\varphi _t,\varphi _s,\rho _h,\rho _c],`$ (40)
with $`E`$ given by Eq. 8. The thermodynamic potential, $`\mathrm{\Omega }`$, is that appropriate to an incompressible system calculated in the grand ensemble; the negative of the osmotic pressure multiplied by the volume. Thus the above equation states that the osmotic pressure is the sum of the ideal, partial osmotic pressures plus a correction due to the interactions. Within mean field theory, this correction is simply the energy per unit volume of the system.
We now specify that the charges in the system can associate with or disassociate from the headgroup in response to the local electrostatic potential. This implies that the partition function of a single lipid, $`𝒬_l`$ is to be averaged over the nominal charge distribution that $`Q_h=1`$ with probability $`p`$, and $`Q_h=0`$ with probability $`1p`$ (Borukhov et al., 1998). The consequence of this averaging is that $`𝒬_l[w_h,w_t,u_h]`$ of Eq. 18 becomes
$$𝒬_l[w_{h,eff},w_t]=\stackrel{~}{𝒟}𝐫_l\mathrm{exp}\left\{w_{h,eff}(𝐫_l(1/2))_0^1𝑑sw_t(𝐫_l(s))\right\},$$
(41)
where
$`w_{h,eff}(𝐫)`$ $``$ $`w_h(𝐫)\mathrm{ln}{\displaystyle \stackrel{~}{𝒟}Q_h\mathrm{exp}[Q_hu_h(𝐫)]}`$ (42)
$`=`$ $`w_h(𝐫)\mathrm{ln}[1+p(\mathrm{exp}[u_h(𝐫)]1)].`$ (43)
Although this appears to introduce an unknown parameter $`p`$ into the problem, the condition of charge neutrality,
$$𝑑𝐫[\rho _h(𝐫)+\rho _c(𝐫)]=0,$$
(44)
relates this parameter to the fugacity of the counter ions, $`z_c`$. In practice, we use this fugacity to control the pH and the amount of charge on the lipids.
There remains only to specify how the single-lipid partition function is obtained. One defines the end-segment distribution function
$$q(𝐫,s)=𝒟𝐫_l(s)\delta (𝐫𝐫_l(s))\mathrm{exp}\left\{_0^s𝑑t\left(\left[\frac{1}{8R_g^2}|\frac{d𝐑(t)}{dt}|^2\right]+w_{h,eff}(𝐫_l(t))\delta (t1/2)+w_t(𝐫_l(t))\right)\right\},$$
(45)
which satisfies the equation
$$\frac{q(𝐫,s)}{s}=2R_g^2^2q(𝐫,s)[w_{h,eff}(𝐫)\delta (s1/2)+w_t(𝐫)]q(𝐫,s),$$
(46)
with initial condition
$$q(𝐫,0)=1.$$
(47)
The partition function of the lipid is then
$$𝒬_l=𝑑𝐫q(𝐫,1).$$
(48)
From this expression for the single-lipid partition function and Eqs. 32, 33, and 36, one obtains expressions for the local density of the lipid heads
$$\varphi _h(𝐫)=\mathrm{exp}[w_{h,eff}(𝐫)]q(𝐫,\frac{1}{2})q(𝐫,\frac{1}{2}),$$
(49)
of the lipid tails
$$\varphi _t(𝐫)=_0^1𝑑sq(𝐫,s)q(𝐫,1s)$$
(50)
and of the charge density on the lipid heads
$$\rho _h(𝐫)=\frac{p\mathrm{exp}[u_h(𝐫)]}{1+p(\mathrm{exp}[u_h(𝐫)]1)}\varphi _h(𝐫).$$
(51)
To summarize: there are four self-consistent equations to be solved for the fields $`w_h`$, $`w_t`$, $`w_s`$, and electrostatic potential $`u`$. These equations, obtained from simple algebraic manipulation of Eqs. 24 to 31, can be taken to be
$`\gamma _tw_h(𝐫)w_t(𝐫)`$ $`=`$ $`2\chi N[\gamma _t\varphi _t(𝐫)\varphi _h(𝐫)\varphi _s(𝐫)],`$ (52)
$`\gamma _sw_h(𝐫)w_s(𝐫)`$ $`=`$ $`2\chi N(\gamma _s1)\varphi _t(𝐫)+\lambda (\rho _c(𝐫)\rho _h(𝐫)),`$ (53)
$`1`$ $`=`$ $`\varphi _h(𝐫)+\gamma _t\varphi _t(𝐫)+\gamma _s\varphi _s(𝐫),`$ (54)
$`R_g^2^2u(𝐫)`$ $`=`$ $`\beta ^{}(\rho _h(𝐫)+\rho _c(𝐫)).`$ (55)
Note that we have chosen here to write the Poisson-Boltzmann equation, Eq. 27, in its local, rather than its integral form. When the four fields are known, the corresponding densities follow from Eqs. 35, 38, 49, 50, and 51.
Rather than attempt to solve these equations in real space, a difficult task for the periodic phases in which we are interested such as $`H_{II}`$, we recast the equations in a form which makes straightforward their solution for a phase of arbitrary space-group symmetry (Matsen and Schick, 1994).
## IV Theory: Fourier Space
We note that the fields, densities, and the end point distribution function depend only on one coordinate $`𝐫`$. Therefore in an ordered phase, these functions reflect the space-group symmetry of that phase. To make this symmetry manifest in the solution, we expand all functions of position in a complete, orthonormal, set of functions, $`f_i(𝐫),i=1,2,3\mathrm{}`$, each of which have the desired space group symmetry; e.g.
$`\varphi _h(𝐫)`$ $`=`$ $`{\displaystyle \underset{i}{}}\varphi _{h,i}f_i(𝐫),`$ (56)
$`\delta _{i,j}`$ $`=`$ $`{\displaystyle \frac{1}{V}}{\displaystyle 𝑑𝐫f_i(𝐫)f_j(𝐫)}.`$ (57)
Furthermore we choose the $`f_i(𝐫)`$ to be eigenfunctions of the Laplacian
$$^2f_i(𝐫)=\frac{\lambda _i}{D^2}f_i(𝐫),$$
(58)
where $`D`$ is a length scale for the phase. The functions for the lamellar phase are clear. They can be taken to be
$`f_1(𝐫)`$ $`=`$ $`1,`$ (59)
$`f_i(𝐫)`$ $`=`$ $`\sqrt{2}\mathrm{cos}[2\pi (i1)x/D],i2,`$ (60)
Expressions for the unnormalized basis functions for other space-group symmetries can be found in X-ray tables (Henry and Lonsdale, 1969) as they are intimately related to the Bragg peaks. In the tables cited, those for the hexagonal phase, space group (p6m) can be found on page 372, and that of the bcc phase, space group (Im3m) on page 524.
The four self-consistent equations become
$`\gamma _tw_{h;i}w_{t;i}`$ $`=`$ $`2\chi N[\gamma _t\varphi _{t;i}\varphi _{h;i}\varphi _{s;i}],`$ (61)
$`\gamma _sw_{h;i}w_{s;i}`$ $`=`$ $`2\chi N(\gamma _s1)\varphi _{t;i}+\lambda (\rho _{c;i}\rho _{h;i}),`$ (62)
$`\delta _{1,i}`$ $`=`$ $`\varphi _{h;i}+\gamma _t\varphi _{t;i}+\gamma _s\varphi _{s;i},`$ (63)
$`{\displaystyle \frac{\lambda _iR_g^2}{D^2}}u_i`$ $`=`$ $`\beta ^{}(\rho _{h;i}+\rho _{c;i})`$ (64)
To obtain the partition functions and densities, we proceed as follows. For any function $`G(𝐫)`$, we can define a symmetric matrix
$$(G)_{ij}\frac{1}{V}f_i(𝐫)G(𝐫)f_j(𝐫)𝑑𝐫$$
(65)
Note that $`(G)_{1i}=(G)_{i1}=G_i`$, the coefficient of $`f_i(𝐫)`$ in the expansion of $`G(𝐫)`$. Matrices corresponding to functions of $`G(𝐫)`$, such as
$$\left(e^G\right)_{ij}\frac{1}{V}f_i(𝐫)e^{G(𝐫)}f_j(𝐫)d(𝐫),$$
(66)
are evaluated by making an orthogonal transformation which diagonalizes $`(G)_{ij}`$. With this definition, Eqs. 35 and 38 yield the solvent density and counter ion charge density
$`\varphi _{s;i}`$ $`=`$ $`z_s\left(e^{w_s}\right)_{i,1},`$ (67)
$`\rho _{c;i}`$ $`=`$ $`z_c\left(e^{u_c}\right)_{i,1},`$ (68)
$`=`$ $`z_c\left(e^{(uu_s)}\right)_{i,1}.`$ (69)
To obtain the remaining densities, we need the end-point distribution function. From Eq. 46 we obtain
$`{\displaystyle \frac{dq_i(s)}{ds}}`$ $`=`$ $`{\displaystyle \underset{j}{}}[A_{ij}+(w_{h,eff})_{ij}\delta (s1/2)]q_j(s),`$ (71)
$`A_{ij}`$ $`=`$ $`{\displaystyle \frac{2R_g^2}{D^2}}\lambda _i\delta _{ij}+(w_t)_{ij},`$ (72)
with initial condition $`q_i(0)=\delta _{i,1}`$. The solution of this equation is
$`q_i(s)`$ $`=`$ $`\left(e^{As}\right)_{i,1},\mathrm{if}s<1/2`$ (73)
$`=`$ $`{\displaystyle \underset{j}{}}\left(e^{w_{h,eff}}\right)_{ij}\left(e^{A/2}\right)_{j,1},s=1/2`$ (74)
$`=`$ $`{\displaystyle \underset{j,k}{}}\left(e^{A(s1/2)}\right)_{i,j}\left(e^{w_{h,eff}}\right)_{jk}\left(e^{A/2}\right)_{k,1},s>1/2.`$ (75)
From this, the remaining densities follow from Eqs. 49, 50, and 51:
$`\varphi _{h;i}`$ $`=`$ $`{\displaystyle \underset{jkl}{}}\left(e^{w_{h,eff}}\right)_{ij}\mathrm{\Gamma }_{jkl}q_k({\displaystyle \frac{1}{2}})q_l({\displaystyle \frac{1}{2}}),`$ (76)
$`\varphi _{t;i}`$ $`=`$ $`{\displaystyle _0^1}𝑑s{\displaystyle \underset{jk}{}}\mathrm{\Gamma }_{ijk}q_j(s)q_k(1s),`$ (77)
$`\rho _{h;i}`$ $`=`$ $`{\displaystyle \underset{j}{}}\left({\displaystyle \frac{pe^{u_h}}{1+p(e^{u_h}1)}}\right)_{i,j}\varphi _{h;j},`$ (78)
with
$$\mathrm{\Gamma }_{ijk}\frac{1}{V}f_i(𝐫)f_j(𝐫)f_k(𝐫).$$
(79)
The mean-field free energy, Eq. 40, takes the form
$$\mathrm{\Omega }_{mf}=\frac{kTV}{v_h}(\varphi _{t;1}+\varphi _{s;1}+\rho _{c;1})+E,$$
(80)
with the mean-field energy being given by
$$E=\frac{kTV}{v_h}\underset{i}{}[2\chi N(\varphi _{h;i}+\varphi _{s;i})\varphi _{t;i}+\frac{1}{2}(\rho _{h;i}+\rho _{c;i})u_i\lambda (\rho _{c;i}\rho _{h;i})\varphi _{s;i}].$$
(81)
We have expressed the Coulomb energy as a product of the charge densities and electrostatic potential. Note that this free energy still depends parametrically on $`D`$, the length scale of the phase, so that the value of $`D`$ which minimizes it must be determined. Once this is done, we compare the free energies obtained for phases of different space-group symmetry, and thereby determine the phase diagram of our model lipid system.
The infinite set of self-consistent equations, Eqs. 61 to 64 must be truncated in order to be solved numerically. We have employed up to 50 basis functions. This truncation is sufficient to ensure, for $`T^{}>0.03`$ and $`1/(1+\gamma _t)<0.66`$, an accuracy of $`10^4`$ in the free energy $`v_h\mathrm{\Omega }_{mf}/kTV`$. As noted, one must also determine the length scale which minimizes the free energy. This is usually straightforward as there is a single well-defined minimum for a phase of given symmetry at given thermodynamic parameters; temperature, and chemical potentials. Were there more than one minimum, this would reflect a tendency for the system to phase separate into two phases with the same non-trivial space-group symmetry, an extremely unusual occurrence. The single minimum that one finds normally is sharp, that is, the free energy varies rather rapidly with $`D`$. Only in cases in which phases are greatly swollen is the minimum extremely shallow and difficult to locate.
## V Results: The Neutral Lipid
We first apply our method to a neutral lipid. We show here the phase behavior of the neutral lipid, in the absence and in the presence of solvent. Figure 1 shows the phase diagram of the pure lipid as a function of the dimensionless temperature $`T^{}`$, and the architecture of the lipid. The latter is characterized by the single parameter $`1/(1+\gamma _t)`$ which is the relative volume of the headgroup to that of the entire lipid. It is analogous to, but not the same as, the single parameter used by Israelachvili to characterize the geometry of lipids (Israelachvili, 1985). Shown are the lamellar phase, $`L_\alpha `$, the normal and inverted hexagonal phases, $`H_I`$ and $`H_{II}`$, and the normal and inverted body-centered cubic phases $`bcc_I`$ and $`bcc_{II}`$. The occurrence of bicontinuous phases will be discussed in a later paper.
One sees that the phase behavior is reasonable and in accord with packing considerations; as the headgroup increases in volume, the system passes through a series of phases from the inverted ones with most curvature, through the lamellar phase, to the normal ones of most curvature. We also note that as the temperature increases, the lamellar phase becomes unstable to one or the other of the hexagonal phases. This is very clear for the $`H_I`$ phase, less so for the $`H_{II}`$ phase, but is true for the latter over much of the temperature range as the slope of the $`L_\alpha /H_{II}`$ phase boundary is slightly positive below $`T^{}`$ of about 0.045. This transition with temperature is well known in the analogous case of diblock copolymers (Leibler, 1980). In order to model a lipid which, like phosphatidylserine, adopts the $`H_{II}`$ configuration when essentially neutral (Cullis et al. 1985, Bezrukov et al., 1999), we have chosen $`1/(1+\gamma _t)=0.24`$ in our subsequent studies. For comparison, the value appropriate for DOPE, calculated from the molecular volumes in the literature (Rand and Fuller, 1994) is $`0.254`$. For the convenience of the reader interested in carrying out similar calculations, we present in Table I the values of the first three non-trivial Fourier components of the headgroup density $`\varphi _h(𝐫)`$, the lattice parameter $`D/R_g`$, and the free energy $`\mathrm{\Omega }_{mf}v_h/kTV`$ for the $`L_\alpha `$, $`H_{II}`$ and $`bcc_{II}`$ phases at $`T^{}=0.04`$. We note, in passing, that the relative intensities of X-ray Bragg peaks can be determined directly from the Fourier components of the various densities with which they are associated.
The effect on this neutral lipid of the addition of a solvent of small volume, characterized by $`\gamma _s=v_s/v_h=0.1`$, close to the value of $`0.096`$ (Rand and Fuller, 1994; Kozlov et al., 1994) appropriate to water and a phosphatidylethanolamine headgroup, is shown in Fig. 2. There is a lamellar phase at small solvent volume fractions and low temperatures. This phase becomes unstable with respect to the $`H_{II}`$ phase which envelops it at higher temperatures. There is a large region of two-phase coexistence between the ordered lipid-rich phases and an almost pure solvent phase. These features are reasonable, and are observed in the systems of aqueous dialkyl didodecylphosphatidylethanolamine and of diacyl diarachinoylphosphatidylethanolamine (Seddon et al, 1984). Of particular interest is that we find a small temperature region of re-entrant hexagonal-lamellar-hexagonal transitions, an unusual feature which has been observed in DOPE (Gawrisch et al. 1992, Kozlov et al. 1994). As a consequence, there is an azeotrope at which the transition between lamellar and hexagonal phases occurs without a change in the concentration of water. We have used the coordinates of this point, $`T^{}=0.06`$ and $`\varphi _s=1.42`$, denoted $`T_0`$ and $`(\varphi _s)_0`$, to normalize the temperature and solvent-density axes. There is a small region of $`bcc_{II}`$ in our phase diagram. Again, the possible occurrence of bicontinuous phases will be examined in a later publication. The uncertainty in the temperature of the phase boundaries, $`\delta T/T`$ introduced by the truncation of the number of basis functions, is approximately $`2\times 10^3`$.
As the volume fraction of water is increased, we find that the period of all structures increases, as is expected. In Fig. 3, we compare experimental results on DOPE taken in the inverted hexagonal phase at a temperature $`T=22^{}C`$, just above that of the azeotrope (Rand and Fuller, 1994), to our values calculated just above the azeotrope. Knowing the molecular weight of DOPE, we convert the volume fraction of solvent, $`\gamma _s\varphi _s`$, which occurs in the calculation, to the experimental variable of weight fraction of water. The lattice parameter of the hexagonal phase in the calculation, however, is measured in units of the radius of gyration of either lipid tail. What value should be taken to model DOPE is unknown. Hence we have used in the comparison the lattice parameter $`D`$, in units of $`D_0`$, the lattice parameter at the azeotrope. The agreement is excellent.
An effective value of the radius of gyration can be defined as that value which brings agreement between the calculated and measured lattice parameters. As the former, at the azeotrope, is $`D(T_0)D_0=4.79R_g^0`$, and the latter is 58.9Å (Rand and Fuller, 1994), the equivalent radius of gyration at the temperature of the azeotrope, $`R_g^0`$, is 12.3Å for a single tail, not unreasonable when compared to the extended length of a single chain of DOPE which is approximately 26Å.
As the temperature of the system is lowered, the period of all structures increases, which is due to the lengthening of the tails as their entropy decreases. We would again like to compare our results with those of the DOPE system. In order to do so, we must address the temperature dependence of the radius of gyration, $`R_g`$, which appears in the theory, and which is not given a priori. Because the model chain is flexible, the radius of gyration is related to the mean square end-to-end distance, $`\overline{R}`$, by a numerical constant, $`R_g=\overline{R}/\sqrt{6}`$, so their dependence on temperature is the same. To compare our results to DOPE, we shall assume that the temperature dependence of the radius of gyration which appears in the calculation is the same as that given for lipid chains by the Rotational Isomeric States Model, a model which describes the properties of such chains very well (Flory, 1969; Mattice and Suter, 1994). Thus we assume
$$R_g(T)=c\left(\frac{1<\mathrm{cos}\varphi >}{1+<\mathrm{cos}\varphi >}\right)^{1/2},$$
(82)
where the angle $`\varphi `$ takes the values $`180^{}`$ and $`\pm 70^{}`$ corresponding to $`trans`$, $`gauche^+`$ and $`gauche^{}`$ configurations, and $`c`$ is a constant. The statistical average of $`\mathrm{cos}\varphi `$ is
$$<\mathrm{cos}\varphi >=\frac{\mathrm{cos}(180^{})+\sigma \mathrm{cos}(70^{})+\sigma \mathrm{cos}(70^{})}{1+2\sigma }$$
(83)
with $`\sigma =\mathrm{exp}(T_{rism}/T)`$ and $`T_{rism}=280.25^{}`$K. From the behavior with temperature of $`R_g(T)`$, the lattice parameter, $`D(T)`$, at any temperature can be obtained from
$$\frac{D(T)}{D(T_0)}=\frac{[D(T)/R_g(T)]}{[D(T_0)/R_g(T_0)]}\frac{R_g(T)}{R_g(T_0)}.$$
(84)
Again, it is the factor $`D(T)/R_g(T)`$ which occurs naturally in the calculation.
A comparison of the experimentally measured (Tate and Gruner, 1989) and theoretically calculated lattice parameters vs. temperature is shown in Fig. 4. In part (a), the variation of the parameter of the $`H_{II}`$ is shown at two different lipid weight fractions. The agreement is very good. In part (b), the comparison is made of the $`H_{II}`$ and $`L_\alpha `$ parameters along the coexistence with excess water. Note that this comparison is a much more stringent test, for it requires not only that the dependence of the lattice parameters on solvent concentration and on temperature be reproduced well by the calculation, but also that the phase boundaries be given well. Considering these requirements, the agreement is rather good. It should be noted that the agreement in 4(b)does not depend on the exact temperature of the triple point, which is difficult to locate precisely, but only on the existence of stable $`H_{II}`$ and $`L_\alpha `$ phases which coexist with excess water.
As seen in Fig. 4(b), the lattice parameter of the $`H_{II}`$ phase is much larger than that of the $`L_\alpha `$ at the triple point. This is due to the coexistence with excess solvent, which swells the hexagonal cores, but which is only weakly present between the lamellae. In contrast, when the lamellar and hexagonal phases are only in two-phase coexistence with one another and there is no excess solvent, the hexagonal phase in general has a smaller lattice parameter than the coexisting lamellar phase, as shown in Fig. 5. This is due to the fact that over almost all of their coexistence region, the $`H_{II}`$ phase has a smaller volume fraction of solvent than does the $`L_\alpha `$ phase, as can be seen from the phase diagram of Fig. 2. Only over the re-entrant region, which occurs as the triple point is approached, does this balance shift. This shift in the relative size of the latter parameters through the re-entrant region is in agreement with experiment (Kozlov et al., 1994).
It is of interest to determine if any one effect can be said to drive the transition from the $`H_{II}`$ to $`L_\alpha `$ phase in the neutral system. To this end we examine the individual terms in the thermodynamic potentials per unit volume $`\mathrm{\Omega }_{mf}v_h/kTV=Ev_h/kTVS_lv_h/kV(S_sv_h/kV+\varphi _s\mathrm{ln}z_s)`$ of the $`L_\alpha `$ and $`H_{II}`$ phases as the transition is crossed by increasing the solvent fugacity, $`z_s`$, at constant temperature $`T/T_0=0.67`$. In Table II we show the contributions to the free energy per unit volume of the $`L_\alpha `$ phase and that of the $`H_{II}`$ phase coming from the interaction energy, $`Ev_h/kTV`$, the lipid tails, $`S_lv_h/kV`$, and the solvent $`S_sv_h/kV\varphi _s\mathrm{ln}z_s.`$ All contributions are evaluated at the transition itself, which occurs at $`z_s3.14`$, and are measured with respect to the free energy per unit volume of the disordered phase. We also show the difference in the contribution of each term to the free energies of each phase, and the derivative of this difference with respect to the solvent fugacity. The difference in the contribution of the entropy of the lipid tails is positive because, with the lipid architecture we have chosen, the large tail volume relative to that of the head favors the hexagonal phase. The interaction energy favors the lamellar phase, as does the solvent, presumably because the interstices of that phase are two-dimensional, while those of the inverted hexagonal phase are one-dimensional. The difference between the lipid entropy contributions decreases with increasing solvent concentration because the packing constraints in the $`H_{II}`$ phase become more severe as the size of the cores increases (Gruner, 1989). However it is apparent that neither this term, nor either of the others, changes so rapidly with solvent concentration compared to the others that any particular effect can be said to “drive” this transition.
## VI Results: The Charged Lipid
### A Coulomb Interactions Only
We now turn on the negative charge of the headgroups by varying the chemical potential of the free counter ions while enforcing charge neutrality. Increasing the density of free, positive, counter ions in our closed system is equivalent to increasing the magnitude of the negative charge density on the headgroups. It therefore corresponds to an increase in the pH of an experimental system. The charge on the headgroups is annealed, meaning that it is determined by the local value of the electrostatic potential, and therefore the headgroup charge varies with the location of that group. The parameter $`\beta ^{}`$, defined in Eq. 9, measures the strength of the Coulomb interaction. It can be written as the ratio of two lengths, $`\beta ^{}=\xi /L_l`$, where $`\xi e^2/ϵkT`$ is the Bjerrum length, and $`L_lv_h/4\pi R_G^2`$ is a length characterizing the architecture of the lipid. It is reasonable that $`\beta ^{}`$ be larger than or of order unity, and we have arbitrarily taken $`\beta ^{}=1.`$
We find for this system that the effect of increasing headgroup charge is to decrease the temperature of all transitions. As an example, we show in Fig. 6 the way the temperature, $`T^{}`$, of the transition between $`L_\alpha `$ and $`H_{II}`$ phases varies with the magnitude of the average charge density of the headgroups $`\overline{\rho }_h\rho _{h;1}`$. The range of charge density corresponds to the headgroups varying from being neutral to fully charged. The region beyond the almost vertical line at $`|\overline{\rho }_h|0.24`$ would correspond to the headgroups being charged with a probability greater than unity, and is therefore unphysical. The maximum value of $`|\overline{\rho }_h|`$ is slightly different in the two phases. Over the physical range, one sees a 10 % decrease in the transition temperature, and therefore, a stabilization of the $`H_{II}`$ phase with respect to the $`L_\alpha `$ phase. Although at first surprising, this is a reasonable result, and can be understood as follows. In the neutral system, the single interaction parameter in the system, $`\chi `$, is a measure of the tendency for the system to order, and is proportional to the inverse temperature. When the charges are turned on, the Coulomb repulsion between headgroups opposes ordering, and therefore has an effect similar to a decrease in $`\chi `$ or an increase in temperature. As we have noted earlier, increasing the temperature causes the lamellar phase to become unstable to the hexagonal phase. A complimentary view is to note that increasing the Coulomb repulsion between headgroups increases the area per headgroup, and thus the area between headgroups, an effect which, again, is equivalent to increasing the temperature (Seddon and Templer. 1995). The increase in area permits the tails to splay further out, favoring the formation of the inverted hexagonal phase. The very same result of increasing the density of charges in a system is seen in the lyotropic phases of polyelectrolytes. There one finds that the phase diagram depends only on the ratio of $`\chi `$ to the charge on the polymer, at least in the absence of fluctuations (Nyrkova et al., 1994). Hence an increase in the charge is equivalent to a decrease in $`\chi `$ or an increase in temperature, leading to an instability of the lamellar phase.
We are confident, therefore, that the transition from $`L_\alpha `$ to $`H_{II}`$ phases with increasing charge on the headgroups is the correct result of the model. However it is completely opposite to the experimental results on phosphatidylserine in water (Hope and Cullis, 1980, Bezrukov et al., 1999). Hence there must be a crucial physical mechanism which is not included in the model which includes Coulomb interactions only between objects with a net charge. One such mechanism is the short-ranged attraction between the charges of the headgroup and the dipoles of the neutral water molecules which will cause the latter to aggregate around the former. Furthermore the counterions attracted to the head group will now also be associated with waters of hydration endowing them with a non-negligible volume. The additional volume of all these waters will increase the effective volume of the headgroup, and therefore tend to stabilize the lamellar phase. This additional volume will increase with the charge of the headgroup, and could be sufficient to counteract the Coulomb repulsion tending to stabilize the hexagonal phase. This competition is investigated next.
### B Coulomb and Short-Ranged Solvent Interactions
We now include in the system an attractive contact interaction between charges and the neutral solvent. This models the short-ranged, thermally averaged, interaction between charges and the water dipole, one which varies with separation $`r`$ as $`(kT/6)(u/e\xi )^2(\xi /r)^4\omega (r)`$, with $`u`$ the dipole moment of water and $`\xi `$ the Bjerrum length. The above expression is valid for distances such that $`r/\xi >(u/e\xi )^{1/2}.`$ For water, $`\xi 7`$ Å, and $`\omega (r)/kT4.6\times 10^4(\xi /r)^4`$. To approximate this short-ranged interaction by a contact interaction of dimensionless strength $`\lambda `$ is equivalent to employing $`\omega /kT`$ evaluated at some fixed distance. Any reasonable choice shows that $`\lambda `$ is small. We have arbitrarily chosen $`\lambda =0.1`$, which corresponds to $`\omega (r)/kT`$ evaluated at $`1.9`$Å, a distance within the regime in which the approximate expression for the charge-dipole interaction is valid.
The results for the system with the Coulomb interaction of strength $`\beta ^{}=1`$ and which includes the interaction between charges and solvent of strength $`\lambda =0.1`$ are qualitatively different from those of the charged lipids without this interaction. The temperatures of all transitions between ordered phases now increase with increasing headgroup charge, whereas previously they decreased. Shown in Fig. 7 is the temperature of the transition between $`H_{II}`$ and $`L_\alpha `$ phases as a function of the magnitude of the average charge density on the headgroups. One sees that with increasing headgroup charge, the inverted hexagonal phase becomes unstable with respect to the lamellar phase, just as in the experiments on phosphatidylserine in water (Hope and Cullis, 1980, Bezrukov et al., 1999)
In Fig. 8a we show the volume fraction profiles in the $`L_\alpha `$ phase at a value of $`z_c=0.1228`$, $`z_s=3`$, and temperature $`T^{}=0.04`$ at which the $`H_{II}L_\alpha `$ transition occurs. The position through the system is divided by the lattice parameter of the phase which, in units of the radius of gyration of the lipid, is $`D_L/R_g4.14.`$ All looks reasonable. In particular, the volume fraction of solvent within the bilayer is negligible. This is true also when the lipid is neutral. In Fig. 8b, the charge density profile of the same structure is shown. One sees that the charge on the headgroup mimics, but does not reproduce, the headgroup volume fraction. This is because the charge on the headgroup is not fixed, but varies with the local electrostatic potential. The counter ion density is fairly uniform because we have employed a single dielectric constant, that of water, throughout the system. Were we to require that the dielectric constant be position-dependent, and to take the much lower value in the tail region appropriate to it, the counter ion density there would be much reduced. In Figs. 9a and 9b we show the same quantities for the $`H_{II}`$ phase at the same value of $`z_c`$. The cut through the system is taken along the nearest-neighbor direction, and the distance is normalized to its lattice parameter $`D_H3.83R_g.`$ Again the wavelength of the $`H_{II}`$ phase is smaller than that of the $`L_\alpha `$ phase because, in two-phase coexistence, i.e. in the absence of a reservoir of excess water, the cores of the cylinders are not swollen with water and the hexagonal phase contains a smaller volume fraction of water than does the lamellar phase. One can infer from Fig. 9a that in the nearest neighbor direction, there is far more interdigitation of lipid tails than in the lamellar phase. This makes sense, as the tails must certainly stretch to fill the space between cores in the second-neighbor direction, so that interdigitation is expected in the nearest-neighbor direction.
To investigate this transition further, we show in Table III the contributions in the $`L_\alpha `$ phase and in the $`H_{II}`$ phase of the various terms in the thermodynamic potential per unit volume $`\mathrm{\Omega }_{mf}v_h/kTV=(E_1+E_2+E_3)v_h/kTVS_lv_h/kV(S_sv_h/kV+\varphi _s\mathrm{ln}z_s)(S_cv_h/kV+\rho _c\mathrm{ln}z_c)`$. Here $`E_1`$ is the hydrophilic-hydrophobic interaction proportional to $`\chi N`$, $`E_2`$ is the electrostatic interaction proportional to $`\beta ^{}`$, and $`E_3`$ is the charge-solvent interaction proportional to $`\lambda `$. These contributions are evaluated at the transition itself, and are measured from the free energy per unit volume of the disordered phase. We also show the difference between these contributions to each phase, and the derivatives of each of these differences with respect to the counter ion fugacity, $`z_c`$. There are several interesting things to note. The electrostatic energy is a relatively small contribution to the free energy of each phase, and hardly differs between them. Therefore it does not have a large effect in bringing about the transition. The contribution of the counter ions to the free energy of each phase is of the same order of magnitude as the electrostatic interaction and, like it, does not change rapidly with the counter ion fugacity. The contribution of the short-range charge-solvent interaction is small, but it changes most rapidly with the counter ion fugacity, and therefore appears to be most important in actually bringing about the transition itself.
The physical mechanism in the experimental systems appears now to be clear. The lipid with an almost neutral headgroup forms the $`H_{II}`$ phase because the volume of the headgroup is relatively small compared to that of the entire lipid. As the charge on the headgroup is turned on, it attracts an increasing volume of waters of hydration via the attractive interaction between the charge and the dipoles of water. In addition, more counter ions, enlarged by their own waters of hydration, are attracted to the headgroup. Thus the headgroup becomes effectively larger, and drives the transition to the $`L_\alpha `$ phase. In doing so, it overcomes the effect of the Coulomb repulsion between headgroups which, in fact, opposes the transition to the $`L_\alpha `$ phase.
We have argued earlier that an increase in Coulomb repulsion was similar to an increase in temperature, and therefore its effect in favoring the $`H_{II}`$ phase could be understood from the phase diagram of Fig. 1. In a similar way, an increase in the strength of the charge-solvent interaction increases the volume fraction of the headgroup, so that one moves to the right in Fig. 1 and stabilizes the lamellar phase. The combined effect of increasing the headgroup charge is to increase the effective volume fraction of the headgroup and effective temperature. The phase which is ultimately stabilized results from the competition of these two effects. By changing the strength of the Coulomb interaction, we have verified that one can alter the effect of this competition, and not only stabilize the inverted hexagonal phase, but also bring about the inverted b.c.c. phase or even the disordered phase, scenarios which are again understandable from our discussion and the phase diagram of Fig. 1. But that the result of this competition can be the stabilization of the lamellar phase at the expense of the inverted hexagonal phase has been demonstrated by our model calculation, as well as by experiment.
We gratefully acknowledge useful communications with Drs. Pieter Cullis, John Seddon, and Sol Gruner. This work was supported in part by the National Science Foundation under grant numbers DMR9531161 and DMR9876864. One of us, (MS), would like to thank the CEA, Saclay, for their gracious hospitality while this paper was being written.
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Anhydrous, neutral lipid: the lattice parameter, the free energy, and the first 3 non-trivial Fourier components of $`\varphi _h(𝐫)`$ for $`L_\alpha `$, $`H_{II}`$ and $`bcc_{II}`$ phases at $`T^{}=0.04`$ and $`1/(1+\gamma _t)=0.24`$. Recall that $`\varphi _{h,1}=\varphi _{t,1}=0.24`$ for all phases.
$`\begin{array}{cccccc}& D/R_g& v_h\mathrm{\Omega }_{mf}/kTV& \varphi _{h,2}& \varphi _{h,3}\times 10^2& \varphi _{h,4}\times 10^2\\ L_\alpha \hfill & 2.921& 0.7969& 0.2272& 6.781& 1.171\\ H_{II}\hfill & 3.167& 0.7936& 0.2368& 0.476& 2.372\\ bcc_{II}\hfill & 3.400& 0.8027& 0.2204& 1.094& 4.038\end{array}`$
Neutral lipid: contributions to the free energy per unit volume and temperature in the $`L_\alpha `$ phase and in the $`H_{II}`$ phase, the difference in these contributions, and the derivative of this difference with respect to the solvent fugacity. All contributions are evaluated at the $`L_\alpha `$, $`H_{II}`$ transition occurring on the water-poor side of the azeotrope. The solvent chemical potential at the transition is $`z_s3.15`$. All contributions are measured with respect to the free energy of the disordered phase, ($`D`$). The temperature, $`T/T_0=0.67`$. $`v_hE/VkT`$, $`𝒮_lv_hS_l/Vk`$, and $`𝒮_sv_hS_s/Vk+\varphi _s\mathrm{ln}z_s`$.
$`\begin{array}{ccccc}& \hfill L_\alpha D& \hfill H_{II}D& \hfill L_\alpha H_{II}& \hfill d(L_\alpha H_{II})/dz_s\\ \hfill & \hfill 0.6923& \hfill 0.6086& \hfill 0.0837& \hfill 0.0244\\ 𝒮_l\hfill & \hfill 1.1367& \hfill 0.9123& \hfill 0.2250& \hfill 0.0413\\ 𝒮_s\hfill & \hfill 0.6666& \hfill 0.5253& \hfill 0.1413& \hfill 0.0394\end{array}`$
Charged lipid with both Coulomb and charge-solvent interactions: contributions to the free energy per unit volume and temperature in the $`L_\alpha `$ phase and in the $`H_{II}`$ phase, the difference in these contributions, and the derivative of this difference with respect to the counter ion fugacity. All contributions are evaluated at the $`L_\alpha `$, $`H_{II}`$ transition, $`z_c=0.1228`$, and are measured with respect to the free energy of the disordered phase, ($`D`$). The temperature, $`T^{}=0.04`$, $`z_s=3`$, $`_iv_hE_i/VkT`$, with $`i=1,2,3`$ being the hydrophilic-hydrophobic, Coulomb, and charge-neutral interactions respectively, $`𝒮_lv_hS_l/Vk`$, $`𝒮_sv_hS_s/Vk+\varphi _s\mathrm{ln}z_s`$, and $`𝒮_cv_hS_c/Vk+\rho _c\mathrm{ln}z_c`$,
$`\begin{array}{ccccc}& \hfill L_\alpha D& \hfill H_{II}D& \hfill L_\alpha H_{II}& \hfill d(L_\alpha H_{II})/dz_c\\ _1\hfill & \hfill 0.6904& \hfill 0.6059& \hfill 0.0845& \hfill 0.0152\\ _2\hfill & \hfill 0.0037& \hfill 0.0024& \hfill 0.0013& \hfill 0.0196\\ _3\hfill & \hfill 0.0378& \hfill 0.0268& \hfill 0.0110& \hfill 0.1082\\ 𝒮_l\hfill & \hfill 1.1373& \hfill 0.9110& \hfill 0.2263& \hfill 0.0257\\ 𝒮_s\hfill & \hfill 0.6365& \hfill 0.5034& \hfill 0.1331& \hfill 0.0215\\ 𝒮_c\hfill & \hfill 0.0030& \hfill 0.0020& \hfill 0.0010& \hfill 0.0153\end{array}`$
Phase diagram of the neutral lipid as a function of dimensionless temperature, $`T^{}1/2\chi N`$, and relative headgroup volume, $`1/(1+\gamma _t)`$. In addition to the disordered phase, $`D`$, there are normal and inverted body-centered cubic phases, $`bcc_I`$ and $`bcc_{II}`$, normal and inverted hexagonal phases, $`H_I`$ and $`H_{II}`$, and the lamellar phase $`L_\alpha `$.
Phase diagram of a neutral lipid with $`1/(1+\gamma _t)=0.24`$ in a solvent with $`\gamma _s=0.1`$ as a function of temperature, $`T/T_0`$, and fraction of solvent, $`\varphi _s/(\varphi _s)_0`$, with $`T_0`$ and $`\gamma _s(\varphi _s)_0`$ the temperature and volume fraction of solvent at the azeotrope.
Comparison of theoretically calculated and experimentally measured values of the lattice parameter $`D/D_0`$ of the $`H_{II}`$ phase at a temperature just above the azeotrope vs. weight fraction of water, $`\varphi _w^w`$. The lattice parameter at the azeotrope is denoted $`D_0`$.
Comparison of theoretically calculated and experimentally measured values of the lattice parameter, $`D(T)/D_0`$, vs. absolute temperature $`T`$ (a) for two different weight fractions of lipid, $`\varphi _l^w`$, and (b) along coexistence with excess water. The absolute temperature of the azeotrope is denoted $`T_0`$.
Lattice parameter of the $`H_{II}`$ and $`L_\alpha `$ phases along their mutual coexistence as a function of absolute temperature. The absolute temperature of the azeotrope is denoted $`T_0`$.
Transition temperature between $`L_\alpha `$ and $`H_{II}`$ phases for the same lipid in Figure 2, but now with a charged headgroup. The dimensionless strength of the Coulomb interaction is $`\beta ^{}=1`$.The transition temperature is plotted as a function of the magnitude of the average charge density on the headgroups. The solvent fugacity is fixed at $`z_s=3`$.
Transition temperature between $`L_\alpha `$ and $`H_{II}`$ phases for the same lipid as in Figure 6, but now including the interaction between charges and neutral solvent of strength $`\lambda =0.1`$. The solvent fugacity is again fixed at $`z_s=3.`$
a) Volume fraction distribution in the $`L_\alpha `$ phase of the solvent, headgroups, and tails, in the above system at a counter ion chemical potential of $`z_c=0.1228`$ corresponding to the $`L_\alpha H_{II}`$ transition. The temperature is $`T^{}=0.04`$, and the lattice parameter of the lamellar phase is $`D_L/R_g=4.14`$; b) charge densities arising from the headgroups, the counter ions, and the total charge density in the $`L_\alpha `$ phase under the same conditions as in a).
a) Volume fraction distribution in the $`H_{II}`$ phase of the solvent, headgroups, and tails, in the above system at a counter ion chemical potential of $`z_c=0.1228`$ corresponding to the $`L_\alpha H_{II}`$ transition. The temperature is $`T^{}=0.04`$, and the lattice parameter of the inverted hexagonal phase is $`D_H/R_g=3.83`$. b) charge densities arising from the headgroups, the counter ions, and the total charge density in the $`H_{II}`$ phase under the same conditions as in a).
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# QCD sum rules with two-point correlation function
## Acknowledgments
This work is supported in part by the Grant-in-Aid for JSPS fellow, and the Grant-in-Aid for scientific research (C) (2) 08640356 of the Ministry of Education, Science, Sports and Culture of Japan. The work of H. Kim is also supported by Research Fellowships of the Japan Society for the Promotion of Science. The work of S. H. Lee is supported by KOSEF through grant no. 971-0204-017-2 and 976-0200-002-2 and by the Korean Ministry of Education through grant no. 98-015-D00061.
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# The X-ray luminosity function of local galaxies
## 1 INTRODUCTION
The launch of the X-ray satellite ROSAT has brought great progress in understanding the origin of the X-ray background (XRB) (for a review see Fabian & Barcons 1992). Deep X-ray surveys have resolved about 70 per cent of the XRB at soft energies (0.5-2 keV) (Hasinger et al. 1998). Spectroscopic follow-up observations have demonstrated that the majority of these sources are broad-line, luminous AGN (QSOs) eg. Shanks et al. (1991), Georgantopoulos et al. (1996), McHardy et al. (1998), Schmidt et al. (1998). The QSO luminosity function (LF) derived on the basis of these surveys (Boyle et al. 1993, Boyle et al. 1994, Page et al. 1996, Jones et al. 1997) suggests that QSOs cannot contribute the bulk of the XRB at these energies. Indeed, at faint X-ray fluxes there are many sources associated with optical galaxies which present narrow emission lines (Boyle et al. 1995, Griffiths et al. 1996, McHardy et al. 1998). Roche et al. (1995, 1996), Almaini et al. (1997) and Soltan et al. (1997) quantified the contribution of these NELGs by cross-correlating optically selected galaxies with ROSAT XRB fluctuations. They found that NELGs can easily contribute the bulk of the XRB together with QSOs at soft energies. Similar attempts were made by Refregier, Helfand & McMahon (1997) using EINSTEIN data and also in the hard band (2-10 keV) by Lahav et al. (1993), Miyaji et al. (1994) and Carrera et al. (1995) who cross-correlated nearby IRAS galaxy catalogues with HEAO-1 or Ginga data. Although there is mounting evidence that most of these galaxies do present either high excitation lines or broad wings and thus they are associated with AGN activity (eg Schmidt et al. 1998), their exact nature and contribution to the XRB remains unclear.
Here, we provide an independent estimate of the local galaxy X-ray LF and emissivity. More importantly, we assess the contribution of different classes of galaxies (Seyferts, LINERS, star-forming and passive galaxies) to the galaxy X-ray emissivity. This is done by convolving the optical LF as derived from the Ho et al. (1995) sample of nearby galaxies with the corresponding $`L_x/L_B`$ relation (section 2). The same method has been employed using IRAS data (Griffiths & Padovani 1990, Treyer et al. 1992, Barcons et al. 1995). Schmidt, Boller & Voges (1996) also present a preliminary analysis of the local galaxy luminosity function using ROSAT all-sky survey data. However, the use of the Ho et al. sample presents the advantage that excellent quality nuclear spectra exist for each galaxy; thus it provides us with one of the less biased samples against low-luminosity AGN. Moreover, the use of an optical sample may introduce less bias against passive galaxies and LINERS most of which are associated with early-type galaxies and thus are probably under-represented in IR selected samples. Our findings are compared with both the cross-correlation (eg Soltan et al. 1997) as well as the IRAS LF (eg Barcons et al. 1995) results in section 3.
## 2 Method and results
The X-ray galaxy LF can be obtained by convolving the optical LF with the $`L_x/L_B`$ relation (see Avni & Tananbaum 1986) ie. by deriving the bivariate optical/X-ray LF:
$$\mathrm{\Phi }(l_x)=\mathrm{\Phi }(l_B)\varphi (l_x|l_B)𝑑l_B$$
where $`l_x`$ and $`l_B`$ denote the logarithms of the X-ray (0.2-4 keV) and the optical (B) luminosity respectively; $`\mathrm{\Phi }(l_B)`$ is the optical luminosity function per unit logarithmic luminosity interval and $`\varphi (l_x|l_B)`$, is the conditional probability function ie it gives the distribution of $`l_x`$ around the average X-ray luminosity $`l_x`$ at a given optical luminosity $`l_B`$. We have used $`H_o=100\mathrm{k}\mathrm{m}\mathrm{s}^1\mathrm{Mpc}^1`$ and $`q_o=0.5`$ throughout the paper.
We have used the Ho et al. (1995, 1997a) spectroscopic sample of nearby galaxies in order to derive the optical LF for various classes of galaxies. The above is a magnitude limited sample ($`B<12.5`$) of 486 galaxies above $`\delta >0`$. Excellent nuclear spectra (high signal-to-noise, medium resolution) and thus bona-fide spectroscopic identifications exist for each galaxy (Ho et al. 1997a). 14 per cent of the galaxies do not present emission lines in their nuclei and hence can be classified as passive galaxies or “early-type galaxies” on the basis of spectroscopy rather than on morphology. At least forty per cent of the galaxies have AGN like spectra: Seyfert, LINERS or transition objects ie. with composite LINER/HII spectra. The remaining nuclei can be classified as star-forming (HII) (Ho et al. 1997b). The use of the above sample offers the possibility to construct a LF for various spectroscopic subsamples of galaxies and therefore to distinguish the relative contribution of AGN and normal galaxies to the XRB. The magnitudes listed in Ho et al. (1997a) are corrected for both Galactic and intrinsic reddening. The distances have been corrected according to the Virgo infall model of Tully & Shaya (1984). We have used only galaxies with $`|b|>20^{}`$ in order to minimize the effects of Galactic reddening. We are then left with 416 galaxies with $`B<12.5`$. We derive the optical LF using the classical $`1/V_{max}`$ method (Bingelli, Sandage & Tammann 1988). The $`1/V_{max}`$ points are then fitted with a Schechter function in order to obtain a parametric expression for the LF:
$$\mathrm{\Phi }(M)=\varphi _{}10^{[0.4(M_{}M)(\alpha +1)]}\mathrm{exp}[10^{0.4(M_{}M)}]$$
The results are presented in table 1: column (1) gives the type of galaxies; column (2) gives the normalization $`\varphi _{}`$ in units of $`\mathrm{Mpc}^3\mathrm{mag}^1`$; columns (3) and (4) give the slope $`\alpha `$ and characteristic magnitude $`M_{}`$ of the LF together with the associated 1$`\sigma `$ error bars; finally column (5) lists the reduced $`\chi ^2`$. Note that the best-fit LF for all galaxies together, yields $`\varphi _{}=1.8\times 10^2`$ $`\mathrm{Mpc}^3\mathrm{mag}^1`$, $`\alpha =1.2_{0.13}^{+0.04}`$ and $`M_{}=19.7_{0.50}^{+0.05}`$, with a reduced $`\chi ^2`$ of 0.5. The galaxy LF derived by Loveday et al. (1992) from the APM sample yields $`\varphi _{}=1.4\times 10^2`$, $`\alpha =1.0`$ and $`M_{}=19.5`$. Therefore, the Loveday et al. (1992) fit is in good agreement with our results suggesting that our crude approach provides a good approximation to the true galaxy LF. We have also verified that excluding a $`10^{}`$ region around Virgo does not change our results appreciably. In Fig. 1 we present the LF for the different subsamples of galaxies. Henceforth, we include the “transition” class of objects in the LINERS sample.
Next, we derive the $`L_x/L_B`$ relation for the above subclasses of galaxies. Many galaxies from the Ho et al. sample are listed in the X-ray catalogue of galaxies of Fabbiano, Kim & Trinchieri (1992). This catalogue contains EINSTEIN detections and $`3\sigma `$ upper limits of nearby galaxies in the 0.2-4 keV band. After excluding objects where the X-ray emission may not be associated with the galaxy (see Fabbiano et al. 1992 for details) we are left with 164 objects (of which 69 are upper limits). We have performed a regression analysis ($`\mathrm{log}L_x(0.24\mathrm{k}\mathrm{e}\mathrm{V})`$ against $`\mathrm{log}L_B`$) using the EM algorithm of the ASURV survival analysis package (Isobe, Feigelson & Nelson 1986). The results are presented in table 2: column 1 gives the galaxy type together with the number of galaxies used; columns (2) (3) and (4) list the slope, intercept and the dispersion $`\sigma `$ (assuming a Gaussian distribution around the best-fit line) of the $`\mathrm{log}L_x`$ vs $`\mathrm{log}L_B`$ relation while column (5) gives the mean X-ray luminosity. In our analysis there is the inherent assumption that the above 164 galaxies represent an unbiased subsample of the Ho et al. survey. As our sample consists mainly of targets rather than serendipitously observed sources, there may be possible biases in the derived $`L_x/L_o`$ relation. Therefore, we have attempted to test the validity of the “fair sample” assumption by dividing our original sample into two subclasses on the basis of the galaxy’s off-axis angle, $`\theta `$: sources with $`\theta <5`$ arcmin mostly consisting of targets and objects with $`\theta >5`$ arcmin which are mostly serendipitous sources. The $`L_x/L_o`$ results for the above two subsamples are found to be statistically equivalent.
The derived X-ray LFs for various subclasses of galaxies are presented in Fig. 2. We plot the $`1\sigma `$ error-bars only for the Seyferts in order to avoid confusion. The errors were derived by varying the optical LF slope $`\alpha `$ and the $`L_x/L_B`$ relation within their 1$`\sigma `$ confidence limits. For comparison we also plot the RIXOS QSO X-ray LF from Page et al. (1996). Using the LF derived above, we estimate the local volume emissivity and the contribution of galaxies to the 0.2-4 keV XRB. The derived contribution sensitively depends on the cut-off redshift, $`z_{max}`$, the rate of evolution as well as the X-ray spectral index (eg Lahav et al. 1993). Here, we choose $`z_{max}=4`$. We use a spectral index of $`a_x=0.7`$ comparable to the X-ray spectrum of NELGs in the ROSAT band (Almaini et al. 1996, Romero-Colmenero et al. 1996). We first adopt a simple no-evolution model. We choose the lower limit of integration in luminosity, $`L_{min}`$, to be as low as $`L_x=10^{38}`$ $`\mathrm{erg}\mathrm{s}^1`$ie. the luminosity of a solar mass X-ray binary radiating at the Eddington limit. Our results do not critically depend on the lower limit of integration. When we increase the limit of integration to $`L_x=10^{40}`$ $`\mathrm{erg}\mathrm{s}^1`$, the Seyfert emissivity reduces by 5 per cent. Note, however, that our derived LF depends sensitively on the dispersion of the $`L_x/L_o`$ relation, in the sense that the larger the dispersion the higher the number density of bright objects and thus the emissivity. If the dispersion is systematically over-estimated, then our results should be viewed only as upper limits to the emissivity. This may be the case in the Seyfert subsample where the presence of intrinsic absorption especially in low-luminosity objects may broaden the $`L_x/L_o`$ distribution (see Franceshini, Gioia, Maccacaro 1986). The results are presented in table 3: $`j`$ denotes the emissivity in units of $`10^{39}`$ $`h\mathrm{erg}\mathrm{s}^1\mathrm{Mpc}^3`$while f denotes the fractional contribution to the 0.2-4 keV XRB, assuming no evolution. The observed XRB intensity in the above band was estimated integrating the expression $`9\times E^{0.4}`$ $`\mathrm{keV}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1\mathrm{keV}^1`$ (Gendreau et al. 1995). In a strong evolution scenario ie. $`j(1+z)^k`$ with the evolution parameter $`k=3`$, in accordance to the results of Almaini et al. (1997) for the ROSAT NELGs, the Seyferts alone would produce 90 per cent of the XRB intensity.
## 3 DISCUSSION & SUMMARY
We have estimated the local galaxy X-ray LF and volume emissivity for different spectroscopic subsamples of galaxies: Seyferts, LINERS, star-forming and passive galaxies. This was done by combining the optical LF derived from the Ho et al. spectroscopic sample of nearby galaxies with the $`L_x/L_o`$ relation derived from the Fabbiano et al. atlas of X-ray galaxies. The local emissivity is $`j1.6\pm 0.2\times 10^{39}`$ $`h\mathrm{erg}\mathrm{s}^1\mathrm{Mpc}^3`$in the 0.2-4 keV band, translating to a contribution of 40 per cent to the extragalactic X-ray background, assuming no evolution. Our result is consistent with that of Soltan et al. (1997) who find $`j2\times 10^{39}`$ $`h\mathrm{erg}\mathrm{s}^1\mathrm{Mpc}^3`$(0.2-4 keV) from a cross-correlation of bright galaxy catalogues with the ROSAT all-sky survey background maps. In the hard 2-10 keV X-ray band, cross-correlations of local optical and IRAS galaxy catalogues with HEAO-1 and Ginga data, yield similar results: Lahav et al. (1993), Miyaji et al. (1994), Barcons et al. (1995) and Carrera et al. (1995) find local emissivities ranging from $`j1.01.7\pm 0.6\times 10^{39}`$ $`h\mathrm{erg}\mathrm{s}^1\mathrm{Mpc}^3`$, in the 0.2-4 keV band, where we assumed for the conversion a spectral index of $`\mathrm{\Gamma }=1.7`$. Interestingly, cross-correlations of optical plates with deep ROSAT pointings yield lower emissivities $`j0.5\pm 0.07\times 10^{39}`$ $`h\mathrm{erg}\mathrm{s}^1\mathrm{Mpc}^3`$(0.2-4 keV) locally, (Roche et al. 1995, 1996, Almaini et al. 1997). However, as the median redshift of the galaxies in Almaini et al. (1997) is z=0.45 while in our sample is z=0.004, cosmological evolution may play an important role.
The largest contribution to our derived galaxy emissivity comes from AGN ie. the Seyfert galaxies and LINERS. Our Seyfert galaxy emissivity is in good agreement with that of Barcons et al. (1995), $`j1.1\pm 0.2\times 10^{39}`$ $`h\mathrm{erg}\mathrm{s}^1\mathrm{Mpc}^3`$(0.2-4 keV), derived on the basis of IRAS $`12\mu m`$ and HEAO-1 data. Unfortunately, due to the small number statistics we are unable to distinguish between different Seyfert sub-classes. Note that, our Seyfert LF is in good agreement with the local QSO LF of the RIXOS survey (Page et al. 1996), at bright luminosities ($`L_x>\text{ }10^{42}`$ $`\mathrm{erg}\mathrm{s}^1`$) where the Seyfert LF is dominated by the Seyfert 1 population (see Fig. 2). At fainter luminosities our Seyfert LF is systematically above the RIXOS QSO LF. A new result from our analysis is that LINERS appear to contribute substantially to the local volume emissivity. From Fig.2 it is evident that Seyferts dominate the bright luminosities while LINERS play an important role at luminosities $`<\text{ }10^{42}`$ $`\mathrm{erg}\mathrm{s}^1`$. Indeed, the cross-correlation of the ROSAT all-sky survey Bright Source Catalogue with the Ho et al. sample yields 45 coincidences within 1 arcmin (Zezas, Georgantopoulos & Ward 1999). The majority of these sources are LINERS (15) and Seyferts (13) while 4 objects are intermediate between Seyferts and LINERS according to the Ho et al. (1997a) classification. The above result is marginally consistent with previous analyses: Miyaji et al. (1994) set up an upper limit to the non-Seyfert population (eg star-forming galaxies and LINERS) emissivity of $`j0.4\times 10^{39}`$ $`h\mathrm{erg}\mathrm{s}^1\mathrm{Mpc}^3`$while Barcons et al. (1995) derive an $`2\sigma `$ upper limit of $`j0.7\times 10^{39}`$ $`h\mathrm{erg}\mathrm{s}^1\mathrm{Mpc}^3`$. This may be partly explained by the fact that LINERS are mainly associated with early-type galaxies (Ho et al. 1997b) which have low IR emission and are thus under-represented in IRAS galaxy samples. The galaxy population which present no AGN activity such as passive and star-forming galaxies, contribute only a small fraction (4 per cent each class) of the XRB intensity in the 0.2-4 keV band. This is somewhat higher than the star-forming galaxy emissivity derived from the the IRAS galaxy LF (Treyer et al. 1992).
In conclusion, the extragalactic X-ray light appears to be dominated by accretion processes rather than star-forming activity, in agreement with previous predictions by Miyaji et al. (1994), Barcons et al. (1995). Star-forming and passive galaxies produce less than 10 per cent of the XRB intensity in the 0.2-4 keV band assuming no evolution. This independently suggests that the vast majority of the galaxies detected in deep ROSAT and ASCA fields are associated with AGN (Seyferts but also LINERS). Future large effective area missions such as XEUS will be able to probe the faint tail of the galaxy LF up to high redshifts and thus to detect large numbers of non-AGN, normal galaxies in a similar fashion to deep optical surveys.
## 4 Acknowledgments
SB acknowledges the Greek Fellowship Foundation for a postgraduate studentship. We thank the referee Dr. T. Miyaji as well as Dr. G.C. Stewart for numerous useful comments and suggestions.
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# Phase diagram of magnetic polymers
## I Introduction
Under various solvent conditions, a polymer chain can be either swollen or collapsed. In a bad solvent, a phase transition between these two states can occur as temperature is varied . This is the so-called $`\mathrm{\Theta }`$ point, the tricritical nature of which has been demonstrated by de Gennes . The effective monomer-monomer attraction results from tracing out the solvent degrees of freedom. At the $`\mathrm{\Theta }`$ point, the second virial coefficient of the polymer vanishes.
In this paper, we consider a different mechanism that also yields attractive monomer-monomer interactions. The model we study consists of a polymer chain, where each monomer carries a spin $`S`$ in an external magnetic field ; these spins interact with each other with a short-ranged interaction. To be specific, we will consider a self-avoiding walk (SAW) of length $`N`$, on a $`d`$ dimensional cubic lattice, with a nearest-neighbor ferromagnetic interaction (on the lattice) between the spins of the monomers.
Several models involving both polymeric and magnetic-like degrees of freedom have been introduced in very different contexts. A similar, but somewhat more complicated model, was studied to describe secondary structure formation in proteins : there, the dominant interactions between the monomers are of (electric) dipolar nature. A Potts model on a SAW was studied as a description of vulcanization in ; a similar model with quenched disorder was studied in the context of secondary structure formation in proteins .
Ising models have also been studied on a fixed SAW geometry, yielding results quite different from those presented here . From an experimental point of view, organic polymeric magnets have recently become of interest . However, there has been very little interest in their conformational changes.
In the following, we will specialize to the Ising case, and quote some results for the Heisenberg case. The partition function of the system reads:
$$Z=\underset{\mathrm{SAW}}{}\underset{S_i=\pm 1}{}\mathrm{exp}\left(\frac{\beta J}{2}\underset{ij}{}S_i\mathrm{\Delta }_{r_ir_j}S_j+\beta h\underset{i}{}S_i\right)$$
(1)
where $`J`$ is the exchange energy, $`\beta =\frac{1}{T}`$ the inverse temperature, and $`h`$ the external magnetic field. The spatial position of monomer $`i`$ with spin $`S_i`$ is $`r_i`$. The symbol $`\mathrm{\Delta }_{rr^{}}`$ is 1 if $`\{r,r^{}\}`$ are nearest-neighbor on the lattice and $`0`$ otherwise. The sums run over all possible SAW and all spin configurations.
This model will be studied along three lines. In section II, we derive upper bounds for the free energy of the model (in zero magnetic field) which suggest a first order transition between a swollen paramagnetic and a collapsed magnetized phase. In section III, we derive a mean-field theory for the general model. We show that indeed for low fields, there is a such a line of first-order transitions. At higher fields, this transition becomes continuous. The two regimes are separated by a multicritical $`G`$ point. At this special point, both the second and the third virial coefficient vanish. In section IV, these predictions are tested against Monte Carlo simulations in $`d=3`$ dimensions. The numerical results are consistent with the theoretical phase diagram; at low field (where the transition is strongly first order), the agreement is even quantitative.
## II Free energy bounds
The physics of the model can be described according to the following simple picture:
1. At high temperature, since entropy dominates, the chain is swollen. As a result, the number of nearest-neighbor contacts is small, and from a magnetic point of view, the system is equivalent to a one dimensional Ising model. This simple picture can be expressed through the following inequality:
$$ZZ_{\mathrm{SAW}}Z_1(h)$$
(2)
where $`Z_{\mathrm{SAW}}`$ is the total number of SAW, and $`Z_1(h)`$is the partition function of the one dimensional Ising model in a field $`h`$. Using well known results :
$$Z_{\mathrm{SAW}}\mu ^NN^{\gamma 1}$$
(3)
where $`\gamma `$ is a critical exponent, we obtain:
$$\frac{F}{N}T\mathrm{log}\mu T\mathrm{log}(e^{\beta J}\mathrm{cosh}\beta h+\sqrt{e^{2\beta J}\mathrm{sinh}^2\beta h+e^{2\beta J}})$$
(4)
The best estimate in $`d=3`$ is $`\mu 4.68`$ for the cubic lattice .
2. At low temperature, the magnetic energy is larger than the entropy loss due to confinement, and thus the chain collapses. The simplest picture is that of a totally magnetized and fully compact system, resulting in the following bound:
$$Z\mathrm{exp}(N\beta Jd+N\beta h)Z_{\mathrm{HP}}$$
(5)
where $`Z_{\mathrm{HP}}`$ is the entropy of Hamiltonian paths (HP) on the lattice, i.e. fully compact SAW on the lattice <sup>*</sup><sup>*</sup>*A HP is a SAW which passes through each point of the lattice exactly once. Using a virtually exact upper bound to $`Z_{\mathrm{HP}}`$, we obtain:
$$\frac{F}{N}T\mathrm{log}\frac{2d}{e}Jdh$$
(6)
Note that in two dimensions and in zero magnetic field, it is possible to write a more accurate bound by using the exact expression $`Z_2`$ for the Onsager partition function of the Ising model:
$$ZZ_2Z_{\mathrm{HP}}$$
(7)
The free energy bounds of equations (4) and (6) are shown as functions of temperature in Figure 1, for $`d=3`$ and $`h=0`$. The true free energy lies below these two curves, and their intersection is an indication for a possible first order transition between the swollen and collapsed phases.
## III Mean-field theory
By using a Gaussian transform, it is possible to write a field-theoretical representation for the model (1):
$$Z=2^N\underset{r}{}d\phi _r\mathrm{exp}\left(\frac{1}{2\beta J}\underset{\{r,r^{}\}}{}\phi _r\mathrm{\Delta }_{r,r^{}}^1\phi _r^{}+\mathrm{log}\underset{\mathrm{SAW}\{r_i\}}{}\underset{i=1}{\overset{N}{}}\mathrm{cosh}(\phi _{r_i}+\beta h)\right)$$
(8)
As usually, the mean-field theory can be obtained by performing a saddle-point approximation on equation (8). We assume that the chain is confined in a volume $`V`$ with a monomer density $`\rho =\frac{N}{V}`$. Assuming a translationally invariant field $`\phi `$, the mean field free energy per monomer is
$$f=\frac{F}{N}=T\mathrm{log}2+\frac{T^2}{2\rho Jq}\phi ^2T\mathrm{log}Z_{\mathrm{SAW}}T\mathrm{log}\mathrm{cosh}(\phi +\beta h)$$
(9)
where $`q=2d`$ is the coordination number of the cubic lattice and $`Z_{\mathrm{SAW}}`$ is the total number of SAW of $`N`$ monomers confined in a volume $`V`$. Following ref. , it is easily seen that:
$$Z_{\mathrm{SAW}}\left(\frac{q}{e}\right)^N\mathrm{exp}\left(V(1\rho )\mathrm{log}(1\rho )\right)$$
(10)
so that
$$f=T\mathrm{log}2+\frac{T^2}{2\rho Jq}\phi ^2T\mathrm{log}\frac{q}{e}+T\frac{1\rho }{\rho }\mathrm{log}(1\rho )T\mathrm{log}\mathrm{cosh}(\phi +\beta h)$$
(11)
This free energy is to be minimized with respect to the field $`\phi `$ and to the volume $`V`$ occupied by the chain, or equivalently to the monomer concentration $`\rho `$. The mean field equations read:
$`T{\displaystyle \frac{\phi ^2}{2Jq}}`$ $`=`$ $`\rho \mathrm{log}(1\rho )`$ (12)
$`\phi `$ $`=`$ $`\beta J\rho q\mathrm{tanh}(\phi +\beta h)`$ (13)
Note that this free energy holds also for a melt of chains, where $`\rho `$ is the total monomer concentration.
This set of coupled equations has a high temperature solution $`\rho =0,\phi =0`$, which describes the swollen phase with no magnetization and vanishing monomer concentration, and a low temperature solution, which describes a collapsed phase with a finite monomer concentration and magnetization. More precisely, for magnetic fields $`h<h_G`$, there is a first order transition (as a function of temperature) between a swollen and a collapsed phase. At higher fields $`h>h_G`$, the transition becomes second order (in fact tricritical). For infinite fields, the magnetization saturates, and the model becomes equivalent to the ordinary $`\mathrm{\Theta }`$ point as studied in many papers .
Expanding (12) and (13), one obtains the equation for the second order line:
$$\mathrm{tanh}\beta h=\sqrt{\frac{T}{Jq}}$$
(14)
Close to this critical line, the concentration varies as:
$$\rho \frac{1}{2}\frac{1\beta Jq\mathrm{tanh}^2\beta h}{(\beta Jq)(1\mathrm{tanh}^2\beta h)\frac{1}{3}}$$
(15)
and the magnetization per spin is given by
$$M\mathrm{tanh}\beta h$$
(16)
and remains finite, whereas the magnetization per unit volume, given by
$$m\rho \mathrm{tanh}\beta h$$
(17)
vanishes.
The phase diagram is shown in Figure 2, with values corresponding to dimension $`d=3`$.
The first order and continuous transitions are separated by a multicritical point, denoted by $`G`$ on Figure 2. The corresponding temperature and field are $`T_G=4.5J`$ and $`h_G=5.926J`$. At zero magnetic field (point $`A`$), the transition temperature is $`T_c=1.886J`$, the critical concentration is $`\rho _c=0.87`$ and the critical magnetization per unit volume is $`m_c=0.87`$. Note that the magnetic susceptibility $`\chi =M/h`$ remains finite along the second order critical line.
The same phase diagram holds for the Heisenberg ferromagnet, with a multicritical $`G`$ point at $`T_G=2.31J,h_G=5.91J`$. The zero-field point $`A`$ is at $`T_c=0.844J`$, $`\rho _c=0.902`$ and $`m_c=0.73`$.
Using (13) to eliminate $`\phi `$ as a function of $`\rho `$, it is possible to express the free energy (11) only as a function of the monomer concentration $`\rho `$. This yields the virial expansion of the free energy. The second virial coefficient vanishes along the second order line (14), implying that the transition is $`\mathrm{\Theta }`$-like (i.e. tricritical). At the multicritical $`G`$ point, both the second and third virial coefficients vanish, while the fourth order coefficient is positive.
## IV Monte Carlo simulations
The Monte Carlo method used to compute thermodynamic as well as geometric properties of the magnetic chain relies on the multiple Markov chain sampling. A detailed description of this method can be found in . The implementation we consider for a magnetic chain on a three dimensional cubic lattice, can be summarized as follows.
We start from a single Markov chain at fixed temperature $`T`$. The probability $`\pi _𝒟(T)`$ of a (magnetic) chain configuration $`𝒟`$, is given by the Boltzmann distribution $`\pi _𝒟(T)e^{H(𝒟)/T}`$ with
$$H(𝒟)=\frac{J}{2}\underset{ij}{}S_i\mathrm{\Delta }_{r_ir_j}S_jh\underset{i}{}S_i$$
(18)
where the thermodynamic variables $`S_i`$ and $`r_i`$ are assigned their $`𝒟`$-dependent values. This Markov chain is generated by a Metropolis heath bath sampling based on a hybrid algorithm for chains with pivot a well as local moves . Pivot moves are nonlocal moves that assure the ergodicity of the algorithm; they operate well in the swollen phase but their efficiency deteriorate close to the compact phase. In this respect local moves become essential to speed up the converge of the Markov chain. Finally, in addition to the moves that deform the chain, an algorithm based on Glauber dynamics is considered to update the spin configuration along the chain. For a single Markov chain we typically consider $`10^6`$ pivot moves intercalated by $`N/4`$ local moves and $`N`$ spin updates.
The multiple Markov chain algorithm is then implemented on the hybrid algorithm described above. The idea is to run in parallel a number $`p`$ (in this work $`p=2025`$) of Markov chains at different temperatures $`T_1>T_2>\mathrm{}>T_p`$. In practice, this set of temperatures is such that the configurations at $`T_j`$ and at $`T_{j+1}`$ have considerable overlap (implying that $`T_j`$ and $`T_{j+1}`$ are close enough). We let the Markov chains interact by possibly exchanging configurations as follows. Two neighboring Markov chains (i.e. with temperatures $`T_j`$ and $`T_{j+1}`$) are selected at random with uniform probability. A trial move is an attempt to swap the two current configurations of these Markov chains. If we denore by $`\pi _K(T)`$ is the Boltzmann probability of getting configuration $`K`$ at temperature $`T`$, and $`𝒟_j`$ and $`𝒟_{j+1}`$ are the current states in the $`j`$th and $`(j+1)`$th Markov chain, then we accept the trial move ( i.e. swap $`𝒟_j`$ and $`𝒟_{j+1}`$) with probability
$$r(𝒟_j,𝒟_{j+1})=\mathrm{min}(1,\frac{\pi _{𝒟_{j+1}}(T_j)\pi _{𝒟_j}(T_{j+1})}{\pi _{𝒟_j}(T_j)\pi _{𝒟_{j+1}}(T_{j+1})})$$
(19)
The whole process is itself a (composite) Markov chain that is ergodic, since the underlying Markov chains are themselves ergodic. It turns out that the swapping procedure dramatically decreases the correlation times within each Markov chain with little cost in CPU time since, in any case, one is interested in obtaining data at many temperatures .
For each multiple Markov chain run we compute estimates, at a discrete set of temperatues $`T`$, of quantities such as (i) the average energy $``$ and specific heat $`𝒞=\frac{^2^2}{T^2}`$ of the chain. The per monomer quantities will be denoted respectively by $`E`$ and $`C`$ (ii) the average magnetization per monomer $`M=\frac{1}{N}_iS_i`$ (iii) the susceptibility $`\chi =\frac{M}{h}`$. In addition, as a geometric quantity, we consider the mean squared radius of gyration $`R^2`$ of the chain. From now on, we will set $`J=1`$, which amounts to give the values of the field and temperature in units of $`J`$.
We have done preliminary simulations at high ($`T=10`$) and low ($`T=1`$) temperature. Our results (Figure 3) show that the chain undergoes a swollen to collapsed phase transition, in broad agreement with the mean field picture; moreover, the radius of gyration is found to vary very little with the magnetic field (note that mean field theory yields $`\rho _c=0.87`$ at $`T_c`$ in zero field). Since a full exploration of the $`(h,T)`$ plane is difficult, we have restricted this paper (i) to a detailed study of the $`h=0`$ transition (ii) to a qualitative study of some non zero magnetic field transitions. As mentionned above, the infinite field case corresponds to the usual $`\mathrm{\Theta }`$ situation: equation (14) then yields $`T_\theta =q=6`$, whereas the experimental (cubic lattice) value is $`T_\theta 3.7`$ . As expected in the presence of fluctuations, the mean field parameters (including the location of point $`G`$) are not reliable. For small $`h`$, the first order caracter of the mean field transition will be seen to improve the situation.
### A Results for $`h=0`$: evidence for a first order transition
Our results for the specific heat per monomer $`C`$ and the susceptibility $`\chi `$ are respectively given in Figures 4 and 7. The spiky character of both contrasts with the rounded specific heat of a usual $`\mathrm{\Theta }`$ point. Indeed, finite size scaling theory predicts that the peak $`C_{max}`$ of the specific heat behaves, in the critical region (i.e. for large enough $`N`$), as
$$C_{max}N^{\frac{\alpha }{2\alpha }}$$
(20)
where $`\alpha `$ is the critical exponent associated with the temperature divergence of the specific heat. Accordingly, the critical temperature shifts from its $`N=\mathrm{}`$ value by an amount $`\mathrm{\Delta }T`$ given by
$$\mathrm{\Delta }TN^{\frac{1}{2\alpha }}$$
(21)
At the $`\mathrm{\Theta }`$ point, one has $`\alpha =0`$, implying a slow (logarithmic) $`N`$ dependence of $`C_{max}`$ and $`\mathrm{\Delta }T\frac{1}{N^{1/2}}`$ (up to a logarithmic factor). On the contrary, a thermal first order transition corresponds to the value $`\alpha =1`$, yielding $`C_{max}N`$ with a much weaker temperature shift $`\mathrm{\Delta }T\frac{1}{N}`$. These scaling predictions are to be compared with the results of Figures 5 and 12. The agreement is satisfactory, even though it is not clear that the largest $`N`$ value, viz. $`N=400`$, is already in the scaling region. Further evidence for a discontinuous zero field transition comes from Figures 6 and 8, where we show the thermal evolution of the average magnetization per monomer $`M`$ and of the radius of gyration. All these results are consistent with a first order transition at a critical temperature $`T_c1.80\pm .04`$, close indeed to the mean field value $`T_c^{MF}1.88`$.
To study the phase coexistence implied by such a transition, we have studied the probability distributions of the magnetization $`M`$ and internal energy $`E`$ close to the phase transition. Figures 9 and 10, obtained for $`N=300`$, suggest that the critical distributions $`P(M)`$ and $`P(E)`$ are flat, in marked contrast with the usual two peak structure at $`T_c`$ . This two peak structure results from the spatial coexistence of the (bulk) phases along a domain wall (more generally a $`(d1)`$ interface). In the present case, we have coexistence between phases of different dimensionalities, namely a paramagnetic swollen phase and a magnetized collapsed phase. It is then clear that the “interface” can be reduced to a point, yielding a “surface” tension of order one. This in turn explains the flat critical distributions of Figures 9 and 10. Below the transition, it is interesting to note that the magnetization quickly saturates: a closer look at compact chain magnetic conformations shows that the minority domains are located on the surface of the globule, and become less and less relevant as $`N`$ grows (Figure 11).
### B Tentative studies of the continuous transition in a field
As previously mentionned, the multicritical point $`G`$ will be pushed downwards from its mean field location. Since the computer search for a precise determination of this point is very time consuming, we have adopted the following strategy. We have performed simulations for small ($`h=0.5`$ and $`h=1`$) and large ($`h=5`$ and $`h=10`$) magnetic field.
The first evidence for a second order transition in large fields comes from Figure 12, where the specific heat maximum for $`h=10`$ behaves very differently from its small field values: for $`h=0.5`$ and $`h=1`$, one apparently gets the same behaviour as with $`h=0`$, namely $`C_{max}N`$. The existence of a second order transition for $`h`$ large is corroborated by Figures 14 and 15. For $`h=5`$, the critical probability distribution is very different from its $`h=0`$ counterpart (Figure 10). A finite size scaling analysis of the data for the same value of the field yields, in a rather convincing manner, a second order $`\mathrm{\Theta }`$ like transition at $`T_c3.4`$ (remember that $`lim_h\mathrm{}T_c(h)3.7`$). We therefore obtain $`h_G<5`$. To get a better estimate of $`h_G`$, we have computed the probability distribution $`P(E)`$ of the internal energy for $`h=0.5`$ (Figure 13). It clearly interpolates between Figures 10 and 14, but it is not easy to interpret the data as representative of a continuous or discontinuous transition. To summarize, we have presented evidence for a continuous transition for large $`h`$. The precise position of the point $`G`$ is left for future work.
## V Conclusion
We have seen that ferromagnetic interactions may drive the collapse of a polymer, even in a good solvent. This collapse is very sensitive to the presence of an external magnetic field. It might be possible to design new polymeric magnetic materials, for which the collapse transition is triggered by a magnetic field, at room temperature.
We have also done preliminary simulations on the two dimensional case (Ising polymer on a square lattice): for $`h=0`$, we get a quite abrupt transition around $`T_c1.18`$ (which can be compared to the value $`T_\theta 1.5`$ ). Since the critical dimensions associated with the $`\mathrm{\Theta }`$ point ($`\phi ^6`$ theory) and the multicritical $`G`$ point ($`\phi ^8`$ theory) are respectively $`d_\mathrm{\Theta }=3`$ and $`d_G=\frac{8}{3}`$, one expects fluctuations to be important. Further work is needed to elucidate their influence on the mean field phase diagram.
Finally, the present model can be generalized to include
(i) longer range or competing interactions (e.g. ANNNI models).
(ii) non Ising local variables ($`O(n)`$ spins, quadrupoles,…).
(iii) disorder, either in an annealed (BEG-like ) or in a quenched way .
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# ABSTRACT
## ABSTRACT
The burster and dipper Low Mass X-ray Binary (LMXB) 4U1915-05 (also known as XB1916-053) was observed by the Rossi X-ray Timing Explorer (RXTE) 19 times for a total exposure of 140 ks between 1996 February and October. Here we report on the discovery of Low Frequency (10-40 Hz) Quasi-Periodic Oscillations (LFQPOs) from 4U1915-05. The properties of the LFQPOs are related to the presence of the High Frequency QPOs (HFQPOs) detected simultaneously. We have observed a correlation between the LFQPO frequency and source count rate, as well as a correlation (linear) between the LFQPOs and HFQPOs. Both results cannot be explained by a Beat Frequency Model (BFM). They are also hardly compatible with predictions from the inner disk precession model.
## 1 INTRODUCTION
Prior to RXTE, GINGA observations had shown that 4U1915-05 displayed very low variability at frequencies below 1 Hz (Yoshida, 1992). The same observations suggested also that 4U1915-05 could be an Atoll source. 4U1915-05 was observed by RXTE both in a high intensity/soft state ($`\mathrm{L}_{220\mathrm{keV}}1.4\times 10^{37}`$ ergs s<sup>-1</sup>, 9.3 kpc) and a low intensity/hard state ($`\mathrm{L}_{220\mathrm{keV}}3.2\times 10^{36}`$ ergs s<sup>-1</sup>). A correlated timing and spectral study confirmed the Atoll nature of the source (Boirin et al., 1999). In the low intensity regime, HFQPOs were detected between 600 and 1000 Hz (Barret et al., 1999, Boirin et al., 1999). Their frequency positively correlates with the count rate, except for an observation performed on October 29th when a 600 Hz QPO was detected. For two observations, a second marginally significant signal was found at a frequency 350 Hz lower than the main HFQPO. Applying the “shift and add” technique (Mendez et al., 1998) revealed twin HFQPOs separated by 355 Hz at 650 and 1005 Hz. In this paper we report on the discovery of LFQPOs in 4U1915-05, and relate their properties to those of HFQPOs.
## 2 DISCOVERY OF LFQPOs
We used the high time resolution Proportional Counter Array (PCA) data (122 $`\mu `$s resolution and 0.95 $`\mu `$s for the GoodXenon (G) mode). Power Density Spectra (PDS) ($`3\times 10^3100`$ Hz) were computed in the 5-30 keV range (for all details about the observation and the data analysis, see Boirin et al., 1999). The source displays very low variability below 1 Hz. The Root Mean Square (RMS) integrated up to 1 Hz ranges between $``$ 3 and 6 % independently of the spectral/intensity state. Above 1 Hz, in the high intensity state, 4U1915-05 does not display any variability either. On the other hand, at lower intensities, the source displays larger variability, with RMS ranging from roughly 8 to 28 % as the count rate decreases. A careful inspection of the LF PDS revealed the presence of broad QPO-like features. Figure 1 (left) shows the LFQPOs in order of decreasing count rate from top to bottom. Parameters of the LFQPOs are given on the plot (see also Table 1). With the exception of the October 29th observation, there is a clear correlation between the LFQPOs and count rate. LFQPOs were detected in five observations. In four of them, HFQPOs were detected simultaneously (above the 5 $`\sigma `$ level) (Barret et al., 1999, see Figure 1). Figure 2 is a plot of the LFQPO frequency against the HFQPO frequency.
## 3 DISCUSSION
The main results of this paper can be summarized as follows: we have observed a positive correlation of the LFQPOs with the count rate as well as a correlation between the LFQPOs and HFQPOs. 4U1915-05 is the third Atoll source, to date, to display such a behaviour; the other two being 4U0614+091 (Ford, 1997) and 4U1728-34 (Ford & van der Klis, 1998). Such correlations are already well known in Z sources (eg Sco X-1, van der Klis et al., 1997), thus suggesting that similar processes are at work in both kinds of LMXBs. The origin of LFQPOs in Atoll sources is unclear. The magnetospheric BFM (Alpar et al., 1985) long used to explain the Horizontal Branch (HB) QPOs in Z sources cannot be safely extrapolated to Atoll sources, whose magnetic field and accretion rate are much lower than the inferred value for Z sources. Furthermore, the BFM, if used to explain the LFQPOs cannot account at the same time for the presence of HFQPOs (van der Klis et al., 1997). Note also that in any of such models one would expect a strict correlation between the LFQPOs and count rate. As said earlier, the October 29th observation departs from such a correlation. It is interesting to note that the 600 Hz HFQPO is also outside the correlation between HFQPOs and count rate, but surprisingly (as shown in Figure 2) falls right on the correlation between LFQPOs and HFQPOs.
Stella and Vietri (1998) developed the Lense-Thirring (LT) inner disk precession model that might account for LFQPOs when HFQPOs are present. This model has been succesfully applied to three sources (4U1728-34, 4U0614+091 and KS1731-260, Stella & Vietri, 1998) but might have some problems. First, in 4U1735-44, Wijnands et al. (1998) computed a precession frequency greater by a factor of 2 than the LFQPO observed. Second, in 4U1728-34, although the LFQPO frequency varies as the squared of the HFQPO frequency as expected for the precession frequency, the parameters derived for the Neutron Star (NS) are not allowed by classical models (Ford et al., 1998). Finally, a similar conclusion was also reached when the LT model was tried on Z sources (Stella & Vietri, 1998, Jonker et al., 1998). For 4U1915-05, we assumed a NS spin frequency of 355 Hz and the keplerian frequency equal to the observed HFQPO frequency. We used the same parameters as Stella and Vietri for the NS (NS mass $`\mathrm{M}_\mathrm{o}=1.97\mathrm{M}_{}`$, moment of inertia $`\mathrm{I}=1.98\mathrm{M}_\mathrm{o}10^{45}`$ g cm<sup>2</sup>). The results are listed in Table 1.
The precession frequency matches the LFQPO frequency for the July 15th observation. For the October 29th, it would be also the case if the $``$ 600 Hz HFQPO were associated with the inner-disk keplerian frequency. For the remaining two observations (May 23rd and June 1st), the precession frequency is lower by about a factor of $``$ 2 than the QPO frequency observed. Since the NS parameters used are supposed to yield precession frequencies close to the maximum values allowed in classical NS models, it is unlikely that the LT model can be pushed up to match our LFQPO. Note however, that for the latter two observations, the LFQPO frequency would roughly match the precession frequency if the HFQPO observed were the lowest of a twin pair separated by 355 Hz, or the highest but with a NS spin at $`2\times 355`$ Hz. In any case, the LFQPO does not seem to follow the quadratic dependency on the HFQPO, predicted in the LT interpretation (Figure 2). Excluding the peculiar October 29th observation, a fit with a powerlaw gives an index of 3.4 (reduced $`\chi ^2=3.5`$). For indication, a simple linear fit yields a lower reduced $`\chi ^2`$ (1.3).
## 4 CONCLUSIONS
Our study of the timing properties led to the discovery of LFQPOs. It further revealed a positive correlation between the LFQPOs and count rate, and a correlation between the LFQPOs and HFQPOs. We have shown that our results are hardly compatible with models that have been put forward to explain LFQPOs in Atoll sources. In any case, more observations are needed to better constrain the dependency rules of LFQPOs versus HFQPOs, which in turn might put more stringent constraints on the models.
We thank J. Swank and A. Smale for their support to this project, as well the RXTE/GOF team for his assistance in the data reduction and analysis.
## 5 REFERENCES
* Alpar, M.A., & Shaham, J., 1985, Nature, 316, 239
* Barret, D., et al., 1999, Astr. Lett. and Comm., in press
* Boirin, L., et al., 1999, A&A, in preparation
* Ford, E. C., 1997, PhD Thesis, Columbia University
* Ford, E. C., & Van Der Klis, M., 1998, ApJL, 506, L39
* Jonker, P.G., et al., 1998,ApJL, 499, L191
* Mendez, M., et al., 1998, ApJL, 494, L65
* Stella, L., & Vietri, M., 1998, ApJL, 492, L59
* Van der Klis, M., Wijnands, R., Horne, K. and Chen, W., 1997, ApJL, 481, L97
* Wijnands, R., et al., 1997, ApJL, 490, L157
* Wijnands, R., et al., 1998, ApJL, 495, L39
* Yoshida, K., 1992, PhD Thesis, Tokyo University
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# 1 The Renormalization Group
## 1 The Renormalization Group
Motto: ”We should rather eliminate a degree of freedom if it is not playing an important role in a given observable. The complications left behind, such as the effective interactions, form factors, etc. are easier to cope with than the complications related to a truly dynamical variable.” A successful implementation of this idea can be found in quantum chemistry where the d,f and g electrons are taken into account by means of the form factors rather than keeping them as true dynamical degrees of freedom. In an analogous manner, the application of the RG method for the multifragmentation processes is based on the effective treatment of the nuclear bound state structure.
The RG method has two independent bonuses. It (i) helps to identify those few microscopic coupling constants which characterize a given dynamics , and (ii) provides a non-perturbative tool for solving quantum field theories.
Elementary interactions: Suppose that the elementary (”microscopic”) description of the dynamics is given by the hamiltonian $`H_k[\psi _N,\mathrm{\Phi }_M,\chi _{(A,Z)}]`$, where the fields $`\psi _N`$ and $`\mathrm{\Phi }_M`$ stand for few low lying nucleons and mesons, respectively. The nuclei belong to the field $`\chi _{(A,Z)}`$. This hamiltonian is supposed to describe the dynamics up to $`k=\mathrm{\Lambda }`$few GeV/c single particle momentum and it contains interaction terms like $`\overline{\psi }_N\psi _N\mathrm{\Phi }_M`$, $`\mathrm{\Phi }_M^4`$, $`\chi _{(A,Z)}^{}\psi _p\mathrm{}\psi _p\psi _n\mathrm{}\psi _n`$ involving $`Z`$ proton and $`AZ`$ neutron fields and $`\chi _{(A_1+A_2,Z_1+Z_2)}^{}\chi _{(A_1,Z_1)}\chi _{(A_2,Z_2)}`$. The local field are convoluted with form factors to form the vertices.
RG flow: Such a model is not particularly interesting because the large number of the parameters spoils practicality and the predictive power. The remedy of the problem is the blocking, or the RG step. It consists of the lowering of the cutoff, $`kk^{}=k\mathrm{\Delta }k`$ by eliminating particles within the momentum shell $`k\mathrm{\Delta }kpk`$ and by constructing the effective dynamics governed by $`H_{k\mathrm{\Delta }k}`$. The coupling constants appearing in the new hamiltonian take new values, $`g_ng_n^{}=_n(g;k,k^{})`$, their modification represent the dynamics of the modes eliminated. The result is the cutoff dependence of the coupling constants $`g_n(k)`$, the RG flow.
What is the use of the RG flow? Suppose that we need the expectation value $`A(p_{obs})`$ of an observable at the momentum scale $`p_{obs}`$. The contributions of particles with momentum $`p>p_{obs}`$ are suppressed in the expectation value. The basic principle of the RG method is to use the effective dynamics with cutoff slightly above $`p_{obs}`$ to obtain the expectation value. As a result, the coupling constants $`g_n(p)`$ express the effective strength of the interactions at a given scale. In order to see the true scale dependence the dimension of the coupling constant is expressed by the cutoff, $`k`$, and one works with dimensionless coupling constants.
Universality: The blocking step allows us to eliminate a large number of coupling constants from the hamiltonian. This is achieved by linearizing the blocking transformation $`(g;k,k^{})`$ around a fixed point, $`g^{}=(g^{};k,k^{})`$. Let us denote the eigenvalues of the linearized blocking, $`_{g_n}_m(g^{};k,k^{})`$ by $`\lambda _n(k/k^{})`$. Two successive blocking steps give the relation $`\lambda _n(x)\lambda _n(y)=\lambda _n(xy)`$. The only continuous solution of this equation is $`\lambda _n(x)=x^{\nu _n}`$. The parameter $`\nu _n`$ introduced in this manner is called the critical exponent. The coupling constants with $`\nu <0`$ or $`\nu >0`$ are called irrelevant, or relevant, respectively. This classification corresponds to the scaling regime, the range of the scale $`k`$ where the linearization is reliable. The use of this property obtained in the linearized level is that it asserts that the RG flow becomes independent of the initial value of the irrelevant coupling constants after leaving the vicinity of a fixed point<sup>2</sup><sup>2</sup>2It is important to bear in mind that the irrelevance is not the claim that the coupling constant is weak. It concerns instead the difference between the running coupling constants and the fixed point..
There are two other important developments to mention:
* The kinetic energy is the dominant piece of the hamiltonian at high energy and the models consisting of free, massless particles represent perturbative fixed points.
* The relevant (irrelevant) coupling constants are the renormalizable (non-renormalizable) ones.
The result is the universality, the claim that the initial value of the non-renormalizable coupling constants at the shortest length scale can safely be set zero and it is enough to adjust the renormalizable coupling constants only.
The weak point of applying the RG method in Nuclear Physics lies here. One may say that one of the fundamental difficulty of Nuclear Physics is the closeness of its characteristic scales <sup>3</sup><sup>3</sup>3This results from the strongness of the coupling constants, c.f. the separation of the scales by $`\alpha `$ in atomic physics.: one can not talk about hadronic degrees of freedom below 1fm and the strong interaction is already negligible beyond few dozens of fm. The UV and IR ”neighbors” of Nuclear Physics, QCD and QED are better placed because they have longer scaling regimes which allows the sufficiently strong suppression of the non-universal interactions and thereby eliminate the need of the non-renormalizable coupling constants. It remains to be see if the critical exponents of the non-renormalizable coupling constants are sufficiently negative in Nuclear Physics to eliminate enough coupling constants at $`\mathrm{\Lambda }`$.
Wegner-Houghton equations: In order to follow the RG flow of a large number of coupling constants one needs a specially powerful version of the RG method. This is based on infinitesimal RG steps where $`\mathrm{\Delta }k/k1`$. $`\mathrm{\Delta }k/k`$ acts as a new small parameter and the RG equation obtained in the one-loop level becomes exact as $`\mathrm{\Delta }k/k0`$ .
Time evolution: A characteristic feature of the multifragmentation processes is that the conservation laws play an important role in bringing the system out of equilibrium. One encounters similar situation in the experimental studies of glassy materials . The potential energy of glasses is an extremely complicated function of the microscopic parameters and possesses a large number of minima. In the quenching experiment one starts at a temperature where the kinetic energy is well above the peaks of the potential energy. After thermalization the temperature is suddenly lowered what makes the system trapped at the closest potential minimum. The time evolution and the relaxation follow different laws before and after quenching. This is reminiscent the break-up step in the multifragmentation because the ergodicity is abruptly broken in both cases. The method of the dynamical renormalization group (DRG) was developed to deal with such problems and to classify the possible time evolutions . This method would, in addition, provide a systematic description of the statistical aspects of the multifragmentation.
Soft modes: The detectors pick up long time and long distance observables. This makes one believe that the soft modes, the light mesons are particularly important for the multifragmentation processes. One might envision the nuclei and the nucleons emerging from the multifragmentation process as being surrounded by the classical meson fields which are responsible for their interactions. The resulting picture is similar to the cloudy bag model scenario.
The RG method tailored for the multifragmentation problem may consists of a TDHF scheme where the actual cutoff is time dependent and follows the average kinetic energy of the particles.
## 2 Mixed Phase
Another application of the RG strategy which might be interesting in the study of the nuclear multifragmentation is the description of the spinodal phase separation. Let us consider the partition function
$$Z_\mathrm{\Lambda }(\mathrm{\Phi })=D[\varphi ]e^{\frac{1}{\mathrm{}}S_\mathrm{\Lambda }[\varphi ]}\delta \left(L^dd^dx\varphi (x)\mathrm{\Phi }\right)$$
(1)
where the Landau-Ginsburg free-energy, $`S[\varphi ]`$, corresponds to the phase with spontaneously broken symmetry,
$$S_k[\varphi ]=d^dx\left[\frac{1}{2}(_\mu \varphi (x))^2+V_k(\varphi (x))\right].$$
(2)
The dimensionless parameter $`\mathrm{}`$ is introduced to organize the loop-expansion and $`L^d`$ is the volume. The mean-field solution predicts metastability for $`\mathrm{\Phi }_{sp}(0)|\mathrm{\Phi }|\mathrm{\Phi }_0(0)`$, where
$$k^2+_\mathrm{\Phi }^2V_k(\mathrm{\Phi }_{sp}(k))=0,k^2\mathrm{\Phi }_0(k)+_\mathrm{\Phi }V_k(\mathrm{\Phi }_0(k))=0.$$
(3)
Consider the fluctuations with momentum $`p<k_{cr}`$ and $`|\mathrm{\Phi }|\mathrm{\Phi }_{sp}(p)`$. Here $`k_{cr}`$ denotes the onset of the instability, i.e. $`\mathrm{\Phi }_0(k)>0`$ for $`k<k_{cr}`$. The amplitude of these modes increases exponentially in time because the inverse propagator $`G^1(p^2)=p^2+_\mathrm{\Phi }^2V_p(\mathrm{\Phi })`$ is negative.
The RG proceeds by the successive elimination of the modes, and the construction of the effective action
$$e^{\frac{1}{\mathrm{}}S_{k\mathrm{\Delta }k}[\varphi _{IR}]}=D[\varphi _{UV}]e^{\frac{1}{\mathrm{}}S_k[\varphi _{IR}+\varphi _{UV}]},$$
(4)
where the Fourier transforms $`\stackrel{~}{\varphi }_{IR}(p)`$ and $`\stackrel{~}{\varphi }_{UV}(p)`$ are non-vanishing for $`p<k\mathrm{\Delta }k`$ and $`k\mathrm{\Delta }k<p<k`$, respectively. The action $`S_k[\varphi ]`$ has a local maximum at $`\stackrel{~}{\varphi }_{UV}(k)=0`$ in the spinodal unstable region. Since $`S_k[\varphi ]`$ is bounded from below the spinodal instability is characterized by the appearance of a nontrivial saddle point, $`\stackrel{~}{\varphi }_k^{sp}(x)`$, in the blocking (4). The saddle point is the solution of the projection of the equation of motion of $`S_k`$ into the momentum space shell $`k\mathrm{\Delta }k<p<k`$. The blocking relation is
$$e^{\frac{1}{\mathrm{}}S_{k\mathrm{\Delta }k}[\varphi _{IR}]}=\underset{\alpha }{}e^{\frac{1}{\mathrm{}}S_k[\varphi _{IR}+\varphi _{k,\alpha }^{sp}]}\frac{dX_{k,\alpha }\mu (X_{k,\alpha })}{\sqrt{det^{}\frac{^2S_k[\varphi _{IR}+\varphi _{k,\alpha }^{sp}(X)]}{\varphi _{UV}\varphi _{UV}}}}\left(1+O(\mathrm{})\right),$$
(5)
where the summation is over the different saddle points. $`det^{}`$ denotes the determinant in the subspace of the modes with momentum $`k\mathrm{\Delta }k<p<k`$ which is orthogonal to the saddle point and $`\mu (X_{k,\alpha })`$ stands for the integral measure of the zero modes $`X_{k,\alpha }`$. We find a tree-level renormalization because the saddle point depends on the infrared background field, $`\varphi _k^{sp}=\varphi _k^{sp}[\varphi _{IR}]`$. In the case of a single saddle point (5) reads as
$$S_{k\mathrm{\Delta }k}[\varphi _{IR}]=S_k[\varphi _{IR}+\varphi _k^{sp}[\varphi _{IR}]]+O(\mathrm{})$$
(6)
The numerical computation of the effective action was reported in ref. by taking into account the plane wave saddle points. The conclusion can be generalized by assuming the continuity of the coupling constants in the cutoff in the unstable region with the following result :
* The mixed phase extends over the metastable region of the mean-field solution, i.e. the saddle point is nontrivial not only for $`|\mathrm{\Phi }|\mathrm{\Phi }_{sp}(k)`$ but whenever $`|\mathrm{\Phi }|\mathrm{\Phi }_0(k)`$.
* The amplitude of the saddle point $`\varphi _k^{sp}(x)`$ is such that the background field plus the saddle point sweeps through the whole unstable region, $`max_x|\mathrm{\Phi }+\varphi _k^{sp}(x)|=\mathrm{\Phi }_0(k)`$.
* The effective action is degenerate in the mixed phase, i.e. it is left unchanged by the fluctuations $`max_x|\mathrm{\Phi }+\varphi _{UV}(x)|\mathrm{\Phi }_0(k)`$. The gradient expansion ansatz
$$S_k=d^dx[\frac{1}{2}Z_k(\varphi (x))(_\mu \varphi (x))^2+V_k(\varphi (x))]$$
(7)
yields a simple quadratic effective action
$$S_k^{mixed}=\frac{1}{2}Z_k^{stable}(\mathrm{\Phi }_0(k))d^dx\left[(_\mu \varphi (x))^2k^2\varphi ^2(x)\right]+O\left(\frac{\mathrm{\Delta }k}{k}\right)$$
(8)
in the mixed phase where $`Z^{stable}`$ is read off from the solution of the RG equation in the stable region. Notice that this result is exact, the only correction being $`O(\mathrm{\Delta }k/k)`$ which can be arbitrarily small.
Notice that the last point implies the Maxwell construction. In fact, $`V_{k=0}(\mathrm{\Phi })`$ is the free energy density which is flat for $`\mathrm{\Phi }_0(0)\mathrm{\Phi }\mathrm{\Phi }_0(0)`$ according to (8). The tree-level renormalization of the potential $`V(\varphi )=0.05\varphi ^2+0.2\varphi ^4/4!`$ is depicted in Fig. 1.
It is worthwhile mentioning that the correlation functions can easily be obtained in the mean-field approximation. The real time evolution can, as well, be incorporated since it is actually a saddle point.
Fig. 1. $`V_k(\mathrm{\Phi })`$ for different values of $`k`$ showing the evolution towards the Maxwell construction at $`k=0`$.
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# Polarized Broad H𝛼 Emission from the LINER Nucleus of NGC 1052
## 1. Introduction
Low-ionization nuclear emission-line regions, or LINERs, are found in 38% of nearby emission-line galactic nuclei (Ho, Filippenko, & Sargent 1997a ), yet their physical origin remains controversial. Observational evidence has clearly demonstrated that some LINERs are genuine active galactic nuclei (AGNs) powered by nonstellar processes (Filippenko (1996); Ho (1998)), but the majority of LINERs do not show clear signatures of AGN activity. The interpretation of LINER spectra is confounded by the fact that the optical emission-line intensity ratios in these objects can often be reproduced reasonably well by models based on AGN-like nonstellar photoionization (Ferland & Netzer (1983); Halpern & Steiner (1983)), or photoionization by hot stars (Filippenko & Terlevich (1992); Shields (1992)), or fast shocks (Dopita & Sutherland (1995)). Furthermore, the weak level of the activity in these galaxies makes it difficult or impossible to isolate any nonstellar continuum emission that might be present in the optical spectrum.
In a spectroscopic survey of nearly 500 nearby galaxies, Ho et al. (1997a) found that $`15\%`$ of LINERs have a broad component of H$`\alpha `$, similar to that seen in Seyfert 1 nuclei. By analogy with the Seyfert population, it is convenient to define “LINER 1” and “LINER 2” subclasses based on the presence or absence, respectively, of detected broad-line emission. The broad-lined objects are likely to contain genuine AGNs, but the status of the LINER 2 class is less clear. While some objects of this class may be AGNs in which the central engine is either very faint or heavily obscured, in others the narrow emission lines may be excited by processes unrelated to AGN activity. Since LINER 2s are potentially the most abundant class of AGNs, it is worthwhile to determine which mechanisms are responsible for their emission properties.
The major breakthrough in understanding the connection between the Seyfert 1 and 2 classes was the discovery by Antonucci & Miller (1985) of a “hidden” broad-line region in the Seyfert 2 galaxy NGC 1068. Based on such evidence, unified models of AGNs interpret the differences between type 1 and type 2 Seyferts as the result of orientation-dependent obscuration by an optically thick, dusty torus surrounding the central engine. In order to determine whether unified models apply to LINERs, we have begun a spectropolarimetric survey of LINERs at the Keck Observatory, and complete results of the survey will be presented in future papers.
In this *Letter*, we present our Keck observations of NGC 1052, an elliptical galaxy at $`v_r=1470`$ km s<sup>-1</sup>. NGC 1052 has long been considered one of the prototypical LINERs, and its emission-line properties have been the subject of numerous studies (Fosbury et al. (1978), 1981; Péquignot (1984); Ho, Filippenko, & Sargent (1993)). NGC 1052 is classified by Ho, Filippenko, & Sargent (1997b) as a LINER 1.9; a faint broad component of H$`\alpha `$ is detected in the total flux spectrum, but only after careful starlight subtraction and line-profile fitting (Ho et al. 1997c ). Its X-ray spectrum is unusually flat, with an observed 2–10 keV photon index of $`0.1`$ and a high inferred absorbing column of $`N_H10^{23}`$ cm<sup>-2</sup> (Guainazzi & Antonelli (1999)). Additional evidence for an AGN in NGC 1052 comes from VLBI radio observations which reveal a double-sided jet emerging from the nucleus (Wrobel (1984); Jones, Wrobel, & Shaffer (1984); Kellermann et al. (1998)). It is also the only elliptical galaxy in which H<sub>2</sub>0 megamaser emission has been detected (Braatz, Wilson, & Henkel (1994)).
## 2. Observations and Reductions
The observations were obtained at the Keck-II telescope on 1997 December 20 UT, using the LRIS spectropolarimeter (Oke et al. (1995); Cohen (1996)). Conditions were photometric, with $`1\stackrel{}{\mathrm{.}}5`$ seeing. We used a 600 g mm<sup>-1</sup> grating blazed at 5000 Å and a slit width of 1″, yielding a spectral resolution of $`6`$ Å and a pixel scale of 1.2 Å pix<sup>-1</sup> over the range 4300–6830 Å. The exposure times were 900 s with the half-wave plate at 0° and at 45°, and 450 s with the waveplate at 22$`\stackrel{}{\mathrm{.}}`$5 and at 67$`\stackrel{}{\mathrm{.}}`$5, for a total of 2700 s. The spectrograph slit was oriented east-west (P.A. = 90°), while the parallactic angle was 35°; this offset should have only a minor effect on the spectral shape as the airmass was 1.2–1.3 during the observations.
The spectra were extracted with a width of 4″ along the slit, wavelength and flux-calibrated, corrected for continuum atmospheric extinction and telluric absorption bands, and rebinned to 2 Å pix<sup>-1</sup>. The large extraction width was chosen in order to minimize the noise in the continuum; in narrower extractions, noise features appeared in the continuum polarization spectrum with amplitudes comparable to that of the H$`\alpha `$ feature discussed below. Such noise features in $`p`$ can arise from uncertainties in interpolating counts in fractional pixels at the edges of the extraction aperture, due to the finite sampling (0$`\stackrel{}{\mathrm{.}}`$43 pixel size) of the galaxy’s spatial profile. Polarimetric analysis was performed according to the methods outlined by by Miller, Robinson, & Goodrich (1988) and Cohen et al. (1997). Calibration of the polarization angle was done using the polarized standard star BD +64 106 (Turnshek et al. (1990)) as a reference. Observations of unpolarized standard stars showed a flat, well-behaved polarization response over the observed wavelength range. The results for NGC 1052 are shown in Figure Polarized Broad H$`\alpha `$ Emission from the LINER Nucleus of NGC 1052. The displayed spectrum of $`p`$ is the “rotated Stokes parameter,” calculated by rotating $`q`$ and $`u`$ to an angle in which all of the observed polarization signal falls in a single Stokes parameter. The “Stokes flux,” which shows the polarized component of the spectrum, is the product of total flux and the rotated Stokes parameter.
In order to measure accurate polarizations for the emission lines, starlight was subtracted from the total flux using a spectrum of the nucleus of NGC 3115 as an absorption-line template. We were able to achieve a satisfactory subtraction without the inclusion of a featureless continuum component, and we conclude that the featureless continuum, if present, can contribute no more than a few percent of the total observed flux. All emission-line and continuum measurements were performed on the $`q`$ and $`u`$ spectra, with the results converted to $`p`$ and the position angle of polarization ($`\theta `$) only as the final step.
## 3. Results and Discussion
### 3.1. Polarized Line Emission
As Figure Polarized Broad H$`\alpha `$ Emission from the LINER Nucleus of NGC 1052 shows, NGC 1052 displays the classic signature of a “hidden” broad-line region: $`p`$ rises above the continuum polarization level in the broad wings of H$`\alpha `$, and drops again in the core of the H$`\alpha `$+\[N II\] blend where the unpolarized narrow lines contribute most of the flux. Although $`p`$ only rises by $`0.2\%`$ above the continuum, the broad H$`\alpha `$ wings have relatively high intrinsic polarization because of their faintness in total flux. Overall, the H$`\alpha `$+\[N II\] blend has $`p=0.9\%\pm 0.1\%`$, while the H$`\alpha `$ wings have $`p=4.8\%\pm 1.0\%`$ over the range 6500-6530 Å (rest wavelength) and $`p=6.7\%\pm 1.2\%`$ over 6600-6630 Å. The line is significantly broadened in polarized light; in Stokes flux, the spectrum of NGC 1052 is clearly that of a broad-lined AGN.
To measure the polarization of the broad component of H$`\alpha `$, the H$`\alpha `$+\[N II\] blend was decomposed by fitting a set of Gaussian components. In total flux, fitting the blend with three narrow Gaussians and a broad H$`\alpha `$ component proved unsuccessful; the fit presented by Ho et al. (1997c) indicates that medium-width components of H$`\alpha `$ and \[N II\] lines are present as well. Following the method of Ho et al. (1997c), we fit the blend using seven Gaussians, representing narrow and medium-width components for each line plus broad H$`\alpha `$. The widths of the narrow (FWHM = 480 km s<sup>-1</sup>) and medium-width (FWHM = 1020 km s<sup>-1</sup>) components, as well as the wavelength separation between the narrow and medium-width components for each line, were set to match the values found by fitting the \[S II\] doublet. The wavelength separation and flux ratio between the \[N II\] $`\lambda `$6548 and $`\lambda `$6583 lines were fixed to match the known values, while the broad H$`\alpha `$ width was allowed to vary freely in the fit. The best fit to the H$`\alpha `$+\[N II\] blend closely matches that of Ho et al. (1997c), and we find that the broad H$`\alpha `$ component in total flux has FWHM = $`2120\pm 70`$ km s<sup>-1</sup> and $`f=(1.9\pm 0.5)\times 10^{13}`$ erg cm<sup>-2</sup> s<sup>-1</sup>. A small excess above the level of the best-fitting decomposition appears in the H$`\alpha `$ wings at velocities out to $`3400`$ km s<sup>-1</sup>, and may be the same broadened H$`\alpha `$ component that appears in the Stokes flux spectrum.
In polarized flux, the signal-to-noise ratio is too low to justify such a detailed fit, and we simply fit the profile with four Gaussians, representing the three narrow components and a broad H$`\alpha `$ line. The best fit indicates FWHM = $`4920\pm 450`$ km s<sup>-1</sup> and $`f=(4.5\pm 0.4)\times 10^{15}`$ erg cm<sup>-2</sup> s<sup>-1</sup> for broad H$`\alpha `$. Figure 2 shows the H$`\alpha `$+\[N II\] profiles and the fits in total and polarized flux. Taking the ratio of the broad-line fluxes in polarized and total light, the polarization of broad H$`\alpha `$ is $`2.3\%\pm 0.6\%`$.
If electron scattering is responsible for the polarization of broad H$`\alpha `$ and the broadening of the line in polarized light, the temperature of the scattering electrons can be estimated from the H$`\alpha `$ linewidth. Subtraction in quadrature of the linewidth in total flux from the linewidth in Stokes flux yields the quantity $`\mathrm{\Delta }u_{th}`$, an estimate of the thermal broadening, which can be related to the electron temperature by $`T_em_e\mathrm{\Delta }u_{th}^2/(16k\mathrm{ln}2)`$ (Miller, Goodrich, & Mathews (1991)). For the observed $`\mathrm{\Delta }u_{th}`$ of 4440 km s<sup>-1</sup> in NGC 1052, we find $`T_e1.2\times 10^5`$ K, a factor of $`23`$ lower than the temperature found for the scattering electrons in NGC 1068 (Miller et al. 1991).
One potential difficulty with the electron-scattering interpretation is that a medium of scattering electrons at T $`10^5`$ K cools rapidly; the cooling time for such a plasma is of order 0.8 $`n_3^1`$ yr, where $`n_3`$ is the electron density in units of $`10^3`$ cm<sup>-3</sup>. The power required to maintain the electrons at $`10^5`$ K is $`3\times 10^{40}n_3^2V`$ erg s<sup>-1</sup>, where $`V`$ is the volume of the scattering region in pc<sup>3</sup>. NGC 1052 has an unabsorbed 2–10 keV luminosity of $`5\times 10^{41}`$ erg s<sup>-1</sup> (Guainazzi & Antonelli (1999)), sufficient to heat the scattering region provided that the scattering medium is optically thin and confined to a small volume (within the opening cone of a parsec-scale torus, for example). Alternatively, scattering by dust grains in the obscuring torus (e.g., Kartje (1995); Dopita et al. (1998)) rather than by electrons would alleviate any energy budget problem, but it is not clear how dust scattering could cause the H$`\alpha `$ line to appear broader in polarized light than in total flux.
Polarization by scattering within the opening cone of an obscuring torus results in a polarization angle oriented perpendicular to the rotation axis of the torus. In NGC 1052, the best indication of the nuclear orientation is the radio axis at milliarcsecond resolution, which we assume is at least roughly oriented along the torus rotation axis. From the VLBI map of Kellermann et al. (1998), the jet axis is oriented at P.A. $`67\mathrm{°}`$, while the jet bends to a P.A. of 95° at kiloparsec scales (Wrobel (1984)). The H$`\alpha `$+\[N II\] emission blend is polarized at $`\theta =178\mathrm{°}\pm 2\mathrm{°}`$, which is offset by 69° from the VLBI jet axis and 83° from the kpc-scale radio axis, in fair agreement with expectations for the obscuring torus picture.
The only narrow line having $`p`$ significantly above that of the continuum is \[O I\] $`\lambda `$6300, with $`p=1.0\%\pm 0.1\%`$ at $`\theta =174\mathrm{°}\pm 5\mathrm{°}`$. The other narrow lines appear in the Stokes flux spectrum, but this is a likely result of foreground polarization in the Galaxy. The Galactic reddening along the line of sight to NGC 1052 is $`E(BV)=0.027`$ mag (Schlegel, Finkbeiner, & Davis (1998)), implying a maximum polarization by transmission through Galactic dust of 0.24% (Serkowski, Mathewson, & Ford (1975)). Since no feature at 5007 Å appears in $`p`$, the most likely explanation for the appearance of \[O III\] in Stokes flux is a foreground screen of aligned dust grains, either in NGC 1052 or in the Galaxy, affecting both the emission lines and continuum. Similarly, the \[N II\] and \[S II\] features appearing in the Stokes flux spectrum can be attributed to foreground polarization.
In Stokes flux, the \[O I\]/\[S II\] flux ratio is substantially greater than in total flux, as can be seen in Figure Polarized Broad H$`\alpha `$ Emission from the LINER Nucleus of NGC 1052, and this may be a consequence of the large difference between the critical densities of these two transitions. The higher polarization of \[O I\] could result from density stratification in the narrow-line region (NLR), combined with obscuration of the inner, high-density portion of the NLR. If the obscuring torus is large enough to surround the \[O I\]-emitting region of the NLR, then electron scattering within the opening angle of the torus would cause \[O I\] to appear polarized, while other lines emitted by more diffuse gas at larger radii would be unpolarized. However, the \[O I\] line is *narrower* in polarized light than in total flux, with FWHM = $`690\pm 130`$ km s<sup>-1</sup> and $`800\pm 20`$ km s<sup>-1</sup>, respectively. If the \[O I\] line were polarized in the same manner as H$`\alpha `$, then its profile should be similarly broadened in polarized light. A more likely explanation for the polarization of \[O I\] is transmission through a region of aligned dust grains within the inner NLR, possibly associated with the obscuring torus. Polarization by dust transmission on NLR scales has been observed in some Seyfert nuclei (Goodrich (1992)).
### 3.2. Continuum Properties
The measured level of continuum polarization is $`0.51\%\pm 0.01\%`$ over the range 4400–4800 Å, and $`0.43\%\pm 0.01\%`$ over 5100–6100 Å. The position angle of continuum polarization ($`5\mathrm{°}\pm 1\mathrm{°}`$ over 5100–6100 Å) is nearly aligned with that of the H$`\alpha `$+\[N II\] blend ($`178\mathrm{°}\pm 2\mathrm{°}`$); the offset of $`7\mathrm{°}`$ between the line and continuum polarizations may be a result of foreground polarization oriented at an unrelated angle. The intrinsic degree of polarization of the scattered continuum is unknown because of the strong dilution by unpolarized starlight and the uncertain contribution of interstellar polarization. However, even if foreground dust contributes $`p=0.24\%`$ to the continuum polarization, the nonstellar continuum must have $`p5\%`$; otherwise it would be detectable in the total flux spectrum.
A $`p`$ spectrum rising toward the blue is the typical signature of dust scattering, although the detailed calculations by Kartje (1995) demonstrate that multiple scattering by dust can lead to wavelength-independent polarization in the optical. However, in NGC 1052, the starlight fraction in total flux presumably drops toward the blue end of the spectrum, and a $`p`$ spectrum rising to the blue would occur even for wavelength-independent electron scattering.
Like many Seyfert 2 nuclei (e.g., Wilson, Ward, & Haniff (1988)), NGC 1052 suffers from an apparent deficit of ionizing photons relative to the number needed to ionize the NLR. Given the lower limit to the H$`\beta `$ flux of $`f1.6\times 10^{13}`$ erg cm<sup>-2</sup> s<sup>-1</sup> measured by Ho et al. (1997b) in a $`2\mathrm{}\times 4\mathrm{}`$ aperture, and assuming an $`f_\nu \nu ^1`$ ionizing continuum, it is easy to show (Ferland & Netzer (1983)) that the nonstellar continuum, if unobscured, should have $`f_\lambda 1.6\times 10^{15}`$ erg cm<sup>-2</sup> s<sup>-1</sup>Å<sup>-1</sup> at 4800 Å. This lower limit corresponds to $`20\%`$ of the total continuum flux at 4800 Å, a sufficiently large fraction that it would have been detected during the starlight subtraction procedure. If the NLR is photoionized by the AGN, then the optical continuum is evidently heavily obscured. We note that the nonstellar continuum has yet to be detected in the ultraviolet; *IUE* spectra did not reveal any nonstellar component (Fosbury et al. (1981)), and to date no *HST* ultraviolet data have been published for NGC 1052.
Rough estimates of the unobscured continuum strength can sometimes be made for hidden type 1 AGNs (e.g., NGC 4258: Wilkes et al. (1995); Cygnus A: Ogle et al. (1997)), but these require knowledge of the covering factor and optical depth of the scattering medium. Lacking such information, we are unable to determine the intrinsic continuum luminosity. High-resolution imaging polarimetry could improve this situation by revealing the size and morphology of the scattering region.
## 4. Conclusions
We have detected polarized continuum and broad-line emission from the nucleus of NGC 1052, the first such detection in a LINER. In polarized light the spectrum of NGC 1052 is that of a “Type 1” AGN. This result indicates that unified models of AGNs may be useful for understanding the differences between type 1 LINERs and some fraction of type 2 LINERs. Some narrow-lined radio galaxies are known to host obscured broad-lined AGNs (e.g., Antonucci & Barvainis (1990)), and NGC 1052 appears to be a local, low-luminosity example of this phenomenon. As we continue our survey, we hope to determine the fraction of LINERs which show polarized broad emission lines.
The W. M. Keck Observatory is operated as a scientific partnership among the California Institute of Technology, the University of California, and NASA, and was made possible by the generous financial support of the W.M. Keck Foundation. This work was supported by NASA grant NAG 5-3556. Research by A. J. B. is supported by a postdoctoral fellowship from the Harvard-Smithsonian Center for Astrophysics.
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# RR Lyrae variables in M5 as a test of pulsational theory
## 1 Introduction
After about a century of investigation, the precise and detailed knowledge of structural parameters of RR Lyrae variables in galactic globulars is still a relevant target for stellar astrophysics. As a matter of the fact, the true luminosity of these variables is still under debate (see, e.g., Gratton et al. 1997, Caputo 1997, Cacciari 1999, and references therein), vis-a-vis the tantalizing evidence that an improved knowledge of such an evolutionary parameter would produce firm constraints about several relevant issues, as the distance of the parent clusters and - in turn - on the distance to the Magellanic Clouds, which is a key–stone for assessing a reliable distance scale in the Universe. In this context, observational data for these variables have become even more interesting, since we are now facing rather detailed scenarios of theoretical evolutionary and pulsational predictions which obviously require to be tested to observations.
In a previous paper (Brocato et al. 1996, hereinafter BCR96) we have already presented new light curves for 15 RR Lyrae stars in M5, pointing out the occurrence of several further pulsators in the crowded core of the cluster. In this paper we present data for these variables in the cluster central region, adding new data for 32 variables and giving suitable light curves and mean magnitudes for 17 RR Lyrae. The next section will present the explored fields, discussing the existing literature on M5 variables to give suitable cross correlations among the nomenclatures adopted by different authors and advancing a proposal for a homogeneous cataloguing for these variables. The new data will be discussed in section 3. The final section will discuss available data for M5 variables to the light of recent predictions from pulsational theories. A brief conclusion will close the paper.
## 2 RR Lyrae in M5 central region
Observational material was secured in April 1989 with the 1.54 m. “Danish” telescope at ESO (La Silla, Chile), equipped with a RCA CCD 331 $`\times `$ 512 pixels. For details regarding observations, calibration and the reduction procedure the reader is referred to BCR96. Fig.1 shows the four explored frames, giving the identification map for the variables we will discuss in this paper. However, the nomenclature of the variables needs here to be discussed in some details.
As early as 1973, the Sawyer Hogg catalogue was already listing 103 variables in M5, with 93 RR Lyrae. Since that time several further pulsators have been found, mainly in the crowded central region. However, the contemporary publication of several papers dedicated to these variables has produced some overlap in their identification and nomenclature, worth to be discussed and clarified.
In BCR96 we presented 26 new cluster RR Lyrae variables, which were added to the Sawyer Hogg list, from V104 to V129. However, now we find that V124 was already marked as V102 in the Sawyer Hogg list whereas 22 out of these 26 variables appear in the list by Evstigneeva et al. (1995; \[ESST\]), who added 30 new variables to the Sawyer Hogg catalogue (from V104 to V133) collecting data from Kadla et al. (1987: \[KGYI\]), Kravtsov, (1988, 1990, 1991, 1992: \[K88\], \[K90\], \[K91\], \[K92\]). In this series of papers one can find positions and finding charts for the 30 new variables near the cluster core, together with indications about periods and rather scattered light curves from photographic $`B`$ photometry. In the present investigation we tested 4 out of the 8 stars in that list not in common with BCR96. As for the remaining four, V122, 126 and V127 were not detected because of crowding, while V133 lies outside our fields. We confirm the variability for three out of the four objects, with the exception of V124 which does not show magnitude variations within 0.1 mag.
More recently, Reid (1996: \[R96\]) has published an extensive $`V`$, $`I`$ survey of RR Lyrae variables in M5, reporting light curves and mean magnitudes for 49 RR Lyrae, 44 from the Sawyer Hogg list and 5 which belong to the Evstigneeva extension. In addition, R96 lists several RR Lyrae candidates in the cluster central region (Table 5 in R96). We tested for variability all these candidates, detecting variability only in stars 315, which appears a RR Lyrae variable. Moreover, both R96 and Yan & Reid (1996: \[YR96\]) discovered several eclipsing binaries in the cluster field, all outside our explored region.
In the meantime, Sandquist et al., (1996: \[SBSH\]) reported the discovery of 8 new variables which were added to the list of ESST with numbers from V134 to V141. No period was given. From our observations it appears that V134 was already named as V129 in ESST, V135 is a new RR, V137 is the star V118 in BCR96, and V139 is the star 315 in R96 whereas we were not able to detect variability neither in V136 nor in V140 and V144. We can say nothing about V138 and V141 because the former is saturated and the latter one lies out of our fields. Finally, on the basis of $`F336W`$ filter HST observations, Drissen & Shara, (1998: DS) have recently given light curves for 29 variables in the core of M5, with 5 new variables. Because of crowding, we were able to detect only one among those variables, which appears a RR Lyrae pulsator.
As a whole, one finds that the literature on M5 variables would greatly benefit by a reorganization of the above discussed observations. Table 1 summarizes the situation, giving in the first column our adopted nomenclature which runs as follows: from V104 to V133 we follow the notation by ESST, from V134 to V141 the classification by SBSH, arranging from V142 to V158 further variables from various authors. Next columns give the cross identifications for all the variables in M5 not in Sawyer Hogg (1973) catalogue, together with the source of the variable identifications. Last four columns give details for stars in the field of the present investigation or, for objects outside our fields, we give within brackets the original classification of the objects.
According to the data summarized in Table 1, one finds that out of 44 objects nominally present in our field 1, V134 is a duplicated nomenclature, in four cases (V124, V136, V140 and V144) we failed to detect luminosity variations, 7 objects are in a too crowded region and, finally, the image of a further object appears saturated. This paper will deal with the data for the remaining 31 variables plus V103 which falls in the investigated fields. The first column in Table 2 gives the list of these objects.
### 2.1 Light curves and notes on individual variables
In order to obtain light curves for the observed variables, we searched for periods by using a standard discrete Fourier decomposition (Deeming 1975, Kurtz 1985). However, in some cases the restricted time allowed for the observations caused the occurrence of too few phase points along the pulsational cycle. In that case we adopted periods from the literature. Data on Periods, Epochs of maximum, $`B`$ and $`V`$ amplitudes are reported in the same Table 2, together with the period source for each variable. Light curves for all variables listed in Table 2 are shown in Figure 2. HJD and $`BV`$ magnitudes will be available via anonymous ftp at the address: oacosf.na.astro.it (pub/M5RR) or upon request by e-mail.
¿From the sample of RR Lyrae in Table 2 we selected 17 objects with the best light curves allowing a suitable estimate of mean magnitudes and colors. For this purpose, data for the selected objects have been best-fitted with a spline function and then integrated over the fitted curve to find mean quantities by averaging i) over the magnitude curve and ii) over the intensity curve. The results of this procedure are reported in Table 3, where individual columns give: (1) variable name; (2) period in days; (3) magnitude and (4) intensity averaged $`V`$; (5) magnitude and (6) intensity averaged $`BV`$; (7) corrected $`(BV)_c`$ colors following Bono et al. (1995: \[BCS\]) prescriptions; (8) visual and (9) blue amplitudes.
As discussed by BCS, $`<V>`$ appears a good indicator for the magnitude of the “static star”, whereas the observed averaged colors need to be corrected in order to give the “static” color. The consistency of BCS corrections is displayed in Fig. 3, where the upper panel shows the comparison between observed $`<B><V>`$ and $`(BV)`$ colors and the lower panel gives the same comparison but after applying BCS corrections to the observed data. The agreement between the two corrected colors is almost perfect.
Comments on individual stars, are as follows:
* V104: this relevant object has been classified by R96 as a probable double mode RR Lyrae with a fundamental period P=0<sup>d</sup>.464243. However, DS reports this variable (their HST-V1) as contact or semi-detached binary, with a period larger than $`0^d`$.47. Our observations agree with DS, giving a period of about 0.74 days. The light curve by R96 shows both an eclipsing binary-like and a RR Lyrae-like shape, and our conclusion is that the nature of V104 remains a mystery, deserving more observations.
* V105: the star shows a visual magnitude significantly fainter ($``$0.3 mag) than other RR mean magnitudes, with a color ($`BV0.20`$) in agreement with the blue edge of the instability strip. Possibly a foreground variable.
* V113: this star shows a color which is significantly bluer that the blue edge for first–overtone pulsation but a visual magnitude in agreement with the average luminosity of the other variables. This evidence is not consistent with an explanation in terms of blending effect, nor this star is embedded in a crowded field (see Fig. 1). Accordingly, the color of V113 remains unexplained.
* V121: this star shows a visual magnitude significantly fainter ($``$0.3 mag) than the mean magnitude but a rather red color.
* V139: again a peculiar variable; the color is bluer than the blue edge of the instability strip and its visual magnitude is about 0.2 mag brighter than the mean value. In this case a blending effect (due to a very blue HB companion) could be invoked.
* V143: from the HJD vs. magnitude plot (see Fig. 2) this star appears clearly variable even though we were unable to find any periodicity. Thus also the nature of this star remains uncertain.
Our complete sample (this paper + BCR96) contains 11 RR Lyrae in common with R96, namely, in R96 notation, V36, V45, V81, V82, V97 ($`ab`$–type variables) and V35, V57, V78, V100, V116, V131 ($`c`$–type variables). Figure 4 compares $`<V>`$ and $`A(V)`$ for these common objects. ¿From the upper panel of the figure one finds that our observations appear on the average fainter in $`<V>`$ by only $``$ 0.03 mag. As for visual amplitudes (lower panel), we have similar results with the remarkable exception of V97. However, a simple inspection of R96 light curve for V97 reveals that this star shows a Blazhko effect, as many others in this sample.
Implementing the data given in this paper with similar data already presented in BCR96 and with the $`B`$,$`V`$ photometry given by Storm et al. (1991: \[SCB\]) for 11 RR Lyrae in the cluster periphery, we are eventually dealing with reliable light curves for a sample of 42 variables, as given by 22 RR<sub>ab</sub> and 20 RR<sub>c</sub>. This sample, with the large occurrence of core RR Lyrae variables, appears abnormally rich of c-type pulsators, with the ratio $`N_c`$/$`N_{RR}`$ 0.5 against the value of 0.26 found from the Sawyer Hogg catalogue (see, e.g., Castellani & Quarta 1987). However, this is due, at least in part, to the marked asymmetry of $`ab`$ light curves which not allowed a suitable coverage of the pulsational cycle within the too restricted sets of observational data, nor the rather small number of objects gives a strong statistical significance to this ratio.
It is obviously interesting to compare the pulsational behavior of our sample with the behavior of variables in the outer regions of the cluster. Moreover, the availability of magnitudes and colors of the ”static” structures will allow to investigate the color-magnitude (CM) location of the variables. As for the first point, Figure 5 shows the Bailey diagram (visual amplitude $`A(V)`$ $`vs`$ period) for our sample, together with previous data for regularly pulsating variables (no Blazhko effect) from SCB and R96 studies. The remarkable similar distribution of stars in the various samples shows that RR Lyrae in the various cluster regions have a common pulsational behavior.
The CM diagram of our complete sample of 22 RR<sub>ab</sub> and 20 RR<sub>c</sub> variables is shown in Fig. 6 together with the data for static HB stars by Brocato et al. (1995). By excluding V113 and V139 for the peculiar blue color, and V105 and V121 for the peculiar faint magnitude, one derives that the edges of the observed instability strip occur at $`(BV)`$=0.20$`\pm `$0.02 and 0.45$`\pm `$0.02 , as well as that the lower envelope of the RR Lyrae distribution can be safely put at $`V`$=15.14$`\pm `$0.04 mag. Note that we are well confident in the colors of the RR Lyrae near the edges of the instability strip, whereas the few non-variable stars within the instability strip appear in general affected by crowding or blending.
## 3 Discussion and conclusions
In the previous figure 5 observational data are compared with theoretical predictions from pulsating convective models with mass $`M=0.65M_{}`$, luminosity log$`L/L_{}`$=1.61 (solid line) and 1.72 (dashed line) and the labeled chemical composition. One finds that the left envelope of the RR<sub>ab</sub> distribution appears in agreement with the log$`L/L_{}`$=1.61 line. Taking the pulsational results to their face value, this would suggest a ZAHB luminosity in excellent agreement with theoretical predictions given by Castellani et al. (1991) but somewhat lower than the value log$`L/L_{}`$=1.66 suggested by the more recent ”improved” computations by Cassisi et al. (1998: \[C98\]). Note that all the most recent evaluations of such a luminosity, as given by various authors under slightly different assumptions, appear in the range 1.66$`\pm `$0.01 (Caloi et al. 1997, Straniero et al. 1997).
To discuss such a disagreement, one has to notice that while the luminosity of the HB appears as a rather firm theoretical prediction, theoretical pulsator masses rely on the assumption of a solar-like distribution of heavy elements. However, the suggested occurrence of $`\alpha `$ enhanced mixtures in metal poor globular cluster stars (see, e.g., Gratton et al. 1997) is not of help, since lower pulsator masses will imply even lower ”pulsational” luminosities (see, e.g., figure 15 in Bono et al. 1997a).
In order to compare theoretical predictions about the boundaries of the instability region with the observational results given in the previous section one needs an estimate of the cluster distance modulus. Let us here assume the value one would derive from the already quoted C98 evolutionary results, namely $`DM`$=14.59 ($`\pm `$0.04) mag. On this ground, Figure 7 compares the CM diagram location of the variables with theoretical predictions evaluated for the purpose of this paper (with the same code and input physics as in Bono et al., 1997b) about the boundaries of the instability strip for $`M=0.65M_{}`$, $`Z`$=0.001 (solar scaled), $`Y`$=0.24 and for selected assumptions about the cluster reddening. The theoretical boundaries have been transformed into the observational plane by adopting the Castelli et al. (1997a,b) static model atmospheres.
One finds that the the fitting between theory and observation would require a negligible amount of reddening, running against a rather well established reddening of the order of E(B-V)$``$0.02 (see, e.g., R96), if not larger (Gratton et al. 1997). Quite similar results are obtained when R96 data are compared with pulsational predictions in $`(VI)`$ colors. Reasonable variations in the distance modulus do not play a relevant role, because of the mild dependence of the blue edge color on luminosity, nor the occurrence of $`\alpha `$ enhanced mixtures will be again of help, since lower pulsator masses will imply even cooler blue boundaries (see again Bono et al. 1997a).
However, one finds that the problem arises from the adoption of new model atmospheres by Castelli et al. (1997a,b), since model atmospheres by Kurucz (1992) adopted in previous works like, e.g., in Bono et al. (1997) would give for M5 a ”pulsational” reddening of the order of E(B-V)$``$0.02 mag. Since it is not clear to us if ”new model atmospheres” means in all cases ”better models”, and taking also into account reasonable ($`\pm 0.02`$ mag) errors in the pulsator colors, we conclude for a suggestion (rather than an evidence) for too cool FOBE predictions from the adopted theoretical pulsational scenario.
As a conclusion, observational evidence concerning the M5 pulsators appears in marginal disagreement with the observed color of FOBE, whereas a clearer disagreement appears between the ZAHB luminosities predicted through evolutionary or the theoretical Bailey diagram. Before closing the paper, we will notice that one should be not too surprised about the quoted disagreements: in all cases we are dealing with rather small quantities ($`\mathrm{\Delta }M_V`$ not larger than 0.1 mag, $`\mathrm{\Delta }(BV)0.02`$ mag) and, in that sense, both evolutionary and pulsational theories appear in a rather satisfactory agreement with observations. Conversely, when dealing -as we do -with fine details of theoretical predictions, one should be surprised if these results do not show any evidence of the many uncertainties we know are existing in the theoretical scenario.
Acknowledgment: We wish to thank Dr. Kravtsov who sent us that part of his Candidate’s dissertation regarding M5 variables, and E. Brocato and A. Weiss for useful discussion. This work was partially supported by Consorzio Nazionale per l’Astronomia e l’Astrofisica (C.N.A.A.) through a postdoc research grant to M. Marconi.
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# Spin-Peierls transition in the Heisenberg chain with finite-frequency phonons
\[
## Abstract
We study the spin-Peierls transition in a Heisenberg spin chain coupled to optical bond-phonons. Quantum Monte Carlo results for systems with up to $`N=256`$ spins show unambiguously that the transition occurs only when the spin-phonon coupling $`\alpha `$ exceeds a critical value $`\alpha _c`$. Using sum rules, we show that the phonon spectral function has divergent (for $`N\mathrm{}`$) weight extending to zero frequency for $`\alpha <\alpha _c`$. The equal-time phonon-phonon correlations decay with distance $`r`$ as $`1/r`$. This behavior is characteristic for all $`0<\alpha <\alpha _c`$ and the $`q=\pi `$ phonon does not soften (to zero frequency) at the transition.
\]
The $`S=1/2`$ Heisenberg spin chain is unstable towards dimerization (the spin-Peierls transition) when coupled to an elastic lattice . For phonons in the adiabatic limit, this transition has been predicted to occur for arbitrarily weak spin-lattice coupling . On the other hand, recent work for optical phonons in the anti-adiabatic (high-frequency) limit suggests a transition only above a critical coupling . Furthermore, the mechanism of the transition in this limit was suggested to be qualitatively different, with no softening of the $`q=\pi `$ phonon . A way to reconcile the results in the adiabatic and anti-adiabatic limits has been proposed within an improved mean-field (RPA) theory , with the result that a complete phonon softening occurs only for bare phonon frequencies $`\omega _0`$ less than a critical value. For higher $`\omega _0`$, a central peak appears in the phonon spectral function and the phonon branch remains gapped. Considering the manifestly uncontrolled nature of mean-field calculations in one dimension, non-perturbative results in the regime of phonon frequencies comparable to the magnetic exchange energy $`J`$ are required to test this novel scenario.
In this Letter, we address the issues of a critical spin-phonon coupling and the mechanism of the zero temperature dimerization transition in the strictly one-dimensional case, using quantum Monte Carlo (QMC) simulations to obtain numerically exact results for relatively large systems. The model we study is defined by the Hamiltonian
$$H=J\underset{i=1}{\overset{N}{}}(1+\alpha x_i)𝐒_i𝐒_{i+1}+\omega _0\underset{i=1}{\overset{N}{}}n_i,$$
(1)
where
$$x_i=(a_i^++a_i)/\sqrt{2}$$
(2)
is the phonon coordinate, and $`n_i=a_i^+a_i`$ is the phonon occupation number at bond $`i`$. We use a recently developed QMC method based on sampling the perturbation expansion in the interaction representation . For a finite lattice at finite inverse temperature $`\beta `$, the expansion converges for any decomposition of $`H=H_0+V`$ into diagonal ($`H_0`$) and perturbing ($`V`$) terms and can be used as a basis for a “worldline” Monte Carlo algorithm in continuous imaginary time (i.e., without invoking the Trotter decomposition ). In a slight modification of the scheme introduced in Ref. , we here include only the bare phonons in the diagonal term; $`H_0=\omega _0_in_i`$. The updating of the spin degrees of freedom can then be carried out using a new and highly efficient “operator-loop” algorithm , which in particular allows for sampling of all winding number sectors and hence direct evaluation of the spin stiffness .
In this work we consider only an energy $`\omega _0=J/4`$ for the bare phonons and study the behavior for values of the spin-phonon coupling in the range $`0\alpha /J0.5`$. We have studied systems with $`N`$ up to $`256`$ at inverse temperatures $`\beta =J/T`$ sufficiently high to give ground state results. Typically, for the system sizes we have considered, $`\beta `$ as high as $`2N`$ is required to achieve convergence to the $`T=0`$ limit of all the quantities of interest. We have used at least $`\beta =4N`$ for all calculations presented here.
Note that in the model, Eq. (1), for $`\alpha >0`$ there is an energy gain associated with an average uniform phonon displacement $`x=(1/N)_ix_i>0`$, which leads to an increased average effective spin-spin coupling $`J_{\mathrm{eff}}=J+\alpha x>J`$. For $`\omega _0/J=0.25`$ at $`T=0`$, we find $`J_{\mathrm{eff}}/J=1.018,1.071,1.158,1.278`$, and $`1.430`$ for $`\alpha =0.1,0.2,0.3,0.4`$, and $`0.5`$, respectively. We will in some cases measure energies in units of $`J_{\mathrm{eff}}`$ instead of the bare exchange $`J`$.
The most direct signal of the dimerization that can be measured in our simulations is the approach of the staggered phonon-phonon correlation function $`(1)^rx_ix_{i+r}`$ to a non-zero value at long distances $`r`$. Our results for this quantity indicate a critical coupling $`0.1<\alpha _\mathrm{c}/J<0.35`$ for $`\omega _0/J=0.25`$ . In order to improve on the accuracy of this rough estimate, and to circumvent potential problems with detecting a very small dimerization (as would be the case for very weak coupling if the mean-field result $`\alpha _\mathrm{c}=0`$ would be correct), we have also considered several other quantities. It is particularly useful to study the effects of the dynamic phonons in the spin sector (in general, our simulation results for spin quantities have smaller statistical fluctuations than the phonon correlations). Thus we discuss here results for the spin stiffness and the staggered spin susceptibility.
If the dimerization transition occurs at some critical coupling $`\alpha _\mathrm{c}>0`$, it is expected to be of the Kosterliz-Thouless (KT) type . The spin stiffness $`\rho _\mathrm{s}`$, i.e., the ground state energy curvature with respect to a uniform twist $`\varphi `$ in the spin-spin interaction ,
$$\rho _\mathrm{s}=\frac{1}{N}\frac{^2E_0(\varphi )}{\varphi ^2},$$
(3)
is then expected to exhibit a discontinuous jump from a finite value for $`\alpha \alpha _\mathrm{c}`$ to zero for $`\alpha >\alpha _\mathrm{c}`$ (reflecting the opening of a spin gap). For a finite system the jump will be smoothed. In Figure 1 we show results for the stiffness versus $`\alpha /J`$ for several system sizes. The behavior expected for a KT transition is seen clearly — $`\rho _s`$ rapidly approaches zero for $`\alpha /J0.4`$ but appears to converge to a finite value for $`\alpha /J0.2`$, indicating a critical coupling between these values, in agreement with our previous results for the dimerization. It is, however, not easy to extract an accurate value for $`\alpha _\mathrm{c}`$ using these results. The scaling behavior is complicated by logarithmic corrections, which we expect to be present for all $`\alpha \alpha _c`$ as in the case of the Heisenberg chain \[i.e., $`\alpha =0`$ in Eq. (1)\]. This is in contrast to the finite temperature KT transition in the two-dimensional XY model, where $`\rho _s`$ approaches its asymptotic value algebraically for $`T<T_\mathrm{c}`$ and logarithmically only exactly at $`T_\mathrm{c}`$ . An indication of the difficulties associated with the log corrections in the spin-phonon chain can be seen in our stiffness data for $`\alpha =0`$, for which the exact infinite-size value is known to be (in our units) $`\rho _s=1/4`$; about $`8\%`$ lower than what we find for $`N=128`$.
Although the log corrections complicate the extraction of $`\alpha _\mathrm{c}`$ from the stiffness data, their presence in other quantities can in fact be useful in numerical calculations. The asymptotic behavior of the spin-spin correlation function of the Heisenberg chain is known from bosonization and conformal field theory ;
$$S_i^zS_{i+r}^z\frac{(1)^r}{r}\mathrm{ln}^{1/2}(r/r_0).$$
(4)
We expect this form to apply for all $`\alpha <\alpha _c`$. The logarithmic correction should vanish at the critical point $`\alpha _c`$, as it is known to do, e.g., at the critical point of the frustrated $`J_1J_2`$ chain . We have calculated the staggered spin susceptibility
$$\chi _s(\pi )=\frac{1}{N}\underset{m,n}{}(1)^{nm}_0^\beta 𝑑\tau S_n^z(\tau )S_m^z(0),$$
(5)
for which Eq. (4) and conformal invariance imply the finite-size scaling form
$$\chi _s(\pi )N\mathrm{ln}^{1/2}(N/N_0).$$
(6)
In Figure 2 we graph $`(\chi _s(\pi )/N)^2`$ vs $`\mathrm{ln}(N)`$ for $`\alpha /J`$ in the range $`0.10.3`$. For $`\alpha /J=0.1`$ and $`0.2`$ the linear behavior for the larger system sizes is consistent with the form (6) expected in the gapless phase, whereas in the $`\alpha /J=0.3`$ case there is a clear decrease with increasing $`N`$, corresponding to a finite asymptotic value for $`\chi _s(\pi )`$ and therefore the presence of a spin gap. For $`\alpha /J=0.23`$ the curve is flat within statistical errors for $`N64`$, implying that $`\chi _s(\pi )`$ diverges linearly with $`N`$ without log correction. Based on this result (and calculations for other $`\alpha /J`$ close to $`0.23`$) we conclude that $`\alpha _c/J=0.23\pm 0.01`$.
Having established a KT transition and the critical coupling, we now turn to the question of the behavior of the $`q=\pi `$ phonons at the transition. We consider the phonon spectral function
$$A(q,\omega )=\underset{m,n}{}\mathrm{e}^{\beta E_n}|m|x_q|n|^2\delta (\omega [E_mE_n]),$$
(7)
where
$$x_q=\frac{1}{\sqrt{N}}\underset{j=1}{\overset{N}{}}\mathrm{exp}(iqj)x_j.$$
(8)
This real-frequency dynamic quantity cannot be obtained directly in our simulations. In order to avoid the problems associated with numerically continuing imaginary time data to real frequency, we here study sum rules that relate $`A(q,\omega )`$ to quantities that can be directly calculated. Two useful integrals that can be easily obtained from Eq. (7) are
$`S_x(q)`$ $`={\displaystyle _0^{\mathrm{}}}𝑑\omega A(q,\omega )(1+\mathrm{e}^{\beta \omega }),`$ (10)
$`\chi _x(q)`$ $`=2{\displaystyle _0^{\mathrm{}}}𝑑\omega A(q,\omega )\omega ^1(1\mathrm{e}^{\beta \omega }),`$ (11)
where $`S_x(q)`$ and $`\chi _x(q)`$ are the static structure factor and susceptibility;
$`S_x(q)`$ $`=x_qx_q`$ (13)
$`\chi _x(q)`$ $`={\displaystyle _0^\beta }𝑑\tau x_q(\tau )x_q(0).`$ (14)
Using Eqs. (10) and (11) one can readily verify that the ratio
$$R(q)=2S_x(q)/\chi _x(q)$$
(15)
is an upper bound for the lowest phononic excitation of momentum $`q`$. For $`\alpha \alpha _c`$ we therefore expect $`R(\pi )0`$ as $`N\mathrm{}`$, reflecting the presence of two degenerate ground states with momenta $`0`$ and $`\pi `$ (linear combinations of the two possible real-space dimerized states). For $`\alpha =0`$, $`R(q)=\omega _0`$ for all $`q`$. A transition caused by a softening of the $`q=\pi `$ phonon would imply $`R(\pi )>0`$ for $`\alpha <\alpha _c`$ and $`R(\pi )0`$ as $`\alpha \alpha _c`$. This behavior is not seen in our results. Instead, $`R(\pi )`$ appears to approach zero as $`N`$ is increased even for $`\alpha `$ much smaller than the critical value, as shown in Figure 3. Hence the spectral weight extends to zero frequency also in the non-dimerized systems.
We also find that the total spectral weight, given by the structure factor according to Eq. (10), diverges with $`N`$. In Figure 4 we graph $`S_x(\pi )`$ versus the logarithm of the system size for values of $`\alpha `$ both below and above the critical coupling. We find a linear increase for $`\alpha <\alpha _c`$, indicating a logarithmic divergence and therefore an inverse distance decay of the real-space phonon-phonon correlation function. For $`\alpha =0.3>\alpha _c`$ the divergence is faster than logarithmic. The expected linear in $`N`$ behavior cannot be observed close to $`\alpha _c`$ for the system sizes we have studied, due to large short-distance contributions to $`S_x(\pi )`$. For $`\alpha 0.4`$ we do observe an almost linear divergence with $`N`$.
These results show that, in the thermodynamic limit, there is infinite $`q=\pi `$ phonon spectral weight also for $`\alpha <\alpha _c`$. This weight extends to zero frequency. The rate of decay of $`R(\pi )`$ with increasing $`N`$, seen in Fig. 3, shows that the low-frequency weight grows rapidly with $`N`$. The only plausible explanation for this is that the phonon spectral function has a central peak with infinite integral. We now elaborate on the reasons for this behavior.
In the absence of spin-phonon couplings, the low-lying excitations of the system are the two-spinon singlet and triplet states of the Heisenberg chain. Our results indicate that an arbitrarily weak coupling to the phonons induces an infinite phonon spectral weight into these states at the staggered momentum $`q=\pi `$. The asymptotic real-space staggered phonon correlation function has the same $`1/r`$ decay as the spin-spin correlation function (perhaps differing by multiplicative logarithmic corrections that cannot be detected in our results for the phonon correlations). This is not completely surprising, considering that the Heisenberg chain is also characterized by an inverse distance decay of the dimerization correlation function $`(S_iS_{i+1})(S_{i+r}S_{i+1+r})`$, as also recently noted by Gros and Werner . The corresponding susceptibility is therefore divergent and this leads to the spontaneous dimerization for arbitrarily weak spin-phonon couplings in the adiabatic case $`\omega _0=0`$. What we have shown here is that dynamic ($`\omega _0>0`$) phonons destroy the long-range order for weak spin-phonon couplings but nevertheless the spin and phonon excitations remain coupled in a manifestly non-perturbative fashion.
The most plausible scenario for the mechanism of the spin-Peierls transition is then the following: For weak coupling $`\alpha `$, the phonon spectral function at $`q=\pi `$ has a finite-weight peak close to the bare frequency $`\omega _0`$, as well as a central peak with divergent frequency integral \[$`\mathrm{ln}(N)`$ divergent as a function of system size\]. As $`\alpha `$ is increased the finite-frequency peak may shift slightly but remains at finite frequency. The central peak sharpens and at $`\alpha =\alpha _c`$ acquires a $`\delta `$ function component, corresponding to the development of static long-range order. For $`\alpha >\alpha _c`$ this $`\delta `$ function remains, and a gap develops to the remainder of what was the finite-width central peak for $`\alpha \alpha _c`$. This gap is the excitation energy of a lattice/magnetic soliton pair.
On general grounds, we find it unlikely that there would be any qualitative changes in the nature of the $`T=0`$ transition as $`\omega _0`$ is varied. A recent density matrix renormalization group study of a model closely related to the one we have studied also finds unambiguously that the critical coupling $`\alpha _c>0`$ for any $`\omega _0`$ . In addition, our results are consistent with the calculations in the anti-adiabatic limit (although the infinite low-frequency $`q=\pi `$ phonon weight for $`\alpha <\alpha _c`$ was not noted there), even though our $`\omega _0=J/4`$ is closer to the adiabatic regime.
We have here discussed only the $`T=0`$ quantum phase transition in the strictly one-dimensional case. The finite $`T_c`$ in real materials such as CuGeO<sub>3</sub> can be due to three-dimensional phonons, as well as interchain magnetic couplings. The non-softening nature of the quantum phase transition that we have found here clearly supports the suggestion that the finite-$`T`$ transition may also be non-softening. In the improved RPA theory , softening occurs below a critical value of $`\omega _0`$. In future work, we plan to extend our simulations to two- and three-dimensional systems and hope to address this important issue.
We would like to thank Robert Bursill, Valeri Kotov, Ross McKenzie, Oleg Sushkov, and Johannes Voit for useful discussions. The numerical simulations were carried out at the NCSA facilities at the University of Illisois at Urbana-Champaign. This work is supported by the National Science foundation under Grant No. DMR-97-12765.
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# On the factor ordering problem in stochastic inflation
## I Introduction.
Quantum fluctuations of the inflaton field $`\varphi `$ play an important role in the inflationary scenarios. These fluctuations can be pictured as a random walk of $`\varphi `$ superimposed on the deterministic classical evolution and can be described in terms of a probability distribution satisfying the Fokker-Planck (FP) equation . This approach, however, suffers from significant ambiguities: the resulting probabilities depend on the arbitrary choice of the time variable $`t`$ and on the ordering of the non-commuting factors in the FP equation .
The origin of the dependence on the choice of $`t`$ has been extensively discussed in the literature . In essence, the problem is that physical volumes of regions with the field $`\varphi `$ in any given range grow unboundedly with time. The relative probabilities of different values of $`\varphi `$ are given by the corresponding volume ratios, and we have the usual ambiguities arising when one tries to compare infinities. I suggested a possible resolution of this problem in Ref. and will have nothing more to say about it here.
In this paper we shall concentrate on probability distributions for which the divergence of the physical volume is not relevant. These include the coordinate (rather than physical) volume distribution for $`\varphi `$ and the physical volume distribution in models where inflation is not eternal. There are no infinities to deal with in these cases, and one might expect that there will also be no ambiguities. One finds, however, that there is still some dependence of the results on the choice of $`t`$, as well as on the factor ordering.
It has been argued in Ref. that the factor ordering ambiguity represents uncertainties inherent in the stochastic approach. The resulting uncertainties in the probabilities have been estimated as $`O(H^2)`$, where $`H`$ is the inflationary expansion rate and I use Planck units throughout the paper. In models of new inflation with $`H1`$ the uncertainties are small. Moreover, the uncertainties due to the choice of $`t`$ are also $`O(H^2)`$, and it has been argued in that such uncertainties are acceptable since they do not go beyond the factor ordering ambiguity (which is presumably associated with the limitations of the FP equation itself).
In the present paper I am going to take an alternative approach and require that the factor ordering should be set in such a way that appropriately chosen probability distributions are invariant with respect to time reparametrization. I am going to show that such an ordering does indeed exist (the so-called Ito ordering) and suggest that it is the correct factor ordering to be used in the FP equation. This argument is presented in Section 3, after reviewing the FP equation in Section 2.
In Section 4, I consider models with non-trivial kinetic terms for $`\varphi `$ which give rise to an additional factor-ordering ambiguity. I am going to argue that much of this ambiguity can be removed by imposing some reasonable requirements on the form of the FP equation. The conclusions of the paper are briefly summarized in Section 5.
## II The Fokker-Planck equation
We shall consider a model with several inflaton fields $`\varphi ^a`$, $`a=1,\mathrm{},N`$, described by the Lagrangian
$$L=\frac{1}{2}_\mu \varphi ^a^\mu \varphi ^aV(\varphi ).$$
(1)
The evolution of $`\varphi ^a`$ during inflation is described by the probability distribution $`P(\varphi ,t)d^N\varphi `$ which is interpreted, up to a normalization, as the comoving volume of regions with specified values of $`\varphi ^a`$ in the intervals $`d\varphi ^a`$ at time $`t`$. The FP equation for $`P(\varphi ,t)`$ has the form
$$\frac{P}{t}=\frac{J^a}{\varphi ^a},$$
(2)
where the flux $`J_a(\varphi ,t)`$ is given by
$$J_a=D(\varphi )^{1/2+\beta }\frac{}{\varphi ^a}[D(\varphi )^{1/2\beta }P]v_a(\varphi )P.$$
(3)
Here,
$$D(\varphi )=H(\varphi )^{\alpha +2}/8\pi ^2$$
(4)
is the diffusion coefficient,
$$H(\varphi )=[8\pi V(\varphi )/3]^{1/2}$$
(5)
is the inflationary expansion rate, and
$$v_a(\varphi )=\frac{1}{4\pi }H(\varphi )^{\alpha 1}\frac{}{\varphi ^a}H(\varphi )$$
(6)
is the “drift” velocity of the slow roll. $`\varphi `$-space indices are raised and lowered using the flat metric $`\delta _{ab}`$; hence, $`J^a=J_a`$, etc.
The parameter $`\beta `$ in Eq.(3) represents the ambiguity in the ordering of the non-commuting factors $`D(\varphi )`$ and $`/\varphi ^a`$. $`\beta =0`$ and $`\beta =1/2`$ correspond to the so-called Stratonovich and Ito factor orderings, respectively. The parameter $`\alpha `$ in Eqs.(4),(6) represents the freedom of choosing the time variable $`t`$ which is assumed to be related to the proper time of comoving observers $`\tau `$ by
$$dt=H(\varphi )^{1\alpha }d\tau .$$
(7)
Hence, $`\alpha =1`$ corresponds to the proper time parametrization $`t=\tau `$ and $`\alpha =0`$ corresponds to using the logarithm of the scale factor as a time variable.
The FP equation applies in the region of $`\varphi `$-space enclosed by the thermalization boundary $`S_{}`$ where the conditions of slow roll are violated,
$$\left|\frac{H}{\varphi ^a}(\varphi _{})\right|2\pi H(\varphi _{}).$$
(8)
Here, $`\varphi _{}S_{}`$. The boundary condition on $`P`$ requires that diffusion vanishes on $`S_{}`$:
$$n^a\frac{}{\varphi ^a}[D(\varphi )^{1/2\beta }P]=0,$$
(9)
where $`n^a`$ is the normal to $`S_{}`$. Since (8) is an order-of-magnitude relation, the exact location of the surface $`S_{}`$ depends on the choice of a constant of order 1. Although this introduces an ambiguity in the calculation of $`P`$, we note that diffusion is small in the region dominated by the slow roll, and the ambiguity in the choice of $`S_{}`$ (which necessarily lies in that region) does not significantly influence the solution of the FP equation .
I have assumed for simplicity that we are dealing with inflation of the “new” type. In the case of “chaotic” inflation we would have another boundary where $`V(\varphi )1`$. Quantum gravity effects become important at this Planck boundary, and it is not clear what kind of boundary condition has to be imposed there.
The FP equation for the physical volume distribution $`\stackrel{~}{P}(\varphi ,t)`$ has the form
$$\frac{\stackrel{~}{P}}{t}=\frac{\stackrel{~}{J}^a}{\varphi ^a}+3H^\alpha \stackrel{~}{P},$$
(10)
where
$$\stackrel{~}{J}_a=D(\varphi )^{1/2+\beta }\frac{}{\varphi ^a}[D(\varphi )^{1/2\beta }\stackrel{~}{P}]v_a(\varphi )\stackrel{~}{P}.$$
(11)
and the last term in (10) represents the growth of the physical volume due to the expansion of the universe. The factor-ordering parameter $`\beta `$ could in principle be different for the coordinate and physical volume distributions.
## III Ito factor ordering and the time reparametrization invariance
Let us now identify probability distributions that can be expected to be invariant under time reparametrization. The functions $`P(\varphi ,t),\stackrel{~}{P}(\varphi ,t)`$ are not suitable for this role, since they give distributions for $`\varphi `$ on surfaces of constant $`t`$. Dufferent choices of the time variable $`t`$ result in different surfaces and different distributions. Mathematically, this is evident from the fact that the corresponding FP equations explicitely depend on the parameter $`\alpha `$.
Let us consider a large comoving region which is defined by a spacelike hypersurface $`\mathrm{\Sigma }`$ at some initial time $`t=0`$. We shall consider a family of time variables parametrized by $`\alpha `$ as in Eq.(7) assuming however that the surfaces $`t=0`$ coincide with $`\mathrm{\Sigma }`$ for all these variables. Different parts of our comoving region will have different evolution histories and will thermalize with different values of $`\varphi S_{}`$. At any time $`t`$ there will be parts of the region that are still inflating, but in the limit $`t\mathrm{}`$ all the comoving volume will be thermalized, except a part of measure zero.
Let us introduce the distribution $`p(\varphi _{})dS_{}`$ which maps the $`\varphi `$-space thermalization boundary $`S_{}`$ onto our comoving volume. It is defined as the fraction of the comoving volume that is going to thermalize at $`\varphi _{}S_{}`$ in the surface element $`dS_{}`$ (at any time). The distribution $`p(\varphi _{})`$ is defined without reference to any particular time variable, and we can expect it to be invariant with respect to time reparametrization. Using Eq. (3) for the flux and the boundary condition (9) we can express $`p(\varphi _{})`$ as
$$p(\varphi _{})=n^a(\varphi _{})v_a(\varphi _{})_0^{\mathrm{}}P(\varphi _{},t)𝑑t,$$
(12)
where $`v_a(\varphi )`$ is given by Eq.(6). Now I am going to show that with Ito factor ordering, $`\beta =1/2`$, $`p(\varphi _{})`$ is indeed independent of the parameter $`\alpha `$.
Introducing
$$\psi (\varphi )=H^{\alpha 1}(\varphi )_0^{\mathrm{}}P(\varphi ,t)𝑑t$$
(13)
and integrating the FP equation (2) and the boundary condition (9) over $`t`$, we obtain
$$\frac{}{\varphi ^a}\left[\frac{1}{8\pi ^2}\frac{}{\varphi ^a}(H^3\psi )\frac{1}{4\pi }\frac{H}{\varphi ^a}\psi \right]=P_0(\varphi ),$$
(14)
$$n^a\frac{}{\varphi ^a}(H^3\psi )=0(\varphi S_{}).$$
(15)
Here, $`P_0(\varphi )=P(\varphi ,0)`$ is the initial distribution at $`t=0`$ and I have used $`\beta =1/2`$ in Eq.(14). The thermalization boundary distribution $`p(\varphi _{})`$ can also be expressed in terms of $`\psi `$,
$$p(\varphi _{})=\frac{1}{4\pi }\frac{H}{\varphi ^a}n^a\psi (\varphi _{}).$$
(16)
The function $`\psi (\varphi )`$ is uniquely determined by Eq.(14) with the boundary condition (15). It can then be used in Eq.(16) to evaluate the distribution $`p(\varphi _{})`$. Note that the parameter $`\alpha `$ has been absorbed in the definition (13) of $`\psi (\varphi )`$ and does not appear in Eqs.(14)-(16). This shows that $`p(\varphi _{})`$ is independent of time parametrization.
It is not difficult to verify that the parameter $`\alpha `$ drops out of the equations for $`p(\varphi _{})`$ only in the case of $`\beta =1/2`$ corresponding to Ito factor ordering. We conclude, therefore, that Ito ordering is the correct choice to be used in the FP equation .
Turning now to the physical volume FP equation (10), we consider models in which inflation is not eternal, that is, all eigenvalues of the operator on the right hand side of (10) are negative. Then, at $`t\mathrm{}`$ all physical volume should be thermalized, except perhaps a part of measure zero. We can define the physical volume distribution $`\stackrel{~}{p}(\varphi _{})dS_{}`$, up to a normalization, as the physical volume of the regions which thermalized with a given $`\varphi _{}S_{}`$ in the surface element $`dS_{}`$. The physical volume is measured at the time of thermalization, so $`\stackrel{~}{p}(\varphi _{})`$ is a mapping of $`S_{}`$ onto the thermalization hypersurface $`\mathrm{\Sigma }_{}`$ which separates the inflating and thermalized regions of spacetime. When inflation is not eternal, the distribution $`\stackrel{~}{p}(\varphi _{})`$ should be well defined and independent of the time parametrization. Now, it is easily seen that Eqs.(12)-(16) for the coordinate volume distribution can be applied to $`\stackrel{~}{p}(\varphi _{})`$ as well, with only a trivial modification due to the last term in (10). The same argument goes through, and we conclude again that $`\stackrel{~}{p}(\varphi _{})`$ is invariant under time reparametrizations only with the choice of Ito factor ordering, $`\beta =1/2`$. This argument cannot be directly applied to models of eternal inflation, but it is natural to expect that the same factor ordering will apply in such models as well.
## IV Diffusion on a $`\varphi `$-space with a non-trivial metric
Let us now consider models with non-trivial kinetic terms in the scalar field Lagrangian,
$$L=\frac{1}{2}K_{ab}(\varphi )_\mu \varphi ^a^\mu \varphi ^bV(\varphi ).$$
(17)
Such models arise, in particular, in the context of “modular inflation” . The matrix $`K_{ab}(\varphi )`$ has the meaning of the metric on the space of $`\varphi ^a`$ (the moduli space). We shall assume that the expansion rate $`H(\varphi )`$ is small compared to the characteristic scale $`\mathrm{\Delta }\varphi `$ on which $`K_{ab}(\varphi )`$ vary in the $`\varphi `$-space. In modular inflation, we expect $`\mathrm{\Delta }\varphi 1`$, so this condition is satisfied when the scale of inflation is well below the Planck scale, $`H(\varphi )1`$.
The fields $`\varphi ^a`$ can be thought of as coordinates in $`\varphi `$-space, and the form of the FP equation should be invariant with respect to the transformations
$$\varphi ^a\varphi _{}^{a}{}_{}{}^{}(\varphi ^b).$$
(18)
Coordinates can always be chosen so that $`K_{ab}=\delta _{ab}`$ at any point in $`\varphi `$-space. We then expect that in the vicinity of that point the equation will take the form (2),(3), possibly with corrections suppressed by some powers of $`H/\mathrm{\Delta }\varphi `$. These conditions are satisfied by the simplest covariant generalization of the flat-metric equation (2),(3),
$$\frac{P}{t}=\frac{1}{\sqrt{K}}\frac{}{\varphi ^a}\left\{\sqrt{K}K^{ab}\left[\frac{}{\varphi ^b}(DP)v_bP\right]\right\}=_a[^a(DP)v^aP]=_aJ^a.$$
(19)
Here, $`K^{ab}(\varphi )`$ is the contravariant metric satisfying
$$K^{ab}(\varphi )K_{bc}(\varphi )=\delta _c^a,$$
(20)
$`K=det(K_{ab})`$, $`_a`$ is a covariant derivative with respect to $`\varphi ^a`$, and I have used Ito factor ordering $`\beta =1/2`$ in (3). Note that the conservation of probability,
$$\frac{}{t}P\sqrt{K}d^N\varphi =_S_{}J^a𝑑S_a,$$
(21)
follows immediately from (19).
We note, however, that the conditions of covariance and correspondence with the flat-metric form alone do not fix the form of the equation uniquely. One could, for example, replace the covariant derivative in (19) by a more general expression
$$^a_a+\xi H^2^a+\xi ^{}H^2^{ab}_b+\mathrm{},$$
(22)
where $`(\varphi )`$ and $`^{ab}(\varphi )`$ are respectively the scalar curvature and the Ricci tensor of the $`\varphi `$-space and $`\xi ,\xi ^{}`$ are numerical coefficients. The powers of $`H`$ in the additional terms in (22) are determined by dimensionality. Since $`(\mathrm{\Delta }\varphi )^2`$, these terms are suppressed by a factor $`(H/\mathrm{\Delta }\varphi )^2`$. Hence, Eq.(19) can be used as an approximate FP equation in models with $`H\mathrm{\Delta }\varphi `$.
## V Summary and discussion
The most satisfactory way to determine the factor ordering in the FP equation would be to derive it from first principles. At present we do not have such a derivation. The approach I took in this paper is phenomenological: the factor ordering is determined by imposing some physically reasonable requirements on the form of the FP equation. I have shown that for a scalar field model with a flat metric in the $`\varphi `$-space, $`K_{ab}(\varphi )=\delta _{ab}`$, the factor ordering is uniquely determined by requiring that physical results should not depend on the arbitrary choice of the time variable. This approach selects the Ito factor ordering.
Additional ambiguities arising in models with a non-trivial metric $`K_{ab}(\varphi )`$ are constrained by requiring (i) covariance with respect to coordinate transformations in the $`\varphi `$-space and (ii) correspondence with the flat metric case. This fixes the form of the FP equation up to factors of the order $`(H/\mathrm{\Delta }\varphi )^2`$ in the diffusion term, where $`\mathrm{\Delta }\varphi `$ is the characteristic scale of variation of $`K_{ab}(\varphi )`$.
## VI Acknowlegements
I am grateful to Serge Winitzki for useful discussions. This work was supported in part by the National Science Foundation.
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# The Surface of a Bose-Einstein Condensed Atomic Cloud
## I Introduction
Properties of trapped clouds of Bose-Einstein condensed atoms have been investigated intensively both experimentally and theoretically over the past few years, since the experimental realization of Bose-Einstein condensation in dilute atomic gases. At zero temperature, the behavior of the order parameter, $`\psi `$, is determined by the time-dependent Gross-Pitaevskii equation, a Schrödinger equation with the nonlinear term proportional to $`|\psi |^2\psi `$ added:
$$\frac{\mathrm{}^2}{2m}^2\psi (𝐫,t)+V(𝐫)\psi (𝐫,t)+U_0|\psi (𝐫,t)|^2\psi (𝐫,t)=i\mathrm{}\frac{\psi (𝐫,t)}{t}.$$
(1)
Here $`U_0`$ is the effective two-particle interaction, which may be expressed in terms of the scattering length $`a`$ according to $`U_0=4\pi a\mathrm{}^2/m`$, where $`m`$ is the mass of an atom. The confining potential is denoted by $`V(𝐫)`$. The static structure of the cloud is determined by the time-independent Gross-Pitaevskii equation, which reads
$$\frac{\mathrm{}^2}{2m}^2\psi (𝐫)+V(𝐫)\psi (𝐫)+U_0|\psi (𝐫)|^2\psi (𝐫)=\mu \psi (𝐫),$$
(2)
where $`\mu `$ is the chemical potential. For clouds containing a sufficiently large number of atoms with repulsive interactions, many properties may be calculated to a good approximation using the Thomas-Fermi approximation, in which one neglects the kinetic energy term in the Gross-Pitaevskii equation. One then finds a density profile
$$|\psi (𝐫)|^2=(\mu V(𝐫))/U_0,\mu V(𝐫),|\psi (𝐫)|^2=0,\mu <V(𝐫).$$
(3)
The Thomas-Fermi approach may also be used for calculating collective modes, and this has been done by Stringari.
A number of phenomena are associated with the surface region of the cloud. One is that the contribution of the kinetic energy term to the total energy of the cloud comes mainly from the surface region. Also Stringari has identified surface modes of oscillation in the Thomas-Fermi approximation. To understand such phenomena in detail, it is useful to consider the properties of a planar surface, and to approximate the trapping potential by a linear function of the coordinates. The potential is then given by
$$V(𝐫)=Fx,$$
(4)
where the coordinate $`x`$ measures distances in the direction of $`V`$. The presence of the $`^2`$ term in the Gross-Pitaevskii equation leads to a rounding-off of the density profile in the surface region over a distance of order
$$\delta =\left(\frac{\mathrm{}^2}{2mF}\right)^{1/3},$$
(5)
and within this approach the static structure of the surface region has been studied, and contributions to the total energy calculated .
The purpose of this paper is to consider properties of plane surfaces of Bose-Einstein condensed clouds in a linear potential. This is of interest both for giving analytical expressions for a number of properties of large clouds, as well as for giving physical insight. First, we consider the static properties of the surface region, and show how the kinetic energy term in the Gross-Pitaevskii equation gives rise to an effective surface tension. We also consider the density profile in the vicinity of the surface, and show that the Gross-Pitaevskii equation and the Thomas-Fermi approximation to it lead to identical results for the column density of atoms down to a point well within the cloud. In the second part of the paper we consider surface collective modes. We begin by considering the Thomas-Fermi approach, which yields a mode with the dispersion relation $`\omega ^2=(F/m)q`$, where $`\omega `$ is the angular frequency and $`q`$ the magnitude of the wave vector for the mode. This is exactly the same form as for gravity waves on the surface of a fluid, with the role of gravity being played by the trapping potential. At higher wave numbers there are contributions to the mode frequency arising from the $`^2\psi `$ term in the Gross-Pitaevskii equation, and we evaluate the effect of these by employing a trial wave function that allows for the rounding-off of the order parameter profile in the surface region. The extra contributions to $`\omega ^2`$ are proportional to $`q^4\mathrm{ln}(1/q\delta )`$, and they will be shown to have a ready interpretation in terms of the effective surface tension introduced in the discussion of static properties.
## II Static properties
In this section we introduce the concept of an effective surface tension, and consider the number of particles that are associated with the rounding-off of the density profile in the surface region. We shall take the origin of the $`x`$-coordinate to be at the point where the potential is equal to the chemical potential, which is where the density vanishes in the Thomas-Fermi approximation.
Let us now calculate the contribution to the energy coming from the kinetic energy term in the Hamiltonian. As was discussed in Ref. , the total kinetic energy may be written in terms of either $`_{\mathrm{}}^{\mathrm{}}(\psi ^{})^2𝑑x`$ or $`_{\mathrm{}}^{\mathrm{}}\psi \psi ^{\prime \prime }𝑑x`$, where the prime denotes differentiation with respect to $`x`$: the kinetic energy density is not a well defined quantity. For calculating the total energy either expression may be used, but it must be used consistently. In the case of the surface problem under investigation, we wish to be able to associate a contribution to the kinetic energy with the surface, and there is no unambiguous way of doing this, since one could use either of the energy expressions integrated to some point well inside the surface (rather than $`\mathrm{}`$ as in the case of the total kinetic energy). However, these differ by a constant. For definiteness, we shall employ the symmetrized expression and define the kinetic energy per unit area of the surface as
$$ϵ_K=\frac{\mathrm{}^2}{2m}_L^{\mathrm{}}(\psi ^{})^2𝑑x,$$
(6)
where the point $`x=L`$ is chosen to lie well inside the surface. From Ref. this may be seen to be given by
$$ϵ_K\frac{\mathrm{}^2}{8m}\frac{F}{U_0}\mathrm{ln}\left(\frac{L}{0.240\delta }\right),$$
(7)
where the coefficient 0.240 was found by numerical integration. If we had chosen the other expression for the kinetic energy density, the result would differ by $`\mathrm{}^2F/4mU_0`$. The coefficient of $`\mathrm{ln}L`$ is independent of the choice of kinetic energy density, but terms independent of $`L`$ are not. This difference, however, is unimportant in application to surface modes, where the logarithmic term is the one of most interest. If this expression were independent of $`L`$, the kinetic energy would have precisely the same form as a surface tension, since the energy would be proportional to the area of the surface. Because the kinetic energy density falls off only slowly away from the surface, the total kinetic energy increases logarithmically with $`L`$, but this dependence is sufficiently mild that it is still useful to think of the kinetic energy as being physically analogous to a surface tension.
Next we consider the density profile, and compare the Thomas-Fermi result with the exact one. For $`|x|\delta `$ the Thomas-Fermi wave function is a good approximation to the exact one and thus $`\psi ^{\prime \prime }`$ is negative. Consequently, as one can see from the Gross-Pitaevskii equation, the density is depressed below the Thomas-Fermi value. Outside the cloud, the density is increased, due to the quantum-mechanical tail of the wave function. We shall now demonstrate the somewhat surprising result that the number of particles associated with the depression of densities inside the cloud is exactly equal to the number associated with regions of increased density.
To prove this result it is simplest to consider the momentum density, $`𝐠`$, defined by
$$g_i=\frac{\mathrm{}}{2i}(\psi ^{}\frac{\psi }{x_i}\psi \frac{\psi ^{}}{x_i}),$$
(8)
whose time dependence may be determined from the Gross-Pitaevskii equation (1). By differentiating (8) and using (1) we find that the momentum density satisfies the conservation condition
$$\frac{g_i}{t}+\frac{T_{ij}}{x_j}=n\frac{V}{x_i},$$
(9)
where $`n(=|\psi |^2)`$ is the density. Here the stress tensor $`T_{ij}`$ is given by
$$T_{ij}=T_{ij}^0+P\delta _{ij},$$
(10)
where
$$T_{ij}^0=\frac{\mathrm{}^2}{2m}\left(\frac{\psi }{x_i}\frac{\psi ^{}}{x_j}+\frac{\psi ^{}}{x_i}\frac{\psi }{x_j}\frac{1}{2}\frac{^2|\psi |^2}{x_ix_j}\right)$$
(11)
is the free-particle stress tensor, while $`P`$ is the pressure arising from the interaction,
$$P=\frac{1}{2}n^2U_0.$$
(12)
For the one-dimensional problem we are considering, the condition for hydrostatic equilibrium is simply
$$\frac{T_{xx}}{x}=Fn,$$
(13)
from which it follows that
$$T_{xx}(L)=F_L^{\mathrm{}}n𝑑x,$$
(14)
since the stress tensor vanishes for large positive $`x`$. Deep within the cloud the order parameter varies as $`(x)^{1/2}`$, and therefore $`T_{xx}^0(L)1/L`$, which vanishes for $`L\mathrm{}`$. Consequently
$$_L^{\mathrm{}}n𝑑x=\frac{1}{2}n^2(L)U_0+𝒪(1/L).$$
(15)
The first term is the result one obtains in the Thomas-Fermi approximation, where $`n=xF/U_0`$ for $`x<0`$, and thus one sees that the total column density outside a point well within the surface is the same as that in the Thomas-Fermi approximation, apart from corrections of order $`1/L`$. Physically the result follows from the condition that the stress tensor at any point must be balanced by the force on all the material at larger values of $`x`$, a result familiar in the context of equilibrium of fluids and gases in the presence of gravitational fields.
## III Surface modes of oscillation at long wavelengths
We turn now to time-dependent situations and consider oscillations. For this purpose it is convenient to use instead of (1) an equivalent set of equations for the density, and the local velocity of the condensate. The equations of motion are obtained by writing $`\psi `$ in terms of its amplitude $`f`$ and phase $`\varphi `$, $`\psi =fe^{i\varphi }`$. The number density is given by $`n=f^2`$, while the velocity $`𝐯`$ is given by $`𝐯=\mathrm{}\varphi /m`$. By inserting $`\psi =fe^{i\varphi }`$ into (1) and separating the equation into real and imaginary parts one obtains the two equations
$$\frac{(f^2)}{t}=\frac{\mathrm{}}{m}(f^2\varphi ),$$
(16)
which is the equation of continuity,
$$\frac{n}{t}+(n𝐯)=0,$$
(17)
and
$$\mathrm{}\frac{\varphi }{t}=\frac{\mathrm{}^2}{2mf}^2f+\frac{1}{2}mv^2+V(𝐫)+U_0f^2.$$
(18)
We eliminate the phase variable by taking the gradient of (18), using $`𝐯=\mathrm{}\varphi /m`$. The resulting equation is written as
$$m\frac{𝐯}{t}=(\delta \mu +\frac{1}{2}mv^2),$$
(19)
where
$$\delta \mu =V+U_0n\frac{\mathrm{}^2}{2m\sqrt{n}}^2\sqrt{n}\mu _0.$$
(20)
Since it is the gradient of $`\delta \mu `$, which enters the acceleration equation (19), we are free to subtract a constant from $`\delta \mu `$. We have in (20) chosen to subtract the value of the equilibrium chemical potential $`\mu _0`$, which implies that $`\delta \mu `$ is zero in equilibrium, i. e. under stationary conditions. The equation $`\delta \mu =0`$ is the time-independent Gross-Pitaevskii equation.
In the Thomas-Fermi approximation, the kinetic energy term is neglected, and the equilibrium density is therefore given by
$$n_0U_0+V(x,y,z)=\mu _0.$$
(21)
Within the Thomas-Fermi approximation one also neglects the kinetic energy term involving $`\delta n`$ in the expression (20) for $`\delta \mu `$. This yields
$$\delta \mu =U_0\delta n.$$
(22)
The Thomas-Fermi approximation for the modes should be a good one provided the wavelength of the mode is large compared with the healing distance $`\delta `$. With these approximations we may readily linearize the equations (17) and (19), and eliminate $`\delta \mu `$ by means of (22). The result is
$$m\frac{^2\delta n}{t^2}=U_0(n_0\delta n).$$
(23)
If we only consider oscillations with the time dependence $`\delta n\mathrm{exp}(i\omega t)`$, the differential equation (23) simplifies to
$$\omega ^2\delta n=\frac{U_0}{m}(n_0\delta n+n_0^2\delta n).$$
(24)
We investigate the surface modes in a two-dimensional configuration with the linear ramp potential considered in the previous section. In the $`y`$\- and $`z`$-directions there is translational invariance, and therefore the solution must have the form of plane waves for these coordinates. We denote the wavenumber of the mode by $`q`$, and take the direction of propagation to be the $`z`$-axis. In the Thomas-Fermi approximation the condensate density in equilibrium, $`n_0`$, is then given by $`n_0(x)=Fx/U_0`$ for $`x<0`$, while it vanishes for $`x>0`$. It follows that (24) has a solution of the form
$$\delta n=Ae^{qxiqz},$$
(25)
which describes a wave propagating on the surface, and decaying exponentially in the interior. Since (25) satisfies $`^2\delta n=0`$, while the gradient of the equilibrium density is given by $`(F/U_0,0,0)`$, we obtain by inserting (25) into (24) the dispersion relation
$$\omega ^2=\frac{F}{m}q.$$
(26)
This has the same form as for a gravity wave propagating on the surface of an incompressible ideal fluid in the presence of a gravitational field $`g=F/m`$.
The solution (25) is however not the only one which decays exponentially in the interior. To investigate the solutions to (24) more generally we insert a function of the form
$$\delta n=f(qx)e^{qx+iqz},$$
(27)
and obtain the following second order differential equation for $`f(y)`$,
$$y\frac{d^2f}{dy^2}+(2y+1)\frac{df}{dy}+(1ϵ)f=0,$$
(28)
where $`ϵ=\omega ^2/gq`$. By introducing the new variable $`z=2y`$ one sees that Eq. (28) becomes the differential equation for the Laguerre polynomials $`L_n(z)`$, provided $`ϵ1=2n`$. We have thus obtained the general dispersion relation for the surface modes
$$\omega ^2=\frac{F}{m}q(1+2n),n=0,1,2\mathrm{}$$
(29)
with the associated density oscillations given by
$$\delta n(x,z,t)=AL_n(2qx)e^{qx+iqzi\omega t},$$
(30)
with $`A`$ being an arbitrary constant.
To make contact with Stringari’s calculation, we note that he found the dispersion relation of modes in an isotropic harmonic trap to be given by $`\omega ^2=\omega _0^2[l(1+2n)+3n+2n^2]`$, where $`l`$ is the angular momentum quantum number and $`n`$ the radial one, which gives the number of nodes in the radial direction. For $`l`$ much greater than 1, the dispersion relation becomes $`\omega ^2=\omega _0^2l(1+2n)`$. The wavenumber of the mode at the surface of the cloud is given by $`q=l/R`$, and therefore the dispersion relation is $`\omega ^2=\omega _0^2qR(1+2n)`$, which is precisely the same as the result (29) we obtained above, since the force due to the trap at the surface of the cloud is simply $`F=\omega _0^2R`$ per unit mass. For large values of $`l`$ it is thus a good approximation to replace the harmonic oscillator potential by the linear ramp, as one might expect since the surface modes are concentrated within a distance of order $`R/l`$ from the surface. It should be noted that the $`n=0`$ mode frequencies for the plane surface with a linear ramp potential agree with the frequencies of the nodeless radial modes (corresponding to $`n=0`$) for a harmonic trap at all values of $`l`$. For modes with radial nodes ($`n0`$), the two results agree only when $`l`$ is much greater than $`n`$.
## IV Surface modes at shorter wavelengths
When the healing length $`\delta `$ is not negligible compared with the wavelength, there are corrections to the dispersion relation. In the case of gravity waves on the surface of a liquid, modes at shorter wavelengths are affected by the surface tension, and the dispersion relation is given by $`\omega ^2=gq+\sigma q^3/\rho `$, where $`\sigma `$ is the surface tension, and $`\rho `$ is the mass density of the fluid. We now explore modes on the surface of a Bose-Einstein condensed cloud at shorter wavelengths, and we shall show that there are contributions to $`\omega ^2`$ of order $`q^4\mathrm{ln}(1/q\delta )`$ which may be understood in terms of the effective surface tension introduced in the discussion of static properties.
The basic problem is to solve Eq. (19) including the quantum pressure term in the expression for the chemical potential. Rather than attacking the problem directly, which leads to two coupled second-order differential equations, we shall adopt a variational approach, which will allow us to calculate the leading corrections to the Thomas-Fermi result for the mode frequencies for small $`q`$.
In order to determine the dispersion relation of surface modes at shorter wavelengths we employ a trial wave function that allows us to calculate the total energy in terms of two variables which describe the displacement of the surface and the local velocity, respectively. In terms of these variables the energy functional assumes the form of that of a harmonic oscillator, from which we may extract the frequency as a function of $`q`$.
The trial wave function is motivated by the solution found above in the Thomas-Fermi approximation. To lowest order we may describe the motion of the surface in a traveling wave by modifying the ground state wave function in two respects. First one shifts the spatial variable, thereby allowing for displacements of the surface, and one introduces a phase factor to take into account motion of the particles. Explicitly, the wave function is given by
$$\psi (x,z,t)=\psi _{TF}(x\mathrm{\Delta }(x,z,t))\mathrm{exp}i\varphi \psi _{TF}(x)\mathrm{\Delta }(x,z,t)\psi _{TF}^{}(x)+i\varphi \psi _{TF}(x).$$
(31)
Here $`\mathrm{\Delta }(x,z,t)=\xi _0\mathrm{exp}qx\mathrm{cos}(qz\omega t)`$, with $`\xi _0`$ constant, and $`\varphi =(mv_0/\mathrm{}q)e^{qx}\mathrm{sin}(qz\omega t)`$, $`v_0`$ being the amplitude of the velocity at the surface of the cloud, given by
$$𝐯=\frac{\mathrm{}\varphi }{m}=v_0(\mathrm{sin}(qz\omega t),0,\mathrm{cos}(qz\omega t)).$$
(32)
Let us now turn to the more general case. We expect that at frequencies small compared with the characteristic frequency $`\mathrm{}/2m\delta ^2`$ associated with adjustments of the density profile in the region within $`\delta `$ of the surface, the density profile will be able to adjust essentially instantaneously to its equilibrium form corresponding to the local number of particles per unit area, even if the Thomas-Fermi approximation is not valid. The real part of the wave function in the vicinity of the surface is thus of the equilibrium form, but with a possible translation perpendicular to the surface. We shall therefore use a trial function which has the same form as for the Thomas-Fermi case, but with the equilibrium Thomas-Fermi wave function replaced by the exact one. From this we shall calculate the energy, and evaluate oscillation frequencies. We write the wave function in the form
$$\psi =\psi _0+\delta \psi ,$$
(33)
where $`\delta \psi `$ is the part due to the oscillation. For the present purposes it is simplest to consider a standing wave, and therefore we adopt the following form
$$\delta \psi (x,t)=(\xi (t)\psi _{0}^{}{}_{}{}^{}(x)+i\psi _0(x)\varphi _0(t))e^{qx}cos(qz).$$
(34)
The $`x`$-component of the velocity of the surface is given either in terms of the time derivative of the surface displacement, or in terms of the $`x`$-derivative of the phase of the wave function. This leads to the consistency condition $`\dot{\xi }=\mathrm{}q\varphi _0/m`$.
We use the trial function (34) to evaluate the energy functional
$$E=𝑑𝐫\left[\frac{\mathrm{}^2}{2m}|\psi |^2+V(𝐫)|\psi (𝐫,t)|^2+\frac{1}{2}U_0|\psi (𝐫,t)|^4\right],$$
(35)
to second order in $`\xi `$ and $`\dot{\xi }`$. The zeroth order term gives rise to an unimportant constant, while the first order term vanishes, since the trial function is a solution of the Gross-Pitaevskii equation. The interesting physics is contained in the second order term $`E^{(2)}`$. The $`\xi ^2`$-part of the kinetic-energy contribution contains an integral over $`x`$ of the form
$$_{\mathrm{}}^{\mathrm{}}𝑑x(\psi _{0}^{}{}_{}{}^{}e^{qx})^{}(\psi _{0}^{}{}_{}{}^{}e^{qx})^{}=_{\mathrm{}}^{\mathrm{}}𝑑xe^{2qx}\psi _0^{}(\psi _{0}^{}{}_{}{}^{\prime \prime \prime }+2q\psi _{0}^{}{}_{}{}^{\prime \prime }+q^2\psi _{0}^{}{}_{}{}^{}).$$
(36)
The third-order derivative in (36) is eliminated by differentiating the Gross-Pitaevskii equation,
$$\frac{\mathrm{}^2}{2m}\psi _0^{\prime \prime \prime }=V^{}\psi _0V\psi _{0}^{}{}_{}{}^{}3U_0\psi _0^2\psi _{0}^{}{}_{}{}^{}.$$
(37)
The last two terms on the right hand side of (37) yield contributions that are canceled by those coming from the potential and interaction energies in (35). The remaining terms may be combined using $`V^{}=F`$ and partial integration, and yield for the energy per unit area
$$E^{(2)}=\frac{\xi ^2}{4}\left[Fq_{\mathrm{}}^{\mathrm{}}𝑑xe^{2qx}\psi _{0}^{}{}_{}{}^{2}+\frac{\mathrm{}^2}{m}_{\mathrm{}}^{\mathrm{}}𝑑x\left(q^2e^{2qx}\psi _0^2\right)\right]+\frac{m\dot{\xi }^2}{4}_{\mathrm{}}^{\mathrm{}}𝑑xe^{2qx}\psi _{0}^{}{}_{}{}^{2}.$$
(38)
This is of the same form as for an harmonic oscillator, $`E^{(2)}=\frac{1}{2}C_1\xi ^2+\frac{1}{2}C_2\dot{\xi }^2`$ where $`C_1`$ and $`C_2`$ are constants, and the frequency is given by $`\omega ^2=C_1/C_2`$. Integrating by parts the term involving $`F`$, we obtain the final result
$$\omega ^2=\frac{F}{m}q+\frac{\mathrm{}^2q^4}{m^2}I(q),$$
(39)
where the dimensionless quantity $`I(q)`$ is given by
$$I(q)=\frac{_{\mathrm{}}^{\mathrm{}}𝑑xe^{2qx}(\psi _{0}^{}{}_{}{}^{})^2}{q^2_{\mathrm{}}^{\mathrm{}}𝑑xe^{2qx}\psi _{0}^{}{}_{}{}^{2}}.$$
(40)
The first term in (39) gives the frequency of the surface mode in the Thomas-Fermi approximation, while the second term involving $`I(q)`$ is a correction term.
We may evaluate the leading long-wavelength corrections to the dispersion relation $`I(q)`$ for $`q1/\delta `$ by splitting up the range of integration into two regions
$$_{\mathrm{}}^{\mathrm{}}𝑑xe^{2qx}(\psi _{0}^{}{}_{}{}^{})^2=_{\mathrm{}}^L𝑑xe^{2qx}(\psi _{0}^{}{}_{}{}^{})^2+_L^{\mathrm{}}𝑑xe^{2qx}(\psi _{0}^{}{}_{}{}^{})^2,$$
(41)
where $`\delta L1/q`$. In the first of the two integrals we may use the Thomas-Fermi approximation $`\psi _0=\sqrt{Fx/U_0}`$, since $`L\delta `$. In the second we may replace $`\mathrm{exp}2qx`$ by 1, since $`ql1`$. By using partial integration one finds
$$_L^{\mathrm{}}𝑑x(\psi _{0}^{}{}_{}{}^{})^2=\frac{F}{2U_0}_L^{\mathrm{}}𝑑x\psi _{0}^{}{}_{}{}^{\prime \prime }\psi _0$$
(42)
since the value of $`\psi _0\psi _0^{}`$ at $`x=L`$ may be evaluated in the Thomas-Fermi approximation, resulting in $`F/2U_0`$. The integral on the right hand side of (42) occurs in calculations of the kinetic energy associated with the surface region, and it has been evaluated previously. Its asymptotic form is $`(F/4U_0)\mathrm{ln}(L/1.776\delta )`$, which corresponds to the kinetic energy contribution in Thomas-Fermi theory cut off at a distance $`1.776\delta `$, where the coefficient was determined by numerical integration. We obtain consequently
$$_{\mathrm{}}^l𝑑xe^{2qx}(\psi _{0}^{}{}_{}{}^{})^2=\frac{F}{4U_0}(2\mathrm{ln}2qL\mathrm{ln}\gamma )+\frac{F}{4U_0}\mathrm{ln}\frac{L}{1.776\delta },$$
(43)
where $`\gamma (1.778)`$ is the Euler constant. The denominator in (40) is evaluated in the Thomas-Fermi approximation, resulting in $`F/4U_0`$. We finally obtain
$$I(q)\mathrm{ln}q\delta +\mathrm{ln}(e^2/3.552\gamma )\mathrm{ln}q\delta +0.15.$$
(44)
Thus we find
$$\omega ^2\frac{F}{m}q+\frac{\mathrm{}^2q^4}{m^2}\left[\mathrm{ln}q\delta +0.15\right].$$
(45)
The qualitative behavior is easy to understand by analogy with the surface tension contribution to the frequency of gravity waves on the surface of a fluid, where the contribution to $`\omega ^2`$ is $`\sigma q^3/\rho `$. In the present problem, the effective surface tension depends logarithmically on the length scale, which is given by the wavelength. The $`q^4`$-dependence exhibited by (45) then results from dividing $`q^3`$ by the effective density in the region where the fluid is moving, this being of order the fluid density at the distance $`1/q`$ from the surface, or $`F/U_0q`$. Thus one sees that the surface tension is very weakly dependent on the trap parameters and the atomic scattering length, which occur only in the logarithm.
This result agrees to the order indicated with the result of using the full solution $`\psi _0(x)`$ to the (equilibrium) Gross-Pitaevskii equation in evaluating the expression (40). In a recent paper, Fetter and Feder analyzed the corrections to the excitation frequencies in the Thomas-Fermi limit for an atomic cloud confined by a spherically symmetric trap. By employing the matching conditions of boundary-layer theory, they were able to demonstrate that the leading correction to the Thomas-Fermi limit is of order $`R^4`$, where $`R`$ is the Thomas-Fermi radius, while terms of order $`R^4\mathrm{ln}R`$ were found to be absent. Repeating their analysis for the different geometry which we are considering, we have explicitly verified that the matching conditions allow for the presence of terms of order $`q^4\mathrm{ln}q`$, which we have found in the present paper.
This result for the surface mode frequency can be obtained in a more rigorous fashion by a variational approach. The resulting equations of motion of $`\xi `$ and $`\varphi _0`$ take the form of that of a classical harmonic oscillator with frequency given by (39). The details of this calculation are described in Appendix A.
We thank Emil Lundh for helpful contributions.
## A variational approach
The Gross-Pitaevskii equation may be derived from the variational principle
$$\delta 𝑑tL=0,$$
(A1)
where
$$L=𝑑𝐫\frac{i\mathrm{}}{2}\left(\psi ^{}\frac{\psi }{t}\psi \frac{\psi ^{}}{t}\right)E.$$
(A2)
Here $`E`$ is the energy functional given by equation (35). For $`\psi `$ we adopt our ansatz, (33), and the equations of motion for $`\xi `$ and $`\varphi _0`$ may then be determined from the variational principle. To second order in $`\xi `$ and $`\varphi _0`$ the Lagrangian is
$$L=\frac{\mathrm{}}{4}I_1(\xi \dot{\varphi }_0\varphi _0\dot{\xi })(E^{(0)}+E^{(2)}),$$
(A3)
where $`E^{(0)}`$ is the ground-state energy obtained by inserting $`\psi =\psi _0`$ in equation (35), while $`E^{(2)}`$ is given by
$$E^{(2)}=\frac{\xi ^2}{4}\left[FqI_2+\frac{\mathrm{}^2}{m}I_3\right]+\frac{\mathrm{}^2q^2}{4m}\varphi _0^2I_2,$$
(A4)
in terms of the integrals
$$I_1=\frac{1}{2}_{\mathrm{}}^{\mathrm{}}𝑑xe^{2qx}(\psi _0^2)^{^{}},$$
(A5)
$$I_2=_{\mathrm{}}^{\mathrm{}}𝑑xe^{2qx}\psi _0^2,$$
(A6)
and
$$I_3=_{\mathrm{}}^{\mathrm{}}𝑑x(q^2e^{2qx}\psi _{0}^{^{}}{}_{}{}^{2}).$$
(A7)
The resulting equations of motion for $`\xi `$ and $`\varphi _0`$ are
$$\frac{\mathrm{}}{2}I_1\dot{\varphi }_0\frac{1}{2}\xi (FqI_2+\frac{\mathrm{}^2}{m}I_3)=0$$
(A8)
and
$$\frac{\mathrm{}}{2}I_1\dot{\xi }+\frac{\mathrm{}^2q^2}{2m}I_2\varphi _0=0.$$
(A9)
By partial integration of (A5) we see that $`I_1=qI_2`$, and subsequently, by eliminating $`\varphi _0`$ between the last two equations, one obtains the result (39).
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# Comprehensive Evidences of Octupole Vibration in 158Gd
## Abstract
Comprehensive evidences of the SU(3) limit in the spdf interacting boson model, a dynamical symmetry describing octupole vibration in rotatonal nucleus, are found in the spectrum, E2 and E1 transition rates, and relative intensities in <sup>158</sup>Gd. This gives a good example of rotational nucleus with octupole vibration in rare-earth region.
There have been continued interests in the studies of octupole degree of freedom in nuclear structure recently . In the boson model, negative parity states are described by the spdf interacting boson model(IBM) or the sdf IBM. Gamma soft octupole deformation has been found in Ba isotopes. As for rotation with octupole deformation, corresponding to the SU(3) limit in the spdf IBM, the experimental evidence has not yet been found. It has been pointed that <sup>232</sup>U and other actinide nuclei may be candidates for the SU(3) limit. However, while the spectrum agrees with theoretical calculation very well, there are few electromagnetic transition data, in particular E1 transitions connecting positive and negative parity states. Experimental evidences of nuclei with such a dynamical symmetry is still lacking. Whereas these dynamic symmetries are very important because they can be used to classify states and characterize collective features of a nucleus. To this purpose we have studied the structures of over 30 deformed nuclei in the rare earth and actinide region, and found comprehensive evidences of octupole vibration in <sup>158</sup>Gd. This result is somewhat out of the general expectation that a good example nucleus of the SU(3) octupole deformation dynamical symmetry should be in the actinide region.
The octupole vibration in rotational nucleus is characterized by the SU(3) group chain,
$`U(16)U(6)U(10)SU_{sd}(3)SU_{pf}(3)SU_{spdf}(3)O(3)`$ (1)
$`NN_+N_{}(\lambda _+\mu _+)(\lambda _{}\mu _{})(\lambda \mu )L,`$ (2)
and the energy eigenvalue is
$`E=ϵ_{}N_{pf}+a_1C_{2SU_+}+a_2C_{2SU_{}}+a_3C_{2SU(3)}+a_4L(L+1).`$ (3)
The g.s.-band,$`\beta `$-band and $`\gamma `$-band are generated from (2N,0),(2N-4,2)K=0 and (2N-4,2)K=2 respectively,with N sd-bosons, where N is the valence nucleon pair number. In <sup>158</sup>Gd, N is equal to 13. The low-lying negative parity are generalized by the SU(3) irreducible representation(IR) from the decomposition of (2N-2,0)$``$(3,0); that is $`K^p=0^{}`$ from (2N+1,0) and $`K^p=1^{}`$ from (2N-1,1) respectively. The value of $`a_2`$ is taken zero, since it is irrelevant to the spectrum of the low-lying states with only one pf-boson. The parameters are then determined by experimental data. They are: $`a_1`$=-7.793keV,$`ϵ_{}`$=3.160MeV, $`a_3`$=-4.686keV. And $`a_4`$ is 11.917keV for the positive parity states and 8.592keV for the negative parity states, respectively. The smaller value of $`a_4`$ for the negative parity states reflects an increase of moment of inertia for the negative parity states due to octupole deformation, an effect which has also been observed in Uranium isotopes. The spectrum of the spdf SU(3) is compared with data in Fig.1. The general agreement between experiment and calculation is good. The five low-lying bands, 3 with positive parity and 2 with negative parity, are all well reproduced. But from the spectrum alone, it is not sufficient to determine the nature of the dynamical symmetry. The more tough criteria in determining the nature of the collective motion lie in the electromagnetic transition part.
E2 transitions among the positive parity states are calculated using the transition operator: $`T(E2)^2=e_2((s^{}\stackrel{~}{d}+d^{}s)^2\frac{\sqrt{7}}{2}(d^{}\stackrel{~}{d})^2)`$, the SU(3) generator. The calculated B(E2) values are compared with experimental data in table I. The agreement with experimental data is very good. The inband transitions in the ground state band agree with the data well. Since the SU(3)generator does not have matrix elements between different SU(3) IR’s, all the inter-band E2 transitions from $`\gamma `$ or $`\beta `$ bands to the ground state band are zero. This is in agreement with the experimental data. All the interband transitions are very weak. A small breaking in the SU(3) dynamical symmetry will produce nonzero interband transitions. This is a second order effect, and in this work, we are not going to pursue the details. At high spins($`L=10`$), the theoretical B(E2) is less than the data. This is the well-known reduction of collectivity problem in boson models and can only be solved by considering the g-boson.
There are also ample experimental data on the electric dipole transitions. We have calculated the E1 transitions using standard group theoretic method as in Ref.. The E1 transition operator is taken the following form: $`T(E1)=e((s^{}\stackrel{~}{p}+p^{})^1+\chi _{dp}(d^{}\stackrel{~}{p}+p^{}\stackrel{~}{p})^1+\chi _{df}(d^{}\stackrel{~}{f}+f^{}\stackrel{~}{d})^1)`$. These parameters are determined by experimental data. The values are : $`\chi _{dp}=3.825`$, $`\chi _{df}=3.676`$. The result of this parametriztion is labeled as Cal1 in table II. The agreement between calculation and data is very well. The transitions from $`0^{}`$ band to the ground state band transitions are perfectly reproduced. In particular, the transition from $`2^{}`$ to $`2_\beta `$ is much less than the transition from $`1_1^{}`$ to ground state in experiment, and this is also reproduced by the calculation well. Considering the large range of variations in the data, the agreement is remarkable. It is worth pointing out that the transition operator is quite close the generator of O(10), where $`\chi _{dp}=1.2649`$ and $`\chi _{df}=1.1832`$. This also shows the importance of the p boson in describing octupole collective motions, which has been pointed by many authors. In order to see the goodness of the generator form, we made a calculation for the E1 transitions using just generator, the results are also listed in table II labeled as Cal2. It is apparent that the generator has already given a satisfactory agreement with the data. We have also calculated the relative intensities. The results using the E1 transition operator determined from experiment are listed in table III. We see that the agreement between calculation and data is very well. We have also calculated the relative intensities using the O(10) generator, whose results are not shown here. The agreement between calculation and the data is quite good.
From these comparisons of the spectrum, the E2 and E1 transition rates, and relative intensities, we can conclude that <sup>158</sup>Gd is a good example of the SU(3) dynamical symmetry in the spdf IBM, a dynamical symmetry describing the rotations with octupole vibration. In particular, all existing electric dipole transition data varying over a large range agree with the SU(3) limit dynamical symmetry results very well. This has passed through the stringent test on the validity of the dynamical symmetry, that is, the check on the wave functions of a dynamical symmetry. This has established firmly the experimental evidence of rotation with octupole vibration in <sup>158</sup>Gd. Because of the similarities of the Gd isotopes with other rare-earth nuclei in many properties, it is hoped that this finding will be helpful in the studies of the octupole collectivity in this region.
The authors thank the financial support of the China National Natural Science Foundation, Fok Ying Tung Education foundation, Excellent University Young Faculty Fund of China Education Ministry. Helpful discussions with Prof. Hongzhou Sun and Qizhi Han are also gratefully acknowledged.
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# 1 Introduction
## 1 Introduction
Throughout the nervous system, information is encoded in sequences of identical action potentials or spikes. The representation of sense data by these spike trains has been studied for seventy years , but there remain many open questions about the structure of this code. A full understanding of the code requires that we identify its elementary symbols and that we characterize the messages which these symbols represent. Many different possible elementary symbols have been considered, implicitly or explicitly, in previous work on neural coding. These might be the numbers of spikes in time windows of fixed size, or alternatively the individual spikes themselves might be the building blocks of the code. In cells that produce bursts of action potentials, these bursts might be special symbols that convey information in addition to that carried by single spikes. Yet another possibility is that patterns of spikes—across time in one cell or across a population of cells—can have a special significance; this last possibility has received renewed attention as techniques emerge for recording the activity of many neurons simultaneously.
In many methods of analysis, questions about the symbolic structure of the code are mixed with questions about what the symbols represent. Thus, in trying to characterize the feature selectivity of neurons, one often makes the a priori choice to measure the neural response as the spike count or rate in a fixed window. Conversely, in trying to assess the significance of synchronous spikes from pairs of neurons, or bursts of spikes from a single neuron, one might search for a correlation between these events and some particular stimulus features. In each case conclusions about one aspect of the code are limited by assumptions about another aspect. Here we show that questions about the symbolic structure of the neural code can be separated out and answered in an information theoretic framework, using data from suitably designed experiments. This framework allows us to address directly the significance of spike patterns or other compound spiking events: How much information is carried by a compound event? Is there redundancy or synergy among the individual spikes? Are particular patterns of spikes especially informative?
Methods to assess the significance of spike patterns in the neural code share a common intuitive basis:
* Patterns of spikes can play a role in representing stimuli if and only if the occurrence of patterns is linked to stimulus variations.
* The patterns have a special role only if this correlation between sensory signals and patterns is not decomposable into separate correlations between the signals and the pieces of the pattern, e.g. the individual spikes.
We believe that these statements are not controversial. Difficulties arise when we try to quantify this intuitive picture: What is the correct measure of correlation? How much correlation is significant? Can we make statements independent of models and elaborate null hypotheses?
The central claim of this paper is that many of these difficulties can be resolved by careful use of ideas from information theory. Shannon proved that entropy and information provide the only measures of variability and correlation that are consistent with simple and plausible requirements. Further, while it may be unclear how to interpret, for example, a 20% increase in correlation between spike trains, an extra bit of information carried by patterns of spikes means precisely that these patterns provide a factor of two increase in the ability of the system to distinguish among different sensory inputs. In this work we show see that there is a direct method of measuring the information (in bits) carried by particular patterns of spikes, independent of models for the stimulus features that these patterns might represent. In particular, we can compare the information conveyed by spikes patterns with the information conveyed by the individual spikes that make up the pattern, and determine quantitatively whether the whole is more or less than the sum of its parts.
While this method allows us to compute unambiguously how much information is conveyed by particular patterns, it does not tell us what this information is. Making the distinction between two questions, the structure of the code and the algorithm for translation, we only answer the first of these two. We believe that finding the structural properties of a neural code independent of the translation algorithm is an essential first step towards understanding anything beyond the single spike approximation. The need for identifying the elementary symbols is especially clear when complex multi neuron codes are considered. Moreover, a quantitative measure of the information carried by compound symbols will be useful in the next stage of modeling the encoding algorithm, as a control for the validity of models.
## 2 Formalism
In the framework of information theory signals are generated by a source with a fixed probability distribution, and encoded into messages by a channel. The coding is probabilistic, and the joint distribution of signals and coded messages determines all quantities of interest; in particular the information transmitted by the channel about the source is an average over this joint distribution. In studying a sensory system, the signals generated by the source are the stimuli presented to the animal, and the messages in the communication channel are sequences of spikes in a neuron or in a population of neurons. Both the stimuli and the spike trains are random variables, and they convey information mutually because they are correlated. The problem of quantifying this information has been discussed from several points of view . Here we address the question of how much information is carried by particular “events” or combinations of action potentials.
### 2.1 Defining information from one event
A discrete event $`E`$ in the spike train is defined as a specific combination of spikes. Examples are a single spike, a pair of spikes separated by a given time, spikes from two neurons that occur in synchrony, and so on. Information is carried by the occurrence of events at particular times and not others, implying that they are correlated with some stimulus features and not with others. Our task is to express this information in terms of quantities that are easily measured experimentally.
In experiments, as in nature, the animal is exposed to stimuli at each instant of time. We can describe this sensory input by a function $`s(t^{})`$, which may have many components to parameterize the time dependence of multiple stimulus features. In general, the information gained about $`s(t^{})`$ by observing a set of neural responses is
$`I`$ $`=`$ $`{\displaystyle \underset{\mathrm{responses}}{}}{\displaystyle Ds(t^{})P[s(t^{})\&\mathrm{response}]\mathrm{log}_2\left(\frac{P[s(t^{})\&\mathrm{response}]}{P[s(t^{})]P[\mathrm{response}]}\right)},`$
where information is measured in bits. It is useful to note that this mutual information can be rewritten in two complementary forms:
$`I`$ $`=`$ $`{\displaystyle Ds(t^{})P[s(t^{})]\mathrm{log}_2P[s(t^{})]}`$ (2)
$`+{\displaystyle \underset{\mathrm{responses}}{}}P[\mathrm{response}]{\displaystyle Ds(t^{})P[s(t^{})|\mathrm{response}]\mathrm{log}_2P[s(t^{})|\mathrm{response}]}`$
$`=`$ $`S[P(s)]S[P(s|\mathrm{response})]_{\mathrm{response}},`$
or
$`I`$ $`=`$ $`{\displaystyle \underset{\mathrm{responses}}{}}P(\mathrm{response})\mathrm{log}_2P(\mathrm{response})`$ (3)
$`+{\displaystyle Ds(t^{})P[s(t^{})]\underset{\mathrm{responses}}{}P[\mathrm{response}|s(t^{})]\mathrm{log}_2P[\mathrm{response}|s(t^{})]}`$
$`=`$ $`S[P(\mathrm{response})]S[P(\mathrm{response}|s)]_s,`$
where $`S`$ denotes the entropy of a distribution; by $`\mathrm{}_s`$ we mean an average over all possible values of the sensory stimulus, weighted by their probability of occurrence, and similarly for $`\mathrm{}_{\mathrm{responses}}`$. In the first form, Eq. (2), we focus on what the responses are telling us about the sensory stimulus : different responses point more or less reliably to different signals, and our average uncertainty about the sensory signal is reduced by observing the neural response. In the second form, Eq. (3), we focus on the variability and reproducibility of the neural response . The range of possible responses provides the system with a capacity to transmit information, and the variability which remains when the sensory stimulus is specified constitutes noise; the difference between the capacity and the noise is the information.
We would like to apply this second form to the case where the neural response is a particular type of event. When we observe an event $`E`$, information is carried by the fact that it occurs at some particular time $`t_E`$. The range of possible responses is then the range of times $`0<t_E<T`$ in our observation window. Alternatively, when we observe the response in a particular small time bin of size $`\mathrm{\Delta }t`$, information is carried by the fact that the event $`E`$ either occurs or does not. The range of possible responses then includes just two possibilities. Both of these points of view have an arbitrary element: the choice of bin size $`\mathrm{\Delta }t`$ and the window size $`T`$. Characterizing the properties of the system, as opposed to our observation power, requires taking the limit of high time resolution ($`\mathrm{\Delta }t0`$) and long observation times ($`T\mathrm{}`$). As will be shown in the next section, in this limit the two points of view give the same answer for the information carried by an event.
### 2.2 Information and event rates
A crucial role is played by the event rate $`r_E(t)`$, the probability per unit time that an event of type $`E`$ occurs at time $`t`$, given the stimulus history $`s(t^{})`$. Empirical construction of the event rate $`r_E(t)`$ requires repetition of same stimulus history many times, so that a histogram can be formed (see Figure 1). For the case where events are single spikes, this is the familiar time dependent firing rate or post-stimulus time histogram (Figure 1c); the generalization to other types of events is illustrated by Figs. 1c and 1d. Intuitively, a uniform event rate implies that no information is transmitted, whereas the presence of sharply defined features in the event rate implies that much information is transmitted by these events; see, for example, the discussion by Vaadia et al. . We now formalize this intuition, and show how the average information carried by a single event is related quantitatively to the time dependent event rate.
Let us take the first point of view about the neural response variable, in which the range of responses is described by the possible arrival times $`t`$ of the event. What is the probability of finding the event at a particular time $`t`$? Before we know the stimulus history $`s(t^{})`$, all we can say is that the event can occur anywhere in our experimental window of size $`T`$, so that the probability is uniform $`P(\mathrm{response})=P(t)=1/T`$, with an entropy of $`S[P(t)]=\mathrm{log}_2T`$. Once we know the stimulus, we also know the event rate $`r_E(t)`$, and so our uncertainty about the occurrence time of the event is reduced. Events will occur preferentially at times where the event rate is large, so the probability distribution should be proportional to $`r_E(t)`$; with proper normalization $`P(\mathrm{response}|s)=P(t|s)=r_E(t)/(T\overline{r}_E)`$. Then the conditional entropy is
$`S[P(t|s)]`$ $`=`$ $`{\displaystyle _0^T}𝑑tP(t|s)\mathrm{log}_2P(t|s)`$ (4)
$`=`$ $`{\displaystyle \frac{1}{T}}{\displaystyle _0^T}𝑑t{\displaystyle \frac{r_E(t)}{\overline{r}_E}}\mathrm{log}_2\left({\displaystyle \frac{r_E(t)}{\overline{r}_ET}}\right).`$
In principle one should average this quantity over different stimuli $`s(t^{})`$, however if the time $`T`$ is long enough and the stimulus history sufficiently rich, it is self-averaging. The reduction in entropy is then the gain in information, so
$`I(E;s)`$ $`=`$ $`S[P(t)]S[P(t|s)]`$ (5)
$`=`$ $`{\displaystyle \frac{1}{T}}{\displaystyle _0^T}𝑑t\left({\displaystyle \frac{r_E(t)}{\overline{r}_E}}\right)\mathrm{log}_2\left({\displaystyle \frac{r_E(t)}{\overline{r}_E}}\right).`$
This formula expresses the information conveyed by an event of type $`E`$ as an integral over time, of a quantity which depends only on the responses. There is no explicit dependence on the joint distribution of stimuli and responses; it is implicit that by integrating over time we are in fact sampling the distribution of stimuli, whereas by estimating the function $`r_E(t)`$ as a histogram we are sampling the distribution of the responses given a stimulus. We may write the information equivalently as an average over the stimulus instead of over time,
$`I(E;s)`$ $`=`$ $`\left({\displaystyle \frac{r_E(t)}{\overline{r}_E}}\right)\mathrm{log}_2\left({\displaystyle \frac{r_E(t)}{\overline{r}_E}}\right)_s,`$ (6)
where here the average is over all possible value of $`s`$ weighted by their probabilities $`P(s)`$.
In the second view, the neural response is a binary random variable, $`\sigma _E\{0,1\}`$, marking the occurrence or non occurrence of an event of type $`E`$ in a small time bin of size $`\mathrm{\Delta }t`$. Suppose, for simplicity, that the stimulus takes on a finite set of values $`s`$ with probabilities $`P(s)`$. These in turn induce the event $`E`$ with probability $`p_E(s)=P(\sigma _E=1|s)=r_E(s)\mathrm{\Delta }t`$, with an average probability for the occurrence of the event $`\overline{p}_E=_sP(s)r_E(s)\mathrm{\Delta }t=\overline{r}_E\mathrm{\Delta }t`$. The information is the difference between the prior entropy and the conditional entropy: $`I(E;s)=S(s)S(s|\sigma _E)`$, where the conditional entropy is an average over the two possible values of $`\sigma _E`$. The conditional probabilities are found from Bayes’ rule,
$`\text{P}(s|\sigma _E=1)`$ $`=`$ $`{\displaystyle \frac{P(s)p_E(s)}{\overline{p}_E}}`$
$`\text{P}(s|\sigma _E=0)`$ $`=`$ $`{\displaystyle \frac{P(s)(1p_E(s))}{(1\overline{p}_E)}},`$ (7)
and with these one finds the information,
$`I(E;s)`$ $`=`$ $`{\displaystyle \underset{s}{}}P(s)\mathrm{log}_2P(s)+{\displaystyle \underset{\sigma _E=0,1}{}}P(s|\sigma _E)\mathrm{log}_sP(s|\sigma _E)`$ (8)
$`=`$ $`{\displaystyle \underset{s}{}}P(s)\left[p_E(s)\mathrm{log}_2\left({\displaystyle \frac{p_E(s)}{\overline{p}_E}}\right)+(1p_E(s))\mathrm{log}_2\left({\displaystyle \frac{1p_E(s)}{1\overline{p_E}}}\right)\right].`$
This expression is again an average over all stimulus values, of a property which only depends on the responses. Taking the limit $`\mathrm{\Delta }t0`$, consistent with the requirement that the event can occur at most once, one finds the average information conveyed in a small time bin; dividing by the average probability of an event one obtains Eq. (6) as the information per event.
Equation (6), and its time averaged form (5), is an exact formula which can be used in any situation where a rich stimulus history can be presented repeatedly. It enables the evaluation of the information for arbitrarily complex events, independent of assumptions about the encoding algorithm.
Let us consider in more detail the simple case where events are single spikes. Then the average information conveyed by a single spike becomes an integral over the time dependent spike rate $`r(t)`$,
$$I(1\mathrm{spike};\mathrm{s})=\frac{1}{T}_0^T𝑑t\left(\frac{r(t)}{\overline{r}}\right)\mathrm{log}_2\left(\frac{r(t)}{\overline{r}}\right).$$
(9)
It makes sense that the information carried by single spikes should be related to the spike rate, since this rate as a function of time gives a complete description of the ‘one body’ statistics of the spike train, in the same way that the single particle density describes the one body statistics of a gas or liquid. Several previous works have noted this relation, and the formula (9) has an interesting history. If the spike train is a modulated Poisson process, then Eq. (9) provides an upper bound on information transmission (per spike) by the spike train as a whole . In studying the coding of location by cells in the rat hippocampus, Skaggs et al. assumed that successive spikes carried independent information, and that the spike rate was determined by the instantaneous location, and obtained Eq. (9) with the time average replaced by an average over locations. DeWeese showed that the rate of information transmission by a spike train could be expanded in a series of integrals over correlation functions, where successive terms would be small if the number of spikes per correlation time were small; the leading term, which would be exact if spikes were uncorrelated, is Eq. (9). Panzeri et al. show that Eq. (9), multiplied by the mean spike rate to give an information rate (bits/s), is the correct information rate if we count spikes in very brief segments of the neural response, which is equivalent to asking for the information carried by single spikes. For further discussion of the relation to previous work, see Appendix A.
A crucial point here is the generalization to Eq. (5), and this result applies to the information content of any point events in the neural response—pairs of spikes with a certain separation, coincident spikes from two cells, … —not just single spikes. Moreover, in the analysis of experiments we will emphasize the use of this formula as an exact result for the information content of single events, rather than an approximate result for the spike train as a whole, and this approach will enable us to address questions concerning the structure of the code and the role played by various point events.
## 3 Experiments in the fly visual system
In this section, we use our formalism to analyze experiments on the movement sensitive cell H1 in the visual system of the blowfly Calliphora vicina. We address the issue of the information conveyed by pairs of spikes in this neuron, as compared to the information conveyed independently by single spikes. The quantitative results of this section —numbers for the information, effects of synergy and redundancy among spikes— are specific to this system and to the stimulus conditions used. The theoretical approach, however, is valid generally and can be applied similarly to other experimental systems, to find out the significance of various patterns in single cells or in a population.
### 3.1 Synergy between spikes
The experimental setup described in Appendix B gives us control over the input and output of the H1 neuron in the fly. The horizontal motion across the visual field is the input sensory stimulus $`s(t)`$, which we draw from a probability distribution $`P(s)`$, and the spike train recorded from H1 is the neural response. Figure 1a shows a segment of the stimulus presented to the fly, and 1b illustrates the response to many repeated presentations of this segment. The histogram of spike times across the ensemble of repetitions provides an estimate of the spike rate $`r(t)`$ (Fig. 1c), and Eq. (5) gives the information carried by a single spike, $`I(1\mathrm{spike};s)=1.53\pm 0.05\mathrm{bits}`$. Figure 2 illustrates the details of how the formula was used, with an emphasis on the effects of finiteness of the data. In this experiment, a stimulus of length $`T=10`$ sec was repeated 350 times. As seen from Figure 2, a stable result could be obtained from a smaller number of repetitions.
If each spike were to convey information independently, then with the mean spike rate $`\overline{r}=37`$ spikes/s, the total information rate would be $`R_{\mathrm{info}}=56`$ bits/s. We used the variability and reproducibility of continuous segments in the neural response , in order to estimate the total information rate in the spike train in this experiment, and found that $`R_{\mathrm{info}}=75`$ bits/s. Thus, the information conveyed by the spike train as a whole is larger than the sum of contributions from individual spikes, indicating cooperative information transmission by patterns of spikes in time. This synergy among spikes motivates the search for especially informative patterns in the spike train.
We consider compound events that consist of two spikes separated by a time $`\tau `$, with no constraints on what happens between them. Figure 1 shows segments of the event rate $`r_\tau (t)`$ for $`\tau =3(\pm 1)`$ ms (Fig. 1d), and for $`\tau =17(\pm 1)`$ ms (Fig. 1e). The information carried by spike pairs as a function of the interspike time $`\tau `$, computed from Eq. (5), is shown in Fig. 3. For large $`\tau `$ spikes contribute independent information, as expected. This independence is established within $`3040`$ ms, comparable to the behavioral response times of the fly . There is a mild redundancy ($`1020\%`$) at intermediate separations, and a very large synergy (up to $`130\%`$) at small $`\tau `$.
Related results were obtained using the correlation of spike patterns with stimulus features . There the information carried by spike patterns was estimated from the distribution of stimuli given each pattern, thus constructing a statistical model of what the patterns “stand for” (see details in Appendix A). Since the time dependent stimulus is in general of high dimensionality, its distribution cannot be sampled directly and some approximations must be made. de Ruyter van Steveninck and Bialek made the approximation that patterns of a few spikes encode projections of the stimulus onto low dimensional subspaces, and the information carried by such patterns was evaluated only in this subspace. The informations obtained in this approximation are bounded from above by the true information carried by the patterns, as estimated directly with the methods presented here.
### 3.2 Origins of synergy
Synergy means, quite literally, that two spikes together tell us more than two spikes separately. Synergistic coding is often discussed for populations of cells, where extra information is conveyed by patterns of coincident spikes from several neurons , while here we see direct evidence for extra information in pairs of spikes across time. The mathematical framework for describing these effects is the same, and a natural question is: what are the conditions for synergistic coding?
The average synergy $`\mathrm{Syn}[E_1,E_2;s]`$ between two events $`E_1`$ and $`E_2`$ is the difference between the information about the stimulus $`s`$ conveyed by the pair, and the information conveyed by the two events independently,
$$\mathrm{Syn}[E_1,E_2;s]=I[E_1,E_2;s](I[E_1;s]+I[E_2;s]).$$
(10)
We can rewrite the synergy as:
$$\mathrm{Syn}[E_1,E_2;s]=I[E_1;E_2|s]I[E_1;E_2].$$
(11)
The first term is the mutual information between the events computed across an ensemble of repeated presentations of the same stimulus history. It describes the gain in information due to the locking of compound event $`(E_1,E_2)`$ to particular stimulus features. If events $`E_1`$ and $`E_2`$ are correlated individually with the stimulus but not with one another, this term will be zero, and these events cannot be synergistic on average. The second term is the mutual information between events when the stimulus is not constrained, or equivalently the predictability of event $`E_2`$ from $`E_1`$. This predictability limits the capacity of $`E_2`$ to carry information beyond that already conveyed by $`E_1`$. Synergistic coding ($`\mathrm{Syn}>0`$) thus requires that the mutual information among the spikes is increased by specifying the stimulus, which makes precise the intuitive idea of ‘stimulus dependent correlations’.
Returning to our experimental example, we identify the events $`E_1`$ and $`E_2`$ as the arrivals of two spikes, and consider the synergy between them as a function of the time $`\tau `$ between them. In terms of event rates, we compute the information carried by a pair of spikes separated by a time $`\tau `$, Eq. (5), as well as the information carried by two individual spikes. The difference between these two quantities is the synergy between two spikes, which can be written as
$`\mathrm{Syn}(\tau )`$ $`=`$ $`\mathrm{log}_2\left({\displaystyle \frac{\overline{r}_\tau }{\overline{r}^2}}\right)+{\displaystyle \frac{1}{T}}{\displaystyle _0^T}𝑑t{\displaystyle \frac{r_\tau (t)}{\overline{r}_\tau }}\mathrm{log}_2\left[{\displaystyle \frac{r_\tau (t)}{r(t)r(t\tau )}}\right]`$ (12)
$`+{\displaystyle \frac{1}{T}}{\displaystyle _0^T}𝑑t\left[{\displaystyle \frac{r_\tau (t)}{\overline{r}_\tau }}+{\displaystyle \frac{r_\tau (t+\tau )}{\overline{r}_\tau }}2{\displaystyle \frac{r(t)}{\overline{r}}}\right]\mathrm{log}_2[r(t)].`$
The first term in this equation is the logarithm of the normalized correlation function, and hence measures the rarity of spike pairs with separation $`\tau `$; the average of this term over $`\tau `$ is the mutual information between events in Eq. (11). The second term is related to the local correlation function and measures the extent to which the stimulus modulates the likelihood of spike pairs. The average of this term over $`\tau `$ gives the mutual information conditional on knowledge of the stimulus \[the first term in Eq. (11)\]. The average of the third term over $`\tau `$ is zero, and numerical evaluation of this term from the data shows that it is negligible at most values of $`\tau `$.
We thus find that the synergy between spikes is approximately a sum of two terms, whose averages over $`\tau `$ are the terms in Eq. (11). A spike pair with a separation $`\tau `$ then has two types of contributions to the extra information it carries: the two spikes can be correlated conditional on the stimulus, or the pair could be a rare and thus surprising event. The rarity of brief pairs is related to neural refractoriness, but this effect alone is insufficient to enhance information transmission; the rare events must also be related reliably to the stimulus. In fact, conditional on the stimulus, the spikes in rare pairs are strongly correlated with each other, and this is visible in Fig. 1a: from trial to trial, adjacent spikes jitter together as if connected by a stiff spring. To quantify this effect, we find for each spike in one trial the closest spike in successive trials, and measure the variance of the arrival times of these spikes. Similarly, we measure the variance of the interspike times. Figure 4a shows the ratio of the interspike time variance to the sum of the arrival time variances of the spikes that make up the pair. For large separations this ratio is unity, as expected if spikes are locked independently to the stimulus, but as the two spikes come closer it falls below one quarter.
Both the conditional correlation among the members of the pair (Fig. 4a) and the relative synergy (Fig. 4b) depend strongly on the interspike separation. This dependence is nearly invariant to changes in image contrast, although the spike rate and other statistical properties are strongly affected by such changes. Brief spike pairs seem to retain their identity as specially informative symbols over a range of input ensembles. If particular temporal patterns are especially informative, then we would lose information if we failed to distinguish among different patterns. Thus there are two notions of time resolution for spike pairs: the time resolution with which the interspike time is defined, and the absolute time resolution with which the event is marked. Figure 5 shows that, for small interspike times, the information is much more sensitive to changes in the interspike time resolution (open symbols) than to the absolute time resolution (filled symbols). This is related to the slope in Figure 2: in regions where the slope is large, events should be finely distinguished in order to retain the information.
### 3.3 Implications of synergy
The importance of spike timing in the neural code has been under debate for some time now. We believe that some issues in this debate can be clarified using a direct information theoretic approach. Following MacKay and McCulloch , we know that marking spike arrival times with higher resolution provides an increased capacity for information transmission. The work of Strong et al. shows that for the fly’s H1 neuron, the increased capacity associated with spike timing is indeed used with nearly constant efficiency down to millisecond resolution. This efficiency can be the result of a tight locking of individual spikes to a rapidly varying stimulus, and it could also be the result of temporal patterns providing information beyond rapid rate modulations. The analysis given here shows that for H1, pairs of spikes can provide much more information than two individual spikes, information transmission is much more sensitive to the relative timing of spikes than to their absolute timing, and these synergistic effects survive averaging over all similar patterns in an experiment. On the time scales of relevance to fly behavior, the amount of synergy among spikes in H1 allows this single cell to provide an extra factor of two in resolving power for distinguishing different trajectories of motion across the visual field.
## 4 Summary
In summary, information theory allows us to quantify the symbolic structure of a neural code independent of the rules for translating between spikes and stimuli. In particular, this approach tests directly the idea that patterns of spikes are special events in the code, carrying more information than expected by adding the contributions from individual spikes. These quantities can be measured directly from data. It is of practical importance that the formulas rely on low order statistical measures of the neural response, and hence do not require enormous data sets to reach meaningful conclusions. The method is of general validity and is applicable to patterns of spikes across a population of neurons, as well as across time.
In our experiments on the fly visual system, we found that an event composed of a pair of spikes can carry far more than the information carried independently by its parts. Two spikes that occur in rapid succession appear to be special symbols that have an integrity beyond the locking of individual spikes to the stimulus. This is analogous to the encoding of sounds in written English: the symbols ‘th,’ ‘sh,’ and ‘ch’ are each elementary and stand for sounds that are not decomposable into sounds represented by each of the constituent letters. For such pairs to act effectively as special symbols, mechanisms for ‘reading’ them must exist at subsequent levels of processing. Synaptic transmission is sensitive to interspike times in the 2 – 20 ms range , and it is natural to suggest that synaptic mechanisms on this time scale play a role in such reading. Recent work on the mammalian visual system provides direct evidence that pairs of spikes close together in time can be especially efficient in driving postsynaptic neurons.
## Acknowledgements
We thank G. Lewen and A. Schweitzer for their help with the experiments and N. Tishby for many helpful discussions. Work at the IAS was supported in part by DOE grant DE–FG02–90ER40542, and work at the IFSC was supported by the Brazilian agencies FAPESP and CNPq.
Appendix A: Relation to previous work
Patterns of spikes and their relation to sensory stimuli have been quantified in the past through the use of correlation functions. The event rates that we have defined here, which are directly connected to the information carried by patterns of spikes by Eq. (5), are in fact just properly normalized correlation functions. The event rate for pairs of spikes from two separate neurons is related to the joint post-stimulus time histogram defined by Aertsen and coworkers Making this connection explicit is also an opportunity to see how the present formalism applies to events defined across two cells.
Consider two cells, $`A`$ and $`B`$, generating spikes at times $`\{t_\mathrm{i}^A\}`$ and $`\{t_\mathrm{i}^B\}`$, respectively. It will be useful to think of the spike trains as sums of unit impulses at the spike times,
$`\rho ^A(t)`$ $`=`$ $`{\displaystyle \underset{\mathrm{i}}{}}\delta (tt_\mathrm{i}^A)`$ (A.1)
$`\rho ^B(t)`$ $`=`$ $`{\displaystyle \underset{\mathrm{i}}{}}\delta (tt_\mathrm{i}^B).`$ (A.2)
Then the time dependent spike rates for the two cells are
$`r^A(t)`$ $`=`$ $`\rho ^A(t)_{\mathrm{trials}},`$ (A.3)
$`r^B(t)`$ $`=`$ $`\rho ^B(t)_{\mathrm{trials}},`$ (A.4)
where $`\mathrm{}_{\mathrm{trials}}`$ denotes an average over multiple trials in which the same time dependent stimulus $`s(t^{})`$ is presented. These spike rates are the probabilities per unit time for the occurrence of a single spike in either cell $`A`$ or cell $`B`$, also called the post-stimulus time histogram (PSTH). We can define the probability per unit time for a spike in cell $`A`$ to occur at time $`t`$ and a spike in cell $`B`$ to occur at time $`t^{}`$, and this will be the joint post-stimulus time histogram,
$$\mathrm{JPSTH}^{AB}(t,t^{})=\rho ^A(t)\rho ^B(t^{})_{\mathrm{trials}}.$$
(A.5)
Alternatively, we can consider an event $`E`$ defined by a spike in cell $`A`$ at time $`t`$ and a spike in cell $`B`$ at time $`t\tau `$, with the relative time $`\tau `$ measured to a precision of $`\mathrm{\Delta }\tau `$. Then the rate of these events is
$`r_E(t)`$ $`=`$ $`{\displaystyle _{\mathrm{\Delta }\tau /2}^{\mathrm{\Delta }\tau /2}}𝑑t^{}\mathrm{JPSTH}^{AB}(t,t\tau +t^{})`$ (A.6)
$``$ $`\mathrm{\Delta }\tau \mathrm{JPSTH}^{AB}(t,t\tau ),`$ (A.7)
where the last approximation is valid if our time resolution is sufficiently high. Applying our general formula for the information carried by single events, Eq. (5), the information carried by pairs of spikes from two cells can be written as an integral over diagonal “strips” of the $`\mathrm{JPSTH}`$ matrix,
$$I(E;s)=\frac{1}{T}_0^T𝑑t\frac{\mathrm{JPSTH}^{AB}(t,t\tau )}{\mathrm{JPSTH}^{AB}(t,t\tau )_t}\mathrm{log}_2\left[\frac{\mathrm{JPSTH}^{AB}(t,t\tau )}{\mathrm{JPSTH}^{AB}(t,t\tau )_t}\right],$$
(A.8)
where $`\mathrm{JPSTH}^{AB}(t,t\tau )_t`$ is an average of the $`\mathrm{JPSTH}`$ over time, which is equivalent to the standard correlation function between the two spike trains.
The discussion by Vaadia et al. emphasizes that modulations of the $`\mathrm{JPSTH}`$ along the diagonal strips allows correlated firing events to convey information about sensory signals or behavioral states, and this information is quantified by Eq. (A.8). The information carried by the individual cells is related to the corresponding integrals over spike rates, Eq. (9). The difference between the the information conveyed by the compound spiking events $`E`$, and the informations conveyed by spikes in the two cells independently, is precisely the synergy between the two cells at the given time lag $`\tau `$. For $`\tau =0`$, it is the synergy –or extra information– conveyed by synchronous firing of the two cells.
We would like to connect the present approach also with previous work which focused on how events reduce our uncertainty about the stimulus . Before we observe the neural response, all we know is that stimuli are chosen from a distribution $`P[s(t^{})]`$. When we observe an event $`E`$ at time $`t_E`$, this should tell us something about the stimulus in the neighborhood of this time, and this knowledge is described by the conditional distribution $`P[s(t^{})|t_E]`$. If we go back to the definition of the mutual information between responses and stimuli, we can write the information conveyed by one event in terms this conditional distribution,
$`I(E;s)`$ $`=`$ $`{\displaystyle Ds(t^{})𝑑t_EP[s(t^{}),t_E]\mathrm{log}_2\left(\frac{P[s(t^{}),t_E]}{P[s(t^{})]P[t_E]}\right)}`$ (A.9)
$`=`$ $`{\displaystyle 𝑑t_EP[t_E]Ds(t^{})P[s(t^{})|t_E]\mathrm{log}_2\left(\frac{P[s(t^{})|t_E]}{P[s(t^{})]}\right)}.`$
If the system is stationary then the coding should be invariant under time translations:
$$P[s(t^{})|t_E]=P[s(t^{}+\mathrm{\Delta }t^{})|t_E+\mathrm{\Delta }t^{}].$$
(A.10)
This invariance means that the integral over stimuli in Eq. (A.9) is independent of the event arrival time $`t_E`$, so we can simplify our expression for the information carried by a single event,
$`I(E;s)`$ $`=`$ $`{\displaystyle 𝑑t_EP[t_E]Ds(t^{})P[s(t^{})|t_E]\mathrm{log}_2\left(\frac{P[s(t^{})|t_E]}{P[s(t^{})]}\right)}`$ (A.11)
$`=`$ $`{\displaystyle Ds(t^{})P[s(t^{})|t_E]\mathrm{log}_2\left(\frac{P[s(t^{})|t_E]}{P[s(t^{})]}\right)}.`$
This formula was used by de Ruyter van Steveninck and Bialek To connect with the present work, we express the information in Eq. (A.11) as an average over the stimulus,
$`I(E;s)=\left({\displaystyle \frac{P[s(t^{})|t_E]}{P[s(t^{})]}}\right)\mathrm{log}_2\left({\displaystyle \frac{P[s(t^{})|t_E]}{P[s(t^{})]}}\right)_s.`$ (A.12)
Using Bayes’ rule,
$$\frac{P[s(t^{})|t_E]}{P[s(t^{})]}=\frac{P[t_E|s(t^{})]}{P[t_E]}=\frac{r_E(t_E)}{\overline{r}_E}$$
(A.13)
where the last term is a result of the distributions of event arrival times being proportional to the event rates, as defined above. Substituting the back to Eq. (A.11), one finds the equivalent of Eq. (6).
Appendix B: Experimental setup
In the experiment we used a female blowfly, which was a first generation offspring of a wild fly caught outside. The fly was put inside a plastic tube and immobilized with wax, with the head protruding out. The proboscis was left free so that the fly could be fed regularly with some sugar water. A small hole was cut in the back of the head, close to the midline on the right side. Through this hole, a tungsten electrode was advanced into the lobula plate. This area, which is several layers back from the compound eye, includes a group of large motion detector neurons with wide receptive fields and strong direction selectivity. We recorded spikes extracellularly from one of these, the contralateral H1 neuron . The electrode was positioned such that spikes from H1 could be discriminated reliably, and converted into TTL pulses by a simple threshold discriminator. The TTL pulses fed into a CED 1401 interface, which time stamped the digitized spikes at 10 $`\mu s`$ resolution. To keep exact synchrony over the duration of the experiment, the spike timing clock was derived from the same internal CED 1401 clock that defined the frame times of the visual stimulus.
The stimulus was an rigidly moving bar pattern, displayed on a Tektronix 608 high brightness display. The radiance at average intensity was about 20 mW/(m<sup>2</sup> $``$ sr), which amounts to about 5 $`10^4`$ effectively transduced photons per photoreceptor per second . The bars were oriented vertically, with intensities chosen at random to be $`\overline{I}(1\pm C)`$, where $`C`$ is the contrast. The distance between the fly and the screen was adjusted so that angular subtense of a bar equaled the horizontal interommatidial angle in the stimulated part of the compound eye. This setting was found by determining the eye’s spatial Nyquist frequency through the reverse reaction . For this fly, the horizontal interommatidial angle was 1.45, and the distance to the screen 105 mm. The fly viewed the display through a round 80 mm diameter diaphragm, showing approximately 30 bars. From this we estimate the number of stimulated ommatidia in the eye’s hexagonal raster to be about 612.
Frames of the stimulus pattern were refreshed every 2 ms, and with each new frame the pattern was displayed at a new position. This resulted in an apparent horizontal motion of the bar pattern, which is suitable to excite the H1 neuron. The pattern position was defined by a pseudorandom sequence, simulating independent random numbers uniformly distributed between -0.47 to + 0.47 (equivalent to -0.32 to +0.32 omm, horizontal ommatidial spacings). This corresponds to a diffusion constant of 18.1()<sup>2</sup>/s or 8.6 omm<sup>2</sup>/s. The sequence of pseudorandom numbers contained a repeating part and a nonrepeating part, each 10 seconds long, with the same statistical parameters. Thus in each 20 second cycle the fly saw a 10 second movie that it had seen 20 seconds before, followed by a 10 second movie that was generated independently.
Figures
Fig. 1. Generalized event rates in the stimulus–conditional response ensemble. A time dependent visual stimulus is shown to the fly (a), with the time axis defined to be zero at the beginning of the stimulus. This stimulus runs for 10 s, and is repeatedly presented 360 times. The responses of the H1 neuron to 60 repetitions are shown as a raster (b), in which each dot represents a single spike. From these responses, time dependent event rates $`r_E(t)`$ are estimated: the firing rate (post-stimulus time histogram) (c); the rate for spike pairs with interspike time $`\tau =3\pm 1`$ ms (d) and for pairs with $`\tau =17\pm 1`$ ms (e). These rates allow us to compute directly the information transmitted by the events, using Eq. (5).
Fig. 2. Finite size effects in the estimation of the information conveyed by single spikes. (a) Information as a function of the bin size $`\mathrm{\Delta }t`$ used for computing the time dependent rate $`r(t)`$ from all 350 repetitions (circles), and from 100 of the repetitions (filled triangles). A linear extrapolation to the limit $`\mathrm{\Delta }t0`$ is shown for the case where all repetitions were used (solid line). (b) Information as a function of the inverse number of repetitions $`N`$, for a fixed bin size $`\mathrm{\Delta }t=2`$ms. (c) Statistical error due to the finiteness of the time segment of length $`T`$. Information shown as a function of the inverse time segment $`1/T`$, was obtained by dividing the full 10-sec segments into smaller segments of length $`T`$ (circles). For each such division, the errorbars represent the standard deviation of the values obtained from the different time intervals. These error bars should follow a square-root law ($`\sigma 1/\sqrt{T}`$) if the small segments are independent. The dashed line shows the best power law fit to the sequence of standard deviations, which extrapolates to an errorbar of $`\sigma 0.05`$ for the full 10-sec segment.
Fig. 3. Information about the signal transmitted by pairs of spikes, computed from Eq. (5), as a function of the time separation between the two spikes. The dotted line shows the information that would be transmitted by the two spikes independently (twice the single spike information).
Fig. 4. (a) Ratio between the variance of interspike time and the sum of variances of the two spike times. Variances are measured across repeated presentations of same stimulus, as explained in the text. This ratio is plotted as a function of the interspike time $`\tau `$, for two experiments with different image contrast. (b) Extra information conveyed cooperatively by pairs of spikes, expressed as a fraction of the information conveyed by the two spikes independently. While the single spike information varies with contrast, (1.5 bits/spike for c=0.1 compared to 1.3 bits/spike for c=1), the fractional synergy is almost contrast independent.
Fig. 5. Information conveyed by spike pairs as a function of time resolution. An event –pair of spikes– can be described by two times: the separation between spikes (relative time), and the occurrence time of the event with respect to the stimulus (absolute time). The information carried by the pair depends on the time resolution in these two dimensions, both specified by the bin size $`\mathrm{\Delta }t`$. Open symbols are measurements of the information for a fixed absolute-time resolution of 2 ms, and a variable relative-time resolution $`\mathrm{\Delta }t`$. Closed symbols correspond to a fixed relative-time resolution of 2 ms, and a variable absolute-time resolution $`\mathrm{\Delta }t`$. For short intervals, the sensitivity to coarsening of the relative time resolution is much greater than to coarsening of the absolute time resolution In contrast, sensitivity to relative and absolute time resolution is the same for the longer, nonsynergistic, interspike separations.
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# HST Luminosity Functions of the Globular Clusters M10, M22, and M55. A comparison with other clusters. Based on HST observations retrieved from the ESO ST-ECF Archive, and on observations made at the European Southern Observatory, La Silla, Chile, and at the JKT telescope at La Palma, Islas Canarias.
## 1 Introduction
The Hubble Space Telescope (HST) allows the derivation of color magnitude diagrams (CMDs) of Galactic globular clusters (GCs) which extend to almost the faintest visible stars, just above the hydrogen-burning limit for the nearest clusters (King et al. 1998). These CMDs can be used to extract luminosity functions (LFs), and from them mass functions (MFs) which extend over almost the entire mass range of the luminous GC stars, from the turnoff (TO) down to the bottom of the main sequence ($`0.1m/m_{}0.8`$).
The GC MFs are important as they can provide important observational inputs in a variety of astrophysical problems, like the realistic dynamical modeling of individual clusters (King, Sosin, and Cool 1995, Sosin 1997), and the role of dynamical evolution in modifying the GC stellar content (Piotto, Cool, and King 1997, PCK). In principle, GC MFs also give information about the amount of mass contained in very-low-mass stars and brown dwarf stars in globulars, and, by extension, in the Galactic halo. The observed MFs are related to the GC initial MFs (IMFs): a basic input parameter for any GC and galaxy formation model.
Progress on these issues requires accurate photometry of main sequence (MS) stars. In many cases, the HST data alone cannot provide all the information. The brightest MS stars in the closest GCs are always badly saturated in deep WFPC2/HST frames, and often there are no short exposures in the same field, as we tend to use HST to measure the faintest objects. This lack of information might become a dangerous drawback when comparing the stellar LF of different clusters, as discussed in Cool, Piotto, and King (1996, CPK). In fact, the shape of the LF for stars fainter than $`M_V8`$ is dominated by the slope of the mass-luminosity relation (MLR) more than by the shape of the MF. Ground-based data might become of great importance in this respect.
Here we present the first deep HST CMDs and LFs for M10 (NGC 6254) and M55 (NGC 6809), and an independent determination of the CMD and the LF of M22 (NGC 6656). A CMD and a LF of M22 have already been presented by De Marchi and Paresce (1997), based on the same images. For all three clusters, the CMDs and LFs have been extended to the TO and above, by means of ground-based data. We compare the results for M22 with the LF of De Marchi and Paresce (1997), and then compare the LFs for the three clusters with each other. A comparison with the presently available HST LFs and MFs for intermediate and metal-poor clusters is also presented. This paper is a continuation and an extension of the paper by PCK.
A description of the observations and of the data analysis is presented in Section 2. The CMDs and LFs are presented in Sections 3 and 4. The MF is derived in Section 5. A comparison of the presently available LFs extended to the TO is shown in Section 6, and a discussion follows in Section 7.
## 2 Observations and Analysis
The data presented in this paper consist of a set of WFPC2 images and a set of ground-based frames covering approximately the same field for the three GCs M10, M22, and M55.
The WFPC2 data have been taken from the ST-ECF HST archive and were obtained with the F606W and F814W filters during Cycle 5. The observation dates and the exposure times are given in Table 1. The fields are located at about 3.0 arcmin (for M10), 4.5 arcmin (for M22), and 3.0 arcmin (for M55) from the cluster centers. The HST archive data did not include short exposures. This fact made impossible the photometry of any stars brighter than V$`19.0`$, because of the CCD saturation problems. This means that the CMDs and the LFs from the HST photometry are truncated at about two magnitudes below the TO.
In order to extend both the CMDs and the LFs to the TO and above, we collected a set of short-exposure images with three 1-m size telescopes. For M22 we used the 0.9m Dutch telescope at ESO (La Silla), the 1.54m Danish telescope at ESO for M55, and the 1.0m Jacobus Kapteyn Telescope (JKT) at La Palma (Islas Canarias) for M10 (cf. Table 1 for the observation dates and the exposure times). The seeing conditions were exceptionally good at the JKT (0.7 arcsec FWHM), while the average seeing conditions for the ESO images were 1.2 arcsec FWHM. The ground-based images for M10 and M22 were collected in photometric conditions, while the M55 data come from a non-photometric night.
### 2.1 HST data reduction
All HST observations were pre-processed through the standard HST pipeline with the most up-to-date reference files. Following Silbermann et al. (1996), we have masked out the vignetted pixels, saturated and bad pixels and columns using a vignetting mask created by P.B. Stetson together with the appropriate data quality file for each frame. We have also multiplied each frame by a pixel area map (also provided by P.B. Stetson) in order to correct for the geometric distortion (Silbermann et al. 1996).
The photometric reduction was carried out using the
DAOPHOT II/ALLFRAME package (Stetson 1987, 1994). A preliminary photometry was carried out in order to construct an approximate list of stars for each single frame. This list was used to accurately match the different frames. With the correct coordinate transformations among the frames, we obtained a single image, combining all the frames, regardless of the filter. In this way we could eliminate all the cosmic rays and obtain the highest signal/noise image for star finding. We ran the DAOPHOT/FIND routine on the stacked image and performed PSF-fitting photometry in order to obtain the deepest list of stellar objects free from spurious detections. Finally, this list was given as input to ALLFRAME, for the simultaneous PSF-fitting photometry of all the individual frames. The PSFs we used were the WFPC2 model PSFs extracted by P.B. Stetson (1995) from a large set of uncrowded and unsaturated images.
We transformed the F606W and F814W instrumental magnitudes into the standard $`V`$ and $`I`$ systems using Eq. (8) of Holtzman et al. (1995) and the coefficients in their Table 7.
Note that the CMDs of M10, M22, and M55 presented in the following come from the combination of the photometry in the three WF chips. The LFs have been obtained from chip WF2 for M10, from WF3 for M22, and WF4 for M55. These fields contain the largest number of unsaturated stars and the smallest number of saturated pixels. In view of the small error bars of the LFs presented in Section 4, we considered it not worth the large cpu time that would have been required to run crowding experiments for every chip.
### 2.2 Ground-based data reduction
Image pre-processing (bias subtraction and flatfielding) was carried out using standard IRAF routines. The stellar photometry has been obtained using DAOPHOT II/ALLFRAME as described above on all the images (including the short exposures) simultaneously. We constructed the model PSF for each image using typically $``$ 120 stars.
Since some of the ground-based images have been collected on non-photometric nights, the calibration of the instrumental magnitudes was performed by comparison with the stars in the overlapping HST fields. We first adopted the color term obtained for the same telescopes during the previous nights in the same run (Rosenberg et al. 1999). The zero points have been calculated by comparing all the non-saturated stars in the WFPC2 chips that were also measured in the ground-based images. The uncertainties in the $`V`$ zero points are 0.004, 0.035, and 0.015 magnitudes (the errors refer to the errors on the mean differences) for M10, M22, and M55, respectively. The errors in the $`(VI)`$ colors are 0.006, 0.055, and 0.025, respectively. The zero point uncertainties for M22 are noticeably larger than for the other two clusters. This fact is due to the smaller overlap in magnitude between the ground-based and the HST photometries, as can be seen in Fig. 2. The calibration of the M22 and M55 CMDs has been further checked by comparing these diagrams with other independently calibrated $`V`$ vs. $`(VI)`$ ground-based CMDs kindly provided by Alfred Rosenberg (Rosenberg et al. 1999). The two sets of data are consistent within the uncertainties given above.
Shorter-exposure HST images (or longer-exposure ground-based frames) are desirable for a smoother overlap of the two data sets. Note that this problem does not affect the LF presented in Section 4. Indeed, a zero point error of a few hundreds of a magnitude is perfectly acceptable for a LF with magnitude bins of 0.5 mag.
### 2.3 Artificial star tests
Particular attention was devoted to estimating the completeness of our samples. The completeness corrections have been determined by standard artificial-star experiments on both the HST and ground-based data. For each cluster, we performed ten independent experiments for the HST images and five for the ground-based ones. In order to optimize the cpu time, in our experiments we tried to add the largest possible number of artificial stars in a single test, without artificially increasing the crowding of the original field. The artificial stars have been added in a spatial grid such that the separation of the centers in each star pair was two PSF radii plus one pixel. The position of each star is fixed within the grid. However, the grid was randomly moved on the frame in each different experiment. We verified that in this way we were not creating over-crowding by running an experiment with half the number of artificial stars. The finding algorithm adopted to identify and measure the artificial stars was the same used for the photometry of the original images. The artificial stars were added on each single V and I frame. For each artificial star test, the frame to frame coordinate transformations (as calculated from the original photometry) have been used to ensure that the artificial stars were added exactly in the same position in each frame. We started by adding stars in one V frame at random magnitudes; the corresponding I magnitude for each star was obtained using the fiducial line of the instrumental CMD. Finally, in each band, we scaled the magnitudes according to the frame to frame magnitude offset as calculated from the original photometry. The frames obtained in this way were stacked together in order to perform star finding and obtain the most complete star list. The latter was used to reduce the single frames simultaneously with ALLFRAME, following all the steps and using the same parameters as on the original images.
In order to take into account the effect of the migration of stars toward brighter magnitudes in the LF (Stetson & Harris 1988), we corrected for completeness using the matrix method described in Drukier et al. (1988).
In the LFs presented here, we include only points for which the completeness figures were 50% or higher, so that none of the counts have been corrected by more than a factor of 2.
A comparison between the added magnitudes and the measured magnitudes allows also a realistic estimate of the photometric error $`\sigma _{\mathrm{pho}}`$ (defined as the standard deviation of the differences between the magnitudes added and those found) as a function of magnitude. We use this information in different places in what follows.
## 3 The color-magnitude diagrams
The CMDs derived from the photometry discussed in the previous Section are presented in Figs. 1, 2, and 3. The upper part of the CMDs comes from the ground-based data, while the lower part is from the three WF cameras of the WFPC2. In the case of M22, the CMD for magnitudes fainter than V=19.8 comes from the WF2 only: the differential reddening of this cluster (Peterson and Cudworth 1994) makes the sequence much broader than expected from the photometric errors. The MS of M22 from the three WF cameras is shown in Fig. 4. In Table 2 the dispersion $`\sigma _{MS}`$ (defined as the sigma of the best fitting gaussian) of the MS (after the removal of the field star contamination as described in Section 4) is compared with the expected photometric error $`\sigma _{(VI)}`$. The latter have been estimated from the artificial star tests (cf. Section 2.3), in one magnitude bins, in the interval $`20<V<26`$. The resulting average differential reddening in the 3 WF fields is $`\sigma _{\mathrm{red}}=\sqrt{\sigma _{\mathrm{MS}}^2\sigma _{(VI)}^2}=0.05`$ magnitudes. This value must be considered as an upper limit for the differential reddening in this region.
The ground-based and the HST fields are partially overlapping, with the ground-based images always covering a larger portion of the cluster. A detailed discussion of these CMDs will appear elsewhere. Here it suffice to note that we measured stars from the tip of the giant brach to a limiting magnitude $`V28`$. A white dwarf cooling sequence is clearly seen in all diagrams (but it will be discussed elsewhere). For the first time, we have a complete picture of a simple stellar population about 15 Gyr after its birth, from close to the hydrogen-burning limit to the final stages of its evolution along the white dwarf sequence. These diagrams can be used for a fine tuning of the stellar evolution and population synthesis models (Brocato et al. 1996).
Contamination by foreground/background stars is small for M10, as expected from its galactic latitute ($`b=23^{}`$), though a few background stars (likely from the outskirts of the Galactic bulge) are present. Despite the fact that M55 has the same latitude as M10, a significantly larger fraction of field stars is visible in the CMD of Fig. 3. Some of these stars are likely bulge members, but the prominent sequence blueward of the MS of M55 must be associated with the MS and TO of the stars in the Sagittarius dwarf spheroidal galaxy (Mateo et al. 1996, Fahlman et al. 1996). M22 is the most contaminated cluster. Both Galactic disk and Galactic bulge stars are clearly seen in the CMDs of Figs. 2 and 4.
Deep CMDs also contain information on the low-mass content of the clusters. This information can be extracted from our data only after we have a reliable transformation from luminosities to masses. Unfortunately, such a transformation remains uncertain for low-metallicity, low-mass stars. Almost nothing is known from the empirical point of view, and different calculations of stellar models yield different masses, particularly for the lowest-mass stars (King et al. 1998), and different overall trends (slopes) for the mass-luminosity relations (MLRs).
As already found for NGC 6397 (King et al. 1998) and the other three metal-poor clusters studied by PCK (cf. their Fig. 3), among the existing models we find that those by the group in Lyon (Baraffe et al. 1997) and by the group in Teramo (Cassisi et al. 1998, in preparation) best reproduce the observed sequences of M10, M22, and M55. \[Note that Cassisi et al.’s (1998) models below $`0.5m_{}`$ ($`M_V8.1`$) are the same models as in Alexander et al. (1997).\] The level of agreement between the models and the observed data can be fully appreciated in Figs. 5, 6, and 7. In these figures the open circles represent the MS ridgeline, obtained by using a mode-finding algorithm and a kappa-sigma iteration in order to minimize the field star contamination. The dotted line represents the $`V`$ magnitude limit of the LFs presented in the following Section 4; the data below this magnitude limit are not used in the present paper. The dashed line shows the isochrone corresponding to the metallicity which best matches the Zinn and West (1984) \[Fe/H\] (iron) content, scaled to the appropriate metallicity \[M/H\] assuming \[O/Fe\]=0.35 (Ryan and Norris 1991), and using the relation by Salaris, Chieffi, and Straniero (1993). According to Table 3, we used the models for \[M/H\] $`=1.5`$ for M22 and M55, and the models for \[M/H\] $`=1.3`$ for M10. For comparison reasons, in Figs.5, 6, and 7 we show also the isochrones which best match the Zinn and West (1984) metallicity assuming a solar ratio for the alpha elements (solid line). The distance modulus and reddening have been left as free parameters. The resulting values of $`(mM)_V`$ are in very good agreement with the values in the literature (cf. Djorgovski 1993). This is also true for the $`E(VI)`$ resulting from the fit of the Lyon group models. The models from the Teramo group result systematically redder by about 0.06 magnitudes in $`(VI)`$ than the isochrones from Baraffe et al. (1997), and the resulting reddening is marginally consistent with the reddening in the literature. In the LF comparison discussed in Section 4, we have adopted the distance moduli and reddenings used in the fit of the Baraffe et al. models and listed in Table 3.
We want to briefly comment on the comparisons in Figs.5, 6, and 7, leaving a more complete discussion to a future paper specific to the CMDs. There is an overall agreement between the models and the observed sequences. With the adopted distance moduli, both sets of models reproduce the characteristic bends of the MS, and at the correct magnitudes. The MSs of M22 and M55 seem to be better reproduced by the models, while the discrepancies seems to be more significant for M10. The deviations close to the TO might be due to the age of the adopted isochrones (the only ones available to us), which is 10 Gyr for the Lyon models and 14 Gyr for the Teramo ones. The isochrones seem to deviate more and more in color in the lowest part of the CMD. We can exclude that this is due to any internal errors in our photometry. The artificial-star experiments show that the average deviation in color due to photometric errors is less than 0.03 magnitudes at the faintest limit of the photometry. The residual differences might arise both from errors in the calibration from the HST to the standard $`(V,I)`$ system and to errors in the transformation from the theoretical to observational plane, very uncertain for these cool stars (Alexander et al. 1997).
## 4 The luminosity functions
The principal objective of the present work is to measure main-sequence luminosity functions. To this end, we followed the same procedure outlined in CPK and PCK. We started by locating the ridge line of the MS using a kappa-sigma clipping algorithm both on the ground-based and on the HST data. The mode of the $`(VI)`$ distribution was calculated in bins 0.25 mag wide in $`V`$. The next step was to subtract the MS ridge-line color from the measured color of each star, in order to produce a CMD with a straightened MS. Two lines, to the left and right of the straightened sequence, were then used to define an envelope around the MS. A range of $`\pm 3\sigma `$ (where $`\sigma `$ is the standard deviation of the photometric errors obtained from the artificial-star experiments) was used in order to encompass nearly all the MS stars. Stars within this envelope were binned in 0.5 mag intervals in order to produce a preliminary LF. These LFs must be corrected for field-star contamination. The field-star density was estimated by taking the average of the star counts in strips of width $`6\sigma `$ outside each side of the MS envelope. In M10 and M55 the correction for field stars was always less than 10%.
The case of M22 is more complicated. The field-star contamination is below 10% only in the magnitude interval $`21.5<V<26`$. At $`V=26.25`$ the contamination is already 15%. At fainter magnitudes, it becomes rather uncertain because of the spread of the MS due to the photometric errors. We think that below $`V=26.5`$ ($`I=23.8`$) it is not possible to estimate the field star contamination reliably with the present data for M22. In the magnitude interval $`19.5<V<21.0`$ the red giant branch of the bulge crosses the MS of M22, creating additional problems for the estimate of the field-star contamination. In this magnitude interval we estimated the amount of contamination using the counts obtained running the code by Ratnatunga and Bahcall (1985), normalized to the number of field stars we found in the box defined by $`21.5<V<20.0`$ and $`1.0<(VI)<1.5`$ in the CMD of Fig. 2. For this cluster, a more reliable LF can be obtained only with second-epoch HST observations of the same field analyzed in this paper, as was done by King et al. (1998) for NGC 6397.
Both the $`V`$ and $`I`$ LFs for the three clusters are shown in Figs. 8, 9, and 10 and listed in Tables 4, 5, and 6. Col. 1 gives the $`V`$ magnitudes, Col. 2 gives the field-star corrected LF, and Col. 3 lists the corrected (for both field star contamination and incompleteness) counts. The same figures for the $`I`$ LFs are in Cols. 4–6. The LFs listed in Tables 46 are from the HST photometry up to the brightest magnitude bin of the HST data; for brighter magnitudes Tables 46 list the ground-based LFs scaled to the area of one WF CCD.
The ground-based LFs in Figs. 8 and 9 (open circles) have been obtained from the CMDs of Figs. 1 and 2, respectively. As the ground-based and HST LFs (filled circles) have been obtained at the same distance from the cluster center, they have been normalized by scaling the ground-based counts to the area of the HST field. In Fig. 10 we compare the HST LF of M55 with the LFs from Zaggia et al. (1997) and from Mandushev et al. (1996). Note that the data of Zaggia et al. refer to the same radial interval as the HST data, while the field of Mandushev et al. is located in an outer region (at 6.8 arcmin from the cluster center). In this case, the LF has been normalized to the others by using the total star counts in the common magnitude interval. Note the good agreement among the three LFs in the common region. The LF of Mandushev is slightly steeper than the HST LF, particularly at the lower end; this might be due to a mass-segregation effect. In Fig. 9 the open triangles show the LF obtained by De Marchi and Paresce (1997) from the same HST data. Despite the fact that the photometry has been obtained in a completely independent way, and using rather different reduction procedures, it is comfortable to see that there is perfect agreement between the two LFs down to $`I=23.25`$, where the completeness is only 56% (cf. Table 5). We have already commented how, below $`I23.5`$, the incompleteness and, most importantly, the difficulties in the field-star contamination estimates make the LF rather uncertain, and we prefer to avoid presenting data that are too uncertain.
As was discussed in Section 1, all three clusters have comparable metallicities (within $`0.3`$ dex). This fact allows to compare directly their LFs, without having to pass through the uncertain MLRs. Similarities or differences among the LFs of the three clusters reflect directly similarities or differences in their MFs. In addition, the HST fields where the LF was measured for M10, M22, and M55 are all located very close to the half-mass radius ($`r_{\mathrm{obs}}/r_\mathrm{h}`$=1.1 for M55, $`r_{\mathrm{obs}}/r_\mathrm{h}`$=1.4 for M10, and $`r_{\mathrm{obs}}/r_\mathrm{h}`$=1.8 for M22). This is a particularly fortunate case, as Vesperini and Heggie (1997), among others, have shown that the LF observed close to the half-mass radius in a King model (i.e., not collapsed) cluster, is close to the global (present day) LF. In other words, as a first approximation, our LFs do not need any mass-segregation correction.
The comparison is shown in Fig. 11 ($`V`$ LFs) and Fig. 12 ($`I`$ LFs). The adopted apparent distance moduli and reddenings are given in Table 3 (Baraffe et al. rows). In the absence of a means of normalizing the three LFs to a global cluster parameter, arbitrary constants determine the vertical positioning of the individual LFs. We have chosen these constants exactly as described in PCK. Briefly, vertical shift of the M10, M22, and M55 LFs were made to bring them into alignment, according to a least-square algorithm, in the magnitude intervals $`4.0<M_\mathrm{V}<6.0`$ and $`3.5<M_\mathrm{I}<5.5`$. The overall trend of the LFs in Fig. 11 and Fig. 12 is similar, with a steep rise up to $`M_V10`$ ($`M_I8.5`$), followed by a drop to the limiting magnitude of the present investigation. Indeed, both the $`V`$ and $`I`$ LFs for M10 reach their maximum at magnitudes $`0.5`$ fainter than in M55 and M22. This is qualitatively consistent with the fact that M10 is slightly more metal rich than the other two clusters (D’Antona and Mazzitelli, 1995).
Despite the fact that the overall shape of the LF of M10 is similar to the others, a close inspection of Figs. 11 and 12 reveals that it is significantly steeper than the other two LFs. This difference can hardly be due to any internal dynamical evolution, if we consider that the three clusters have similar internal structures. Even if we did not fully trust the dynamical models (both King-Michie models and N-body simulations, Vesperini and Heggie 1997), which predict that our local LFs for M10, M22, and M55 closely resemble the global ones, it is noteworthy that the M10 field is at an intermediate position in terms of half-light radius $`r_h`$, between the M55 and the M22 fields. Therefore, the differences in LF slopes cannot be due to mass segregation.
## 5 The mass functions
The LFs can be transformed into MFs using a MLR. As emphasized in Section 3, such transformations are still uncertain for low-mass, low-metallicity stars, and we must rely on the models almost entirely. It is somehow reassuring that not only at least two of the existing models are able to reproduce the observed diagrams, but also the distance moduli and reddenings that result from the fit are in agreement, within the errors, with the values in the literature. This does not mean that the models by the Lyon and the Teramo groups used in Section 3 are the correct ones. They are simply the best ones presently available, and we will use both of them to gather some information on the general shape of the MFs of M10, M15, and M22. The cautionary remarks on the absence of empirical MLR data should still be heeded. For the sake of comparison, and in order to give an idea of the possible range of uncertainty, we will also use the MLR of the Roma group (D’Antona and Mazzitelli 1995).
In Fig. 13 we compare the MFs derived from the $`I`$ LFs of M10, M22, and M55 from the TO down to $`0.11m_{}`$. An arbitrary vertical shift is applied for reasons of clarity. The adopted distance moduli, reddenings, and metallicities for the MFs obtained using the Lyon and Teramo models are in Table 3. For the Roma model we adopted the values in Djorgovski (1993) and used the isochrone corresponding to 10 Gyr.
The MFs obtained using the Lyon and Teramo models track one other closely for $`m<0.6m_{}`$. The small differences for higher masses might be due, at least in part, to the difference in the adopted ages. The MFs from the Roma models are systematically steeper, as already noted in PCK. Fig. 14 compares the MFs obtained from the $`V`$ and $`I`$ LFs, using the Teramo models. In all cases, the two MFs are very similar, despite the fact that the two LFs have been independently obtained. This result is also reassuring on the theoretical side, showing the internal consistency of the models.
In all cases, there is a hint of flattening at the low-mass end, but no sign of a drop-off.
As the transformation from the LF to the MF is the weakest part of the present analysis, we prefer not to comment further on the detailed structure of the MF. We note only that the slopes of the MFs below $`0.5m_{}`$, using any existing MLRs, are shallower than the $`x=1`$ slope ($`x=1.35`$ for the Salpeter MF in this notation) for which the integration of the total mass down to $`m=0`$ would diverge.
## 6 Comparison with other clusters
It is interesting to compare the LFs in Fig. 11 and 12 with the LFs of other GCs with similar metallicity. The only other homogeneous set of $`V`$ and $`I`$ LFs extending from the TO to $`m<0.15m_{}`$ has been collected by PCK for M15, M30, M92, and NGC 6397. In addition, Ferraro et al. (1997) have published an $`I`$ LF for NGC 6752. There are two other clusters, which have a metallicity comparable to M22 and M10, and for which deep HST LFs have been published: $`\omega `$ Cen (Elson, Gilmore, and Santiago 1995) and M3 (Marconi et al. 1998). In both cases, saturation of the brightest stars does not allow to extend the LFs to the TO and we will omit them in the present comparison.
As discussed in King et al. (1995) and PCK, at the intermediate radius at which M15, M30, M92, and NGC 6397 were observed, their LFs are fortuitously close to the global ones, with differences that nowhere exceed a few tenths in the logarithm (PCK), with the local LFs being always steeper than the global ones. So, a comparison of these LFs with the LFs of M10, M22, and M55 should be only marginally affected by mass segregation effects. Unfortunately, no detailed dynamical model for NGC 6752 is available at the moment. We ran a multi-mass King-Michie model on this cluster (cf. Section 7). We find that the locally observed LFs of NGC 6752 is significantly flatter than the global one.
The metallicity of the three clusters presented in this paper is slightly higher than that of the clusters in PCK. We need to investigate the effect of this metallicity spread on the LFs. In Fig. 15 the theoretical LFs for a power law MF with a slope x=0.3 and three different metallicities are plotted together with the $`V`$ LFs of the four clusters in PCK used as reference. The three theoretical LFs are quite similar in the metallicity interval which span the entire metallicity range of the clusters discussed in the following.
Figs. 17 and 16 compare the $`V`$ and $`I`$ LFs of M10, M22, and M55 with the LFs of all the clusters with \[Fe/H\]$`<1.6`$ available in the literature. Only the LFs which extend to the TO are used. The overall shape of the LFs is similar for the eight clusters, with a steep rise up to $`M_V10`$ ($`M_I8.59.0`$), followed by a drop to the limiting magnitude. As shown in Fig. 15 this shape is mainly due to the mass-luminosity relation (MLR) and not to the morphology of the MF (cf. also Section 5). Despite the fact that the general trend of these LFs is similar, their slope is different. These differences are much larger than expected from the error bars (Figs. 11 and 12) and from the cluster metallicity differences (Fig. 15), i.e. imply different (local) MFs. In view of the small expected correction for the mass segregation above discussed, this also imply different global present day MFs.
Had we chosen to align the LFs at the faint end instead of the bright end, the result would have been the same, as shown in Fig. 18. This figure explicitly shows that the differences among the GC LFs become apparent only when they are extended to the TO.
## 7 Discussion
The differences among the LFs noted in the previous Section suggest differences among the observed MFs. They mainly imply that the ratio of the low mass to high mass stars differs from cluster to cluster. It is interesting to further comment on the possible origin of these differences. There are two possibilities:
* The differences are primordial, i.e. the Galactic GCs are born with different IMFs;
* The differences are a consequence of the dynamical evolution, both internal (energy equipartition, evaporation), or externally induced by the gravitational potential of our Galaxy.
Of course, it is not possible to test the first hypothesis directly, and a combination of the above two possibilities cannot be excluded. PCK, relying on the presently available models for M15, M30, M92, and NGC 6397, and on the Galactic orbits of some of these clusters, propose that the different shape of the LF of NGC 6397 with respect to the other three arises from the interaction of this cluster with the Galaxy. It is a consequence of the frequent tidal shocks experienced by NGC 6397 along its orbit.
At the time we are writing this paper, the number of clusters at our disposal is more than doubled, though it is still too small for any detailed analysis. As discussed in the previous Section, among the GCs with deep HST LFs, there are 8 clusters with a LF extending from the TO to somewhat above 0.1 $`m_{}`$. As a sort of exercise, we can try to look for possible dependences of the overall shape of the MFs on the observable parameters which characterize the GGC population.
This analysis can be done if we can:
* Correct for mass segregation effects (though these have been anticipated to be small, with the only exception of
NGC 6752);
* Parametrize in some way the MF shape.
In view of the still relatively small sample of objects, we have chosen a very simple approach. We have limited our analysis to the 3 clusters presented in this paper, the four objects of PCK, and NGC 6752 (Ferraro et al. 1997). The other three objects with deep HST LFs have not been considered as their LFs are not complete, lacking the brightest part (from $`0.5`$ m to the TO).
First of all, the LFs have been trasformed into MFs using Baraffe et al.’s (1997) MLRs for the appropriate metallicity and using the distance modulus which best fits the CMDs (cf. previous Sections).
Second, we run a King-Michie model in order to have a first approximation correction for the mass segregation effects. We used the code kindly provided by Jay Anderson and described in Anderson (1998), which is based on the Gunn and Griffin (1979) formulation of the multimass King–Michie model. These models have a lowered-Maxwellian distribution function, which approximate the steady-state solution of the Fokker–Planck equation (King 1965). In the case of the post–core–collapse (Djorgovski and King 1986) clusters these models do not incorporate important physical effects, most importantly, the deviation from a Maxwellian distribution function in the collapsed core (Cohn 1980). However, they are the simplest models that can predict the radial variation of the MF due to energy equipartition, and rather realistically, as shown by King et al. (1995) and Sosin (1997, see also King 1996). On the other side, as shown by Murphy et al. (1997) for M15, mass segregation prediction of King-Michie models are not very different from what found with more sophisticated Fokker–Planck models.
For NGC 6397 we used the same model parameters obtained by King et al. (1995), for M15 the parameters by Sosin and King (1997), and for M30 the parameters by Sosin (1997). For M92, we used the model parameters by Anderson (1998). The details of the models for the other clusters will be described elsewhere. We essentially followed the same procedure described in Sosin (1997). Briefly, we calculated the model by first choosing the core and tidal radii given by Trager, King and Djorgovski (1995). We then defined 17 mass groups, whose number of stars and averaged masses were constrained to agree with the observed MF at the distance from the cluster center of the observed field. We then added a group of 0.55 $`m_{}`$ white dwarfs chosen (somewhat arbitrarely) to contain 20% of the cluster mass. Finally, we added 1.4 $`m_{}`$ dark remnants and adjusted their mass fraction (usually around 1.5%) to make the radial profile of the stars in the brightest bin agree with the surface density profile of Trager et al. (1995).
One of the outputs of the models are the global MFs for each cluster. In our model, the NGC 6752 field is located in a position strongly affected by mass segregation. In view of the large correction we should apply to its local MF in order to have the global one, the further uncertainties in the model due to the post–core–collapse status of this cluster, and the strong deviation from a power law of its MF (likely a further effect of the mass segregation), we will not include NGC 6752 in the following analysis.
We fitted the global MFs of the remaining seven clusters with a power law $`\xi (m)=\xi _0m^{(1+x)}`$, and used the index $`x`$ as a parameter indicating the ratio of low mass to high mass stars. The power law has proven to fit reasonably well all the seven global MFs. In view of the uncertainties associated to the MLR and to the model itself, any more sophisticated analysis is not justified.
The slopes of the global present day MFs for $`m<0.7m_{}`$ for the clusters in our sample are plotted in Fig. 19 against the half mass relaxation time ($`T_{\mathrm{rh}}`$), the position within the Galaxy (the galactocentric distance $`R_{\mathrm{GC}}`$ and the distance from the disk $`Z`$) and the destruction rates $`\nu `$ (in units of inverse Hubble time) as calculated by Gnedin and Ostriker (1997). The error bars show the formal error of the fit, and do not include the error in the MLR and the error associated to the mass segregation correction. The full circles show the slope of the global MF, while the open circles refer to the slopes of the original (local) MF. As already anticipated, the corrections for mass segregation are in general small. The discussion which follows applies to both the global and local MFs.
The slopes have a large dispersion, showing that the present day global MFs significantly differ from cluster to cluster.
Clusters with larger $`\nu `$ (and smaller $`T_{\mathrm{rh}}`$) tend to have flatter MFs, suggesting that the observed differences in the MF slopes might be related to the cluster dynamical evolution. There is also an indication of a trend with the distance from the Galactic center which resembles a similar dependency suggested by Djorgovski, Piotto and Capaccioli (1993), and which has been interpreted in terms of evidences of a dynamical evolution (Capaccioli, Piotto and Stiavelli 1993). Also a dependency on metallicity cannot be excluded, as shown in Fig. 19. However, the uncertainty associated to the various transformations from the local LFs to the global MFs, and the small number of points do not allow to assess the significance of any of these trends.
Another interesting feature from the slopes in Fig. 19 is their low value. For $`m<0.7m_{}`$ the MFs never exceed a slope $`x=0.3`$, ranging in the interval $`0.5<x<0.3`$ (in the scale in which the Salpeter MF has a slope $`x=1.35`$). Also the field star MF is significantly flatter than the Salpeter MF in the low mass regime (Tinney 1998). Mera, Chabrier, and Baraffe (1996) find a slope $`x=1`$ for the disk MF for $`m<0.6m_{}`$, and Scalo (1998) in his review concludes that an average slope $`x=0.2`$ is appropriate for $`0.1<m/m_{}<1.0`$ for both Galactic clusters and field stars. A slope $`x=0.3`$ is also proposed by Kroupa, Tout, and Gilmore (1993) and Kroupa 1995 for the field stars. More recently, Gould, Bahcall, and Flynn (1996) find a smaller $`x=0.1`$ for $`m<0.6m_{}`$, though this value is uncertain because it is based on a small number of stars. Still, the Galactic cluster and field star MF slopes seem to represent an upper limit to the GC present day MF slopes.
This result implies that either the IMF of some GCs was flatter than the field MF, or the present day MFs in GCs do not represent the IMF(s), at least for some of the clusters in this sample. This could imply an evolution of the GC MF with time, with a tendency to flatten. This might be another evidence of the presence of dynamical evolution effects as predicted by the theoretical models (Chernoff and Weinberg 1990, Vesperini and Heggie 1997) and invoked by Capaccioli et al. (1993) and PCK in order to explain the observed GC MFs.
Another consequence of the flatness of the MF is that the contribution to the total cluster mass by very-low-mass stars and brown dwarfs is likely to be negligible. Of course, the fraction of mass in form of brown dwarfs depends on (1) the MF slope in the corresponding mass interval and (2) the lower limit we assume for the brown dwarf masses ($`m_{\mathrm{low}}`$). As a working hypothesis, we might assume that we can extrapolate the MF power law which represents as a first approximation the GC present day MF for $`0.1<m/m_{}<0.8`$ to the brown dwarf regime. We also arbitrarely adopt $`m_{\mathrm{low}}=0.01m_{}`$, which corresponds to the minimum Jeans mass at zero metallicity (Silk 1977). Even for the steepest slope ($`x=0.3`$) in Fig. 19, stars with $`m_{\mathrm{low}}<m/m_{}<0.09`$ ($`m0.09m_{}`$ correspond to the minimum mass for the core hydrogen burning ignition) contribute to less than 20% of the total mass of the stars with $`m<0.8m_{}`$, though they are more than 55% in number. If the brown dwarf MF is not radically different (steeper) than the main sequence MF, they cannot contribute in any significant way to the cluster dynamics.
###### Acknowledgements.
We are deeply grateful to Peter Stetson for providing us the mask files for vignetting and pixel area correction for WFPC2, and the PSF files, and for providing the most up-to-date versions of his programs. We thank also Jay Anderson for making available his multimass King-Michie code. We are particularly indebted to Ivan King who carefully read the manuscript and persuasively pushed us to make the mass segregation corrections and the comparisons of the last Section. This work has been supported by the Agenzia Spaziale Italiana and the Ministero della Ricerca Scientifica e Tecnologica.
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# Super-Kamiokande data and atmospheric neutrino decay
## Abstract
Neutrino decay has been proposed as a possible solution to the atmospheric neutrino anomaly, in the light of the recent data from the Super-Kamiokande experiment. We investigate this hypothesis by means of a quantitative analysis of the zenith angle distributions of neutrino events in Super-Kamiokande, including the latest (45 kTy) data. We find that the neutrino decay hypothesis fails to reproduce the observed distributions of muons.
preprint: BARI-TH/324-98
The Super-Kamiokande (SK) experiment has confirmed, with high statistical significance, the anomalous flavor composition of the atmospheric neutrino flux. Such anomaly is found in all SK data samples, including (in order of increasing energy) sub-GeV $`e`$-like and $`\mu `$-like events (SG$`e`$ and SG$`\mu `$) , multi-GeV $`e`$-like and $`\mu `$-like events (MG$`e`$ and MG$`\mu `$) , and upward through-going muons (UP$`\mu `$) . In particular, all muon event samples (SG$`\mu `$, MG$`\mu `$, and UP$`\mu `$) show significant distortions of the observed zenith angle distributions, as compared with standard expectations. The recent muon data from the MACRO and Soudan-2 experiments, as well as from the finalized Kamiokande sample , are also consistent with the Super-Kamiokande data.
The observed dependence of the muon deficit on both energy and direction can be beautifully explained via neutrino flavor oscillations in the $`\nu _\mu \nu _\tau `$ channel . Transitions into sterile states are also consistent with the data , as well as subdominant oscillations in the $`\nu _\mu \nu _e`$ channel . Determing the flavor(s) of the oscillating partner(s) of the muon neutrino will represent a crucial test of such explanation(s). In the meantime, it is useful to challenge the oscillation hypothesis and to investigate possible alternative scenarios .
Neutrino decay has been recently proposed as a possible solution to the atmospheric neutrino anomaly. In a nutshell, the muon neutrino $`\nu _\mu `$ is assumed to have an unstable (decaying) component $`\nu _d`$,
$$\mathrm{cos}\xi \nu _\mu |\nu _d0,$$
(1)
with mass and lifetime $`m_d`$ and $`\tau _d`$, respectively. In the parameter range of interest, the $`\nu _\mu `$ survival probability reads
$$P_{\mu \mu }\mathrm{sin}^4\xi +\mathrm{cos}^4\xi \mathrm{exp}(\alpha L/E),$$
(2)
where $`\alpha =m_d/\tau _d`$, and $`L/E`$ is the ratio between the neutrino pathlength and energy. The possible unstable component of $`\nu _e`$ is experimentally constrained to be very small , so one can take $`P_{ee}1`$.
For large values of $`\mathrm{cos}\xi `$ and for $`\alpha O(D_{}/1\mathrm{GeV})`$ ($`D_{}=12,800`$ km), the exponential term in Eq. (2) can produce a detectable modulation of the muon-like event distributions . In particular, the expected modulation seems to be roughly in agreement with the reconstructed $`L/E`$ distribution of contained SK events . However, the $`L/E`$ distribution is not really suited to quantitative tests, since it is affected by relatively large uncertainties, implicit in backtracing the (unobservable) parent neutrino momentum vector from the (observed) final lepton momentum. Moreover, the $`L/E`$ distribution includes only a fraction of the data (the fully contained events), and mixes low-energy and high-energy events, making it difficult to judge how the separate data samples (SG, MG, and UP) are fitted by the decay solution. Therefore, we think it worthwhile to test the neutrino decay hypothesis in a more convincing and quantitative way, by using observable quantities (the zenith distributions of the observed leptons) rather than unobservable, indirect parameters such as $`L/E`$.
To this purpose we use, as described in , five zenith-angle distributions of neutrino-induced lepton events in Super-Kamiokande, namely, SG$`e`$ and SG$`\mu `$ (5+5 bins), MG$`e`$ and MG$`\mu `$ (5+5 bins), and UP$`\mu `$ (10 bins), for a total of 30 data points. The data refer to the preliminary 45 kiloton-year sample of Super-Kamiokande, as taken from . The theoretical calculations are performed with the same technique as in , but the flavor survival probability refer now to $`\nu `$ decay \[Eq. (2)\] rather than $`\nu `$ oscillations. As in , conservative errors are assumed not only for the overall normalization of the expected distributions, but also for their shape distortions. The (dis)agreement between data and theory is quantified through a $`\chi ^2`$ statistic, which takes into account the strong correlations between systematics.
Figure 1 shows the results of our $`\chi ^2`$ analysis in the plane $`(\mathrm{cos}\xi ,\alpha )`$, with $`\alpha `$ given in unit of GeV$`/D_{}`$. The regions at 90 and 99% C.L. are defined by $`\chi ^2\chi _{\mathrm{min}}^2=4.61`$ and 9.21, respectively. As qualitatively expected, the data prefer $`\alpha 1`$ and large $`\mathrm{cos}\xi `$, in order to produce a large suppression of $`\nu _\mu `$’s coming from below. However, the absolute $`\chi ^2`$ is always much higher than the number of degrees of freedom, $`N_{DF}=28`$ (30 data points $``$ 2 free parameters). In fact, it is $`\chi _{\mathrm{min}}^2=86.2`$ at the best-fit point \[reached for $`(\mathrm{cos}\xi ,\alpha )=(0.95,0.90)`$\]. The very poor global fit indicates that the zenith distributions cannot be accounted for by neutrino decay, contrarily to the claim of , which was based on reduced and indirect data (the $`L/E`$ distribution). This situation should be contrasted with the $`\nu _\mu \nu _\tau `$ oscillation hypothesis, which gives $`\chi _{\mathrm{min}}^2/N_{\mathrm{DF}}1`$ both in two-flavor and three-flavor scenarios . Even using “older” Super-Kamiokande data (i.e., the published 33 kTy sample ), we get $`\chi _{\mathrm{min}}^265`$ for the $`\nu `$ decay fit, still much higher than $`N_{\mathrm{DF}}`$.
Basically, neutrino decay fails to reproduce the SK zenith distributions for the following reason: The lower the energy, the faster the decay, the stronger the muon deficit — a pattern not supported by the data. This can be better appreciated in Fig. 2, which shows the SK data (45 kTy) and the expectations (at the “best-fit” point) for the five zenith angle $`(\theta )`$ distributions considered in our analysis. In each bin, both the observed and the expected lepton rates $`R`$ are normalized to the standard values in the absence of decay $`R_0`$, so that “no decay” corresponds to $`R/R_0=1`$. The data are shown as dots with $`1\sigma `$ error bars, while the decay predictions are shown as solid lines. The predictions are affected by strongly correlated errors (not shown), as discussed in Appendix B of .
In Fig. 2, the muon data show significant deviations from the reference baseline $`R/R_0=1`$, most notably for MG$`\mu `$ events. The $`\nu `$ decay predictions also show some (milder) deviations, but their agreement with the data is poor, both in normalization and in shape. Neutrino decay implies a muon deficit decreasing with energy, at variance with the fact that the overall ($`\theta `$-averaged) deficit is about the same for both SG$`\mu `$’s and MG$`\mu `$’s ($`30\%`$). The shape distortions of the muon zenith distributions are also expected to be exponentially weaker at higher energies (i.e., for slower neutrino decay). This makes it impossible to fit at the same time the distorted muon distributions observed at low energy (SG$`\mu `$) and at high energy (UP$`\mu `$), and to get a strong up-down asymmetry at intermediate energy (MG$`\mu `$) as well. Notice in Fig. 2 that, although the predicted shape of the zenith distribution appears to be in qualitative agreement with the data pattern for SG$`\mu `$’s, it is not sufficiently up-down asymmetric for MG$`\mu `$’s, and it is definitely too flat for UP$`\mu `$’s, where the muon suppression reaches the plateau $`P_{\mu \mu }c_\xi ^4+s_\xi ^4`$, in disagreement with the observed $`\mathrm{cos}\theta `$-modulation . Finally, we remark that the electron neutrinos, despite being “spectators” in the $`\nu `$ decay scenario (flat SG$`e`$ and MG$`e`$ distributions in Fig. 2), play a role in the fit through the constraints on their overall rate normalization, as in the $`\nu _\mu \nu _\tau `$ oscillation case .
In conclusion, we have shown quantitatively that the neutrino decay hypothesis, although intriguing, fails to reproduce the zenith angle distributions of the Super-Kamiokande sub-GeV, multi-GeV, and upgoing muon data for any value of the decay parameters $`\alpha `$ and $`\mathrm{cos}\xi `$. Even at the “best fit” point, data and expectations differ both in total rates and in zenith distribution shapes. Therefore, neutrino decay (at least in its simplest form ) is not a viable explanation of the Super-Kamiokande observations. The strong disagreement between data and theory was not apparent in , presumably because the experimental information used there was rather reduced and indirect.
Note added. When this work was being completed, our attention was brought to the recent paper , where several scenarios—alternative to neutrino oscillations—are considered, including neutrino decay (for $`\mathrm{cos}\xi =1`$). The authors of find that neutrino decay provides a very poor fit to the Super-Kamiokande data, consistently with our conclusions. As far as the neutrino decay hypothesis is concerned, our work has the advantage of being more general ($`\mathrm{cos}\xi `$ unconstrained), more refined in the statistical approach, and updated with latest SK data (45 kTy) .
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# BATSE OBSERVATIONS OF THE PICCINOTTI SAMPLE OF AGN
## 1 Introduction
The only statistically complete and large sample of X-ray sources in the energy range 2-10 keV was obtained using data from the A-2 experiment on the HEAO-1 satellite (Piccinotti et al. 1982). This instrument performed a survey of 8.3 sr of the sky (65.5% coverage) at $`|b|20^{}`$. Sources have been included in the catalogue if detected with a significance greater than or equal to 5$`\sigma `$. The Piccinotti sample contains 85 sources (excluding the LMC and SMC sources) down to a limiting flux of 3.1 $`\times `$ 10<sup>-11</sup> erg cm<sup>-2</sup> s<sup>-1</sup>. Of the 68 objects of extragalactic origin, 36 have been identified with active galaxies while the remaining sources were found to be associated with clusters of galaxies. The AGN sample is composed of 30 Seyfert galaxies (of which 23 are of type 1 and 7 of type 2), one starburst galaxy (M82), 4 BL Lac objects and one QSO (3C 273). Some objects which were left unidentified in the original Piccinotti list are now identified (Miyaji and Boldt 1990, Giommi et al. 1991, Fairall, McHardy and Pye 1982); these are H0111-149 (MKN1152, z=0.0536), H0235-52 (ESO198-G24, z=0.045), H0557-385 (IRAS F05563-3820, z= 0.034), H0917-074 (EXO0917.3-0722, z=0.169), H1829-591 (F49, z=0.02) and H1846-768 (1M1849-781, z=0.074). Only one object (H1325-020) is still unidentified but it is probably associated to a galaxy cluster (A1750, Marshall et al. 1979) and therefore has been excluded from the present study. Three objects in the sample have the X-ray emission contaminated by a nearby source (IIIZW2 by the visual binary HD560, Tagliaferri et al. 1988, IRAS F05563-3820 by the BL Lac object EXO055625- 3838.6, Giommi et al. 1989 and 3C445 by the cluster of galaxies A2440, Pounds 1990); however, since these nearby objects should give a negligible contribution to the emission above 20 keV, none of these sources have been excluded from the present analysis.
The Piccinotti sample is the hard X-ray selected sample of AGN best studied at all wavelengths below 10-20 keV and as such has been used to study AGN X-ray spectral characteristics, LogN-logS relation and luminosity function and hence to determine the active galaxy contribution to the cosmic diffuse X-ray background in the 2-10 keV energy range. In the X-ray band most of the AGNs in the sample have been observed several times individually with different space borne experiments. Spectral data in the 2-10 keV range obtained over the last 20 years has been summarized in Ciliegi et al. (1993), Malaguti et al. (1994) and Malizia et al. (1997) for all objects except H0557$``$385 and H0917$``$074; the spectrum of the former can be found in Turner et al. (1996) while no spectral data have so far been reported for the latter object. More recently, intrinsic absorption and soft excesses have been studied for 31 of the Piccinotti sources (the 4 BL Lacs and the starburst galaxy M82 were not considered) using all-sky survey data from the ROSAT satellite in the 0.1-2 keV band (Schartel et al. 1997). A systematic study of the X-ray variability of the sample has been performed by Turner & Pounds (1989), Giommi et al. (1990) and Grandi et al. (1992) with the Low Energy (LE) (0.05-2 keV) and Medium Energy (ME) (2-50 keV) experiments onboard EXOSAT. Only in the last few years, high energy observations of individual objects in the sample started to be performed. Prior to CGRO and BeppoSAX, a handful of objects were detected above 10 keV by balloon borne telescopes, HEAO A-4 and Sigma/GRANAT (Rothschild et al. 1983, Bassani et al. 1985, Bassani et al. 1993). More recently, data on most of these galaxies have been obtained both by OSSE/CGRO and BeppoSAX/PDS. 27 of the Piccinotti objects has so far been observed by OSSE, 11 with detection above $``$ 5$`\sigma `$ level (McNaron-Brown et al. 1995 and Johnson, 1997 private communication) while BeppoSAX reported high energy emission from at least 16 sources in the sample (Matt 1998, Bassani et al. 1998, Cappi et al. 1998, Pian et al. 1998, Antonelli et al. 1998, BeppoSAX public archive). The BATSE data reported here provide, for the first time, a systematic coverage at high energies of the whole sample. In this first work BATSE data in the 20-100 keV range are reported for all sources (presentation of light curves and images are postponed to a future paper) and, whenever possible, comparisons with previous soft and hard X-ray data have been performed.
## 2 Observations and Results
The Burst and Transient Source Experiment (BATSE) onboard CGRO, is the first all-sky monitor operating from 20 keV up to several MeV. The BATSE daily monitoring sensitivity is $``$100 mCrab, implying that sensitivities of the order of a few mCrab could be obtained by integrating the data over a period of a few years, if systematic errors can be kept sufficiently small (McCollough et al. 1996). The data used in this work were collected by the Large Area Detectors (LADs) in Earth occultation mode (Harmon et al. 1992); this mode allows to measure a source flux by looking at changes in the LAD background rates when the object under investigation rises from and sets behind the Earth. A pair of rising and setting steps are generated during each 90 minute satellite orbit implying that a large number of steps must be summed to extract signal from weak sources such as extragalactic objects. The Earth occultation method allows a nearly complete sky coverage (sources whose declination is $``$35 degrees are always occulted, while for other objects the coverage efficiency is 90% or better) and so it is ideal to study moderately large samples of sources. Since the occultation technique reaches its peak sensitivity below $``$ 140 keV, the search for emission by AGN in the Piccinotti sample was carried out in the range between 20 and 100 keV.
BATSE data from nearly four years of observations (November 93 - September 97) have been analyzed to extract a signal from sources in the Piccinotti sample. Interference from bright sources flaring or occulted at the same time of the object being studied are the major source of systematic errors in the flux measurement and so careful cleaning of the data is necessary before estimating the flux. Two types of cleaning procedures have been applied to the data. First the median statistics has been applied to remove about 5% of data points as outlier individual occultation steps; these outliers are generally due to pulsar activity in individual detectors. Second, contaminating objects in the limbs to the source being studied have been identified using a catalogue of flaring and bright objects detected at high energies. If present, these contaminating sources were included in the occultation step fit and consequently data corresponding to contaminating periods were removed. In 7 cases (ESO 103-G35, IC 4329A, MCG-6-30-15, MKN 501, NGC 4593, NGC 7172 and PKS 2155-304) contamination was found and the above procedure applied. Of course any interfering sources that are not taken into account (i.e. are not included in the database) will systematically increase the flux estimate. This maybe particularly important for sources closer than 5 to the galactic plane or within a cone of 45 around the galactic center up to 30 (Connaughton et al. 1998a). Since we are probing the extragalcatic sky, only a handfull of sources (ESO103-G35, ESO141-G55, Fairall 49 and MKN509) fall within the above cone and in anycase, all of them are located just at the extreme boundaries of the cone and therefore they have not been excluded from the present analysis. Moreover, comparison of our fluxes with OSSE and BeppoSAX data for two of the above sources suggests that contamination from galactic objects was in these cases negligible.
Fluxes in the 20-100 keV energy band have been obtained by folding a single power law of photon index 1.75 for Seyfert galaxies, 3C273 and M82, and 2.25 for BL Lac objects, with the BATSE instrumental response function and then computing weighted mean flux values over the whole observation period. Although these mean estimates depend on the choice of the photon index, the differences in fluxes are of the order of 10-20$`\%`$ around the values reported in Table 1 for $`\mathrm{\Delta }`$ $`\mathrm{\Gamma }`$= $`\pm 0.25`$.
Before proceedings with the discussion of our results and in view of the difficulties associated with the data analyisis, it is important to search for possible systematic effects on the flux measurements. Two types of systematic errors are particularly relevant: those affecting the overall normalization (which are particularly important for the comparison with other instruments), and those affecting the size of the fluctuations (which are relevant to estimate the confidence level of a detection). Comparison of BATSE occultation results with contemporaneous observations with other CGRO instruments have indicated that the BATSE flux values maybe systematically higher. In the most extensive study published to date, Much et al. (1996) found that the BATSE Crab Nebula flux was $``$20% higher than OSSE flux in the same energy range. More recently, Parsons et al. (1998) compared BATSE measurements of NGC 4151 with those of OSSE and derived a BATSE/OSSE flux ratio of 1.45$`\pm `$0.08. In view of the relevance of the Parsons et al. study to the present one, we have performed a similar analysis on all the sample sources for which contemporaneous BATSE/OSSE data (kindly provided to us by the OSSE team, Johnson 1997, private comunication) could be analyzed . The results of this analysis are summarized in the parameter R reported in Table 1. For every contemporaneous BATSE/OSSE observation we have estimated the relative flux ratio in the 20-100 keV band and than we have calculated R which represents the weighted mean value with its associated error of all the available flux ratios. The numbers in parentheses indicate how many periods were examined (first quote) and the total number of observation days analyzed over those periods (second quote). It is evident from Table 1 that R is $``$ 1 in most cases, the weighted mean value of R being 1.36 $`\pm `$ 0.03 (this value becomes 1.5 $`\pm `$ 0.13 if the two strongest sources, NGC4151 and 3C273, are removed). Thus our result confirms previous reports of a BATSE/OSSE normalization discrepancy (Much et al. 1996, Parsons et al. 1998) and further indicates that in the particular case of extragalactic studies the BATSE flux can be sistematically higher that the OSSE one by as much as 35$`\%`$. The possible origin for this normalization problem is at the moment under investigation and will hopefully be solved in the near future. A possible explanation maybe source interference which is not taken into account in the data cleaning. This is an important problem to address if BATSE light curves are to be used to monitor bright source behaviour at high energies.
We have also compared BATSE data to published BeppoSAX observations, although in this case the comparison is hampered by the lack of simultaneous data. Nevertheless we get a BATSE/SAX flux ratio in the range 1.6-1.8 which again indicates that our fluxes maybe overestimating the source high energy emission. However, since for individual sources the discrepancies found can be less than quoted and in fact $``$ 1 (see for example 3C273 and other sources in Table 1), no correction is applied to the BATSE data in the present work. Furthermore, as the errors too are effected in the same way as the fluxes, this normalization problem has no impact on the detection level of a given source.
The effects of systematic errors have also been carefully considered by examining ”blank fields” randomly distributed around the sky. It was found that while the flux values for each field were consistent with the quoted errors, the spread around zero of the mean fluxes from a large number of these empty fields was about 80$`\%`$ higher than would be expected by the statistical errors alone (Stephen 1998, private comunication). For this reason all the errors on the mean fluxes were adjusted by 80$`\%`$ so as to be conservative in the source detection estimate. This estimate of the systematic errors is slightly higher than the 65$`\%`$ obtained by Connaughton et al. (1998a), but compatible given the difference in the number of fields analysed.
Table 1 lists all sources contained in the sample together with their optical classification, X-ray data in the 2-10 keV band, a compendium of the results of the BATSE data analysis (flux and significance of detection) and the BATSE/OSSE flux ratio. Significant detection at $``$ 10$`\sigma `$ level has been found for three sources (NGC 4151, 3C 273 and NGC5506), while at the 5$`\sigma `$ level the number of detected sources grows to 14. Marginal detections (3$`<\sigma <`$5) can be claimed for 13 sources while only 9 galaxies were observed below the 3 $`\sigma `$ confidence level.
## 3 Discussion
The main result of this work is the detection of high-energy emission from the majority of the sample sources. Comparison between OSSE and BATSE data indicates that 6 objects are here reported as hard X-ray emitting sources for the first time: ESO198-G24, H0917-074, ESO 103-G35, H1846-786, 3C 445 and MKN1152, all detected above the 3 $`\sigma `$ confidence level; of these only ESO 103-G35 has been reported as a high energy source by BeppoSAX (Antonelli et al. 1998). It is also interesting to find out that 5 out of 8 Seyferts 2 in the sample have been detected, in agreement with the expectation of the unified theory, which predicts similar energy output for type 1 and type 2 Seyferts at high energies. Particularly interesting is also the BATSE detection of two BL Lac objects out of four in the sample: MKN 501 and PKS 2155-304. Due to the steepness of their spectra compared to Seyferts, BL Lacs have less probability of being detected by BATSE unless higher than expected brightness was present during BATSE monitoring (see below).
In order to assess the reliability of our results and to investigate the approximate spectral shape of AGN in the BATSE energy band, a comparison with soft X-ray fluxes has been performed. BATSE flux estimates, however, are the result of a long integration period (years) and thus represent averaged values over this period, while observations with pointed instruments provide instantaneous flux measurements. This has been taken into account by using in the 2$``$10 keV band mean flux values as estimated from data in the literature (Ciliegi et al. 1993, Malaguti et al. 1994, Malizia et al. 1997, Polletta et al. 1996). The errors on this mean flux has been set equal to the observed range of X-ray variability or VR.
In Figure 1, BATSE flux values are plotted against these 2-10 keV flux measurements. Lines plotted in the figure correspond to the ratio expected for two values of the photon index (1.5 and 2) under the hypothesis of a single power law continuum from 2 to 100 keV. It is interesting to find that a good fraction of galaxies fall within the region constrained by these two spectral indices, particularly if the range of X-ray flux variability is taken into account. More specifically the broad band (2-100 keV) power law slope can be estimated from the fluxes emitted in the two bands: while the average photon index is 1.7, the weighted mean value is 1.6$`\pm `$0.1 (considering only detection above 3$`\sigma `$ and excluding BL Lacs); removal of NGC4151 and 3C273 from the sample does not change this mean. Decreasing the BATSE fluxes by the amount required by the BATSE/OSSE comparison would make this mean photon index slightly steeper. Therefore the canonical 1.7 power law which best represents the X-ray data gives also a good description of the spectrum in the 20-100 keV band. This result indicates that the reflection component which is responsible for flattening the intrinsic spectrum in the 2-10 keV band, is relevant also above 20 keV and present in most sample sources. Furthermore, BATSE observations imply that spectral breaks and/or steepening must occur preferentially above about 100 keV for consistency with our findings. This is in line with BeppoSAX results on Seyfert galaxies which locate the spectral cutoff typically at energies $``$ 100 keV (Matt 1998, Bassani et al. 1998).
A couple of exceptions are however worthy of a note. Two sources, MCG-6-30-15 and NGC2992, are located in the region characterized by spectral indices greater than 2.0 (or, alternatively, in these sources the BATSE flux is underestimated, which is a bit surprising in view of the above discussion). NGC2992 is however compatible with flatter indices, if one considers the source’s large range in variability and, in particular, the gradual decline in flux by a factor of $``$ 20 monitored over the last 10 years (Polletta et al. 1996): by sampling the last part of this period BATSE probably underestimates the source average flux. The case of MCG-6-30-15 is less obvious and deserves further investigation: either the source was dimmer during the BATSE coverage with respect to previous 2-10 keV observations or a break below 100 keV (Molendi et al. 1998) must be postulated. Since BeppoSAX observation of this source locates the break at energies $``$ 100 keV (Molendi et al. 1998), the first alternative is more plausible suggesting that BATSE can indeed be used as a monitor of bright source states. The location of MKN501 and 2A 1219+305 is also peculiar as these two objects have unusually flat spectra for BL Lac objects (Ciliegi et al. 1995). While the case of 2A 1219+305 is less stringent, the detection being only an upper limit, the case of MKN501 is particularly interesting. Strong flaring activity has been reported from this source at high energies during the BATSE monitoring period (Pian et al. 1998 and Catanese et al. 1997, Lamer et al. 1998); analysis of the BATSE light curve indicates indeed that flare like events are present along with a gradual increase in flux during April-July 1997 (Connaughton et al. 1998a,b). During at least one such event (in April) the source spectrum was flatter than previoulsy reported (Pian et al. 1998). Given the peculiar behaviour observed during BATSE coverage, a proper comparison between low and high energy bands should use contemporaneous data.
Finally, BATSE results have been compared with previous studies of the average AGN flux at high energies; the average flux of the Seyfert galaxy population as a whole has been found to be (1.74$`\pm `$0.05) $`\times `$ 10<sup>-5</sup> photons/cm<sup>2</sup> s keV in the 20-100 keV band and if strong sources such as NGC 4151, 3C 273 and IC 4329A are excluded, the mean flux reduces to (1.24$`\pm `$0.05) $`\times `$ 10<sup>-5</sup> photons/cm<sup>2</sup> s keV. Dividing the sample in classes gives a mean flux of (1.88$`\pm `$0.05) $`\times `$ 10<sup>-5</sup> photons/cm<sup>2</sup> s keV for Seyfert 1, (1.31$`\pm `$0.11) $`\times `$ 10<sup>-5</sup> photons/cm<sup>2</sup> s keV for Seyfert 2 and (1.03$`\pm `$0.19) $`\times `$ 10<sup>-5</sup> photons/cm<sup>2</sup> s keV for BL Lac objects, in agreement with the results of Maisack, Wood and Gruber (1994) based on HEAO A4 data, albeit a 40$`\%`$ reduction in the BATSE fluxes would improve the comparison. Also, if only the radio quiet Seyfert 1 galaxies in the sample (12 objects) are taken into account, the average flux is (1.22$`\pm `$0.08) $`\times `$ 10<sup>-5</sup> photons/cm<sup>2</sup> s keV, compatible within errors with the value obtained by Gondek et al. (1996) for the same class of objects; in this case no correction to a lower flux level is required by the comparison. While the agreement found gives confidence to our data analysis (the level of each detection is a sound result, while the flux estimate maybe in some cases slightly overestimated) it also demonstrates the potential of BATSE for cumulative studies of selected samples of objects for example in search of a population of objects bright at high energies. Down to a limiting flux of 7.8 10<sup>-11</sup> erg cm<sup>-2</sup> s<sup>-1</sup> BATSE has been able to detect 14 objects above 5 $`\sigma `$ level over 8.2 sr. This is to be considered a lower limit to the number of high energy emitting AGN as highly absorbed objects, i.e. objects missed in the Piccinotti survey for their absorption in excess of 10<sup>24</sup> cm<sup>-2</sup> but visible above 10 keV (Bassani, Cappi, Malaguti 1998), are probably not included. This suggests that an improvement in sensitivity of a factor of $``$10 as foreseen for the next generation of high energy telescopes such as INTEGRAL (Winkler 1996) would allow more than 600 objects to be visible over the entire sky at $``$ 5 $`\sigma `$ level.
Acknowledgement
We thank N. Johnson for use of OSSE data prior to publication.
It is a pleasure to thank M. Malaspina for his support in the implementation of the BATSE analysis package at TeSRE and J.B.Stephen for his work on the evaluation of systematic errors in BATSE data analysis.
A.M. acknowledges the CNR and Southampton University for a fellowship. Financial support by MURST, CNR and ASI is gratefully acknowledged.
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# Measurement of the decay 𝐾_𝐿→𝜋⁰𝛾𝛾
## Abstract
We report on a new measurement of the decay $`K_L\pi ^0\gamma \gamma `$ by the KTeV experiment at Fermilab. We determine the $`K_L\pi ^0\gamma \gamma `$ branching ratio to be $`(1.68\pm 0.07\pm 0.08)\times 10^6`$. Our data shows the first evidence for a low-mass $`\gamma \gamma `$ signal as predicted by recent $`𝒪(p^6)`$ chiral perturbation calculations that include vector meson exchange contributions. From our data, we extract a value for the effective vector coupling $`a_V=0.72\pm 0.05\pm 0.06`$.
PACS numbers: 11.30.Er, 12.38.Bx, 13.20.Eb, 14.40Aq
Studying the decay $`K_L\pi ^0\gamma \gamma `$ is important for understanding the low energy hadron dynamics of chiral perturbation theory. Because of the high backgrounds associated with this decay, the first measurement of the $`K_L\pi ^0\gamma \gamma `$ branching ratio was performed only relatively recently. Other measurements quickly confirmed this result with the measured branching ratio approximately three times higher than the predictions from $`𝒪(p^4)`$ chiral perturbation calculations. More recent calculations which include $`𝒪(p^6)`$ corrections and vector meson exchange contributions obtain a branching ratio consistent with the measured value.
The rate for $`K_L\pi ^0\gamma \gamma `$ can be expressed in terms of two independent Lorentz invariant amplitudes which represent $`J=0`$ and $`J=2`$ two-photon states. The contributions of the two amplitudes are determined by two Dalitz parameters, $`z=(m_{34}/m_K)^2`$ and $`y=|E_3E_4|/m_K`$, where $`E_3`$ and $`E_4`$ are the energies of the non-$`\pi ^0`$ photons in the kaon center of mass frame and $`m_{34}`$ is their invariant mass. Vector meson exchange contributions to the amplitudes are parametrized by an effective coupling constant $`a_V`$ and the $`z`$ and $`y`$ Dalitz variables are sensitive to the value of $`a_V`$ as shown in Figure 1. In particular, certain values of $`a_V`$ result in a sizeable low-mass tail in the $`m_{34}`$ distribution. Due to limited statistics, previous measurements were not sensitive to such a low-mass tail. With a sufficiently large event sample, it is possible to test the predictions of $`𝒪(p^6)`$ chiral perturbation theory with vector meson contributions and to precisely determine the parameter $`a_V`$ directly from the data. A precise determination of $`a_V`$ also allows one to predict the relative contributions of the CP conserving and direct CP violating components of $`K_L\pi ^0e^+e^{}`$ which can proceed through the CP conserving process $`K_L\pi ^0\gamma ^{}\gamma ^{}\pi ^0e^+e^{}`$.
We recorded $`K_L\pi ^0\gamma \gamma `$ events using the KTeV detector located at Fermilab. Figure 2 shows a plan view of the detector as it was configured for the E832 experiment. The main goal of the E832 experiment is to search for direct CP violation in $`K\pi \pi `$ decays. The $`K_L\pi ^0\gamma \gamma `$ analysis utilizes the data set collected by the KTeV experiment during 1996 and 1997 for the direct CP violation search. Neutral kaons are produced in interactions of 800 GeV/$`c`$ protons with a beryllium oxide target. The resulting particles pass through a series of collimators to produce two nearly parallel beams. The beams also pass through lead and beryllium absorbers to reduce the fraction of photons and neutrons in each beam. Charged particles are removed from the beams by sweeping magnets located downstream of the collimators. To allow the $`K_S`$ component to decay away, the decay volume begins approximately 94 meters downstream of the target. In this experiment we have two simultaneous beams, one where the initial beam strikes a regenerator composed of plastic scintillator and one that continues in vacuum. For this analysis, we only consider decays that originate in the beam opposite the regenerator. The regenerator, located 125 meters downstream of the target, is viewed by photomultiplier tubes which are used to reject events that inelastically scatter and deposit energy in the scintillator.
The most critical detector elements for this analysis are a pure CsI electromagnetic calorimeter and a hermetic lead-scintillator photon veto system. The CsI calorimeter is composed of 3100 blocks in a 1.9 m by 1.9 m array that is 27 radiation lengths deep. Two 15 cm by 15 cm holes are located near the center of the array for the passage of the two neutral beams. For electrons with energies between 2 and 60 GeV, the calorimeter energy resolution is below 1% and the nonlinearity is less than 0.5%. The position resolution of the calorimeter is approximately 1 mm. The spectrometer is surrounded by 10 detectors that veto photons at angles greater than 100 milliradians. The first five vetos consist of 16 lead-scintillator layers with 0.5 radiation length lead sampling followed by eight layers with 1.0 radiation length sampling. The other five vetoes have 32 layers with 0.5 radiation length sampling. The most upstream photon veto is located just upstream of the regenerator. This module has two beam holes and suppresses upstream decays. The remaining nine vetoes are arrayed along the length of the detector as shown in Figure 2. On the face of the CsI calorimeter sits a tungsten-scintillator module that covers the inner half of the CsI blocks surrounding the beam holes. A final photon veto consists of three modules each 10 radiation lengths thick and sits behind the CsI calorimeter, covering the beam holes. This photon veto is used to reject events in which photons travel down either of the two beam holes in the calorimeter.
The KTeV detector also contains a spectrometer for reconstructing charged tracks. For this analysis, it is used to calibrate the CsI calorimeter using electrons from $`K_L\pi ^\pm e^{}\nu `$ decays, and to veto events with charged particles. This spectrometer consists of four planes of drift chambers; two located upstream and two downstream of an analyzing magnet with a transverse momentum kick of 0.4 GeV/$`c`$. Downstream of the CsI calorimeter, there is a 10 cm lead wall, followed by a hodoscope (hadron-veto) used to reject hadrons hitting the calorimeter.
$`K_L\pi ^0\gamma \gamma `$ events are recorded if they satisfy certain trigger requirements. The event must deposit greater than approximately 27 GeV in the CsI calorimeter and deposit no more than 0.5 GeV in the photon vetoes downstream of the vacuum window located at 159 meters downstream of the target. The trigger includes a hardware cluster processor that counts the number of contiguous clusters of blocks with energies above 1 GeV. The total number of clusters is required to be exactly four. These trigger requirements also select $`K_L\pi ^0\pi ^0`$ events that we use as normalization for the $`K_L\pi ^0\gamma \gamma `$ events.
Reconstructing $`K_L\pi ^0\gamma \gamma `$ events is difficult since there are few kinematical constraints giving rise to large backgrounds. In particular, $`K_L\pi ^0\pi ^0`$ and $`K_L\pi ^0\pi ^0\pi ^0`$ decays, and hadronic interactions with material in the beam constitute the largest sources of background. Backgrounds resulting from kaon decays with charged particles are easily removed by discarding events with a large number of hits in the spectrometer.
In the offline analysis, we require exactly four reconstructed clusters of energy greater than 2.0 GeV while rejecting events with additional clusters above 0.6 GeV. Events with photons below 0.6 GeV do not contribute significantly to the background. The total kaon energy is required to be between 40 and 160 GeV. Using the reconstructed energies and positions of the four clusters, we calculate the kaon decay position, assuming that all four photons result from the decay of a kaon. This position is then used to reconstruct a $`\pi ^0`$ from the six possible $`\gamma \gamma `$ pairings. We choose the $`\gamma \gamma `$ pair whose reconstructed mass is closest to the nominal $`\pi ^0`$ mass and require that $`|m_{12}m_{\pi ^0}|<3.0`$ MeV/$`c^2`$. The $`\pi ^0`$ mass resolution is 0.84 MeV/$`c^2`$.
To remove $`K_L\pi ^0\pi ^0`$ decays we require the mass $`m_{34}`$ be greater than 0.16 GeV/$`c^2`$ or less than 0.10 GeV/$`c^2`$. We cut asymmetrically about the $`\pi ^0`$ mass to remove events with misreconstructed photons near the calorimeter beam holes. Since we use the best $`\pi ^0`$ mass to choose among the six possible $`\gamma \gamma `$ combinations, mispaired $`K_L\pi ^0\pi ^0`$ events constitute a possible background. There are three different ways to pair four photons to form $`\pi ^0\pi ^0`$ combinations. We remove mispaired $`K_L\pi ^0\pi ^0`$ events by reconstructing the other two $`\pi ^0\pi ^0`$ pairings and discarding events that have two $`\gamma \gamma `$ combinations near the $`\pi ^0`$ mass.
The hadronic interaction background results from neutrons in the beam interacting with material, primarily the vacuum window and the drift chambers. Such interactions produce $`\pi ^0\pi ^0`$ and $`\pi ^0\eta `$ pairs. These events are not removed by the $`2\pi ^0`$ cuts because the assumption that the invariant mass is $`m_K`$ is incorrect in this case. To remove these events, we calculate the decay vertex of the six $`\gamma \gamma `$ combinations assuming that two of the photons result from a $`\pi ^0`$ decay. Using this decay vertex, we reconstruct the mass of the other $`\gamma \gamma `$ pair and reject the event if the decay vertex of this $`\gamma \gamma `$ pair reconstructs downstream of 158 meters and if the mass of that pair is within 15 MeV/$`c^2`$ of the known $`\pi ^0`$ or $`\eta `$ mass. We also require little activity in the hadron-veto to remove vacuum window interaction events that send hadrons into the CsI calorimeter.
$`K_L\pi ^0\pi ^0\pi ^0`$ decays are the most difficult source of background to suppress in this analysis. These events can contribute to the background primarily through the following three mechanisms: a) four photons hit the calorimeter (zero fusion), b) five photons hit the calorimeter with two overlapping or fusing together to produce one cluster (single fusion), and c) all six photons hit the calorimeter and four photons fuse together to reconstruct as two photons (double fusion). To reduce backgrounds from $`K_L\pi ^0\pi ^0\pi ^0`$ events with zero and single fusions, we require little activity in the photon veto detectors. These criteria are determined from the amount of accidental activity in each counter and the response of each counter to photons from $`3\pi ^0`$ events. For $`K_L\pi ^0\pi ^0\pi ^0`$ events in which five or fewer photons hit the calorimeter, the reconstructed decay vertex lies downstream of the actual decay position. To remove these events, we require that the decay vertex be between 115 and 128 meters downstream of the target, as shown in Figure 2. To further reduce the number of events with missing energy, we require that the center of energy of the four photons lie within a 10 $`\times `$ 10 cm<sup>2</sup> region centered on one of the beam holes in the CsI calorimeter. The background from $`3\pi ^0`$ events with only four photons in the calorimeter is below 0.5% of the expected signal level after these cuts.
The remaining $`3\pi ^0`$ background results from events in which two or more photons fuse together in the CsI calorimeter. This background can be reduced by calculating a shape $`\chi ^2`$ for the energy deposited within the central three-by-three array of CsI blocks of a cluster compared to the energy distribution for a single photon. Clusters from a single photon will have a low $`\chi ^2`$, whereas hadronic showers and fused clusters will usually result in a large $`\chi ^2`$. Figure 3 shows the distribution of the maximum shape $`\chi ^2`$ variable of the four photons after all cuts have been imposed except for the shape $`\chi ^2`$ requirement. The $`\pi ^0\gamma \gamma `$ signal reconstructs at low $`\chi ^2`$, and the simulation of the $`3\pi ^0`$ background agrees with the data above the $`\pi ^0\gamma \gamma `$ signal. By requiring the maximum $`\chi ^2`$ to be less than 2.0, we are able to isolate a relatively clean sample of $`K_L\pi ^0\gamma \gamma `$ events. This requirement is effective in removing fused photons separated by more than 1 cm.
Figure 4a shows the final $`m_{34}`$ distribution for all events after making the photon shape $`\chi ^2`$ requirement. We find a total of 884 candidate events. Our simulation of the background predicts $`111\pm 12`$ events dominated by $`K_L\pi ^0\pi ^0\pi ^0`$ events as shown in Figure 4a. The remaining $`3\pi ^0`$ background is evenly divided between double and single fusion events. The level of the $`3\pi ^0`$ background is determined by normalizing the $`3\pi ^0`$ Monte Carlo to the shape $`\chi ^2`$ distribution between 5 and 20 and is consistent with absolutely normalizing the $`3\pi ^0`$ events to the $`2\pi ^0`$ events. In this figure, we overlay the sum of the background plus the $`O(p^6)`$ chiral perturbation prediction for $`K_L\pi ^0\gamma \gamma `$. The shapes of the data and Monte Carlo calculation match very well.
Our event sample demonstrates for the first time the existence of a low-mass tail in the $`m_{34}`$ distribution. The NA31 experiment had previously set a limit of $`\mathrm{\Gamma }(m_{34}<0.240\text{ GeV/}c^2)/\mathrm{\Gamma }(m_{34}\text{ all})<0.09`$. Our event sample has $`73\pm 9\pm 9`$ events above a background of $`47\pm 8\pm 5`$ events in the region $`m_{34}<0.240`$ GeV/$`c^2`$. This number corresponds to $`\mathrm{\Gamma }(m_{34}<0.240\text{ GeV/}c^2)/\mathrm{\Gamma }(m_{34}\text{ all})=12.7\pm 1.3\pm 1.5\%`$ after correcting for events that are removed by the $`K_L\pi ^0\pi ^0`$ cut. Figure 3 shows the maximum shape $`\chi ^2`$ distribution for the events below 0.240 GeV/$`c^2`$ indicating an excess of events above the $`3\pi ^0`$ background.
To extract a value for $`a_V`$, we perform a simultaneous fit to the $`m_{34}`$ and $`y`$ distributions. Figure 4b shows the $`y`$ distribution for our final event sample. From our fit, we obtain the value $`a_V=0.72\pm 0.05\pm 0.06`$. The systematic error is dominated by our uncertainty in the $`3\pi ^0`$ background. We obtain a value of $`a_V=0.76\pm 0.09`$ when we fit only the $`y`$ distribution. For the best fit to both distributions the $`\chi ^2`$ is 24.1 for 24 degrees of freedom.
To determine the $`K_L\pi ^0\gamma \gamma `$ branching ratio, we normalize the $`K_L\pi ^0\gamma \gamma `$ events to $`K_L\pi ^0\pi ^0`$ events which helps to reduce the systematic uncertainty in this measurement. The acceptances for $`\pi ^0\gamma \gamma `$ and $`2\pi ^0`$ events are 3.13% and 3.23%, respectively, for events with energies between 40 and 160 GeV and decaying from 115 to 128 meters downstream of the target. Applying the same reconstruction criteria as those used in the $`K_L\pi ^0\gamma \gamma `$ analysis but requiring $`m_{34}`$ between 130 MeV/$`c^2`$ and 140 MeV/$`c^2`$, we find 441,309 $`K_L\pi ^0\pi ^0`$ events with negligible background.
Using a Monte Carlo in which $`a_V`$ is set to the best-fit value, we extract the branching ratio for $`K_L\pi ^0\gamma \gamma `$ by comparing the number of $`\pi ^0\gamma \gamma `$ events to the number of events in the normalization mode, $`K_L\pi ^0\pi ^0`$. Systematic uncertainties in this measurement come from the acceptance determination (2.4%), the $`2\pi ^0`$ branching ratio (2.1%), the $`3\pi ^0`$ background (2.1%), the $`a_V`$ dependence (1.8%), the hadron veto requirement (1.8%), the photon shape requirement (1.8%), and the calibration (0.8%). The systematic uncertainties are added in quadrature, resulting in a total systematic uncertainty of 5.0%. We find the branching ratio to be BR($`K_L\pi ^0\gamma \gamma `$) = $`(1.68\pm 0.07\pm 0.08)\times 10^6`$. This is consistent with the $`𝒪(p^6)`$ prediction with $`a_V=0.72\pm 0.06`$, which is $`(1.53\pm 0.10)\times 10^6`$.
In summary, our measurement of $`K_L\pi ^0\gamma \gamma `$ decays shows the first evidence of a low-mass tail in the $`m_{34}`$ distribution. This tail is predicted by $`𝒪(p^6)`$ chiral perturbation theory calculations which include vector meson exchange. Our determination of $`a_V`$ suggests that the CP-conserving contribution to $`K_L\pi ^0e^+e^{}`$ is between 1 and 2$`\times 10^{12}`$ which is 2-3 orders of magnitude higher than predictions based upon $`O(p^4)`$ calculations. The contribution of the direct CP violating amplitude to the rate for $`K_L\pi ^0e^+e^{}`$ is expected to be between 1 and 4$`\times 10^{12}`$.
We gratefully acknowledge the support and effort of the Fermilab staff and the technical staffs of the participating institutions for their vital contributions. We also acknowledge G. D’Ambrosio and F. Gabbiani for useful discussions. This work was supported in part by the U.S. Department of Energy, The National Science Foundation and The Ministry of Education and Science of Japan. In addition, A.R.B., E.B. and S.V.S. acknowledge support from the NYI program of the NSF; A.R.B. and E.B. from the Alfred P. Sloan Foundation; E.B. from the OJI program of the DOE; K.H., T.N. and M.S. from the Japan Society for the Promotion of Science. P.S.S. acknowledges receipt of a Grainger Fellowship.
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# 1 Introduction
## 1 Introduction
The recent advances in string theory have been stimulated by new concepts of non-perturbative string dualities and D-branes.- Using the string dualities it has been suggested that all five known perturbative superstring theories correspond to different particular limits of the underlying eleven-dimensional theory (M-theory), or twelve-dimensional theory (F-theory). In addition, in string theory there exist higher dimensional extended solitonic objects (D-branes). In the light of the dualities it is known that there is no absolute distinction between strings and solitonic objects. Therefore, the underlying theory is not simply a theory of string but a theory of extended objects including both strings and branes.
New aspects of string phenomenology have opened up due to recent developments in string theory. In fact, it has been found that there are new regions of the moduli space which are not contained in perturbative string theories. For instance, it is possible that some part of the gauge group and the matter content in the low-energy effective theory has a non-perturbative origin and that the other part of them has a perturbative origin. In addition, the string scale could lie somewhere between $`1`$TeV and the Planck scale $`M_{\mathrm{Pl}}`$. It should be emphasized that the coupling unification is properly realized in the framework of the higher-dimensional underlying theory. This does not necessarily mean that gauge couplings in the four-dimensional effective theory join at a certain energy scale. As a consequence, various paths seem to be possible for connecting the higher-dimensional underlying theory with low energy physics. Among them, the scenario of large extra dimensions has been extensively studied.- However, since proton stability suggests the existence of a large energy scale, it is unlikely that all extra dimensions are large in radius. The coexistence of large and small extra dimensions results in the fine-tuning problem.
The purpose of this paper is to explore new types of unification solutions without the fine-tuning that provide an alternative to the scenario of large extra dimensions. From the viewpoint of the unified theory, it is likely that the universe starts from a special point in the moduli space at which the symmetry of the underlying theory is maximally enhanced. This point should be a self-dual point in the moduli space for all dimensions, including the four space-time dimensions. It is hypothesized that the maximal symmetry is spontaneously broken due to some non-perturbative dynamics and that the decompactification occurs only for the four space-time dimensions. The beginning of the decompactification corresponds to the Big Bang. On the other hand, it is presumed that the non-perturbative dynamics also affects the sizes of the other dimensions, but the rate of their change is of order unity. Namely, as for extra dimensions other than the four space-time dimensions, the true vacuum remains in the vicinity of the self-dual point. Therefore, as far as extra dimensions are concerned, we are free from the fine-tuning problem. In this paper, based on our hypotheses we explore new types of the coupling unification that are not realized in the four-dimensional effective theory but only in the framework of the higher-dimensional theory.
This paper is organized as follows. In section 2 we give some hypotheses concerning the symmetry of the underlying theory. As mentioned above, we expect that starting from the self-dual point in the moduli space for all dimensions, the vacuum is shifted from that point. However, the true vacuum resides in the vicinity of the self-dual point for extra dimensions. In section 3 the unification problem is discussed in the framework of the Type IIB orientifold. On the basis of the brane picture, we explore new types of the coupling unification that are not contained in perturbative string theories. In the $`SU(6)\times SU(2)_R`$ string model, if the $`SU(6)`$ gauge group lives in the world-volume of 9-branes and the $`SU(2)_R`$ in the world-volume of 5-branes, or vice versa, we find unification solutions in the vicinity of the self-dual point in the moduli space. The final section is devoted to summary and discussion.
## 2 Self-dual point and decompactification
In this section we give hypotheses with regard to the underlying theory. If we follow the viewpoint of the unified theory thoroughly, it is natural that the underlying theory has the maximal symmetry allowed in its own theoretical framework. This implies that the vacuum of the underlying theory resides at the self-dual point in the moduli space for all dimensions, including the four space-time dimensions. This hypothesis is reasonable in view of the fact that in the heterotic superstring theory the maximal enhancement of the gauge symmetry occurs when the 16-dimensional compact space is an even self-dual lattice, which is required by the modular invariance. The hypothesis that the ground state of string theory lies at a point of maximally enhanced symmetry has been discussed by Dine et al. They have assumed that this point corresponds to the self-dual point with respect to the modular transformation of moduli fields in the framework of the four-dimensional effective theory. On the other hand, according to our hypothesis the self-dual point is concerned with the $`S`$\- and $`T`$-duality transformations defined in the framework of the higher-dimensional underlying theory. Furthermore, as is discussed below, the emphasis is placed on the D-brane configurations in the vacuum.
In the $`S`$-duality, the string coupling constant $`g_{\mathrm{st}}`$ is transformed as
$$g_{\mathrm{st}}g_{\mathrm{st}}^{}=\frac{1}{g_{\mathrm{st}}},$$
(1)
where $`g_{\mathrm{st}}=\mathrm{exp}(\varphi )`$ and $`\varphi `$ is the dilaton field. Thus the self-dual point with respect to the $`S`$-duality is
$$g_{\mathrm{st}}=1,$$
(2)
which implies $`\varphi =0`$. In the framework of F-theory, the $`S`$-duality transformation is contained in the modular transformation for the eleventh and the twelfth coordinates. On the other hand, under the $`T`$-duality transformation, the size $`R`$ of the compact space and the string coupling constant are transformed as
$`R`$ $``$ $`\stackrel{~}{R}={\displaystyle \frac{\alpha ^{}}{R}},`$ (3)
$`g_{\mathrm{st}}`$ $``$ $`\stackrel{~}{g}_{\mathrm{st}}=g_{\mathrm{st}}{\displaystyle \frac{\sqrt{\alpha ^{}}}{R}}.`$ (4)
In what follows we use the notation $`M_{}^2`$ for $`\alpha ^{}`$. The mass scale $`M_{}`$ represents the fundamental scale of the theory. With this notation the self-dual point with respect to the $`T`$-duality is given by
$$R=M_{}^1.$$
(5)
At this point we have $`\stackrel{~}{g}_{\mathrm{st}}=g_{\mathrm{st}}`$.
The first ansatz is that the universe started from the above self-dual point with respect to both the $`S`$-duality and the $`T`$-duality, at which all dimensions are compact and their size and shape are appropriately quantized. The second ansatz is that some portion of the maximal symmetry was spontaneously broken due to some unknown dynamics and that the universe was shifted from the self-dual point. Depending upon the shifted location of the vacuum in the moduli space, we have various types of the higher-dimensional theory. The five known ten-dimensional superstring theories correspond to different types of the decompactification of ten dimensions. The true vacuum results from the decompactification of only the four space-time dimensions; that is, in the true vacuum, only four dimensions began expanding, and their sizes are approximately $`1.2\times 10^{10}`$ light-yr. As for the other dimensions it is assumed that the universe remains in the vicinity of the self-dual point. In the context of the non-perturbative dynamics one should not ask why extra dimensions are compactified, but instead why the four space-time dimensions are decompactified.
The situation after the Big Bang is described by the four-dimensional effective theory. The size and shape of the compact space can be expressed in terms of the moduli fields $`T_i`$ in the effective theory. In fact, the vacuum expectation values (VEVs) of these fields are related to the sizes of the compact space along different directions. The moduli fields $`T_i`$ carry the charges of the family symmetry. As is well known, in nature the family symmetry is broken. For instance, since Yukawa couplings have hierarchical family structure, it is obvious that the family symmetry is broken in Yukawa couplings. Therefore, the moduli fields $`T_i`$, which have different quantum numbers of the family symmetry, do not necessarily have the same VEV. This means that the universe now be shifted from the self-dual point with respect to the $`T`$-duality for extra dimensions and that the sizes of the compact space may differ, depending on the directions. The second ansatz mentioned above is that the universe resides in the region of the moduli space as
$$g_{\mathrm{st}}=O(1)\mathrm{and}RM_{}=O(1).$$
(6)
In the next section, by assuming $`g_{\mathrm{st}}1`$, we explore unification solutions consistent with Eq. (6).
Based on the above ansatze we explore new types of unification in which different types of D-branes possibly coexist. On the other hand, in Ref. the coexistence of different types of D-branes has not been taken into account. Hence the discussion in Ref. does not mention the possibility that the standard model is embedded separately into different types of D-branes.
## 3 New types of the coupling unification
The unification of gauge couplings and the gravitational coupling is properly realized in the framework of the higher-dimensional theory. The scales which appear in the four-dimensional effective theory do not necessarily represent the fundamental scale by itself. This implies that there possibly exist new types of the coupling unification that are realized in the framework of the higher-dimensional theory but not in the four-dimensional effective theory. To be specific, we take the Type IIB orientifold formulation, which corresponds to the Type I string theory. The bosonic part of the ten-dimensional action for the Type IIB orientifold is
$$S_{10}=\frac{d^{10}x}{(2\pi )^7}\sqrt{g}\left(\frac{M_{}^8}{g_{\mathrm{st}}^2}R+\frac{M_{}^6}{g_{\mathrm{st}}}\frac{1}{4}F_{(9)}^2+\mathrm{}\right),$$
(7)
where $`F_{(9)}`$ refers to the gauge field coming from the 32 9-branes. Generally, when the six-dimensional compact space is moded out by the discrete subgroup of $`SO(6)`$, the anomaly of R-R charges emerges. The consistency of the theory requires the cancellation of the anomaly, and then D-branes with various configurations should be added. This type of string vacuum is expected to be dual to a non-perturbative heterotic vacuum. In this case the gravity lives in the ten-dimensional bulk. On the other hand, the gauge groups live in the world volume of D$`p`$-branes with $`p=3,5,7`$ and $`9`$. Several authors have constructed four-dimensional $`Z_N`$ and $`Z_N\times Z_M`$ orientifolds with different configurations of 5-branes, 7-branes and 9-branes. D-brane configurations are contrained strongly, depending on the orientifold group. If both D$`p`$-branes and D$`q`$-branes appear in the theory, the condition
$$pq0,\mathrm{mod}4$$
(8)
should be satisfied in order to preserve $`N=1`$ SUSY in the four-dimensional effective theory. In this paper we do not discuss the dependence of the D-brane configuration on the orientifold group. Instead, we study unification solutions from the phenomenological point of view on the supposition of some appropriate D-brane configurations. After dimensional reduction down to four dimensions, we obtain the bosonic part of the action,
$$S_4=\frac{d^4x}{2\pi }\sqrt{g}\left(\frac{M_{}^8V_6}{g_{\mathrm{st}}^2(2\pi )^6}R+\underset{p=3}{\overset{9}{}}\frac{M_{}^{p3}V_{p3}}{g_{\mathrm{st}}(2\pi )^{p3}}\frac{1}{4}F_{(p)}^2+\mathrm{}\right),$$
(9)
where the second terms represent the contribution of different D$`p`$-branes with $`p=3,5,7`$ and $`9`$ and $`V_{p3}`$ is the $`(p3)`$-dimensional volume occupied by the D$`p`$-brane in the compact space.
The new concept of D-branes opened up diverse paths of connecting the higher-dimensional underlying theory with low energy physics. Let us explore new types of the unification which are not contained in perturbative string theories. It is desirable for us to obtain unification solutions without fine-tuning. We consider two cases, one in which the standard model is embedded into a single type of branes and one in which it is not.
Case 1
In this case the standard model is embedded into a single type of branes and then four-dimensional gauge couplings meet at a certain scale ($`M_{\mathrm{GUT}}`$). Therefore, this type of gauge unification is similar to conventional unification. From Eq. (9) we have the relations
$`M_{\mathrm{Pl}}^2`$ $`=`$ $`8g_{\mathrm{st}}^2{\displaystyle \frac{V_6}{(2\pi )^6}}M_{}^8,`$ (10)
$`\alpha _G^1`$ $`=`$ $`2g_{\mathrm{st}}^1{\displaystyle \frac{V_{p3}}{(2\pi )^{p3}}}M_{}^{p3}.`$ (11)
Since the vacuum considered here is on the border of the perturbative region of the moduli space, these relations may be subject to radiative corrections. However, since the assumed maximal symmetry of the underlying theory implies that massive spectra have $`N=4`$ SUSY structure, it is expected that the tree-level relations are applicable even in the non-perturbative region of the moduli space.
For simplicity, for the moment we neglect the difference of the sizes along various directions in the compact space. In such a case, the $`(p3)`$-dimensional volume can be simply expressed as
$$V_{p3}=(2\pi R)^{p3}.$$
(12)
By taking $`g_{\mathrm{st}}1`$ and $`\alpha _G^124`$ as inputs, we obtain
$`(RM_{})^{p3}12,`$ (13)
$`R^1{\displaystyle \frac{1}{2\sqrt{2}}}(12)^{4/(p3)}M_{\mathrm{Pl}}.`$ (14)
Furthermore, when the perturbative unification of the gauge couplings is realized at the scale $`M_{\mathrm{GUT}}2\times 10^{16}`$ GeV as in the MSSM, it is natural for $`R^1`$ to be identified as $`M_{\mathrm{GUT}}`$. If this is the case, Eq. (14) holds only for
$$p=5,$$
(15)
and we have
$$RM_{}3.5,M_{}7\times 10^{16}\mathrm{GeV}.$$
(16)
This solution implies that the standard model gauge group lives in the world-volume of 5-branes and that the size of the compact space is $`O(1)`$ in $`M_{}^1`$ units. The Planck scale $`M_{\mathrm{Pl}}`$ is larger than $`M_{}`$ by about two orders of magnitude. This is attributable to the difference between the dimensions of the branes. Recently, proton stability has been restudied in SUSY-GUT models. In these studies it was found that colored Higgs masses should be larger than $`M_{\mathrm{GUT}}2\times 10^{16}`$ GeV. This suggests that the perturbative unification of gauge couplings at $`M_{\mathrm{GUT}}2\times 10^{16}`$ GeV, such as in the MSSM, may be accidental. On the supposition that the unification bears no resemblance to the conventional one, we proceed to study the second case.
Case 2
In this case the standard model is not embedded into a single type of brane. More concretely, we consider the case in which two gauge groups are not unified in the four-dimensional effective theory. The gauge group $`G`$ at the unification scale is written as
$$G=G_p\times G_q.$$
(17)
The gauge group $`G_p`$ $`(G_q)`$ lives in the world-volume of the $`p`$ $`(q)`$-brane. Similarly to the previous case, we have the relations
$`M_{\mathrm{Pl}}^2`$ $`=`$ $`8g_{\mathrm{st}}^2{\displaystyle \frac{V_6}{(2\pi )^6}}M_{}^8,`$ (18)
$`\alpha _p^1`$ $`=`$ $`2g_{\mathrm{st}}^1{\displaystyle \frac{V_{p3}}{(2\pi )^{p3}}}M_{}^{p3},`$ (19)
$`\alpha _q^1`$ $`=`$ $`2g_{\mathrm{st}}^1{\displaystyle \frac{V_{q3}}{(2\pi )^{q3}}}M_{}^{q3}.`$ (20)
As mentioned above, we require the condition
$$pq0,\mathrm{mod}4.$$
(21)
If both $`\alpha _p^1`$ and $`\alpha _q^1`$ are larger than $`2g_{\mathrm{st}}^1`$, then $`p,q3`$. Therefore, if we assume $`pq`$, the solutions become
$$(p,q)=(9,5),(5,9).$$
(22)
Note that the 9-brane and 5-brane can be interchanged by a $`T`$-duality transformation with respect to four dimensions in the six-dimensional compact space. Thus, if the vacuum is self-dual with respect to this $`T`$-duality, then $`G_p=G_q`$ should be satisfied. Conversely, if $`G_pG_q`$, the vacuum is not self-dual with respect to the $`T`$-duality. If $`p=q`$, we have $`p=q=5,7`$. Although the dimensions of the two branes are the same in these cases, the brane configurations should be different. In this paper we do not discuss these cases.
Here we take up a phenomenologically viable string model with the gauge group $`SU(6)\times SU(2)_R`$, which can explain the hierarchical pattern of quark-lepton masses and mixings systematically. The gauge groups $`SU(3)_c`$ and $`SU(2)_L`$ in the standard model are included in this $`SU(6)`$, but $`U(1)_Y`$ is not. In spite of such attractive results of this model, we had not been successful in obtaining the perturbative unification of gauge couplings. As a matter of fact, the analysis in Ref. shows that the numerical values of the gauge couplings are
$$\alpha (SU(6))^116,\alpha (SU(2)_R)^110$$
(23)
at the scale $`(0.51)\times 10^{18}`$ GeV. Let us apply these results to the present framework with $`g_{\mathrm{st}}1`$. By taking $`G_p=SU(6)`$, $`G_q=SU(2)_R`$ and $`(p,q)=(9,5)`$, we obtain
$`M_{\mathrm{Pl}}^2`$ $``$ $`8{\displaystyle \frac{V_6}{(2\pi )^6}}M_{}^8,`$ (24)
$`16`$ $``$ $`2{\displaystyle \frac{V_6}{(2\pi )^6}}M_{}^6,`$ (25)
$`10`$ $``$ $`2{\displaystyle \frac{V_2}{(2\pi )^2}}M_{}^2.`$ (26)
The geometrical average of the size of the two extra dimensions on which the 5-brane lives is given by
$$R_2=\frac{1}{2\pi }\sqrt{V_2}2.2\times M_{}^1.$$
(27)
The geometrically averaged size of the four extra dimensions perpendicular to the 5-brane becomes
$$R_4=\frac{1}{2\pi }\left(\frac{V_6}{V_2}\right)^{1/4}1.1\times M_{}^1.$$
(28)
In this case the fundamental scale is
$$M_{}1.5\times 10^{18}\mathrm{GeV}.$$
(29)
The value $`R_2^10.7\times 10^{18}`$ GeV is consistent with the result in Ref.. It should be noted that in the present solution the sizes of the six-dimensional compact space ($`R_2`$ and $`R_4`$) is $`O(1)`$ in $`M_{}^1`$ units. In the narrow energy region ranging from $`R_2^1`$($`R_4^1`$) to $`M_{}`$ we have the contributions of KK-modes in the $`R_2`$($`R_4`$)-direction. In the energy region below $`R_2^1`$, we can neglect the contributions of the KK-modes and the winding modes and obtain a four-dimensional effective theory. Furthermore, when $`(p,q)=(5,9)`$, we obtain
$`R_2`$ $``$ $`2.8\times M_{}^1,`$ (30)
$`R_4`$ $``$ $`0.9\times M_{}^1,`$ (31)
$`M_{}`$ $``$ $`1.9\times 10^{18}\mathrm{GeV}.`$ (32)
## 4 Summary and discussion
In this paper we have made some hypotheses regarding the higher-dimensional underlying theory. The first is that the underlying theory has the maximal symmetry allowed in its own theoretical framework. This implies that the universe starts from the self-dual point with respect to both the $`S`$-duality and the $`T`$-duality, at which all dimensions are compact. The second is that, due to some dynamics, the decompactification occurs for the four space-time dimensions and that the true vacuum remains in the vicinity of the self-dual point for extra dimensions. The unification of gauge couplings and the gravitational coupling is realized properly in the framework of the higher-dimensional theory with strings and D-branes. We explored new types of unification solutions which are not contained in perturbative string theories. If the standard model is embedded in a single type of D-brane, four-dimensional gauge couplings meet at a certain scale. On the other hand, if the standard model is not embedded in a single type of brane, we have new solutions of the coupling unification in which the four-dimensional gauge coulpings do not join at a certain scale. Based on our hypotheses we studied phenomenologically viable solutions of the unification with
$$g_{\mathrm{st}}1\mathrm{and}RM_{}=O(1).$$
(33)
It should be emphasized that in solutions of this type, as far as extra dimensions are concerned, we are free from the fine-tuning problem. In the $`SU(6)\times SU(2)_R`$ string model, if the $`SU(6)`$ gauge group lives in the world-volume of 9-branes and the $`SU(2)_R`$ in the world-volume of 5-branes, or vice versa, we find such unification solutions in the vicinity of the self-dual point in the moduli space. In this paper we did not discuss the dependence of the D-brane configuration on the orientifold group. A study of this subject will be made elsewhere.
In this study we concentrated on the gauge group and gauge couplings. It is also important to determine what types of charged matter chiral superfields appear in the four-dimensional effective theory, depending on the brane configuration in the vacuum. In the $`SU(6)\times SU(2)_R`$ string model, in which 9-branes coexist with 5-branes, we have three types of charged matter superfields. In the Type I formulation, they are (i) open strings starting and ending on 9-branes, (ii) open strings starting on 9-branes and ending on 5-branes, and (iii) open strings starting and ending on 5-branes. When the gauge groups $`G_9`$ and $`G_5`$ on 9-branes and 5-branes correspond to the $`SU(6)`$ and $`SU(2)_R`$, respectively, the type (ii) strings transform as the bifundamental representation of the $`SU(6)\times SU(2)_R`$, which is denoted $`(\mathrm{𝟔}^{},\mathrm{𝟐})`$. On the other hand, the type (i) ((iii)) strings are singlet under the $`SU(2)_R`$ ($`SU(6)`$) but are expressed as second rank tensors under the $`SU(6)`$ ($`SU(2)_R`$). In the Type I formulation it can be shown that these second rank tensors are antisymmetric. This results from the massless conditions, which can be expressed in terms of the inner products between the root vectors and shift vectors. Thus, the strings starting and ending on 9-branes (5-branes) transform as $`(\mathrm{𝟏𝟓},\mathrm{𝟏})`$ ($`(\mathrm{𝟏},\mathrm{𝟏})`$) under the $`SU(6)\times SU(2)_R`$. Therefore, the charged matter chiral superfields become $`(\mathrm{𝟏𝟓},\mathrm{𝟏})`$ and $`(\mathrm{𝟔}^{},\mathrm{𝟐})`$, which compose a fundamental representation 27 of $`E_6`$. Further, the $`SU(6)`$ gauge anomaly is cancelled within one set of the open strings. The present model has the same charged matter content as the perturbative heterotic string model. This result implies that the phenomenological analyses in Ref. are applicable in the non-perturbative region of the moduli space.
At present it seems that there are a large number of possible paths for connecting the underlying theory with the standard model. In order to explore a realistic scenario, we need to solve many important problems on the basis of the brane picture. New perspectives in string phenomenology will open from further developments in the underlying theory.
## Acknowledgements
The authors would like to thank Dr. Y. Imamura for valuable discussions. One of the authors (T. M.) is supported in part by a Grant-in-Aid for Scientific Research, Ministry of Education, Science, Sports and Culture, Japan (Nos. 10140209 and 10640256).
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# Untitled Document
IPM SCHOOL ON COSMOLOGY 1999
LARGE SCALE STRUCTURE FORMATION
JANUARY 23 – FEBRUARY 4
KISH UNIVERSITY, KISH ISLAND, IRAN
Forough Nasseri <sup>a,b,</sup><sup>1</sup><sup>1</sup>1e-mail: naseri@netware2.ipm.ac.ir, Ali Nayeri <sup>c,</sup><sup>2</sup><sup>2</sup>2e-mail: ali@iucaa.ernet.in
<sup>a</sup>Department of Physics, Sharif University of Technology, P.O.Box 11365–9161, Tehran, Iran
<sup>b</sup>Institute for Studies in Theoretical Physics and Mathematics, P.O.Box 19395–5531, Tehran, Iran
<sup>c</sup>Inter-University Centre for Astronomy and Astrophysics, Post Bag 4, Ganeshkhind, Pune – 411 007, India
The first IPM School on Cosmology 1999 on “Large Scale Structure Formation”, sponsored by Kish Free Zone Organization, Kish University, ICTP (Italy), UNESCO, Ministry of Culture and Higher Education, Meteorological Organization of Iran, Astronomical Society of Iran, was held at Kish University, from 23 January to 4 February 1999. The school brought together about 20 participants from 12 different countries besides 10 participants from Iran.
The theme of the School pertained to the recent advances made in cosmology, like Big Bang cosmology, dark matter, origins of fluctuations, super–symmetric Inflation, cosmological defects, string cosmology, large scale structure formation, cosmic microwave background radiation (CMBR), observational cosmology and high z–universe, and time variation of $`G`$ and $`\mathrm{\Lambda }`$. These topics were explained by leading lecturers:
Alain Blanchard, Strasbourg, France
Robert Brandenberger, Brown university, USA
Joao Magueijo, IC, London, UK
Thanu Padmanabhan, IUCAA, India
Subir Sarkar, Oxford, UK
Matias Zaldarriaga, IAS, Princeton, USA.
Morning lectures were followed by exhaustive evening tutorials and comments besides some seminars presented by: N. Afshordi, S. Arbabi, S. Engineer, S. Khakshornia, J. Liske, M. Moniez, F. Nasseri, A. Nayeri, S. Pireaux, S. Rahvar.
In addition, there were public lectures by Prof. T. Padmanabhan on “Voyage to the Universe” and by Prof. R. H. Brandenberger on “Structure Formation of the Universe”. A public observation programme was done by S. Arbabi, S. Ghassemi and M. Moniez at Hour cottage. In Sadaf girl’s high-school a public lecture about astronomy was delivered by A. Nayeri. The successful conduct of the school was mainly due to the active cooperation of the leading lecturers which is gratefully acknowledged. The next IPM School on Cosmology will be held in 2002 on “High z-Universe and CMBR”.
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# ON THE HEAVY RELIC NEUTRINO - GALACTIC GAMMA HALO CONNECTION
## 1 Introduction
The recent observations of EGRET telescope show a diffuse $`\gamma `$ \- ray emission in the halo of our galaxy . Actually models trying to explain a gamma halo range between
a) a high galactic latitude distribution of high energy cosmic ray sources (fast running pulsar ”Geminga” like) ,
b) collisions of high energy protons (tens of GeV) in molecular clouds (mostly $`H_2`$), whose formation is favored in galactic halos ,
c) a cold dark matter scenario with neutralino, the lightest supersymmetric particle in the minimal SUSY model, whose annihilations in heavy fermions ($`c\overline{c},b\overline{b},t\overline{t}`$) and bosons ($`W^+W^{},ZZ,gg`$) could lead to gamma secondaries emission ,
d) Inverse Compton Scattering (ICS) of interstellar photons off cosmic ray electrons with a spectra harder than previous predictions .
A heavy Dirac neutrino of a fourth generation in a Cold Dark Matter (CDM) model, at masses $`m_N>M_Z/2`$, may offer an elegant solution to the gamma ray signal detected, though it can not solve all the dark matter problem in the halo.
Neutrino annihilations at high galactic latitude could produce
1) $`\gamma `$ rays by ICS of relativistic electrons (primaries or as secondary decay products of heavier leptons in the annihilation chains $`N\overline{N}l^+l^{}e^+e^{}`$) onto thermal photons ($`IR`$, $`optical`$) near and above the galactic plane,
2) direct gammas by neutral secondary pions decay.
The estimated flux we derived here is roughly close to EGRET results in the hypothesis of a smooth and homogeneous galactic halo.
## 2 The heavy neutrino model
LEP I has fixed sever constrains on the number of ”light” ($`m_\nu M_Z/2`$) neutrino families from Z width data. However there is no experimental prohibition on the existence of an additional heavy neutral lepton with mass $`M_N>M_Z/2`$. Such a heavy stable neutrino belonging to a fourth fermion family was introduced nearly 20 years ago as a CDM candidate ,. An apparently simple fourth generation model is not so easy to build. Anyway models predicting a fourth heavy stable neutrino can be found in ,,. In an expanding universe scenario heavy neutrinos decouple from a thermal equilibrium condition when global temperature drops below their rest mass energy ($`T<m_N`$) and weak interactions become too slow to keep neutrinos in equilibrium with the cosmological fluid. From this moment the only change in neutrino density is due to cosmic expansion. The relic abundance is given by
$$n_N\frac{2\times 10^{18}}{g_{}^{1/2}M_pm_N(\overline{\sigma \beta })_f}\left[40+\mathrm{ln}\left(\frac{g_s}{g_{}^{1/2}}M_pm_N(\overline{\sigma \beta })_f\right)\right]n_\gamma (T)$$
(1)
where $`g^{}=N_{bos}+\frac{7}{8}N_{ferm}`$ is the number of effective degrees of freedom at temperature T, $`g_s`$ is the number of particle spin states $`M_p`$ is the proton mass, $`(\overline{\sigma \beta })_f`$ is the thermally averaged annihilation cross section at freeze out, $`n_\gamma =0.24T^3`$ is the cosmic photon number density.
Annihilations of heavy neutrinos in the universe happen through two main channels
channel 1) $`N\overline{N}f\overline{f}`$ if $`M_Z/2<m_N<m_W`$
where the cross section decreases as $`4m_N^2/(4m_N^2M_Z^2)^2`$ for growing $`m_N`$
channel 2) $`N\overline{N}W^+W^{}`$ if $`m_N>m_W`$
with a cross section growing like $`m_N^2`$ for increasing $`m_N`$ .
As $`\rho _N\sigma ^1`$, neutrino relic density exhibits a maximum (with $`\rho _{max}/\rho _c10^2h^2`$) near $`m_NM_W`$ and then starts to decrease as $`m_N^2`$ in the mass range $`m_N>m_W`$, without reaching the critical value $`\mathrm{\Omega }=1`$, at least in the mass range where Standard Model may be applied ($`m_N<1TeV`$).
Clustering during galactic structure formation determine an increase in neutrino density ,, that in the central part of the galaxy could be as large as 5 $`÷`$ 7 orders of magnitude (the exact value depends on the other CDM, HDM densities and masses) .
A spherical halo around our galaxy made of heavy neutrinos is the model proposed in order to explain $`\gamma `$ emission observed at high galactic latitude. In a galactic halo, neutrinos with a higher density distribution could annihilate again leading to a flux of ordinary particles beyond the galactic plane, potential sources of high energy radiation.
Constrains on neutrino mass come either from cosmological data (not too high pollution of $`e^+e^{}`$ cosmic rays is observed in the range $`M_Z<m_N<300GeV`$ ) or DAMA detector, where recent signals could be attributed to heavy neutrino in the mass window $`45GeV<m_N<50GeV`$.
## 3 Neutrino annihilation products as gamma ray source
### 3.1 Relativistic electron pairs: ICS on the galactic interstellar radiation field(ISRF)
Heavy neutrinos could directly annihilate in relativistic electron pairs (either prompt ones or born through secondary decay processes of heavier particles $`\mu ,\tau `$, as in channel 1 way) . Channel 2 leads to electron pairs through leptonic decay of W ($`N\overline{N}W^+W^{}l^+l^{}`$). Electron pairs may be generated even by W, Z hadronic decay through charged pions and neutrons production.
Electrons and positrons are trapped by galactic magnetic field, and propagating through the Galaxy loose either ”memory” of their ”place of birth” as well as energy for bremsstrahlung, synchrotron or ICS. These processes determine a broadening of different electron ”lines” ($`N\overline{N}l^+l^{}e^+e^{}`$), so that $`e^{}(e^+)`$ spectra (even considering electrons and positrons that come from hadron decays) are at final stages described by the consequent approximated power law $`J=KE^\alpha `$ (where K is a normalization constant). Numerical simulation of $`N\overline{N}`$ annihilation performed with the package PYTHIA 5.7 with suitable modifications to include a fourth generation of fermions, show that such $`N\overline{N}`$ relic electron fluxes are considerably lower than observed neighbor galactic background (in the range of masses $`45GeV<m_N<M_Z`$). Such a cosmic ray input can not be used to confirm or refute heavy neutrino presence in galactic halo.
ICS of ”soft” background photons (isotropic CBR or anisotropic infrared and optical interstellar radiation field) off relativistic electrons created out of the galactic plane is a possible source of radiation. Energies order of magnitude is fixed by the ICS characteristic relation $`E_\gamma =4/3ϵ_{ph}(E_e/m_ec^2)^2`$, where $`ϵ_{ph}`$ is the target photon energy.
We excluded here collisions with microwave photons which would require too large neutrino masses ($`m_N>1TeV`$). No clear theory is still available for such a heavy particle. ICS on IR and optical photons needs respectively $`E_e50GeV`$ and $`E_e10GeV`$, and is more efficient in gamma ray production. The Galaxy is a disk-like radiative source of radius $``$ 15 $`kpc`$, so the interstellar radiation field has a vertical extent of several kpc. We assumed this radiation to be represented by the obvious scaling law
$$n_{ph}(r)=\frac{n_{ph}(0)}{1+r^2/a_\gamma ^2}.$$
(2)
where $`r`$ is the distance from the galactic plane, and $`a_\gamma =10kpc`$ is the characteristic length of interstellar radiation distribution in the Galaxy. Photon density could be considered roughly constant in a region of radius $`a_\gamma `$ .
An electron distribution ($`KE^\alpha `$) interacting by ICS with photons at energy $`ϵ_{ph}`$ and density $`n_{ph}`$ generate radiation whose intensity is
$$J_\gamma (E_\gamma )=\frac{2}{3}Ka_\gamma n_{ph}\sigma _T\left(\frac{\overline{ϵ}_{ph}}{(mc^2)^2}\right)^{(\alpha 1)/2}E_\gamma ^{(\alpha +1)/2}$$
(3)
where $`n_{ph}`$ is the target photon background density, $`\overline{ϵ}_{ph}`$ its average energy and $`\sigma _T`$ is the Thomson cross section.
Gamma intensity has been calculated for $`m_N=45,\mathrm{\hspace{0.17em}50},\mathrm{\hspace{0.17em}100},\mathrm{\hspace{0.17em}300}GeV`$. The largest flux has been obtained for ICS on optical photons.
For $`m_N=50GeV`$ the calculated flux is
$$\frac{dN_\gamma }{dSdtd\mathrm{\Omega }dE_\gamma }210^7A(\psi )\left(\frac{E_\gamma }{GeV}\right)^{1.55}\left(\frac{a_\gamma }{10kpc}\right)cm^2s^1sr^1GeV^1$$
(4)
and for $`m_N=100GeV`$ one finds
$$\frac{dN_\gamma }{dSdtd\mathrm{\Omega }dE_\gamma }310^7A(\psi )\left(\frac{E_\gamma }{GeV}\right)^{1.5}\left(\frac{a_\gamma }{10kpc}\right)cm^2s^1sr^1GeV^1.$$
(5)
$`A(\psi )`$ is the adimensional integral of interstellar photon density along the line of sight L, defined by the angular coordinate $`\psi `$ (angle between L and the direction of the galactic centre). $`A(\psi )`$ is of few unities and corresponds to
$$A(\psi )=\frac{1}{a_\gamma }_{lineofsight}\frac{dr(\psi )}{(1+r(\psi )^2/a_\gamma ^2)}$$
(6)
Gamma intensity due to infrared background is less abundant than optical photons as a consequence of the spectral power law $`E^\alpha `$.
Assuming an average $`N\overline{N}`$ clustering $`\rho _N^{gal}/\rho _N^{cosm}=10^6`$, the flux obtained for two values of $`m_N`$
1)$`\mathrm{\Phi }_\gamma (E>1GeV)410^7A(\psi )\left(\frac{a_\gamma }{10kpc}\right)cm^2s^1sr^1`$, ($`m_N50GeV`$),
2)$`\mathrm{\Phi }_\gamma (E>1GeV)610^7A(\psi )\left(\frac{a_\gamma }{10kpc}\right)cm^2s^1sr^1`$ ($`m_N100GeV`$),
is comparable with EGRET observations:
$`\mathrm{\Phi }_\gamma (E>1GeV)810^7cm^2s^1sr^1`$.
Additional tests of this model could be obtained with the nearly detectable signal of hundreds KeV radiation in the halo with flux $`J_\gamma 10^2cm^2s^1sr^1`$ at peak energy $`E_\gamma 300keV`$ as well as a flux $`J_X0.3cm^2s^1sr^1`$ at $`E_X3KeV`$ due to ICS of tens of $`GeV`$ and $`GeV`$ electrons with CBR. An addtional parassite radio background arises at high galactic latitudes due to synchrotron losses of the same electrons at $`E_e10GeV`$, with typical density flux
$$J_{sync}510^4\left(\frac{B}{1\mu G}\right)\left(\frac{\gamma }{210^4}\right)^2\left(\frac{U_{rad}}{0.2eVcm^3}\right)^1Jy.$$
(7)
and average frequency
$$\nu =\gamma ^2\left(\frac{eB}{2\pi m_e}\right)1GHz\left(\frac{B}{1\mu G}\right)\left(\frac{\gamma }{210^4}\right)^2$$
(8)
where we used as characteristic scale for the magnetic field B = 1 $`\mu G`$,and as optical background energy density $`U_{rad}=0.2eVcm^3`$.
### 3.2 Annihilations in gamma photons
Gamma radiation could also be produced in neutrino annihilations due to neutral pions secondaries in Z, W hadronic decay. This kind of emission does not need to introduce any kind of radiative background and is directly related to neutrino distribution in the halo.
Photon flux is described by the following expression:
$$J_\gamma =\frac{1}{4\pi m_N^2}\underset{i}{}\sigma _iv\frac{dN^i}{dE}_{lineofsight}\rho ^2(r)𝑑r(\psi )$$
(9)
where $`\psi `$ is the angle between the line of sight and the galactic center, $`\rho (r)`$ is heavy neutrino density as a function of galactocentric radius, and $`_i\sigma _iv\frac{dN^i}{dE}`$ counts all possible final photon channels ($`\frac{dN^i}{dE}`$) which could contribute to gamma photons emission. The integral of neutrino density along the line of sight L depends on the halo model chosen for dark matter distribution, which is generally described as
$$\rho (r)\frac{1}{(\frac{r}{a})^\gamma [1+(\frac{r}{a})^\alpha ]^{(\beta \gamma )/\alpha }}$$
(10)
The simplest density profile is described by an isothermal sphere with $`\alpha =2,\beta =0,\gamma =0`$) and length scale $`a10kpc`$.
In the spherical model the square density integral leads to an adimensional intensity $`I(\psi )`$
$$I(\psi )=\frac{1}{(1+(r/a)^2)^2}𝑑r(\psi )/a;$$
this intensity has a characteristic behaviour which is maximum in the direction of the galactic center ($`\psi =0`$), and then decreases for $`0<\psi <\pi `$, but it doesn’t vary more than a factor ten with the angular coordinate.
At high latitudes $`I(\psi )`$ is generally of order unity.
Models with a singular behaviour towards the galactic center or which postulate a clumpy distribution of dark matter could contribute to enhance the total gamma flux in the halo, but we shall neglect them here.
Monte Carlo simulations of neutrino annihilations have been also used to compare EGRET flux, showing that it is possible to extrapolate a power law for gamma spectrum.
An approximated integral flux for $`m_N=50GeV`$ and $`a10kpc`$ is roughly
$$\mathrm{\Phi }_\gamma >610^7I(\psi )cm^2s^1sr^1,$$
(11)
while for $`m_N=100GeV`$ at $`a10kpc`$
$$\mathrm{\Phi }_\gamma >410^7I(\psi )cm^2s^1sr^1,$$
(12)
In conclusion there are at least two independent processes able to solve the puzzle of a GeV gamma halo by the role of a cosmic relic DM made of fourth generation heavy neutrinos. The neutrino masse are constrained into a narrow energy window ($`45GeV<m_N<60GeV`$), in order to combine at once the DAMA data and the other underground detector. This reality will be soon confirmed or excluded by LEP II search for $`e^{}e^+N\overline{N}\gamma `$ events in this energy band.
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# 1 Relevant Feynman diagrams contributing at lowest order to the process 𝑒⁺₁𝑒⁻₂→𝐻₃𝑡₄𝑡̄₅. An internal wavy line represents a 𝛾 (graphs 1, 3) or a 𝑍 (graphs 2, 4, 5).
RAL-TR-1999-009
January 1999
The process $`e^+e^{}Ht\overline{t}`$ and its backgrounds
at future electron-positron colliders<sup>1</sup><sup>1</sup>1Work supported by the UK PPARC. $``$ Electronic mail: moretti@v2.rl.ac.uk.
S. Moretti
Rutherford Appleton Laboratory,
Chilton, Didcot, Oxon OX11 0QX, UK.
## Abstract
The process $`e^+e^{}Ht\overline{t}`$ can be used at the Next Linear Collider to measure the Higgs-top Yukawa coupling. In this paper, we compute $`28`$ processes of the form $`e^+e^{}`$ $``$ $`b\overline{b}b\overline{b}W^+W^{}`$ $``$ $`b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}`$ $`q\overline{q}^{}`$, accounting for the Higgs-top-antitop signal as well as several irreducible backgrounds in the semi-leptonic top-antitop decay channel. We restrict ourselves to the case of a light Higgs boson in the range 100 GeV $`\stackrel{<}{}`$ $`M_H`$ $`\stackrel{<}{}`$ 140 GeV. We use helicity amplitude techniques to compute exactly such processes at tree level in the framework of the Standard Model. Total rates and differential spectra of phenomenological interest are given and discussed.
At the Next Linear Collider (NLC), running with a centre-of-mass (CM) energy of $`\sqrt{s}=500`$ GeV , the Higgs boson of the Standard Model (SM) can be produced in association with top-antitop pairs , through the process $`e^+e^{}Ht\overline{t}`$, which proceeds via the diagrams displayed in Fig. 1. That is, the scalar particle can be radiated either from the top quark pair or from a virtual $`Z`$ boson. In the latter case, it is the neutral gauge vector to eventually produce the heavy quark pair. Clearly, given the actual value of the top mass, $`m_t175`$ GeV, between the two sets of graphs, it is the first one which dominates. On the one hand, the $`Z^{}t\overline{t}`$ decay occurs far off the mass-shell of the $`Z`$ boson. On the other hand, the large Yukawa coupling exceeds the strength of the $`HZZ`$ vertex. Indeed, it is the possibility of measuring such Yukawa interaction that renders associated production of Higgs bosons and top (anti)quarks phenomenologically interesting at the NLC .
From the above values of $`\sqrt{s}`$ and $`m_t`$, it follows that only Higgs scalars with mass $`M_H`$ up to 140 GeV or so can be produced, because of the kinematical limit imposed by the difference $`\sqrt{s}2m_t`$. For such values of $`M_H`$, the dominant Higgs decay mode is $`Hb\overline{b}`$, this being overtaken by the off-shell decay into two $`W^\pm `$’s, i.e., $`HW^+W^{}`$, only for $`M_H\stackrel{>}{}130140`$ GeV, see Fig. 1 of Ref. . However, these Higgs masses are extremely close to the kinematical limit of the $`Ht\overline{t}`$ intermediate state, so that the production cross section of the latter is very small . Furthermore, notice that in order to reconstruct the Higgs mass one would require a fully hadronic decay of the $`W^+W^{}`$ pairs produced in the Higgs decay, this leading to a signature with at least eight jets in the final state. In fact, at least one top quark would be required to decay into jets, in order to exploit the reconstruction of its mass to reduce various QCD backgrounds. In other terms, the search for $`HW^+W^{}`$ decays from $`e^+e^{}Ht\overline{t}`$ would be of difficult experimental use, considering the reduced number of events, the rather chaotic topology and the problem that the latter generates, because of the combinatorics, while attempting to disentangle the $`H`$ and $`t`$ resonances. In the end, one would be much better off to rely on the two-body mode $`Hb\overline{b}`$ over the entire $`M_H`$ range allowed by Higgs-top-antitop intermediate states at $`\sqrt{s}=500`$ GeV.
As for $`t\overline{t}`$ decays, one would most likely exploit the semi-leptonic channel, i.e., $`t\overline{t}b\overline{b}W^+W^{}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}`$ $`q\overline{q}^{}`$, where $`\mathrm{}`$ and $`\nu `$ represent a lepton at high transverse momentum (to be used for triggering purposes) and its companion neutrino and $`q\overline{q}^{}`$ refers to the two possible combinations of light quark pairs and their charge conjugated channels (neglecting Cabibbo-Kobayashi-Maskawa mixing effects). This is the decay signature we will concentrate on. As a matter of fact, such a choice is not restrictive, in the sense that the latter is to date the experimentally preferred channel in searching for $`t\overline{t}b\overline{b}W^+W^{}`$ events .
If one does assume such Higgs and top decay modes, then signal events can be searched for in data samples made up by four $`b`$ quark jets, two light quark jets, a lepton and a neutrino. In other terms, a ‘$`4b+2\mathrm{jets}+\mathrm{}^\pm +E_{\mathrm{miss}}`$’ signal, assuming the four heavy quark jets to be recognised as such thanks to the $`\mu `$-vertex devices of the NLC, with $`\mathrm{}=e,\mu ,\tau `$<sup>2</sup><sup>2</sup>2We include $`\tau `$’s to enhance the signal rate, assuming that they are distinguishable from quark jets. and where the missing energy, $`E_{\mathrm{miss}}`$, originates from the neutrino escaping detection.
Though the calculation of the on-shell production $`e^+e^{}Ht\overline{t}`$ has been tackled long ago , that of the complete $`28`$ body reaction, without any factorisation of production and decay processes, has never been attempted before. Not surprisingly so, as even in presence of only five diagrams, both the large number of particles in the final state and the complicate resonant structure of the latter impose non-trivial problems to the matrix element (ME) calculation and to its integration over the phase space, respectively. Things become even more involved if one starts including (irreducible) backgrounds in the calculation, as needed in order to realistically simulate phenomenological studies. For example, if one restricts oneself to all those channels that proceed through an intermediate $`Hb\overline{b}W^+W^{}`$ stage, then the full gauge invariant set (including Higgs bosons produced via other graphs than those in Fig. 1) counts 350 tree-level diagrams.
One of the main irreducible backgrounds to the Higgs-top-antitop signal at the NLC is the scattering $`e^+e^{}Zt\overline{t}`$ , if one considers that the two processes have comparable production cross sections and that the $`Z`$ boson decays into $`b\overline{b}`$ pairs some 15% of the times. Even though the difference between $`M_H`$ and $`M_Z`$ is always larger than 10 GeV (assuming a late 100 GeV bound on the former from the all of LEP2 data ) and the width of the Higgs boson is very narrow (about ten MeV at the most for masses up to 140 GeV, see Fig. 2 of Ref. ), one should recall both the large value of that of the $`Z`$ boson, $`\mathrm{\Gamma }_Z2.5`$ GeV, the finite efficiency of the detectors in reconstructing jet energies and directions (to say the least, yielding a resolution of some 5 GeV in invariant mass) and the mis-assignment problems arising when pairing the four $`b`$ jets in the final state in the attempt to recognise resonances in the $`b\overline{b}`$ decay channel. Thus, it is inevitable to conclude that $`Zt\overline{t}`$ events will represent a serious noise. On-shell $`Z`$-top-antitop production proceeds at tree-level through the nine graphs of Fig. 2. If one however considers, on the same footing as was done for Higgs production, all the gauge invariant set of amplitudes producing $`Zb\overline{b}W^+W^{}`$ intermediate states, followed by $`Zb\overline{b}`$, then the number of graphs involved is 546. (Notice that several of the production channels described by the latter do involve Higgs bosons, some of which decay into $`b\overline{b}`$ pairs.)
In addition, one should also consider $`e^+e^{}gb\overline{b}W^+W^{}`$ intermediate states, where $`g`$ represents a gluon eventually yielding $`b\overline{b}`$ pairs. Although none of $`b\overline{b}`$ invariant masses has in this case the tendency of being produced around $`M_H`$ (in particular, the one induced by the $`g`$ splitting logarithmically increases at very low mass values, because of the infrared singularity of QCD, only regulated by the $`b`$ mass, $`m_b`$), such mechanisms proceed through strong interactions, so that their production rates could well be comparable to those of the signal<sup>3</sup><sup>3</sup>3For opposite reasons, one can avoid studying $`e^+e^{}\gamma b\overline{b}W^+W^{}`$ reactions, with the photon splitting into $`b\overline{b}`$ pairs.. In fact, because of the mis-pairings of $`b`$ quarks, large tails in the $`b\overline{b}`$ invariant mass distributions could arise, despite of the softness and collinearity of two of the heavy quarks. The dominant background contribution from these mechanisms would come from $`e^+e^{}gt\overline{t}`$ events , with the gluon radiated before the (anti)top decays take place. There are four tree-level diagrams associated with this $`23`$ process, see Fig. 3. The total number of those yielding $`gb\overline{b}W^+W^{}`$ states is instead 152.
It is the purpose of this letter to compute all such processes and compare the signal rates and distributions to those obtained from the various backgrounds that we have described, in order to assess the chances of genuinely exploiting the Higgs-top-antitop production process in measuring the Higgs-top Yukawa coupling. In this respect, the reader should notice one subtlety. In fact, the mentioned coupling not only appears in the $`e^+e^{}Ht\overline{t}Hb\overline{b}W^+W^{}`$ ‘signal’, but also in several ‘background’ mechanisms, such as in $`e^+e^{}W^\pm W^{}`$ production with one of bosons off-shell, followed by $`W^\pm Ht\overline{b}+H\overline{t}bHb\overline{b}W^\pm `$ and $`e^+e^{}t^{}\overline{b}W^{}`$ production of an off-shell $`t`$ quark, eventually yielding $`t^{}HtHbW^+`$ (plus the charged conjugate case). These can be regarded as ‘single top’ processes, as opposed to the ‘double top’ one, i.e., $`e^+e^{}Ht\overline{t}`$, themselves being proportional to the Higgs-top Yukawa coupling. More correctly then, these two subprocesses should be considered as additional contributions to the, say, ‘Yukawa’ signal, further recalling that they carry one resonant top decay (we are selecting the semi-leptonic channel, thus implicitly assuming that no more than one top mass can in principle be reconstructed).
To compute all signal<sup>4</sup><sup>4</sup>4Note that we calculate the Higgs-top-antitop signal at the leading-order (LO), though we are aware that several higher order corrections (mainly to the on-shell production) are known to date . We do this for consistency, as all the $`28`$ background processes are evaluated here at tree level. and background graphs we have resorted to helicity amplitudes methods. In particular, we have made use of the HELAS subroutines , based on the formalism of Ref. . All the FORTRAN codes produced this way have been tested for gauge invariance satisfactorily, so to give us confidence in our numerical results. Furthermore, the $`28`$ ‘dominant’ (as we shall see below) signal and background processes of the form $`e^+e^{}Xb\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{}`$, with $`X=H,Z`$ and $`g`$, have also been implemented by using the spinor techniques described in Refs. . Wherever the two approaches overlapped, we have seen perfect agreement between the outputs of the two sets of codes.
Numerical results have been produced after integration of the Feynman amplitudes squared over eight-body phase spaces. In order to account accurately for all their components, we have split the MEs of the form $`e^+e^{}Xb\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{}`$ in resonant sub-terms and integrated each of these separately. Only in the end the various integrals were summed up, in order to recover gauge-invariance . The algorithms used to perform the multi-dimensional integrations were VEGAS and, for comparison, RAMBO .
To describe the vector and axial couplings of the gauge bosons to the fermions, we have used $`\mathrm{sin}^2\theta _W=0.2320`$. The strong coupling constant $`\alpha _s`$ entering the QCD processes (i.e., $`X=g`$) has been evaluated at two loops, with $`N_f=4`$ and $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}=230`$ MeV, at a scale equal to the collider CM energy, $`\sqrt{s}=E_{\mathrm{ecm}}=500`$ GeV. The electromagnetic coupling was $`\alpha _{em}=1/128`$. For masses and widths, we have used: $`m_{\mathrm{}}=m_\nu _{\mathrm{}}=m_u=m_d=m_s=m_c=0`$, $`m_b=4.25\mathrm{GeV},m_t=175\mathrm{GeV}`$ (as default), $`M_Z=91.19\mathrm{GeV},\mathrm{\Gamma }_Z=2.50\mathrm{GeV}`$, $`M_W=80.23\mathrm{GeV}`$ and $`\mathrm{\Gamma }_W=2.08\mathrm{GeV}`$. As for the top width $`\mathrm{\Gamma }_t`$, we have used the LO value of 1.5 GeV. Only in one circumstance, in order to study the sensitivity of the signal processes to the Higgs-top Yukawa coupling, we have changed $`m_t`$ by $`\pm 5`$ GeV. The widths corresponding to these two new values are 1.3 and 1.6, for the lower and higher $`m_t`$ figure, respectively.
Concerning the Higgs boson, we have spanned its mass $`M_H`$ over the range 100 to 140 GeV. As for its width, $`\mathrm{\Gamma }_H`$, we have computed it by means of the same program described in Ref. , which uses a running $`b`$ mass in evaluating the $`Hb\overline{b}`$ decay fraction. Thus, for consistency, we have evolved here the value of $`m_b`$ entering the $`Hbb`$ Yukawa coupling of the $`Hb\overline{b}`$ decay current in the same way as then.
Finally, notice that starting from our $`28`$ MEs for $`e^+e^{}Xt\overline{t}b\overline{b}b\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{}`$, in all cases $`X=H,Z`$ and $`g`$, we are able to reproduce (apart from minor spin correlations) the cross sections that one obtains from the $`23`$ ones for $`e^+e^{}Xt\overline{t}`$, times the relevant branching ratios (BRs), by adopting a Narrow Width Approximation (NWA) for the various resonances $`R`$ involved (i.e., $`R=H`$, $`t`$, $`W^\pm `$ and $`Z`$), by rewriting the corresponding (denominator of the) propagators as (for $`\mathrm{\Gamma }\mathrm{\Gamma }_R`$ the standard expression is recovered):
$$\frac{1}{p^2m_R^2+\mathrm{i}m_R\mathrm{\Gamma }}\left(\frac{\mathrm{\Gamma }}{\mathrm{\Gamma }_R}\right)^{1/2},$$
(1)
with $`\mathrm{\Gamma }0`$, this way mimicking a delta distribution, i.e., $`\delta (p^2m_R^2)`$. (In the case $`X=g`$ we had to supplemented the $`23`$ ME for $`e^+e^{}gt\overline{t}`$ with the splitting function for $`gb\overline{b}`$.)
In the following, total and differential rates are those at parton level, as we identify jets with the partons from which they originate. Gaussian smearing effects are simulated. No efficiency to tag four $`b`$ quarks is included.
We start our analysis of the results with a disclaimer: we have not included Initial State Radiation (ISR) in our calculations. We have done so mainly for technical reasons. Simply because we are already dealing with complicated processes requiring delicate integrations, over nineteen dimensions and with a laborious rearrangement of the phase space, to account for the multi-resonant behaviour of hundred of diagrams, that even adding the ISR in the simplest way<sup>5</sup><sup>5</sup>5For example, via the so-called Electron Structure Function (ESF) approach . would prove rather costly in terms of efficiency of the computation. In addition, we would expect ISR to affect rather similarly the various processes of the form $`e^+e^{}Xb\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{}`$. As we are basically interested in relative rates among the latter, we are confident that the basic features of our results are indifferent to the presence or not of photons radiated by the incoming electron-positron beams<sup>6</sup><sup>6</sup>6We also neglect beamsstrahlung and Linac energy spread, by assuming a narrow beam design ..
Fig. 4 presents the production cross sections for the following (sub)processes:
1. firstly, the $`23`$ on-shell ones,
$$e^+e^{}Ht\overline{t},$$
(2)
$$e^+e^{}Zt\overline{t},$$
(3)
$$e^+e^{}gt\overline{t},$$
(4)
as obtained from the diagrams in Fig. 13 multiplied by the BRs and the $`gb\overline{b}`$ splitting function;
2. secondly, the $`28`$ ones which proceed via those above,
$$e^+e^{}Ht\overline{t}Hb\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{},$$
(5)
$$e^+e^{}Zt\overline{t}Zb\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{},$$
(6)
$$e^+e^{}gt\overline{t}gb\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{},$$
(7)
as obtained from the diagrams in Fig. 13 supplemented with the decay currents;
3. thirdly, the $`28`$ ones including also all other diagrams,
$$e^+e^{}b\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{},$$
(8)
$$e^+e^{}Zb\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{},$$
(9)
$$e^+e^{}gb\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{}.$$
(10)
In moving from cases 1. to 2., one can appreciate the onset of spin and width effects, see top of Fig. 4, whereas in comparing 2. and 3. one can disentangle those due to the diagrams not proceeding via $`X`$-top-antitop pairs, see bottom of Fig. 4. It turns out that spin and width effects are sizable only for the Higgs-top-antitop and $`Z`$-top-antitop processes, not for the gluon-top-antitop ones. They are of the order of $`+6\%`$ in $`Zt\overline{t}`$ diagrams, whereas in the case of $`Ht\overline{t}`$ they vary between $`+2.5\%`$ at $`M_H=100`$ GeV and $`15\%`$ at $`M_H=140`$ GeV. For $`gt\overline{t}`$ diagrams they amount to less than $`1\%`$ (hence the overlapping of the two dotted curves in the top frame of Fig. 4). As for effects due to non-$`X`$-top-antitop graphs, things go the other way around. The $`gt\overline{t}`$ rates are hugely increased, by as much as a factor of two, whereas the $`Zt\overline{t}`$ and $`Ht\overline{t}`$ ones never get larger than $`2.3\%`$ and $`4.3\%`$, respectively. The growth of the QCD rates is mainly due to the large amount of gluon radiation (here, eventually yielding $`b\overline{b}`$ pairs) produced in the top quark decays . Note, however, that the latter can easily be controlled by imposing that none of the invariant masses of five particle systems with three heavy and two light quarks (and/or two leptons, if the $`\nu _{\mathrm{}}`$ momentum is reconstructed) reproduces $`m_t`$.
Therefore, by studying the production rates of all reactions (2)–(10), one may remark on two key aspects. On the one hand, the bulk of the cross sections of processes (8)–(10) comes from the $`X`$-top-antitop channels (5)–(7). On the other hand, the QCD process (7) is the dominant one, for any value of $`M_H`$. (That for $`M_H\stackrel{>}{}125`$ GeV or so the $`Zt\overline{t}`$ production rates started exceeding the $`Ht\overline{t}`$ ones was rather trivial to derive .) Whereas the first result was clearly expected, the second one came as somewhat of a surprise. As a consequence, in the reminder of our analysis, we will mainly concentrate on the $`X`$-top-antitop diagrams and study some of their differential spectra that can help disentangling the Higgs diagrams from the $`Z`$ and, especially, the gluon ones. We will do so for the choice $`M_H=130`$ GeV, as representative of the case in which both $`Z`$-top-antitop and gluon-top-antitop backgrounds overwhelm the Higgs-top-antitop signal (see Fig. 4).
As we have already stressed that one of the $`b\overline{b}`$ pairs in the final state would naturally resonate at $`M_H`$, at $`M_Z`$ or logarithmically increase at low mass, for processes (5), (6) and (7), respectively, we start investigating the di-jet mass spectra that can be reconstructed from the four $`b`$ quarks in the ‘$`4b+2\mathrm{jets}+\mathrm{}^\pm +E_{\mathrm{miss}}`$’ signature. Since we do not assume any jet-charge determination of the ($`\mu `$-vertex tagged) $`b`$ jets and consider negligible the mis-tagging of light-quark jets as heavy ones, six such combinations can be built up. We distinguish among these by ordering the four $`b`$ jets in energy (i.e., $`E_1>E_2>E_3>E_4`$), in such a way that the $`2b`$ invariant mass $`m_{ij}`$ refers to the $`ij`$ pair (with $`i<j=2,3,4`$) in which the $`i`$-th and $`j`$-th most energetic particles enter. Having done so, one should expect to see the typical resonant/logarithmic behaviours described above now ‘diluted’ in the various $`ij`$ combinations. This is evident from Fig. 5. There, one can appreciate the resonant shapes around $`M_H`$ and $`M_Z`$ in all $`ij`$ cases (for $`ij=12`$, the $`Z`$ peak is just a tiny kink on top of a Jacobian shape). As for the ‘divergence’ in the $`gb\overline{b}`$ splitting of the QCD process, this can easily be spotted in the case $`ij=34`$. In the end, the $`2b`$ mass spectra look rather promising as a mean of reducing both backgrounds (6)–(7). By requiring, e.g., $`m_{34}>50`$ GeV, one would vigorously reduce the latter; similarly, by imposing, e.g., $`|m_{14}M_Z|>15`$ GeV one would reject the former considerably.
Another way of looking at the same phenomenology in processes (5)–(7) is by studying the energy spectra of the four $`b`$ quarks. In fact, the larger value of $`M_H`$, as compared to $`M_Z`$, should boost the $`b`$ quarks generated by the Higgs boson towards energies higher than those achieved in the $`Z`$ decays. Conversely, the energy of the $`b`$ quarks emerging from the two remaining unstable particles, top and antitop quarks, should be softer in the first case. Following similar arguments, one should expect the hardest(softest) $`b`$ (anti)quark from gluon events to actually be the hardest(softest) of all cases (5)–(7), once again, because of the infrared QCD splitting of a soft gluon. Recalling that the two most energetic $`b`$’s seldom come from a $`H`$, $`Z`$ or $`g`$ splitting in $`Xb\overline{b}W^+W^{}`$ intermediate states (see top-left curves in Fig. 5), the above kinematic features are clearly recognisable in Fig. 6. Therefore, the energy spectra too are rather useful in disentangling Higgs events. If one imposes, e.g., $`E_1<100`$ GeV and $`E_4>50`$ GeV, both $`Z`$ and gluon events can be strongly depleted, at a rather low cost for the signal.
We conclude the numerical analysis by studying the sensitivity of the signal to the Higgs-top Yukawa coupling, by varying the top mass by 5 GeV above and below its default value. However, as to modify $`m_t`$ (and, consequently, $`\mathrm{\Gamma }_t`$) has also incidence on the top propagators, and since these enter many of the diagrams associated with processes (8)–(10), we present the rates for the latter, that is, for the full sets of diagrams in each case. This is done in Tab. 1. The value we have chosen for the Higgs mass, i.e., $`M_H=130`$ GeV, is a critical one for process (5), the main source of events (8). In the sense that the sum $`2m_t+M_H`$ is very close to $`\sqrt{s}`$, so that the corresponding rates in Tab. 1 (see second column) are the result of the interplay between the rise of the cross section with $`m_t^2`$ and its fall because of the phase space suppression (width effects are less relevant). Indeed, between the two tendencies is the latter to dominate. In fact, the production cross sections of all three processes (8)–(10) decrease with increasing top mass. Even in presence of such delicate interplay, the sensitivity of Higgs-top-antitop events to the actual value of the top mass is rather strong, as the corresponding cross section changes by a factor of 5 between $`m_t=170`$ and 180 GeV. Backgrounds variations are always smaller. However, both processes (9)–(10) are larger than (8). Once again, it has to be stressed that background rates ought to be reduced severely if one wants to perform dedicated studies of the Higgs-top Yukawa coupling.
In summary, in our opinion, the study of the Higgs-top Yukawa coupling at future electron-positron colliders, such as the NLC running with a CM energy of 500 GeV, can in principle be pursued by means of the Higgs-strahlung process $`e^+e^{}Ht\overline{t}`$. In fact, the irreducible backgrounds affecting the latter can be brought under control in the semi-leptonic top-antitop decay channel $`t\overline{t}b\overline{b}W^+W^{}b\overline{b}\mathrm{}^\pm \nu _{\mathrm{}}q\overline{q}^{}`$, further assuming $`Hb\overline{b}`$, as natural for Higgs masses up to 140 GeV or so.
However, this requires to somehow recognise the $`b`$ jets in the final state with high efficiency, as the observable rates of the signal are below the femtobarn level. The knowledge of the momenta of the heavy quark jets entering the signature ‘$`4b+2\mathrm{jets}+\mathrm{}^\pm +E_{\mathrm{miss}}`$’ is crucial in order to reduce the overwhelming QCD background, mainly proceeding via $`e^+e^{}gt\overline{t}`$ events, if one aims to disentangle such Higgs events at all. The competing electroweak background, mainly proceeding through $`e^+e^{}Zt\overline{t}`$ intermediate states, can be dealt with if the mass resolution of di-jet pairs of $`b`$ quarks is around 10 GeV or less. Other irreducible background channels, induced by $`e^+e^{}\to ̸Xt\overline{t}Xb\overline{b}`$ $`W^+W^{}`$ intermediate states, with $`X=H,Z`$ or $`g`$, are significantly smaller than those proceeding via $`X`$-top-antitop graphs, with the only exception of QCD graphs involving one radiative (anti)top decay.
In the end then, although a careful simulation of possible tagging strategies should eventually be performed, we believe that, if the Higgs mass turns out to be in the intermediate range, the NLC constitutes an ideal laboratory for the kind of studies sketched here. We base our conviction on the fact the we have performed a new and rather complete calculation of signal and backgrounds involving up to ten external particles.
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# On the transfer of momentum from stellar jets to molecular outflows
## 1 Introduction
It has been proposed that molecular outflows, at least from low and intermediate mass young stars, may be driven by highly collimated jets (see, for example, Padman, Bence & Richer PBR (1997)). Although the likely mechanism by which such jets transfer their momentum to the ambient medium remains unknown, a number of ideas have been put forward (for a review of models the reader is referred to Cabrit, Raga & Gueth CRG (1997)). Of these the most promising seems to be the so-called “prompt entrainment” mechanism. According to this model the bulk of the molecular outflow is accelerated ambient gas near the head of the jet or more precisely along the wings of its associated bow shock. Observational support for prompt entrainment comes from the spatial coincidence of shocked molecular hydrogen bows with peaks in the CO outflow emission (e.g. Davis & Eislöffel D&E (1995)).
Smith, Suttner & Yorke (smith (1997)) and Suttner et al. (Suttner (1997)) have carried out a number of 3-D simulations of dense molecular jets propagating into a dense medium in order to test the prompt entrainment hypothesis. These authors found that their simulations reproduced many of the observational characteristics of molecular flows including the so-called ‘Hubble law’ (see, e.g. Padman et al. PBR (1997)) and strong forward, as opposed to sideways, motion (Lada & Fich LF (1996)). While such results are encouraging for jet-driven models, it is still fair to say that no individual model has yet been able to plausibly account for all the observations (Lada & Fich LF (1996)). Moreover, alternatives to the jet model may be better at explaining the observational characteristics of some molecular flows (e.g. Padman et al. PBR (1997) and Cabrit et al. CRG (1997)).
The limited resolution of the 3-D jet simulations of Smith et al. (smith (1997)), and Suttner et al. (Suttner (1997)), along with the high densities used by these authors, meant that they could not resolve the post-shock cooling regions in the flow. In addition it was not possible to explore parameter space as only a few such simulations could be performed. Here we take a somewhat different approach by assuming low density atomic/molecular jet mixtures, a low density ambient medium and cylindrical symmetry. Although such an approach obviously has it limitations, it does allow us to explore parameter space more fully and to resolve post-shock cooling regions (this might be important, for example, if one is to gauge the importance of certain instabilities). The primary goal of this work is to investigate the efficiency of YSO jets in accelerating ambient molecular gas without causing dissociation of its molecules.
An additional question we address in this paper is whether velocity variations (pulsing) of the jet might enhance transfer of momentum from the jet to its surroundings and thus help to accelerate ambient gas. Pulsing induces internal shocks which can squeeze jet gas sideways (Raga et al. Retal93 (1993)). This gas does not interact with the ambient medium directly, but is instead squirted into the cocoon of processed (post-shock) jet gas, which separates the jet from the “shroud” of post-shock ambient gas. Chernin & Masson (C&M (1995)) however argue that, through the cocoon, momentum from the jet may be continuously coupled to the ambient flow.
The properties of the simulated systems in which we are interested are as follows:
* How much momentum is transferred to the ambient molecules?
* Is there a power-law relationship predicted between mass in the molecular flow and velocity?
* What are the proper motions of the molecular ‘knots’, and how does their emission behave with time?
* Is the so-called ‘Hubble law’ of molecular outflows reproduced under reasonable conditions?
* Is there extra entrainment of ambient gas along the jet due to velocity variations?
We will discuss each of these points in turn when presenting our results.
Our numerical model is presented in §2 and our results in §3. Conclusions from this work are presented in §4 and a simple way of overcoming the numerical problem of negative pressures while still maintaining overall energy conservation is given in the Appendix.
## 2 Numerical model
### 2.1 Equations and numerical method
The equations solved are
$`{\displaystyle \frac{\rho }{t}}`$ $`=`$ $`(\rho u)`$ (1)
$`{\displaystyle \frac{\left(\rho u\right)}{t}}`$ $`=`$ $`[\rho uu+PI]`$ (2)
$`{\displaystyle \frac{e}{t}}`$ $`=`$ $`\left[\left(e+P\right)u\right]L`$ (3)
$`{\displaystyle \frac{n_\mathrm{H}x}{t}}`$ $`=`$ $`\left[n_\mathrm{H}xu\right]+J(x,n_\mathrm{H},T)`$ (4)
$`{\displaystyle \frac{n_{\mathrm{H}_2}}{t}}`$ $`=`$ $`(n_{\mathrm{H}_2}u)n_{\mathrm{H}_2}n_\mathrm{H}k(T)`$ (5)
$`{\displaystyle \frac{n_\mathrm{H}}{t}}`$ $`=`$ $`(n_\mathrm{H}u)+2n_{\mathrm{H}_2}n_\mathrm{H}k(T)`$ (6)
$`{\displaystyle \frac{\rho \tau }{t}}`$ $`=`$ $`(\rho \tau u)`$ (7)
where $`\rho `$, $`u`$, $`P`$, $`e`$ and $`I`$ are the mass density, velocity, pressure, total energy density and identity matrix respectively. $`n_\mathrm{H}`$ and $`n_{\mathrm{H}_2}`$ are the number densities of atomic and molecular hydrogen, $`x`$ is the ionization fraction of atomic hydrogen, $`T`$ is the temperature, $`J(x,n_\mathrm{H},T)`$ is the ionization/recombination rate of atomic hydrogen, $`k(T)`$ is the dissociation coefficient of molecular hydrogen, and $`\tau `$ is a passive scalar which is used to track the jet gas. We also have the definitions
$`e`$ $`=`$ $`{\displaystyle \frac{1}{2}}\rho uu+{\displaystyle \frac{c_v}{k_\mathrm{B}}}P`$ (8)
$`L`$ $`=`$ $`L_{\mathrm{rad}}+E_\mathrm{I}J(x,n_h,T)+E_\mathrm{D}k(T)`$ (9)
where $`c_v`$ is the specific heat at constant volume, $`k_\mathrm{B}`$ is Boltzmann’s constant, $`E_\mathrm{I}`$ is the ionization energy of hydrogen and $`E_\mathrm{D}`$ is the dissociation energy of H<sub>2</sub>. So $`L`$ is a function which denotes the energy loss and gain due to radiative and chemical processes. $`L_{\mathrm{rad}}`$ is the loss due to radiative transitions and is made up of a function for losses due to atomic transitions (Sutherland & Dopita S&D (1993)), and one for losses due to molecular transitions (Lepp & Shull L&S (1983)). The second term in $`L`$ is the energy dumped into ionization of H, and the third is that dumped into dissociation of H<sub>2</sub>. The dissociation coefficient $`k(T)`$ is obtained from Dove & Mandy (D&M (1986)) and the ionization rate, $`J`$, is that used by Falle & Raga (F&R (1995)).
These equations are solved in a 2D cylindrically symmetric geometry using a temporally and spatially second order accurate MUSCL scheme (van Leer leer (1977); Falle falle (1991)). The code uses a linear Riemann solver except where the resolved pressure differs from either the left or right state at the cell interface by greater than 10% where it uses a non-linear solver (following Falle 1996, private communication). Non-linear Riemann solvers allow correct treatment of shocks and rarefactions without artificial viscosity or entropy fixes. Applying them only in non-smooth regions of the flow means that, while the benefits are the same, the computational overhead is minimised. This code is an updated version of that described in Downes & Ray (D&R (1998)).
Sometimes negative pressures are predicted by simulations involving radiative cooling. Typically these are overcome by simply resetting the calculated pressure to an arbitrary, but small, positive value. However, this involves injecting internal energy into the system and this is undesirable. A fairly reliable way of overcoming this problem is discussed in Appendix A.
### 2.2 Initial conditions
Initially the ambient density and pressure on the grid are uniform and defined so that the ambient temperature on the grid is $`10^2`$ K. The jet temperature is set to $`10^3`$ K. The function $`L`$ is set to zero below this latter temperature as the data used in the cooling functions becomes unreliable and cooling below this temperature is not dynamically significant anyway. In most cases the ratio of jet density to ambient density ($`\eta `$) is set to 1 (see Table 1). The ratio $`\frac{n_{\mathrm{H}_2}}{n_\mathrm{H}}=9`$ both inside and outside the jet, unless otherwise indicated (again, see Table 1). In all cases the gas is assumed to be one of solar abundances. The boundary conditions are reflecting on $`r=0`$ (i.e. the jet axis) and on $`z=0`$ except where the jet enters, and gradient zero on every other boundary. The computational domain measures $`1500\times 300`$ cells (but larger in the $`\eta =10`$ simulations), with a spacing of $`1\times 10^{14}`$ cm. We find that the efficiency of momentum transfer is sensitive to the grid spacing. We performed a number of simulations with different spacings and concluded that this is the absolute minimum necessary to get reliable results. This length should be reduced with increasing density. Incidentally this means that examining this property at the densities used by, for example, Smith et al. (smith (1997)) is impractical.
The jet enters the grid at $`z=0`$ and $`rR`$ and the boundary conditions are set to force inflow with the jet parameters. $`R`$ is set at $`5\times 10^{15}`$ cm or 50 grid cells. The jet velocity is given by
$$v_{\mathrm{jet}}(t)=v_0+\frac{v_1}{4}\underset{j=1}{\overset{4}{}}\mathrm{sin}(\omega _jt)$$
(10)
with $`v_0215`$ km s<sup>-1</sup> corresponding to a Mach number of 65 and $`\omega _j`$ are chosen so that the corresponding periods are 5, 10, 20 and 50 yrs. Here $`v_1`$ is effectively an amplitude for the velocity variations where present. The jet is initially given a small shear layer of about 5 cells ($`5\times 10^{14}`$ cm) in order to avoid numerical problems at the boundary between the jet and ambient medium. In this layer the velocity decays linearly to zero.
Nine simulations were run with varying values of density and velocity perturbation. These are listed in Table 1 which also gives the key we will use to refer to the simulations. In addition simulations of a purely atomic jet, and of a jet with a wide shear layer of almost 25 cells ($`2.5\times 10^{15}`$ cm) were run. The velocity of the jet with the wide shear layer is given by
$$v_{\mathrm{jet}}(t,r)=\frac{v_{\mathrm{jet}}(t)}{2}\left\{1\mathrm{tanh}\left(\frac{rR}{10^{15}\mathrm{cm}}\right)\right\}$$
(11)
where $`v_{\mathrm{jet}}(t)`$ is given by Eq. 10. Each system was simulated to an age of 300 yrs. Although this is very young compared to the observed age of stellar jets, it was felt that the qualitative behaviour of the system at longer times could reliably be inferred from these results. The densities chosen are rather low to ensure adequate resolution of the system as described above. Unfortunately this precludes the use of the data of McKee et al. (mckee (1982)) for calculations of the emissions from CO as their calculations are only valid for gases of much higher densities. As a result we present our findings in terms of the mass of molecular gas rather than its luminosity.
## 3 Results
Fig. 1 shows plots of the distribution of number density for simulations C and G. The cocoon of the varying jet has many bow-shaped shocks travelling through it as a result of the internal working surfaces in the jet forcing gas and momentum out of the jet beam. It is interesting to note that the bow shock of the steady jet is more irregular than that of the pulsed jet. This irregularity is probably due to the Vishniac instability (e.g. Dgani et al. dgani (1996)) growing at the head of the jet. Presumably the variation of the conditions at the head of the varying jet dampens the growth of this instability. It should be noted that the enforced axial symmetry in these calculations makes the bow shock appear more smooth than it would in 3D simulations. However, the phenomenon of the bow shock breaking up occurs in both 2D and 3D simulations.
We will discuss each of the properties mentioned in §1 below.
### 3.1 Momentum transfer
We make use of the jet tracer $`\tau `$ to track how much momentum has been transferred from the jet to the ambient medium. The fraction of momentum transferred from jet gas to ambient molecules is
$$_{\mathrm{H}_2}=\frac{_{i,j}(1\tau _{ij})|u_{ij}|m_{\mathrm{H}_2}n_{\mathrm{H}_2,ij}dV_{ij}}{_{i,j}|u_{ij}|n_{ij}<m>dV_{ij}}$$
(12)
where $`n_{\mathrm{H}_2,ij}`$ and $`n_{ij}`$ are the number density of molecular hydrogen and the total number density in cell $`ij`$ respectively, $`i`$ and $`j`$ are cell indices in the $`z`$ and $`R`$ directions, and $`dV_{ij}`$ is the volume of cell $`ij`$. This equation is valid since the only momentum on the grid originated in the jet, and since the simulations are stopped before any gas flows off the grid. Note that we only consider momentum transferred to ambient molecules because we are only interested in how efficient YSO jets are at accelerating molecules, not atoms. Thus we ignore ambient molecules which have been dissociated in the acceleration process. Table 2 shows the fraction of momentum in ambient molecules for all the simulations after 300 yrs. For completeness we also show $`_{\mathrm{total}}`$, the total fraction of momentum transferred to ambient gas, whether molecular or atomic.
The first interesting point to note from Table 2 is that the amount of momentum residing in ambient molecules in these simulations is typically an order of magnitude less than the total momentum contained on the grid. Note, however, how significant amounts of momentum are transferred to the ambient medium as a whole, especially in those cases where the jet density matches that of its environment. This is as one would expect. What is perhaps surprising at first is the low efficiency of momentum transfer to ambient gas that remains in molecular form in the post-bow shock zone.
Comparison between $`_{\mathrm{total}}`$ and $`_{\mathrm{H}_2}`$ for models A and C and models B and G clearly shows that the momentum transfer efficiency from the jet to the ambient medium decreases with increasing density. This result is particularly marked in the case of post-shock ambient molecules. Although further simulations should be performed to confirm this finding, it is physically plausible. Cooling causes the bow shock to be narrower (i.e. more aerodynamic) than in the adiabatic case, thus reducing its cross-sectional area. Obviously this leads to a reduction in rate at which momentum is transferred from the jet to its surroundings. The fact that the effect is more marked for post-shock ambient molecules must reflect changes in the shape of the bow (as opposed to pure changes in its cross sectional area) with increased cooling.
Since we are simulating systems here which are probably of low density in comparison to typical YSO jets, our results suggest that radiative bow shocks, from at least heavy and equal density jets (with respect to the environment), are not very good at accelerating ambient molecules without causing dissociation. This result also points to the fact that in the case of such jets, the jet may carry much more momentum than one might naively estimate based on a rough balance with the momentum in any associated observed molecular flow.
We now turn to differences in the efficiency of momentum transfer in pulsed versus steady jets. The topic of differences in entrainment rates will be discussed more fully in §3.5. Fig. 2 shows grey-scale plots of the distribution of $`|u|`$ and of jet gas for models C ($`\frac{v_1}{v_0}=0`$) and G ($`\frac{v_1}{v_0}=0.6`$). Comparison between the steady jet and the varying velocity jet suggests that momentum is indeed being forced out of the beam of the varying jet by the internal working surfaces as predicted for example by Raga et al. (Retal93 (1993)). It is also interesting to note the similarity between the distribution of velocity and the distribution of jet gas in both simulations. Moreover it is clear that the momentum leaving the jet beam is dumped into jet gas which has been processed through the jet-shock and internal working surfaces and now forms a cocoon around the jet itself. Since this gas is largely atomic (most of it having passed through strong shocks), this effect does not directly lead to extra acceleration of molecular gas. However, the ejected momentum could conceiveably pass through the cocoon of jet gas eventually and go on to accelerate ambient molecules. The wings of the shocks caused by the internal working surfaces in the jet have encountered the edge of the cocoon by the end of these simulations but, even so, the fraction of momentum in ambient molecules varies by not more than 3% as a result of the velocity variations. This result was noted by Downes (downes (1996)) for slab symmetric jets, but here we extend this result to cylindrical jets with a variety of strengths of velocity variations. It is also interesting to note that, from comparisons between simulations G and I, the efficiency of momentum transfer (in particular to molecular gas) is not very sensitive to $`\eta `$.
### 3.2 The mass-velocity relationship
We do find a power-law relationship between mass of molecular gas and velocity. If we write
$$m(v)v^\gamma $$
(13)
then we find that $`\gamma `$ lies between 1.58 and 3.75 and that $`\gamma `$ tends to increase with time, in agreement with Smith et al. (smith (1997)). Table 2 shows the values of $`\gamma `$ at $`t=300`$ yrs for all the models. These values are consistent with observations (e.g. Davis et al. gam\_obs (1998)), and also with the analytical model presented in the appendix of Smith et al. (smith (1997)) for the variations of mass with velocity. However, it is important to emphasise that what is actually observed is a variation in CO line intensity with velocity. CO line intensity is directly proportional to mass, in the relevant velocity channel, providing we are in the optically thin regime and the temperature of the gas is higher than the excitation temperature of the line (see, e.g. McKee et al. mckee (1982)). Note that Smith et al. (smith (1997)) incorrectly state that the channel line brightness scales with $`v^2dm(v)`$. Fig. 3 shows a sample plot of the molecular mass versus velocity for the jet moving at an angle of $`60^{}`$ to the plane of the sky. We do not see the jet contribution in the velocity range chosen here.
The molecular fraction in the jet has a marked influence on the value of $`\gamma `$ predicted by these models as we can see by comparing the results for simulations G and G2. In fact, $`\gamma `$ increases with decreasing molecular abundance in the jet. This is due to the reduction in strength of the high velocity jet component.
It appears that $`\gamma `$ does not depend in a systematic way on the amplitude of the velocity variations. Note also that the introduction of a wide shear layer dramatically reduces $`\gamma `$. This is due to the fact that more gas is ejected out of the jet beam (because of the more strongly paraboloid shape of the internal working surfaces) and this accelerates the cocoon gas, leading to a stronger high velocity component. In addition, a wide shear layer causes the bow shock to be more blunt. It can be seen from the analytic model of Smith et al. (smith (1997)) that this also leads to a lower value of $`\gamma `$. It is interesting to speculate that lower values of gamma, which may be more common in molecular outflows from lower luminosity sources (see Davis et al. gam\_obs (1998)) could result from such flows having a higher molecular fraction in their jets and perhaps a wide shear layer.
The behaviour of $`\gamma `$ with viewing angle is the same as that noted by Smith et al. (smith (1997)). The actual values of $`\gamma `$ obtained by these authors are somewhat lower than those obtained here. However, since our initial conditions are so different, and since $`\gamma `$ is dependent on the shape of the bow shock, this discrepancy is not disturbing.
### 3.3 H<sub>2</sub> proper motions and emissions
We measured the apparent motion of the emission from the internal working surfaces. Near the axis of the jet this emission moves with the average jet speed (i.e. $`v_0`$), as would be expected from momentum balance arguments. However, there are knots of emission arising from the bow shock itself and these move much more slowly ($``$5–15% of the average jet speed) with the faster moving knots being closer to the apex of the bow. This is in agreement with the observations of Micono et al. (micono (1998)).
Fig. 4 shows the emission from the S(1)1–0 line of H<sub>2</sub> for model G. There is little emission from the cocoon since the cocoon gas has been strongly shocked in the jet shock and so is mostly atomic. We can also see that the emission becomes more intense as we move away from the apex of the bow shock, as reported by many authors (e.g. Eislöffel et al. eisloffel (1994)). It is also clear that the internal working surfaces in the jet are giving rise to emission in this line. We can see that the emission begins to die away as we move away from the jet source. This is in agreement with observations of, for example, HH 46/47 (Eislöffel et al. eisloffel (1994)) where the emission from the knots appears close to the jet source and then fades away.
This decrease in emission happens for two reasons. The first is that the shocks in the jet become weaker as they move away from the source simply because the velocity variations, which give rise to the shocks in the first place, are smoothed out by the shocks (see, for example Whitham (Whitham (1974)). In addition, the mass flux through an individual shock decreases with time due to the divergent nature of the flow ahead of each internal working surface. This means that the emission will decrease because there is less gas being heated by the shock.
### 3.4 The ‘Hubble law’
We have found that the so-called ‘Hubble law’ (e.g. Lada & Fich LF (1996)) is reproduced in these simulations. Fig. 5 shows a position velocity diagram calculated from simulation G assuming that the jet makes an angle of $`60^{}`$ to the plane of the sky. This diagram is based on the mass of H<sub>2</sub> rather than intensity of CO emission. There is a gradual, virtually monotonic, rise in the maximum velocity. It is also worth noting that near the apex of the bow shock the rise in the maximum velocity present becomes steeper. These properties are related to the shape of the bow shock as gas near the apex of the shock is moving away from the jet axis at higher speed than that far from the apex.
As a very basic model of this, suppose we represent the contact discontinuity between the post-shock jet and ambient gas to be an impermeable body moving with velocity $`v`$ through a fluid whose streamlines will follow the surface of the body. See Fig. 6 for a schematic diagram of the system. Let this surface be described by the equation
$$z=ar^s$$
(14)
where $`s2`$ and $`a`$ is the position of the apex of the bow shock on the $`z`$ axis (see, e.g., Smith et al. smith (1997)). Since the contact discontinuity is a streamline of the flow we get that the ratio of the $`z`$-component to the $`r`$-component of the velocity is simply
$$\frac{v_z}{v_r}=s\left[az\right]^{\frac{s1}{s}}$$
(15)
Note that this is the negative of the slope of the bow shock. This is because of our choice of the bow shock pointing to the right, and hence the $`z`$ component of the velocity will be negative. If we assume the post-shock velocity to be $`v_1(z)`$ (related to $`v`$ by the shock jump conditions), it is simple to show that
$$v_r(z)=\frac{v_1}{\sqrt{1+^2}}$$
(16)
Finally, after some simple algebra, we can write down the velocity along the line of sight as a function of $`z`$ by
$$v_{\mathrm{los}}(z)=\frac{v_1}{\sqrt{1+^2}}\left\{\mathrm{cos}\alpha +\mathrm{sin}\alpha \right\}$$
(17)
where $`\alpha `$ is the angle the bow shock makes to the plane of the sky. In fact we can write down $`v_1(z)`$ if we assume that the bow shock is a strong shock everywhere, thus yielding a compression ratio of 4 (from the shock conditions). It is easy to derive that
$$v_1(z)=v\mathrm{cos}\left(\mathrm{arctan}()\right)\sqrt{\frac{1}{16}+^2}$$
(18)
This formula yields a shape for the position-velocity diagram which suggests the Hubble-law and is similar to diagrams generated from these simulations assuming that the flow is in the plane of the sky. This indicates that the ‘Hubble-law’ effect is, at least partly, an artifact of the geometry of the bow shock.
### 3.5 Entrainment
As is clear from Fig. 2 there is not much extra entrainment of ambient gas resulting from the velocity variations. If the velocity variations were to involve the jet ‘switching off’ for a time comparable to the sound crossing time of the cocoon then we would expect ambient gas to move toward the jet axis and probably be driven into the cocoon when the jet switches on again. This does not happen in these simulations where the maximum period of the variations is 50 yrs and the amplitude is at most 60% of the jet velocity. However, there is a small amount of acceleration of molecular gas at the left-hand boundary of the grid. This effect is quite small, but may grow over time. It is also possible, however, that this effect is due simply to the reflecting boundary conditions.
These simulations show very little mixing between jet and ambient gas except very close to the apex of the bow shock. This means that the high velocity component of CO outflows often observed along the main lobe axis (Bachiller bachiller (1996)) is difficult to explain without invoking the presence of CO gas in the jet beam itself just after collimation.
## 4 Conclusions
It is now generally agreed that low velocity molecular outflows represent ambient gas that is somehow accelerated by highly collimated and partly ionized jets, at least in the case of low and intermediate mass YSOs. Most of this acceleration is thought to be achieved at the head of the jet through the leading bow shock (the so-called prompt entrainment mechanism). In this paper we have examined through many axially symmetric simulations the efficiency of the prompt entrainment mechanism as a means of transferring momentum to ambient molecular gas without causing dissociation. It is found, as one would expect, that the fraction of jet momentum transferred to the ambient environment depends on the jet/ambient density ratio. More importantly, we see that cooling, which is particularly important at higher densities, decreases the fractional jet momentum that goes into ambient molecules. It would seem on the basis of the simulations presented here that both heavy and equal density (with respect to the environment) jets with radiative cooling have very low efficiencies at accelerating ambient molecules without causing dissociation. In part this is because cooled jets have more aerodynamic bow shocks than the corresponding adiabatic ones (i.e. they present a smaller cross sectional area to the ambient medium). The actual shape, however, of the bow shock also seems to to be important as the decrease in momentum transferred to the ambient medium seems to affect the acceleration of molecules more so than atoms/ions.
We have also tested whether pulsed jets are more efficient at transferring momentum to the ambient medium than the corresponding steady jet with the same average velocity. Somewhat surprisingly we found that even relatively large velocity variations do not give rise to significant changes in the amount of momentum being deposited in ambient gas. Fundamentally this is because in high Mach number jets, even with cooling, there is very little coupling between the jet’s cocoon and the “sheath” (i.e. the post-shock ambient gas). This lack of coupling is also the reason why turbulent entrainment is not significant in YSO jets.
Our simulations were also used to model the expected variation of mass with velocity in molecular flows. We found relatively large $`\gamma `$ values, i.e. mass should decline steeply with velocity, in line with observations. Interestingly we found that a wide shear layer and an increasing molecular component in the jet reduced $`\gamma `$. If, as one might expect, such conditions are common among outflows from low luminosity YSOs, this could explain their observed lower values for $`\gamma `$. Finally we have shown that the so-called Hubble Law for molecular outflows is almost certainly a local effect in the vicinity of a bow shock.
## Appendix A Overcoming negative pressures
As noted in §2.1 it is common for conservative numerical codes to predict negative pressures under certain conditions. Flows giving rise to such problems are usually highly supersonic, and diverging. The difficulties occur because the ratio of internal to total energy goes like $`\frac{1}{M^2}`$, where $`M`$ is the Mach number of the flow. Therefore, in a highly supersonic flow, the fractional error required to predict a negative pressure is rather small. The introduction of energy losses exacerbates this problem. This is due to the fact that relatively weakly diverging flows, for example, can become supersonically diverging when the system is cooled because the sound speed is reduced.
Schemes which are second order accurate in space tend to produce more negative pressures than first order ones. This is because first order schemes dissipate strong features quickly so that strongly diverging flows rarely occur. It seems reasonable, then, to invoke a scheme which is first order in space whenever a negative pressure is produced as this will introduce extra dissipation. This extra dissipation may eliminate the negative pressure by moving some extra energy from neighbouring cells into the problem one. The scheme used by the code in this work can be summarised as follows:
$$U_i^{n+1}=U_i^n\lambda \left[{}_{}{}^{2}F_{i+\frac{1}{2}}^{n+\frac{1}{2}}^2F_{i\frac{1}{2}}^{n+\frac{1}{2}}\right]$$
(19)
where $`U_i^n`$ and $`{}_{}{}^{2}F_{i}^{n}`$ are the state vector and second order flux calculated at $`t=n\mathrm{\Delta }t`$ and $`x=i\mathrm{\Delta }x`$ respectively, and $`\lambda =\frac{\mathrm{\Delta }t}{\mathrm{\Delta }x}`$. If this scheme produces a negative pressure at $`t=n+1`$ then simply apply Eq. 19 using the first order fluxes $`{}_{}{}^{1}F_{i\pm \frac{1}{2}}^{n+\frac{1}{2}}`$ instead of the second order ones. Note that it is necessary to adjust the neighbouring cells also so that overall conservation is maintained.
While this fix does not work for all problems, it was found to be rather effective in the simulations presented here where very strong rarefactions are produced both at the edge of the jet at the $`z=0`$ boundary, and within the jet itself where the enforced velocity variations can cause problems. This fix can be implemented very easily by ensuring that the flux vectors around problem cells are stored. It has the advantage that it does not involve losing conservation of any of the physically conserved quantities. Reducing the scheme to first order in certain regions of the grid is not a significant problem because this happens around shocks anyway in order to maintain monotonicity.
###### Acknowledgements.
We would like to thank C. Davis, A. Gibb and D. Shepard for interesting discussions on the mass-velocity relationship in molecular outflows. We would also like to thank Luke Drury for his assistance with the development of the code and T. Downes wishes to acknowledge the support of the NWO through the priority program in massively parallel computing. Our simulations were carried out on the Beowulf cluster at the Dublin Institute for Advanced Studies. Finally we wish to thank the referee, Michael Smith for his very helpful comments.
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# Autocatalytic Theory of Meaning
## 1 Autocatalytic theory of the Origin of Life.
Gabora (1998) discusses the autocatalytic theory of the origin of life in sections 26-32. Instead of having one self-replicating molecule, there are a set of molecules each of which can replicate a different member of the set. The appearance of such a set may or may not be more likely than the appearance of a single self-replicating molecule. Also such a set may or may not evolve at a fast rate conditioned by selection.
## 2 Autocatalytic theory of the Origin of Culture.
From sections 33-60 Gabora investigates whether a similar mechanism could explain the origin of human culture. There are various aspects of human culture the origin of which calls for explanation. The central problem is to explain how the mind transforms from being episodic, or only being capable of recalling episodes, to being capable of abstraction. Once the ability to abstract is present it will be selected for and increase, because abstraction allows for creative acts. The transition to an abstracting mind could originate by happening once and then developing - this is the analogy of the self-replicating molecule; or there could be several ideas occurring at once which by chance help in problem solving - this is the analog of a set of molecules each of which replicate a different member of the set.
## 3 Autocatalytic approach to Language Acquisition.
One may ask how many other topics this mechanism can be applied to. There are several other places where the origin of thing is unclear and development is fast. Unclear origin and fast development are two of the facets that autocatalytic theory might help to explain. This suggests application to language acquisition Pinker (1984) .
## 4 Radical Interpretation.
Radical interpretation, is a part of the philosophy of language concerned with giving an account of how language has meaning. The topic has been developed by Davidson and the original papers collected together in a book Davidson (1984) . The main idea is that one can establish truth or otherwise of sentences by means external to the spoken or written language. Having established truth of a sentence one can gather what it means again by factors external to the spoken or written language. I have compared this process to biological evolution, Roberts (1998) . One of the areas of discussion is how large a structure radical interpretation should apply to. Lewis (1974) and Roberts (1998) argue that it should be applied to more than just language, perhaps to any social structure. Taking this to an extreme would be to apply it to all of culture: Gabora’s work can be viewed as embodying this view.
## 5 Autocatalytic approach to Radical Interpretation.
One can ask what would be the autocatalytic approach to radical interpretation and how it would work. Instead of truth and meaning being assigned to sentences individually they would be assigned to several sentences concurrently. In some ways this is preferable to the standard view as it does not tie meaning down to the specific wording of sentences. One would hope to be able to illustrate how this mechanism would work using the specific test sentences used repeatedly in the philosophy of language such as ”snow is white’ and ”grass is green”, but it is not clear how this could be achieved. Perhaps the best way of looking at whether an autocatalytic approach is appropriate is to consider what would happen if meaning was not autocatalytic in nature. In this case it would be possible to assign meaning to sentences individually. In other words given a fixed sentence - say ”snow is white” it would be possible to assign meaning to it without reference to any other sentence. This position is absurd as it does not allow for the creativity of language, where entirely new sentences are continuously being uttered for the first time. This reducio ad absurdum suggests that meaning is indeed assigned is some autocatalytic manner.
## 6 Acknowledgement
This work has been supported by the South African Foundation for Research and Development (FRD).
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# OBSERVATION OF SHELL STRUCTURE IN SODIUM NANOWIRES
\[
## Abstract
The quantum states of a system of particles in a finite spatial domain in general consist of a set of discrete energy eigenvalues; these are usually grouped into bunches of degenerate or close-lying levels, called shells. In fermionic systems, this gives rise to a local minimum in the total energy when all the states of a given shell are occupied. In particular, the closed-shell electronic configuration of the noble gases produces their exceptional stability. Shell effects have previously been observed for protons and neutrons in nuclei and for clusters of metal atoms . Here we report the observation of shell effects in an open system – a sodium metal nanowire connecting two bulk sodium metal electrodes, which are progressively pulled apart. We measure oscillations in the statistical distribution of conductance values, for contact cross-sections containing up to a hundred atoms or more. The period follows the law expected for the electronic shell-closure effects, similar to the abundance peaks at ‘magic numbers’ of atoms in metal clusters .
\]
Metallic constrictions, in the form of nanowires connecting two bulk metal electrodes, have recently been studied down to sizes of a single atom in cross section by means of scanning tunnelling microscopy (STM) and mechanically controllable break-junctions (MCB). By indenting one electrode into another and then separating them, a stepwise decrease in electrical conductance is observed, down to the breakpoint when arriving at the last atom. Each scan of the dependence of conductance $`G`$ on the elongation $`d`$ is individual in detail, as the atomic configuration of each contact may be widely different. However, statistically, many scans together produce a histogram of the probability for observing a given conductance value, which is quite reproducible for a given metal and for fixed experimental parameters.
A simple description of the electronic properties of metallic nanowires is expected to work best for monovalent free-electron-like metals. The alkali metals are most suitable, as the bulk electronic states are very well described by free particles in an isotropic homogeneous positive background. In a previous experiment on sodium point contacts a histogram was obtained, which showed pronounced peaks near 1, 3, 5 and 6 times the quantum unit of conductance, $`G_0=2e^2/h`$ (where $`e`$ is the charge on an electron and $`h`$ is Planck’s constant). This is exactly the series of quantum numbers expected for the conductance through an ideal cylindrical conductor. We have now extended these experiments to higher temperatures and a much wider range of conductance values.
The MCB technique was adapted for the study of nanowires of the highly reactive alkali metals following Ref. (see Fig. 1). Scans were taken continuously by ramping the displacement $`d`$ of the electrodes with respect to each other, using the piezo-electric driver. Each individual curve of conductance versus displacement, $`G(d)`$, was recorded in $``$0.1 seconds from the highest conductance into the tunnelling regime. Histograms of conductance values were accumulated automatically involving $`10^3`$$`10^5`$ individual scans, and for a number of sample temperatures between 4.2 K and 100 K. Reproducibility and reversibility were verified by periodically returning to the same measuring conditions. Here we present results for sodium, but similar results were obtained for lithium and potassium.
Figure 2 shows the temperature dependence of the histograms for sodium in the range from 0 to 20 $`G_0`$. In order to compare different graphs, the amplitude has been normalised by the area under each graph. The histograms at low temperatures and low conductances are similar to those given in ref. . We clearly recognise the familiar sharp peaks below 6 $`G_0`$, while at higher conductances a number of rather wide maxima are found. With increasing temperature we observe a gradual decrease in amplitude of the lower conductance peaks, while the high-conductance peaks dramatically sharpen and increase in amplitude.
Our central results are shown in Fig. 3. The histogram for sodium at temperature $`T=80`$ K up to $`G/G_0=120`$ is shown in Fig. 3a inset. The smooth background shown by the dotted curve was subtracted, in order to present only the oscillating part; the latter is plotted on a semi-logarithmic scale in the main panel of Fig. 3a. Up to 17 oscillations are observed, at positions which are reproduced well for $`10`$ different samples. The influence of the procedure of background subtraction on the peak positions is much smaller than the width of the peaks.
The radius, $`R`$, of the narrowest cross section of the nanowire can be obtained from the semi-classical expression for a ballistic wire ,
$$G/G_0\left(\frac{k_FR}{2}\right)^2(1\frac{2}{k_FR}),$$
$`(1)`$
where $`k_F`$ is the Fermi wavevector. Using this expression we calculate the radius of the nanowire at the peak positions (in units of $`k_F^1`$); the results are shown in Fig. 3b (open squares) for consecutively numbered peak index $`i`$. Thus we observe that the peak positions are periodic as a function the radius of the wire. This periodicity suggests a comparison of our experimental results with the magic numbers observed for sodium clusters. In the cluster experiments, a remarkable structure was observed in the distribution of cluster sizes produced in a supersonic expansion of sodium metal vapour . In the spectrum of the abundance versus the number of atoms, $`N`$, in the cluster, distinct maxima are observed for $`N=2,8,20,40,58,92,\mathrm{}`$. These ‘magic numbers’ correspond to clusters having a number of valence electrons (equal to the number of atoms) which just complete a shell, where the wave functions are considered as freely propagating waves inside a spherical potential well. The magic numbers are periodically distributed as a function of the radius of the clusters, where the radius is obtained from the number of atoms, $`N`$, in the cluster using $`k_FR=1.92N^{1/3}`$. In Fig. 3b we compare the radii for the cluster magic numbers (filled circles) with the radii corresponding to the peaks in the conductance histogram (open squares). We establish a direct correspondence between preferential values for the conductance in histograms for sodium nanowires, and the cluster magic numbers.
The linear relation between the radii at cluster magic numbers and the shell number arises owing to fluctuations in the density of states as a function of $`k_FR`$, which in turn give rise to fluctuations in the free energy of the system, $`\mathrm{\Omega }(R)`$. The periods of oscillation can be expressed in terms of semiclassical closed orbits inscribed inside the boundaries of the system , where the path length $`L`$ should be an integer multiple of the Fermi wavelength $`\lambda _F=2\pi /k_F`$. Fluctuations in the density of states for a free electron nanowire and their influence on the free energy has been recently considered in a number of theoretical papers . Using the semiclassical expansion of the free energy for a cylindrical wire including only the three lowest order terms, we calculated the positions of the energy minima, which are plotted as a function of shell number in Fig. 3b (open triangles). The agreement with the experimental points is fairly good, and may be improved taking into account a more realistic shape of the potential well and higher-order contributions.
Our interpretation uses the approximately linear semiclassical relation $`G(R)`$ between conductance and wire cross-section, equation (1). Corrections may arise from two mechanisms. First, back scattering on defects (or phonons) may shift the peak positions. The fact that strong scattering would tend to smear the peak structure, and the close agreement between the experimental and theoretical periodicity both suggest that this shift is small. Second, the mechanism of level-bunching leading to fluctuations $`\mathrm{\Omega }(R)`$ should also give rise to fluctuation corrections to $`G(R)`$, which by itself would lead to peaks in the histograms even for a perfectly smooth distribution of wire diameters. Peaks due to this mechanism would be found at those points where the increase of the conductance with wire diameter is slow, and indeed we believe the peaks at low conductance, near 1, 3 and 6 $`G_0`$ are due to this mechanism. However, we argue that the main structure in Fig. 3 is due to the shell structure in $`\mathrm{\Omega }(R)`$.
The main argument in favour of this interpretation comes from the temperature dependence shown in Fig. 2. As in the cluster experiments , the electronic shell structure becomes observable at higher temperatures, where the increased mobility of the atoms allows the system to explore a wider range of neighbouring atomic configurations in order to find the local energy minima. At low temperatures, the nanowires are frozen into the shape, which evolves from mechanical deformations in the breaking and indenting processes. The decrease in amplitude of the sharp quantization peaks at low conductance can probably be explained by thermally induced breaking of the contact when it consists of only a few atoms. If the fluctuations in $`G(R)`$ were solely responsible for the observed peak structure, it could be argued that the higher temperature would favour formation of a smoother and longer wire, leading to less backscattering of electrons and less tunnelling corrections, respectively. Backscattering is responsible for the shift to lower values of the conductance peaks near 1, 3, 5 and 6 $`G_0`$ , and we find that the position of these peaks does not change with temperature. An indication of the length of the wire may be obtained from the global variation of the conductance with elongation and the time evolution for fixed elongation . In our experiment, both variations show that the effective wire length decreases for increasing temperature. With these arguments an interpretation of the temperature dependence of Fig. 2 in terms of $`G(R)`$ fluctuations alone is ruled out.
The correspondence between the shell structure in clusters and in nanowires can be explained by comparing the energy levels for a three-dimensional spherical potential well and a two-dimensional cylindrical geometry. The levels are obtained from the zeros of the spherical and ordinary Bessel functions, respectively. Apart from a small constant shift, the distribution of levels for the two systems has a very similar structure, with gaps and bunches of levels occurring at the same positions. This explains the striking similarity of the magic radii for the clusters and nanowires observed in Fig. 3b.
Acknowledgements. We thank L.J. de Jongh for his continuous support.
Correspondence should be addressed to J.M.v.R. (e-mail: Ruitenbe@Phys.LeidenUniv.nl).
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# Monte Carlo energy and variance minimization techniques for optimizing many–body wave functions
## I Introduction
Accurate approximations to many–body wave functions are crucial for the success of quantum Monte Carlo (QMC) calculations. In the variational quantum Monte Carlo (VMC) method expectation values are calculated as integrals over configuration space, which are evaluated using standard Monte Carlo techniques. In the more sophisticated diffusion Monte Carlo (DMC) method imaginary time evolution of the Schrödinger equation is used to calculate very accurate expectation values. Importance sampling is included via a trial wave function and the fermion sign–problem is evaded by using the fixed–node approximation.
The most costly part of VMC and DMC calculations is normally the evaluation of the trial wave function (and its gradient and Laplacian) at many different points in configuration space. The accuracy of the trial wave function controls the statistical efficiency of the algorithm and limits the final accuracy that can be obtained. It is therefore necessary to use trial wave functions which are as accurate as possible yet can be computed rapidly. By far the most common type of trial wave function used in VMC and DMC calculations for atoms, molecules and solids is the Slater–Jastrow form:
$$\mathrm{\Phi }=\underset{n}{}\beta _nD_n^{}D_n^{}\mathrm{exp}\left[\underset{i>j}{\overset{N}{}}u(𝐫_i,𝐫_j)+\underset{i}{\overset{N}{}}\chi (𝐫_i)\right],$$
(1)
where $`N`$ is the number of electrons, $`D_n^{}`$ and $`D_n^{}`$ are Slater determinants of spin–up and spin–down single–particle orbitals, the $`\beta _n`$ are coefficients, $`\chi `$ is a one–body function, and $`u`$ is a relative–spin–dependent two–body correlation factor.
The functions $`u`$ and $`\chi `$ normally contain variable parameters, and one may also wish to vary the $`\beta _n`$ and parameters in the single–particle orbitals forming the Slater determinants. The values of the parameters are obtained via an optimization procedure. Typical solid state problems currently involve optimizing of order 10<sup>2</sup> parameters for 10<sup>3</sup>–dimensional functions. These optimization problems are delicate and require careful handling.
In this paper we investigate several variants of energy and variance minimization techniques. Our aims are (i) to identify the reasons why variance minimization exhibits superior numerical stability to energy minimization, and (ii) to identify the best variance minimization scheme for optimizing wave functions in large systems. We concentrate on two areas, the nature of the objective function (Section II) and the effects of approximating the required integrals by finite sums (Section III). In Section IV we use a 64–electron model of crystalline silicon to investigate the behaviour of various optimization schemes, while in Section V we draw our conclusions.
## II The Objective Function
In order to optimize a wave function we require an objective function, i.e., a quantity which is to be minimized with respect to a set of parameters, $`\{\alpha \}`$. The criteria that a successful objective function should satisfy for use in a Monte Carlo optimization procedure are that (i) the global minimum of the objective function should correspond to a high quality wave function, (ii) the variance of the objective function should be as small as possible, and (iii) the minimum in the objective function should be as sharp and deep as possible. One natural objective function is the expectation value of the energy,
$$E_\mathrm{V}=\frac{\mathrm{\Phi }^2(\alpha )[\mathrm{\Phi }^1(\alpha )\widehat{H}\mathrm{\Phi }(\alpha )]𝑑𝐑}{\mathrm{\Phi }^2(\alpha )𝑑𝐑},$$
(2)
where the integrals are over the 3$`N`$–dimensional configuration space. The numerator is the integral over the probability distribution, $`\mathrm{\Phi }^2(\alpha )`$, of the local energy, $`E_\mathrm{L}(\alpha )=\mathrm{\Phi }^1(\alpha )\widehat{H}\mathrm{\Phi }(\alpha )`$.
In fact the energy is not the preferred objective function for wave function optimization, and the general consensus is that a better procedure is to minimize the variance of the energy, which is given by
$$A(\alpha )=\frac{\mathrm{\Phi }^2(\alpha )[E_\mathrm{L}(\alpha )E_\mathrm{V}(\alpha )]^2𝑑𝐑}{\mathrm{\Phi }^2(\alpha )𝑑𝐑}.$$
(3)
Optimizing wave functions by minimizing the variance of the energy is actually a very old idea, having being used in the 1930’s. The first application using Monte Carlo techniques to evaluate the integrals appears to have been by Conroy , but the present popularity of the method derives from the developments of Umrigar and coworkers . A number of reasons have been advanced for preferring variance minimization, including: (i) it has a known lower bound of zero, (ii) the resulting wave functions give good estimates for a range of properties, not just the energy, (iii) it can be applied to excited states, (iv) efficient algorithms are known for minimizing objective functions which can be written as a sum of squares, and (v) it exhibits greater numerical stability than energy minimization. The latter point is very significant for applications to large systems.
The minimum possible value of $`A(\alpha )`$ is zero. This value is obtained if and only if $`\mathrm{\Phi }(\alpha )`$ is an exact eigenstate of $`\widehat{H}`$. Minimization of $`A(\alpha )`$ has normally been carried out via a correlated sampling approach in which a set of configurations distributed according to $`\mathrm{\Phi }^2(\alpha _0)`$ is generated, where $`\alpha _0`$ is an initial set of parameter values. $`A(\alpha )`$ is then evaluated as
$$A(\alpha )=\frac{\mathrm{\Phi }^2(\alpha _0)w(\alpha )[E_\mathrm{L}(\alpha )E_\mathrm{V}(\alpha )]^2𝑑𝐑}{\mathrm{\Phi }^2(\alpha _0)w(\alpha )𝑑𝐑},$$
(4)
where the integrals contain a weighting factor, $`w(\alpha )`$, given by
$$w(\alpha )=\frac{\mathrm{\Phi }^2(\alpha )}{\mathrm{\Phi }^2(\alpha _0)}.$$
(5)
$`A(\alpha )`$ is then minimized with respect to the parameters $`\{\alpha \}`$. The set of configurations is normally regenerated several times with the updated parameter values so that when convergence is obtained $`\{\alpha _0\}`$=$`\{\alpha \}`$. A variant of Eq. 4 is obtained by replacing the energy $`E_\mathrm{V}(\alpha )`$ by a fixed value, $`\overline{E}`$, giving
$$B(\alpha )=\frac{\mathrm{\Phi }^2(\alpha _0)w(\alpha )[E_\mathrm{L}(\alpha )\overline{E}]^2𝑑𝐑}{\mathrm{\Phi }^2(\alpha _0)w(\alpha )𝑑𝐑}.$$
(6)
Note that if $`\overline{E}E_0`$, where $`E_0`$ is the exact ground state energy, then the minimum possible value of $`B(\alpha )`$ occurs when $`\mathrm{\Phi }`$=$`\mathrm{\Phi }_0`$, the exact ground state wave function. Minimization of $`B(\alpha )`$ is equivalent to minimizing a linear combination of $`E_\mathrm{V}`$ and $`A(\alpha )`$. The absolute minima of both $`E_\mathrm{V}`$ and $`A(\alpha )`$ occur when $`\mathrm{\Phi }`$=$`\mathrm{\Phi }_0`$. If both of the coefficients of $`E_\mathrm{V}`$ and $`A(\alpha )`$ in the linear combination are positive, which is guaranteed if $`\overline{E}E_0`$, then it follows that the absolute minimum of $`B(\alpha )`$ occurs at $`\mathrm{\Phi }`$=$`\mathrm{\Phi }_0`$. Using this method with $`\overline{E}E_0`$ allows optimization only of the ground state wave function.
Although minimization of $`A(\alpha )`$ or $`B(\alpha )`$ using correlated sampling methods has often been successful, in some cases the procedure can exhibit a numerical instability. Two situations where this is likely to occur have been identified. The first is when the nodes of the trial wave function are allowed to alter during the optimization process. A similar instability can arise when the number of electrons in the systems becomes large, which can result in an instability even if the nodes of the trial wave function remain fixed. The characteristic of these numerical instabilities is that during the minimization procedure a few configurations (often only one) acquire a very large weight. The estimate of the variance is then reduced almost to zero by a set of parameters which are found to give extremely poor results in a subsequent QMC calculation. When the nodes of the trial wave function are altered large weights are most likely to occur for configurations close to the zeros of the probability distribution $`\mathrm{\Phi }^2(\alpha _0)`$. Large weights can also occur when varying the Jastrow factor if the number of electrons, $`N`$, is large. For a small change in the one–body function, $`\delta \chi `$, the local energy changes by an amount proportional to $`N\delta \chi `$, but the weight is multiplied by a factor which is exponential in $`N\delta \chi `$, which can result in very large or very small weights if $`N`$ is large. A similar argument holds for changes in the two–body term, which shows an even more severe potential instability because the change in the two–body term scales like $`N^2`$.
The instability due to the weights has been noticed by many researchers. In principle one could overcome this instability by using more configurations, but the number required is normally impossibly large. Various practical ways of dealing with this instability have been devised. One method is to limit the upper value of the weights or to set the weights equal to unity . Schmidt and Moskowitz set the weights equal to unity in calculations for small systems in which the nodes were altered. An alternative approach is to draw the configurations from a modified probability distribution which is positive definite, so that the weights do not get very large. In our calculations for large systems of up to 1000 electrons we also set the weights equal to unity while optimizing the Jastrow factor. When using the correlated sampling approach, whether or not the weights are modified, better results are obtained by periodically regenerating a new set of configurations chosen from the distribution $`\mathrm{\Phi }^2(\alpha )`$, where $`\{\alpha \}`$ is the updated parameter set. This helps the convergence of the minimization procedure. One can also restrict the allowed variation in the parameters $`\{\alpha \}`$ before regenerating a new set of configurations, but this can slow the convergence. We found that setting the weights to unity allowed us to alter the parameters by a larger amount before we had to regenerate the configurations with the new set of parameters. After a few (typically three or four) regenerations we found that the parameters had converged to stable values giving a small variance and low energy in a subsequent VMC calculation.
These strategies can often overcome the numerical instability. Our goal is to apply QMC methods to large systems with many inequivalent atoms, which will require wave functions for many electrons with many variable parameters. We would like to be able to optimize the determinantal part of the wave function as well as the Jastrow factor, which has only recently been attempted for solids , and we would also like to optimize excited states as well as ground states. In order to accomplish these goals we will need to improve our optimization techniques. In this paper we analyse energy and variance minimization techniques, in the expectation that a deeper understanding of the issues of numerical stability will lead to improved algorithms.
First we analyse the procedure of setting the weights to unity, which gives a new objective function, $`C(\alpha )`$, where
$$C(\alpha )=\frac{\mathrm{\Phi }^2(\alpha _0)[E_\mathrm{L}(\alpha )E_C(\alpha )]^2𝑑𝐑}{\mathrm{\Phi }^2(\alpha _0)𝑑𝐑},$$
(7)
and
$$E_C=\frac{\mathrm{\Phi }^2(\alpha _0)[\mathrm{\Phi }^1(\alpha )\widehat{H}\mathrm{\Phi }(\alpha )]𝑑𝐑}{\mathrm{\Phi }^2(\alpha _0)𝑑𝐑},$$
(8)
is the unweighted energy. The objective function $`C(\alpha )`$ has the property that its absolute minimum is zero and that this value is obtained if and only if $`\mathrm{\Phi }(\alpha )`$ is an exact eigenstate of $`\widehat{H}`$, because for an exact eigenstate $`E_\mathrm{L}=E_C`$. The absolute minima of $`C(\alpha )`$ are therefore at the same positions as those of $`A(\alpha )`$ and therefore $`C(\alpha )`$ should be a satisfactory objective function. As we will show by explicit example in Section IV, the advantage of $`C(\alpha )`$ is that it has a lower variance than $`A(\alpha )`$, especially when $`\alpha _0`$ and $`\alpha `$ differ significantly. A similar analysis can be applied to the case where the weights are subject to an upper limit, and we will refer to all such expressions with modified weights as variants of $`C`$ and $`E_C`$.
The objective function $`C(\alpha )`$ contains the unweighted energy $`E_C`$. As we will show by explicit example in Section IV, the ground state of $`\widehat{H}`$ does not necessarily correspond to the minimum value of $`E_C`$. The energy $`E_C`$ is therefore not a satisfactory objective function in its own right. If we replace the energy $`E_C(\alpha )`$ in Eq. 7 by some other energy $`\overline{E}`$, then the minima of the objective function occur at the eigenstates of $`\widehat{H}`$ if and only if $`\overline{E}`$ evaluated with the exact wave function is equal to the exact energy of the eigenstate. This requirement still allows freedom in the choice of $`\overline{E}`$, and the following form is sufficient,
$$\overline{E}=\frac{p(𝐑)E_\mathrm{L}(\alpha )𝑑𝐑}{p(𝐑)𝑑𝐑},$$
(9)
where $`p(𝐑)`$ is any probability distribution. This demonstrates that we can alter the weights in the energy $`E_C`$ and the variance $`C`$ independently, without shifting the positions of the absolute minima of $`C`$. In this work we have not investigated this freedom and we have always used the same weights for $`E_C`$ and $`C`$.
The above analysis applies for wave functions with sufficient variational freedom to encompass the exact wave function. In practical situations we are unable to find exact wave functions and it is important to consider the effect this has on the optimization process. Although the objective functions $`A(\alpha )`$ and $`C(\alpha )`$ are unbiased in the sense that the exact ground state wave function corresponds to an absolute minimum, $`C(\alpha )`$ is biased in the sense that for a wave function which cannot be exact the optimized parameters will not exactly minimize the true variance. We refer to this as a “weak bias” because it disappears as the wave function tends to the exact one. In practice this is not a problem because in minimizing $`C(\alpha )`$ we regenerate the configurations several times with the updated distribution until convergence is obtained, so that minimization of $`A(\alpha )`$ and $`C(\alpha )`$ turns out to give almost identical parameter values. On the other hand, the unweighted energy, $`E_C`$, shows a “strong bias” in the sense that the nature of its stationary points are very different from those of the properly weighted energy. The ability to alter the weights while not affecting the positions of the minima is an important advantage of variance minimization over energy minimization, which we believe is one of the factors which leads to the greater numerical stability of variance minimization.
## III Further Effects of Finite Sampling
In the previous section we described the numerical instability arising from the weighting factors. The origin of this problem lies in approximating the integrals by the average of the integrand over a finite set of points in configuration space. There is another important issue connected with the approximation of finite sampling, which is whether the positions of the minima of the objective function are altered by the finite sampling itself.
Consider the objective function $`A(\alpha )`$, in the case where the trial wave function has sufficient variational freedom to encompass the exact wave function. Approximating Eq. 4 by an average over the set $`\{𝐑_i\}`$ containing $`N_s`$ configurations drawn from the distribution $`\mathrm{\Phi }^2(\alpha _0)`$ gives
$$A^{N_s}=\frac{_i^{N_s}w(𝐑_i;\alpha )[E_\mathrm{L}(𝐑_i;\alpha )E_\mathrm{V}(\{𝐑_i\};\alpha )]^2}{_i^{N_s}w(𝐑_i;\alpha )}.$$
(10)
The eigenstates of $`\widehat{H}`$ give $`A^{N_s}=0`$ for any size of sample because $`E_\mathrm{L}=E_\mathrm{V}`$ for an eigenstate. Clearly this result also holds for $`C(\alpha )`$. This behaviour contrasts with that of the variational energy, $`E_\mathrm{V}`$. Consider a finite sampling of the variational energy of Eq. 2, where the configurations are distributed according to $`\mathrm{\Phi }^2(\alpha _0)`$ and properly weighted,
$$E_\mathrm{V}^{N_s}=\frac{_i^{N_s}w(𝐑_i;\alpha )E_\mathrm{L}(𝐑_i;\alpha )}{_i^{N_s}w(𝐑_i;\alpha )}.$$
(11)
The global minima of $`E_\mathrm{V}^{N_s}`$ are not guaranteed to lie at the eigenstates of $`\widehat{H}`$ for a finite sample. The fact that the positions of the global minima of $`A(\alpha )`$ and $`C(\alpha )`$ are robust to finite sampling is a second important advantage of variance minimization over energy minimization.
## IV Tests of minimization procedures
We now investigate the performance of the various energy and variance minimization techniques for a solid state system. We would like to know the exact wave function for our test system, and therefore we have chosen a non–interacting system. We model the valence states of silicon in the diamond structure, using periodic boundary conditions to simulate the solid. The fcc simulation cell contains 16 atoms and 64–electrons. The electrons are subject to a local potential which is described by two Fourier components, $`V_{111}`$ = -0.1 a.u., and $`V_{220}`$ = -0.06 a.u., chosen to give a reasonable description of the valence bandstructure of silicon. The value of $`V_{111}`$ is in good agreement with empirical pseudopotential form factors for silicon , while the value of $`V_{220}`$ is somewhat larger. Overall this model gives a reasonable description of the valence states of silicon and retains the essential features for testing the optimization techniques.
The “exact” single–particle orbitals were obtained by diagonalizing the Hamiltonian in a plane–wave basis set containing all waves up to an energy cutoff of 15 a.u. This basis set is still incomplete, but the square root of the variance of the energy is about 0.02 eV per atom, which is negligible for our purposes. We have added a variational parameter, $`\alpha `$, in the form of a $`\chi `$ function with the full symmetry of the diamond structure:
$$\chi (𝐫)=\alpha \left(\underset{𝐆}{}P_𝐆e^{\mathrm{i}𝐆.𝐫}\right),$$
(12)
where $`𝐆`$ labels the 8 reciprocal lattice vectors of the star and $`P_𝐆`$ is a phase factor associated with the non–symmorphic symmetry operations. The exact value of the parameter, $`\alpha `$, is, of course, zero. To model the situation where the wave function does not possess the variational freedom to encompass the exact one we used a smaller basis set cutoff of 2.5 a.u. The variational energy from this wave function is 0.35 eV per atom above the exact value, which is typical of the values we encounter in our solid state calculations. The optimal value of $`\alpha `$ for this inexact wave function is very close to zero.
This model exhibits all the numerical problems we have encountered in optimization procedures. In practical situations one may have more electrons and more parameters to optimize, which makes the numerical instabilities more pronounced. In order to analyse the behaviour in detail we have evaluated the variance of the objective functions. We found that unfeasibly large numbers of electron configurations were required to obtain accurate values of the variance of the objective functions for wave functions with many more electrons and variables parameters than used in our model system. We stress that when the numerical instabilities are more pronounced it is even more advantageous to adopt the optimization strategies recommended here.
We generated samples of $`0.96\times 10^6`$ statistically independent electronic configurations which were used to calculate the quantities involved in the various optimization schemes. In practical applications, a typical number of configurations used might be $`10^4`$, but we found it necessary to use a much larger number to obtain sufficiently accurate values of the different objective functions and, particularly, their variances. In a practical application an objective function, say $`C(\alpha )`$, is evaluated using, say, $`10^4`$ configurations. The quantities of interest are then $`C(\alpha )`$ and its variance calculated as averages over blocks of $`10^4`$ configurations. Because the numerator in $`C(\alpha )`$ contains $`E_\mathrm{V}`$, which is itself a sum over configurations, the values of $`C(\alpha )`$ and its variance depend on the number of configurations in the block. The variance of $`C(\alpha )`$ calculated as such a block average is much more sensitive to the block size than the value of $`C(\alpha )`$. As the number of configurations in the block increases the values of $`C(\alpha )`$ and its variance converge to their true values. (Analagous arguments hold for $`A(\alpha )`$.) Quoting all our results as a function of the block size would result in an enormous increase in the amount of data. However, for our silicon model, the variances of the objective functions are close to their true asymptotic values for block sizes of $`10^4`$ configurations or greater, so the values at the limit of large block sizes are the relevant ones for practical applications, and these are the values we quote here.
The configurations were generated by a Metropolis walk distributed according to $`\mathrm{\Phi }^2`$, using the inexact reduced basis–set wave function. An optimization procedure typically starts with non–optimal parameter values which are improved during the optimization procedure. We present results for configurations generated with the non–optimal value of $`\alpha _0`$ = 0.03, which gives results typical of the starting value for an optimization, and $`\alpha _0`$ = 0, which is the final value from a successful optimization procedure. The qualitative behaviour is not strongly influenced by the value of $`\alpha _0`$.
First we consider energy minimization. In Fig. 1 we plot the weighted and unweighted mean energies, $`E_\mathrm{V}`$ and $`E_C`$, and their variances as a function of $`\alpha `$, with configurations generated from $`\alpha _0`$ = 0.03 (Fig. 1a) and $`\alpha _0`$ = 0 (Fig. 1b). The unweighted mean energy has a $`\mathrm{𝑚𝑎𝑥𝑖𝑚𝑢𝑚}`$ at $`\alpha _0`$, i.e., the value from which the configurations were generated. This result can be understood as follows. Consider a wave function of the form
$$\mathrm{\Phi }=\underset{n}{}\beta _nD_n^{}D_n^{}\mathrm{exp}\left[\underset{k}{}\alpha _kJ_k\right],$$
(13)
where the $`\alpha _k`$ are parameters, and the $`J_k`$ are correlation functions. The mean unweighted energy can be written as
$$E_C(\{\alpha _k\})=(\alpha _k\alpha _{k0})G_{kl}(\alpha _l\alpha _{l0})+\mathrm{constant},$$
(14)
where $`\alpha _{k0}`$ are the parameter values from which the configurations are generated and
$$G_{kl}=\frac{\frac{1}{2}\mathrm{\Phi }^2(\{\alpha _{k0}\})_i_iJ_k_iJ_ld𝐑}{\mathrm{\Phi }^2(\{\alpha _{k0}\})𝑑𝐑}.$$
(15)
The $`G_{kl}`$ and the constant term depend on the $`\alpha _{k0}`$ but not on the $`\alpha _k`$. When there is only a single parameter, $`G`$ is negative, so that $`E_C`$ is a quadratic function with a maximum at $`\alpha _k=\alpha _{k0}`$. When there is more than one parameter the stationary point of the quadratic can be a maximum, minimum or saddle point, which is not acceptable behaviour for an objective function. The weights may be altered in other ways, such as limiting their upper value, but if the weights are altered the minima of the energy are moved, which is a “strong bias” in the objective function. If one insists on using an energy minimization method, weighting $`\mathrm{𝑚𝑢𝑠𝑡}`$ be used.
We now investigate the distributions of the weights and the local energies. In Fig. 2 we plot the distributions of the weights for $`\alpha _0`$ = 0.03 and $`\alpha `$ = 0 and for $`\alpha _0`$ = 0 and $`\alpha `$ = 0.03, while in Fig. 3 we plot the corresponding distributions of the local energies. The distributions of the weights resemble Poisson distributions, but the square roots of the variances are significantly greater than the means, so there are more configurations at large weights than for a Poisson distribution with the same mean. The local energies follow normal distributions relatively well. As expected, the distributions of the local energies is wider for the $`\alpha _0`$ = 0.03 wave function. Closer inspection reveals that the distribution of the local energies is not exactly normal because the actual distributions have “fat tails”. The outlying energies result from outlying values of the kinetic energy. The standard deviations are $`\sigma `$ = 0.964 a.u. and $`\sigma `$ = 0.726 a.u., for $`\alpha _0`$ = 0.03 and 0, respectively. The expected percentage of configurations beyond 3$`\sigma `$ from the mean of a normal distribution is 0.27%, but the actual percentages are 0.443% and 0.608% for $`\alpha _0`$ = 0.03 and 0, respectively. Although these outlying local energies give a negligible contribution to the mean energy, calculated with or without weighting, and only a very small contribution to the values of the variance–like objective functions, $`A(\alpha )`$, $`B(\alpha )`$, and $`C(\alpha )`$, they give significant contributions to the variances of the variance–like objective functions.
It is highly undesirable for an objective function to have a large variance. A larger variance implies that a greater number of configurations is required to determine the objective function to a given accuracy. However, as noted above, only the variances and not the means of $`A(\alpha )`$, $`B(\alpha )`$, and $`C(\alpha )`$ are significantly affected by these outlying configurations. We therefore limit the outlying local energies. An alternative would be to delete the outlying configurations, but this introduces a greater bias and is not as convenient in correlated–sampling schemes. The limiting must be done by the introduction of an arbitrary criterion, which we have implemented as follows. First we calculate the standard deviation of the sampled local energies, $`\sigma `$. We then calculate limiting values for the local energy as those beyond which the total expected number of configurations based on a normal distribution is less than $`\mathrm{\Delta }`$, where
$$\mathrm{\Delta }=N_s\times 10^p,$$
(16)
$`N_s`$ is the total number of configurations and $`p`$ is typically chosen to be 8, although varying $`p`$ from 4 to 12 makes no significant difference to the results. We include the factor of $`N_s`$ rather than limiting the energies beyond a given number of standard deviations to incorporate the concept that as more configurations are included, the sampling is improved. In the limit of perfect sampling, $`N_s\mathrm{}`$, the objective functions are unchanged. For our silicon system, the percentage of configurations having their local energies limited by this procedure, with $`p`$ = 8, is only 0.024% and 0.047% for $`\alpha _0`$ = 0.03 and 0, respectively, which corresponds to those beyond 5.7 standard deviations from the mean. The effect of limiting the outlying local energies is illustrated in Fig. 4. In Figs. 4a and c we plot the mean values of the objective functions $`C`$ and $`A`$ versus $`\alpha `$ for configurations generated with $`\alpha _0`$ = 0.03, with values of the limiting power, $`p`$, in Eq. 16, of 4, 8, 12 and infinity (no limiting), while in Figs. 4b and d we plot their variances. The mean values of $`C`$ are hardly affected by the limiting, while those of $`A`$ are only slightly altered. The smaller variances of $`C`$ and $`A`$ obtained by limiting the values of the local energy are very clear. In fact, if the local energies are not limited then the variances of the objective function are not very accurately determined, even with our large samples of $`0.96\times 10^6`$ configurations. Similar results hold for configurations generated with $`\alpha _0`$ = 0. We are not aware of other workers limiting the local energies in this way. This method can significantly reduce the variance of the variance–like objective functions without significantly affecting their mean values. Limiting the local energies is even more advantageous when small numbers of configurations are used. As mentioned above, in practical applications one evaluates the objective functions as averages over a sample of some given size, so that the variance of interest is the variance for that block size. When the block size is small the variances of objectives functions $`A`$ and $`C`$ increase, but this effect is greatly reduced by limiting the local energies. Limiting the local energies in the way we have described gives significantly better numerical behaviour for all the variance–like objective functions and therefore all data shown in Figs. 57 have been limited with $`p`$=8, unless explicitly stated otherwise.
Limiting the values of the weights is a crucial part of the variance minimization procedure for large systems. Comparison of Figs. 4b and d shows that the variance of the unweighted objective function $`C(\alpha )`$ is smaller than that of the weighted objective function, $`A(\alpha )`$, for all values of $`\alpha `$, provided one limits the local energies. The variances close to the minimum are similar but away from the minimum the variance of $`A`$ increases much more rapidly than that of $`C`$. The smaller variance of $`C`$ indicates the superior numerical stability of the unweighted function. Qualitatively similarly behaviour occurs for configurations generated with $`\alpha _0`$ = 0. A commonly used alternative to setting the weights equal to unity is to limit the maximum value of the weights. In Fig. 5 we show data for objective function $`C`$ with the largest value of the weights limited to multiples of 1 and 10 times the mean weight, along with data for the weights set to unity. In this graph the standard deviations of the objective functions are plotted as error bars. Fig. 5 shows that the variance of $`C`$ is reduced as the weights are more strongly limited, but the lowest variance is obtained by setting the weights to unity. In addition, when the weights are limited the curvature of the objective function is reduced, which makes it more difficult to locate the minimum. We therefore conclude that setting the weights to unity gives the best numerical stability.
Finally, we study the effect of using the objective function $`B(\alpha )`$ (Eq. 6), in which the variational energy, $`E_\mathrm{V}`$, is replaced by a fixed reference energy, $`\overline{E}`$, which is chosen to be lower than the exact energy. In Fig. 6 we show the objective function $`B(\alpha )`$ versus $`\alpha `$ for configurations generated with $`\alpha _0`$ = 0. The overall shapes of the curves are hardly changed as $`\overline{E}`$ is decreased, although the variance of the objective function slowly increases. If $`\overline{E}`$ is chosen to be too low then a significant amount of energy minimization is included and the numerical stability deteriorates. The objective function $`B`$ does have the property that its variance is independent of the block size, so that it does not show the increase in variance at short block sizes, but in practice we have not found this to be an important advantage. Using a value of $`\overline{E}`$ slightly below $`E_\mathrm{V}`$ appears to offer no significant advantages.
A direct comparison of the different variance–like objective functions is made in Fig. 7. The behaviour of the following objective functions are displayed: (i) $`A`$, (ii) $`B`$ with $`\overline{E}=E_\mathrm{V}0.3750`$ a.u., (iii) $`C`$, and (iv) a variant of $`C`$ with the maximum value of the weights limited to 10 times the mean weight. Limiting outlying values of the local energy improves the behaviour of all the objective functions, so in each case we have limited them according to Eq. 16 with $`p`$=8. The mean values of the objective functions are plotted in Fig. 7a, which shows them to behave similarly, with the positions of the minima being almost indistinguishable. However, the curve for the variant of $`C`$ with limited weights is somewhat flatter, which is an undesirable feature. The standard deviations of the objective functions are plotted in Fig. 7b, and here the differences are more pronounced. The unweighted variance, $`C`$, has the smallest variance, which is slightly smaller than that of the variant of $`C`$ with strongly limited weights. The variances of the objective functions which include the full weights increase rapidly away from $`\alpha `$=0. This rapid increase is highly undesirable and can lead to numerical instabilities.
## V Conclusions
We have analysed energy and variance minimization schemes for optimizing many–body wave functions, where the integrals involved are evaluated statistically. We have suggested two reasons why variance minimization techniques are numerically more stable than energy minimization techniques:
1. In variance minimization it is allowable to limit the weights or set them equal to unity, which reduces the variance of the objective function while introducing only a “weak bias”, which disappears as the process converges. Altering the weights in energy minimization normally leads to a badly behaved objective function.
2. Variance minimization, with or without altering the weights, shows greater numerical stability against errors introduced by finite sampling because the positions of the minima of the variance are not shifted by the finite sampling, whereas those of the (properly weighted) energy are.
We have studied optimization strategies for a realistic model of the valence electronic structure of diamond–structure silicon. The best strategy we have found is:
1. Minimize the variance of the unweighted local energy (objective function $`C`$, Eq. 7).
2. Limit outlying values of the local energy according to Eq. 16.
3. Regenerate the configurations several times with the updated parameter values until convergence is obtained.
This stategy may be applied to both ground and excited states of atoms, molecules and solids. It has been designed to be optimal for systems containing many electrons. The behaviour that we have observed in numerous wave function optimizations for large systems is consistent with the analysis presented in this paper and indicates that the above optimization strategy is robust, accurate and efficient.
## VI Acknowledgments
Financial support was provided by the Engineering and Physical Sciences Research Council (UK). Our calculations are performed on the CRAY T3E at the Edinburgh Parallel Computing Centre, and the Hitachi SR2201 located at the Cambridge HPCF.
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# Coalescing Binary Neutron Stars
## Table of Contents
1. Introduction 3
1.1 Binary Star Coalescence 3
1.2 Laser Interferometers 5
1.3 General Relativity 5
2. Astrophysical Motivation and Applications 6
2.1 Gravitational Wave Astronomy 6
2.2 Gamma-Ray Bursts 7
2.3 The R-Process Problem 8
3. Calculating Gravitational Radiation Waveforms 8
3.1 The Inspiral Waveform 9
3.2 The Coalescence Waveform 9
3.3 Phase Errors in the Inspiral Waveform 10
4. Hydrodynamic Instabilities and Coalescence 11
4.1 The Stability of Binary Equilibrium Configurations 12
4.2 Mass Transfer and the Dependence on the Mass Ratio 16
4.3 Neutron Star Physics 19
5. The Stability of Compact Binaries in General Relativity 20
5.1 The ISCO in Relativistic Close Binaries 20
5.2 Binary-Induced Collapse Instability 23
5.3 The Final Fate of Mergers 25
5.4 Numerical Relativity and Future Prospects 26
6. Nonsynchronized Binaries 28
6.1 Irrotational Equilibrium Sequences 28
6.2 Coalescence of Nonsynchronized Binaries 29
References 32
## 1 Introduction
Binary neutron stars are among the most promising sources of gravitational waves for future detection by laser interferometers such as LIGO (Abramovici et al1992), VIRGO (Bradaschia et al1990), TAMA (Kuroda et al1997) and GEO (Hough 1992; Danzmann 1998). Binary neutron stars are known to exist and for some of the systems in our own galaxy (like the relativistic binary radio pulsars PSR B1913+16 and PSR B1534+12), general relativistic (hereafter GR) effects in the binary orbit have been measured to high precision (Taylor & Weisberg 1989; Stairs et al1998). With the construction of laser interferometers well underway, it is of growing urgency that we be able to predict theoretically the gravitational waveform emitted during the inspiral and the final coalescence of the two stars. Relativisitic binary systems, like binary neutron stars (NS) and binary black holes (BH) pose a fundamental challenge to theorists, as the two-body problem is one of the outstanding unsolved problems in classical GR.
### 1.1 Binary Star Coalescence
The coalescence and merging of two stars into a single object is the almost inevitable end-point of close binary evolution. Dissipation mechanisms such as friction in common gaseous envelopes, tidal dissipation, magnetic breaking, or the emission of gravitational radiation, are always present and cause the orbits of close binary systems to decay. Examples of the coalescence process for Newtonian systems that are of great current interest include the formation of blue stragglers in globular clusters from mergers of main-sequence star binaries, and the nuclear explosion or gravitational collapse of white dwarf mergers with total masses above the Chandrasekhar limit (for other examples and discussions, see, e.g., Bailyn 1993; Chen & Leonard 1993; Iben, Tutukov, & Yungelson 1996; Rasio 1995).
For most close binary systems the terminal stage of orbital decay is always hydrodynamic in nature, with the final merging of the two stars taking place on a time scale comparable to the orbital period. In many systems this is because mass transfer from one star to the other can lead to a rapid shrinking of the binary separation, which in turns accelerates the mass transfer rate, leading to an instability (for a recent discussion and references, see Soberman, Phinney, & van den Heuvel 1997). In addition to mass transfer instabilities, global hydrodynamic instabilities can drive a close binary system to rapid coalescence once the tidal interaction between the two stars becomes sufficiently strong. The existence of these global instabilities for close binary equilibrium configurations containing a compressible fluid, and their particular importance for binary NS systems, was demonstrated for the first time by the authors (Rasio & Shapiro 1992, 1994, 1995; hereafter RS1–3) using numerical hydrodynamic calculations.
Instabilities in close binary systems can also be studied using analytic methods. The classical analytic work for close binaries containing an incompressible fluid (Chandrasekhar 1969) was extended to compressible fluids in the work of Lai, Rasio, & Shapiro (1993a,b, 1994a,b,c, hereafter LRS1–5). This analytic study confirmed the existence of dynamical and secular instabilities for sufficiently close binaries containing polytropes (idealized stellar models obeying an equation of state of the form $`P=K\rho ^\mathrm{\Gamma }`$, where $`P`$ is pressure, $`\rho `$ is the rest-mass density, $`K`$ is a constant, and $`\mathrm{\Gamma }`$ is the adiabatic exponent related to the polytropic index $`n`$ according to $`\mathrm{\Gamma }=1+1/n`$). Although these simplified analytic studies can give much physical insight into difficult questions of global fluid instabilities, fully numerical calculations remain essential for establishing the stability limits of close binaries accurately and for following the nonlinear evolution of unstable systems all the way to complete coalescence. Given the absence of any underlying symmetry in the problem, these calculations must be done in 3 spatial dimensions plus time and therefore require supercomputers.
A number of different groups have now performed such calculations, using a variety of numerical methods and focusing on different aspects of the problem. Nakamura and collaborators (see Nakamura 1994 and references therein) were the first to perform 3D hydrodynamic calculations of binary NS coalescence, using a traditional Eulerian finite-difference code. Instead, RS used the Lagrangian method SPH (Smoothed Particle Hydrodynamics). They focused on determining the stability properties of initial binary models in strict hydrostatic equilibrium and calculating the emission of gravitational waves from the coalescence of unstable binaries. Many of the results of RS were later independently confirmed by New & Tohline (1997), who used completely different numerical methods but also focused on stability questions, and by Zhuge, Centrella, & McMillan (1994, 1996), who also used SPH. Zhuge et al(1996) also explored in detail the dependence of the gravitational wave signals on the initial NS spins. Davies et al(1994) and Ruffert et al(1996, 1997) have incorporated a treatment of the nuclear physics in their hydrodynamic calculations (done using SPH and PPM codes, respectively), motivated by cosmological models of gamma-ray bursts (see Sec. 2.2).
In GR, strong-field gravity between the masses in a binary system is alone sufficient to drive a close circular orbit unstable. In close NS binaries, GR effects combine nonlinearly with Newtonian tidal effects so that close binary configurations can become dynamically unstable earlier during the inspiral phase (i.e., at larger binary separation and lower orbital frequency) than predicted by Newtonian hydrodynamics alone. The combined effects of relativity and hydrodynamics on the stability of close compact binaries have only very recently begun to be studied. Preliminary results have been obtained using both analytic approximations (basically, post-Newtonian generalizations of LRS; see Lai 1996; Taniguchi & Nakamura 1996; Lai & Wiseman 1997; Lombardi, Rasio, & Shapiro 1997; Taniguchi & Shibata 1997; Shibata & Taniguchi 1997), as well as numerical hydrodynamics calculations in 3D incorporating simplified treatments of relativistic effects (Shibata 1996; Baumgarte et al1997; Baumgarte et al1998a,b; Mathews & Wilson 1997; Shibata, Baumgarte, & Shapiro 1998; Wang, Swesty, & Calder 1998). Several groups, including a NASA Grand Challenge team (Seidel 1998; Swesty & Saylor 1997), are working on a fully relativistic calculation of the final coalescence, combining the techniques of numerical relativity and numerical hydrodynamics in 3D.
### 1.2 Laser Interferometers
It is useful to recall some of the vital statistics of the LIGO/VIRGO/GEO/TAMA network now under construction (see Thorne 1996 for an excellent review and references). It consists of earth-based, kilometer-scale laser interferometers most sensitive to waves in the $`1010^3`$Hz band. The expected rms noise level has an amplitude $`h_{rms}<10^{22}`$. The most promising sources for such detectors are NS–NS, NS–BH and BH–BH coalescing binaries. The event rates are highly uncertain but astronomers (e.g., Phinney 1991; Narayan, Piran & Shemi 1991) estimate that in the case of NS–NS binaries, which are observed in our own galaxy as binary radio pulsars, the rate may be roughly $`3\mathrm{y}\mathrm{r}^1(\mathrm{distance}/200\mathrm{Mpc})^3`$. For binaries containing black holes, the typical BH mass range in the frequency range of interest is $`2300M_{}`$. For typical NS–NS binaries, the total inspiral timescale across the detectable frequency band is approximately 15 mins. During this time the number of cycles of gravitational waves, $`𝒩_{cyc}`$, is approximately 16,000.
Although much of the current theoretical focus is directed toward LIGO-type experiments, other detectors that may come on-line in the future will also be important. For example, LISA is a proposed space-based, 5 million-kilometer interferometer that will be placed in heliocentric orbit (see, e.g., Danzmann 1998). The relevant frequency band for LISA is $`10^41`$Hz. The most promising sources in this band include short-period, galactic binaries of all types (main sequence binaries; white dwarf-white dwarf binaries, and binaries containing neutron stars and stellar-mass black holes) as well as supermassive BH–BH binaries. The typical black hole mass in a detectable BH–BH binary must be between $`10^310^8M_{}`$, where the upper mass limit is set by the lower bound on the observable frequency.
### 1.3 General Relativity
Solving the binary coalescence problem will ultimately require the full machinery of general relativity. Indeed, many of the key issues cannot even be raised in the context of Newtonian or even post-Newtonian gravitation.
Consider, for example, the recent controversial claim by Wilson, Mathews and Marronetti (Wilson & Mathews 1995; Wilson et al1996; Marronetti et al1998) that massive neutron stars in close binaries can collapse to black holes prior to merger. Catastrophic collapse of equilibrium fluids to black holes is a consequence of the nonlinear nature of Einstein’s field equations and can only be addressed in full GR. Resolving the issue of neutron star collapse prior to merger has huge consequences for predictions of gravitational waveforms from neutron star binaries. In addition, if the neutron stars do undergo collapse, their final coalescence cannot serve as a source of gamma-rays.
There are other aspects of the inspiral problem that require a fully relativistic treatment, even for a qualitative understanding. For example, if the stars do not undergo collapse prior to coalescence, their combined mass is likely to exceed the maximum allowed mass of a cold, rotating star upon merger. In this case the merged remnant must ultimately undergo collapse to a black hole. But it is not clear whether this final collapse proceeds immediately, on a dynamical timescale (ms), or quasi-statically, on a neutrino dissipation timescale (secs). The latter is possible since the merged remnant may be hot, following shock heating, and the thermal component of the pressure may be adequate to keep the star in quasi-equilibrium until neutrinos carry off this thermal energy and with it the thermal pressure support against collapse (Baumgarte & Shapiro 1998). Moreover, it is by no means clear how much angular momentum the rotating remnant will possess at the onset of collapse or what the final fate of the system will be if the angular momentum of the remnant exceeds the maximum allowed value for a Kerr black hole, $`J/M^2=1`$ (We adopt units such that $`G=c=1`$ throughout this paper unless otherwise specified). Will the excess angular momentum be radiated away or ejected via a circumstellar ring or torus? These issues have crucial observational implications and can only be addressed by simulations performed in full GR.
## 2 Astrophysical Motivation and Applications
### 2.1 Gravitational Wave Astronomy
Coalescing compact binaries are very strong sources of gravitational radiation that are expected to become directly detectable with the new generation of laser interferometers now under construction (see Sec. 1). In addition to providing a major new confirmation of Einstein’s theory of general relativity, including the first direct proof of the existence of black holes (Flanagan & Hughes 1998,a,b; Lipunov et al1997), the detection of gravitational waves from coalescing binaries at cosmological distances could provide accurate independent measurements of the Hubble constant and mean density of the Universe (Schutz 1986; Chernoff & Finn 1993; Marković 1993). For a recent review on the detection and sources of gravitational radiation, see Thorne (1996).
Expected rates of NS binary coalescence in the Universe, as well as expected event rates in forthcoming laser interferometers, have now been calculated by many groups. Although there is some disparity between various published results, the estimated rates are generally encouraging. Simple statistical arguments based on the observed local population of binary radio pulsars with probable NS companions lead to an estimate of the rate of NS binary coalescence in the Universe of order $`10^7`$yr$`^1`$Mpc<sup>-3</sup> (Narayan et al1991; Phinney 1991). In contrast, theoretical models of the binary star population in our Galaxy suggest that the NS binary coalescence rate may be much higher, $`>10^6`$yr$`^1`$Mpc<sup>-3</sup> (Tutukov & Yungelson 1993; see also the more recent studies by Portegies Zwart & Spreeuw 1996 and Lipunov et al1998).
Finn & Chernoff (1993) predicted that an advanced LIGO detector could observe as many as 70 NS merger events per year. This number corresponds to a Galactic NS merger rate $`R10^6\mathrm{yr}^1`$ derived from radio pulsar surveys. More recently, however, van den Heuvel & Lorimer (1996) revised this number to $`R0.8\times 10^5\mathrm{yr}^1`$, using the latest galactic pulsar population model of Curran & Lorimer (1995). This value is consistent with the upper limit of $`10^5\mathrm{yr}^1`$ for the Galactic binary NS birth rate derived by Bailes (1996) on the basis of very general statistical considerations about pulsars.
Near the end of the inspiral, when the binary separation becomes comparable to the stellar radii, hydrodynamic effects become important and the character of the waveforms will change. Special purpose narrow-band detectors that can sweep up frequency in real time will be used to try to catch the corresponding final few cycles of gravitational waves (Meers 1988; Strain & Meers 1991; Danzmann 1998). In this terminal phase of the coalescence, the waveforms contain information not just about the effects of GR, but also about the internal structure of the stars and the nuclear equation of state (hereafter EOS) at high density. Extracting this information from observed waveforms, however, requires detailed theoretical knowledge about all relevant hydrodynamic processes. This question is discussed in more detail in Section 4 below.
### 2.2 Gamma-Ray Bursts
Many theoretical models of gamma-ray bursts (GRB) have postulated that the energy source for the bursts could be coalescing compact (NS–NS or NS–BH) binaries at cosmological distances (Paczyński 1986; Eichler et al1989; Narayan, Paczyński, & Piran 1992). The isotropic angular distribution of the bursts detected by the BATSE experiment on the Compton GRO satellite (Meegan et al1992) strongly suggests a cosmological origin, as does the distribution of number versus intensity of the bursts. In addition, the rate of GRBs detected by BATSE, of order one per day, is in rough agreement with theoretical predictions for the rate of NS binary coalescence in the Universe (cf. above). During the past two years, the first X-ray “afterglows,” as well as radio and optical counterparts of several GRBs have been observed after the burst positions were measured accurately with the BeppoSAX satellite (e.g., Costa et al1997). These observations have provided very strong additional evidence for a cosmological origin of the bursts. Most importantly, the recent detections of the optical counterparts of several GRBs at high redshifts ($`Z=0.84`$ for GRB 970508, $`Z=3.4`$ for GRB 971214; see Metzger et al1997 and Kulkarni et al1998) have firmly established that at least some gamma-ray bursts originate at cosmological distances.
To model the gamma-ray emission realistically, the complete hydrodynamic and nuclear evolution during the final merging of the two NS, especially in the outermost, low-density regions of the merger, must be understood in detail. This is far more challenging than understanding the emission of gravitational waves, which is mostly sensitive to the bulk motion of the fluid, but is totally insensitive to nuclear processes taking place in low-density regions. Numerical calculations of NS binary coalescence including some treatment of the nuclear physics have been performed in Newtonian theory by Davies et al(1994; see also Rosswog et al1998a,b) and Ruffert et al(1996, 1997). The most recent results from these calculations indicate that, even under the most favorable conditions, the energy provided by $`\nu \overline{\nu }`$ annihilation during the merger is too small by at least an order of magnitude, and more probably two or three orders of magnitude, to power typical gamma-ray bursts at cosmological distances (Janka & Ruffert 1996). The discrepancy has now become even worse given the higher energies required to power bursts at some of the observed high redshifts ($`10^{54}`$erg for isotropic emission in the case of GRB 971214). However, with sufficient beaming of the gamma ray emission, scenarios in which the merger leads to the formation of a rapidly rotating black hole surrounded by a torus of debris, and where the energy of the burst comes from either the binding energy of the debris, or the spin energy of the black hole, are still viable (Mészáros, Rees, & Wijers 1998).
### 2.3 The R-Process Problem
Recent calculations have raised doubts on the ability of supernovae to produce r-process nuclei in the correct amounts (e.g., Meyer & Brown 1997). Instead, decompressed nuclear matter ejected during binary NS coalescence, or during the tidal disruption of a NS by a BH, may provide a good alternative or supplementary site for the r-process (Symbalisty & Schramm 1992; Eichler et al1989; Rosswog et al1998a,b).
The recent SPH calculations by Rosswog et al(1998b) suggest that the amount of mass ejected during binary NS coalescence may be sufficient for an explanation of the observed r-process abundances. Their preliminary abundance calculations show that practically all the material is subject to r-process conditions. The calculated abundance patterns can reproduce the basic features of the solar r-process abundances very well, including the peak near A=195, which is obtained without any tuning of the initial entropies. Thus, it is possible that all the observed r-process material could be explained by mass ejection during neutron star mergers.
## 3 Calculating Gravitational Radiation Waveforms
At present, we do not possess a single, unified prescription for calculating gravitational waveforms over all the regimes and all the corresponding bands of detectable frequencies from such events. Instead, we must be crafty in breaking up the coalescence into several distinct epochs and corresponding frequency bands and employing appropriate theoretical tools to investigate each epoch separately. One of our immediate theoretical goals is to construct a smooth, self-consistent join between the different solutions for the different epochs. Ultimately, we may succeed in formulating a single computational approach that is capable by itself of tracking the entire binary coalescence and merger and determining the waveform over all frequency bands. But for now we must content ourselves with calculating waveforms by any means possible – by any means necessary!
Gravitational waveforms from coalescing compact binaries may be conveniently divided into two main pieces (Cutler et al1993). The inspiral waveform is the low-frequency component emitted early on, before tidal distortions of the stars become important. The coalescence waveform is the high frequency component emitted at the end, during the epoch of distortion, tidal disruption and/or merger. Existing theoretical machinery for handling the separate epochs differs considerably.
### 3.1 The Inspiral Waveform
Most recent calculations of the gravitational radiation waveforms from coalescing binaries have focused on the signal emitted during the last few thousand orbits, as the frequency sweeps upward from about 10 Hz to $`300`$Hz. The waveforms in this regime can be calculated fairly accurately by performing high-order post-Newtonian (hereafter PN) expansions of the equations of motion for two point masses (Lincoln & Will 1990; Junker & Schäfer 1992; Kidder, Will, & Wiseman 1992; Wiseman 1993; Will 1994; Blanchet et al1996). High accuracy is essential here because the observed signals will be matched against theoretical templates. Since the templates must cover $`10^310^4`$ orbits, a phase error as small as $`10^4`$ could in principle prevent detection (Cutler et al1993; Cutler & Flanagan 1994; Finn & Chernoff 1993).
The PN formalism consists of a series expansion in the parameter $`ϵM/rv^2`$, where $`M`$ is the mass of the binary, $`r`$ is the separation and $`v`$ is the orbital velocity. This parameter is small whenever the gravitational field is weak and the velocity is slow. In this formalism, which is essentially analytic, the stars are treated as point masses. The aim of the PN analysis is to compute to $`𝒪[(v/c)^{11}]`$ in order that theoretical waveforms be sufficiently free of systematic errors to be reliable as templates against which the LIGO/VIRGO observational data can be compared (Cutler & Flanagan 1994). For further discussion of the PN formalism and references, see Blanchet & Damour (1992), Kidder, Will & Wiseman (1993), Apostolatos et al(1994), Blanchet et al(1995) and Will & Wiseman (1996).
### 3.2 The Coalescence Waveform
The coalescence waveform is influenced by finite-size effects, like hydrodynamics in the case of neutron stars, and by tidal distortions. For binary neutron stars, many aspects of coalescence can be understood by solving the Newtonian equations of hydrodynamics while treating the gravitational radiation as a perturbation in the quadrupole approximation. Such an analysis is only valid when the two inequalities, $`ϵ1`$ and $`M/R1`$ are both satisfied. Here R is the neutron star radius. Newtonian treatments of the coalescence waveform come in two forms: numerical hydrodynamic simulations in 3D and analytic analyses based on triaxial ellipsoid models of the interacting stars. The ellipsoidal treatments can handle the influence of tidal distortion and internal fluid motions and spin, but not the final merger and coalescence. For a detailed treatment and references, see Chandrasekhar (1969), Carter & Luminet (1985), Kochanek (1992) and LRS. Numerical simulations are required to treat the complicated hydrodynamic interaction with ejection of mass and shock dissipation, which usually accompany the merger (see, e.g., Oohara & Nakamura 1989; RS; Davies et al1994; Zughe et al1994; Ruffert et al1995).
Fully relativistic calculations are required for quantitatively reliable coalescence waveforms. They are also required to determine those qualitative features of the final merger which can only result from strong-field effects (e.g., catastrophic collapse of merging neutron stars to a black hole). These calculations treat Einstein’s equations numerically in 3+1 dimensions without approximation. In the case of neutron stars, the equations of relativistic hydrodynamics must be solved together with Einstein’s field equations. For earlier work in this area, see the articles in Smarr (1979) and Evans, Finn & Hobill (1988); for recent progress see Matzner et al1995 and Wilson & Mathews 1995, and references therein.
### 3.3 Phase Errors in the Inspiral Waveform
Measuring the binary parameters by gravitational wave observations is accomplished by integrating the observed signal against theoretical templates (Cutler et al1993). For this purpose it is necessary that the signal and template remain in phase with each other within a fraction of a cycle ($`\delta 𝒩_{cyc}<0.1`$) as the signal sweeps through the detector’s frequency band. To leading order we may treat the system as a point-mass, nearly-circular Newtonian binary spiraling slowly inward due to the emission of quadrupole gravitational radiation. In this limit the number of cycles spent sweeping through a logarithmic interval of frequency $`f`$ is
$$\left(\frac{d𝒩_{cyc}}{d\mathrm{ln}f}\right)_0=\frac{5}{96\pi }\frac{1}{M_c^{5/3}(\pi f)^{5/3}},$$
(1)
where the “chirp mass” $`M_c`$ is given by $`M_c\mu ^{3/5}M^{2/5}`$. Here $`\mu `$ is the reduced mass and $`M`$ is the total mass of the binary. It is expected that LIGO/VIRGO measurements will be able to determine the chirp mass to within 0.04 per cent for a NS–NS binary and to within 0.3 per cent for a system containing at least one BH (Thorne 1996).
The PN formalism can be used to determine corrections to eq. (1) arising from PN contributions to the binary orbit. For example, suppose one of the stars has a spin $`𝐒`$ inclined at an angle $`i`$ to the normal direction to the orbital plane. This spin induces a gravitomagnetic field which modifies the orbit of the companion. In addition, the wave emission rate, which determines the inspiral velocity, is augmented above the value due to the familiar time-changing quadrupole mass moment by an additional contribution from the time-changing quadrupole current moment. The result is easily shown to yield a “correction” to the Newtonian binary phase (eq. 1) given by
$$\frac{d𝒩_{cyc}}{d\mathrm{ln}f}=\left(\frac{d𝒩_{cyc}}{d\mathrm{ln}f}\right)_0\left[1+\frac{113}{12}\frac{S}{M^2}x^{3/2}cosi\right],$$
(2)
where $`x(\pi Mf)^{2/3}M/r`$ and where we have assumed that the mass of the spinning star is much greater than that of the companion. The frequency dependence of the correction term enables us in principle to distinguish this spin contribution from the Newtonian piece. In practice, it turns out that we may need to know independently the value of the spin in order to determine reliably the reduced mass $`\mu `$ (and thereby $`M`$, and the individual masses, since we already know $`M_c`$ from the Newtonian part of eq. 2). If we somehow know that the spin is small, we can determine $`\mu `$ to roughly 1% for NS–NS and NS–BH binaries and 3% for BH–BH binaries (Thorne 1996). Not knowing the value of the spin worsens the accuracy of $`\mu `$ considerably, but this may be improved if wave modulations due to spin-induced Lens-Thirring precession of the orbit are incorporated (Apostolatos et al1994). This example illustrates how the PN formalism may be used to do classical stellar spectroscopy on binary systems containing compact stars.
Models based on Newtonian compressible ellipsoids can be used to analyze finite-size effects that lead to additional corrections to the phase of a NS–NS binary inspiral waveform (LRS3). Consider for definiteness two identical $`1.4M_{}`$ neutron stars, each with radius $`R/M=5`$ and supported by a stiff polytropic equation of state with adiabatic index $`\mathrm{\Gamma }=3`$. Track their orbit as they spiral inward from a separation $`r_i=70R`$ to $`r_f=5R`$, corresponding to a sweep over wave frequency from $`f_i=10`$ Hz to $`f_f=522`$ Hz (recall for Keplerian motion, $`fr^{3/2}`$). To lowest Newtonian order, the total number of wave cycles emitted as the stars sweep through this frequency band is 16,098. If the two stars have zero spin, then the main hydrodynamic correction to the point-mass Newtonian result is due to the static Newtonian quadrupole interaction induced by the tidal field. The change in the number of cycles varies like $`\delta 𝒩_{cyc}^{(I)}r^{5/2}f^{5/3}`$ and therefore arises chiefly at large $`f`$ (small $`r`$). Sweeping through the entire frequency band results in a small change $`\delta 𝒩_{cyc}^{(I)}0.3`$; in the low frequency band from $`10`$Hz to $`300`$Hz, the change is only 0.1. Such a small change probably can be neglected in designing low-$`f`$ wave templates.
Suppose instead that each NS has an intrinsic spin. In this case $`\delta 𝒩_{cyc}^{(S)}r^{1/2}f^{1/3}`$ and the change occurs chiefly at low $`f`$ (large $`r`$). Now the quadrupole moments of the stars are induced by spin as well as by tidal fields. The change in the number of wave cycles as the orbit decays to $`r_f`$ is $`\delta 𝒩_{cyc}^{(S)}9/P_{ms}^2`$, where $`P_{ms}`$ is the spin period in msec. Hence for rapidly spinning NS’s with $`P_{ms}<9`$, the effect is potentially important and must be taken into account in theoretical templates.
Unlike many binaries consisting of ordinary stars, NS binaries are not expected to be corotating (synchronous) at close separation, because the viscosities required to achieve synchronous behavior are implausibly large (Kochanek 1992; Bildsten and Cutler 1992; LRS3). Were this otherwise, the resulting corrections on the inspiral waveform phase evolution would be enormous and would dominate the low-$`f`$ phase correction: $`\delta 𝒩_{cyc}^{(SS)}15`$ in orbiting from $`r=r_i`$ to $`r=r_f`$. See Section 6 for a discussion of the final coalescence for nonsynchronous binaries.
## 4 Hydrodynamic Instabilities and Coalescence
Newtonian hydrodynamic calculations in 3D yield considerable insight into the coalescence process. These calculations also serve as benchmarks for future relativistic codes in the weak-field, slow-velocity limit of GR, applicable whenever $`R/M10`$. This section summarizes some of the important physical effects revealed by these Newtonian simulations.
### 4.1 The Stability of Binary Equilibrium Configurations
Hydrostatic equilibrium configurations for binary systems with sufficiently close components can become dynamically unstable (Chandrasekhar 1975; Tassoul 1975). The physical nature of this instability is common to all binary interaction potentials that are sufficiently steeper than $`1/r`$ (see, e.g., Goldstein 1980, §3.6). It is analogous to the familiar instability of test particles in circular orbits sufficiently close to a black hole (Shapiro & Teukolsky 1983, §12.4). Here, however, it is the tidal interaction that is responsible for the steepening of the effective interaction potential between the two stars and for the destabilization of the circular orbit (LRS3). The tidal interaction exists of course already in Newtonian gravity and the instability is therefore present even in the absence of relativistic effects. For sufficiently compact binaries, however, the combined effects of relativity and hydrodynamics lead to an even stronger tendency towards dynamical instability (see §5).
The stability properties of close NS binaries depend sensitively on the NS EOS. Close binaries containing NS with stiff EOS (adiabatic exponent $`\mathrm{\Gamma }>2`$ if $`P=K\rho ^\mathrm{\Gamma }`$, where $`P`$ is pressure and $`\rho `$ is density) are particularly susceptible to a dynamical instability. This is because tidal effects are stronger for stars containing a less compressible fluid (i.e., for larger $`\mathrm{\Gamma }`$). As the dynamical stability limit is approached, the secular orbital decay driven by gravitational wave emission can be dramatically accelerated (LRS2, LRS3). The two stars then plunge rapidly toward each other, and merge together into a single object in just a few rotation periods. This dynamical instability was first identified in RS1, where the evolution of Newtonian binary equilibrium configurations was calculated for two identical polytropes with $`\mathrm{\Gamma }=2`$. It was found that when $`r<3R`$ ($`r`$ is the binary separation and $`R`$ the radius of an unperturbed NS), the orbit becomes unstable to radial perturbations and the two stars undergo rapid coalescence. For $`r>3R`$, the system could be evolved dynamically for many orbital periods without showing any sign of orbital evolution (in the absence of dissipation). Many of the results derived in RS and LRS concerning the stability properties of NS binaries have been confirmed recently in completely independent work by New & Tohline (1997) and by Zhuge, Centrella, & McMillan (1996). New & Tohline (1997) used completely different numerical methods (a combination of a 3D Self-Consistent Field code for constructing equilibrium configurations and a grid-based Eulerian code for following the dynamical evolution of the binaries), while Zhuge et al(1996) used SPH, as did RS.
*
The dynamical evolution of an unstable, initially synchronized (i.e., rigidly rotating) binary containing two identical stars can be described typically as follows (Fig. 1). During the initial, linear stage of the instability, the two stars approach each other and come into contact after about one orbital revolution. In the corotating frame of the binary, the relative velocity remains very subsonic, so that the evolution is adiabatic at this stage. This is in sharp contrast to the case of a head-on collision between two stars on a free-fall, radial orbit, where shocks are very important for the dynamics (RS1). Here the stars are constantly being held back by a (slowly receding) centrifugal barrier, and the merging, although dynamical, is much more gentle. After typically two orbital revolutions the innermost cores of the two stars have merged and the system resembles a single, very elongated ellipsoid. At this point a secondary instability occurs: mass shedding sets in rather abruptly. Material is ejected through the outer Lagrange points of the effective potential and spirals out rapidly. In the final stage, the spiral arms widen and merge together. The relative radial velocities of neighboring arms as they merge are supersonic, leading to some shock-heating and dissipation. As a result, a hot, nearly axisymmetric rotating halo forms around the central dense core. The halo contains about 20% of the total mass and the rotation profile is close to a pseudo-barotrope (Tassoul 1978, §4.3), with the angular velocity decreasing as a power-law $`\mathrm{\Omega }\varpi ^\nu `$ where $`\nu <2`$ and $`\varpi `$ is the distance to the rotation axis (RS1). The core is rotating uniformly near breakup speed and contains about 80% of the mass still in a cold, degenerate state. If the initial NS had masses close to $`1.4M_{}`$, then most recent stiff EOS would predict that the final merged configuration is still stable and will not immediately collapse to a black hole, although it might ultimately collapse to a black hole as it continues to lose angular momentum (see Cook, Shapiro, & Teukolsky 1994).
The emission of gravitational radiation during dynamical coalescence can be calculated perturbatively using the quadrupole approximation (RS1). Both the frequency and amplitude of the emission peak somewhere during the final dynamical coalescence, typically just before the onset of mass shedding. Immediately after the peak, the amplitude drops abruptly as the system evolves towards a more axially symmetric state. For an initially synchronized binary containing two identical polytropes, the properties of the waves near the end of the coalescence depend very sensitively on the stiffness of the EOS (Fig. 2).
When $`\mathrm{\Gamma }<\mathrm{\Gamma }_{crit}`$, with $`\mathrm{\Gamma }_{crit}2.3`$, the final merged configuration is perfectly axisymmetric. Indeed, a Newtonian polytropic fluid with $`\mathrm{\Gamma }<2.3`$ (polytropic index $`n>0.8`$) cannot sustain a nonaxisymmetric, uniformly rotating configuration in equilibrium (see, e.g., Tassoul 1978, §10.3). As a result, the amplitude of the waves drops to zero in just a few periods (RS1). In contrast, when $`\mathrm{\Gamma }>\mathrm{\Gamma }_{crit}`$, the dense central core of the final configuration remains triaxial (its structure is basically that of a compressible Jacobi ellipsoid; cf. LRS1) and therefore it continues to radiate gravitational waves. The amplitude of the waves first drops quickly to a nonzero value and then decays more slowly as gravitational waves continue to carry angular momentum away from the central core (RS2). Because realistic NS EOS have effective $`\mathrm{\Gamma }`$ values precisely in the range 2–3 (LRS3), i.e., close to $`\mathrm{\Gamma }_{crit}2.3`$, a simple determination of the absence or presence of persisting gravitational radiation after the coalescence (i.e., after the peak in the emission) could place a strong constraint on the stiffness of the EOS. General relativity is likely to play an important quantitative role; for example, the critical Newtonian value of polytropic index for the onset of the bar-mode instability is increased to $`n=1.3`$ in GR (Stergioulas & Friedman 1998).
### 4.2 Mass Transfer and the Dependence on the Mass Ratio
Clark & Eardley (1977) suggested that secular, stable mass transfer from one NS to another could last for hundreds of orbital revolutions before the lighter star is tidally disrupted. Such an episode of stable mass transfer would be accompanied by a secular increase of the orbital separation. Thus if stable mass transfer could indeed occur, a characteristic “reversed chirp” would be observed in the gravitational wave signal at the end of the inspiral phase (Jaranowski & Krolak 1992).
The question was later reexamined by Kochanek (1992) and Bildsten & Cutler (1992), who both argued against the possibility of stable mass transfer on the basis that very large mass transfer rates and extreme mass ratios would be required. Moreover, in LRS3 it was pointed out that mass transfer has in fact little importance for most NS binaries (except perhaps those containing a very low-mass NS). This is because for $`\mathrm{\Gamma }>2`$, dynamical instability always arises before the Roche limit along a sequence of binary configurations with decreasing separation $`r`$. Therefore, by the time mass transfer begins, the system is already in a state of dynamical coalescence and it can no longer remain in a nearly circular orbit. Thus stable mass transfer from one NS to another appears impossible.
In RS2 a complete dynamical calculation was presented for a system containing two polytropes with $`\mathrm{\Gamma }=3`$ and a mass ratio $`q=0.85`$. This value corresponds to what was at the time the most likely mass ratio for the binary pulsar PSR B2303+46 (Thorsett et al1993) and represented the largest observed departure from $`q=1`$ in any known binary pulsar with likely NS companion. The latest observations of PSR B2303+46, however, give a most likely mass ratio $`q=1.30/1.34=0.97`$ (Thorsett & Chakrabarty 1998). For comparison, $`q=1.386/1.442=0.96`$ in PSR B1913+16 (Taylor & Weisberg 1989), $`q=1.349/1.363=0.99`$ for PSR B2127+11C (Deich & Kulkarni 1996), and $`q=1.339/1.339=1`$ for PSR B1534+12 (Wolszczan 1991; Thorsett & Chakrabarty 1998). Neutron star masses derived from observations of binary radio pulsars are all consistent with a remarkably narrow underlying Gaussian mass distribution with $`M_{\mathrm{NS}}=1.35\pm 0.04M_{}`$ (Thorsett & Chakrabarty 1998).
However, it cannot be excluded that other binary NS systems (that may not be observable as binary pulsars) could contain stars with significantly different masses. For a system with $`q=0.85`$, RS2 found that the dynamical stability limit is at $`r/R2.95`$, whereas the Roche limit is at $`r/R2.85`$. The dynamical evolution turns out to be dramatically different from that of a system with $`q=1`$. The Roche limit is quickly reached while the system is still in the linear stage of growth of the instability. Dynamical mass transfer from the less massive to the more massive star begins within the first orbital revolution. Because of the proximity of the two components, the fluid acquires very little velocity as it slides down from the inner Lagrange point to the surface of the other star. As a result, relative velocities of fluid particles remain largely subsonic and the coalescence proceeds quasi-adiabatically, just as in the $`q=1`$ case. In fact, the mass transfer appears to have essentially no effect on the dynamical evolution. After about two orbital revolutions the smaller-mass star undergoes complete tidal disruption. Most of its material is quickly spread on top of the more massive star, while a small fraction of the mass is ejected from the outer Lagrange point and forms a single-arm spiral outflow. The more massive star, however, remains little perturbed during the entire evolution and simply becomes the inner core of the merged configuration. This type of dynamical evolution, which is probably typical for the final merging of two NS with slightly different masses, is illustrated in Fig. 3.
The dependence of the peak amplitude $`h_{max}`$ of gravitational waves on the mass ratio $`q`$ appears to be very strong, and nontrivial. In RS2 an approximate scaling $`h_{max}q^2`$ was derived. This is very different from the scaling obtained for a detached binary system with a given binary separation. In particular, for two point masses in a circular orbit with separation $`r`$ the result would be $`h\mathrm{\Omega }^2\mu r^2`$, where $`\mathrm{\Omega }^2=G(M+M^{})/r^3`$ and $`\mu =MM^{}/(M+M^{})`$. At constant $`r`$, this gives $`hq`$. This linear scaling is obeyed (only approximately, because of finite-size effects) by the wave amplitudes of the various systems at the onset of dynamical instability. For determining the maximum amplitude, however, hydrodynamics plays an essential role. In a system with $`q1`$, the more massive star tends to play a far less active role in the hydrodynamics and, as a result, there is a rapid suppression of the radiation efficiency as $`q`$ departs even slightly from unity. For the peak luminosity of gravitational radiation RS found approximately $`L_{max}q^6`$. Again, this is a much steeper dependence than one would expect based on a simple point-mass estimate, which gives $`Lq^2(1+q)`$ at constant $`r`$. The results of RS are all for initially synchronized binaries, but very similar results have been obtained more recently by Zhuge et al(1996) for binaries containing initially nonspinning stars with unequal masses.
Little is known about the stability of the mass transfer from a NS to a BH. The first 3D hydrodynamic calculations of the coalescence process for NS-BH binaries were performed recently by Lee & Kluzniak (1998) using a Newtonian SPH code. For all mass ratios in the range of about $`13`$, they find that, after a brief episode of mass transfer, the system stabilizes with a remnant NS core surviving in orbit around the more massive BH. This is qualitatively similar to the results obtained in RS2 for a NS-NS binary with mass ratio $`0.5`$. However, for NS-BH binaries, even in the case of a very stiff NS EOS, one expects relativistic effects to be very important, since the Roche limit radius and the ISCO radius around the BH are very close to each other for any BH more massive than the NS. Therefore the results of purely Newtonian calculations for BH-NS binaries may not even provide a qualitatively correct picture of the final merging.
### 4.3 Neutron Star Physics
The most important parameter that enters into quantitative estimates of the gravitational wave emission during the final coalescence is the ratio $`M/R`$ for a NS. In particular, for two identical point masses we know that the wave amplitude $`h`$ obeys $`(r_O/M)h(M/R)`$, where $`r_O`$ is the distance to the observer, and the total luminosity $`L(M/R)^5`$. Similarly the wave frequency $`f_{max}`$ during final merging should satisfy approximately $`f_{max}(M/R)^{3/2}`$ since it is roughly twice the Keplerian frequency for two NS in contact (binary separation $`r23R`$). Thus one expects that any quantitative measurement of the emission near maximum should lead to a direct determination of the NS radius $`R`$, assuming that the mass $`M`$ has already been determined from the low-frequency inspiral waveform (Cutler & Flanagan 1994). Most current NS EOS give $`M/R0.1`$, with $`R10\mathrm{km}`$ nearly independent of the mass in the range $`0.8M_{}<M<1.5M_{}`$ (see, e.g., Baym 1991; Cook et al1994; LRS3; Akmal, Pandharipande and Ravenhall 1998).
However, the details of the hydrodynamics also enter into this determination. The importance of hydrodynamic effects introduces an explicit dependence of all wave properties on the EOS (which we represent here by a single dimensionless parameter $`\mathrm{\Gamma }`$), and on the mass ratio $`q`$. If relativistic effects were taken into account for the hydrodynamics itself, an additional, nontrivial dependence on $`M/R`$ would also be present. This can be written conceptually as
$`\left({\displaystyle \frac{r_O}{M}}\right)h_{max}`$ $``$ $`(q,\mathrm{\Gamma },M/R)\times \left({\displaystyle \frac{M}{R}}\right)`$ (3)
$`{\displaystyle \frac{L_{max}}{L_o}}`$ $``$ $`(q,\mathrm{\Gamma },M/R)\times \left({\displaystyle \frac{M}{R}}\right)^5`$ (4)
Combining all the results of RS, we can write, in the limit where $`M/R0`$ and for $`q`$ not too far from unity,
$$(q,\mathrm{\Gamma },M/R)2.2q^2(q,\mathrm{\Gamma },M/R)0.5q^6,$$
(5)
essentially independent of $`\mathrm{\Gamma }`$ in the range $`\mathrm{\Gamma }2`$–3 (RS2).
The results of RS were for the case of synchronized spins. Recently Zhuge et al(1996) have performed calculations for nonsynchronized binaries and obtained very similar results (but see §6 below). For example, for the coalescence of two nonspinning stars with $`q=1`$ they found $`1.92.3`$ and $`0.290.59`$, where the range of values corresponds to varying $`\mathrm{\Gamma }`$ between $`5/3`$ and 3. Note that the calculations of Zhuge et al(1996) included an approximate treatment of PN effects by setting up an initial inspiral trajectory for two NS of mass $`M=1.4M_{}`$ and radius in the range $`R=1015`$km. Varying the radius of the stars in this range appears to leave the coefficients $``$ and $``$ practically unchanged within their approximation. Zhuge et al(1994, 1996) also compute frequency spectra for the gravitational wave emission and discuss various ways of defining precisely the characteristic frequency $`f_{max}`$.
Gravitational wave emission from colliding neutron stars (which may resemble coalescing NS binaries in the highly relativistic limit where a very large radial infall velocity develops prior to final merging) have been calculated recently by RS1 and Centrella & McMillan (1993) using SPH, and by Ruffert & Janka (1998) using a grid-based (PPM) code. However, even for the simplest case of head-on (axisymmetric) collisions in the Newtonian limit, the full dependence of the waveforms on the NS EOS and on the mass ratio has yet to be explored.
## 5 The Stability of Compact Binaries in General Relativity
### 5.1 The ISCO in Relativistic Close Binaries
Over the last two years, various efforts have started to calculate the stability limits for NS binaries including both hydrodynamic finite-size (tidal) effects and relativistic effects. Note that, strictly speaking, equilibrium circular orbits do not exist in GR because of the emission of gravitational waves.However, outside the innermost stable circular orbit (ISCO), the timescale for orbital decay by radiation is much longer than the orbital period, so that the binary can be considered to be in “quasiequilibrium”. This fact allows one to neglect both gravitational waves and wave-induced deviations from a circular orbit to a very good approximation outside the ISCO. Accordingly, the stability of quasi-circular orbits can be studied in the framework of GR by truncating the radiation-reaction terms in a PN expansion of the equations of motion (Lincoln & Will 1990; Kidder et al1992; Will 1994). Alternatively, one can solve a subset of the full nonlinear Einstein equations numerically in the $`3+1`$ formalism on time slices with a spatial 3-metric chosen to be conformally flat (Wilson & Mathews 1989, 1995; Wilson et al1996; Baumgarte et al1997). In the spirit of the York-Lichnerowicz conformal decomposition, which separates radiative variables from nonradiative ones, (Lichnerowicz 1944; York 1971) such a choice is believed to effectively minimize the gravitational wave content of space-time. In addition, one can set the time-derivatives of many of the metric functions equal to zero in the comoving frame, forcing the solution to be approximately time-independent in that frame. The field equations then reduce to a set of coupled elliptic equations (for the $`3+1`$ lapse and shift functions and the conformal factor); see §5.1.2 for more detailed discussion.
Several groups are now working on PN generalizations of the semi-analytic Newtonian treatment of LRS based on ellipsoids. Taniguchi & Nakamura (1996) consider NS–BH binaries and adopt a modified version of the pseudo-Newtonian potential of Paczyński & Wiita (1980) to mimic GR effects near the black hole. Lai & Wiseman (1997) concentrate on NS–NS binaries and the dependence of the results on the NS EOS. They add a restricted set of PN orbital terms to the dynamical equations given in Lai & Shapiro (1995) for a binary system containing two NS modeled as Riemann-S ellipsoids (cf. LRS), but they neglect relativistic corrections to the fluid motion, self-gravity and tidal interaction. Lombardi, Rasio, & Shapiro (1997) include PN corrections affecting both the orbital motion and the interior structure of the stars and explore the consequences not only for orbital stability but also for the stability of each NS against collapse. Taniguchi & Shibata 1997 and Shibata & Taniguchi 1997 provide an analytic treatment of incompressible binaries in the PN approximation. The most important result, on which these various studies all seem to agree, is that neither the relativistic effects nor the Newtonian tidal effects can be neglected if one wants to obtain a quantitatively accurate determination of the stability limits. In particular, the critical frequency corresponding to the onset of dynamical instability can be much lower than the value obtained when only one of the two effects is included. This critical frequency for the “last stable circular orbit” is potentially a measurable quantity (with LIGO/VIRGO) and can provide direct information on the NS EOS.
#### 5.1.1 Post-Newtonian Calculations of the ISCO
Lombardi, Rasio & Shapiro (1997, hereafter LRS97) have calculated PN quasi-equilibrium configurations of binary NS obeying a polytropic equation of state. Surfaces of constant density within the stars are approximated as self-similar triaxial ellipsoids, i.e., they adopt the same ellipsoidal figure of equilibrium (EFE) approximation used previously in the Newtonian study of LRS. An energy variational method is used, with the energy functional including terms both for the internal hydrodynamics of the stars and for the external orbital motion. The leading PN corrections to the internal and gravitational energies of the stars are added, and hybrid orbital terms (which are fully relativistic in the test-mass limit and always accurate to first PN order) are implemented.
The EFE treatment, while only approximate, can find an equilibrium configuration in less than a second on a typical workstation. This speed affords a quick means of generating stellar models and quasi-equilibrium sequences. The results help provide a better understanding of both GR calculations and future detections of gravitational wave signals. In addition, while many treatments of binary NS are currently limited to corotating (synchronized) sequences, the EFE approach allows straightforward construction and comparison of both corotating and (the more realistic) irrotational sequences. The irrotational sequences are found to maintain a lower maximum equilibrium mass than their corotating counterparts, although the maximum mass always increases as the orbit decays.
LRS97 use the second order variation of the energy functional to identify the innermost stable circular orbit (ISCO) along their sequences. A minimum of the energy along a sequence of equilibrium configurations with decreasing orbital separation marks the ISCO, inside of which the orbit is dynamically unstable (Fig. 4). It is often assumed that the ISCO frequency of an irrotational sequence does not differ drastically from the frequency determined from corotating calculations. The results of LRS97 help quantify this difference: the ISCO frequency along an irrotational sequence is about 17% larger than the secular ISCO frequency along the corotating sequence when the polytropic index $`n=0.5`$, and 20% larger when $`n=1`$.
Arras & Lombardi (1998) have suggested an alternative analytic approximation scheme for treating binary neutron stars. In place of an energy variational method which uses a trial density function, the 1PN orbit, Euler and continuity equations are explicitly solved. The only assumptions are that the unperturbed star is a polytrope and that the system is in quasi-equilibrium. The EFE approximation is relaxed and the problem is solved order by order in a triple expansion, with separate expansion parameters for GR, rotational, and tidal effects. This technique is the natural PN generalization of the Chandrasekhar-Milne expansion method used to treat Newtonian binaries. This method improves upon the work of LRS97 by also including PN effects for the internal fluid motion, in addition to the orbital motion. Some strong field effects can be accounted for through a hybrid scheme: energy terms which also exist for isolated non-rotating stars can be replaced with an exact expression obtained by integrating the OV equation. One is free to add any 2nd and higher order PN terms when working to 1PN order.
#### 5.1.2 Fully Relativistic Calculations of the ISCO
The first calculations in full relativity of equal mass, polytropic neutron star binaries in quasiequilibrium, synchronized orbits were performed by Baumgarte et al(1997; 1998a,b). They integrated Einstein’s equations together with the relativistic equations of hydrostatic equilibrium, obtaining numerical solutions of the exact initial-value problem and approximate quasiequilibrium evolution models for these binaries. Their numerical method for the coupled set of nonlinear elliptic equations consisted of adaptive multigrid integrations in 3D, using the DAGH software developed by the Binary Black Hole Grand Challenge Alliance to run the code in parallel (see, e.g., Parashar 1997). DAGH (“Distributive Adaptive Grid Hierarchy”) allows for convenient implementation of parallel and adaptive applications.
Baumgarte et alused the resulting models to construct sequences of constant rest-mass at different radii, locating turning points along binding energy equilibrium curves to identify the onset of orbital instability. By this means they identified the ISCO and its angular velocity. They found, in agreement with Newtonian treatments (e.g., LRS), that an ISCO exists only for polytropic indices $`n1.5`$; for softer equations of state, contact is reached prior to the onset of orbital instability.
The results of Baumgarte et alfor the ISCO are summarized in Table 1 for sequences of constant rest mass $`M_0`$ and polytropic index $`n=1`$. Also included are the values of $`J/M^2`$ for each system at the ISCO. For small rest-masses, this value is larger than unity, so that the two stars cannot form a Kerr black hole following coalescence without having to lose additional angular momentum. Note that the masses of models governed by a polytropic equation of state scale with $`K`$ as indicated in the Table. Generalizing these calculations for realistic equations of state is straightforward, but has not yet been performed.
### 5.2 Binary-Induced Collapse Instability
A surprising result coming from the numerical $`3+1`$ relativistic calculations of Wilson and collaborators (Wilson, Mathews, & Marronetti 1996; Mathews & Wilson 1997; Marronetti et al1998; hereafter WMM) is the appearance of a “binary-induced collapse instability” of the NS, with the central density of each star increasing by an amount proportional to $`1/r`$. This result, which is based on integrating an approximate subset of the Einstein field equations (assuming a conformally flat 3-metric), was surprising in light of the earlier demonstration by LRS (see, e.g., Fig 15 of LRS1) that in Newtonian gravitation, the tidal field of a companion tends to stabilize a star against radial collapse, lowering the critical value of $`\mathrm{\Gamma }`$ for collapse below $`4/3`$. Indeed, Newtonian tidal effects make the central density in a star decrease by an amount proportional to $`1/r^6`$; cf. Lai 1996). So if correct, the result of WMM thus would have to be a purely relativistic effect. In effect, the maximum stable mass of a NS in a relativistic close binary system would have to be slightly lower than that of a NS in isolation. An initially stable NS close to the maximum mass could then collapse to a black hole well before getting to the final phase of binary coalescence!
The numerical results of WMM have yet to be confirmed independently by other studies. Even if valid, the WMM effect would be of importance only if the NS EOS is very soft and the maximum stable mass for a NS in isolation is not much larger than $`1.4M_{}`$. More significant, the numerical results of WMM have been criticized by many authors on theoretical grounds. Brady & Hughes (1997) show analytically that, in the limit where the NS companion becomes a test particle of mass $`m`$, the central density of the NS remains unchanged to linear order in $`m/R`$, in contrast to what would be expected from the WMM results. LRS97 and Wiseman (1997) argue that there should be no destabilizing relativistic effect to first PN order. In contrast, WMM claim that their effect is at least partially caused by a nonlinear first PN order enhancement of the gravitational potential. But Lombardi et al(1997) also find that, to first PN order, the maximum equilibrium mass of a NS in a binary increases as the binary separation $`r`$ decreases, in agreement with the fully relativistic numerical calculations of Baumgarte et al(1997). Indeed, in a systematic radial stability analysis of their fully relativistic, corotating binary models, Baumgarte et al(1998a) conclude that the configurations are stable against collapse to black holes all the way down to the ISCO. The conclusion that binary neutron stars are stable to collapse to black holes has also been reached by means of analytic “local-asymptotic-rest-frame” calculations by Flanagan (1998) and Thorne (1997).
A direct demonstration casting doubt on the WMM effect, at least for fluid stars, is provided by the numerical simulations of Shibata, Baumgarte & Shapiro (1998). They perform a fully hydrodynamic evolution of relativistic binary stars to investigate their dynamical stability against gravitational collapse prior to merger. While in general their equations are only strictly accurate to first PN order, they retain sufficient nonlinearity to recover full GR in the limit of spherical, static stars. Shibata et alstudy both corotating and irrotational binary configurations of identical stars in circular orbits. A soft, adiabatic equation of state with $`\mathrm{\Gamma }=1.4`$ is adopted, for which the onset of instability occurs at a sufficiently small value of $`M/R`$ that the PN approximation is quite accurate. For such a soft equation of state there is no innermost stable circular orbit, so that one can study arbitrarily close binaries, while still exploring the same qualitative features exhibited by any adiabatic equation of state regarding stability against gravitational collapse. The main new result of is that, independent of the internal stellar velocity profile, the tidal field from a binary companion stabilizes a star against gravitational collapse. Specifically, one finds that neutron stars which reside on the stable branch of the mass vs central density equilibrium curve in isolation rotate about their companions for many orbital periods without undergoing collapse. Only those models which are well along on the unstable branch in isolation undergo collapse in a binary.
To demonstrate a point of principle, however, Shapiro (1998a) constructed a simple model illustrating how a highly relativistic, compact object which is stable in isolation could be driven dynamically unstable by the tidal field of a binary companion. The compact object consists of a test-particle in a relativistic orbit about a black hole while the binary companion is a distant point mass. This strong-field model suggests that first-order PN treatments of binaries, and stability analyses of binary equilibria based on orbit-averaged, mean gravitational fields, may not be adequate to rule out the instability. The main result of this simple demonstration was to provide a word of caution. On the one hand, there is mounting evidence which argues against the WMM effect. However, the possibility that sufficiently massive, highly compact NS in coalescing binaries can collapse to black holes prior to merger will not be completely ruled out until detailed hydrodynamic simulations in full GR, without approximation, are finally carried out.
### 5.3 The Final Fate of Mergers
Fully relativistic numerical simulations are clearly required to obtain quantitatively reliable coalescence waveforms. However, a numerical approach in full GR is also required for deciding between qualitatively different outcomes, even in the case of neutron stars.
Consider, for example, the simple problem of a nearly head-on collision of two identical neutron stars moving close to free-fall velocity at contact (Shapiro 1998b). Assume that each star has a mass larger than $`0.5M_{max}`$, where $`M_{max}`$ is the maximum mass of a cold neutron star. When the two stars collide, two recoil shocks propagate through each of the stars from the point of contact back along the collision axis. This shock serves to convert bulk fluid kinetic energy into thermal energy. The typical temperature is $`kTM/R`$. What happens next? There are two possibilities. One possibility is that after the merged configuration undergoes one or two large-amplitude oscillations on a dynamical timescale ($``$ms), the coalesced star, which now has a mass larger than $`M_{max}`$, collapses immediately to a black hole. Another possibility is that the thermal pressure generated by the recoil shocks is sufficient to hold up the merged star against collapse in a quasi-static, hot equilibrium state until neutrinos carry away the thermal energy on a neutrino diffusion timescale ($``$10s). The two outcomes are both plausible but very different. The implications for gravitational wave, neutrino and possibly gamma-ray bursts from NS–NS collisions are also very different for the two scenarios. Because the outcomes depend critically on the role of time-dependent, nonlinear gravitation, resolving this issue requires a numerical simulation in full GR.
Baumgarte & Shapiro (1998a) have studied the neutrino emission from the remnant of binary NS coalescence. The mass of the merged remnant is likely to exceed the stability limit of a cold, rotating neutron star. However, the angular momentum of the remnant may also approach or even exceed the Kerr limit, $`J/M^2=1`$, so that total collapse may not be possible unless some angular momentum is dissipated. Baumgarte & Shapiro (1998a) show that neutrino emission is very inefficient in decreasing the angular momentum of these merged objects and may even lead to a small increase in $`J/M^2`$. They illustrate these findings with a PN ellipsoidal model calculation. Simple arguments suggest that the remnant may undergo a bar-mode instability on a timescale similar to or shorter than the neutrino emission timescale, in which case the evolution of the remnant will be dominated by the emission of gravitational waves. But the dominant instability may be the newly discovered r-mode (Andersson 1998; Friedman & Morsink 1998), which has the potential to slow down dramatically rapidly rotating, hot neutron stars like the remnant formed by coalescence. The mechanism is the emission of current-quadrupole gravitational waves, which carry off angular momentum. The process itself may be an interesting source of detectable gravitational waves (Owen et al1998).
### 5.4 Numerical Relativity and Future Prospects
Calculations of coalescence waveforms from colliding black holes and neutron stars require the tools of numerical relativity – the art and science of solving Einstein’s equations numerically on a spacetime lattice. Numerical relativity in 3+1 dimensions is in its infancy and is fraught with many technical complications. Always present, of course, are the usual difficulties associated with solving multidimensional, nonlinear, coupled PDE’s. But these difficulties are not unique to relativity; they are also present in hydrodynamics, for example. But numerical relativity must also deal with special problems, like the appearance of singularities in a numerical simulation. Singularities are regions where physical quantities like the curvature (i.e., tidal field) or the matter density blow up to infinity. Singularities are always present inside black holes. Encountering such a singularity causes a numerical simulation to crash, even if the singularity is inside a black hole event horizon and causally disconnected from the outside world. Another special difficulty that confronts numerical relativity is the challenge of determining the asymptotic gravitational waveform which is generated during a strong-field interaction. The asymptotic waveform is just a small perturbation to the background metric and it must be determined in the wave zone far from the strong-field sources. Such a determination presents a problem of dynamic range: one wants to measure the waveform accurately far from the sources, but one must put most of the computational resources (i.e. grid) in the vicinity of those same sources, where most of the nonlinear dynamics occurs, Moreover, to determine the outgoing asymptotic emission, one must wait for the wave train to propagate out into the far zone, but by then, the simulation may be losing accuracy because of the growth of singularities in the strong-field, near zone.
Arguably the most outstanding problem in numerical relativity is the coalescence of binary black holes. The late stages of the merger can only be solved by numerical means. To advance this effort, the National Science Foundation recently funded a “Grand Challenge Alliance” of numerical relativists and computer scientists at various institutions in the United States. At present, no code can integrate two black holes in binary orbit for as long as a few periods, let alone long enough to get a gravitational wave out to, say, 10 per cent accuracy. That is because the multiple complications described above all conspired to make the integration of two black holes increasingly divergent at late times, well before the radiation content could be reliably determined. Most recently, however, the Grand Challenge Alliance has reported several promising developments (for updates, see their web site at http://www.npac.syr.edu/projects/bh). New formulations of Einstein’s field equations have been proposed (Choquet-Bruhat & York 1995; Bona et al1995; van Putten & Eardley (1996); Friedrich 1996; Anderson, Choquet-Bruhat & York 1998) that cast them is a flux-conservative, first order, hyberbolic form where the only nonzero characteristic speed is that of light. As a result of this new formulation, it may be possible to “cut-out” the interior regions of the black holes from the numerical grid and install boundary conditions at the hole horizons (“horizon boundary conditions”). Removing the black hole interiors is crucial since that is where the spacetime singularities reside, and they are the main sources of the computational inaccuracies. So now there is renewed confidence that the binary black hole problem can be solved.
The binary neutron star coalescence problem is both easier and more difficult than the binary black hole problem. It is easier in that there are no singularities and no horizons to contend with numerically. It is more difficult in that one cannot work with the vacuum Einstein equations, but must solve the the equations of relativistic hydrodynamics in conjunction with the field equations. The 3+1 ADM equations may prove adequate to solve the binary neutron star problem. This would be convenient since some of the new hyperbolic formulations require taking derivatives of the original ADM equations, and these may introduce inaccuracies if matter sources are present. A modified set of ADM equations has recently been proposed by Shibata & Nakamura (1995; see also Baumgarte & Shapiro 1998b) which casts the system into a more appealing mathematical form and which exhibits improved stability in tests of gravitational wave propagation. This modified set may prove to be an effective compromise for dealing with the binary neutron star problem.
As discussed previously, there are several independent efforts underway to tackle NS binary coalescence in full GR, including a NASA-sponsored Grand Challenge project (for updates, see the web sites at http://jean-luc.ncsa.uiuc.edu/nsngc and http://wugrav.wustl.edu/Relativ/nsgc.html). It is conceivable that the binary NS problem will be solved before the binary BH problem, at least for the evolutionary phase prior to merger and shock heating. However, any progress in solving either one of these problems will likely serve to advance the other effort as well, given the overlap of numerical algorithms and software.
## 6 Nonsynchronized binaries
### 6.1 Irrotational Equilibrium Sequences
It is very likely that the synchronization time in close NS binaries always remains longer than the orbital decay time due to gravitational radiation (Kochanek 1992; Bildsten & Cutler 1992). In particular, Bildsten & Cutler (1992) show with simple dimensional arguments that one would need an implausibly small value of the effective viscous time, approaching $`t_{visc}R/c`$, in order to reach complete synchronization just before final merging.
In the opposite limiting regime where viscosity is completely negligible, the fluid circulation in the binary system is conserved during the orbital decay and the stars behave approximately as Darwin-Riemann ellipsoids (Kochanek 1992; LRS3). Of particular importance are the irrotational Darwin-Riemann configurations, obtained when two initially nonspinning (or, in reality, slowly spinning) NS evolve in the absence of significant viscosity. Compared to synchronized systems, these irrotational configurations exhibit smaller deviations from point-mass Keplerian behavior at small $`r`$. However, as shown in LRS3, irrotational configurations for binary NS with $`\mathrm{\Gamma }>2`$ can still become dynamically unstable near contact. Thus the final coalescence of two NS in a nonsynchronized binary system can still be driven entirely by hydrodynamic instabilities.
Sequences of Newtonian equilibrium configurations for irrotational binaries were computed by LRS (see especially LRS3) using an enegy variational method and modeling the stars explicitly as compressible Darwin-Riemann ellipsoids. LRS showed that a dynamical instability can occur in all close binary configurations, whether synchronized or not, provided that the system contains sufficiently incompressible stars. For binary systems containing two nonspinning NS with a stiff EOS, the hydrodynamic instability can significantly accelerate the coalescence at small separation, with the radial infall velocity just prior to contact reaching typically about 10% of the tangential orbital velocity.
Using a self-consistent field method, Uryu & Eriguchi (1998) have calculated the first exact 3D equilibrium solutions for irrotational equal-mass binaries with polytropic components in Newtonian gravity. They find that a dynamical instability is reached before contact when the polytropic index $`n<0.7`$, i.e., when $`\mathrm{\Gamma }>2.4`$, in reasonable agreement with the approximate results of LRS. When PN effects are taken into account, however, it is found that dynamical instability sets in before contact for even softer EOS (see LRS97).
Fully relativistic generalizations of the calculations by Uryu & Eriguchi (1998) are currently being performed by several groups. Bonazzola, Gourgoulhon, & Marck (1998) report the first relativistic results from calculations of irrotational equilibrium sequences with constant baryon number. They solve the Einstein field equations numerically in the Wilson-Mathews approximation (cf. §5.2). The velocity field inside the stars is computed by solving an elliptical equation for the velocity scalar potential. Their most significant result is that, although the central NS density decreases much less with the binary separation than in the corotating case, it still decreases. Thus, no tendency is found for the stars to individually collapse to black holes prior to final merging.
### 6.2 Coalescence of Nonsynchronized Binaries
For nonsynchronized binaries, the final hydrodynamic coalescence of the two stars can be very complicated (Fig. 5), leading to significant differences in the gravitational wave emission (Fig. 6) compared to the synchronized case, and an additional dependence of the gravitational radiation waveforms on the stellar spins (not included in eqs. 3–5).
Consider for example the case of an irrotational system (containing two initially nonspinning stars). Because the two stars appear to be counter-spinning in the corotating frame of the binary, a vortex sheet (where the tangential velocity jumps discontinuously by $`\mathrm{\Delta }v=|v_+v_{}|\mathrm{\Omega }r`$) appears when the stellar surfaces come into contact. Such a vortex sheet is Kelvin-Helmholtz unstable on all wavelengths and the hydrodynamics is therefore extremely difficult to model accurately given the limited spatial resolution of 3D calculations, even in the Newtonian limit. The breaking of the vortex sheet generates a large turbulent viscosity so that the final configuration may no longer be irrotational. In numerical simulations, however, vorticity is generated mostly through spurious shear viscosity introduced by the spatial discretization (see, e.g., Lombardi et al1998 for a detailed study of spurious viscosity in SPH simulations). The late-time decay of the gravitational waves seen in Fig. 6 may be dominated by this spurious viscosity.
An additional difficulty is that nonsynchronized configurations evolving rapidly by gravitational radiation emission tend to develop small but significant tidal lags, with the long axes of the two components becoming misaligned (LRS5). This is a purely dynamical effect, present even if the viscosity is zero, but its magnitude depends on the entire previous evolution of the system. Thus the construction of initial conditions for hydrodynamic calculations of nonsynchronized binary coalescence must incorporate the gravitational radiation reaction self-consistently. Instead, previous hydrodynamic calculations of nonsynchronized binary coalescence (Shibata et al1992; Davies et al1994; Zhuge et al1994, 1996; Ruffert et al1997) used very crude initial conditions consisting of two spherical stars placed on an inspiral trajectory calculated for two point masses. The SPH calculation illustrated in Figs. 5 and 6 (performed by the authors) used the ellipsoidal approximation of LRS to construct a more realistic (but still not exact) initial condition for an irrotational system at the onset of dynamical instability. Fully relativistic, self-consistent calculations for the coalescence of nonsynchronized NS binaries have yet to be attempted.
It is a pleasure to thank Thomas Baumgarte and Dong Lai for several useful discussions. F.A.R. has been supported in part by NSF Grant AST-9618116 and by a Sloan Research Fellowship. S.L.S. has been supported in part by NSF Grant AST 96-18524 and NSF Binary Black Hole Grand Challenge Grant NSF PHY/ASC 93-18152/ASC (ARPA supplemented), and by NASA Grant NAG5-7152. This work was supported by the National Computational Science Alliance under Grants AST970022N (F.A.R.), and AST 970023N and PHY 970014N (S.L.S.), and utilized the NCSA SGI/Cray POWER CHALLENGE array and the NCSA SGI/Cray Origin2000. F.A.R. also thanks the Aspen Center for Physics, and the Theoretical Astrophysics Division of the Harvard-Smithsonian Center for Astrophysics for hospitality.
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# Lense-Thirring precession of accretion disks around compact objects
## 1. INTRODUCTION
Tilted orbits about a rotating object experience a torque due to the general relativistic Lense-Thirring effect (Lense & Thirring 1918), which causes the plane of the orbit to precess. For a fluid accretion disk, the differential precession with radius causes stresses and dissipation. If the torque is strong enough compared to the internal viscous forces, the result is that the inner regions of the disk are forced to align with the spin of the central neutron star or black hole (Bardeen & Petterson 1975).
This process has several important effects. If the angular momentum of disk material at large radius is misaligned with respect to the rotation axis of the central object, then alignment of the inner regions by the Bardeen-Petterson effect implies that the disk must possess a large-scale warped or twisted shape. It is then obvious that this will both modify the emergent spectrum, and determine the direction of jets accelerated from the inner disk region. The consequences of this for disks and jets in Active Galactic Nuclei are well known, and have been discussed for some time (Bardeen & Petterson 1975; Rees 1978; Scheuer & Feiler 1996; Natarajan & Pringle 1998; Natarajan & Armitage 1999).
More recently, it has been suggested that Lense-Thirring precession may be directly observable in the form of Quasi-Periodic Oscillations (QPOs) in the X-ray lightcurves of low-mass X-ray binaries (Stella & Vietri 1998), including galactic black hole candidates (Cui, Zhang & Chen 1998). If confirmed, this identification promises to provide constraints on the equation of state of material at nuclear densities, and on the spin parameter of stellar mass black holes. It would also constitute one of the few arenas where the Lense-Thirring effect might be detectable – the measurement of this precession for orbits around the Earth (Ciufolini et al. 1998) is, itself, controversial. However, other explanations for the observed QPOs remain viable. For neutron stars especially, the possibilities for interaction between the disk and a magnetosphere are legion, and in general remain poorly understood (see e.g. Miller & Stone 1997; Spruit & Taam 1993; Ghosh & Lamb 1979). There are also other relativistic effects possible for purely flat, fluid disks around black holes, which can produce oscillations with frequencies in the right range (e.g. Nowak et al. 1997).
Estimates of the frequency of Lense-Thirring precession for parameters appropriate to neutron stars are, at least to an order of magnitude, in agreement with the observed frequencies of some QPOs (Stella & Vietri 1998). The main theoretical uncertainty in applying the model is then the damping rate of perturbations excited in the inner disk. This was computed by Markovic & Lamb (1998), who considered the global modes of the disk described by the linearized version of the twisted disk evolution equations. They found that the combination of differential precession and disk viscosity was generally highly deleterious to the survival of warps in the disk. The damping rates they obtained were sufficiently rapid as to cast serious doubt on the Lense-Thirring interpretation of QPOs, although some relatively weakly damped modes were found when the torques from radiation were also included. In response, Vietri & Stella (1998) suggested that damping of vertical motions might be much weaker than that assumed by Markovic & Lamb (1998), due either to a radically modified disk structure, or a supposed more general suppression of damping in the inner, aligned portions of the disk.
In this paper, we compute numerically the response of a viscous disk to finite amplitude perturbations in the innermost regions where the Lense-Thirring torque is strong. Following Markovic & Lamb (1998), we employ the equations derived by Papaloizou & Pringle (1983) that describe the hydrodynamic response of a thin, viscous disk that evolves essentially diffusively. Our approach is to commence with a steady, flat disk, perturb the inner disk impulsively to generate a warp, and then evolve the full twisted disk equations to follow the warp as it precesses and decays. We compare our results both with the linear evolution investigated previously, and with the evolution in a Paczynski-Wiita (1980) potential that models some of the non-Newtonian effects expected close to neutron stars and black holes.
The outline of the paper is as follows. We set out the equations solved in $`\mathrm{\S }`$2, and estimate the parameters appropriate for accretion disks in X-ray binaries. In $`\mathrm{\S }3`$ we present results from a grid of models with varying viscosity laws, potentials, and approximations to the twist equation. $`\mathrm{\S }`$4 summarizes our conclusions.
## 2. EVOLUTION EQUATIONS FOR A TWISTED DISK
The evolution of a geometrically thin, warped accretion disk in the diffusive regime can be described using the equations developed by Papaloizou & Pringle (1983). In terms of the angular momentum density of the disk $`𝐋(R,t)`$, the governing equation is (Pringle 1992),
$`{\displaystyle \frac{𝐋}{t}}`$ $`=`$ $`{\displaystyle \frac{1}{R}}{\displaystyle \frac{}{R}}\left[{\displaystyle \frac{(/R)[\nu _1\mathrm{\Sigma }R^3(\mathrm{\Omega }^{^{}})]}{\mathrm{\Sigma }(/R)(R^2\mathrm{\Omega })}}𝐋\right]`$ (1)
$`+`$ $`{\displaystyle \frac{1}{R}}{\displaystyle \frac{}{R}}\left[{\displaystyle \frac{1}{2}}\nu _2R|𝐋|{\displaystyle \frac{𝐥}{R}}\right]`$
$`+`$ $`{\displaystyle \frac{1}{R}}{\displaystyle \frac{}{R}}\left\{\left[{\displaystyle \frac{\frac{1}{2}\nu _2R^3\mathrm{\Omega }|𝐥/R|^2}{(/R)(R^2\mathrm{\Omega })}}+\nu _1\left({\displaystyle \frac{R\mathrm{\Omega }^{^{}}}{\mathrm{\Omega }}}\right)\right]𝐋\right\}`$
$`+`$ $`𝛀_𝐩\times 𝐋.`$
Here $`𝐋=(GM)^{1/2}\mathrm{\Sigma }R^{1/2}\widehat{l}`$, $`\mathrm{\Sigma }`$ is the surface density, and $`\stackrel{}{l}`$ is a unit vector normal to the disk surface. The angular velocity in the disk at radius $`R`$ is $`\mathrm{\Omega }(R)`$, and $`\mathrm{\Omega }^{^{}}\mathrm{d}\mathrm{\Omega }/\mathrm{d}R`$. We consider Keplerian orbits in two possible forms for the potential, a Newtonian point mass potential,
$$\psi =\frac{GM}{R}$$
(2)
and a pseudo-Newtonian potential (Paczynski & Wiita 1980),
$$\psi =\frac{GM}{RR_g}$$
(3)
where $`R_g=2GM/c^2`$. The latter potential reproduces correctly some features of orbits around compact objects – for example the existence and location of an innermost stable orbit – though we include it here mainly to gauge the sensitivity of equation (1) to changes in the angular velocity profile. $`\nu _1`$ and $`\nu _2`$ are “viscosities” corresponding to the azimuthal and vertical shear respectively, and the last term on the right hand side of the equation is the Lense-Thirring torque. For a black hole with angular momentum $`𝐉`$, for example, $`𝛀_𝐩=\omega _𝐩/R^3=2𝐉G/c^2R^3`$. We note that this fundamentally Newtonian approach is appropriate only for black holes with modest values of the spin parameter. In particular, the behavior of disks around rapidly rotating, Kerr black holes, is formally not addressed by these calculations. Although there are no direct measurements of black hole spins, observations are suggestive of a broad range of spin parameters for black holes in X-ray binaries (Zhang, Cui & Chen 1997).
Equation (1) represents a vast simplification to the general equations for the time dependent evolution of a warped accretion disk, which in general require a full hydrodynamic treatment (see e.g. the simulations of Larwood et al. 1996). The conditions under which equation (1) is valid have been investigated in detail (Papaloizou & Pringle 1983; Papaloizou & Lin 1994; Ogilvie 1999), with the result that diffusive evolution is likely to apply to thin disks in Active Galactic Nuclei and, probably, X-ray binaries (Pringle 1999), which are the systems of interest here. Conversely wave-like evolution is likely to dominate for disks around young stars.
Equation (1) can be derived either from consideration of mass and angular momentum conservation of two neighboring annuli in the disk sharing their angular momentum via viscosity (Papaloizou & Pringle 1983; Pringle 1992), or via a hydrodynamic treatment of the warped disk valid in the linear regime (Papaloizou & Pringle 1983). More recent analysis (Ogilvie 1999) has shown that an equation of this type is valid even for strongly warped disks, though, in general, neither $`\nu _1`$ nor $`\nu _2`$ so defined are equal to the usual kinematic viscosity $`\nu `$ of the Navier-Stokes equation and planar disk theory. In fact, the relation between these quantities for an arbitrary warp is extremely complex (Ogilvie 1999). For this paper, we will take the ratio of $`\nu _1`$ to $`\nu _2`$ to be a free parameter, and examine the influence of this choice on the decay of warps in the inner disk. Clearly, models with low $`\nu _2`$ viscosity are the most favorable for sustaining observable precession of the inner disk regions.
There are two relevant timescales in this problem, the precession time and the viscous timescale corresponding to the vertical shear, which we define as,
$$t_{\mathrm{prec}}\frac{2\pi }{|𝛀_𝐩(R)|}t_{\nu _2}\frac{R^2}{\nu _2(R)}.$$
(4)
The balance between these timescales determines whether the Bardeen-Petterson effect is able to align the inner disk with the spin of the central object. Roughly speaking, this will occur if $`t_{\mathrm{prec}}t_{\nu _2}`$ at $`R=R_{\mathrm{in}}`$ (Kumar & Pringle 1985; Scheuer & Feiler 1996; Natarajan & Armitage 1999).
This ratio of timescales, $`t_{\mathrm{prec}}/t_{\nu _2}`$, can be estimated as follows. For definiteness, we assume that the disk surrounds a black hole with spin parameter $`a`$, for which
$$\omega _p=2ac\left(\frac{GM}{c^2}\right)^2,$$
(5)
and the corresponding precession timescale is,
$$t_{\mathrm{prec}}=\frac{\pi R^3}{2ac}\left(\frac{c^2}{GM}\right)^2.$$
(6)
If the $`\nu _1`$ disk viscosity is parameterized via the Shakura-Sunyaev (1973) prescription, $`\nu _1=\alpha c_s^2/\mathrm{\Omega }`$, where $`\alpha `$ is a dimensionless parameter and $`c_s`$ is the local sound speed, then $`t_{\nu _1}=R^2/\nu _1`$ is given by,
$$t_{\nu _1}=\frac{1}{\alpha \mathrm{\Omega }}\left(\frac{R}{H}\right)^2,$$
(7)
where $`H`$ is the disk scale height. We then have,
$$\frac{t_{\mathrm{prec}}}{t_{\nu _1}}10^2\left(\frac{\alpha }{0.01}\right)\left(\frac{a}{0.5}\right)^1\left(\frac{R}{3R_g}\right)^{3/2}\left(\frac{H/R}{0.1}\right)^2$$
(8)
where we have adopted rough estimates for $`\alpha `$ and $`H/R`$. Obviously, there are large variations possible in all of these parameters, for example reducing $`H/R`$ to $`10^2`$ would decrease $`t_{\mathrm{prec}}/t_{\nu _1}`$ by two orders of magnitude. However, if $`\nu _2\nu _1`$, then this simple estimate suggests that the precessional timescale in the inner disk is likely to be perhaps two or three orders of magnitude shorter than the local viscous timescale. Accordingly, we choose parameters for our calculations that match this regime, and the a priori more favorable one (for observing disk precession) where the viscosity, and hence the damping of warps, is weaker.
We solve equation (1) using the explicit finite difference method described by Pringle (1992), with zero torque boundary conditions at $`R_{\mathrm{in}}`$ and $`R_{\mathrm{out}}`$. The outer boundary condition is applied at a radius large enough as to not affect the inner disk evolution over the time period of interest. Typically, $`R_{\mathrm{out}}/R_{\mathrm{in}}=16`$ suffices. Moderately high numerical resolution is needed to resolve the strongly twisted disk configurations that develop, we use 400 to 800 grid points logarithmically spaced between $`R_{\mathrm{in}}`$ and $`R_{\mathrm{out}}`$. Tests show that this resolution is more than adequate.
For our calculations we adopt units in which $`R_{\mathrm{in}}=1`$, and $`|\mathrm{\Omega }_p(R_{\mathrm{in}})|=8`$. We take the viscosities to be power laws in radius, $`\nu _1=\nu _{10}R^\delta `$, $`\nu _2=\nu _{20}R^\delta `$, and consider cases where $`\nu _{20}/\nu _{10}=5,1,0.2`$. We consider an initially aligned, planar disk, apply a simple warp perturbation to the inclination,
$$\mathrm{\Delta }i=\mathrm{\Delta }i_0\mathrm{exp}^{(RR_\mathrm{p})^2/\mathrm{\Delta }R_\mathrm{p}^2},$$
(9)
and follow the perturbed disk as the warp decays and precesses. We note that this form of perturbation, in which there is initially no twist in the disk warp, generally decays slower than a twisted configuration for which the radial scale on which components of $`\stackrel{}{l}`$ change is smaller.
These initial conditions are appropriate if the outer accretion disk is aligned with the equatorial plane of the spinning black hole. Alternatively, the outer disk could be misaligned, either as a consequence of warping instabilities (Pringle 1996; Maloney & Begelman 1997; Schandl & Meyer 1994), or because the black hole retains an initially misaligned angular momentum vector (King & Kolb 1999). However, even in these cases, we expect that the inner disk will be aligned with the spin of the hole by the Bardeen-Petterson (1975) effect. For standard models of the disk viscosity, this alignment radius is large compared to the region of the disk from which QPOs are expected to originate. This conclusion is reasonably robust, at least for steady disks, since it follows simply from the relative timescale for precession versus viscous evolution. Furthermore, we show later that models in which alignment would not occur (those with relatively large values of the disk viscosity), are those in which perturbations damp most rapidly.
## 3. RESULTS
### 3.1. Newtonian point mass potential
Fig. 1 shows the decay of a warp in the inner regions of the disk. The parameters of the initial perturbation were: $`R_\mathrm{p}=2`$, $`\mathrm{\Delta }R_\mathrm{p}=0.2`$, and $`\mathrm{\Delta }i_0=0.1`$. The azimuthal angle of the ascending node, $`\gamma `$, was initially constant with radius, i.e. the initial state had no twist. The time slices are plotted at intervals of $`\mathrm{\Delta }t=5`$, which is a little less than the precession time, $`t_{\mathrm{prec}}=2\pi `$, at $`R_\mathrm{p}`$. The disk viscosity was taken to be $`\nu _1=\nu _2=10^2R^{3/2}`$, which gives $`t_{\mathrm{prec}}/t_{\nu _2}=4\times 10^2`$.
From the Figure, it can be seen that the warp decays rapidly, with the peak inclination decaying by roughly an order of magnitude per precession time. As it does so, the warp diffuses radially, and the differential precession with radius induces a strong twist in the disk shape. This is shown in Fig. 2, which plots the shape of the disk at the instant when the perturbation is applied and after a time $`\mathrm{\Delta }t=15`$, around two precession timescales later. The warp becomes increasingly twisted with time, which reduces the characteristic radial lengthscales for variations in $`\stackrel{}{l}`$, and thereby shortens the timescale ($`\mathrm{\Delta }R^2/\nu _2`$) required for diffusion to flatten the disk.
Fig. 3 shows the temporal behavior of the warp for a grid of disk models with varying assumed forms for the viscosity. We consider viscosity laws with $`\delta =3/2`$ and $`\delta =0`$, for a range of $`\nu _{10}`$ and $`\nu _{20}`$.
For the cases where the viscosity is weak (i.e. low $`\nu _{20}`$), the decay of the warp depends almost exclusively on the value of $`\nu _2`$ for the range of $`\nu _1`$ considered here. The initial rate of decay is found to be proportional to $`\nu _2^1`$, but this phase lasts for at most a few precession times. Subsequently, the disk inclination is found to decline more rapidly with time, so that at the end of the runs the rate of decay $`\mathrm{d}\mathrm{log}i/\mathrm{d}t`$ is similar for the various choices of $`\nu _2`$. The runs with differing $`\delta `$ are very similar, the main distinction being the trivial one that the $`\delta =0`$ calculations have lower viscosity at $`R=R_\mathrm{p}`$ due to our choice of normalization. Thus, the decay rates are correspondingly lower.
Our strongest viscosity runs show some dependence of the damping rate on $`\nu _1`$ as well as $`\nu _2`$. The model with large $`\nu _1/\nu _2`$ exhibits substantially faster decay. This is due to the larger radial velocity advecting the perturbation inwards, which causes a more rapid decline in the inclination at the fixed radius $`R_\mathrm{p}`$.
### 3.2. Precession rate
Fig. 4 shows the precession rate, $`\mathrm{d}\gamma /\mathrm{d}t`$, for the annulus at $`R=2`$ in the $`\delta =3/2`$ models. The Lense-Thirring precession rate at this radius for our choice of units corresponds to $`(\mathrm{d}\gamma /\mathrm{d}t)=1`$, and this is the initial rate of precession for the warped disk in all the models. Thereafter, the precession rate declines as the increasingly twisted disk generates internal viscous torques that oppose further distortion of the disk shape, with the decay rate of the precession varying with $`\nu _2`$ in the same manner as the disk inclination. Comparing Figs. 3 and 4, we find that the precession of the disk annulus remains within 10% of its initial value up to the epoch when the disk inclination has decayed by roughly an order of magnitude. For all the models considered here this is a short timespan, of the order of a few precession periods.
Converting these results to a prediction of the coherence (or lack thereof) of a Lense-Thirring feature in the power spectrum of X-ray binaries would require detailed knowledge of the emission mechanisms producing the X-ray flux, which is generally lacking. However, it is clear that for the models considered here, the perturbed disk is able to maintain a coherent precessional motion, at a fixed radius, for at most a few precession periods. This might be sufficient to generate weakly coherent oscillations in the disk emissivity (and some of the observed QPOs are indeed of this type), but would be unable to lead to oscillations with a high quality factor. Moreover, this estimate most probably overstates the coherence of the X-ray signal, since any plausible emission mechanism will sample a range of radii which will have different precession frequencies.
### 3.3. Comparison with linearized equations
It is of interest to compare our results with the comprehensive analysis of the linearized twist equations, including Lense-Thirring precession, presented by Markovic & Lamb (1998). For small warp amplitudes, where $`\beta 1`$ and $`R\beta ^{^{}}1`$ (here $`\beta `$ is the local angle of tilt), the surface density of the disk remains a fixed function of radius, and the warp can be completely described by two components of the local tilt vector, $`l_x`$ and $`l_y`$. This simplifies equation (1) significantly, and the resulting equation can be expressed in terms of a single complex quantity $`W=\beta e^{i\gamma }`$. For $`\nu _2R^{3/2}`$ the evolution of $`W`$ is described by,
$$\frac{W}{t}=\frac{\omega _p}{R^3}iW+\frac{\nu _{20}}{2}\frac{}{R}\left(R^{3/2}\frac{W}{R}\right).$$
(10)
Markovic & Lamb (1998) proceeded to solve for the modes of this equation, and the corresponding equation including terms representing radiative torques. For our purposes of comparing results with the previous calculations, we instead solve equation (10) as an initial value problem with the initial conditions defined by equation (9). This can straightforwardly be done using identical methods to those employed for the full evolution equation.
Figure 5 shows the comparison between the disk evolution computed with equations (1) and (10). Two choices of viscosity are used, the $`\delta =3/2`$, $`\nu _{10}=\nu _{20}=10^2`$ model discussed already, and a model where the viscous time is an order of magnitude longer. Considering this second case first, for these parameters, where $`t_{\mathrm{prec}}t_\nu `$, the decay of the warp is essentially identical between the two calculations, both in the rate and the detailed warp shape. This regime is the only one where there is some possibility of precession surviving for long enough to be potentially observable, and for warps of this (relatively modest) amplitude we therefore conclude that the linear approach provides an excellent approximation to the evolution described by equation (1). For the model where $`t_{\mathrm{prec}}`$ and $`t_\nu `$ are more comparable (the upper panel in Fig. 5), there are some differences between the detailed shape of the warp in the two calculations. These are due to changes in the surface density of the inner disk in response to the warp, which are ignored in the linear treatment. Even in this case though the decay rates are found to be very similar, and there is certainly no evidence that including the extra terms in equation (1) can cause significantly slower decay than is obtained in the linear regime.
### 3.4. Paczynski-Wiita potential
A rather analogous situation to the preceeding Section is found for the comparison between the Newtonian point mass and Paczynski-Wiita potentials. Figure 6 shows the evolution of disk inclination as a function of radius for the two potentials, using the same parameters as for Fig. 1. There are significant differences between the shape of the warp in the two calculations. At late times the warp in a Paczynski-Wiita potential sustains a higher amplitude at the inner disk edge than in the Newtonian case, and in principle this would be more favorable for producing an observable signal of disk precession. This is attributable to the lower surface density (and correspondingly more rapid radial inflow for a given disk viscosity) at small radii in the non-Newtonian potential. However, the damping rates for the two calculations differ only to a qualitatively insignificant degree – for this choice of parameters both warps decay extremely rapidly. Moreover, for less viscous disks, where the warps decay more slowly, the differences between the evolution in the two potentials quickly become much smaller.
### 3.5. Radiation induced warping
In the preceeding discussion, we have investigated the damping rates of warps in disks whose evolution is driven solely by induced precession and internal disk viscosity. The influence of radiation forces caused by re-emission of radiation from a central source of luminosity is known to lead to growing warping modes of the disk (Pringle 1996) in some circumstances, so it is of interest to consider how they may alter the evolution of the inner disk. The first point to note is that the large scale warping modes discussed by Maloney, Begelman & Pringle (1996; see also Maloney & Begelman 1997; Maloney, Begelman & Nowak 1998; Wijers & Pringle 1999) are probably irrelevant to the discussion. These modes grow and precess on timescales that are of the order of the viscous timescale of the outer edge of the disk, typically tens to hundreds of days for X-ray binaries. The most promising circumstances for observing Lense-Thirring precession require $`t_{\mathrm{prec}}t_{\nu _2}`$ in the inner disk, in which case any outer warp will be flattened into the equatorial plane well outside the innermost regions. However, the low surface density of the inner regions, if they remain optically thick, allow for the possibility that radiation reaction forces could play an additional significant role there. Indeed, consideration of the linearized twist equations, including the radiative torque (Markovic & Lamb 1998), suggests that the decay rate of some twisted disk modes could be substantially reduced over the case where radiation is neglected.
Although highly suggestive, we feel that the influence of radiation reaction forces on the survival of inner disk precession is likely to be considerably more subtle, owing primarily to the importance of shadowing. Shadowing of parts of the outer disk by twists at smaller radii is an inherently non-linear effect that provides additional coupling between different radii in the disk. For a disk illuminated by a point source at the origin, it modifies the growth rate even for negligible disk inclinations, where the linear approximation would otherwise be extremely accurate. We have found that the sense of the modification is typically to reduce the growth rate for disks that are subject to radiation warping at large radius, and we anticipate that there would be equally significant effects for the much more tightly wound modes present at small radii when the effects of Lense-Thirring precession are included. Additionally, at radii of just a few $`R_g`$, the assumption of a central illuminating point source (which is an excellent approximation for the usual radiation driven modes at very large disk radii) breaks down, and the real radiation field is likely to be much more complex. It is unclear to what degree these effects alter the damping rates computed by Markovic & Lamb (1998), but clearly further investigation in this area is merited.
## 4. DISCUSSION
In this paper, we have presented results from a time-dependent treatment of the evolution of perturbations in the inner regions of accretion disks which are aligned with the spin axis of the accretor by the Bardeen-Petterson effect. We find that such perturbations decay rapidly. For a weak viscosity (one for which the viscous timescale corresponding to $`\nu _2`$ is much greater than the local precession timescale), the inner parts of the disk would be expected to be accurately aligned with the rotation axis. An impulsively generated warp then decays at a rate that depends solely on the viscosity acting on the $`(R,z)`$ stress, conventionally parameterized as $`\nu _2`$ (Papaloizou & Pringle 1983). The initial damping rate is proportional to $`\nu _2`$, but after a few precession periods the damping is greatly enhanced as a consequence of the strong differential precession and twisting of the disk shape. This twisting rapidly reduces the radial lengthscale over which disk viscosity must act in order to flatten the disk into the equatorial plane, and leads to rapid damping.
Our calculations are based on a numerical treatment of the full twisted disk equations derived by Papaloizou & Pringle (1983), which can readily be extended to arbitrary rotation laws (Pringle 1992). We have compared the evolution of warps in potentials arising from a Newtonian point mass, and a Paczynski-Wiita potential that mimics some features of hydrodynamics in a Schwarzschild metric. For disk parameters chosen such that warps are at least relatively long lived, we find that the decay rate of warps in these two potentials are very similar, and accurately described by a linearized treatment of the twisted disk equations. Disks where the inflow velocity is larger exhibit some qualitative differences, both between the two potentials and when compared to the linear results, but these disks show even faster damping than expected on the basis of the value of $`\nu _2`$ alone. They are not favorable cases for producing long lived, observable, precession. Advection dominated flows (e.g. Narayan & Yi 1994), where the radial inflow velocity is typically a significant fraction of the orbital velocity, would be extreme examples of this effect. Such disks seem even less likely to be able to support coherent Lense-Thirring precession.
These calculations, and those of Markovic & Lamb (1998), assume that the accreting material in the vicinity of the black hole can be treated as a fluid accretion disk. This would be wrong if the inner disk was prone to breaking into blobs, for example via the development of the Lightman-Eardley (1974) or other instabilities (e.g. Ghosh 1998). Several authors have suggested that the inner disk in X-ray binaries is, indeed, susceptible to such instabilities (e.g. Taam & Lin 1984; Lasota & Pelat 1991; Cannizzo 1996). The behavior of accreting gas in such a model could be very different from that considered here, and is beyond the scope of this paper. Further study of such instabilities, in the context of currently favored magnetohydrodynamic models for the origin of the disk viscosity, would be valuable.
The strength of the viscosity in planar accretion disks is constrained, albeit poorly, by a variety of observational methods (see e.g. Cannizzo, Chen & Livio 1995). By contrast, there are essentially no constraints whatsoever on how efficiently a disk can damp warp, especially at the small radii that are of relevance to Lense-Thirring precession (at large radii weak constraints are possible from observing which systems may be prone to radiation induced warping). This introduces a major uncertainty in any attempt to apply the results to interpreting the possible origins of QPOs in X-ray binaries. However, if $`\nu _1\nu _2`$, it seems clear that warps in the inner disk are damped on a timescale of the order of a single precession period, or less. This is the same result as was found by Markovic & Lamb (1998) from a linear analysis, and it suggests that precession is unlikely to be the origin of low-frequency QPOs in disks around neutron stars and galactic black hole candidate sources. The important caveat is that we know of no definite reason, either from observational constraints or from theoretical arguments, why $`\nu _2`$ might not be very much smaller that $`\nu _1`$ in the inner disk. In this regime, differential precession still leads to strong twisting and eventual rapid decay of the warp. However, our lowest $`\nu _2`$ runs maintain a reasonable warp amplitude for $`10`$ precession periods, along with a roughly constant precession rate. This could lead to at least weakly coherent signals that have as their origin Lense-Thirring precession. Better theoretical understanding of the hydrodynamics of disk warps will be needed to investigate this possibility. Recent work (Ogilvie 1999) has made progress towards this goal.
We thank Jim Pringle for making available his numerical disk evolution code, Gordon Ogilvie for sharing results in advance of publication, and the referee Wei Cui for a prompt and very helpful report.
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# References
1. In this note several comments on the beta function in supersymmetric gauge theories will be made in the light of the recent literature on the subject . The bare Lagrangian of an $`N=1`$ supersymmetric gauge theory with generic matter content is given by
$$L=\frac{1}{4}d^2\theta \left(\frac{1}{g_h^2(M)}\right)W^aW^a+\text{h.c.}+d^4\theta \underset{i}{}\mathrm{\Phi }_i^{}e^{2V_i}\mathrm{\Phi }_i$$
(1)
where
$$\frac{1}{g_h^2(M)}=\frac{1}{g^2(M)}+i\frac{\theta (M)}{8\pi ^2}\frac{\tau (M)}{4\pi }$$
(2)
and $`g(M)`$ and $`\theta (M)`$ stand for the bare coupling constant and vacuum parameter, $`M`$ being the ultraviolet cutoff. By a generalized nonrenormalization theorem the effective Lagrangian at scale $`\mu `$ has the form,
$$L=\frac{1}{4}d^2\theta \left(\frac{1}{g_h^2(M)}+\frac{b_0}{8\pi ^2}\mathrm{log}\frac{M}{\mu }\right)W^aW^a+\text{h.c.}+d^4\theta \underset{i}{}Z_i(\mu ,M)\mathrm{\Phi }_i^{}e^{2V_i}\mathrm{\Phi }_i,$$
(3)
(plus higher dimensional terms). Here
$$b_0=3N_c\underset{i}{}T_{Fi};T_{Fi}=\frac{1}{2}(\text{quarks}).$$
(4)
Novikov et. al. used then the 1PI effective action to define a “physical” coupling constant for which they obtained the well known NVSZ beta function (Eq.(13) below) .
Recently the derivation of the NVSZ beta function was substantially clarified by Arkani-Hamed and Murayama . (See also .) They work entirely in the framework of the Wilsonian effective action (hence no subtleties due to zero momentum external lines, such as those leading to apparent violation of nonrenormalization theorem). They insist simply that at each infrared cutoff $`\mu `$ the matter kinetic terms be re-normalized so that it resumes the standard canonical form. Thus by introducing
$$\mathrm{\Phi }_i=Z_i^{1/2}\mathrm{\Phi }_i^{(R)},$$
(5)
and by taking into account the appropriate anomalous Jacobian , one gets
$`L`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle d^2\theta \left(\frac{1}{g_h^2(M)}+\frac{b_0}{8\pi ^2}\mathrm{log}\frac{M}{\mu }\underset{i}{}\frac{T_F}{8\pi ^2}\mathrm{log}Z_i(\mu ,M)\right)W^aW^a}+\text{h.c.}`$ (6)
$`+`$ $`{\displaystyle d^4\theta \underset{i}{}\mathrm{\Phi }_i^{(R)}e^{2V_i}\mathrm{\Phi }_i^{(R)}}`$
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle d^2\theta \frac{1}{g_h^2(\mu )}W^aW^a}+h.c.+{\displaystyle d^4\theta \underset{i}{}\mathrm{\Phi }_i^{(R)}e^{2V_i}\mathrm{\Phi }_i^{(R)}}.`$
where
$$\frac{1}{g_h^2(\mu )}\frac{1}{g_h^2(M)}+\frac{b_0}{8\pi ^2}\mathrm{log}\frac{M}{\mu }\underset{i}{}\frac{T_{Fi}}{8\pi ^2}\mathrm{log}Z_i(\mu ,M).$$
(7)
This leads to the beta function (call it $`\beta _h`$ to distinguish it from the more commonly used definition):
$$\beta _h(g_h)\mu \frac{d}{d\mu }\text{Re}g_h=\frac{g_h^3}{16\pi ^2}\left(3N_c\underset{i}{}T_{Fi}(1\gamma _i)\right),$$
(8)
where
$$\gamma _i(g_h(\mu ))=\mu \frac{d}{d\mu }\mathrm{log}Z_i(\mu ,M)$$
(9)
is the anomalous dimension of the $`i`$th matter field. The same result follows by differentiating (7) with respect to $`M`$ with $`\mu `$ fixed, and by using $`\gamma (g_h(M))=+M\frac{d}{dM}\mathrm{log}Z_i(\mu ,M)`$.
The “holomorphic” coupling constant $`g_h(\mu )`$ is a perfectly good definition of the effective coupling constant: it is finite as $`M\mathrm{};\mu =\text{finite},`$ and physics below $`\mu `$ can be computed in terms of it. On the contrary, the coefficient of $`W^aW^a`$ in (3) is not a good definition of an effective coupling constant, as long as $`N_f0`$: it is divergent in the limit the ultraviolet cutoff is taken to infinity. Let us note that, in spite of its name, the holomorphic coupling constant gets renormalized in a non-holomorphic way, due to the fact that $`Z_i(\mu ,M)`$ is real.
Finally, in order to have the canonical form of gauge kinetic terms, $`F_{\mu \nu }F^{\mu \nu }/4,`$ one must perform a further change of the variables,
$$A_\mu =g_cA_{c\mu },$$
(10)
and the corresponding rescaling of the gaugino field $`\lambda _\alpha (x)`$, to preserve supersymmetry. This introduces as functional–integral Jacobian an extra factor ,
$$\mathrm{exp}\frac{1}{4}d^4xd^2\theta \frac{N_c\mathrm{log}g_c^2}{8\pi ^2}W^aW^a+\text{h.c.}$$
(11)
and as a consequence, leads to the change of the coupling constant ,
$$\text{Re}\frac{1}{g_h^2}=\frac{1}{g_c^2}+\frac{N_c}{8\pi ^2}\mathrm{log}g_c^2.$$
(12)
The NSVZ beta function follows then from (12) and (8):
$$\beta (g_c)=\frac{g_c^3}{16\pi ^2}\frac{3N_c\underset{i}{}T_{Fi}(1\gamma _i)}{1N_cg_c^2/8\pi ^2}.$$
(13)
An important point of is the fact that the Wilsonian coupling constant, whether “holomorphic” or “canonical”, contains higher loop perturbative corrections in general; the often stated one-loop (perturbative) exactness of the Wilsonian effective coupling constant is valid only in particular cases, e.g., for the “holomorphic” coupling constant in the $`N=1`$ supersymmetric pure Yang-Mills theory.
2. The above procedure nicely “explains” the origin of the denominator of the NSVZ beta function. In the case of $`N=1`$ pure Yang-Mills theory the latter has led to an interesting conjecture . However, it also leads to a new puzzle. In fact, the right hand side of (12) has a minimum at $`g_c^2=8\pi ^2/N_c`$, precisely corresponding to the pole of the NSVZ beta function, where it takes the value,
$$\frac{N_c}{8\pi ^2}\mathrm{log}\frac{8\pi ^2e}{N_c},$$
(14)
which is positive unless $`N_c`$ is rather large (i.e., unless $`N_c215`$). On the contrary the left hand side of (12) evolves down to zero if the beta function has no zero ($`N_f<3N_c/2`$). Thus for large values of $`g_h`$ ($`g_h>8\pi ^2/N_c\mathrm{log}(8\pi ^2e/N_c)`$) the redefinition (12), with a real “canonical coupling constant”, is not allowed.
Since this problem occurs for any $`N_f`$ such that $`N_f<3N_c/2`$, let us for simplicity consider the case of the pure Yang Mills theory ($`N_f=0`$) and compare the RG evolution in the two coupling constants. In this case, $`\beta _h(g_h)`$ is a pure one-loop effect, so that RG equation can be integrated in a closed form:
$$\frac{1}{2g_h^2(\mu )}\frac{3N_c}{16\pi ^2}\mathrm{log}\mu =\{\text{indep. of }\mu \}\frac{3N_c}{16\pi ^2}\mathrm{log}\mathrm{\Lambda },$$
(15)
(which defines $`\mathrm{\Lambda }`$) namely,
$$\frac{1}{g_h(\mu )^2}=\frac{3N_c}{8\pi ^2}\mathrm{log}\frac{\mu }{\mathrm{\Lambda }},$$
(16)
which evolves to the infrared and vanishes at $`\mu =\mathrm{\Lambda }`$.
On the other hand, if one integrates
$$\mu \frac{d}{d\mu }g_c=\beta (g_c)=\frac{g_c^3}{16\pi ^2}\frac{3N_c}{1N_cg_c^2/8\pi ^2},$$
(17)
one gets
$$\frac{1}{g_c^2(\mu )}+\frac{N_c}{8\pi ^2}\mathrm{log}g_c(\mu )^2\frac{3N_c}{8\pi ^2}\mathrm{log}\mu =\{\text{indep. of }\mu \}.$$
(18)
so
$$\frac{1}{g_c^2(\mu )}+\frac{N_c}{8\pi ^2}\mathrm{log}g_c(\mu )^2=\frac{1}{g_h(\mu )^2}=\frac{3N_c}{8\pi ^2}\mathrm{log}\frac{\mu }{\mathrm{\Lambda }},$$
(19)
by using the same $`\mathrm{\Lambda }`$ as in Eq.(16). The problem with (19) is that $`g_c(\mu )`$ does not “run” down to $`\mu =\mathrm{\Lambda }`$; it runs only down to
$$\mu _0=\frac{8\pi ^2e\mathrm{\Lambda }}{N_c}>\mathrm{\Lambda },$$
(20)
(for $`8\pi ^2e>N_c`$), which corresponds to the pole of the NVSZ beta function.
Also, (19) apparently suggests the presence of another branch in which the coupling constant $`g_c`$ grows in the ultraviolet .
Actually both the absence of evolution below the scale $`8\pi ^2e\mathrm{\Lambda }/N_c`$ and the apparent new phase of the theory are probably artefacts caused by the illegitimate change of variable (12). The pole at $`g_c^2=8\pi ^2/N_c`$ is then simply a sign of the failure of $`g_c`$ as a coupling constant (and $`A_{c\mu }(x)`$ as a functional variable), a sort of a singularity of parametrization, rather than of physics itself.
This however means that if one starts at high energies by using the standard “canonical” coupling constant and studies the RG evolution towards the low energies, one must switch to the “holomorphic” description at certain point (in any case, before the “critical” value $`g_c^2=8\pi ^2/N_c`$ is reached), in order to describe the physics smoothly down to $`\mu =\mathrm{\Lambda }.`$ The impossibility of writing a low energy effective Lagrangian with canonically normalized gauge kinetic terms, does not represent any inconsistency since the low energy physical degrees of freedom are in fact described by some gauge-invariant composite fields, and not by gauge fields themselves. The latter fluctuate violently while the appropriate variables behave more smoothly. For $`N_fN_c`$, the appropriate low energy degrees of freedom are mesonlike composite fields $`M_{ij}=\stackrel{~}{Q}_iQ_j`$;<sup>1</sup><sup>1</sup>1As is well known SQCD with $`N_f<N_c`$ does not have well defined vacua if quarks are massless: we assume that all quark masses are small but nonvanishing. In the case $`N_f=N_c=N,`$ the low energy degrees of freedom contains the baryon $`B=ϵ_{a_1a_2\mathrm{}a_N}ϵ^{i_1i_2\mathrm{}i_N}Q_{i_1}^{a_1}Q_{i_2}^{a_2}\mathrm{}Q_{i_N}^{a_N}`$ and $`\stackrel{~}{B}`$ defined analogously in terms of $`\stackrel{~}{Q}`$’ s, as well.) for $`N_f=N_c+1`$ they are the mesons and “baryons”; for $`N_c+1N_f3N_c`$ the low energy degrees of freedom are dual quarks and free mesons . In particular, in the conformal window, i.e. for $`3N_c/2N_f3N_c`$, the low energy theory admits two dual equivalent descriptions, one in terms of the original quarks and gluons of $`SU(N_c)`$ gauge theory, another in terms of $`SU(N_fN_c)`$ gauge theory with $`N_f`$ flavors of dual quarks.
At larger values of $`N_f`$ ($`N_f>3N_c`$) the low energy degrees of freedom are the original quarks and gluons, but since the theory is infrared free no obstruction arises against describing them by using the canonical coupling constant at all scales.
The success of the NSVZ beta function in the case of SQCD in the conformal window ($`3N_c/2<N_f<3N_c`$) , especially the determination of the anomalous dimension of the matter fields,
$$\gamma ^{}=\frac{3N_cN_f}{N_f},$$
(21)
at the infrared fixed point, is consistent with the use of the holomorphic coupling constant (Eq.(8)). It does neither require the use of the canonical coupling constant nor necessitate the form of the original NSVZ beta function. This is important because the anomalous dimension at the IR fixed point is a physically observable number.
3. One might wonder how “exact” all this is. It is clear that the diagrammatic proof of the generalized nonrenormalization theorem of is valid only within perturbation theory.
It was argued on the other hand in that due to the existence of an anomalous $`U_R(1)`$ symmetry the beta functions are purely perturbative, hence the NSVZ beta function is exact perturbatively and nonperturbatively, at least for pure $`N=1`$ Yang–Mills theory. In fact, the (holomorphic) coupling constant at scale $`M^{^{}}`$ must satisfy
$$\frac{8\pi ^2}{g_h^2(M^{^{}})}=\frac{8\pi ^2}{g_h^2(M)}+f(\frac{8\pi ^2}{g_h^2(M)},t),$$
(22)
where $`t\mathrm{log}\frac{M}{M^{^{}}}`$ and $`f`$ is a holomorphic function of $`g_h`$. It follows that
$$\beta _h(g_h)=(d/d\mathrm{log}M)g_h(M)|_{g_h(M^{^{}})}$$
(23)
shares the same property. Together with the periodicity in $`\theta `$ with period $`2\pi `$, one finds that
$$\frac{d}{dt}\frac{8\pi ^2}{g_h^2(M)}=\frac{16\pi ^2}{g_h^3}\beta _h(g_h)=\underset{n=0}{\overset{\mathrm{}}{}}a_ne^{8\pi ^2n/g_h^2},$$
(24)
where $`a_n`$ is the $`n`$\- instanton contribution. Since the right hand side is independent of $`\theta `$ it must consists only of the perturbative term, $`n=0`$.
This argument is however only valid in theories in which $`CP`$ invariance is not spontaneously broken. Examples are the pure $`N=1`$ Yang–Mills theory or the $`N=1`$ SQCD at the origin of the space of vacua (with all scalar vevs vanishing): there the argument of is valid and the use of the NSVZ beta function is justified.
Actually, the argument can be reversed and used in a stronger manner. In a generic point of the space of vacua of $`N=1`$ SQCD, or of a pure $`N=2`$ supersymmetric Yang–Mills theory (a $`N=1`$ supersymmetric gauge theory with a matter chiral multiplet in the adjoint representation), for example, $`CP`$ invariance is spontaneously broken , and there is a nontrivial $`\theta `$ dependence. By holomorphic dependence of $`\beta `$ on $`\tau =\frac{\theta }{2\pi }+\frac{4\pi i}{g^2}`$ this implies that the beta function gets necessarily instanton corrections. A naïve application of the NSVZ formula to the $`N=2`$ pure Yang–Mills theory, which would simply yield the purely one-loop perturbative beta function “$`\beta (g)`$$`=g^3/4\pi ^2`$, is thus incorrect.<sup>2</sup><sup>2</sup>2Note that the original derivation of the NSVZ beta function based on the calculation of certain one–instanton amplitude, applied in a simple–minded way to this theory, would yield the one-loop beta function. But this argument also fails since in the presence of the adjoint scalar vev, the standard instanton selection rules do not apply.
4. It might be thought that in the $`N=2`$ gauge theories where the exact low–energy effective action is known , the exact (nonperturbative) beta function can be computed. For such an attempts see . For concreteness we restrict our discussion below to the simplest such case: the pure $`N=2`$ $`SU(2)`$ Yang–Mills theory.
Due to the holomorphic nature of Wilsonian effective action the RG equation can be cast into the form
$$\beta (\tau )\mu \frac{d\tau }{d\mu }=\frac{2i}{\pi }(1+c_1e^{2\pi i\tau }+c_2e^{4\pi i\tau }+\mathrm{})$$
(25)
for $`\text{Im}\tau 1`$ (or $`g^21`$) where
$$\tau =\frac{\theta }{2\pi }+\frac{4\pi i}{g^2},$$
(26)
and $`\mu `$ is the scale. Written separately for the real and imaginary parts, Eq.(25) reads :
$`\beta _g(g,\theta )`$ $``$ $`\mu {\displaystyle \frac{dg}{d\mu }}={\displaystyle \frac{g^3}{4\pi ^2}}(1+c_1\mathrm{cos}\theta e^{8\pi /g^2}+\mathrm{});`$
$`\beta _\theta (g,\theta )`$ $``$ $`\mu {\displaystyle \frac{d\theta }{d\mu }}=4c_1\mathrm{sin}\theta e^{8\pi /g^2}+\mathrm{}.`$ (27)
The coupling constant and the $`\theta `$ parameter will evolve in the infrared up to the scale $`\mu _{IR}`$ which can be identified with the mass of the lightest charged particle. The difficulty in finding the beta function in these theories lies in the fact that in general the relation between $`\mu _{IR}`$ and the gauge invariant vev $`u=Tr\varphi ^2`$ is not simple. (For particular cases see below.) For this reason the knowledge of
$$\tau _{eff}(u)=\frac{da_D}{da},$$
(28)
from the exact Seiberg-Witten solution as a function of the vacuum parameter $`u`$, is not sufficient to deduce the correct $`\beta `$ function.
By integrating Eq. (25) one gets:
$$^\tau \frac{d\tau }{\beta (\tau )}\mathrm{log}\mu =C;$$
(29)
where $`C`$ is a $`\mu `$-independent integration constant. The lower limit of the integration is left unspecified: to change it is equivalent to a shift of $`C`$ by a constant. We set now $`\mu =M`$ ($`M`$ is the UV cutoff) and use the known asymptotic behaviour of $`\tau `$ and $`\beta (\tau )`$. Since the theory at large $`u`$ is weakly coupled at all scales, one can use the known behaviour of $`\tau _{eff}`$ for such cases ,
$$\tau _{eff}\frac{i}{\pi }\mathrm{log}\frac{4a^2}{\mathrm{\Lambda }^2},\theta _04\text{Arg}a$$
(30)
where $`\mathrm{\Lambda }`$ (real) is defined such that the massless monopole occurs at $`u=\pm \mathrm{\Lambda }^2`$, to find the behavior of $`\tau (M)`$ as a function of $`M`$. In fact, by identifying $`\mu _{IR}=M=\sqrt{2}|a|`$, one gets
$$\tau (M)\frac{\theta (M)}{2\pi }+\frac{i}{\pi }\mathrm{log}\frac{2M^2}{\mathrm{\Lambda }^2};\beta (\tau )\frac{2i}{\pi }$$
(31)
so that
$`C`$ $`=`$ $`{\displaystyle \frac{i\pi }{2}}\tau (M)\mathrm{log}M+\text{const.}`$ (32)
$`=`$ $`{\displaystyle \frac{i\pi }{2}}({\displaystyle \frac{\theta _0}{2\pi }}+{\displaystyle \frac{i}{\pi }}\mathrm{log}{\displaystyle \frac{2M^2}{\mathrm{\Lambda }^2}})\mathrm{log}M+\text{const.}=\mathrm{log}{\displaystyle \frac{e^{i\theta _0/4}}{\mathrm{\Lambda }}}+\text{const.}.`$
This shows how the dynamical mass scale $`\mathrm{\Lambda }`$ and the bare $`\theta `$ ($`=lim_M\mathrm{}\theta (M)`$ ) enter together as two integration constants of the RG equation.
In the strong coupling region, i.e. near $`\tau =0`$ (which is explored by theories near $`u=\mathrm{\Lambda }^2`$) the infrared scale is given by $`\mu _{IR}=\sqrt{2}|a_D|`$ (the monopole mass). The divergent behavior of the second term of the left hand side of Eq. (29) must be cancelled by the first term:
$$^\tau 𝑑\tau \frac{1}{\beta (\tau )}\mathrm{log}\frac{a_D}{\mathrm{\Lambda }}.$$
(33)
¿From the behavior of $`a_D`$ near $`u=\mathrm{\Lambda }^2`$ :
$$\frac{a_D}{\mathrm{\Lambda }}i\frac{u\mathrm{\Lambda }^2}{2\mathrm{\Lambda }^2}=16iq_D=16ie^{i\pi \tau _D},$$
(34)
one finds
$$^\tau 𝑑\tau \frac{1}{\beta (\tau )}i\pi \tau _D,$$
(35)
or (by using $`\tau =1/\tau _D`$):
$$\beta (\tau )\frac{1}{i\pi \tau _D^2}=\frac{i}{\pi }\tau ^2\mathrm{as}\tau 0.$$
(36)
For CP invariant cases ($`\theta =0`$) this means the behavior
$$\beta (g)\frac{2}{g},$$
(37)
at large $`g`$.
The existence of the nontrivial space of vacua implies that, at any given scale, besides the usual parameters $`g(\mu )`$, $`\theta (\mu )`$ one has the scale dependent vev,
$$v(\mu )=\text{Tr}\varphi ^2(\mu )$$
(38)
as another parameter of the theory. The usual moduli parameter $`u`$ is to be identified with its value in the low energy limit. Note that even though $`v(\mu )`$ is complex, its phase is related by anomaly to $`\theta (\mu )`$ so that only three parameters are independent. At the UV cutoff this relation is the standard one:
$$ve^{i\alpha }v\theta \theta +2\alpha ,$$
(39)
so that only the combination $`\theta _{phys}=\theta 2\text{Arg}v`$ has a physical meaning.
The scale dependence of $`v`$ arises because in the instanton contributions to it the integrations over the collective coordinates must be done so that only the distances between $`1/M`$ ($`M`$ being the UV cutoff) and $`1/\mu `$ are involved. For instance, in the one instanton contribution the integration over the instanton size must be limited to the region,
$$\frac{1}{M}\rho \frac{1}{\mu }.$$
(40)
One is thus led to write one more RG equation besides Eq. (25):
$$\mu \frac{dv}{d\mu }=2vG(\tau ).$$
(41)
When the moduli parameter $`u=\text{Tr}\varphi ^2`$ is large as compared to $`\mathrm{\Lambda }^2`$, the theory is weakly coupled at all scales, and $`\sqrt{2}|a|`$ can be taken as the lower cutoff $`\mu `$. At large $`\mu `$ (at $`\tau i\mathrm{}`$) then
$$G(\tau )=116e^{2i\pi \tau }+\mathrm{},G<1$$
(42)
from the known instanton expansion
$$u(a)=a^2\underset{n=0}{\overset{\mathrm{}}{}}b_n\left(\frac{\mathrm{\Lambda }}{a}\right)^{4n},\tau \frac{i}{\pi }\mathrm{log}\frac{4a^2}{\mathrm{\Lambda }^2}$$
(43)
where $`b_0=1/2,b_1=1/4,`$ etc.
Integrating Eq. (41) as before by using $`d\mu /\mu =d\tau /\beta (\tau )`$, one gets:
$$2^\tau \frac{d\tau }{\beta (\tau )}G(\tau )\mathrm{log}\frac{8\text{Tr}\varphi ^2(\mu )}{\mathrm{\Lambda }^2}=R,$$
(44)
where $`R`$ is another $`\mu `$–independent integration constant (the factor $`8/\mathrm{\Lambda }^2`$ has been inserted for convenience). Again, by taking $`\mu =M`$ (large), using Eq. (31) and Eq. (42) as $`\tau i\mathrm{}`$, one gets
$$R=i\pi (\frac{\theta _0}{2\pi }+\frac{i}{\pi }\mathrm{log}\frac{2M^2}{\mathrm{\Lambda }^2})\mathrm{log}\frac{8\text{Tr}\varphi ^2(M)}{\mathrm{\Lambda }^2}=\mathrm{log}\frac{4|\text{Tr}\varphi ^2(M)|}{M^2}.$$
(45)
Note that $`R`$ is real: one finds thus the third integration constant $`\frac{|\text{Tr}\varphi ^2(M)|}{M^2}`$ besides $`\theta _0`$ and $`\mathrm{\Lambda }`$. They are the free parameters of the theory.
By differentiating the left hand side of Eq.(44) with respect to $`\tau `$, one gets
$$2\frac{G(\tau )}{\beta (\tau )}\frac{dv}{d\tau }\frac{1}{v}=0,\text{or}2v\frac{d\tau }{dv}=\frac{\beta (\tau )}{G(\tau )}.$$
(46)
Going to the IR limit, i.e. $`vu`$, Eq. (46) reads
$$2u\frac{d\tau }{du}=\frac{\beta (\tau )}{G(\tau )},$$
(47)
where $`\tau =\tau _{eff}`$. But the left hand side, which is the derivative of the low-energy effective $`\tau `$ with respect to the vacuum parameter $`u`$, can be computed from the knowledge of the low energy actions only: the result is
$$2u\frac{d\tau }{du}=\frac{\beta (\tau )}{G(\tau )}=\frac{i}{\pi }(\frac{1}{\theta _{3}^{}{}_{}{}^{4}}+\frac{1}{\theta _{4}^{}{}_{}{}^{4}})\stackrel{~}{\beta }(\tau )$$
(48)
where $`\theta _i(\tau )=\theta _i(0|\tau )`$, in terms of the standard elliptic theta functions .
$`\stackrel{~}{\beta }(\tau )`$ does not represent the nonperturbative beta function, in spite of the claim made in the literature to that effect, as can be seen from its behavior near $`\tau =0`$, for instance. ¿From the known properties of the theta functions
$`{\displaystyle \frac{1}{\stackrel{~}{\beta }(\tau )}}`$ $`=`$ $`i\pi {\displaystyle \frac{\theta _{3}^{}{}_{}{}^{4}(1/\tau _D)\theta _{4}^{}{}_{}{}^{4}(1/\tau _D)}{\theta _{3}^{}{}_{}{}^{4}(1/\tau _D)+\theta _{4}^{}{}_{}{}^{4}(1/\tau _D)}}=i\pi (i\tau _D)^2{\displaystyle \frac{\theta _{3}^{}{}_{}{}^{4}(\tau _D)\theta _{4}^{}{}_{}{}^{4}(\tau _D)}{\theta _{3}^{}{}_{}{}^{4}(\tau _D)+\theta _{4}^{}{}_{}{}^{4}(\tau _D)}}`$ (49)
$``$ $`16\pi i\tau _D^2e^{2\pi i\tau _D},\text{as }\tau _Di\mathrm{},`$
hence
$$\stackrel{~}{\beta }(\tau )\frac{i}{16\pi }\tau ^2e^{2\pi i/\tau },$$
(50)
which differs from the correct behavior of the beta function at $`\tau 0+iϵ,`$ Eq. (36).
On the other hand, Eq. (50) is perfectly consistent with the behaviour of $`\tau `$ as a function of $`u`$.
$$2^\tau \frac{d\tau }{\beta (\tau )}G(\tau )=2^\tau \frac{d\tau }{\stackrel{~}{\beta }(\tau )}=2^{\tau _D}\frac{d\tau _D}{\tau _{D}^{}{}_{}{}^{2}}\frac{1}{\stackrel{~}{\beta }(\tau )}32q_D=32e^{i\pi \tau _D}.$$
(51)
¿From the expansion of $`a(u)`$ as $`u\mathrm{\Lambda }^2`$ , one finds:
$$\tau _D=\frac{da}{da_D}\frac{i}{\pi }\mathrm{log}\frac{u\mathrm{\Lambda }^2}{32\mathrm{\Lambda }^2}.$$
(52)
Consequently:
$$2^\tau \frac{d\tau }{\beta (\tau )}G(\tau )=\text{const.}+\frac{u\mathrm{\Lambda }^2}{\mathrm{\Lambda }^2}.$$
(53)
On the other hand, the second term of Eq. (44) gives
$$\mathrm{log}\frac{8u}{\mathrm{\Lambda }^2}=\text{const.}\frac{u\mathrm{\Lambda }^2}{\mathrm{\Lambda }^2},$$
(54)
near $`u=\mathrm{\Lambda }^2`$, so that the linear dependence on $`u\mathrm{\Lambda }^2`$ cancels out, as it should.
One can also check the behavior near $`\tau =\tau _0=(1+i)/2`$ of Eq. (44), which corresponds to the infrared behavior of the theory near $`u=0`$. By a simple calculation using the results of Ritz , one finds that:
$$\frac{\beta (\tau )}{G(\tau )}=\stackrel{~}{\beta }(\tau )2(\tau \tau _0).$$
(55)
Thus
$$2^\tau \frac{d\tau }{\beta (\tau )}G(\tau )\mathrm{log}(\tau \tau _0),$$
(56)
which is singular. But this singularity is expected because the second term of Eq. (44) is also logarithmically divergent, since:
$$u\pi i\theta _{3}^{}{}_{}{}^{4}(\tau )|_{\tau _0}(\tau \tau _0),$$
(57)
as can be shown by using the relation between $`u`$ and $`\tau `$:
$$u=\frac{\theta _{3}^{}{}_{}{}^{4}(\tau )+\theta _{4}^{}{}_{}{}^{4}(\tau )}{\theta _{3}^{}{}_{}{}^{4}(\tau )\theta _{4}^{}{}_{}{}^{4}(\tau )}.$$
(58)
Therefore, the logarithmic singularities cancel out.
These discussions simply check the derivation of (48), but also shows for instance that the zero of $`\stackrel{~}{\beta }(\tau )=\beta (\tau )/G(\tau )`$ at $`\tau _0=(1+i)/2`$ must be attributed to a pole in the renormalization factor $`G(\tau )`$, not to a zero of the beta function. For if the beta function had a zero at $`\tau _0=(1+i)/2`$ the first term of the right hand side of Eq.(29) would be singular there: such a singularity would have to be cancelled by the second term, which is however regular there because the infrared cutoff of the theory with $`u=0`$ is finite. This is another way of saying that the point $`u=0`$ is not a special point in the space of vacua: no restoration of the $`SU(2)`$ gauge symmetry occurs. The fact that $`u\text{Tr}\varphi ^2=0`$ there, is due to the instanton–induced renormalization of the composite operator $`\text{Tr}\varphi ^2`$.
In conclusion, the problem of finding the correct nonperturbative beta function in supersymmetric gauge theories remains open. Let us also note that the related issue of the direct check of the Seiberg–Witten formulas in various $`N=2`$ gauge theories by direct instanton calculations, after the initial impressive success, leaves still many questions unanswered .
Ackowledgment One of the authors (K.K.) thanks M. Sakamoto, H. Murayama and F. Fucito for useful discussions at various stages of the work.
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# Conformal 𝒩=0𝑑=4 Gauge Theories from AdS/CFT Superstring Duality?
## Abstract
Non-supersymmetric $`d=4`$ gauge theories which arise from superstring duality on a manifold $`AdS_5\times S_5/Z_p`$ are cataloged for a range $`2p41`$. A number have vanishing two-loop gauge $`\beta `$function, a necessary but not sufficient condition to be a conformal field theory.
preprint: February 1999 IFP-768-UNC hep-th/9902168
The relationship of the Type IIB superstring to conformal gauge theory in $`d=4`$ gives rise to an interesting class of gauge theories. Choosing the simplest compactification on $`AdS_5\times S_5`$ gives rise to an $`𝒩=4`$ SU(N) gauge theory which has been known for some time to be conformal due to the extended global supersymmetry and non-renormalization theorems. All of the RGE $`\beta `$functions for this $`𝒩=4`$ case are vanishing in perturbation theory.
One of us (PHF) has recently pursued the idea that an $`𝒩=0`$ theory, without spacetime supersymmetry, arising from compactification on the orbifold $`AdS_5\times S_5/\mathrm{\Gamma }`$ (with $`\mathrm{\Gamma }SU(3)`$) could be conformal and, further, could accommodate the standard model. In the present note we systematically catalog the available $`𝒩=0`$ theories for $`\mathrm{\Gamma }`$ an abelian discrete group $`\mathrm{\Gamma }=Z_p`$. We also find the subset which has $`\beta _g^{(2)}=0`$, a vanishing two-loop $`\beta `$function for the gauge coupling, according to the criteria of . In a future publication, we hope to find how many if any of the surviving theories satisfy $`\beta _Y^{(2)}=0`$ and $`\beta _H^{(2)}=0`$ for the Yukawa and Higgs self-coupling two-loop RGE $`\beta `$functions respectively. Note that the one-loop $`\beta `$functions satisfy $`\beta _Y^{(1)}=0`$ and $`\beta _H^{(1)}=0`$ because they are leading order in the planar expansion. All one-loop $`𝒩=0`$ calculations coincide with those of the conformal $`𝒩=4`$ theory to leading order in $`1/N`$. However, beyond large $`N`$ and beyond one-loop this coincidence ceases, in general.
The ideas in Frampton concerning the cosmological constant and model building beyond the standard model provide the motivation as follows. At a scale sufficiently above the weak scale the masses and VEVs of the standard model obviously become negligible. Consider now that the standard model is promoted by additional states to a conformal theory of the $`d=4`$ $`𝒩=0`$ type which will be highly constrained or even unique, as well as scale invariant. Low energy masses and VEVs are introduced softly into this conformal theory such as to preserve the desirable properties of vanishing vacuum energy and hence vanishing cosmological constant. Since no supersymmetry breaking is needed and provided the introduction of scales is sufficiently mild it is expected that a zero cosmological constant can be retained in this approach.
The embedding of $`\mathrm{\Gamma }=Z_p`$ in the complex three-dimensional space $`𝒞_3`$ can be conveniently specified by three integers $`a_i=(a_1,a_2,a_3)`$. The action of $`Z_p`$ on the three complex coordinates $`(X_1,X_2,X_3)`$ is then:
$$(X_1,X_2,X_3)\stackrel{Z_p}{}(\alpha ^{a_1}X_1,\alpha ^{a_2}X_2,\alpha ^{a_3}X_3)$$
(1)
where $`\alpha =exp(2\pi i/p)`$ and the elements of $`Z_p`$ are $`\alpha ^r`$ ($`0r(p1)`$).
The general rule for breaking supersymmetries is that for $`\mathrm{\Gamma }SU(2)`$, there remains $`𝒩=2`$ supersymmetry; $`\mathrm{\Gamma }SU(3)`$ leaves $`𝒩=1`$ supersymmetry; and for $`\mathrm{\Gamma }SU(3)`$, no supersymmetry ($`𝒩=0`$) survives.
To ensure that $`\mathrm{\Gamma }SU(3)`$ the requirement is that
$$a_1+a_2+a_30(modp)$$
(2)
Each $`a_i`$ can, without loss of generality, be in the range $`0a_i(p1)`$. Further we may set $`a_1a_2a_3`$ since permutations of the $`a_i`$ are equivalent. Let us define $`\nu _k(p)`$ to be the number of possible $`𝒩=0`$ theories with $`k`$ non-zero $`a_i`$ ($`1k3`$).
Since $`a_i=(0,0,a_3)`$ is clearly equivalent to $`a_i=(0,0,pa_3)`$ the value of $`\nu _1(p)`$ is
$$\nu _1(p)=p/2$$
(3)
where $`x`$ is the largest integer not greater than $`x`$.
For $`\nu _2(p)`$ we observe that $`a_i=(0,a_2,a_3)`$ is equivalent to $`a_i=(0,pa_3,pa_2)`$. Then we may derive, taking into account Eq.(2) that, for $`p`$ even
$$\nu _2(p)=2\underset{r=1}{\overset{\frac{p2}{2}}{}}r=\frac{1}{4}p(p2)$$
(4)
while, for $`p`$ odd
$$\nu _2(p)=2\underset{r=1}{\overset{\frac{p2}{2}}{}}r+\frac{p}{2}=\frac{1}{4}(p1)^2$$
(5)
For $`\nu _3(p)`$, the counting is only slightly more intricate. There is the equivalence of $`a_i=(a_1,a_2,a_3)`$ with $`(pa_3,pa_2,pa_1)`$ as well as Eq.(2) to contend with.
In particular the theory $`a_i=(a_1,p/2,pa_1)`$ is a self-equivalent (SE) one; let the number of such theories be $`\nu _{SE}(p)`$. Then it can be seen that $`\nu _{SE}(p)=p/2`$ for p even, and $`\nu _{SE}(p)=0`$ for p odd. With regard to Eq.(2), let $`\nu _p(p)`$ be the number of theories with $`a_i=p`$ and $`\nu _{2p}(p)`$ be the number with $`a_i=2p`$. Then because of the equivalence of $`(a_1,a_2,a_3)`$ with $`(pa_3,pa_2,pa_1)`$, it follows that $`\nu _p(p)=\nu _{2p}(p)`$. The value will be calculated below; in terms of it $`\nu _3(p)`$ is given by
$$\nu _3(p)=\frac{1}{2}[\overline{\nu }(p)2\nu _p(p)+\nu _{SE}(p)]$$
(6)
where $`\overline{\nu }(p)`$ is the number of unrestricted $`(a_1,a_2,a_3)`$ satisfying $`1a_i(p1)`$ and $`a_1a_2a_3`$. Its value is given by
$$\overline{\nu }(p)=\underset{a_3=1}{\overset{p1}{}}\underset{a_3=1}{\overset{p1}{}}a_2=\frac{1}{6}p(p^21)$$
(7)
It remains only to calculate $`\nu _p(p)`$ given by
$$\nu _p(p)=\underset{a_1=1}{\overset{\frac{p}{3}}{}}\left(\frac{pa_1}{2}a_1+1\right)$$
(8)
The value of $`\nu _p(p)`$ depends on the remainder when $`p`$ is divided by 6. To show one case in detail. consider $`p=6k`$ where $`k`$ is an integer. Then
$$\nu _p(p)=\underset{a_1=odd}{\overset{2k1}{}}\left(3k+\frac{1}{2}\frac{3a_1}{2}\right)+\underset{a_1=even}{\overset{2k}{}}\left(3k+\frac{3a_1}{2}+1\right)=3k^2=\frac{1}{12}p^2$$
(9)
Hence from Eq.(6)
$$\nu _3(p)=\frac{1}{2}\left[\frac{1}{6}p(p^21)\frac{1}{6}p^2+\frac{p}{2}\right]=\frac{p}{12}(p^2p+2)$$
(10)
Taking $`\nu _1(p)`$ from Eq.(3) and $`\nu _2(p)`$ from Eq.(5) we find for $`p=6k`$
$$\nu _{TOTAL}(p)=\nu _1(p)+\nu _2(p)+\nu _3(p)=\frac{p}{12}(p^2+2p+2)$$
(11)
For $`p=6k+1`$ or $`p=6k+5`$ one finds similarly
$$\nu _3(p)=\frac{1}{12}(p1)^2(p+1)(p=6k+1or6k+5)$$
(12)
$$\nu _{TOTAL}=\frac{1}{12}(p1)(p+1)(p+2)(p=6k+1or6k+5)$$
(13)
For $`p=6k+2`$ or $`p=6k+4`$
$$\nu _3(p)=\frac{1}{12}(p+1)(p^22p+4)(p=6k+2or6k+4)$$
(14)
$$\nu _{TOTAL}=\frac{1}{12}(p^3+2p^2+2p+4)(p=6k+2or6k+4)$$
(15)
and finally for $`p=6k+3`$
$$\nu _3(p)=\frac{1}{12}(p^3p^2p3)(p=6k+3)$$
(16)
$$\nu _{TOTAL}=\frac{1}{12}(p^3+2p^2p6)(p=6k+3)$$
(17)
The values of $`\nu _1(p)`$, $`\nu _2(p)`$, $`\nu _3(p)`$, $`\nu _{TOTAL}(p)`$ and $`_{p^{}=2}^p\nu _{TOTAL}(p^{})`$ for $`2p41`$ are listed in Table 1.
The next question is: of all these candidates for conformal $`𝒩=0`$ theories, how many if any are conformal? As a first sifting we can apply the criterion found in from vanishing of the two-loop RGE $`\beta `$function $`\beta _g^{(2)}=0`$, for the gauge coupling. The criterion is that $`a_1+a_2=a_3`$. Let us denote the number of theories fulfilling this by $`\nu _{alive}(p)`$.
If p is odd there is no contamination by self-equivalent possibilities and the result is
$$\nu _{alive}=\underset{r=1}{\overset{\frac{p1}{2}}{}}(p2r)=\frac{1}{4}(p1)^2(p=odd)$$
(18)
For p even some self equivalent cases must be subtracted. The sum in Eq. (18) is $`\frac{1}{4}p(p2)`$ and the number of self-equivalent cases to remove is $`p/4`$ with the results
$$\nu _{alive}=\frac{1}{4}p(p3)(p=4k)$$
(19)
$$\nu _{alive}=\frac{1}{4}(p1)(p2)(p=4k+2)$$
(20)
In the last two columns of Table 1 are the values of $`\nu _{alive}(p)`$ and $`_{p^{}=2}^p\nu _{alive}(p^{})`$.
Asymptotically for large p the ratio $`\nu _{alive}(p)/\nu _{TOTAL}(p)3/p`$ and hence vanishes although $`\nu _{alive}(p)`$ diverges; the value of the ratio is e.g. 0.28 at p = 5 and at p = 41 is 0.066. It is being studied how the two-loop requirements $`\beta _Y^{(2)}=0`$ and $`\beta _H^{(2)}=0`$ select from such theories. That result will further indicate whether any $`\nu _{alive}(p)`$ can survive to all orders.
One of us (PHF) thanks David Morrison for a discussion. This work was supported in part by the US Department of Energy under Grant No. DE-FG02-97ER-41036.
Table 1. Values of $`\nu _1(p)`$, $`\nu _2(p)`$, $`\nu _3(p)`$, $`\nu _{TOTAL}(p)`$, $`_{p^{}=1}^p\nu _{TOTAL}(p^{})`$, $`\nu _{alive}(p)`$ and $`_{p^{}=2}^p\nu _{alive}(p^{})`$ for $`2p41`$.
$`\begin{array}{cccccccc}& & & & & & & \\ p& \nu _1(p)& \nu _2(p)& \nu _3(p)& \nu _{TOTAL}(p)& \nu _{TOTAL}& \nu _{alive}(p)& \nu _{alive}(p)\\ & & & & & & & \\ 2& 1& 0& 1& 2& 2& 0& 0\\ 3& 1& 1& 1& 3& 5& 1& 1\\ 4& 2& 2& 5& 9& 14& 1& 2\\ 5& 2& 4& 8& 14& 28& 4& 6\\ 6& 3& 6& 16& 25& 53& 5& 11\\ 7& 3& 9& 24& 36& 89& 9& 20\\ 8& 4& 12& 39& 55& 144& 10& 30\\ 9& 4& 16& 53& 73& 217& 16& 46\\ 10& 5& 20& 77& 102& 319& 18& 64\\ & & & & & & & \\ 11& 5& 25& 100& 130& 449& 25& 89\\ 12& 6& 30& 134& 170& 619& 27& 116\\ 13& 6& 36& 168& 210& 829& 36& 152\\ 14& 7& 42& 215& 264& 1093& 39& 191\\ 15& 7& 49& 261& 317& 1410& 49& 240\\ 16& 8& 56& 323& 387& 1797& 52& 292\\ 17& 8& 64& 384& 456& 2253& 64& 356\\ 18& 9& 72& 462& 543& 2796& 68& 424\\ 19& 9& 81& 540& 630& 3426& 81& 505\\ 20& 10& 90& 637& 737& 4163& 85& 590\end{array}`$
Table 1 (continued)
$`\begin{array}{cccccccc}& & & & & & & \\ p& \nu _1(p)& \nu _2(p)& \nu _3(p)& \nu _{TOTAL}(p)& \nu _{TOTAL}& \nu _{alive}(p)& \nu _{alive}(p)\\ & & & & & & & \\ 21& 10& 100& 733& 843& 5006& 100& 690\\ 22& 11& 110& 851& 972& 5978& 105& 795\\ 23& 11& 121& 968& 1100& 7078& 121& 916\\ 24& 12& 132& 1108& 1252& 8330& 126& 1042\\ 25& 12& 144& 1248& 1404& 9734& 144& 1186\\ 26& 13& 156& 1413& 1582& 11316& 150& 1336\\ 27& 13& 169& 1577& 1759& 13075& 169& 1505\\ 28& 14& 182& 1769& 1965& 15040& 175& 1680\\ 29& 14& 196& 1960& 2170& 17210& 196& 1876\\ 30& 15& 210& 2180& 2405& 19615& 203& 2079\\ & & & & & & & \\ 31& 15& 225& 2400& 2640& 22255& 225& 2304\\ 32& 16& 240& 2651& 2907& 25162& 232& 2536\\ 33& 16& 256& 2901& 3173& 28335& 256& 2792\\ 34& 17& 272& 3185& 3474& 31809& 264& 3056\\ 35& 17& 289& 3468& 3774& 35583& 289& 3345\\ 36& 18& 306& 3796& 4110& 39693& 297& 3642\\ 37& 18& 324& 4104& 4446& 44139& 324& 3966\\ 38& 19& 342& 4459& 4820& 48959& 333& 4299\\ 39& 19& 361& 4813& 5193& 54152& 361& 4660\\ 40& 20& 380& 5207& 5607& 59759& 370& 5030\\ & & & & & & & \\ 41& 20& 400& 5600& 6020& 65779& 400& 5430\end{array}`$
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# The Starburst in the Central Kiloparsec of Markarian 231
## 1 Introduction
Mrk 231 is one of the most luminous infrared galaxies in the local (z $`<`$ 0.1) universe (Surace et al. 1998). As such it is potentially a key object for understanding the mechanism(s) that power such extreme far infrared dust emission. The most likely dust heating mechanisms are either (1) radiation from an AGN; or (2) a powerful starburst. The existence of an AGN in Mrk 231 is clearly demonstrated by the presence of a parsec-scale jet (Neff & Ulvestad 1988, Ulvestad, Wrobel, & Carilli 1999a), but the extent to which the AGN powers the high infrared luminosity (10<sup>12</sup>L) is unclear. Based on CO observations, Downes & Solomon (1998) suggest that most of the FIR luminosity in the central kpc of Mrk 231 comes from a starburst. Other evidence for a starburst is the large amount of dust and extinction (Cutri, Rieke, & Lebofsky 1984). Based on its asymmetrical optical morphology with tidal tails, a merger in the last 10<sup>9</sup> years is likely (Hamilton & Keel 1987; Hutchings & Neff 1987; Armus et al. 1994; Surace et al. 1998). Even if the merger is not a direct energy source for the high infrared luminosity, it may play a critical role in channeling large amounts of gas and dust into the central kiloparsec, which then either feed the AGN or trigger the starburst.
Carilli, Wrobel, & Ulvestad (1998) report the discovery of a subkiloparsec scale disk seen in both the centimeter radio continuum and in neutral atomic hydrogen. Such a structure is almost unknown among AGN. Only one other radio source, 3C 84, has a $``$100 pc disk or millihalo surrounding the parsec-scale jets (Silver, Taylor, & Vermeulen 1998). In the case of 3C 84, the most likely origin for the millihalo is from relativistic particles that have diffused out from the parsec-scale jets, but a starburst origin cannot be completely ruled out. Carilli et al. suggested that the millihalo seen around Mrk 231 is really a disk with a massive star formation rate of order 100 M yr<sup>-1</sup>. Here we present further VLBA observations of the disk in Mrk 231 at 0.61 and 0.33 GHz in an attempt to learn more about its spectrum and structure. We have also reduced and analyzed archival VLA observations which reveal the outer part of the disk at 5 – 22 GHz.
We assume H<sub>0</sub> = 50 km s<sup>-1</sup> Mpc<sup>-1</sup> and q<sub>0</sub> = 0.5 throughout, so at the redshift of Mrk 231 of 0.04152 (de Vaucouleurs et al. 1991), 1″ corresponds to 1.12 kpc.
## 2 VLBA Observations and Data Reduction
The VLBA observations were carried out at 0.333 and 0.613 GHz with the 10-element VLBA of the NRAO<sup>1</sup><sup>1</sup>1The National Radio Astronomy Observatory is operated by Associated Universities, Inc., under cooperative agreement with the National Science Foundation in a single 10-hour observing session on 1998 June 20. The net integration time on Mrk 231 was 250 minutes at each frequency spread over multiple snapshots to improve $`u,v`$ coverage. Both frequencies were observed simultaneously with 3 IF bands covering the frequency range 0.328–0.340 GHz and 1 IF covering the range 0.611–0.615 GHz. Both right- and left-circular polarizations were observed with 2-bit sampling. Due to strong external interference near 0.613 GHz a 3.4 MHz passband filter was used on all antennas. The correlator produced a 2.06 second integration time and 16 channels per IF band.
Standard a priori flagging, amplitude calibration, fringe fitting, bandpass calibration, and frequency averaging procedures were followed in AIPS. Phase referencing was performed by recorrelating at the position of the quasar J1252+5634 located some 36′ from Mrk 231. Global fringe fitting was performed on J1252+5634 and the resulting delays, rates and phases transfered to Mrk 231. Subsequently, Mrk 231 was phase-only self-calibrated with a 2 minute solution interval. All manual editing, imaging, deconvolution, and self-calibration were performed using Difmap (Shepherd, Pearson, & Taylor 1994; Shepherd 1997).
In Fig. 1 we show the 0.33 GHz and 0.61 GHz VLBA images at a resolution of 30 mas. Both images are dominated by a compact source, just resolved in the north-south direction. Due primarily to the greater bandwidth, the 0.33 GHz image is more sensitive by a factor of $``$2.
We have also reanalyzed the 1.36 GHz continuum data of Carilli et al. (1998). By performing careful editing and self-calibration within Difmap we were able to achieve an image with a rms noise of 0.02 mJy/beam (Fig. 2). The Pie Town – VLA baseline was removed, eliminating the extended inner disk emissions which are not easily deconvolved and otherwise severely limit the achievable dynamic range.
## 3 VLA Observations and Data Reduction
All the VLA observations reported here are A configuration observations retrieved in raw form from the VLA archive. These observations were carried out using the VLA in the standard fashion with a 100 MHz continuum observing mode at 4.86, 8.44, 14.94 and 22.23 GHz at epoch 1995.55, 1991.48, 1983.87, and 1996.99 respectively. The total observing time on Mrk 231 was 210, 15, 35, and 90 minutes at 5–22 GHz respectively.
Once the data were calibrated in AIPS, they were exported to Difmap for further self-calibration. To better reveal the underlying extended emission, a delta function was subtracted from the phase center of each observation. The resulting naturally weighted images are shown in Fig. 3. The amplitude of the delta function subtracted represents the emission from the VLBI triple seen on scales of $``$40 mas (Ulvestad et al. 1999a), and the 30 – 100 mas radius inner disk component first detected by Carilli et al. (1998). This sum is labeled the “nucleus” in Table 1 and in Fig. 4. The remaining flux density in the images (radii of 0.1 – 1″), is labeled the “outer disk” in Table 1.
TABLE 1
Component Flux Densities and Spectra
| Component | $`S_{22}`$ | $`S_{15}`$ | $`S_{8.4}`$ | $`S_5`$ | $`S_{1.3}`$ | $`S_{0.61}`$ | $`S_{0.33}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- |
| | (mJy) | (mJy) | (mJy) | (mJy) | (mJy) | (mJy) | (mJy) |
| C+N+S+ID | 59$`\pm `$9 | 110$`\pm `$11 | 208$`\pm `$15 | 269$`\pm `$14 | 230$`\pm `$12 | | |
| C+N+S | | 62$`\pm `$6 | 142$`\pm `$14 | 173$`\pm `$17 | 99$`\pm `$10 | 163$`\pm `$16 | 152$`\pm `$15 |
| S. Jet | | | | | | 28$`\pm `$3 | 44$`\pm `$4 |
| Inner Disk | | 48$`\pm `$5 | 66$`\pm `$7 | 96$`\pm `$10 | 131$`\pm `$13 | | 30$`\pm `$6 |
| Outer Disk | 13.1$`\pm `$0.7 | 25.3$`\pm `$1.3 | 32.7$`\pm `$1.7 | 25.9$`\pm `$1.3 | | | |
## 4 The Jet Components
The dominant “core” component in our VLBA images is really comprised of a north-south triple (Ulvestad et al. 1999a). This triple includes a GHz peaked spectrum core between two steep spectrum lobes with the southern lobe being the brighter of the two. The total extent is about 60 mas (70 pc). This structure is just resolved in our 0.61 and 0.33 GHz images. At 1.3 GHz, the spectra of parts of the N and S lobes are turning over, while the spectrum of the core turns over near 8 GHz (Ulvestad et al. 1999a). As these are the dominant components, on that basis one might have expected very little flux density at 0.33 GHz. We see from our Fig. 4 that the spectrum of the core conglomerate (N+C+S at this resolution of 30 mas) is essentially flat out to 0.33 GHz. This may be due in part to a steep spectrum contribution from the jet that connects both lobes to the core hinted at in Fig. 1a of Ulvestad et al. The absence of dominant free-free opacity indicates that at least some parts of the nuclear region have a relatively unobstructed line-of-sight to the observer, perhaps cleared out by the AGN.
A new component is seen in our VLBA images some 107 mas south of the core in position angle 171. This component is curved into a bowshock-like structure similar in appearance to the southern (S) component of the VLBI triple at 2.3 GHz (see Fig. 3 of Ulvestad et al. 1999a). Based on its location along the jet axis, we identify this component as part of the southern jet. The spectral index between 0.61 and 0.33 GHz of this new southern jet component is steep ($`\alpha =0.74\pm 0.2`$ where $`S_\nu \nu ^\alpha `$) as would be expected for such a large (80 mas FWHM) emission region. This component is also detected at 1.36 GHz (Fig. 2) as a group of subcomponents – the broken-up appearance is probably due to a lack of sufficiently short baselines at this frequency to adequately sample this large component. Furthermore the fact that this component is most likely unaffected by the free-free absorption suspected towards the inner disk (see below), indicates that the line-of-sight towards this component is relatively unobstructed. One possibility is that this jet component is on the approaching side in front of the disk, consistent with the schematic view put forth by Carilli et al. (1998). The smallest scale VLBI structure appears to be a one-sided sub-relativistic jet pointing to the southwest. The one-sided appearance is probably due to free-free absorption on sub-parsec scales (Ulvestad et al. 1999b); this supports the argument that the southwestern jet imaged by Ulvestad et al. (1999a) is in front of the disk and leads into the more extended southern VLBI lobe.
## 5 Properties of the Disk in MRK 231
### 5.1 Diffuse Radio Emission
Diffuse, extended emission on scales of $``$1 kpc is seen in a number of Seyfert galaxies (Wilson 1988, Ulvestad & Wilson 1989). In fact, based on observations with the partially completed VLA in 1979, Ulvestad, Wilson & Sramek (1981) presented evidence of 10–15 mJy of extended emission around Mrk 231 at 4.9 GHz, though this emission was not well localized by those observations. In Fig. 3, we present higher resolution observations at 5 – 22 GHz that clearly show extended emission in a fairly circular disk centered on the nucleus. The radial fall-off beyond 200 mas is Gaussian with a FWHM of 860 mas (980 pc) (Fig. 5). At all frequencies a north-south extension is visible in the inner contours. At lower flux density levels the disk appears nearly circular, with a possible extension to the East.
The existence of a subkiloparsec gas (and stellar?) disk in Mrk 231 is now well documented through high resolution molecular line observations (Bryant & Scoville 1996, Downes & Solomon 1998), Hi 21cm absorption line observations, and radio continuum observations (Carilli et al. 1998). For illustration, we reproduce the results of the Hi 21cm absorption line observations in Fig. 6. This figure shows the position-velocity diagram along the major axis (oriented east-west) of the inner disk for Hi 21cm absorption. Note the clear velocity gradient of $`\pm `$ 130 km s<sup>-1</sup> to radii $``$ 200 mas. The peak Hi optical depth is 0.17. It is likely that the Hi extends farther than is observed in Fig. 6. The spatial limit is set by the surface brightness of the diffuse radio continuum emission against which the absorption is seen. The CO disk seen by Bryant & Scoville (1996) on a factor $``$3 larger scale has the same velocity gradient and position angle of the major axis. Carilli et al. (1998) show that the diffuse radio continuum emission seen on scales from 100 mas to 1 arsecond in Mrk 231 is likely to be associated with this gas disk, and in particular with massive star formation. We consider this hypothesis further below.
The radio continuum images presented herein reveal the structure of the disk at frequencies ranging from 0.33 GHz to 22 GHz. The size of the disk at 5 GHz (Fig. 3) is $`1.9^{\prime \prime }\times 1.6^{\prime \prime }`$ to the 5$`\sigma `$ surface brightness level of 0.16 mJy beam<sup>-1</sup>. The position angle of the major axis is $``$55. For comparison, the disk seen in CO emission has a Gaussian FWHM = $`0.9^{\prime \prime }\times 0.8^{\prime \prime }`$ at a position angle of 77. Downes & Solomon (1998) fit gas kinematic models to the CO velocity distribution and find a disk thickness of 23 pc. Both the radio continuum and CO data imply that the disk must be close to face-on, with $`i30^{}`$.
The spectral index of the radio continuum outer disk emission between 5 GHz and 8 GHz is $``$0.7$`\pm `$0.2 for radii between 0.4<sup>′′</sup> and 0.7<sup>′′</sup>. This is consistent with non-thermal synchrotron emission from a population of relativistic electrons accelerated in shocks driven by supernova remnants, as would be the case for active star formation in the disk (Condon 1992). The IR-to-radio flux density ratio parameter, Q, for the disk is 2.5 (Carilli et al. 1998). This value is consistent with the value of Q = 2.3$`\pm `$0.2 seen for the integrated emission from starforming galaxies (Condon 1992). The flux density of the disk at 1.3 GHz is 130 mJy, implying a radio spectral luminosity of $`9\times 10^{30}`$ ergs s<sup>-1</sup> Hz<sup>-1</sup>. Using the empirical relations in Condon (1992) leads to a massive star formation rate in the disk of 220 M yr<sup>-1</sup>, and an expected supernova rate of 8 yr<sup>-1</sup>.
An important question is: do the synchrotron emitting electrons originate in the disk, or are they somehow transported to the disk from the AGN region? One key factor to consider is the timescale for relativistic electron transport compared to the lifetimes of the relativistic electrons due to synchrotron and inverse Compton losses. For fields of order 200 $`\mu `$G (see below), the expected lifetime of the particles radiating at 5 GHz is of order 10<sup>5</sup> yrs. A standard assumption in ISM plasma physics is that the cosmic ray electrons are limited to stream at the Alfven velocity due to scattering off self-induced Alfven waves – the streaming energy is converted into hydromagnetic waves by the two-stream instability (Wentzel 1974). Using a thermal particle density of 185 cm<sup>-3</sup> (see below) implies an Alfven speed of 15 km s<sup>-1</sup> in the disk, or a propagation length of only 1.5 pc in 10<sup>5</sup> yrs. This short distance would argue in favor of in situ particle acceleration in the disk. On the other hand, high energy electrons originating in solar flares are known to propagate hyper-Alfvenically in the inter-planetary medium, in violation of the standard theory (Hudson & Ryan 1995). The other extreme is to assume that all the particles stream at the velocity of light, c, along a tangled magnetic field. The timescale, $`t_o`$, for the particles to ‘random walk’ a distance $`R_o`$ becomes: $`t_o\frac{R_o^2}{l_oc}`$, where $`l_o`$ is the cell size for the turbulent field. Using $`R_o`$ $``$ 1<sup>′′</sup> = 1120 pc (= maximum observed radius of the disk at 5 GHz), leads to: $`t_o1\times 10^5[\frac{l_o}{40\mathrm{p}\mathrm{c}}]^1`$ yrs. Hence, if the turbulent magnetic field cell size is greater than 40 pc, and if the particles are somehow allowed to stream at the speed of light, then it is possible that the diffuse radio continuum emitting regions in Mrk 231 could be populated by electrons from the active nucleus.
Other arguments in favor of in situ particle acceleration in the disk are: (i) the observed distribution (position angle of major axis, and major-to-minor axis ratio) of the radio continuum emission is similar to that seen for the CO disk, (ii) the spectral index of the extended AGN components between 2.3 GHz and 8.4 GHz is $``$1.5 (Ulvestad et al. 1999a), which is considerably steeper than is seen for the disk, (iii) the disk emission obeys the IR-radio correlation for star forming galaxies, and (iv) physical conditions in the disk are conducive to star formation, and the star formation rate derived from the molecular line observations is comparable to that derived from the radio continuum observations (Downes & Solomon 1998, Bryant & Scoville 1996). Overall, we feel it is most likely that the diffuse radio continuum emission is driven by star formation in the disk, although we cannot rule-out an AGN origin for the relativistic electrons.
### 5.2 Free-free absorption of the inner disk
The integrated spectrum of the inner disk ($``$ 100 mas) in Mrk 231 shows an inversion below 1.3 GHz, most likely due to free-free absorption (Fig. 4). We have fit a free-free absorption model to the data, and obtain an emission measure, EM = $`7.9\pm 0.6\times 10^5(\frac{\mathrm{T}_\mathrm{K}}{10^4})^{\frac{3}{2}}`$ pc cm<sup>-6</sup>, where T<sub>K</sub> is the kinetic temperature of the gas. Using a disk thickness of 23 pc leads to n<sub>e</sub> = 185 $`(\frac{\mathrm{T}_\mathrm{K}}{10^4})^{\frac{3}{4}}`$ cm<sup>-3</sup> and N<sub>e</sub> = 1.3$`\times 10^{22}`$ $`(\frac{\mathrm{T}_\mathrm{K}}{10^4})^{\frac{3}{4}}`$ cm<sup>-2</sup>. This column density is comparable to the hydrogen column density derived from CO observations (Downes & Solomon 1998), in Hi assuming a spin temperature of 1000 K (Carilli et al. 1998), and to the hydrogen column density inferred from soft X-ray absorption of 6 $`\times 10^{22}`$ cm<sup>-2</sup> (Nakagawa et al. 1997).
The pressure in the ionized absorbing medium is 5$`\times 10^{10}`$ $`(\frac{\mathrm{T}_\mathrm{K}}{10^4})^{\frac{7}{4}}`$ dynes cm<sup>-2</sup>. The pressure in the molecular gas in the disk is 5$`\times 10^{11}/f`$ dynes cm<sup>-2</sup>, where $`f`$ is the volume filling factor. Hence, pressures in the ionized and molecular components are comparable assuming a reasonable filling factor of 0.1 for the molecular gas (Downes & Solomon 1998). The minimum pressure in the relativistic electrons and magnetic fields ranges from 2$`\times 10^{10}`$ dynes cm<sup>-2</sup> in the outer disk to 10$`\times 10^{10}`$ dynes cm<sup>-2</sup> in the inner disk, making the standard assumptions of Miley (1980), and in particular using a low value for the proton-to-electron energy density ratio, ($`k`$ 1) and assuming unit filling factor. The corresponding magnetic field strengths are 80 $`\mu `$G and 200 $`\mu `$G, respectively.
### 5.3 Candidate Radio Supernovae
A final question that can be addressed by these data is the existence of radio supernovae (RSNe) in the disk of Mrk 231. Recent VLBI observations of Arp 220 have revealed 13 RSNe in the inner 100 pc with flux densities at 1.3 GHz between 0.1 and 1.2 mJy, with three RSNe between 1.0 mJy and 1.2 mJy (Smith et al. 1998). Smith et al. show that these RSNe are of the same class as RSN 1986J observed in the disk of NGC 891 (Rupen et al. 1987): Type II RSNe with luminosities of order 10<sup>28</sup> ergs s<sup>-1</sup> Hz<sup>-1</sup> and exponential decay times of 3 yrs. The number of RSNe observed in Arp 220 is consistent with a massive star formation rate of 70 M yr<sup>-1</sup>.
We have searched for RSNe in Mrk 231 at a resolution of 10 mas at 1.3 GHz (Fig. 2). The difficulty in Mrk 231 is confusion of the inner 50 pc due to the AGN radio components. Based on the observations of Arp 220, and correcting for the relative distances, the predicted number of RSNe $``$ 0.2 mJy in Mrk 231 is six. We have identified four possible RSNe candidates between 0.2 and 0.5 mJy that are not along the jet or counterjet axis. The brightest of these four (source A) is certainly a real source, but it is close to the radio axis and hence may be related to the AGN. The fainter sources (B,C,D) are farther away from the radio axis, and are detected at the $``$10$`\sigma `$ level, but we cannot rule out that these ‘sources’ are imaging artifacts caused by dynamic range limitations imposed by the presence of the strong AGN components. The arc of star-forming knots $``$3″ south of the core (on the radio-jet axis) seen by Surace et al. (1998) may be jet-induced. While it is possible that the jet may trigger star formation along the radio axis closer to the nucleus, we cannot from our radio observations alone distinguish such emission from jet emission related to the AGN. The RSNe in Mrk 231 hypothesis could be tested by monitoring the system with annual, sensitive, high quality VLBI imaging to determine the light curves for the faint possible sources in the star forming disk.
We are grateful to Joan Wrobel, and the referee, J. Mazzarella, for insightful comments. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, Caltech, under contract with NASA.
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# Quantum Triangulation and Violation of Conservation of Trouble
## Abstract
A scheme is described that allows Alice to communicate to Bob where on earth she is, even though she doesn’t know herself. The situation described shows how the generalization of a recent result of Gisin and Popescu \[quant-ph/9901072\] could be useful.
Consider the following (rather contrived) scenario: Bob’s friend Alice has been abducted. She regains consciousness to find herself locked in a windowless room, presumably somewhere on Earth. Checking her pockets she finds that she still has her mobile phone, and so she calls Bob. After being reassured that she’s unhurt, Bob naturally asks “Where are you?”. Of course Alice has no idea, and they discover that the phone company is singularly unhelpful and refuses to co-operate in Bob’s attempt to locate Alice. (This part of course is the most realistic part of the story). Fortunately Alice realizes that she still has in her pocket the box of $`N`$ spin-$`\frac{1}{2}`$ particles that are entangled (in singlet states) with particles in Bob’s possession. The question we are interested in is how may these particles be used to locate Alice?<sup>*</sup><sup>*</sup>*We could also assume that Alice has a bathtub (or toilet) in her room, and she can therefore inform Bob as to which hemisphere she is in.
The simplest solution is the following: Alice alignes her mini Stern-Gerlach device (which will soon be standard on all Swiss-Army knives) in her vertical direction ($`𝐀_z`$). She then proceeds to measure the spin of each of her particles in this direction, announcing to Bob over the phone what the result ($`,`$) of each measurement is. Bob is now left with $`N`$ particles, approximately one half of which are in the state $`|_{𝐀_z}`$ and the remainder in $`|_{𝐀_z}`$. If he can determine the direction $`𝐀_z`$, then he can determine where on Earth Alice is. Of course since they only share a finite number of particles he will only be able to do this to a certain accuracy.
The question to be addressed, therefore, is what measurement strategy should Bob follow in order to obtain the best estimate as to the direction $`𝐀_z`$? One strategy is to consider the $`N`$ particles as two different sets of particles with paralell spins, and to apply the procedure of to each ensemble seperately. However Gisin and Popescu recently showed in , that a pair of anti-parallel spins is in fact preferable to a pair of parallel ones, given the task of determining as accurately as possible the direction the spin is pointing! If the result generalizes (and the purpose of this note is to motivate addressing this question), then in fact Bob would do better to apply a joint measurement to all $`N`$ particles, which is not so surprisng. But what is really amazing is that he would do better than if Alice had been allowed to send him a carefully prepared box of spins all pointing in the same direction. The randomness of the outcomes of her measurements is actually helping the task at hand! This appears to be a clear violation of the Law of Conservation of Trouble. (While no precise formulation of the Law exists in non-relativistic Quantum Mechanics, the Quantum Field Theory version can be found in , and of couse we are all familiar with the Law in the macroscopic limit, whence it is more often called Murphy’s Law.)
In conclusion therefore; a fairly pithy motivation for determining the optimal measuring scheme for $`N`$ spins, about half of which are anti-aligned to the others, has been presented.
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# Bohmian mechanics and consistent histories
(Version of April 28, 1999)
## Abstract
The interpretations of a particular quantum gedanken experiment provided by Bohmian mechanics and consistent histories are shown to contradict each other, both in the absence and in the presence of a measuring device. The consistent histories result seems closer to standard quantum mechanics, and shows no evidence of the mysterious nonlocal influences present in the Bohmian description.
Bohmian mechanics provides a realistic interpretation of quantum theory by means of additional “hidden” variables, not part of the standard Hilbert space of wave functions, representing the positions of particles which make up a quantum system. All the particles have well-defined positions at all times, and follow trajectories as a function of time which are determined by the quantum wave function; the unitary time development of the latter is governed by Schrödinger’s equation. These particle trajectories, along with the quantum wave function, provide the basic ontology of the theory.
Measurements do not play a fundamental role in Bohmian mechanics; they are simply particular examples of physical processes. Hence it is quite possible in this approach to model the measurement of a particle’s position, and ask whether the outcome of the measurement reveals the property of the measured particle or gives a spurious result. It was on this basis that the physical reality of Bohmian particle trajectories was challenged by Englert et al. . They asserted that the Bohm trajectory of a particle in a bubble chamber does not necessarily coincide with the track of bubbles it produces. Although they did not carry out a calculation to directly support this particular assertion, they gave detailed calculations for some other situations in which a particular type of detector can be triggered without the trajectory of the particle passing through it. Their conclusion was that Bohmian trajectory is more a metaphysical construction than an aspect of physical reality. See for a response to this work by proponents of Bohmian mechanics, and for a reply by Englert et al. Somewhat later, Aharonov and Vaidman made a simplified model of a bubble chamber track and reached the same conclusion as Englert et al. In addition, Dewdney, Hardy and Squires , themselves quite sympathetic to Bohm’s approach, carried out a detailed calculation on a simple model, in essence that shown in Fig. 1, and confirmed that a quantum particle can excite a detector of this type while passing far away from it, if one accepts the Bohmian trajectory as representing the actual particle position. Their article contains a defense of Bohmian mechanics as an acceptable theory despite this somewhat surprising result.
The consistent histories (sometimes called “decoherent histories”) approach is also a realistic interpretation of quantum theory, but in this case the elements of reality, or “beables” to use the term coined by John Bell , are entirely quantum mechanical—wave functions or collections of wave functions forming a subspace of the quantum Hilbert space—with no additional “hidden” variables. As in Bohmian mechanics, measurements play no fundamental role in the consistent histories approach, so it is again possible to analyze measurements as physical processes in order to see how the measurement outcomes are related to the properties of the measured system, and how the latter are or are not modified by a measurement.
In consistent histories quantum theory, as in standard quantum mechanics but unlike Bohmian mechanics, particles do not, in general, have well-defined positions. To begin with, typical wave functions are only localized to a certain extent, and this limits the precision with which one can ascribe a position to a particle. In addition, even a sequence of approximate positions, corresponding to different wave functions, as a function of time is only permitted as a suitable quantum description when certain fairly restrictive consistency conditions (from which this approach gets its name) are satisfied. Despite these limitations, consistent histories quantum theory allows one to discuss particle positions with sufficient precision to provide a comparison with Bohmian mechanics for the situation shown in Fig. 1 and discussed in . It yields results which are directly contrary to Bohmian mechanics, but in good agreement with those considered physically reasonable by Englert et al., and Aharonov and Vaidman.
The gedanken apparatus in Fig. 1 differs slightly from that in in that an initial beam splitter has been replaced by a wedge $`W`$ in order to ensure reflection symmetry in a plane passing midway between the mirrors $`Mc`$ and $`Md`$. A particle initially in a wavepacket $`a0`$ at time $`t_0`$ is split into two wave packets $`c1`$ and $`d1`$ by the wedge (we ignore reflection produced by the wedge), which are later reflected by the two mirrors so that they cross at the position marked $`J`$ and eventually emerge as packets $`e4`$ and $`f4`$ at time $`t_4`$. Note that there is no physical object located at $`J`$; this symbol merely indicates where it is that the two wave packets come together and interfere with each other. The dashed box labeled $`D`$ indicates the position of a detector $`D`$ which is initially absent, but will be added later. The unitary time development induced by Schrödinger’s equation starting at $`t_0`$ and going on to times $`t_1`$, $`t_2`$, $`t_3`$, and $`t_4`$ takes the form
$$|a0(|c1+|d1)/\sqrt{2},$$
(1)
followed by
$`|c1|c2|c3|f4,`$
$`|d1|d2|d3|e4`$ (2)
in an obvious notation. One could include detectors in the output channels $`e`$ and $`f`$, but we omit them as they are not essential for the following discussion.
In Bohmian mechanics the particle’s physical position, which is at every time a precise point in space, as in classical mechanics, can be anywhere inside the corresponding wave packet . As noted by Bell for a similar gedanken experiment, symmetry ensures that if at $`t_0`$ the particle is initially above the symmetry plane inside the packet $`a0`$, it will always remain above the symmetry plane. Thus it follows wave packet $`c`$ as the latter bounces from the upper mirror, along what we shall call the $`c`$ path, and in the region $`J`$ where the $`c`$ and $`d`$ wave packets intersect, it will again bounce and emerge in the upward-moving wave packet $`e`$, following the $`e`$ path, rather than in the $`f`$ wave packet moving downward along the $`f`$ path. Since there is no physical object located at $`J`$, many physicists will regard this last bounce (in contrast to those which occur at the wedge and the mirror) as counterintuitive, something Bell was aware of, but which he ascribed to “classical prejudice”. In any case, it is perfectly clear in Bohmian mechanics that if the particle emerges in the $`e`$ channel, it was earlier inside the $`c`$ wave packet, moving along the $`c`$ path above the symmetry plane. A similar discussion applies to a particle which is initially below the symmetry plane in $`a0`$: it follows the $`d`$ path, bounces at $`J`$, and emerges in $`f`$.
A consistent histories analysis can be applied to the situation shown in Fig. 1 by adopting a suitable family of quantum histories, as discussed in . It is convenient to employ a family with two histories
$`Y_{cf}=[a0][c1][c2][c3][f4],`$
$`Y_{de}=[a0][d1][d2][d3][e4],`$ (3)
of non-zero weight. Here $`[\psi ]`$ stands for the projection operator $`|\psi \psi |`$ onto the state $`|\psi `$, and the sequence of projectors separated by $``$ symbols should be thought of in a realistic sense as events occurring at the successive times $`t_0,t_1,\mathrm{}t_4`$: the particle is in the corresponding state, described by the corresponding wave packet, at the time in question. The subscripts on $`Y`$ are chosen to indicate the path followed by the particle: in $`Y_{cf}`$ the particle follows the $`c`$ path up to $`J`$ and then moves downward along the $`f`$ path. As in standard quantum mechanics, and in contrast to Bohmian mechanics, a quantum history of this type does not ascribe a precise position to the particle at a particular time; instead, the particle is localized to the extent that the wave packet is localized. While this gives only limited precision, that is quite adequate for the present discussion: we assume that the $`|d1`$ wave packet is (to an adequate approximation) located entirely below the symmetry plane, and therefore in the history $`Y_{de}`$ the particle follows the $`d`$ path below the symmetry plane for times between $`t_1`$ and $`t_3`$, whereas at time $`t_4`$ it is described by $`|e4`$, and is thus in the $`e`$ path.
In addition to the histories in (3), it is necessary to add other histories to make up a complete family . There are many other histories which can be included in the family, among them:
$`Y_{ce}=[a0][c1][c2][c3][e4],`$
$`Y_{df}=[a0][d1][d2][d3][f4].`$ (4)
However, all of these additional histories carry zero weight, meaning that they are dynamically impossible and thus do not actually occur (they occur with zero probability). The reason why $`Y_{df}`$, for example, has zero weight is that the particle is in the wave packet $`d3`$ at time $`t_3`$, and integrating the Schrödinger equation starting with $`|d3`$ at $`t_3`$ yields $`|e4`$, which is orthogonal to $`|f4`$, the final state of the particle in the history $`Y_{df}`$. Thus this history has zero weight because the Born rule would ascribe zero probability to a transition from $`|d3`$ to $`|f4`$. The weights used in consistent histories quantum theory can be thought of as generalizations of the Born rule to histories involving more than two times; the rule for assigning weights is explained in .
In order for the family to be regarded as a sample space of mutually exclusive histories (one and only one of which actually occurs) to which probabilities can be assigned in accordance with the laws of quantum dynamics, it is necessary that it be a consistent family satisfying certain mathematically precise consistency conditions, as explained in . Since most of the histories in the family we are considering have zero weight, the consistency conditions are easily verified. Then, using the unitary time transformations in (1) and (2), one can show that the only two histories with non-zero weights, those in (3), both have the same weight (again see for details). Hence, either the history $`Y_{cf}`$ occurs, with probability 1/2, or $`Y_{de}`$ occurs, with probability 1/2. Thus the probability is 1/2 that the particle emerges in the $`e`$ path, but if it does so it is certain (conditional probability 1) that it was earlier in the $`d`$ path before it reached $`J`$, and not in the $`c`$ path, since the history $`Y_{ce}`$ has zero probability. Similarly, a particle emerging in the $`f`$ path (history $`Y_{cf}`$) was in the $`c`$ path before it reached $`J`$, not in the $`d`$ path.
Consequently, Bohmian mechanics and consistent histories, both of which claim to go beyond standard textbook quantum mechanics in providing a realistic description of what is happening to a quantum system as it develops in time, in the absence of measurements, yield completely opposite and contradictory results for the gedanken experiment in Fig. 1. Bohmian mechanics asserts that the particle will necessarily bounce when it comes to $`J`$, remaining either above or below the symmetry place, thus going from $`c`$ to $`e`$ or from $`d`$ to $`f`$. The consistent histories approach asserts that the particle does not bounce at $`J`$; instead, it follows $`c`$ to $`f`$ or $`d`$ to $`e`$. (Note, incidentally, that the fully quantum-mechanical treatment provided by consistent histories yields precisely the result which Bell ascribed to “classical prejudice”!)
To throw further light on this contradiction, and to see how Bohmian mechanics and consistent histories are related to textbook quantum theory, it is useful to add a measuring device to the gedanken experiment in Fig. 1. While such devices could be employed at the ends of the $`e`$ and $`f`$ channels, this would not provide much insight into the contradiction just mentioned. It is more useful to add a detector at the position marked $`D`$ in Fig. 1, as this can distinguish whether the particle is traveling along path $`c`$ or $`d`$ at an intermediate time. Of course, a measurement in which the particle simply stopped in the detector would be of little help in discussing what happens near $`J`$, so we shall assume a detector which registers the particle’s passage while perturbing its motion as little as possible. In both Bohmian mechanics and consistent histories, the detector must be treated as a quantum mechanical device, which means extending the Hilbert space. In addition, for Bohmian mechanics one must also add additional particle positions (hidden variables).
We take as our Hilbert space the tensor product $`𝒫𝒟`$ of a space $`𝒫`$ for the particle and $`𝒟`$ for the detector. (One could include additional spaces for the wedge and other passive elements in Fig. 1, but doing so would simply make the notation more complicated.) Let us assume that the detector is initially in a state $`|D`$, and that interaction with the particle produces a unitary time development
$$|d1|D|d2|D^{},$$
(5)
where $`|D^{}`$ denotes a state orthogonal to $`|D`$ in which the detector has detected the particle. In all the other steps of unitary time evolution indicated in (1) and (2), the state of the detector, whether $`|D`$ or $`|D^{}`$ does not change. In particular, the unitary time evolution of the initial state now takes the form
$`\sqrt{2}|a0|D(|c1+|d1)|D`$
$`(|c2|D+|d2|D^{})\mathrm{}(|f4|D+|e4|D^{}).`$ (6)
Note that we are making precisely the same assumption about unitary time development as in the study of this situation using Bohmian mechanics; the only difference is in notation.
Let us now ask how this situation could be given a physical interpretation according to the ideas one finds in standard textbook quantum theory. One approach would be to assume that measurements are made when the particle emerges in $`e`$ or $`f`$, following the dictum that quantum theory only tells one the results of measurements. Based upon (6), one is led to the conclusion that if the particle emerges in $`e`$, then it is correlated with a detector in the state $`D^{}`$, suggesting that the particle triggered the detector at an earlier time, whereas if it emerges in $`f`$ it is correlated with the detector state $`|D`$: the detector was not triggered. This, of course, does not prove that the particle actually passed through the detector, but one can understand how physicists, especially those who work in the laboratory and whose results are dependent upon detectors functioning in a certain way, might well be led to the conclusion, whether or not justified, that a particle emerging in $`e`$ had earlier passed through the detector, and hence crossed from below to above at $`J`$.
But there is another, alternative, approach within the framework of textbook quantum theory. Since a measurement of the particle position was made at the time $`t_1`$ by detector $`D`$, the standard von Neumann prescription would suggest “collapsing the wave function” of the particle when $`D`$ is triggered. That is, the detector either detects or does not detect the particle, and if it does detect the particle, then the particle wave packet at $`t_2`$ should be replaced by $`|d2`$. This wave packet can then be allowed to develop in time according to Schrödinger’s equation, in which case it will, see (2), eventually emerge in the $`e`$ channel: note that it does not bounce at $`J`$, but instead moves from $`d`$ to $`e`$. Granted, there is a certain embarrassment for the standard textbook approach in that, if the detector does not detect the particle, the wave function still collapses (which seems a bit odd), only this time onto the wave packet $`|c2`$, which later emerges in path $`f`$, again without anything peculiar happening at $`J`$. This problem of “interaction-free measurement” has been known for some time within the framework of standard quantum theory . One can make it somewhat less embarrassing by inserting an identical detector in the $`c`$ path, but we shall not pursue the matter further, since the consistent histories approach reaches the same conclusion as standard quantum theory without embarrassment, excuses, or equivocation.
Whichever approach is taken to analyzing this sort of measurement situation from the perspective of textbook quantum theory, one arrives at the conclusion, even if the argument is not fully rigorous, that if a measurement by $`D`$ detects the particle, then it will later cross the symmetry plane near $`J`$ and emerge in the $`e`$ channel, whereas if it is not detected, presumably because it was in path $`c`$ far away from the detector, it will emerge in the $`f`$ channel. This leaves open, of course, the question of what the particle does in the absence of detection, but seems consistent with the idea that if one can say anything at all about what happens with the detector removed, the particle is likely to pass through $`J`$ without bouncing. Considerations of this sort should not simply be dismissed as “classical prejudice”; instead, they represent thoughtful applications of a theory, textbook quantum mechanics, whose principles are not totally consistent, but which has been successfully used to obtain many results in agreement with laboratory experiments.
While textbook quantum reasoning tends to be vague and somewhat intuitive, rather than logically precise, the formulation and rules for consistent histories quantum theory is by now just as precise and rigorous as that of Bohmian mechanics . And the consistent histories analysis of Fig. 1 with the detector in place is in complete accord with the conclusions we have just reached on the basis of standard quantum theory. All one needs to do is to add appropriate detector states, $`[D]`$ or $`[D^{}]`$, to the events at the different times in the histories in (3), and carry out the required analysis. Once again, there are only two histories with non-zero probabilities, $`Y_{cf}`$ with the detector state $`[D]`$ at all times, and $`Y_{de}`$ with $`[D]`$ at $`t_0`$ and $`t_1`$, and the triggered detector state $`[D^{}]`$ at $`t_2,t_3`$ and $`t_4`$. Each of these occurs with probability 1/2. Consequently, the particle emerges in $`e`$ if and only if it was earlier in the $`d`$ path and encountered and triggered the detector between $`t_1`$ and $`t_2`$. If the particle is earlier in the $`c`$ path, far from the detector, it does not trigger the detector, and it emerges in $`f`$.
Note that these results with a detector present are completely consistent with the description supplied by consistent histories when the detector is absent. Thus a rigorous and fully quantum-mechanical treatment yields precisely what might have been expected from a naive classical analysis: if a detector is placed in the $`d`$ path, then it detects the particle if the particle passes along that path, and does not detect it if the particle passes far away from it in the $`c`$ path, and at $`J`$ the particle’s behavior is precisely the same as in the absence of a detector. The overall consistency of the accounts with the detector present and absent is not accidental. In the the very first paper on consistent histories it was pointed out that the statistics associated with a consistent family can always be confirmed, in principle, by the use of suitable idealized quantum measurements. Of course, these measurements have to be of a sort which do not inappropriately disturb the motion of the system being measured; (5) is an example. Less gentle measurements can have other effects—but these, too, can be analyzed using consistent histories methods.
Now let us consider what Bohmian mechanics says about the gedanken experiment when a detector $`D`$ added to the apparatus in Fig. 1. Adding such a detector breaks the symmetry, so the analysis is not as easy as before. Indeed, it is much more complicated than either standard quantum mechanics or the consistent histories approach, because one has to solve not only Schrödinger’s equation, but also also the coupled differential equations for the (classical) trajectories of the particle whose motion is being detected and the particle or particles which constitute the detector. This problem was studied in for a detector consisting of a single detector particle: let us call it a proton to distinguish it from the electron, the particle whose motion through the system in Fig. 1 is being studied. (The spin degrees of freedom of both particles play no role.)
The analysis in required numerical integration of the equations of motion for the (classical) positions of the proton and electron, which are coupled to each other through the quantum wave function. The results obtained depend upon the initial position of the proton and that of the electron, as well as on what happens to the detector (proton) at a later time after the electron has moved on towards $`J`$. Under certain circumstances (the reader should consult for details), it was found that the electron passes through the $`d`$ path and triggers the detector, and then emerges in the $`e`$ channel without bouncing at $`J`$, in agreement with what one would expect from a consistent histories analysis and standard quantum theory. It is also possible for the electron to pass through the $`c`$ path without triggering the detector and emerge in $`f`$, again without bouncing at $`J`$. This, too, agrees with the consistent histories analysis. But this second case is a trifle odd within the context of Bohmian mechanics since had the detector been absent an electron passing through the $`c`$ path would have bounced at $`J`$ and emerged in $`e`$, not $`f`$. Thus Bohmian mechanics tells us that the later behavior of an electron passing through the $`c`$ path can be influenced by the presence or absence of the detector, despite the fact that the electron remains at all times far away from the detector.
Under other conditions the detector can be triggered despite the fact that (according to Bohmian mechanics) the electron passes through the $`c`$ path, and thus is never anywhere near the detector. In this case the particle will bounce at $`J`$ and emerge in $`e`$. (For this to occur it is necessary that the detection process does not result in a macroscopic change before the particle has passed through the region $`J`$ .) An electron emerging in the $`e`$ path with the detector in the triggered state is, of course, a possible outcome at $`t_4`$ according to both standard quantum mechanics and consistent histories, but then it was earlier in the $`d`$ path rather than in the $`c`$ path according to the consistent histories analysis, and this is at least plausible if one employs the less precise approach of standard quantum theory. Once again, we find the predictions of Bohmian quantum mechanics in complete disagreement with consistent histories.
Bohmian mechanics thus leads to a double nonlocal influence: a detector can both affect and be affected by a particle which comes nowhere near it. Not only does this sort of nonlocality contradict consistent histories, it is also in disagreement with the intuitive expectations of physicists such as Englert and his colleagues, and Aharonov and Vaidman. Even proponents of Bohmian mechanics, or physicists very sympathetic to this variety of quantum interpretation, seem to find such nonlocal results a bit counterintuitive, see the remarks in (commenting on ) and the various comments in . Their defense of Bohmian mechanics is, in essence, that that it yields the same measurement statistics for particle positions as does standard quantum theory, and that standard quantum theory has no sensible way of saying what happens to a particle aside from, or prior to, a measurement. Consequently, there is no way in which standard quantum mechanics can contradict the assertions of Bohmian mechanics about a particle’s trajectory. Thus at the conclusion of one finds: “The only known way to discuss quantum mechanics in terms of trajectories consistently is to use the Bohm approach…” \[emphasis in the original\].
A basic problem with this defense is that standard quantum mechanics is in practice not so much a set of well-defined and carefully codified principles as it is a collection of phenomenological rules learned by students through a process of working out examples, with solutions marked right or wrong by the professor. In such a discipline a significant part of the practitioner’s skill resides not in the mathematical formulas and statements of basic principles, but rather in a sort of physical intuition which says which rules are to be applied in which circumstances. Even the experts have admitted that standard quantum mechanics contains unresolved inconsistencies, and they have sometimes discussed them in detail . This has been one of the motivations behind the development of Bohmian mechanics, and of consistent histories. Consequently, agreement with standard quantum mechanics is a somewhat vague notion, depending upon which rules one thinks are most important, etc. As the preceding analysis has shown, there are grounds for doubting whether Bohmian mechanics agrees with standard quantum mechanics when a measuring device is added to Fig. 1, and while these doubts can be suppressed by adopting a sufficiently restrictive view of what standard quantum can really assert, this then runs the danger of ignoring the physical intuition of practicing physicists. On the one hand, one must acknowledge that many aspects of standard quantum theory do make its descriptions of physical phenomena a “great smoky dragon”. On the other hand, experiments in quantum optics are unlikely to succeed if the experimenters do not have some understanding of the principles involved in building and operating detectors, and this suggests that the concerns expressed in have not been adequately dealt with in the response from proponents of Bohmian mechanics that one finds in ; see also .
In any case, Bohmian mechanics is not the only consistent way to discuss quantum trajectories, at least if one is willing to allow the sort of (somewhat) delocalized description inherent in a quantum wave packet, such as $`c1`$ in Fig. 1, which is still precise enough to clearly distinguish path $`c`$ from path $`d`$. These wave packets can, as we have seen, be combined into consistent histories to produce physically sensible results which agree with what most quantum physicists would expect, and show no evidence for particles bouncing in the middle of empty space, nor peculiar nonlocal influences of particles on detectors, or detectors on particles. Thus by using consistent histories one reaches the same results as standard quantum theory without employing the vague arguments and intuitive jumps for which it has been justly criticized. The advent of consistent histories quantum theory sets a higher standard of quantum interpretation against which Bohmian mechanics can be and should be measured.
Bohmian mechanics and consistent histories are both attempts to remove the ambiguities and contradictions inherent in textbook quantum theory by giving a mathematically precise and physically realistic interpretation. Both of them are formulated in clear mathematical terms, and are free of logical inconsistencies, so far as one knows at present. The picture of physical reality which they provide, on the other hand, is very different. It is hoped that the preceding discussion will assist the reader in assessing which approach is more satisfactory.
Acknowledgment. The author is indebted to O. Cohen, C. Dewdney, and S. Goldstein for comments on the manuscript, and to them and to L. Hardy for helpful discussions about Bohmian mechanics. The research described here was supported by the National Science Foundation Grant PHY 96-02084.
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# HST FINE GUIDANCE SENSOR ASTROMETRIC PARALLAXES FOR THREE DWARF NOVAE: SS AURIGAE, SS CYGNI, AND U GEMINORUM
## 1 INTRODUCTION
Like many astronomical objects, the distances to cataclysmic variables are imprecisely known. Cataclysmic variables (CVs) are interacting binaries composed of a white dwarf and a main sequence companion. The secondary star fills its Roche Lobe, and matter is transferred to the white dwarf through the inner Lagrangian point. In non-magnetic systems, the mass transfer occurs through an accretion disk. Most, but not all, CVs exhibit outbursts where the system suddenly brightens (see Warner 1995 for a complete review of the behavior of the different subclasses of the CV family). These eruptions range from the luminous classical novae, where the outbursts are due to a thermonuclear runaway on the white dwarf (see Starrfield et al. 1998), and the explosion releases E<sub>tot</sub> $``$ 10<sup>45</sup> erg over the lifetime of the outburst. To the dwarf novae (DN), where the outburst energy is more modest, E<sub>tot</sub> $``$ 10<sup>40</sup>, and is generated by an accretion disk instability cycle (see Cannizzo et al. 1998, and references therein). But our knowledge of these energies and other fundamental parameters of CV systems suffers due to the lack of accurate distance measurements.
Berriman (1987) has compiled a list of distance estimates for CVs that used a variety of techniques, including reports of astrometric parallaxes, and spectroscopic parallaxes that relied on the photometric parameters of the CV secondary stars. This latter technique may be the most reliable, but its application is made uncertain by the complex spectral energy distribution of CVs at minimum light, where emission from the hot white dwarf, the accretion disk, the irradiated secondary star, and features that arise from the accretion stream and its impact with the accretion disk (the “hot spot”) contaminate the systemic luminosity. To evaluate the accuracy of the various secondary distance estimators requires direct measurements of the parallaxes of a number of well known CVs. Of the dwarf novae with astrometric parallaxes compiled by Berriman, only that for SS Cyg has a significance greater than three sigma: 50 $`\pm `$ 15 pc (Kamper, 1979). We show below that even this measurement is incorrect, and we conclude that until now, no dwarf nova has truly had its trigonometric parallax measured. In this paper we report the first high precision parallaxes for three well known dwarf novae: SS Aurigae, SS Cygni and U Geminorum. These parallaxes were obtained using the Fine Guidance Sensors (FGS) on the Hubble Space Telescope (HST).
## 2 FGS ASTROMETRIC OBSERVATIONS
The FGS were designed to provide exceptional pointing and tracking stability for the science instruments on the HST no matter where the telescope was pointed. As such, the FGS were designed to have a large dynamic range and a large field-of-view. For normal guiding operations, only two FGS are employed. This frees the third FGS (“FGS3”) to make astrometric measurements. There are two modes of astrometric operation: “position” and “transfer”. For obtaining parallaxes and proper motions, position mode is used. For resolving close binaries, transfer mode is used. Astrometry using the FGS has been fully described elsewhere (e.g., Benedict et al. 1994, Benedict et al. 1992, Bradley et al. 1991), however, the most comprehensive source for understanding the nuances of obtaining high precision parallaxes with the FGS is found in the Fine Guidance Sensor Instrument Handbook. Since our observing program followed the prescription outlined within the Handbook, only the most important details relevant for parallax measurement will be addressed here. We present a more complete discussion of the FGS astrometric data analysis for the program CVs, including their proper motions, and comparison of their astrometric and infrared spectroscopic parallaxes, in Harrison et al. (1999).
As in a classical parallax program, an FGS program consists of measuring the position of the target object with respect to a number of field stars obtained at several widely separated epochs when the parallax factors approach unity. Each FGS has a field-of-view (FOV) that consists of a quarter annulus of inner and outer radii of 10 and 14 arcmin, respectively. This entire area, known as a “pickle”, is accessible to the interferometer. Not all of the area of the pickle ends up being accessible in the typical astrometry project because of the different roll angles of the HST found at different epochs of observation. The large FOV remains one of the greatest strengths of the FGS: It allows astrometry of objects in regions where the density of potential reference stars is low. It is important to note, however, that the astrometric precision is a function of the location of the object within the FOV of the FGS. Objects nearer the center of the pickle are more precisely located than those near an edge. This variation arises from optical distortion across the FOV, known as the Optical Field Angle Distortion (“OFAD”), which is greater, and less-well calibrated, near the edges of the pickle (see Jeffreys et al. 1994). A dedicated calibration program, called the Long Term Stability Test (the “LSTAB”, see McArthur et al. 1997), is periodically run throughout each HST cycle to assess the stability of the OFAD. The LSTABs detect any changes in plate scale and are vital for astrometric data reduction.
Another important aspect of the FGS is their dynamic range: Positions of objects with 8.0 $`<`$ V $`<`$ 17.0 can be measured without changing the instrument configuration. This is especially important for the dwarf novae in our program, as at outburst they approach V $``$ 8, but at minimum have V $``$ 14.5. Thus, we were able to ignore the variability of our targets in planning the observational program. The astrometric precision to which a target can be measured is a function of the brightness of the target. For objects with V $`<`$ 15.0, the single measurement precision is $``$ 1 mas, for fainter objects the precision is $``$ 2 mas. The entire error budget for a minimalist FGS parallax program is $``$ 1 mas. A carefully planned program with multiple observational epochs, like that detailed below, can achieve parallaxes with sub-mas precision.
## 3 THE OBSERVATIONAL PROGRAM
An ideal FGS parallax program would consist of five or more reference stars having V $`<`$ 15.0, all within a few arcminutes of each other, and spread uniformly around the target. Such fields are not always available for objects of astrophysical interest, and therefore the choice of potential astrometry targets is limited. We based our selection of CVs on four criteria, 1) their astrophysical significance, 2) their minimum brightness (V $`<`$ 15.0), 3) the availability of a good set of reference stars, and 4) the likelihood that their parallaxes would have a precision of $``$ 10%. We also confined our selection of CVs to U Gem type DN–objects that have similar outburst characteristics and where the secondary star is clearly visible at minimum light. This latter criterion was imposed to allow us to evaluate the accuracy of the technique of spectroscopic parallax. Clearly, parallaxes for a large sample of CVs would be desirable, but given the scarcity of HST time, a modest program was proposed to confirm that high-precision parallaxes for several such objects could be obtained with a modest amount of observing time.
Three target DN that met the above criteria were SS Aur, U Gem, and SS Cyg. U Gem and SS Cyg are very well known, having been observed continuously for more than 100 yr. SS Aur is probably less well known outside of the CV community, but it is a regularly studied DN (c.f., Shafter and Harkness 1986, Tovmassian 1987, and Cook 1987). \[For further information on these and other DN systems, as well as outstanding problems in CV research, the reader is directed to Warner (1995).\] Using the HST Guide Star Catalogue, potential reference stars were identified that fell within the pickle centered on the target DN. We then selected the brightest, and best positioned to serve as reference stars. As stated above, ideally five or more reference stars are desired for an FGS astrometry program. But the actual number of reference stars used must be balanced vs. the time within a single HST orbit available for reference star measurement. The fainter the object, the longer the time required for a position measurement. For U Gem and SS Aur, only four reference stars were used due to the overall faintness of the reference stars and the targets. For SS Cyg, a brighter target in a well populated reference field, five reference stars were used. The positions, VRI photometry, spectral types, visual extinction, and spectroscopic parallaxes of all thirteen reference stars employed in our program are listed in Table 1.
An observational sequence consists of slewing to the target field, acquisition of the target DN, and then repeated measurement of the position of the target and each of the reference stars. As described in the Handbook, the pointing of the HST exhibits a small drift throughout an orbit. To account for this drift, one (or more) of the reference stars is chosen as a “drift check star”. This star is measured more frequently than the other reference stars allowing this drift to be modeled, and removed during data reduction. A typical observing sequence for SS Aur was: SS Aur, Ref. #2 (drift check star), Ref. #12, Ref. #21, Ref. #9, SS Aur, Ref. #2, Ref. #12, Ref. #21, Ref. #9, SS Aur, Ref. #2, Ref. #12, Ref. #21, Ref. #9, Ref. #2. In the case of SS Aur, each star was observed for 60 seconds. The acquisition of each object has an associated overhead, and the combined exposure times and overheads for the observational sequence described above consumed an entire 54 min HST “orbit”. Using the Handbook guidelines, we estimated that two such sequences were necessary at each epoch to achieve the program goal of parallaxes with a precision of $``$ 1 mas.
During a single exposure time, a large number of independent samples of the target’s position are collected. For objects with V = 14, the number of samples obtained in a 60 s exposure is $``$ 600. These samples are averaged to determine a single position in FGS coordinates. At the end of a observational sequence, the x and y positions in FGS coordinates for all of the targets are obtained. These positions then go thorough an extensive calibration process that accounts for the OFAD, the pointing drift during the observation, and the differential velocity aberration caused by the motion of the HST through space. The result is a set of positions for one epoch of observation. To measure a parallax, observations at a minimum of two epochs are necessary. To account for the proper motions of the target and reference stars, observations over as long a timeline as possible are desired. To secure a set of observations approaching those needed for a classical parallax measurement, we obtained data on three epochs. Each observational epoch occurred at the season of the maximum parallax factor for the target DN. Originally, these three epochs were separated by six months, but due to the difficulties with NICMOS, and the subsequent changes in HST proposal priorities, our third epoch observations were delayed by an additional six months. Thus, from start to finish, the observational program spanned two years.
## 4 PARALLAXES OF THE DWARF NOVAE
After the observations were obtained, and processed, astrometric solutions were sought for each of the targets. As stated earlier, two observational sequences were obtained at each of the three epochs. Thus, six independent sets of measurements were used in the astrometric solution, performed by the Space Telescope Astrometry Team (STAT) at the University of Texas (see Benedict et al. 1994). A master plate was constructed using a six parameter plate solution that is simultaneously solved for translation, rotation, scale, and terms for independent scales on the x and y axes. The solutions were robust for SS Cyg and U Gem, but less so for SS Aur. During the first observational epoch for SS Aur, the FGS could not lock on to one of the reference stars (Ref. #8), apparently because it was much fainter than estimated in the Guide Star Catalogue. Subsequently, for epochs two and three, we replaced this reference star with another (Ref. #21). Therefore, the solution for SS Aur was not as well constrained, and the resulting precision was slightly poorer than found for the other two DN (see Harrison et al. 1999).
Relative parallaxes of the three DN were derived using two different astrometric techniques: 1) assuming that the parallaxes and proper motions of the reference stars sum to zero, and 2) that the reference frame is fixed (i.e., no motions are allowed in either parallax or proper motion). Method #1 is the technique preferred by the STAT, and is that used in normal ground based parallax solutions. In all cases, however, both solutions were remarkably similar, producing relative parallaxes that differed by only a few percent. This result suggests that the motions of the reference stars were not significant. With the small number of reference stars used in our program, however, a single reference star with a large parallax, or proper motion, could dramatically effect the parallax of the program object. To evaluate each of our reference stars, we treated them as the target and performed a solution to determine whether they exhibited large parallaxes or proper motions. In no cases were large motions found, and the largest relative parallax for a reference star was 2 mas. The final relative parallaxes for the DN are presented in Table 2. The precision of these parallaxes, near $`\pm `$ 0.5 mas, exceeded the expected precision by a factor of two. This added precision turned out to be especially important given the larger than expected distances of the program DN.
To convert the relative parallaxes to absolute parallaxes requires knowledge of the mean parallax of the reference frame. To estimate this quantity two techniques are available. The first is to determine the spectroscopic parallaxes for each reference star and average the results to determine the reference frame parallax. The second technique relies on a model of the parallaxes for stars at specific galactic coordinates, and within the magnitude ranges of the reference stars. Both techniques were employed in this study.
To determine the spectral types of the reference stars, moderate resolution (1.5 Å/pix) optical spectroscopy of each object was obtained using the Double Beam Spectrograph on the 3.5 m telescope at Apache Point Observatory. These spectra were then compared to the digital atlas of MK standard spectral types by Jacoby, Hunter, and Christian (1984). The estimated spectral type for each reference star is listed in Table 1. To derive spectroscopic parallaxes, optical VRI photometry was obtained to determine the visual magnitude and reddening for the reference stars. These data were acquired using the Clyde Tombaugh Observatory 16” Meade telescope located on the NMSU campus. This telescope is equipped with an SBIG ST-8 CCD camera with the standard Harris UBVRI filter set. All three DN fields were observed on photometric nights along with Landolt standards. Standard techniques were used to derive the photometry of the reference stars listed in Table 1. A small number of BVR secondary standards, set up by Misselt (1996), are located within each DN field, and several of these happened to be reference stars in our program (identified in the notes column of Table 1). Differential photometry was performed to check that our photometric solution reproduced the published values for these secondary standard stars. Using the spectral types and photometry, the visual extinction for each star was determined (very low in nearly all cases), and a spectroscopic parallax was estimated (final column of Table 1). The average values of these spectroscopic parallaxes are listed in column three of Table 2 as the observed reference frame parallax for each DN field (we have assumed a 10% error in the value of these parallaxes).
In order to compare our spectroscopic parallaxes with those predicted from the Yale model (van Altena, Lee, and Hoffleit 1995), we derived the reference frame parallaxes for all three DN fields. These results, listed in column four of Table 2, are in good agreement with the observed reference frame parallaxes computed from Table 1.
## 5 RESULTS
We derive the absolute parallaxes for each DN by correcting the FGS relative parallax by the observed reference frame parallax. The final results are listed in the penultimate column of Table 2. We convert these parallaxes to distances in the final column of Table 2. For SS Cyg, we derive a distance of 166.2 $`\pm `$ 12.7 pc. This should be compared to published values of 30 $`\pm `$ 10 pc (Strand 1948), 50 $`\pm `$ 15 pc (Kamper 1979), 76 pc (Warner 1987), $`>`$ 90 pc (Wade 1982), 95 pc (Bailey 1981), $`>`$ 95 pc (Berriman, Szkody, and Capps 1985), and 111 to 143 pc (Kiplinger 1979). The Strand and Kamper results are astrometric parallaxes, while the other estimates used variations on the spectroscopic parallax of the secondary star. For U Gem we find a distance of 96.4 $`\pm `$ 4.6 pc. Previous estimates were 76 pc (Wade 1979), 78 pc (Bailey 1981), 81 pc (Warner 1987), 100 $`\pm `$ 120 pc (van Maanen 1938), and 140 $`\pm `$ 70 pc (Berriman 1987). The van Maanen value is an astrometric parallax, while the other estimates used the photometric properties of the secondary star. For SS Aur we measured a distance of 200.0 $`\pm `$ 25.7 pc. This should be compared with a parallax-based distance of 100 $`\pm `$ 40 pc (Vasilevskis et al. 1975), spectroscopic parallaxes of $`>`$ 80 pc (Wade 1982) and $`>`$ 152 pc (Szkody and Mateo 1986), and a moving group parallax of 200 pc (Warner 1987).
It is clear that previous quotes for the astrometric parallaxes of these three DN were not significant. The parallax quoted with the greatest precision, that for SS Cyg by Kamper (1979), is clearly incorrect. The parallax of SS Cyg is much to small to have been detected using classical photographic astrometry. Additionally, the published parallax measurements for U Gem and SS Aur had such large error bars that they did not constitute actual detections of the parallax for those objects. Thus, we consider the three parallaxes listed in Table 2 to be the first true trigonometric parallaxes of any dwarf novae.
The parallaxes derived here supply the first direct tests of the accuracy of secondary distance indicators in CVs. Except for Warner’s estimate for the distance to SS Aur, and Kiplinger’s estimate for SS Cyg, none of secondary methods provided distance estimates consistent with the astrometric parallaxes. By moving the spectroscopic parallax technique to the infrared, where contamination of the systemic luminosity by the white dwarf and accretion disk is weaker, more precise spectroscopic parallaxes might be obtained. We examine the technique of infrared spectroscopic parallax for our program DN elsewhere (Harrison et al. 1999). Using new infrared data, and more recent calibrations of the infrared luminosities of low-mass stars, we obtained accurate distance estimates for both SS Aur and U Gem. The infrared luminosity of SS Cyg, however, is apparently dominated by emission from the accretion disk.
We have used the FGS on HST to measure the first trigonometric parallaxes of any dwarf novae. This modest program, consuming six HST orbits for each object, has produced parallaxes with unrivaled precision. This increased precision over that foreseen when the proposal was submitted resulted from improved planning of the way the astrometric data is obtained with the FGS, along with a greater understanding of how it should be to reduced. There is not a competing system in existence which can provide parallaxes of this precision on objects this faint in such a small amount of time. Clearly, the FGS on HST will not be supplanted as an astrometer until the development of the Space Interferometry Mission.
We would like to thank Denise Taylor and Ed Nelan for their help throughout our program. Support for this work was provided by NASA through grant numbers GO-06538.01-95A and GO- 07492.01.96A from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy under NASA contract NAS 5-26555.
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# NEUTRON SCATTERING STUDY OF ELASTIC MAGNETIC SIGNALS IN SUPERCONDUCTING La1.94Sr0.06CuO4
\[
## Abstract
Recent neutron-scattering experiments on La<sub>2-x</sub>Sr<sub>x</sub>CuO<sub>4</sub> single crystals by Wakimoto et al. have revealed that elastic magnetic peaks appear at low temperatures in both insulating $`(x=0.020.05)`$ and superconducting $`(x=0.06)`$ samples. We have carried out further investigations particularly on the elastic incommensurate peaks for $`x=0.06`$, and found that the integrated intensity drastically changes across the low temperature insulator-superconductor boundary; the intensity of $`x=0.06`$ is 4 times smaller than that of $`x=0.05`$, while the intensity in the insulating region stays constant.
Keywords: A. Superconductors, B. Crystal growth, C. Neutron scattering, D. Magnetic properties, Superconductivity
. \]
The 2-1-4 type cuprate shows various magnetic and electronic properties with changing charge carriers introduced in the CuO<sub>2</sub> planes. In the La<sub>2-x</sub>Sr<sub>x</sub>CuO<sub>4</sub> system, long-range three-dimensional (3D) antiferromagnetic (AF) order destroyed at the hole concentration $`x=0.02`$ and spin-glass (SG) behavior appears in the region of $`0.02x0.05`$. With further doping, the system shows superconductivity for $`0.06x0.25`$ at low temperatures. Throughout the superconducting region, inelastic magnetic peaks are observed at incommensurate positions around $`(\pi ,\pi )`$ by neutron scattering experiments, suggesting strong correlations between the dynamical spin fluctuations and the superconductivity. On the other hand, elastic magnetic peaks are observed at low temperatures in the both the insulating and superconducting regions. In the superconducting region, sharp-$`q`$ elastic peaks are observed at incommensurate positions for $`x=0.12`$, where the superconductivity is slightly suppressed (1/8 problem). In the insulating region, Keimer et al. and Wakimoto et al. observed a commensurate magnetic peak. Wakimoto et al. established that the elastic peak exhibits fundamental changes at the insulator-superconductor boundary; the elastic commensurate peak becomes broader with increasing $`x`$ in the insulating region and rapidly sharpens in the superconducting region. They also discovered new incommensurate elastic peaks at $`x=0.05`$, near the lower critical concentration for superconductivity, which positions are 45 rotated around $`(\pi ,\pi )`$ from those of superconducting samples. Although such remarkable changes appear at the boundary, the SG transition temperatures determined by systematic $`\mu `$SR study appear to fall on a continuous universal curve for $`0.02x0.10`$.
It becomes increasingly important to study the elastic component systematically from the insulating to the superconducting region in order to clarify the relation between the static magnetic correlations and the superconductivity. We have performed systematic neutron-scattering experiments for $`0.03x0.06`$, in particular focusing on changes of the magnetic properties at the insulator-superconductor boundary. In the present paper, we report results for $`x=0.06`$ and discuss the $`x`$-dependence of the elastic peak intensity referring to the results for $`x=0.03,0.04`$ and $`0.05`$ reported in Ref..
A single crystal of $`x=0.06`$, whose size is 6 mm in diameter and 25 mm in length, was grown by an improved travelling-solvent floating-zone method at Tohoku University. The growth conditions are the same as those used for the $`x=0.03,0.04`$ and $`0.05`$ crystals reported in Ref.. We annealed the $`x=0.06`$ crystal in flowing oxygen at 900 C for 12 hours before experiments. We measured the Meisner signal using a SQUID magnetometer with the applied field of 10 Oe parallel to the CuO<sub>2</sub> plane after a cooling process in zero field. Neutron-scattering experiments were performed on the HER cold neutron triple-axis spectrometer located at the JAERI JRR-3M reactor. To study the elastic component in the $`x=0.06`$ crystal, we utilized an incident neutron energy of 5 meV to obtain high energy resolution ($`0.25`$ meV) together with a Be filter to exclude higher order contaminations. The crystal was oriented so as to give the $`(hk0)`$ zone, and sealed in an Al can filled with He gas. In the present paper, we use the tetragonal $`I4/mmm`$ crystallographic notation.
Figure 1 shows the Meisner signal of the $`x=0.06`$ crystal. The onset temperature of superconductivity
$`T_c`$(onset) is 12 K which is consistent with the $`x`$-dependence of $`T_c`$(onset) reported in Ref., suggesting that the Sr concentration of the crystal is indeed $`0.06`$.
Figure 2 indicates peak profiles along the scan trajectory shown in the inset. In Fig.2(a), closed and open symbols indicate data at 1.6 K and 40 K respectively. Although the data at 40 K are contaminated around $`q=0.06`$, there exist clear differences between the profiles at the two temperatures. To analyze the incommensurate elastic peaks excluding the contamination, we calculated the net intensity by subtracting the 40 K data from the 1.6 K data. Figure 2(b) shows the resultant net intensity. The solid line is the result of fitting using a double Lorentzian function consisting of two Lorentzians which are symmetric around $`q=0`$. From the fitting result, the incommensurability of the elastic incommensurate peaks is $`0.048(\pm 0.005)`$ r.l.u., which is very close to that of the inelastic incommensurate peaks.
To investigate changes of the magnetic properties across the boundary between the insulating and superconducting region, we plot the $`x`$-dependence of the integrated intensity of elastic magnetic peaks as shown in Fig.3. The horizontal axis indicates the integrated intensity normalized by sample volume. The integration was carried out for all elastic magnetic peaks around $`(\pi ,\pi )`$. Note that the data for $`x=0.03,0.04`$ and $`0.05`$ referred from Ref. are calculated from the results obtained using the SPINS spectrometer in the identical instrumental configuration. Since the HER data of the $`x=0.05`$ crystal in the identical instrumental configuration used in the present study are also reported in Ref., we can make the necessary corrections for the $`x=0.06`$ data. As clearly shown in Fig.3, the elastic magnetic intensity suddenly decreases across the phase boundary at $`x_c0.06`$. This fact strongly suggest a competing relation between the superconductivity and the static magnetic correlations.
On the other hand, the integrated intensity of the elastic magnetic peaks in the $`x=0.12`$ sample is half of that for $`x=0.06`$ while the peak shape is clearly different from that of the $`x=0.06`$ sample; the elastic peaks in the $`x=0.12`$ sample are sharper than those for $`x=0.06`$. Note that the onset $`T_c`$ at $`x=0.12`$ is 31 K, higher than that of $`x=0.06`$. Taking account of this difference of $`T_c`$, we speculate that the magnetic moment which contributes to the elastic magnetic peaks decreases as $`T_c`$ increases and the static correlation length becomes larger near $`x=1/8`$. However it is necessary to study systematically the behavior in the intermediate concentrations between $`x=0.06`$ and $`0.12`$ to clarify the relation between the superconductivity and the static magnetic correlations in more detail.
We gratefully acknowledge H. Fukuyama, J. M. Tranquada, V. Emery and H. Kimura for their invaluable discussions and suggestions. The present work was supported by the US-Japan Cooperative Research Program on Neutron Scattering. The work at Tohoku was supported by a Grant-in-Aid for Scientific Research of Monbusho and the Core Research for Evolutional Science and Techonology (CREST) Project sponsored by the Japan Science and Technology Corporation. The work at MIT was supported by the NSF under Grant No. DMR97-04532 and by the MRSEC Program of the National Science Foundation under Award No. DMR94-00334. The work at Brookhaven National Laboratory was carried out under Contract No. DE-AC02-98CH10886, Division of Material Science, U. S. Department of Energy. The work at SPINS is based upon activities supported by the National Science Foundation under Agreement No. DMR-9423101.
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# Instabilities at [110] Surfaces of 𝑑_{𝑥²-𝑦²} Superconductors
\[
## Abstract
We compare different scenarios for the low temperature splitting of the zero-energy peak in the local density of states at (110) surfaces of $`d_{x^2y^2}`$-wave superconductors, observed by Covington et al. (Phys.Rev.Lett. 79 (1997), 277). Using a tight binding model in the Bogolyubov-de Gennes treatment we find a surface phase transition towards a time-reversal symmetry breaking surface state carrying spontaneous currents and an $`s+id`$-wave state. Alternatively, we show that electron correlation leads to a surface phase transition towards a magnetic state corresponding to a local spin density wave state.
\]
A large number of experiments have established that the Cooper pair wavefunction has $`d_{x^2y^2}`$-wave symmetry in high-temperature superconductors. Decisive information came from probes which are sensitive to the internal phase structure of the pair wavefunction. Besides experiments based on the Josephson effect also the surface Andreev bound states (ABS) observable in quasiparticle tunneling can be counted among the strongest experimental tests of this type. For a superconductor with pure $`d_{x^2y^2}`$ symmetry these ABS should be most pronounced at surfaces and lie exactly at the Fermi energy (zero energy). They lead to a rather sharp zero-bias anomaly in the I-V tunneling characteristics which reflects the surface quasiparticle density of states (DOS) . In addition low temperature anomalies in the penetration depth have been interpreted as evidence for the existence of the zero-energy ABS. An interesting twist in the view of the ABS occurred when Covington et al. observed the spontaneous split of the single zero-energy peak (ZEP) into two peaks at finite voltage equivalent to an energy of approximately 10$`\%`$ of the superconducting gap below $`T=7K`$. Fogelström et al. interpreted this in terms of a spontaneous violation of time-reversal symmetry breaking (TRSB) by the admixture of a sub-dominant $`s`$-wave component close to the surface. The split ABS is the result of the opening of a small gap in the quasiparticle spectrum at the surface and can be interpreted as a Fermi surface (FS) instability. TRSB is not the only way to shift the ZEP to finite energies. Many local FS instabilities could yield the same effect and the one with the largest energy gain, i.e. the highest critical temperature, would finally govern the surface state. In this letter we discuss the instability due to correlation effects among the quasiparticles. The zero-energy ABS consists of degenerate states with a charge current running parallel to the surface (in-plane) in both directions (the directional degeneracy) and with both spin up and down (the spin degeneracy). The TRSB state lifts the directional degeneracy of charge currents by admixing a subdominant s-wave component to the d-wave pairing state and a spontaneous finite current appears. On the other hand, the spin degeneracy can be lifted yielding a spin density wave-like state at the surface, although magnetic ordering is absent in the bulk. This instability is driven by the repulsive electron-electron interaction responsible for the strong antiferromagnetic spin fluctuations in the underdoped region of high-temperature superconductors. From this point of view the magnetic instability represents an equally probable way to lift the degeneracy of the zero-energy states.
In the following we analyze the properties of -oriented surface of the $`d_{x^2y^2}`$-wave superconductor on a square lattice forming a strip of finite width (infinitely long along \[1,-1,0\]-direction) such that we have two surfaces. The translationally invariant direction is denoted by the $`y`$-axis and the surface normal direction by the $`x`$-axis (Fig.1). We describe this system by a tight-binding model with nearest ($`t`$) and next-nearest ($`t^{}`$) neighbor hopping, and include an onsite repulsive and a spin-dependent nearest neighbor interaction. The latter generates the superconducting state while the former introduces rather magnetic correlations. The corresponding Hamiltonian has the form
$$\begin{array}{cc}=\hfill & t_{𝐱,𝐱^{},s}c_{𝐱s}^{}c_{𝐱^{}s}t^{}_{𝐱,𝐱^{}^{},s}c_{𝐱s}^{}c_{𝐱^{}s}\hfill \\ & \\ & +J_{𝐱,𝐱^{}}𝐒_𝐱𝐒_𝐱^{}+U_𝐱n_𝐱n_𝐱.\hfill \end{array}$$
(1)
The interaction terms are decoupled by meanfields involving the onsite charge $`n(𝐱)=_𝐬𝐜_{\mathrm{𝐱𝐬}}^{}𝐜_{\mathrm{𝐱𝐬}}`$, the onsite magnetic moment $`m(𝐱)=_𝐬𝐬𝐜_{\mathrm{𝐱𝐬}}^{}𝐜_{\mathrm{𝐱𝐬}}`$ and the pairing on nearest neighbor sites $`\mathrm{\Delta }_{s,s^{}}(𝐱,𝐱^{})=c_{𝐱s}c_{𝐱^{}s^{}}`$ which include both $`S=0`$ and $`S=1`$ pairing. However, spin-triplet pairing is suppressed due the repulsive nature of the interaction in that channel, if we chose $`J>0`$. It is sufficient for our analysis to include pairing meanfields $`\mathrm{\Delta }_{s,s}(𝐱,𝐱^{})`$ on the bonds. This yields basically four types of gap functions, two with singlet ($`s`$\- and $`d`$-wave) and two with spin-triplet ($`p_x`$\- and $`p_y`$-wave with $`S_z=0`$) pairing. Among these we find the $`d_{x^2y^2}`$-wave (or $`d_{xy}`$ in our rotated coordinates) state as dominant bulk phase. An on-site $`s`$-wave without nodes is excluded here, instead we obtain an extended $`s`$-wave state. In Fig.1 we symbolize the corresponding gap functions of these three relevant pairing states in momentum space. All the position dependent mean-fields are then determined selfconsistently together with current densities and the vector potential solving the corresponding Bogolyubov-deGennes equations. For the solution of the Maxwell equation we impose the boundary conditions of zero magnetic field at the surface and vanishing vector potential in the bulk. We consider two typical cases for the band structure: (1) band filling approximately $`60\%`$ and $`t^{}=0`$, where the FS has nearly circular shape (regular FS); (2) band filling nearly $`85\%`$ and $`t^{}=0.3t`$ with the FS close to van Hove singularities (VHS) at $`(\pi ,0)`$ and $`(0,\pi )`$ (singular FS). The latter case represents the situation in underdoped, the former rather in overdoped region of the cuprate phase diagram.
First we consider the regular FS. The instability in the charge channel can be examined by setting $`U=0`$. With the pairing symmetry restricted to the $`d_{x^2y^2}`$-wave channel, the only instability possible is by generating a spontaneous current running along the surface. The mechanism can be understood in the following way. Assume a vector potential $`A_y(x)`$ along the surface. This will shift the ABS carrying charge in one direction to negative energies, and, thus, creating a paramagnetic surface current which decays into the bulk on the distance of the superconducting coherence length $`\xi `$. The energy gain $`𝑑xj_y(x)A_y(x)`$ through the surface currents is basically $`A_y`$, while the energy costs from the required Meissner screening currents are only $`A_y^2`$. This then leads to a minimum of the total energy for a certain finite $`A_y(x)`$. We will call this TRSB state the spontaneous surface current (SSC) state. The spatial dependence of the vector potential $`A_y(x)`$, diamagnetic and paramagnetic current densities and the $`d`$-wave gap function are shown in Fig.2. From quasi-classical calculations one expects a critical temperature $`T_c^{SSC}`$ of the order $`(\xi /\lambda )T_c^d`$, i.e. rather small for a typical high-$`T_c`$ superconductor. Our numerical results show $`T_c^{SSC}=0.006t`$ or $`T_c^{SSC}/T_c^d\frac{1}{2}\xi /\lambda `$. This low transition temperature indicates that the split of the ABS levels is rather small and barely visible in the surface DOS. We conclude that this surface instability is a poor candidate in order to explain the experimental observations.
Now we include a finite $`s`$-wave component with a relative phase of $`\pm \pi /2`$ with respect to the $`d`$-wave gap ($`s\pm id`$). This phase is chosen to maximize the condensation energy of the surface state. Since this TRSB $`s`$-wave admixture also lifts the charge degeneracy by changing the Andreev reflection properties for the states with left and right going charge currents, it leads naturally to a net surface current. In the presence of a finite attractive $`s`$-wave coupling this will lead to an additional contribution in the gap function increasing the energy gain and resulting in a wider splitting of the ZEP. As a consequence the critical temperature for this $`s+id`$ state is higher than for the SSC state without $`s`$-component. Spatial and temperature dependence of $`s`$-admixture and vector potential are shown in Fig.3. For our choice of parameters, the split in the surface DOS has similar size relative to the bulk gap value as in the experiment.
The onsite Coulomb repulsion $`U`$ itself does not suppress the extended $`s`$-wave admixture induced at the boundary, but it can generate a finite magnetization $`m(𝐱)`$ which then competes with this superconducting state.
If we look for a surface state with finite magnetization for the regular FS, we find indeed that already for $`U=t`$ its critical temperature is comparable to that of the $`s+id`$-wave state. For the regular FS parameters the weak spin polarization (less than 3$`\%`$) is ferrimagnetic and decays into the bulk on the scale of the superconducting coherence length. It is accompanied by a TRSB spin-triplet $`p`$-wave admixture. The $`p_y`$-wave component is induced directly by the $`d`$-wave state because the spin rotational symmetry is broken such that the total spin of the pair is not a good quantum number anymore. The $`p_x`$-wave component does not appear, since it is odd with respect to specular reflection at the surface and is suppressed by pair breaking. Note that neither the magnetization nor the $`p`$-wave admixture lift the directional degeneracy. Therefore the magnetic surface state does not generate charge or spin surface currents. The split in the surface DOS by the magnetic state is shown in Fig.3. As a consequence of the lifted spin degeneracy of the ABS the surface DOS is different for spin-up (with respect to the magnetization axis) and spin-down electrons, a property which could be tested by spin-polarized quasiparticle tunneling.
In Fig.5 we show the $`U`$-dependence of the critical temperatures for the two different surface instabilities. Already $`U`$ slightly larger than $`t`$ yields a higher $`T_c`$ for the magnetic surface state. In a narrow range of parameters the coexistence of $`s+id`$ and magnetic surface state is possible.
Next we consider the case of the singular FS close to the VHS by choosing $`t^{}=0.3t`$ and $`\mu =t`$. In order to obtain approximately the same value for the $`d`$-wave gap magnitude as in the previous case, we take $`J=1.2t`$. Due to the VHS a large part of the low-energy quasiparticles come from the $`k`$-space regions around the $`(\pi ,0)`$ and $`(0,\pi )`$ points (in crystal coordinates). Since the wave function of the ABS is $`\mathrm{sin}k_{Fx}x`$ and $`k_{Fx}\pi /a`$ for most quasiparticles all quantities which live on the bonds and involve products of wave functions on neighboring sites (at distance $`a/2`$) oscillate like $`\mathrm{sin}2k_{Fx}x`$. This also holds for the current carried by the bound states and the $`s`$-wave admixture at the surface. As a consequence, the surface currents carried by the ABS are nearly canceled and we do not find a transition towards a pure $`d`$-wave SSC state down to very low temperatures. This is in contrast to the results for the regular FS, that resemble those from quasi-classical theory which is insensitive to effects on such a microscopic length scale. Even if we admit a finite $`s`$-wave coupling the critical temperature for the $`s`$ admixture is drastically reduced compared with the previous case ($`T_c^s0.005t`$) (Fig.4). The main reason for the small $`T_c^s`$ is that the FS lies close to the node lines of the extended $`s`$-wave gap. Due to the smaller $`s`$-wave admixture the split in the ZEP for the $`s+id`$-wave state is rather weak (see Fig.4 d)). Our results are in in qualitative agreement with the results of Tanuma et al. who use a $`tJ`$ model in Gutzwiller approximation at comparable band filling.
For finite Coulomb repulsion $`U=t`$ we again find a magnetic surface state. The VHS enhance correlations with the wavevector close to $`(\pi ,\pi )`$ so that the magnetization resembles a spin density wave with period $`a`$ decaying towards the bulk region (see Fig.4 b)). The induced $`p_y`$ gap component also exhibits $`2k_F`$ oscillations. We obtain a sizable split in the surface DOS, the spin-resolved density of states is shown in the lower panel of Fig.4. We find also additional bound states at higher positive energies. This is apparently an effect of the FS, the vicinity to the VHS is responsible for the strong electron-hole asymmetry. However these bound states exist in the entire $`d`$-wave phase and are therefore not related to the low temperature surface phase transitions. We would like to remark here: (1) the magnetization approaches the ideal staggered magnetization with period $`a`$ when we choose $`t^{}=0`$ and, additionally, stay close to half filling; (2) the chosen values $`U=t`$ and $`t^{}=0.3t`$ are insufficient to establish a Neel state in the bulk in the absence of superconductivity. However, the rearrangement of the ABS provides a mechanism to stabilize the magnetic surface state.
For the singular FS the critical temperature $`T_c^m`$ for the magnetic surface state easily exceeds $`T_c^s`$ for the $`s+id`$-wave state (see Fig.4 c) and Fig.5), so that our results suggest that the magnetic surface state is the most stable state in the considered frame of possibilities. However an external magnetic field creating a Doppler shift for the quasiparticles and therefore again lifting the charge degeneracy of the ABS would support the $`s+id`$-wave state in the competition with the seemingly quite robust magnetic surface state. Note that the charge coupling corresponds to a considerably higher energy scale than the Zeeman coupling which is negligible in this case. This could induce a transition between these two surface states as the external field is increased. We also refer the reader to a recent preprint by Hu and Yan, who discuss possible giant magnetic moments due to the split surface states.
In summary, we have considered different mechanisms to explain the observed low temperature splitting of the ZEP at surfaces of $`d`$-wave superconductors. On the one hand, we find that a TRSB superconducting state leads to this effect which is induced by the Doppler shift of a spontaneous surface current or by the local admixture of an $`s`$-wave component ($`s+id`$) . On the other hand, electron correlation effects lead to a magnetic instability related to the antiferromagnetic state. Naturally, the latter is more stable in the underdoped regime represented in our case by the model with a singular FS. The former has a better chance to be realized in the overdoped region (regular FS) where the antiferromagnetic spin fluctuations are sufficiently reduced. The experimental distinction between the two states is possible by spin-polarized tunneling as the magnetic state leads to a splitting of the surface DOS for up and down spin.
We are grateful to T.M. Rice, K. Kuboki, D. Agterberg and A. Fauchere for many helpful discussions. We would like to thank for financial support by the Swiss Nationalfonds and the Ministry of Education, Science and Culture of Japan.
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# Unique Determination of the Physical Parameters of Individual MACHOs from Astrometric Parallax Measurements
## 1 Introduction
Searches for gravitational microlensing events caused by Massive Astronomical Compact Objects (MACHOs) by monitoring stars in the Large Magellanic Cloud (LMC) and the Galactic bulge are currently underway and several hundred events have been detected to date (Alcock et al. 1997a, 1997b; Ansari et al. 1996; Udalski et al. 1997; Alard & Guibert 1997). The only information about the lens obtained from current lensing experiments is the Einstein time scale. However, the time scale results from a complicated combination of the physical parameters of the lens by
$$t_\mathrm{E}=\frac{r_\mathrm{E}}{v};r_\mathrm{E}=\left(\frac{4GM}{c^2}\frac{D_{ol}D_{ls}}{D_{os}}\right)^{1/2},$$
$`(1.1)`$
where $`r_\mathrm{E}`$ is the physical size of the Einstein ring, $`M`$ is the mass of the lens, $`v`$ is the lens-source transverse speed, and $`D_{ol}`$, $`D_{ls}`$, and $`D_{os}`$ are the separations between the observer, lens, and source star. Due to the lens parameter degeneracy, our knowledge about the nature of MACHOs is very poor in spite of the large number of detected events.
Numerous methods for resolving the lens parameter degeneracy have been proposed. While most of these methods have very limited applications, two methods are applicable to microlensing events in general. The first method is to measure the lens parallax by simultaneously observing a lensing event from the ground and a heliocentric satellite (Gould 1994, 1995). If the parallax of an event is measured, one can determine the projected speed $`\stackrel{~}{v}=(D_{ol}/D_{ls})v`$ and the lens parameter degeneracy can be partially resolved (see § 2). The second method is to measure the lens proper motion, $`\mu `$, by astrometrically measuring the source star centroid shifts caused by gravitational lensing with a high precision interferometer such as the Space Interferometry Mission (hereafter SIM, http://sim.jpl.nasa.gov/). When a lensing event is astrometrically observed, one can determine the lens proper motion, which can also partially resolve the lens parameter degeneracy (Miyamoto & Yoshii 1995; Walker 1995; Høg, Novikov & Polarev 1995; Boden, Shao, & Van Buren 1998). When both $`\stackrel{~}{v}`$ and $`\mu `$ are determined, the degeneracy is completely broken and the lens parameters of individual lenses are determined by
$$\{\begin{array}{cc}M=(c^2/4G)t_\mathrm{E}^2\stackrel{~}{v}\mu ,\hfill & \\ D_{ol}=D_{os}(\mu D_{os}/\stackrel{~}{v}+1)^1,\hfill & \\ v=[\stackrel{~}{v}^1+(\mu D_{os})^1]^1.\hfill & \end{array}$$
$`(1.2)`$
Unfortunately, the elegant idea of lens parallax measurements, which was proposed to resolve the lens parameter degeneracy, paradoxically suffers from its own degeneracy. This degeneracy from the parallax measurement arises because one cannot uniquely determine the source star trajectory from the photometrically constructed light curve alone. As a result, the measured projected speed suffers from a two-fold degeneracy (see § 2).
In this paper, we propose to measure the lens parallax astrometrically by mounting an interferometer instead of a photometer in the proposed parallax satellite. By simultaneously measuring the source star centroid shifts from the SIM and the astrometric parallax mission, one can determine the lens parallax without any ambiguity. In addition, since the proposed method can measure both the lens parallax and proper motion at the same time, one can completely break the lens parameter degeneracy, and thus the physical parameters of individual lenses can be uniquely determined.
## 2 Degeneracy in the Projected Velocity
When seen from a satellite with a two-dimensional separation vector $`𝐫`$ with respect to the Earth, the Einstein ring will be displaced by an angle
$$\mathrm{\Delta }\stackrel{}{\theta }=(D_{os}^1D_{ol}^1)𝐫=\frac{D_{ls}}{D_{os}}\frac{𝐫}{D_{ol}}$$
$`(2.1)`$
relative to its position as seen from the Earth. Due to the displacement of the Einstein ring, the source star position with respect to the lens is displaced by the same amount $`\mathrm{\Delta }\stackrel{}{\theta }`$, but towards the opposite direction. When normalized by the Einstein ring radius, the displacement vector of the source star position (i.e. parallax) $`\mathrm{\Delta }𝐮=(\mathrm{\Delta }t_0/t_\mathrm{E})𝐱^{}+\beta 𝐲^{}`$ is then related to the Earth-satellite separation vector by
$$\mathrm{\Delta }𝐮=\frac{D_{ol}\mathrm{\Delta }\stackrel{}{\theta }}{r_\mathrm{E}}=\frac{𝐫}{(D_{os}/D_{ls})r_\mathrm{E}}.$$
$`(2.2)`$
By multiplying $`t_\mathrm{E}`$ by both sides of equation (2.2) and using the definition of the projected velocity of $`\stackrel{~}{𝐯}=(D_{os}/D_{ls})𝐯`$, one finds the relation between the projected velocity and the parallax by
$$\stackrel{~}{𝐯}=\stackrel{~}{v}_x^{}\widehat{𝐱^{}}+\stackrel{~}{v}_y^{}\widehat{𝐲^{}},$$
$`(2.3)`$
where
$$\stackrel{~}{v}_x^{}=\frac{r}{t_\mathrm{E}\mathrm{\Delta }u^2}\frac{\mathrm{\Delta }t_0}{t_\mathrm{E}}$$
$`(2.4)`$
and
$$\stackrel{~}{v}_y^{}=\frac{r}{t_\mathrm{E}\mathrm{\Delta }u^2}\mathrm{\Delta }\beta .$$
$`(2.5)`$
Here $`\widehat{𝐱^{}}`$ and $`\widehat{𝐲^{}}`$ are the unit vectors which are parallel and perpendicular to the Earth-satellite separation vector and $`\mathrm{\Delta }t_0`$ and $`\mathrm{\Delta }\beta `$ are the differences in the times of maximum amplification and the impact parameters of the two light curves, respectively. Since the event light curve is related to the lensing parameters by
$$A=\frac{u^2+2}{u(u^2+4)^{1/2}};u^2=\left(\frac{tt_0}{t_\mathrm{E}}\right)^2+\beta ^2,$$
$`(2.6)`$
the values of $`t_0`$ and $`\beta `$ are determined from the individual light curves. Therefore, by determining $`\mathrm{\Delta }u=[(\mathrm{\Delta }t_0/t_\mathrm{E})^2+\mathrm{\Delta }\beta ]^{1/2}`$ one can determine the transverse speed by
$$\stackrel{~}{v}=\frac{r}{t_\mathrm{E}}\frac{1}{\mathrm{\Delta }u}.$$
$`(2.7)`$
However, the photometrically determined parallax suffers from two-fold degeneracy. This degeneracy occurs because events with different trajectories can have the same lensing parameters, resulting in the same light curve. In Figure 1, we illustrate this degeneracy in the photometric parallax measurements. The upper panel shows the light curves seen from the Earth and the satellite, respectively. Since the shift in the Einstein ring does not change its size, the two light curves have the same Einstein time scale. On the other hand, the time of maximum amplification and the impact parameter are changed due to the shift of the Einstein ring, resulting in different light curves (Refsdal 1966). In the middle panels, we present the two possible lens system geometries which can produce the light curves in the upper panel. The source star trajectories as seen from the Earth and satellite are represented by solid lines. The circle (represented by dashed lines) around the lens (L) represents the Einstein ring. The coordinates $`(x,y)`$ are chosen so that they are parallel and perpendicular to the source star trajectory and they are centered at the lens position. The bold vectors $`\mathrm{\Delta }𝐮`$ connecting two points ($`S_\mathrm{s}`$ for the source seen from the satellite and $`S_\mathrm{E}`$ from the Earth) on individual trajectories represent the displacements of the source star position (i.e. parallax) observed at a moment. Note that the amount of parallax has a different value depending on the lens system geometry. Since the projected speed is inversely proportional to $`\mathrm{\Delta }u`$ \[see equation (2.6)\], there will be two possible values of $`\stackrel{~}{v}`$ (Gould 1994).
## 3 Astrometric Source Star Centroid Shifts
When a source star is gravitationally lensed, it is split into two images located on the same and opposite sides of the lens, respectively. Due to the changes in position and amplification of the individual images caused by the lens-source transverse motion, the light centroid between the images changes its location during the event. The location of the image centroid relative to the source star is related to the lensing parameters by
$$\delta \stackrel{}{\theta }_c=\frac{\theta _\mathrm{E}}{u^2+2}\left(\frac{tt_0}{t_\mathrm{E}}\widehat{𝐱}+\beta \widehat{𝐲}\right),$$
$`(3.1)`$
where $`\widehat{𝐱}`$ and $`\widehat{𝐲}`$ are the unit vectors toward the directions which are parallel and normal to the lens-source transverse motion and $`\theta _\mathrm{E}=r_\mathrm{E}/D_{ol}`$ is the angular Einstein ring radius. If we let $`(x,y)=(\delta \theta _{c,x},\delta \theta _{c,y}b)`$ and $`b=\beta \theta _\mathrm{E}/2(\beta ^2+2)^{1/2}`$, the coordinates are related by
$$x^2+\frac{y^2}{q^2}=a^2,$$
$`(3.2)`$
where $`a=\theta _\mathrm{E}/2(\beta ^2+2)^{1/2}`$ and $`q=b/a=\beta /(\beta ^2+2)^{1/2}`$. Therefore, during the event the trajectory of the source star image centroid traces an ellipse (‘astrometric ellipse’, Walker 1995; Jeong, Han, & Park 1999). With the measured astrometric ellipse, one can determine the impact parameter of the event because the shape (i.e. the axis ratio) of the ellipse is related to the impact parameter. In addition, one can determine the Einstein ring radius because the size of the astrometric ellipse (i.e. semi-major axis) is directly proportional to $`\theta _\mathrm{E}`$. While the Einstein time scale, which is the only measurable quantity from the event light curve, depends on three lens parameters ($`M`$, $`D_{ol}`$, and $`v`$), the angular Einstein ring radius depends only on two parameters ($`M`$ and $`D_{ol}`$). Therefore, by measuring $`\theta _\mathrm{E}`$, the uncertainty in the lens parameter can be significantly reduced (Paczyński 1998; Boden et al. 1998; Han & Chang 1999). Once $`\theta _\mathrm{E}`$ is determined, the lens proper motion is determined by $`\mu =\theta _\mathrm{E}/t_\mathrm{E}`$.
## 4 Astrometric Parallax Measurements
In addition to allowing one to determine lens proper motions, astrometric observations of lensing events allow one to uniquely determine source star trajectories. In Figure 2, we present various source star trajectories and their corresponding astrometric centroid shifts. To distinguish different trajectories, we define an approaching angle $`\varphi `$ by the angle between the vector connecting the lens and the source at its closest approach and an arbitrary reference direction (e.g. north). Then each trajectory is defined by its impact parameter and the approaching angle. We additionally define the sign of the impact parameter by
$$\mathrm{sign}(\beta )=\{\begin{array}{cc}+,\hfill & \text{when }\pi /2\varphi <\pi /2\hfill \\ ,\hfill & \text{when }\pi /2\varphi <3\pi /2\hfill \end{array},$$
$`(4.1)`$
and it is marked on each trajectory along with its impact parameter in the figure. One finds that the orientation of the astrometric ellipse, which is measured by the angle between the reference direction and the semi-minor axis of the ellipse, is identical to the approaching angle of the source star trajectory. Note that the semi-minor axis of the astrometric ellipse is identical to the centroid shift at maximum amplification. Therefore, the two trajectories with the same impact parameter but with opposite signs, which caused the degeneracy in the photometrically determined parallax (i.e. $`\beta `$ and $`\beta `$), result in astrometric ellipses with opposite orientations.
Since the source star trajectory is uniquely determined from the astrometric observations of a lensing event, if the lens parallax is measured astrometrically instead via the photometric method, the degeneracy in $`\mathrm{\Delta }𝐮`$ can be broken, and thus one can uniquely determine $`\stackrel{~}{v}`$. In the lower panel of Figure 1, we present the two sets of the source star centroid shifts as seen from the Earth and satellite which are expected from the corresponding two sets of source star trajectories in the middle panels. One finds that these two sets of astrometric ellipses can be easily distinguished from one another.
## 5 Discussion
Besides the proposed astrometric parallax measurements, the degeneracy of the projected speed can also be broken by other methods. First, one can, in principle, break the degeneracy in $`\stackrel{~}{v}`$ by measuring the fractional difference in inverse time scales $`\omega =1/t_\mathrm{E}`$ between the Earth and satellite, $`\mathrm{\Delta }\omega /\omega `$, caused by the relative motion of the Earth and satellite, $`v_s`$. The larger the projected speed of the lens relative to $`v_s`$, the smaller $`\mathrm{\Delta }\omega /\omega `$. Hence the time scale differences allows one to choose the correct solution (Gould 1996; Boutreux & Gould 1996; Gaudi & Gould 1997). However, the uncertainty in $`\stackrel{~}{v}`$ using this method would be very large. This is because the expected time scale difference is very small due to the small relative velocity between the Earth and the satellite. To measure the small difference in time scale, therefore, one must construct light curves with very high photometric precision. In addition, both the Galactic bulge and LMC fields are very crowded, and thus nearly all events suffer from severe blending. One might construct a light curve which is free from blending from diffraction-limited observations from the satellite (Han 1997). However, even with very high precision photometric observations from the ground, it would be very difficult to determine the time scale with an uncertainty small enough to determine $`\mathrm{\Delta }\omega `$ (Woźniak & Paczyński 1997; Han & Kim 1999).
Secondly, one can also resolve the degeneracy in $`\stackrel{~}{v}`$ by observing a lensing event from a second heliocentric satellite located at a different position. Comparison of the light curves observed from the Earth and the second satellite would yield another two values for $`\stackrel{~}{v}`$. Among these values, only one would agree well with one of the values of $`\stackrel{~}{v}`$ determined from the first satellite parallax measurements, allowing one to select the right solution (Gould 1994). The problem with this method is that it requires a very costly second heliocentric satellite.
Of course, the proposed astrometric parallax method also requires two satellites; one geocentric and the other heliocentric satellite. However, the SIM is planned for launch regardless of our proposal. If the SIM will be used as one of the satellites for astrometric parallax measurements, then what is required is simply replacing the photometer in the already proposed photometric parallax satellite with instruments for astrometric observation. In addition, since the required astrometric instruments are being developed for the SIM mission, by adopting the same instrument one can minimize the development cost, which is a significant portion of the total cost. Finally, and most importantly, by determining both the parallax and proper motion at the same time, one can completely resolve the lens parameter degeneracy and thus uniquely determine the physical parameters of individual lenses.
We learned that very similar work to this was independently in progress by A. Gould and S. Salim after most of our work was completed. We would like to thank P. Martini for a careful reading of the manuscript.
Figure 1: The degeneracy in the photometric parallax measurements. The upper panel shows the light curves seen from the Earth and satellite. In the middle panels are the two possible lens system geometries which produce the light curves in the upper panel. The source star trajectories as seen from the Earth and the satellite are represented by solid lines. The circles (represented by dashed lines) around the lenses (L) are the Einstein rings. The coordinates $`(x,y)`$ are chosen so that they are parallel and perpendicular to the source star trajectory and centered at the lens position. The bold vectors $`\mathrm{\Delta }𝐮`$ connecting the two points ($`S_\mathrm{s}`$ for the source seen from the satellite and $`S_\mathrm{E}`$ from the Earth) on individual trajectories represent the displacements of the source star positions (i.e. parallaxes) observed at a given time. Note that the parallax has a different value depending on the geometry. In the lower panels, we present the two sets of source star centroid shifts as seen from the Earth (geocentric satellite) and from the (heliocentric) satellite corresponding to the source star trajectories in the middle panels.
Figure 2: Various source star trajectories and their corresponding astrometric centroid shifts. The numbers are the impact parameters of the individual trajectories. The approaching angle $`\varphi `$ and the sign of $`\beta `$ are defined in the text. One finds that the orientation of the astrometric ellipse, which is measured by the angle between the reference direction (e.g. north) and the semi-minor axis of the ellipse, is identical to the approaching angle of the source star trajectory. Note that the semi-minor axis of the astrometric ellipse is identical to the centroid shift at maximum amplification.
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# On the center of mass of Ising vectors
## Abstract
We show that the center of mass of Ising vectors that obey some simple constraints, is again an Ising vector.
PACS. 02.50$``$r Probability theory, stochastic processes, and statistics
PACS. 87.10$`+`$e General theory and mathematical aspects
PACS. 64.60Cn Order disorder transformations; statistical mechanics of model systems
Many problems in statistical mechanics are formulated in terms of an N-dimensional vector $`𝐉`$, with components $`J_i,i=1,\mathrm{},N`$ that take only binary values $`J_i=\pm 1`$. We will call such a vector an Ising vector. Its components represent for example a spin state (Ising model ), the occupancy of a site etc. In the thermodynamic limit $`N\mathrm{}`$, only a subset of all the possible configurations $`\{𝐉\}`$ are typically realized. In many cases, they are characterized by simple contraints of the form :
$$\underset{N\mathrm{}}{lim}\frac{𝐉𝐁}{N}=R\underset{N\mathrm{}}{lim}\frac{𝐉𝐉^{}}{N}=q,$$
(1)
where $`𝐉`$ and $`𝐉^{}`$ are typical members of the subset, $`𝐁`$ is a symmetry breaking direction (imposed from the outside or arising through a phase transition), while $`q`$ and $`R`$ are physical properties describing the resulting macroscopic state (for example the magnetization or the density). In this letter, we focus on the center of mass of the vectors $`𝐉`$, that satisfy the above constraints. We report the surprising finding that it is an Ising vector whenever $`𝐁`$ is Ising.
To construct the center of mass we follow a Monte Carlo approach by choosing at random $`n`$ vectors $`𝐉^a,a=1,\mathrm{},n`$, that satisfy the constraints, and considering their center of mass:
$$𝐘=C^1\underset{a}{}𝐉^a,$$
(2)
with the proportionality factor $`C=\sqrt{n+n(n1)q}`$, so that the normalization condition $`𝐘^2=N`$ is obeyed. In general the vector $`𝐘`$ is not Ising, but our contention is that it becomes Ising in the limit $`n\mathrm{}`$, provided $`𝐁`$ is Ising. In view of the permutation symmetry between the coordinate axes, it will be sufficient to prove that $`B_1Y_1=C^1_aB_1J_1^a`$ only takes the values $`+1`$ and $`1`$ in this limit. To show that this is the case, we focus our attention on the probability density $`P(y)`$ of the variable $`y=n^1_aB_1J_1^a`$, which differs by a factor $`n^1\sqrt{n+n(n1)q}\stackrel{n\mathrm{}}{}\sqrt{q}`$ from $`B_1Y_1`$. It is given by:
$`P(y)`$ $``$ $`{\displaystyle \left[\underset{a}{\overset{n}{}}d𝐉^aP_b(𝐉^a)\delta (𝐉^a𝐁NR)\right]}`$ (3)
$`\times `$ $`\left[{\displaystyle \underset{a<b}{}}\delta (𝐉^a𝐉^bNq)\right]\delta \left(yn^1{\displaystyle \underset{a}{}}B_1J_1^a\right),`$
where $`P_b`$ is the measure restricting to vectors with binary components,
$$P_b(𝐉)=\underset{j=1}{\overset{N}{}}\left[\frac{1}{2}\delta (J_j1)+\frac{1}{2}\delta (J_j+1)\right],$$
(4)
and the proportionality constant has to be determined from the normalization condition $`_{\mathrm{}}^{\mathrm{}}𝑑yP(y)=1`$. The r.h.s. of (3) resembles an ordinary replica calculation , but with as limit of interest the number of replicas $`n`$ tending to infinity.
Rather than following the standard but lengthy calculations that are usual in this case, we present a more elegant, direct and expedient procedure. Since $`y=n^1_ax_a`$, with $`x_a=J_1^aB_1`$, we evaluate the joint probability density $`P(𝐱)`$ of the $`n`$-dimensional vector with binary components $`x_a`$, $`a=1,\mathrm{},n`$. Since all choices of the vectors $`𝐉^a`$ that satisfy the constraints can be realized, the Shannon entropy is maximized under the constraints (1). Hence $`P(𝐱)`$ is found by maximizing its Shannon entropy $`_𝐱P(𝐱)\mathrm{ln}P(𝐱)`$, subject to the constraints:
$`x_a`$ $`=`$ $`{\displaystyle \frac{𝐉^a𝐁}{N}}=R`$
$`x_ax_b`$ $`=`$ $`{\displaystyle \frac{𝐉^a𝐉^b}{N}}=q(a<b).`$ (5)
One finds:
$$P(𝐱)=Z^1\mathrm{exp}\left[\underset{a}{}\widehat{R}_ax_a+\underset{a<b}{}\widehat{q}_{ab}x_ax_b\right],$$
(6)
where $`Z`$ follows from the normalization of $`P(𝐱)`$. The values of the Lagrange multipliers $`\{\widehat{R}_a\}`$ and $`\{\widehat{q}_{ab}\}`$ have to determined from the constraints (On the center of mass of Ising vectors). In view of the permutation symmetry in the replica indices, $`\widehat{R}_a`$ and $`\widehat{q}_{ab}`$ must be independent of $`a`$ and $`b`$, $`\widehat{R}_a=\widehat{R},\widehat{q}_{ab}=\widehat{q}`$, rendering the evaluation of $`Z`$ very simple:
$$Z(\widehat{R},\widehat{q})=e^{n\widehat{q}/2}Dz\left[\mathrm{cosh}\left(\widehat{R}+z\sqrt{\widehat{q}}\right)\right]^n,$$
(7)
while (On the center of mass of Ising vectors), determining $`\widehat{R}`$ and $`\widehat{q}`$, reduce to:
$`R`$ $`=`$ $`{\displaystyle \frac{1}{n}}{\displaystyle \frac{}{\widehat{R}}}\mathrm{ln}Z={\displaystyle \frac{𝑑u\mathrm{exp}\left[(u\widehat{R})^2/2\widehat{q}\right](\mathrm{cosh}u)^n\mathrm{tanh}u}{𝑑u\mathrm{exp}\left[(u\widehat{R})^2/2\widehat{q}\right](\mathrm{cosh}u)^n}}`$
$`q`$ $`=`$ $`{\displaystyle \frac{2}{n(n1)}}{\displaystyle \frac{}{\widehat{q}}}\mathrm{ln}Z={\displaystyle \frac{𝑑u\mathrm{exp}\left[(u\widehat{R})^2/2\widehat{q}\right](\mathrm{cosh}u)^n\mathrm{tanh}^2u}{𝑑u\mathrm{exp}\left[(u\widehat{R})^2/2\widehat{q}\right](\mathrm{cosh}u)^n}}.`$ (8)
As a result of the “replica symmetry”, we conclude from (6) that $`P(𝐱)`$ is in fact a function of $`_ax_a=ny`$. Hence $`P(y)`$ is obtained from $`P(𝐱)`$ by multiplication with a combinatorial factor, expressing the freedom to choose which $`n(1+y)/2`$ components of $`𝐱`$ are $`+1`$ and which remaining ones are $`1`$, for a given total value $`ny`$ of their sum:
$$P(y)\left(\begin{array}{c}n\\ \frac{n(1+y)}{2}\end{array}\right)\mathrm{exp}\left[n\widehat{R}y+\frac{n^2\widehat{q}y^2}{2}\right].$$
(9)
$`y`$ can take the values $`1,1+2/n,\mathrm{},12/n,1`$, and the proportionality constant is again fixed by normalization. This result is in agreement with a direct evaluation of (3) but very different from the result for continuous components discussed in . Unfortunately, the above expression is quite complicated, especially in view of the fact that we did not succeed in solving explicitly the eqs. (On the center of mass of Ising vectors) determining the Lagrange multipliers. Concordantly, the components of $`𝐘`$ are not binary for any finite $`n`$. As an illustration, we have included in fig. 1 the results obtained by a numerical solution of (On the center of mass of Ising vectors) for the special case $`q=R`$ and several values of $`n`$. The corresponding results for the probability density for $`y`$ (or equivalently, $`B_1Y_1`$), are plotted in fig. 2.
In order to extract the asymptotic behavior for the $`n\mathrm{}`$ limit, one needs to guess the asymptotic dependence on $`n`$ of the Lagrange parameters. The correct scaling appears quite naturally in the calculations for the simpler case of vectors $`𝐉`$ with continuous components. Here, we just note by inspection that the eqs. (On the center of mass of Ising vectors) for the properly scaled Lagrange parameters $`\rho n\widehat{R}`$ and $`\gamma n\widehat{q}`$ read:
$`R`$ $`=`$ $`{\displaystyle \frac{𝑑ue^{n\varphi (u)}\mathrm{sinh}(u\rho /\gamma )\mathrm{tanh}u}{𝑑ue^{n\varphi (u)}\mathrm{cosh}(u\rho /\gamma )}}`$
$`q`$ $`=`$ $`{\displaystyle \frac{𝑑ue^{n\varphi (u)}\mathrm{cosh}(u\rho /\gamma )\mathrm{tanh}^2u}{𝑑ue^{n\varphi (u)}\mathrm{cosh}(u\rho /\gamma )}},`$ (10)
where
$$\varphi (u)\frac{u^2}{2\gamma }\mathrm{ln}\mathrm{cosh}u.$$
(11)
The appearance of the hyperbolic functions of $`u\rho /\gamma `$ in eqs. (On the center of mass of Ising vectors) is due to the fact that $`\varphi `$ is even. The saddle point approximation can now, for $`n\mathrm{}`$, be applied in a straightforward manner on the $`u`$-integrations, leading to the following simple and explicit solutions for the scaled Lagrange variables:
$`\gamma `$ $`=`$ $`{\displaystyle \frac{\text{arctanh}\sqrt{q}}{\sqrt{q}}}`$
$`\rho `$ $`=`$ $`{\displaystyle \frac{\text{arctanh}(R/\sqrt{q})}{\sqrt{q}}}.`$ (12)
Inserting this result together with the asymptotic expression for the combinatorial factor in (9), one finally obtains the following asymptotic result for $`P(y)`$:
$`P(y)`$ $``$ $`\mathrm{exp}(\rho y)\mathrm{exp}n\left[\gamma y^2/2\mathrm{ln}\sqrt{1y^2}y\text{arctanh}y\right]`$ (13)
$`\stackrel{n\mathrm{}}{}`$ $`{\displaystyle \frac{1}{2}}\left(1+{\displaystyle \frac{R}{\sqrt{q}}}\right)\delta (y\sqrt{q})+{\displaystyle \frac{1}{2}}\left(1{\displaystyle \frac{R}{\sqrt{q}}}\right)\delta (y+\sqrt{q}).`$
In view of the aforementioned relation between $`y`$ and the (first) component of $`𝐘`$, the convergence of the latter to an Ising vector follows immediately.
As a first application of the above result, we turn to the case of an Ising spin system in the ferromagnetic phase. Choosing the vector $`𝐁`$ with all its components equal to $`1`$, we note that $`R`$ plays the role of the magnetization. All the spin states $`𝐉`$ are otherwise allowed, and lie on the rim of the N dimensional sphere with radius $`\sqrt{N}`$ at fixed angle $`\mathrm{arccos}R`$ with $`𝐁`$. It is thus clear that the center of mass is $`𝐁`$ itself. This trivial result is recovered from (13) by noting that $`q=R^2`$ in this case. Note that the constraint $`𝐉^a𝐉^b=Nq`$ is therefore redundant, which implies $`\widehat{q}=0`$ and $`\widehat{R}=\text{arctanh}R`$ (a result valid for any $`n`$).
A case of special symmetry is $`q=R`$. In this scenario, no macroscopic measure allows to distinguish between the symmetry breaking direction $`𝐁`$ and each of the vectors $`𝐉^a`$. The Lagrange parameters also present the symmetry $`\widehat{R}=\widehat{q}`$, which can be seen from eqs. (On the center of mass of Ising vectors).
A third case of interest is the limit $`R0`$ while $`q`$ remains finite. In this case, the $`𝐉`$-vectors lie in the subspace orthogonal to $`𝐁`$ and satisfy as single constraint the prescribed mutual overlap $`q`$. From eqs. (On the center of mass of Ising vectors) it is clear that $`\widehat{R}=0`$ is automatically satisfied, and one concludes from (13) that the center of mass of the $`𝐉`$-vectors is again an Ising vector (but its components are equally likely to be $`+1`$ or $`1`$).
It is very tempting to apply the results above to neural network learning problems where a student perceptron $`𝐉`$ learns from examples generated by a teacher perceptron $`𝐁`$ . Indeed, so-called Gibbs learning presents the symmetry $`q=R`$, and the interest of the center of mass is that it is, according to a simple general argument , see also , the “best” student having the largest overlap with the teacher (namely $`\sqrt{R}`$). Accordingly, $`R=0`$ and $`q0`$ are constraints satisfied by Ising vectors which solve the capacity problem . However, these are disordered systems, and the conditions on $`R`$ and $`q`$ alone do not convey all the information which is necessary to describe the constraints in $`𝐉`$ space. Therefore, even though the constraints (1) are satisfied in neural network problems, result (13) does not apply to them.
We conclude with a verification of the theoretical prediction (9) by running simulations for the mean field ferromagnetic Ising spin model, fig. 3. The Metropolis algorithm was allowed to run for a number of Monte Carlo steps per site (MCS) until thermalization was considered to be achieved. Then vectors were sampled every 5 MCS (to allow sufficient decorrelation between consecutive samplers) and summed to construct the center of mass. The small discrepancy for $`N=100`$ with the theoretical prediction is due to finite size effects. For $`N=1000`$, the results are nearly indistinguishable on the scale of the figure from the theoretical values. It is interesting to note that the hard constraints of eq. (1) are satisfied only in the thermodynamic limit. In the simulations $`R`$ (and $`q`$) are distributed with peaks whose width scales with $`N^{1/2}`$. Nonetheless the effect of these fluctuations on the resulting $`P(B_1Y_1)`$ is negligible.
\***
The authors would like to thank the referees for useful suggestions. We also acknowledge support from the FWO Vlaanderen and the Belgian IUAP program (Prime Minister’s Office).
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# Internal avalanches in a pile of superconducting vortices
\[
## Abstract
Using an array of miniature Hall probes, we monitored the spatiotemporal variation of the internal magnetic induction in a superconducting niobium sample during a slow sweep of external magnetic field. We found that a sizable fraction of the increase in the local vortex population occurs in abrupt jumps. The size distribution of these avalanches presents a power-law collapse on a limited range. In contrast, at low temperatures and low fields, huge avalanches with a typical size occur and the system does not display a well-defined macroscopic critical current.
\]
Magnetic field penetrates type II superconductors as a population of quantized flux lines called vortices due to the associated currents whirling around them. In the absence of disorder, the repulsive force between vortices leads to the formation of a regular lattice. Vortex movement as a result of the Lorentz force produced by an applied current produces dissipation and destroys superconductivity. Thus, it has a significant technological importance. The interaction between the vortex lattice and the crystal defects which pin vortices down creates a wealth of physical phenomena including thermodynamic phase transitions. While current-driven movement of vortices has been intensely explored during the past decade, out-of-equilibrium properties of vortex matter in absence of applied current have been subject to few studies.
As Bean showed many years ago, the distribution of vortices entering a superconducting sample is inhomogeneous. A finite gradient in vortex density builds up to create a driving force inward balanced by the pining forces opposing vortex movement. The slope of this pile of vortices- originally compared by de Gennes to a sandpile\- is proportional to the local magnitude of the critical current. Recently, the dynamic properties of such a pile has attracted new attention. This interest has emerged in the context of the introduction of the concept of self-organized criticality(SOC) a decade ago and covers a number of different marginally stable systems assumed to present a comparable dynamic response when driven to the threshold of instability. Apart sandpiles which played the role of a paradigm in the field, the list includes magnetic domains presenting Barkhausen noise , microfractures , earthquakes and other complex systems. In the case of a type II superconductor in the Bean state, addition of vortices by a slow increase in the external magnetic field -analogous to the introduction of new grains to a sandpile- is expected to produce vortex avalanches of all sizes and maintain a constant gradient in flux density. Such a SOC type of behavior has been reproduced numerically and the existence of these vortex avalanches has been experimentally established by Field and co-workers who recorded the voltage pulses produced by sudden changes of the flux density in a superconducting tube during a slow ramping of magnetic field. They detected avalanches of various magnitudes with a distribution exhibiting a power-law collapse over one decade. However, their experimental set-up only resolved avalanches occurring due to sudden exit of flux lines. In analogy with early sandpile experiments monitoring only grains falling off the system, this configuration could not detect internal events occurring within the sample. Direct observation of internal avalanches in sandpiles was an important experimental refinement which paved the way to demonstrating the limited relevance of SOC to real granular matter.
In this letter, we present a study of spatiotemporal profile of local magnetic induction in a superconductor during a slow ramp of an external magnetic field. By directly monitoring the population of vortices in a given area of the sample, we found that a sizeable fraction of the increase in the flux density occurs as abrupt jumps and the distribution of size and duration of these avalanches present a power-law behavior on a limited range. On the other hand, at low temperatures and fields, the same sample presents a different regime associated with huge avalanches. According to our results, the dynamic behavior of superconducting vortices is more complex than what is expected by recent simulations predicting SOC-type response with universal exponents.
The 0.8 $`\times `$ 0.8 mm<sup>2</sup> sample studied in our work was a granular film of niobium 20 $`\mu m`$ thick. A 8$`\times `$8 matrix of Hall probes was used to measure local magnetization. Each element of this matrix was a GaAlAs/GaAs heterojunction($`\mu =170m^2/Vs`$ and n= 1.7 10$`{}_{}{}^{11}m_{}^{2}`$ at 4 K) monitoring the magnetic field within its area (20 $`\times `$ 5 $`\mu m^2`$). In principle, this configuration yields a two-dimensional profile of the magnetic field, but in our experiment we only processed data provided by two array-like rows of the matrix. Using a set of Burr-Brown INA128 preamplifiers we achieved a resolution of 5 10<sup>-7</sup> T/$`\sqrt{Hz}`$ in measuring magnetic inductions of the order of 0.1T . High-speed acquisition was performed using a 16-bit 100kHz A/D converter.
We thoroughly studied the magnetization features of our sample which proved to present strong pinning features associated with a hysteretic magnetization below T<sub>c</sub> (9.1 K). Moreover, the direct measurement of the spatial variation of the magnetic field permitted to establish the presence of a Bean-type field profile in the sample. As seen in Fig. 1, the penetration of magnetic field in the sample is not uniform and the magnetic induction decreases almost linearly inward. Pinning forces opposing the uniform distribution of vortices create a field gradient (8 10<sup>-3</sup> T m<sup>-1</sup> at T= 4.8 K and H= 1500 Oe). The critical current is thus estimated to be 10<sup>8</sup> A m<sup>-2</sup>).
To explore the criticality of this vortexpile, we studied the time-dependence of the local field in response to a gradual increase in the external magnetic field. Fig. 2 presents the local magnetic induction as monitored by one Hall sensor during a slow ramp (1.1 Oe/s) of the external field beginning at H = 1500 Oe. The temperature was kept constant at 4.8K. As seen in the figure, the magnetic induction- that is, the vortex population- increases steadily during this ramp. However, by magnifying portions of the B(t) curve, it is readily observed that this increase is not smooth and contains many abrupt jumps of many different scales. By converting the magnitude of local induction to flux density, one finds that during the 128 s duration of the field ramp, 1125 new vortices enter to the area covered by the Hall sensor which already contained about 6750 vortices. Our data shows that the addition of these new vortices leads to frequent sudden rearrangements. We checked that no such abrupt jumps occur in the normal state (for temperatures higher than T<sub>c</sub> or for fields exceeding H<sub>c2</sub>). In analogy with sandpiles, the term avalanche is used to designate these abrupt changes in vortex arrangement. Note that— contrary to periodic magnetothermal instabilities observed at very fast field ramps— these avalanches occur aperiodically at millisecond timescales and are not related with any temperature instability of the sample. In order to determine the statistical distribution of avalanche size and durations, we analyzed the data from four field ramps starting at H=0.15T identical to the one presented in Fig.2. Our sensitivity permitted to resolve abrupt jumps as small as 0.08 G ( 0.16 $`\mathrm{\Phi }_0`$). We found some variation in the ratio of avalanche activity in the output of different sensors presumably due to inhomogeneous distribution of defects in the sample. Typically, between 40 to 70 percent of the increase in the vortex population occurs by such detectable jump. We recall that in the pioneer experiment of Field and co-workers which was sensitive to avalanches containing at least 50 vortices, only 3 % of the increase in the vortex population was resolved as detectable avalanches. Hence, our work, by lowering the proportion of the increase in flux density which may be attributed to fluidlike movement of the vortices, highlights the granular nature of the vortex matter.
Solid circles in Fig. 3 represent the size distribution of these avalanches. A power-law distribution P(s)= s with an exponent $`\tau `$=-2.1 fits the size distribution of smaller avalanches. This exponent should be compared with those reported by the previous experiment(-1.4 to -2.2) and simulations (-1.6). However, the range of validity for this behavior is less than one decade. Its lower bound meets the instrumental noise (0.08 G). The size of the largest avalanche detected was about 1.1G which is associated with the sudden entry of 5 vortices to the detection area. However as seen in the figure, there is a downward deviation from the power-law behavior for avalanches larger than 0.7G. The absence of large avalanches(also reported in ) is statistically significant and is yet to be explained. We also studied the duration of avalanches and found that their distribution follows a power-law ($`\tau `$=-3) on a limited range covering less than one decade. The longest avalanche lasted 26 ms.
To what extent avalanches detected by a single probe are local events? In order to answer to this question, we compared them with the response of an entire row of Hall probes during identical ramps. Columns in Fig. 3 represent the occurrence of avalanches found in the output of an entire row of sensors. An avalanche of size s confined to an area covered by only n probes would produce a jump equal to ns/8 in the output of the entire row. Therefore, only global avalanches would be detected with their correct magnitude in this output. As seen in the figure, the size collapse of the jumps detected by an entire row closely follows the distribution of those found by a single captor. However, there is a deficit of large and an excess of small avalanches in the response of the entire row which gives an indication of limited spatial extension. A direct way to explore the spatial extention of these avalanches is to search for correlations in the events recorded by different probes. We found that the occurrence of an avalanche at one area of the sample makes it highly likely to detect a quasi-simultaneous avalanche on another place 50 $`\mu `$m away. Moreover, there is a detectable finite delay between the two detections of the same incident. This is seen in Fig. 4 which compares the output of the first two captors. The inset displays the difference in the amplitude of the jumps with the shift in their temporal occurrence. The right-left asymmetry of the data indicates that avalanches detected by captor B which is farther to the edge occur with an average delay of the about 0.8 ms after those occurring quasi-simultaneously at the site of captor A closer to the edge. Thus, as one would naively expect, the apparition of avalanches at a “higher altitude” on the vortexpile often precedes their passage “downward”. Assuming a diffusive regime, the diffusion coefficient for avalanches can therefore be estimated to be 3 10$`{}_{}{}^{6}m_{}^{2}s^1`$. The smaller up-down asymmetry detected in the inset of Fig. 3 suggests that avalanches often grow in size when passing from captor A “downward” to captor B.
Finally, we found that below 3.4 K and for fields close to the lower critical field, our sample displayed a quite different behavior. Huge “catastrophic” avalanches associated with sudden movement of thousands of vortices were observed (see the upper inset in Fig. 5). To rule out a thermal origin for them, we checked that the existence of these avalanches did not depend on the speed of the field ramp. They presented a characteristic size and were observed in both upward and downward sweeps but with different threshold fields. They share all these features with vortex avalanches observed at very low temperatures in YBa<sub>2</sub>Cu<sub>3</sub>CO<sub>7</sub> by Zieve et al. which remain unexplained.
It is instructive to compare the gradient in magnetic induction, in the two different regimes. This gradient — i.e. the critical current density — is readily available as $`\delta `$B, the difference between the responses of two adjacent probes. As seen in the inset, at T= 3.4 K, $`\delta `$B, after attaining a maximum just above H<sub>c1</sub> decreases monotonously with increasing magnetic field. In contrast, at T=1.2 K and in the field range of catastrophic avalanches, it does not display a smooth behavior suggesting the absence of a well-defined single critical current. Our results suggest that in presence of strong pinning, when vortices are far apart and densities and thermal activation is weak, the system does not build up a critical state. This situation may be compared with real sandpiles where the occurrence of huge quasi-periodic avalanches was attributed to the absence of a single “critical” slope. The presence of this type of avalanches in a sample which displays a wide distribution of avalanche scales at higher temperatures is enlightening. It indicates that the relevant parameter in the passage between the two type of behaviors in not the density of pinning centers as suggested by recent theoretical suggestions. Hence, the catastrophic avalanches reported here and in ref. still lack a satisfactory explanation. We note that in a model proposed by Gil and Sornette, both large-avalanche and SOC behaviors may emerge in the same system according to the outcome of the competition between diffusive relaxation and instability growth rates.
In conclusion, we determined the size distribution of internal avalanches of vortices during a slow ramp of external magnetic field. A single sample of niobium in the strong pinning limit displayed two different types of behavior. At temperatures above 3 K, avalanches of different sizes were observed and the system is constantly kept in a critical state. In contrast, at low temperatures and low fields, the occurence of huge avalanches with characteristic size is associated with the absence of criticality.
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# Untitled Document
A Family of Gravitational Waveforms
from Rapidly Rotating Nascent Neutron Stars <sup>1</sup> This note was written in 1996. It was not intended for publication. Since I have been getting requests from people interested in GW data analysis about the waveform information, I thought it might be useful to put this note on gr-qc, so that I don’t have to spend time looking for the TeX file every time I get a request.
Dong Lai$`^2`$ Current Address: Space Sciences Bldg., Cornell University, Ithaca, NY 14853
Theoretical Astrophysics, 130-33, California Institute of Technology, Pasadena, CA 91125
(April 1996)
This note describes fitting formulae for the gravitational waveforms generated by a rapidly rotating neutron star (e.g., newly-formed in the core collapse of a supernova) as it evolves from an initial axisymmetric configuration toward a triaxial ellipsoid (Maclaurin spheroid $``$ Dedekind ellipsoid). This evolution is driven by the gravitational radiation reaction (a special case of the CFS instability). The details and numerical results can found in \[Lai & Shapiro, 1995, ApJ, 442, 259; Here referred as LS\].
I will use the units such that $`G=c=1`$.
The waveform (including the polarization) is given by Eq. (3.6) of LS. Since the waveform is quasi-periodic, I will give fitting formulae for the wave amplitude $`h`$ (Eq. \[3.7\] of LS) and the quantity $`(dN/d\mathrm{ln}f)`$ (Eq. \[3.8\] of LS; related to the frequency sweeping rate), from which the waveform $`h_+(t)`$ and $`h_\times (t)`$ can be easily generated in a straightforward manner.
Wave Amplitude: The waveform is parametrized by three numbers: $`f_{max}`$ is the maximum wave frequency in Hertz, $`M_{1.4}=M/(1.4M_{})`$ is the NS mass in units of $`1.4M_{}`$, $`R_{10}=R/(10\mathrm{km})`$ is the NS radius in units of $`10`$ km. (Of course, the distance $`D`$ enters the expression trivially.) It is convenient to express the dependence of $`h`$ on $`t`$ through $`f`$ (the wave frequency), with $`f(t)`$ to be determined later. A good fitting formula is
$$h[f(t);f_{max},M,R]=\frac{M^2}{DR}A\left(\frac{f}{f_{max}}\right)^{2.1}\left(1\frac{f}{f_{max}}\right)^{0.5},$$
$`(1a)`$
where
$$A=\{\begin{array}{cc}(\overline{f}_{max}/1756)^{2.7},\hfill & \text{for }\overline{f}_{max}500\text{ Hz;}\hfill \\ (\overline{f}_{max}/1525)^3,\hfill & \text{for }\overline{f}_{max}330\text{ Hz;}\hfill \end{array}\mathrm{with}\overline{f}_{max}f_{max}R_{10}^{3/2}M_{1.4}^{1/2}.$$
$`(1b)`$
Note that if we want real numbers, we have
$$\frac{M^2}{DR}=4.619\times 10^{22}M_{1.4}^2R_{10}^1\left(\frac{30\mathrm{Mpc}}{D}\right).$$
Number of wave cycles per logarithmic frequency: The fitting formula is
$$\left|\frac{dN}{d\mathrm{ln}f}\right|=\left(\frac{R}{M}\right)^{5/2}\frac{0.016^2(R_{10}^{3/2}M_{1.4}^{1/2}f/1\mathrm{Hz})}{A^2(f/f_{max})^{4.2}[1(f/f_{max})]}.$$
$`(2)`$
Note (i): using equations (1)-(2), we obtain the “characteristic amplitude”:
$$\begin{array}{cc}\hfill h_c=h\left|\frac{dN}{d\mathrm{ln}f}\right|^{1/2}& =0.016\frac{M^{3/4}R^{1/4}}{D}\left(\frac{R_{10}^{3/2}M_{1.4}^{1/2}f}{1\mathrm{Hz}}\right)^{1/2}\hfill \\ & =5.3\times 10^{23}\left(\frac{30\mathrm{Mpc}}{D}\right)M_{1.4}^{3/4}R_{10}^{1/4}\left(\frac{R_{10}^{3/2}M_{1.4}^{1/2}f}{1\mathrm{Hz}}\right)^{1/2},\hfill \end{array}$$
which agrees with Eq. (3.12) of LS to within $`10\%`$ \[Note that in Eq. (3.12) of LS, the factor $`f^{1/2}`$ should be replaced by $`(R_{10}^{3/2}M_{1.4}^{1/2}f)^{1/2}`$, similar to the above expression.\]
Note (ii): The accuracy of these fitting formulae (as compared to the numerical results shown in LS) is typically within $`10\%`$. When $`f`$ is very close to $`f_{max}`$, the error in the fitting can be as large as $`30\%`$.
Note (iii): The frequency evolution $`f(t)`$ is obtained by integrating the equation $`f^2/\dot{f}=|dN/d\mathrm{ln}f|`$ (note that the frequency sweeps from $`f_{max}`$ to zero). For example, we can choose $`t=0`$ at $`f=0.9f_{max}`$. (Note that one should not choose $`t=0`$ at $`f=f_{max}`$ as the time would diverge — the actual evolution near $`f_{max}`$ depends on the initial perturbations).
Once $`f(t)`$ is obtained, the waveform can be calculated as (cf. Eq. \[3.6\] of LS):
$$\begin{array}{cc}\hfill h_+& =h[f(t);f_{max},M,R]\mathrm{cos}\mathrm{\Phi }(t)\frac{1+\mathrm{cos}^2\theta }{2},\hfill \\ \hfill h_\times & =h[f(t);f_{max},M,R]\mathrm{sin}\mathrm{\Phi }(t)\mathrm{cos}\theta ,\hfill \end{array}$$
where $`\theta `$ is the angle between the rotation axis of the star and the line of sight from the earth, and $`\mathrm{\Phi }(t)=2\pi f(t)𝑑t`$ is the phase of the gravitational wave.
Note (iv): $`f_{max}`$ typically ranges from $`100`$ Hz to $`1000`$ Hz (see Fig. 5 of LS); $`M_{1.4}`$ and $`R_{10}`$ are of order unity for realistic neutron stars.
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# The 𝛽-relaxation dynamics of a simple liquid
## Abstract
We present a detailed analysis of the $`\beta `$-relaxation dynamics of a simple glass former, a Lennard-Jones system with a stochastic dynamics. By testing the various predictions of mode-coupling theory, including the recently proposed corrections to the asymptotic scaling laws, we come to the conclusion that in this time regime the dynamics is described very well by this theory.
January 29, 1999
In the last few years it has been demonstrated that mode-coupling theory (MCT) is able to describe many aspects of the relaxation dynamics of supercooled liquids. In particular the theory is able to explain on a qualitative level, and for certain systems even on a quantitative one, phenomena like the non-Debye behavior of the $`\alpha `$-relaxation process, the wave-vector dependence of the Lamb-Mössbauer and Debye-Waller factors, and why quantities like the viscosity or the $`\alpha `$-relaxation times show an anomalously strong temperature dependence of their activation energy in the vicinity of $`T_c`$, the so-called critical temperature in the theory.
Apart from the existence of $`T_c`$, the most important predictions of MCT deal with the so-called $`\beta `$-relaxation process which is proposed to exist in the supercooled regime on the time scale between the microscopic relaxation at short times and the $`\alpha `$-relaxation at long times. The $`\beta `$-regime is readily seen if a time correlation function $`\varphi (t)`$, such as the intermediate scattering function, is plotted versus the logarithm of time. In the supercooled regime $`\varphi (t)`$ will show at intermediate times a plateau, and the relaxation dynamics of the system on the time scale at which $`\varphi (t)`$ is close to this plateau is the $`\beta `$-regime. The reason for the existence of this plateau is that on this time scale the particles are trapped in the cages formed by their surrounding neighbors. Hence the predictions of the theory regarding the $`\beta `$-regime deal with the details of the dynamics of the particles in these cages. Some of these predictions have already been confirmed by various experiments on colloidal suspensions and molecular liquids .
In the past it has been shown that apart from experiments also computer simulations are a very useful tool to probe the dynamics of supercooled liquids . Because simulations allow the investigations of observables which in real experiments are hard to measure, as e.g. the dynamics at large wave-vectors or cross-correlation functions, they permit to make more stringent tests of theoretical concepts and thus are a valuable addition to experiments. Results of such tests have, e.g., been done for soft sphere systems , Lennard-Jones models , water , and polymers . The result of these tests was that the theory is indeed able to give a good description of the relaxation dynamics of these systems. What these simulations have, however, not been able to address so far are several important predictions, discussed below, of MCT about the relaxation dynamics in the $`\beta `$-regime. The main reason why these predictions have not been tested was that they are supposed to be valid only very close to the critical temperature $`T_c`$ of MCT, and that close to $`T_c`$ the relaxation times of the system are usually so large that it is very hard to equilibrate the system within the time span accessible to a computer simulation (but easily reachable in a real experiment). If the predictions of the theory are tested at slightly higher temperatures, where the system can be equilibrated even in a computer simulation, the strong interference of the microscopic dynamics of the system with the $`\beta `$-relaxation process will spoil the analysis, because of the lack of separation of time scales, and stringent tests will almost be impossible. In order to overcome these problems we have recently investigated the relaxation dynamics of a Lennard-Jones system in which the particles move according to a stochastic dynamics . This dynamics leads to a strong damping of the microscopic dynamics and hence it becomes finally possible to test the predictions of MCT about the $`\beta `$-regime and in this paper we report the outcome of these tests.
The model we investigate is a 80:20 mixture of Lennard-Jones particles with mass $`m`$. In the following we will call the two species of particles A and B. The interaction between two particles of type $`\alpha `$ and $`\beta `$, with $`\alpha ,\beta \{\mathrm{A},\mathrm{B}\}`$, is given by $`V_{\alpha \beta }(r)=4ϵ_{\alpha \beta }[(\sigma _{\alpha \beta }/r)^{12}(\sigma _{\alpha \beta }/r)^6]`$ with $`ϵ_{\mathrm{AA}}=1.0`$, $`\sigma _{\mathrm{AA}}=1.0`$, $`ϵ_{\mathrm{AB}}=1.5`$, $`\sigma _{\mathrm{AB}}=0.8`$, $`ϵ_{\mathrm{BB}}=0.5`$, and $`\sigma _{\mathrm{BB}}=0.88`$, and a cut-off radius of $`2.5\sigma _{\alpha \beta }`$. In the following we will always use reduced units with $`\sigma _{\mathrm{AA}}`$ and $`ϵ_{\mathrm{AA}}`$ the unit of length and energy, respectively (setting the Boltzmann constant $`k_B`$ equal to 1.0). Time is measured in units of $`\sqrt{\sigma _{\mathrm{AA}}^2m/48ϵ_{\mathrm{AA}}}`$. The volume of the simulation box is kept constant with a box length of 9.4. The dynamics of the system is given by the stochastic equations of motion
$$m\ddot{𝐫}_j+_j\underset{l}{}V_{\alpha _j\beta _l}(|𝐫_l𝐫_j|)=\zeta \dot{𝐫}_j+\eta _j(t).$$
(1)
Here $`\eta _j(t)`$ is a gaussian distributed white noise force with zero mean. Because of the fluctuation dissipation theorem, the magnitude of $`\eta _j(t)`$ is related to $`\zeta `$ by $`\eta _j(t)\eta _l(t^{})=6k_BT\zeta \delta (tt^{})\delta _{jl}`$. We have used a value of $`\zeta =10`$, which is so large that the presented results for the dynamics do not depend on $`\zeta `$ anymore (apart from a trivial change of the time scale). Equations (1) were solved with a Heun algorithm with a time step of 0.008. The temperatures investigated were 5.0, 4.0, 3.0, 2.0, 1.0, 0.8, 0.6, 0.55, 0.5, 0.475, 0.466, 0.452, and 0.446. At the lowest temperature the length of the run was $`4\times 10^7`$ time steps. This length is not sufficiently long to equilibrate the sample. Therefore we equilibrated the system by means of a Newtonian dynamics for which we have found that the equilibration times are significantly shorter . Thus all the correlation functions shown in the present work are equilibrium curves, even if they do not decay to zero at long times. In order to improve the statistics of the results we averaged at each temperature over eight independent runs.
In the following we will review some of the predictions of MCT about the dynamics in the $`\beta `$-regime and will denote by $`\varphi _l(t)`$ an arbitrary time correlation function which couples to density fluctuations. (Here the index $`l`$ is just used to distinguish between different correlators.) As stated here, the predictions are valid only for temperatures slightly above the critical temperature $`T_c`$ of MCT. More general results can be found in Refs. .
MCT predicts that in the $`\beta `$-region any correlation function $`\varphi _l(t)`$ can be written as
$$\varphi _l(t)=f_l^c+h_lc_\sigma g_{}(t/t_\sigma ),$$
(2)
where the temperature independent constants $`f_l^c`$ and $`h_l`$ are called critical nonergodicity parameter and critical amplitude, respectively. The quantity $`c_\sigma `$ is given by
$$c_\sigma =\sqrt{|\sigma |}\text{with}\sigma =C(T_cT),$$
(3)
where $`C`$ is a constant. The function $`g_{}`$ is independent of $`\varphi _l`$ and depends only on the so-called “exponent parameter” $`\lambda `$ which can be calculated from the structure factor . This calculation has been done for the present system and a value of $`\lambda =0.708`$ was found . Hence in our case $`\lambda `$ is not a fit parameter. Once $`\lambda `$ is known, the function $`g_{}`$ can be calculated numerically.
The quantity $`t_\sigma `$ in Eq. (2) is the time scale of the $`\beta `$-relaxation and is given by
$$t_\sigma =t_0/|\sigma |^{1/2a},$$
(4)
where $`t_0`$ is a system universal constant, and the exponent $`a`$ can be calculated from $`\lambda `$ and is in our case $`a=0.324`$ . Hence, according to MCT, in Eq. (2) only the time scale $`t_\sigma `$ and the prefactor $`h_lc_\sigma `$ depend on temperature.
MCT also predicts that $`\tau _l(T)`$, the time scale of the $`\alpha `$-relaxation, depends on temperature like
$$\tau _l=\mathrm{\Gamma }_l\tau ,\tau =t_0/|\sigma |^\gamma ,\text{with}\gamma =1/2a+1/2b$$
(5)
where $`\mathrm{\Gamma }_l`$ is independent of temperature and the exponent $`b`$ can also be calculated from $`\lambda `$ and is for our system $`b=0.627`$ . Thus we have $`\gamma =2.34`$.
Having presented some of the predictions of MCT about the $`\beta `$-relaxation we can now check how well they agree with reality. For this we calculated from the simulation $`F^{\alpha \beta }(q,t)`$ and $`F_s^\alpha (q,t)`$, the coherent and incoherent scattering functions for wave-vector $`q`$, respectively. These time correlation functions were then fitted in the $`\beta `$-relaxation regime with the functional form given by Eq. (2), where $`f_l^c`$, $`h_lc_\sigma `$, and $`t_\sigma `$ were fit parameters. This fit was first done for the lowest temperature ($`T=0.446`$). For the fits at the higher temperatures the value of $`f_l^c`$ was kept fixed to the one of $`T=0.446`$ in order to avoid that the fits give some effective time scales $`t_\sigma `$ and prefactors $`h_lc_\sigma `$. In the inset of Fig. 1 we show the results of such fits and it can be seen that the range over which the $`\beta `$-correlator describes the data increases with decreasing temperature, as predicted by MCT.
From Eqs. (3) and (4) it follows that according to MCT a plot of $`t_\sigma ^{2a}`$ versus temperature should give a straight line and that this line should be independent of the correlator $`\varphi _l`$. In Fig. 1 we show such a plot where we have used for $`\varphi _l`$ the functions $`F_s^\alpha (q,t)`$ for the A and B particles and the function $`F^{\mathrm{AA}}(q,t)`$, for two wave-vectors: $`q=7.20`$ and $`q=9.61`$, which correspond to the location of the maximum and first minimum in the structure factor for the A-A correlation . From this plot we see that at low temperatures the different curves are indeed close to straight lines and collapse quite well onto a master curve. Hence we conclude that these two predictions of MCT work well for our system. Also included in the figure is a linear fit to the data for $`F_s^\mathrm{A}(q,t)`$ for $`q=7.2`$. This fit intercepts the temperature axis at $`T0.432`$, which according to MCT should be $`T_c`$. This estimate of the critical temperature is in excellent agreement with the one of Ref. , where $`T_c=0.435`$ was found.
We also mention that we have found that the square of the prefactor in Eq. (2), $`h_lc_\sigma `$, shows a linear dependence on $`T`$, $`(h_lc_\sigma )^2=|\sigma |`$, and vanishes at $`T_c`$, which follows from Eqs. (2) and (3) and is hence in agreement with MCT. The test of Eq. (3) is equivalent to the test of the relation between $`h_lc_\sigma `$ and $`t_\sigma `$, which according to the theory, Eqs. (2),(3) and (4), should be
$$h_lc_\sigma t_\sigma ^a.$$
(6)
In Fig. 2 we plot $`h_lc_\sigma `$ versus $`1/t_\sigma `$ in a double logarithmic plot for the same correlators discussed in Fig. 1. We see that the different curves can be approximated reasonably well by straight lines with a slope $`a`$ (bold solid line in the figure). Therefore we conclude that also this prediction of the theory seems to work satisfactorily well.
From Eqs. (4) and Eqs. (5) it follows that also the $`\alpha `$-relaxation time $`\tau _l`$ should show a power-law dependence on $`t_\sigma `$, i.e.
$$\tau _l\mathrm{\Gamma }_lt_\sigma ^{1+a/b}.$$
(7)
Thus this equation expresses the surprising prediction of MCT that two diverging time scale exist in supercooled liquids, namely $`\tau _l`$ and $`t_\sigma `$. Whether this is indeed the case is tested in Fig. 3 where we plot $`\tau _l^1`$ versus $`t_\sigma ^1`$ for the usual correlators in a double logarithmic plot. We see that the different curves are indeed close to straight lines and that the slope is very close to the theoretical value, bold straight line. Thus we confirm also this prediction of the theory.
As already mentioned above in the context of Eq. (2), according to MCT the whole time dependence of $`\varphi _l(t)`$ is given by the $`l`$independent function $`g_{}(t/t_\sigma )`$. In order to test this prediction we can introduce a function $`R_l(t)`$ as follows:
$$R_l(t)=\frac{\varphi _l(t)\varphi _l(t^{})}{\varphi _l(t^{\prime \prime })\varphi _l(t^{})}.$$
(8)
Here $`t^{}`$ and $`t^{\prime \prime }`$ are arbitrary times in the $`\beta `$-relaxation regime ($`t^{}t^{\prime \prime }`$). From Eq. (2) it follows immediately that in the $`\beta `$-regime the function $`R_l(t)`$ is independent of the correlator, i.e. of $`l`$. To see whether this is indeed the case we have considered the correlation function discussed in the context of Fig. 1 and in addition the coherent and incoherent scattering function for several other wave vectors and also the cross correlation function $`F^{\mathrm{AB}}(q,t)`$ at different $`q`$. This gave us a total of 36 correlation functions which are shown in the upper inset of Fig. 4 (at $`T=0.446`$). For each of these functions we determined the corresponding $`R_l(t)`$, choosing for $`t^{}`$ and $`t^{\prime \prime }`$ a value around 200 and 15000, respectively. In the main figure of Fig. 4 we show the different $`R_l(t)`$ and we see that in the $`\beta `$-regime they do indeed collapse onto a master curve. That such a collapse is not a trivial result can be concluded from the observation that outside the $`\beta `$-regime the different curves show a strong dependence on $`l`$, at short as well as at long times.
Equation (2) is the prediction of the theory about the leading asymptotic behavior for the time and temperature dependence of a generic correlator. Very recently the next order corrections to this behavior have been calculated and these corrections can now be used to do more checks on the validity of the theory. In Ref. it has been shown that in the early $`\beta `$-relaxation regime, i.e. for $`t_0tt_\sigma `$, the correlator can be written as
$$\varphi _l(t)=f_l^c+h_l(t_0/t)^a\{1+[K_l+\mathrm{\Delta }](t_0/t)^a\}.$$
(9)
Here $`\mathrm{\Delta }`$ is a $`l`$independent constant and the constant $`K_l`$ depends on $`l`$ but not on temperature. In the late $`\beta `$-regime, for which $`t_\sigma t\tau _l`$, the correlation function is predicted to behave like
$$\varphi _l(t)=f_l^ch_l(t/\tau )^b\{1K_l(t/\tau )^b\}.$$
(10)
The mentioned corrections are the second terms in the curly brackets in Eqs. (9) and (10). The important result about these equations is that the $`l`$ dependent part of the correction, i.e. $`K_l`$, is the same. Using this fact it is simple to show the following: Calculate the ratio $`R_l(t)`$ from Eq. (8) for various correlators and plot these $`R_l(t)`$ versus the logarithm of $`t`$. Draw two vertical lines at times that are a bit shorter and a bit longer than the times where the asymptotic expression, Eq. (2), holds. Start to label the correlators from top to bottom in the order they intersect the vertical line at short times and call this number $`i`$. Determine the position $`j`$ at which curve $`i`$ intersects the vertical line at large times, where the counting is again done from top to bottom. Thus this gives a function $`j(i)`$. From Eqs. (9) and (10) it then follows that $`j=i`$. Or to put this in other words: the first (second, …) curve that intersects the left vertical line is also the first (second, …) curve to intersect the right vertical line.
We have done the described procedure by using vertical lines at $`t=3`$ and $`t=10^5`$ (bold vertical lines in Fig. 4). The function $`j(i)`$ we find is shown in the lower inset of Fig. 4. We see that, despite the scattering present in the data, a clear increasing trend which is compatible with a straight line with unit slope can be seen, thus giving also support for the validity of this prediction of the theory.
We thus can conclude from the present work that many of the predictions that mode-coupling theory makes for the $`\beta `$-relaxation can also be tested in computer simulations. As we have shown in this paper the outcome of such tests for the Lennard-Jones system considered here is that the theory is indeed able to give a self consistent picture of the dynamics of this simple glass-former in the $`\beta `$-relaxation regime.
Acknowledgements: We thank W. Götze and A. Latz for valuable discussions and comments on a draft of this paper. Part of this work was supported by the DFG under SFB 262/D1.
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# CRITICAL SLOWING DOWN AND DEFECT FORMATION
## 1 Zurek’s picture of defect formation
The formation of topological defects (domain walls, strings,…) in a second order phase transition is a common phenomenon in condensed matter and cosmology. One relevant point in this context is to determine the initial correlation length of the pattern of defects emerging from the critical region or, in other words, to answer the question: ‘when symmetry breaks, how big are the smallest identifiable pieces?’ .
Historically, the first answer to this question was based on the thermal activation mechanism. In this picture, the pattern of defects stabilizes at the Ginzburg temperature, $`T_G`$, below which thermal fluctuations are unable to overcome the free energy barrier between inequivalent vacua. The initial length scale of the pattern of topological defects is then given by the correlation length at the Ginzburg temperature, $`\xi (T_G)`$, which can be estimated as
$$\xi (T_G)\frac{1}{\lambda ^{1/2}\mu }$$
(1)
where $`\mu `$ is the mass scale and $`\lambda `$ the coupling constant of the theory. The relevant point about eq. (1) is its independence on the rate at which temperature is changed (quench rate), due to the use of the equilibrium free energy from the critical temperature $`T_C`$ down to $`T_G`$.
More recently Zurek has proposed a new picture of defect formation , in which dynamical aspects of the phase transition play a key role. The main ingredient is critical slowing down (CSD), i.e. the vanishing of the damping rate of thermal fluctuations close to the critical point. CSD can be discussed in the context of a non-relativistic, classical scalar theory described by an order parameter $`\eta (t,\stackrel{}{r})`$ and a Langevin-type equation of motion as
$$\frac{\eta (t,\stackrel{}{r})}{t}=\mathrm{\Gamma }\frac{\delta }{\delta \eta (t,\stackrel{}{r})}+\zeta (t,\stackrel{}{r}),$$
(2)
where $``$ is the free-energy, $`\mathrm{\Gamma }`$ a phenomenological parameter, and $`\zeta (t,\stackrel{}{r})`$ a white noise term. Eq. (2) has damped plane wave solutions of the form $`\eta (t,\stackrel{}{r})e^{i\stackrel{}{k}\stackrel{}{r}}e^{\gamma _kt}`$, with $`\gamma _k=\mathrm{\Gamma }[|\stackrel{}{k}|^2+2\alpha (TT_C)]`$. CSD is the statement that long-wavelength fluctuations ($`\stackrel{}{k}0`$) are not damped as $`TT_C`$, which is clearly realized here.
What are the consequences of CSD on the formation of topological defects? The scaling $`\tau _0=1/\gamma (T)(TT_C)^1`$ (where we have defined $`\gamma \gamma _{\stackrel{}{k}=0}`$) \- obtained from the simple model (2) - can be generalized to
$$\xi \epsilon ^\nu ,\tau _0\epsilon ^\mu \mathrm{f}or\epsilon 0,$$
(3)
where $`\epsilon =|(TT_C)/T_C|=|(tt_C)/\tau _Q|`$ measures the distance in temperature - or in time - from the critical point. As $`t_C`$ is approached the relaxation time grows until a certain time $`t^{}`$ at which it becomes larger than the time left before the phase transition, i.e. $`\tau _0(t^{})=(t_Ct^{}).`$ Thermal fluctuations generated from $`t^{}`$ to $`t_C`$ are then unable to relax before $`t_C`$ and the system cannot follow the equilibrium effective potential. Then, as long as the quench-time $`\tau _Q`$ is finite -as in any practical application- a second order phase transition takes place out of thermal equilibrium.
To modify the thermal activation picture, Zurek’s proposed that the relevant length scale of the pattern of topological defects was given by the correlation length at $`t^{}`$. Using the scaling laws in (3) this implies a quench-time dependence of $`\xi (t^{})`$ as
$$\xi (t^{})\tau _Q^{\nu /(1+\mu )},$$
(4)
to be compared with eq. (1).
A recent generation of solid-state experiments, on phase transitions in liquid crystals and in $`{}_{}{}^{3}He`$ and $`{}_{}{}^{4}He`$, have ruled out the $`\tau _Q`$ independent scaling law (1) and are compatible with Zurek’s eq. (4). The question is then how much of these results can be extrapolated to the relativisitc high temperature environment of the early universe.
## 2 Critical slowing down in the early universe ?
In order to extend Zurek’s picture to the early universe, two main facts have to be taken into account; the expansion of the universe, and the need to use a relativistic quantum field theory (QFT), since temperatures are typically much larger than the masses of the particles.
In a radiation dominated universe the quench time is given by $`\tau _Q=(\dot{T}/T)^1=2\tau _H,`$ where $`\tau _H`$ the inverse of the Hubble parameter, which can be taken as a measure of the age of the universe.
$`\tau _H`$ is the third relevant time-scale of the problem, besides the time to the phase transition, $`t_Ct=\tau _Q\epsilon `$, and the relaxation time $`\tau _0`$. If, at $`\epsilon =1`$, $`\tau _0<2\tau _H`$, the picture will be similar to that discussed in the previous paragraph, with $`\tau _0`$ growing larger than $`(t_Ct)`$ at some time $`t^{}`$, leading to the scaling law of eq. (4). There is however a second possibility, namely that the lifetime of fluctuations becomes larger than the age of the universe, which happens if $`\tau _0(\epsilon =1)>2\tau _H`$. If this happens, the time $`t^{}`$ is not relevant any more since what counts is the time $`t_{\mathrm{a}ge}`$ when $`\tau _0=2\tau _H`$. A different scaling law is obtained in this case, namely
$$\xi (t_{\mathrm{a}ge})\tau _Q^{\nu /\mu }.$$
(5)
Which of the two scaling laws is realized depends on the epoch at which the phase transition takes place. Typically, taking a $`\lambda \mathrm{\Phi }^4`$ theory with $`\lambda =10^2`$, eq. (4) ( eq. (5)) is realized for $`T<10^{11}\mathrm{G}eV`$ ($`T>10^{11}\mathrm{G}eV`$).
The need to use relativistic QFT poses more subtle questions. First of all, we have to identify the relaxation rate. Instead of relying on phenomenological equations of motion like (2), first principles equations- directly derived from the QFT- have to be employed. They have the general form
$$\left[\frac{^2}{t^2}+|\stackrel{}{k}|^2+m^2+\mathrm{R}e\mathrm{\Pi }(E_k,\stackrel{}{k})+2\gamma _\stackrel{}{k}\frac{}{t}+\mathrm{}\right]\mathrm{\Phi }(t,\stackrel{}{k})=\zeta (t,\stackrel{}{k})+\mathrm{},$$
(6)
where $`\mathrm{\Pi }(E_k,\stackrel{}{k})`$ is the self-energy,
$$\gamma _\stackrel{}{k}=\frac{\mathrm{I}m\mathrm{\Pi }(E_k,\stackrel{}{k})}{2E_k},E_k^2=|\stackrel{}{k}|^2+m^2+\mathrm{R}e\mathrm{\Pi }(E_k,\stackrel{}{k}),$$
(7)
and the ellipses represent terms which are non-local in time (memory terms). Now the damped plane wave solutions have the form $`\mathrm{\Phi }e^{i(E_kt\stackrel{}{k}\stackrel{}{x})}e^{\gamma _kt}`$. Comparing with (2) we see that the equation of motion in this case is second order in time and, moreover, the dissipative term is proportional to the imaginary part of the self-energy, and not to the real part, as for eq. (2). At first sight, it is then not obvious at all whether CSD is realized in the relativistic QFT as well.
Indeed, $`\gamma `$ has been computed in perturbation theory by Parwani . At two-loops in the hard-thermal-loop resummed theory one gets
$$\gamma _{p.t.}=\frac{1}{1536\pi }l_{qu}\lambda ^2T^2$$
(8)
where $`l_{qu}=1/m(T)`$ is the Compton wavelength. The above result is valid as long as $`T`$ is much larger than any mass scale of the $`T=0`$ theory. If at $`T=0`$ there is spontaneous symmetry breaking $`m(T)`$ has the form $`m^2(T)=\mu ^2+\lambda T^2/24`$, thus giving a critical temperature $`T_C^2=24\mu ^2/\lambda `$. As $`TT_C`$, $`m(T)0`$ and eq. (8) diverges. In other words, the resummed perturbation theory result is completely at odds with what expected; we have critical speeding up instead of slowing down!
## 3 RG computation of $`\gamma `$
It is well known that (resummed) perturbation theory cannot be trusted close to the critical point, due to the divergence of its effective expansion parameter, $`i.e.\lambda T/m(T)`$. In refs. it was shown that the key effect which is missed by perturbation theory is the dramatic thermal renormalization of the coupling constant, which vanishes in the critical region. The running of the coupling constant for $`TT_C`$ is crucial also in turning the divergent behavior of eq. (8) into a vanishing one.
The details of the computation of $`\gamma (T)`$ in the framework of the Thermal Renormalization Group (TRG) of ref. can be found in .
In Fig. 1 we plot the results for the temperature-dependent damping rate $`\gamma `$ and coupling constant, as a function of the temperature . The dashed line has been obtained by keeping the coupling constant fixed to its $`T=0`$ value ($`\lambda =10^2`$), and reproduces the divergent behavior found in perturbation theory (eq. (8)). The crucial effect of the running of the coupling constant is seen in the behavior of the dot-dashed line. For temperatures close enough to $`T_C`$, the coupling constant (solid line in Fig.2) is dramatically renormalized and it decreases as
$$\lambda (T)\epsilon ^\nu $$
where $`\nu 0.53`$ in our approximations. The mass also vanishes with the same critical index. The decreasing of $`\lambda `$ drives $`\gamma `$ to zero, but with a different scaling law ,
$$\gamma (T)\epsilon ^\nu \mathrm{log}\epsilon .$$
Taking couplings bigger than the one used in this letter ($`\lambda =10^2`$), the deviation from the perturbative regime starts to be effective farther from $`T_C`$. Defining an effective temperature as $`\lambda (T)/\lambda 1/2`$ for $`T_C<TT_eff`$ we find that $`t_{eff}`$ scales roughly as $`t_{eff}\lambda `$.
## 4 Conclusion
We have seen that Zurek’s picture of second order phase transitions is basically valid also in the early universe, provided non-perturbative methods are employed in order to reproduce CSD. This problem seems to be tailored on the real-time TRG method of ref. better than on any other computation method. Indeed, as we have seen, perturbation theory fails close to $`T_C`$. Moreover, since we have to compute a non-static quantity (i.e. at non-zero external energy, see eq. (7)), neither lattice simulations nor the Exact RG of the second of refs. -which are implemented in euclidean time- can be employed here.
## References
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# 1 Introduction
## 1 Introduction
The existence of N=1 supersymmetry in the standard model was confirmed by the indirect experimental data . That is why the dynamics of supersymmetric theories should be thoroughly investigated, especially beyond the frames of the perturbation theory. This case, being the most complicated, is of the most interest, because nonperturbative effects seem to produce the quark confinement.
Recently there is a considerable progress in understanding of the nonperturbative dynamics, caused by . In this paper the sum of instanton corrections was found explicitly for the simplest N=2 supersymmetric Yang-Mills theory with $`SU(2)`$ gauge group. However, this model is very far from the realistic ones, the investigation of N=1 supersymmetric models being much more interesting.
N=1 supersymmetric theories were considered first in . In this paper the effective potential was found from the exact conservation of R-symmetry current beyond the perturbation theory. This approach was developed in , where it was proposed to use composite fields for the description of the theory for $`N_fN_c`$.
However, the corresponding superpotential does not agree with instanton calculations and does not reproduce quantum anomalies. These problems can be solved by introducing a new composite field – gluino condensate. At the perturbative level anomalies are reproduced by the Veneziano-Yankielowitch effective Lagrangian . However, it is not applicable beyond the frames of the perturbative theory. At the nonperturbative level it is possible to use the relation between perturbative and exact anomalies, which allows to construct a superpotential, that is in agreement with the transformation law of the collective coordinate measure and reproduces quantum anomalies . For $`N_cN_f`$ it is possible to integrate the gluino condensate out of it and obtain Seiberg’s exact results, but for $`N_c>N_f`$ it is not so .
However, in the present paper we argue, that the method, based on using of composite fields, suffers from some problems and propose a new approach. As a consequence we find a new form of the effective superpotential.
The paper is organized as follows: In Section 2 we briefly remind some results, obtained in the frames of the approach, proposed by Seiberg – Affleck-Dine-Seberg superpotential (section 2.1) and nonperturbative generalization of Veneziano-Yankielowitch effective Lagrangian (section 2.2). Here we discuss main shortcomings of these expressions and make a conclusion, that a new approach is needed. This new approach is formulated in Section 3. In this section we also construct our main result – exact effective action for the massive N=1 supersymmetric Yang-Mills theory with $`SU(N_c)`$ gauge group and $`N_f`$ matter supermultiplets. The results are briefly discussed in the Conclusion. In the Appendix we derive the expression for the superpotential and prove its uniqueness.
## 2 Exact superpotential – usual approach
### 2.1 Affleck-Dine-Seiberg superpotential
The first attempt to construct the exact superpotential for $`N=1`$ supersymmetric theories was made in .
It is well known, that in this case there is a special chiral symmetry (so called R-symmetry), which is not destroyed by the perturbative quantum corrections. Assuming, that the correspondent current is also conserved beyond the frames of the perturbation theory, Affleck, Dine and Seiberg constructed the following superpotential, depending only on scalar fields and reproducing zero anomaly of R-symmetry:
$$L_a=d^2\theta \mathrm{\Lambda }^{\frac{3N_cN_f}{N_cN_f}}\varphi ^{\frac{2N_f}{N_cN_f}}$$
(1)
(Here $`L_a`$ denotes the holomorphic part of the effective Lagrangian.)
However, this superpotential can not be generated by instantons, because for the N=1 supersymmetric Yang-Mills theory with $`SU(N_c)`$ gauge group and $`N_f`$ matter supermultiplets the instanton corrections should be proportional to
$$L_a\mathrm{\Lambda }^{(3N_cN_f)n}$$
(2)
where $`n`$ is the module of a topological number.
Moreover, (1) does not reproduce anomalies (except for R-symmetry) according to the equation
$$_\mu J_{(\alpha )}^\mu =\frac{\mathrm{\Gamma }}{\alpha }$$
(3)
because it does not contain gauge degrees of freedom.
The development of the ADS-approach was given in . The dynamics was argued to depend crucially on the numbers of colors and flavors. For example, for $`N_f>N_c`$ it was proposed to use gauge invariant variables, parametrizing the moduli space, as new quantum fields, while for $`N_f<N_c`$ the effective action depends on the original fields. For $`N_f=N_c`$ instanton corrections to a special classical constrain lead to the necessity of introducing Lagrange multiplier to the effective action.
However, the problems mentioned above were not solved. Moreover, these results do not explain the phenomenon of confinement.
### 2.2 Nonperturbative generalization of Veneziano-Yankielowitch effective Lagrangian
The development of this approach in allowed to construct a superpotential, agreeing with the transformation law of the collective coordinate measure and reproducing anomalies of chiral symmetries. The matter is that constructing exact superpotential it is impossible to omit gauge degrees of freedom. In the frames of the above approach it is a gluino condensate $`S=W_a^2`$.
Taking this dependence into account it is possible to find the following expression for the superpotential
$$L_a=\frac{1}{16\pi }\text{Im}d^2\theta S\tau (z^{1/4})$$
(4)
Here $`\tau (a)`$ coincides with the correspondent function in the Seiberg-Witten solution, defined by
$$\tau (a)=\frac{da_D(u)}{da}|_{u=u\left(a\right)}$$
(5)
where
$$a(u)=\frac{\sqrt{2}}{\pi }\underset{1}{\overset{1}{}}𝑑x\frac{\sqrt{xu}}{\sqrt{x^21}};a_D(u)=\frac{\sqrt{2}}{\pi }\underset{1}{\overset{u}{}}𝑑x\frac{\sqrt{xu}}{\sqrt{x^21}}.$$
(6)
In the frames of the approach, proposed by Seiberg, the parameter $`z`$ is a function of ”mesons”, ”barions” and gluino condensate $`S`$. The exact expression, found in , has the following form:
$`z={\displaystyle \frac{\mathrm{\Lambda }^{3N_cN_f}}{\text{det}MS^{N_cN_f}}},N_c>N_f`$
$`z={\displaystyle \frac{\mathrm{\Lambda }^{3N_cN_f}S^{N_fN_c}}{\text{det}M(\stackrel{~}{B}^{A_1A_2\mathrm{}A_{N_fN_c}}M_{A_1}{}_{}{}^{B_1}\mathrm{}M_{A_{N_fN_c}}{}_{}{}^{B_{N_fN_c}}B_{B_1B_2\mathrm{}B_{N_fN_c}}^{})}},`$
$`N_cN_f`$ (7)
Taking the asymptotic of the exact solution
$$\tau (a)\frac{2i}{\pi }\mathrm{ln}a,a\mathrm{}(z0)$$
(8)
we obtain, that at the perturbative level (4) coincides with the Veneziano-Yankielowitch effective Lagrangian.
Therefore, (4) can be considered as a synthesis of Seiberg’s exact results and Veneziano-Yankielowitch effective Lagrangian.
In addition we should point out, that the gluino condensate $`S`$ is a natural Lagrange multiplier if $`N_f=N_c`$ and, moreover, (4) allows to treat theories with N=2 and N=1 supersymmetry in a similar way.
However, (4) (with the parameter $`z`$ given by (2.2)) suffers from some problems. For example, it seems, that a theory can not be described by gauge invariant composite fields in principle. Really, note, that in the frames of the above approach the gluino condensate should be considered as a new scalar quantum field, because otherwise some operations with $`S`$ become senseless. For example, if $`S=W_a^2`$ it is impossible to take $`\mathrm{ln}S`$, because the lowest component of this superfield contains anticommuting spinors. Moreover, all sufficiently large powers of $`S`$ are simply equal to 0 due to the same reason. Therefore, $`S`$ is a new scalar field which should be integrated out on shell . If it is possible, formally we should obtain Seiberg’s exact results. Nevertheless, it is impossible for $`N_c>N_f`$, because in this case the equation
$$\frac{w}{S}=0$$
(9)
has no solutions . For $`N_cN_f`$ there are solutions, but, as we mentioned above, integrating the gluino condensate out of the effective action seems to be impossible in principle. By other words, the Yang-Mills theory should be formulated in terms of the gauge field $`A_\mu ^a`$, but not in terms of gauge invariant $`F_{\mu \nu }^2`$, and, therefore, $`S`$, $`M_A^B`$ and so on can not be considered as quantum fields.
## 3 Another approach to construct exact superpotential
Taking into account the arguments, given in the previous section, it is necessary to propose another approach for constructing an exact superpotential. An exact result should satisfy the following evident conditions:
1. It should depend on the original fields of the theory.
2. It should agree with dynamical (perturbative and instanton) calculations (This requirement is much more restrictive, than the agreement with the transformation law of the collective coordinate measure).
The purpose of the present paper is to construct an expression for the effective superpotential, satisfying these requirements.
First, let us find its general structure. Note, that there is a relation between perturbative and instanton contributions . For example, the renorminvariance of instanton corrections allows to construct exact $`\beta `$-functions of supersymmetric theories.
Let us express this relation mathematically. Chose a scale $`M`$ and denote the value of the coupling constant at this scale by $`e`$. Then the perturbative result is proportional to $`1/4e^2`$, while the instanton contributions are proportional to $`\mathrm{exp}(8\pi ^2n/e^2)`$, where $`n`$ is the module of a topological number. (Perturbative and (each of) instanton contributions are renorminvariant separately.)
The holomorphic part of the perturbative effective action can be written as
$$L_a=\frac{1}{16\pi }\text{Im}\text{tr}d^2\theta W^2\left(\frac{4\pi i}{e_{eff}^2}+\frac{\vartheta _{eff}}{2\pi }\right)$$
(10)
where $`e_{eff}`$ and $`\vartheta _{eff}`$ are renorminvariant functions of fields, the effective perturbative coupling and $`\vartheta `$-term respectively. Denoting
$$z\mathrm{exp}\left(2\pi i\left(\frac{4\pi i}{e_{eff}^2}+\frac{\vartheta _{eff}}{2\pi }\right)\right)$$
(11)
we obtain, that the exact effective action (with instanton contributions) can be written as
$$L_a=\frac{1}{32\pi ^2}\text{Re}\text{tr}d^2\theta W^2f(z)=\frac{1}{32\pi ^2}\text{Re}\text{tr}d^2\theta W^2\left(\mathrm{ln}z+\underset{n=1}{\overset{\mathrm{}}{}}c_nz^n\right)$$
(12)
Note, that this expression is valid beyond the constant field approximation (that is usually assumed in derivation of the exact results).
The function $`f(z)`$ can be found explicitly. The matter is that the conditions
$$f(z)=\mathrm{ln}z+\underset{k=1}{\overset{\mathrm{}}{}}c_nz^n;\text{Re}f(z)<0$$
(13)
define its form uniquely. (The latter equation is a requirement of a positiveness of the squared effective coupling). In the Appendix A we prove, that these conditions uniquely lead to
$$f(z)=2\pi i\tau (z^{1/4})$$
(14)
where $`\tau (a)`$ is the Seiberg-Witten solution (5). Therefore, finally,
$$L_a=\frac{1}{16\pi }\text{Im}d^2\theta W^2\tau (z^{1/4})$$
(15)
where the parameter $`z`$ can be found approximately by the one-loop calculations and exactly (up to a constant factor) by investigation of the collective coordinate measure, similar to .
Let us consider, for example, N=1 supersymmetric Yang-Mills theory with $`SU(N_c)`$ gauge group and $`N_f`$ matter supermultiplets. Because in the one-loop approximation
$$\beta (e)=\frac{e^3}{16\pi ^2}(3N_cN_f)$$
(16)
the parameter $`z`$ should be proportional to $`M^{3N_cN_f}`$, where $`M`$ is an UV-cutoff. This result, of course, can be obtained from the collective coordinate measure .
The exact results, reminded in the previous section, were obtained for a massless case. However, in realistic theories most fields are massive (except for the gauge bosons, corresponding to an unbroken group). That is why the massive case is the most interesting for the physical applications. Of course, we will assume, that the supersymmetry is broken, although will not care about the concrete mechanism. It is important only, that there are some soft terms in the Lagrangian.
The purpose is to construct the effective action in the low-energy limit, below the thresholds for all massive particles. The contributions of massive particles into the running coupling constant are fixed at the masses and, therefore, their contributions to the parameter $`z`$ will be proportional to $`M/m`$ in a power, defined by the corresponding coefficient of the $`\beta `$-function. It is much more difficult to investigate the contributions of massless gauge fields. Of course, in this case the coupling constant is not fixed at a definite value and we need to perform a detailed analysis of the IR behavior of the theory. Note, that we are interested not in the renormgroup functions but in the effective action, that can be calculated, for example, in the constant field limit. Therefore, the contribution of the massless gauge field to the parameter $`z`$ will be a function of these fields.
Because the parameter $`z`$ is a scalar, we need to find a scalar superfield containing $`F_{\mu \nu }`$ and not having anticommuting fields in the lowest component (otherwise all sufficiently large powers of $`z`$ will be equal to 0 or infinity). The only such superfield is
$$B=\frac{1}{8}\overline{D}(1\gamma _5)D(W_a^{})^2=(D^a)^2\frac{1}{2}(F_{\mu \nu }^a)^2\frac{i}{2}F_{\mu \nu }^a\stackrel{~}{F}_{\mu \nu }^a+O(\theta )$$
(17)
where the index $`a`$ runs over the generators of a gauge group. (At the perturbative level similar expression was proposed in ).
Therefore, taking into account dimensional arguments, we obtain, that the contribution of massless gauge fields to the parameter $`z`$ is proportional to $`M/B^{1/4}`$ in a power, defined by the corresponding coefficient of $`\beta `$-function.
The $`\beta `$-function of the considered model can be written as
$$\beta (e)=\frac{e^3}{16\pi ^2}(c_{gauge}+c_\lambda +c_q+c_{sq})$$
(18)
where
$$c_{gauge}=\frac{11}{3}N_c;c_\lambda =\frac{2}{3}N_c;c_q=\frac{2}{3}N_f;c_{sq}=\frac{1}{3}N_f$$
(19)
are contributions of gauge fields (with ghosts), their spinor superpartners, quarks and squarks respectively. So, according to the above arguments, we obtain, that
$$z=e^{8\pi ^2/e^2}M^{3N_cN_f}\left(\frac{m_\lambda ^{2/3}}{B^{11/12}}\right)^{N_c}\left(m_q^{2/3}m_{sq}^{1/3}\right)^{N_f}$$
(20)
where $`m_\lambda `$ is a gluino mass, $`(m_q)_i^j`$ is a quark mass matrix and $`(m_{sq})_i^j`$ is a squark mass matrix.
However, this expression was found in the frames of the one-loop approximation. To take into account multiloop effects we should note , that the collective coordinate measure contains a factor
$$\left(\frac{8\pi ^2}{e^2}\right)^{N_c}$$
(21)
Of course, it will be also present in $`z`$. So, finally, the parameter $`z`$ (up to a constant factor $`C`$) is written as
$$z=C\left(\frac{8\pi ^2}{e^2}\right)^{N_c}e^{8\pi ^2/e^2}M^{3N_cN_f}\left(\frac{m_\lambda ^{2/3}}{B^{11/12}}\right)^{N_c}\left(\text{det}(m_q)_i^j\right)^{2/3}\left(\text{det}(m_{sq})_i^j\right)^{1/3}$$
(22)
where we take into account $`SU(N_f)`$ symmetry under the global rotations in the flavor space.
## 4 Conclusion
The main result of the present paper is the effective superpotential (15) with the parameter $`z`$, given by (22). This expression is in agreement with the perturbative calculations and possibly do not contradict to instanton calculations (although the explicit check, similar to seems to be very interesting). Moreover, it is easy to see, that this result is in agreement with the exact $`\beta `$-function, calculated in .
The structure (15) is different from the exact results, found in , and, especially, in or . The results depend on the original (instead of composite) fields. The presence of mass is also very important. In the massless limit the obtained results become ill defined. It is very difficult to say, if it is necessary to consider massless theories. At least, these theories have complicated problems in the IR-region.
In the present paper we did not discuss the physical consequences of the results. It will be done separately in other papers.
Acknowledgments
The author is very grateful to professor P.I.Pronin for valuable discussions and especially likes to thank V.V.Asadov for the financial support.
Appendix
## Appendix A Explicit expression for $`f(z)`$ and its uniqueness
Let us prove, that the conditions
$$f(z)=\mathrm{ln}z+\underset{k=1}{\overset{\mathrm{}}{}}c_nz^n;\text{Re}f(z)<0$$
(23)
uniquely define the function $`f(z)`$ and find it explicitly. For this purpose we introduce a new variable $`az^{1/4}`$ (this choice of the power will be explained below) and write formally
$$a\frac{df}{da}=4\frac{d^2u}{da^2}$$
(24)
where $`u(a)`$ is an undefined function. Defining $`F(a)`$ as
$$2\pi i\frac{d^2F}{da^2}f,$$
(25)
we can rewrite (24) in the form, similar to the exact anomaly in the Seiberg-Witten model
$$F+F_D=\frac{2i}{\pi }u$$
(26)
where
$$F_D=Faa_D;a_D=\frac{dF}{da}$$
(27)
Differentiating (26) with respect to $`u`$ twice, we obtain, that
$$a_D\frac{d^2a}{du^2}a\frac{d^2a_D}{du^2}=0$$
(28)
Therefore, the functions $`a(u)`$ and $`a_D(u)`$ can be identified with two linear independent solutions of the equation
$$\left(\frac{d^2}{du^2}+L(u)\right)\left(\begin{array}{cc}a& \\ a_D& \end{array}\right)$$
(29)
where $`L(u)`$ is an (so far) undefined function. Substituting the asymptotic $`f_{pert}(z)=\mathrm{ln}z`$ into (24), we obtain, that $`u_{pert}=a^2/2`$. Therefore, in the frames of perturbation theory
$$L(u)_{pert}=\frac{1}{4u^2}$$
(30)
Using (25) we find, that
$$(a_D)_{pert}=\frac{2i}{\pi }\sqrt{2u}\left(\mathrm{ln}\sqrt{2u}1\right)$$
(31)
is a second linear independent solution of this equation. Hence, the monodromy at the infinity is
$$M_{\mathrm{}}=\left(\begin{array}{cc}\hfill 1& \hfill 0\\ \hfill 2& \hfill 1\end{array}\right)$$
(32)
and coincides with the correspondent monodromy in the Seiberg-Witten model. The further arguments completely repeat the derivation of Seiberg-Witten exact result by the method, proposed in . Finally, we conclude, that the functions $`a(u)`$ and $`a_D(u)`$ coincide with the Seiberg-Witten solution (6).
Now it is quite clear, that the substitution $`z=a^4`$ was made in order to obtain the correct structure of the expansion (23). The uniqueness of the solution (with the condition $`\text{Re}f<0`$) can be proven similar to .
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# 1 Introduction
## 1 Introduction
Recently there have been intensive new activities to circumvent the notorious Nielsen-Ninomiya No-Go theorem for chiral fermions on the lattice. That theorem has a rather complicated set of minimal assumptions; we simplify them slightly to the following statement: for an (undoubled) lattice fermion, unitarity, discrete translation invariance, locality and (full) chiral symmetry cannot coexist. To get around this theorem, the breaking of each of these properties has been tried. Examples are (referring to the above order) one-sided lattice Dirac operators, random lattices, SLAC and Rebbi fermions, and finally the Wilson fermion.
The latter breaks the full chiral symmetry in a rather hard way, destroying essential physical properties related to chirality. (By full chiral symmetry we mean the relation $`\{D,\gamma _5\}=0`$, where $`D`$ is the lattice Dirac operator, and the curly bracket denotes the anti-commutator.) The subject of this paper is a recently re-discovered approach to perform such a chiral symmetry breaking in a much softer way, preserving a modified but continuous form of chiral symmetry at finite lattice spacing.
That remnant lattice chiral symmetry transformation has first been written down in Ref. . Its generalized form reads (we use a short-hand notation for the convolutions in coordinate space)
$$\overline{\psi }_x\left(\overline{\psi }(1+ϵ[1DR]\gamma _5)\right)_x,\psi _x\left((1+ϵ[1DR]\gamma _5)\psi \right)_x$$
(1.1)
where $`R`$ is a local Dirac scalar, i.e. it decays at least exponentially. We now require invariance of the fermionic Lagrangian $`\overline{\psi }D\psi `$ to $`O(ϵ)`$. This amounts to the condition
$$\{D_{x,y},\gamma _5\}=2(D\gamma _5RD)_{x,y},$$
(1.2)
which is known as the Ginsparg-Wilson relation (GWR). The crucial point is that the term $`R`$, which describes the chiral symmetry breaking of $`D^1`$,
$$R_{x,y}=\frac{1}{2}\gamma _5\{D_{x,y}^1,\gamma _5\},$$
(1.3)
is local, which is not the case for Wilson fermions, massive fermions etc. Therefore the pole structure of $`D^1`$ is not affected by $`R`$.
Ginsparg and Wilson pointed out a long time ago that this is a particularly soft way to break chiral symmetry on the lattice . Renewed interest was attracted to this approach especially by Ref. . It was demonstrated that it preserves the triangle anomaly , that it avoids additive mass renormalization and mixing of matrix elements , and that it reproduces the soft pion theorems . So far we refer to vector theories, but the GWR even serves as a basis for the construction of chiral gauge theories . As further applications, the GWR provides for instance a safe continuum limit of the chiral anomaly and of the spontaneous chiral symmetry breaking . It also opens new perspectives in other fields, like random matrix models .
As a general ansatz for a solution of the GWR, we write
$$D^1=D_\chi ^1+R,\mathrm{where}\{D_\chi ^1,\gamma _5\}=0.$$
(1.4)
Now a suitable operator $`D_\chi `$ — with the correct continuum limit — has to be identified, which is non-trivial even in the free case. If it suffers from doubling, non-unitarity or SLAC type non-locality (finite gaps of the free $`D_\chi (p)`$, where $`p`$ is the momentum), then that disease is inherited by $`D`$. Hence all these options must be discarded. A way out is, however, a non-locality of the Rebbi type , where $`D_\chi (p)`$ has divergences. This still allows for locality of $`D`$.
That is exactly the mechanism which is at work to yield local perfect fermions (lattice fermions without lattice artifacts). Here the term $`R^1`$ plays a specific rôle: in the block variable renormalization group transformation, which leads asymptotically to a perfect action, it is the kernel between the blocks in a Gaussian transformation term. <sup>2</sup><sup>2</sup>2Only the limit $`R0`$ (“$`\delta `$ function blocking”) leads to non-locality. Also in the interacting case the perfect fermion is a solution of the GWR, in agreement with the fact that it breaks the chiral symmetry only superficially (in the manifest form of the lattice action), but not with respect to the physical observables . However, the perfect fermion can only be constructed perturbatively or in the classical approximation (fixed point action, FPA) . It turned out that the latter is a solution of the GWR too , and its locality is optimized by the choice
$$R_{x,y}=\frac{1}{2}\delta _{x,y},\{D_{x,y},\gamma _5\}=(D\gamma _5D)_{x,y}.$$
(1.5)
The use of a FPA, together with the corresponding classically perfect topological charge, guarantees that the index theorem is correctly represented on the lattice .
We refer to eq. (1.5) as the “standard form” of the GWR. For a resulting FPA, the index theorem has been confirmed numerically in the Schwinger model , where the topological charge was also defined in the spirit of the FPA.
Except for the FPA, another GW fermion was discovered by H. Neuberger . The locality of that solution has been established analytically in a smooth gauge background and numerically up to moderate coupling strength in QCD .
The relaxation of the full chiral symmetry condition to the GWR allows the fermions to be local, but it has been conjectured that they can still not be “ultralocal” . This means that their couplings may decay exponentially, but they cannot stop at a finite number of lattice spacings, not even in the free case. In fact, this has been demonstrated for the standard form of the GWR and for a more general class of GW kernels $`R`$ in any dimension $`d2`$ .
Against this background, we construct in the next Section lattice fermions, which satisfy the GWR at least to a good approximation, but which have couplings only in a short range, so that they can be implemented directly for simulations. <sup>3</sup><sup>3</sup>3There is some conceptual — though not technical — similarity with the papers in Ref. . At the same time, we optimized other essential properties, in particular the scaling behavior and the approximate rotation invariance. We emphasize that the GWR does not guarantee a good quality of those properties. In fact, it has been observed — and it will be confirmed in Section 3 — that the Neuberger fermion does a rather poor job with that respect.
In addition we do our best to keep the computational effort modest. In the framework of the Schwinger model, where our study takes place, we can also simulate very complicated actions. However, we are interested in working out a formulation, which has the potential to be carried on and applied to $`d=4`$. All the above properties (in particular excellent chirality and scaling) are also manifest in the FPA for the Schwinger model in Ref. , except for the simplicity. That (approximate) FPA involves 123 independent couplings — and all together 429 terms per site. Unfortunately this makes an analogous formulation in $`d=4`$ inapplicable. So far, all attempts to construct a useful approximate FPA for QCD got stuck in the fermionic part of the action, hence it is strongly motivated to search for a simplified alternative with similar qualities.
## 2 Hypercubic approximate Ginsparg-Wilson <br>fermions
To improve the lattice fermion, i.e. to suppress lattice artifacts, we have to include couplings to lattice sites beyond nearest neighbors. However, the systematic extension to various lattice spacings amplifies the number of couplings very rapidly. As an option, which seems to allow for a powerful improvement, but which is still tractable in QCD simulations , we focus on the “hypercube fermion” (HF), where $`\overline{\psi }_x`$ is coupled to $`\psi _y`$ if $`|x_\mu y_\mu |1`$ for $`\mu =1\mathrm{}d`$, i.e. we couple all sites inside a $`d`$ dimensional unit hypercube.
### 2.1 Free hypercube fermions
For free fermions, perfect actions can be computed analytically . However, they can only be local in the sense that their couplings decay exponentially, in agreement with the conjecture about the absence of ultralocal GW fermions. For practical purposes the parameters in the renormalization group transformation can be tuned so that the decay becomes very fast. This is the case for the parameters corresponding to the standard GWR. There the couplings were truncated to the unit hypercube by means of periodic boundary conditions over three lattice spacings . The resulting truncated perfect HF (TP-HF) has strongly improved scaling properties compared to the Wilson fermion. Since the truncation is only a small modification, it also approximates the standard GWR to a good accuracy .
To fix our notation, we write the free lattice Dirac operator as
$$D_{x,x+r}=D(r)=\rho _\mu (r)\gamma _\mu +\lambda (r),(x,rZZ^d),$$
(2.1)
where we assume the sensible symmetries: $`\rho _\mu `$ is odd in the $`\mu `$ direction and even in all other directions, while the Dirac scalar $`\lambda `$ is entirely even. In addition $`\rho _\mu `$ is invariant under permutations of the non-$`\mu `$ axes, and $`\lambda `$ under any permutation of the axes. Of course $`D`$ must also have the correct continuum limit, $`D(p)=ip_\mu \gamma _\mu +O(p^2)`$.
As a measure for the total violation of the free GWR, we sum the squared violations in each site,
$`𝒱`$ $`=`$ $`{\displaystyle \underset{r}{}}\left[{\displaystyle \underset{x,y,z}{}}2D(x)\gamma _5R(y)D(z)\delta _{r,x+y+z}\{D(r),\gamma _5\}\right]^2`$ (2.2)
$`=`$ $`4{\displaystyle \underset{r}{}}\left[{\displaystyle \underset{x,y,z}{}}[\lambda (x)R(y)\lambda (z)\rho _\mu (x)R(y)\rho _\mu (z)]\delta _{r,x+y+z}\lambda (r)\right]^2.`$
For the standard GWR (1.5) this simplifies to
$$𝒱_{st}=\underset{r}{}\left[\underset{x}{}[\lambda (x)\lambda (rx)\rho _\mu (x)\rho _\mu (rx)]\lambda (r)\right]^2.$$
(2.3)
If we just optimize the couplings so that $`𝒱_{st}`$ becomes minimal, then we can still do somewhat better than the TP-HF. For $`d=2`$ this can be seen from Table 1, where we denote that “chirally optimized ” HF as CO-HF. However, the chiral optimization makes the scaling behavior a little worse than it is the case for the TP-HF, see below. On the other hand, if we search for excellent scaling, then we end up with a HF that we call SO-HF (scaling optimized ), and which is also included in Table 1. Its value for $`𝒱_{st}`$ is still small, but clearly larger than in the previous two cases. The TP-HF can therefore be seen as a compromise between the two optimizations with respect to just one property. Note that the couplings are similar in all these three HFs.
Actually the comparison of $`𝒱_{st}`$ is not really fair for the SO-HF, because that fermion is not necessarily related to the standard GWR. If we allow for $`R_{x,y}=r_0\delta _{x,y}`$ ($`r_0`$ arbitrary), then its value $`𝒱`$ drops to $`18.41310^4`$ (for $`r_0=0.48950632`$). If $`R`$ is generalized further to an even hypercubic form (like $`\lambda `$), we arrive at $`𝒱=15.97710^4`$, but this is still not in the same order of magnitude as the TP-HF and CO-HF.
We can also perform the minimization of the HF couplings for such generalized GW kernels $`R`$. However, we have to avoid the trivial minimum at $`\lambda =R=0`$ (naive fermion), so we insert another constraint on $`\lambda `$. We require the mapping to $`d=1`$ to reproduce the 1d Wilson fermion, $`\lambda _1+2\lambda _2=1/2`$ (which is also the case for TP-HF). The minimum is still found in the same vicinity, $`\rho ^{(2)}=0.09909187`$, $`\lambda _2=0.13035191`$, and $`R(0,0)=0.50514453`$, $`R(1,0)=0.00141375`$, $`R(1,1)=0.00183004`$, which shows that — at least with this extra constraint — the vicinity of the standard GWR plays indeed a special rôle. The violation then amounts to $`𝒱=0.79310^4`$, so we can apparently not proceed to lower orders of magnitude any more.
Hence we return to the form $`R_{x,y}=r_0\delta _{x,y}`$. In this case, there is a simple way to illustrate the accuracy of the GWR. For an exact GW fermion, the spectrum lies on the circle in the complex plane with center and radius $`1/(2r_0)`$ . This holds with or without gauge interaction. Therefore we can just check how close the eigenvalues of the approximate GW fermion are to that circle. This is shown in Fig. 1, which confirms the hierarchy measured from $`𝒱`$. The strongest deviations occur in the arc opposite to zero. This arc corresponds to high momenta and therefore a fine resolution, which is sensitive to small inaccuracies of the GWR.
However, as we emphasized in the introduction, we do not want to concentrate solely on the chiral quality. In particular we want to consider the scaling behavior as well, and we now take a first look at the impact of such a GWR optimization with that respect. Fig. 2 shows the dispersion relations for the free HFs mentioned before, and we see that all the three are strongly improved compared to the Wilson fermion. We also see that the hierarchy among the HFs is inverted. This observation motivated the consideration of the SO-HF, which was constructed by hand. (Some comments on the construction are given in the appendix.)
We also want to compare thermodynamic scaling properties of the free HFs. In Fig. 3 we show the ratios $`P/T^2`$ at $`\mu _c=0`$, resp. $`P/\mu _c^2`$ at $`T=0`$, which are scaling quantities in $`d=2`$ ($`P`$: pressure, $`T`$: temperature, $`\mu _c`$: chemical potential). In the HF actions, $`\mu _c`$ is incorporated according to the prescription in Ref. . For $`T0`$ (many lattice points $`N_t`$ in Euclidean time direction), resp. $`\mu _c0`$, all HFs converge to the continuum ratio, but the speed of convergence differs strongly. The relative quality of the scaling behavior, which was suggested by the dispersion, is confirmed. Again the SO-HF looks particularly impressive.
### 2.2 Applications to the Schwinger model
We now proceed to the 2-flavor Schwinger model (QED<sub>2</sub>), and we attach the free fermion couplings equally to the shortest lattice paths only. Moreover we add a clover term, which turned out to be useful, and we fix its coefficient to $`c_{SW}=1`$.
The classically perfect fermion-gauge vertex function includes a number of plaquette couplings spread over some range . However, if we sum them up and “compactify” them all into the clover term, we obtain $`c_{SW}=1`$. This holds for the “compactified” on-shell $`O(a)`$ improvement of any of our massless HFs. Note that — unlike QCD — this value does not get renormalized due to the super-renormalizability of the Schwinger model . Therefore, $`c_{SW}=1`$ provides a non-perturbative $`O(a)`$ improvement for the Wilson fermion as well as the HFs.
We use quenched configurations on a $`16\times 16`$ lattice. However, in the evaluation of dispersion relations and correlation functions (see below) the square of the determinant is included as a weight factor, following the prescription in Ref. , Section 3. For the pure gauge part, we use here and throughout this paper the Wilson plaquette action, which is actually perfect in 2d Abelian gauge theory .
We first compare the spectra of our three HFs at $`\beta =6`$. Figs. 4 and 10 show these spectra for a typical configuration. They are still fairly close to the unit circle (SO-HF is closer to a slightly larger circle, in agreement with the observation that it has an optimal $`r_0<0.5`$, see previous subsection). The splitting of the HF spectra around 2 can be viewed as a “residue” of the Wilson double circle. Close to zero we observe that the smallest real eigenvalue becomes finite. In QCD at weak coupling, such an effect corresponds roughly to the quark mass renormalization. Referring to this analogy, we denote the smallest real eigenvalues in the following as “quark” mass renormalization $`\mathrm{\Delta }m_q`$. For the HFs at $`\beta =6`$ it amounts to $`\mathrm{\Delta }m_q0.03`$. We also see from Fig. 4 that the clover term has actually a negative impact on the eigenvalues in the region around 2, but it improves the more important eigenvalues close to 0. (In this context, the Sheikholeslami-Wohlert action was studied in the Schwinger model in Ref. ; for a systematic study in $`d=4`$, see Ref. .) In particular it decreases $`\mathrm{\Delta }m_q`$, both, for the HFs and for the Wilson fermion. <sup>4</sup><sup>4</sup>4Here we refer to the non-critical Wilson fermion: $`\rho ^{(1)}=\lambda _1=0.5`$, $`\rho ^{(2)}=\lambda _2=0`$. Interestingly the mass renormalization is practically the same for the HFs and for the Wilson fermion with clover, and it is again almost the same if we omit the clover term, as it was observed before in QCD .
Of course, the mass renormalization — and the deviation from the circle in general — increases at stronger coupling; as an example we show a typical TP-HF spectrum at $`\beta =4`$ and at $`\beta =2`$ in Fig. 5.
As a scaling test, we consider the dispersion relations of the “mesons”; we call them “$`\pi `$” (massless) and “$`\eta `$” (massive). In Fig. 6 we show the $`\pi `$ and $`\eta `$ dispersions for our three HFs, and we compare them to the results for the Wilson fermion and for the FPA. For the Wilson fermion we now use the critical hopping parameter $`\kappa _c=0.25927`$, which was determined using the PCAC relation . These dispersions were obtained from 5000 configurations, using the same ensemble for all the fermion types in Fig. 6 (as well as Fig. 11 in Section 3). We see that our HFs are all strongly improved, to the same level as the FPA. This is very remarkable, because we only use 6 independent terms per site — as opposed to 123 in the FPA. (By contrast, the dispersions for the Sheikholeslami-Wohlert action are very similar to the Wilson action, see first Ref. in .) In addition to the excellent scaling — in particular for the SO-HF — the $`\eta `$ dispersion also reveals a good agreement with asymptotic scaling, which predicts an $`\eta `$ mass of $`m_\eta =\sqrt{2/(\pi \beta )}0.326`$.
As a further test for the quality of our fermion actions, we show in Fig. 7 the decay of the correlation function
$$C_3(x)=\overline{\psi }(0)\sigma _3\psi (0)\overline{\psi }(x)\sigma _3\psi (x).$$
(2.4)
We are particularly interested how well rotational invariance is approximated (which can only be measured by using $`\sigma _3`$ ). All our HFs yield a very smooth decay — again on the same level as the FPA — which reveals an excellent approximation of rotational invariance already at short distances. (The jumps around $`|x|8`$ are finite size effects). On the other hand, for the Wilson fermion the decay performs a zigzag at short distances, which corresponds to a “taxi driver metrics” <sup>5</sup><sup>5</sup>5In the “taxi driver metrics”, the distance between two lattice sites is given by the shortest lattice path(s) connecting them.; it takes rather large distances to approximate the Euclidean metrics instead.
Finally we also compared the percentage of configurations, which fulfill the index theorem, if we use the geometric definition for the topological charge. Here the results for the SO-HF are similar to those for the Wilson fermion at $`\beta =6`$, 4 and 2, which were reported in Ref. . The percentages amount to 100 %, 99.5(2) % and 78.7(13) %, respectively.
Our HFs are successful with respect to scaling and rotational invariance, and they approximate the GWR reasonably well up to moderate coupling strength. Their one unpleasant feature is the quite significant mass renormalization, which is visible again in Fig. 6. For the $`\pi `$ mass it amounts to $`m_\pi 0.13`$ (which is consistent with $`\mathrm{\Delta }m_q`$). This is a practical problem: in this formulation, $`m_\pi =0`$ would require the tuning of a negative bare mass. For the massive TP-HF that is also unfavorable for locality. However, we do know the TP-HF at any finite bare mass, and we can construct also massive SO-HFs, see appendix. Here we do not simulate them — that would also contradict our attempt to stay close to the GWR — but in $`d=4`$ this option should be reconsidered in order to tackle the problems related to the mass renormalization, which are more difficult there.
Indeed, the same problem was a major obstacle in similar QCD simulations . There the critical bare mass could be shifted to 0 by the use of fat links with negative staple terms . We also performed tests with fat links in the present framework, using both, positive and negative staple terms, and we could remove the mass renormalization here too. It is profitable to distinguish a staple term with weight $`w_l\lambda _1`$ attached to the scalar term, and an independent staple weight $`w_r\rho ^{(1)}`$ attached to the vector term. Then the weight of the direct link is $`(12w_l)\lambda _1`$ resp. $`(12w_l)\rho ^{(1)}`$. <sup>6</sup><sup>6</sup>6An attempt to optimize the fat links analytically — so that the GWR violation is minimized — yielded positive $`w_l`$, $`w_r`$, which led, however, to even larger values for $`\mathrm{\Delta }m_q`$. In Table 2 we give results from various staple combinations for the “quark” mass renormalization $`\mathrm{\Delta }m_q`$ and for the mean value of the squared distance from the unit circle, $`\delta _r^2`$. The first quantity refers to the (physically essential) small real eigenvalues, and the second quantity to the whole spectrum. In particular, $`\mathrm{\Delta }m_q=0`$ requires a strongly negative $`w_l`$, which amplifies, however, $`\delta _r^2`$. As a remedy for that we can choose a positive $`w_r`$ (and modify $`w_l`$ a little). However, here we optimize the GWR only, and it turned out that “GWR optimal” staples are unfavorable for the scaling behavior. The $`\pi `$ dispersion relation looks still fine, but the $`\eta `$ dispersion is somewhat distorted. For that reason — and for the sake of the simplicity of the action — we do not use fat links in the rest of this paper, i.e. we return to $`w_l=w_r=0`$.
Instead, we are going to suggest other solutions for the mass renormalization problem in the following two Sections. The goal is to further reduce the GWR violation, since $`\mathrm{\Delta }m_q`$ and $`m_\pi `$ vanish continuously as $`𝒱`$ approaches 0. This is in agreement with the consideration in Ref. , where a small fermion mass is introduced as a regularization before taking the chiral limit (in the sense of the GWR).
## 3 Exactly massless fermions with a good scaling behavior
Let us introduce the operator
$$V=1\frac{1}{\mu }D,(\mu 0)$$
(3.1)
where $`\mu `$ is a real mass parameter, and we require the GWR to hold with $`R_{x,y}=\frac{1}{2\mu }\delta _{x,y}`$. This is equivalent to
$$V^1=\gamma _5V\gamma _5.$$
(3.2)
The overlap type of solution inserts an operator $`V`$ of the form
$$V=\frac{A}{\sqrt{A^{}A}}.$$
(3.3)
If this is well-defined, then $`V`$ is unitary and the GWR reads $`V^{}=\gamma _5V\gamma _5`$. Inserting some lattice Dirac operator $`D_0`$ as
$$A=\mu D_0,$$
(3.4)
leads to a correctly normalized Dirac operator $`D`$. Most of the literature deals with the Neuberger fermion, which uses $`D_0=D_W`$, where $`D_W`$ is the Wilson-Dirac operator. Neuberger fermions were simulated (quenched) in the Schwinger model and in 4d non-Abelian gauge theory . The mass parameter $`\mu `$ is usually set to 1. As long as we stay with the Wilson-Dirac operator it can be absorbed in the mass $`M`$ of $`D_W`$. But if we insert a more sophisticated $`D_0`$, then $`\mu `$ takes a non-trivial rôle, see below.
It was observed that the use of a suitable $`D_0=D_{HF}`$ instead of $`D_W`$ improves the locality of the free $`D`$ significantly , and it looks promising also with other respects. Further properties of improved overlap fermions will be discussed in this Section.
### 3.1 Free overlap fermions
If we insert the ansatz $`D_0=\rho _\mu \gamma _\mu +\lambda `$, then the free overlap Dirac operator and its inverse read (in momentum space)
$`D(p)`$ $`=`$ $`1+{\displaystyle \frac{\rho _\mu (p)\gamma _\mu +\lambda (p)\mu }{\sqrt{\rho ^2(p)+[\lambda (p)\mu ]^2}}},`$
$`D^1(p)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(1{\displaystyle \frac{\rho _\mu (p)\gamma _\mu }{Q(p)+u(p)}}\right),Q(p):=\sqrt{\rho ^2(p)+u^2(p)},u(p):=\lambda (p)\mu .`$ (3.5)
There are two conditions for a pole in the free propagator:
$$(1)\rho ^2(p)=0,(2)u(p)<0.$$
(3.6)
Hence the vector term $`\rho _\mu `$ determines the shape of the fermion dispersion, and the scalar term $`\lambda `$ can fix an end-point of that dispersion curve <sup>7</sup><sup>7</sup>7It is the square root which causes this unusual behavior.. (This is different from the usual case, where both terms contribute to the shape, and the curve cannot just end inside the Brillouin zone.) From the symmetry properties that we assumed for the vector term, condition (1) allows for poles whenever all momentum components obey $`p_\mu \{0,\pi \}`$, hence it allows for fermion doubling with $`2^d`$ species. However, the condition (2) can still save us from doubling; $`\lambda `$ and $`\mu `$ should be chosen such that only the pole at $`p=0`$ really occurs. If we insert $`D_W`$ with a mass $`M`$, then the condition for one free species is simply $`0<(\mu M)<2`$. <sup>8</sup><sup>8</sup>8The situation on the boundaries is tricky. In gauge theory, some tuning of $`\mu `$ might be required to stay with one species .
For a HF with an even scalar term $`\lambda `$, the conditions read <sup>9</sup><sup>9</sup>9At this point, we do not insist on $`_r\lambda (r)=0`$, i.e. $`D_{HF}`$ may also be massive.
$$\mu \lambda _04(\lambda _1+\lambda _2)>0,\mu \lambda _0+4\lambda _2<0,\mu \lambda _08\lambda _2<0,$$
(3.7)
where we use the notation introduced in Table 1. In the presence of gauge interactions, the 1-species region becomes more narrow from both sides. This can be understood from a crude consideration, which introduces “effective links” somewhat smaller than 1, and which therefore moves the (negative) couplings $`\lambda _12\lambda _2`$ to larger “effective” values. This was also observed numerically for the TP-HF in the Schwinger model . <sup>10</sup><sup>10</sup>10As an example, the massless TP-HF has the free condition is $`0<\mu <1.96`$. At $`\beta =3`$ the physical interval shrinks to about $`\mu (0.3,1.8)`$; outside this interval the index theorem is violated. Hence we should start far from the boundaries in the free case, to be on more solid grounds in gauge theory. The truncation by condition (2) should occur not too close to the edge of the Brillouin zone, but of course quite far from $`p=0`$, because this region is really needed. It appears that $`\mu =1`$ is a very reasonable choice. In Fig. 8 we show the free fermion dispersion for overlap fermion $`D`$ constructed from $`D_W`$ and from our three variants of $`D_{HF}`$ (all of them massless): we show the full curve given by condition (1), and we mark the end-points for $`\mu =1`$. Those end-points can be shifted arbitrarily by changing $`\mu `$. (Higher branches do not appear, see appendix.)
We see that the overlap dispersion based on $`D_W`$ is unfortunately worse than the dispersion of the ordinary Wilson fermion, cf. Fig. 2. (Technically, the reason is that in the ordinary case the scalar term helps to raise the curve a little). It has been conjectured that overlap fermions might be free of $`O(a)`$ artifacts even in gauge theory. However, for the Neuberger fermion the $`O(a^2)`$ artifacts are quite bad, as we see even in the free case. The improvement by using $`D_{HF}`$ is again very significant, in particular for the SO-HF.
The improved scaling of free overlap-HFs is also confirmed if we repeat our thermodynamic considerations, see Fig. 9. The good quality of these fermions does hardly come as a surprise : if we insert a fermion into the overlap formula, which obeys the GWR for $`R=\delta _{x,y}/(2\mu )`$, then it reproduces itself due to $`A^{}A=\mu ^2`$. Now we insert an approximate GW fermion, so its modification by the overlap formula is rather modest, and the good scaling quality does essentially persist. <sup>11</sup><sup>11</sup>11Here the overlap correction $`A\mu A/\sqrt{A^{}A}`$ is completely obvious.
In the appendix we comment on the use of massive $`D_{HF}`$ — which still produce massless overlap fermions — and also on the option to render overlap fermions massive themselves.
### 3.2 Interacting overlap fermions
Also in the interacting case, the overlap-Dirac operator
$$D=\mu \left[\mathrm{\hspace{0.17em}1}\frac{A}{\sqrt{A^{}A}}\right]$$
(3.8)
satisfies the GWR with $`R_{x,y}=\delta _{x,y}/(2\mu )`$, hence its spectrum is situated on the circle with center and radius $`1/\mu `$. We now wonder what really happens to the eigenvalues of $`D_{HF}`$ as the hypercube fermion is inserted in the overlap formula. Fig. 10 shows as an example those eigenvalues (for a typical configuration at $`\beta =6`$ on our $`16\times 16`$ lattice) before and after application of the overlap formula. Especially in the region around zero — where the eigenvalue density is low — there is an obvious mapping of the eigenvalues one by one onto the circle. In such cases, the effect of the overlap formula is close to a radial projection of each eigenvalue onto the circle. This can easily be understood from the overlap formula, and it is in agreement with the above statement that the overlap modifies an approximate GW fermion only modestly. (Of course this observation is not so obvious if we insert a fermion far from a GW fermion, such as $`D_W`$.)
This geometric understanding of the overlap formula also provides a neat interpretation of the parameter $`\mu `$: it is simply the center of the circle (through 0) that the spectrum is projected on. Of course that center must be chosen between the small real eigenvalues of the original spectrum (which have to be mapped to 0) and the larger real eigenvalues (to be mapped on $`2\mu `$). So the allowed range of $`\mu `$ can be recognized immediately from the spectrum of $`D_0`$, see e.g. Figs. 1, 4, 5 and 10. This range shrinks at stronger coupling. If we do not respect it, then we map one or several eigenvalues to the wrong arc crossing the real axis, and as a consequence the index theorem is violated (as we mentioned already in the previous subsection).
These observations raise hope that also in gauge theory the scaling of an approximate GW fermion is not much affected by the “chiral projection”. Indeed, Figs. 11 and 12 show that the scaling quality — tested by the meson dispersion — as well as the approximate rotational invariance is still very good, whereas the Neuberger fermion is contaminated by considerable artifacts (again it is a little worse than the ordinary Wilson fermion). In particular for the overlap SO-HF the $`\pi `$ dispersion is still excellent, but the $`\eta `$ dispersion is a little distorted by the overlap formula (the slope is a bit too steep). The same effect occurs if we remove the mass renormalization by means fat links (using a negative $`w_l`$, cf. Section 2.2).
As a further issue, we now want to address the question of locality. For the Neuberger fermion in $`d=4`$, locality was established analytically for very smooth gauge fields . At $`\mu M=1`$ the dimensionally generalized condition is that any plaquette variable $`P`$ has to obey
$$1P<\frac{2}{5d(d1)},$$
(3.9)
since this rules out the danger of $`A^{}A=0`$. We see that this condition is more powerful in $`d=2`$ than in $`d=4`$.
In numerical tests in QCD down to $`\beta =6`$, it turned out that the degree of locality is only reduced gradually by the gauge interaction . <sup>12</sup><sup>12</sup>12As the interaction is turned on, the value of $`\mu M`$, which is optimal for locality, moves somewhat above $`1`$. The observation that it remains rather close to the free locality raises hope that the improvement of free locality persists also in gauge theory. In fact, this is confirmed in our Schwinger model study as we see from Fig. 13. It compares first the free locality, and then the absolute value of the maximal correlation over a distance $`|x|`$ at $`\beta =6`$ on a $`24\times 24`$ lattice. More precisely, we show the expectation value of
$$𝐟(𝐫)=_y^{\mathrm{max}}\{\psi (y)\text{ }|xy|=𝐫\}$$
(3.10)
for a unit source at $`x`$, as it was done before for the Neuberger fermion in QCD . We see that the exponential decay is much faster for the overlap SO-HF than it is the case for the Neuberger fermion. (Again, the little bumps in the middle of that plot are finite size effects; they move continuously if we vary the lattice size.)
A possible danger for the locality of an overlap operator could still occur at strong coupling, if the eigenvalues of $`A^{}A`$ cluster very densely close to zero. Since the use of an exact GW fermion (with respect to $`R_{x,y}=\delta _{x,y}/(2\mu )`$) for $`D_0`$ fixes $`A^{}A=\mu ^2=const.`$ (for any configuration), one could have hoped that an approximate GW fermion suppresses the density of eigenvalues near zero. However, from the eigenvalue histograms we could not find any significant difference between the Neuberger fermion and the overlap SO-HF with this respect at $`\beta =6`$, and at stronger coupling neither . In Fig. 14 we show histograms of eigenvalues obtained from 1000 configurations at $`\beta =6`$: the total eigenvalue density (left) and the lowest two eigenvalues (right). Also if we measure the separation of those lowest two eigenvalues in each configuration, there is no significant difference between the Neuberger fermion and the overlap SO-HF. (Apparently the different degree of locality can be recognized from the small eigenvalue distribution only if one takes into account the (topological) quality of the considered eigenvalues.)
As a last comparison, we show the angular density of the overlap SO-HP and the Neuberger fermion (at $`\beta =6`$, using $`\mu =1`$) compared to the FPA in Fig. 15. <sup>13</sup><sup>13</sup>13For the Neuberger fermion, such an angular density was studied before in Ref. .
Since there is a reflection symmetry on the real axis, we only show the upper part, ranging from 0 ($`\theta =0`$) to 2 ($`\theta =\pi `$). At small angles, i.e. small momenta, there is hardly any difference. Again a clear distinction occurs at the opposite arc. The overlap SO-HF has a peak at practically the same angle as the fixed point fermion, in contrast to the Neuberger fermion.
To summarize this Section, we first repeat that the overlap-HFs are exact GW fermions. If they scale very well in the straight application and they approximate the GWR decently — like the SO-HF — then the resulting overlap fermions do still scale well and they have an exact remnant chiral symmetry. So they combine two very important properties, which were simultaneously present only in the FPA so far. It’s draw-back, however, is that its simulation is still quite involved — although the action is much simpler than the FPA. In $`d=4`$ the square root operator is generally problematic, and in addition we use a matrix $`A`$, which is not as sparse as it is the case for the Neuberger fermion. Therefore the application of such a formulation in QCD might be rather expensive. In the next Section we present a suggestion on how to reduce the computational effort.
## 4 Perturbative chiral correction
We have seen in Section 2 that suitable HFs can scale well and approximate the GWR reasonably well, up to a certain coupling strength. In Section 3 we converted these HFs into exact GW fermions by means of the overlap formula, without a strong distortion of the good scaling and rotation invariance. However, this formulation contains an inconvenient square root operator. We now suggest a new method to avoid that operator in order to reduce the computational effort. For that purpose, we perform the “chiral projection” perturbatively.
Assume that we start from an operator $`D_0`$, which is close to a GW fermion for $`R_{x,y}=\delta _{x,y}/(2\mu )`$. Then the operator
$$\epsilon :=A^{}A\mu ^2$$
(4.1)
is small, $`\epsilon 1`$, and we use it as an expansion term to approximate $`(A^{}A)^{1/2}`$. The perturbative chiral projection takes the form
$`D_{pcp}`$ $`=`$ $`\mu AY`$
$`O(\epsilon )`$ $`:`$ $`Y={\displaystyle \frac{1}{2}}\left[\mathrm{\hspace{0.17em}3}{\displaystyle \frac{1}{\mu ^2}}A^{}A\right]`$
$`O(\epsilon ^2)`$ $`:`$ $`Y={\displaystyle \frac{1}{8}}\left[\mathrm{\hspace{0.17em}15}{\displaystyle \frac{10}{\mu ^2}}A^{}A+{\displaystyle \frac{3}{\mu ^4}}(A^{}A)^2\right],\mathrm{etc}.`$ (4.2)
One could write down the fully explicit action corresponding to the Dirac operator $`D_{pcp}`$, but this form is complicated already for $`O(\epsilon )`$ (at least the absence of fat links is profitable here). However, for practical applications such an explicit form is not needed, hence we do not write it down here. Once the matrix-vector products $`Ax`$ and $`A^{}x`$ are implemented, the implementation of the $`n^{\mathrm{th}}`$ order chiral correction is trivial, and requires essentially $`1+2n`$ such multiplications. Taking the first few orders is still much cheaper than the exact chiral projection discussed in Section 3. We emphasize that the linear growth in $`n`$ is very modest, so it should be feasible to simulate this expansion also beyond the lowest orders.
Let us now discuss the efficiency of the perturbative chiral projection. We consider the SO-HF, which scales very well, but which violates the GWR most (among our HFs). As a first example, we consider the spectrum of the free SO-HF originally and after the first order chiral projection for $`\mu =1`$. Fig. 16 (left) shows that this first order does most of the projection already; the resulting spectrum can hardly be distinguished from the unit circle.
Of course this method only works if we really start from an approximate GW fermion. <sup>14</sup><sup>14</sup>14Although simple, the expansion of the square root has not been used before, since all previous overlap simulations used the Neuberger fermion. As an illustration, we show the spectrum of the free Wilson fermion before and after first order “chiral projection” in Fig. 16 (right). Many eigenvalues do cluster at the unit circle (those corresponding to small eigenvalues of $`\epsilon `$), but others diverge in this inadequate expansion (those corresponding to eigenvalues of $`\epsilon `$ with absolute values $`>1`$). However, for even orders the “tail of the comet” flips far to the right-hand side, and perhaps it does not disturb for practical purposes.
We proceed to the Schwinger model, and we observe that — for our HFs at $`\beta =6`$ — the first order chiral correction does almost the full projection already. As an example we consider the SO-HF. Its initial and fully projected spectrum was shown for a typical configuration at $`\beta =6`$ in Fig. 10. We now show the first order mapping of the same configuration to the unit circle, and to the closest circle (of radius $`1.02145`$) in Fig. 17 (left). The radius of the larger circle corresponds to the optimal value of $`r_0`$, which was identified in Section 2.1. We observe in particular that the additive “quark” mass renormalization is pressed down form $`\mathrm{\Delta }m_q0.032`$ to about $`0.014`$ (and to $`0.002`$ for the second order), which corresponds to a reduction of $`m_\pi `$ from $`0.13`$ to $`0.07`$ (resp. $`0.02`$). That effect is specifically illustrated in Fig. 17 (right), which shows the distribution of the small real eigenvalues of 5000 configurations initially and after the perturbative chiral correction to the first and to the second order.
From Fig. 18 (left) we see that at $`\beta =4`$ the first order correction is still efficient, and finally Fig. 18 (right) shows that the second order can handle even strong coupling ($`\beta =2`$) quite successfully. To quantify these observations we present again the characteristic parameters $`\mathrm{\Delta }m_q`$ and $`\delta _r^2`$, which were introduced in Section 2.2, see Table 3.
We have seen in Section 3 that the scaling and the approximate rotation invariance are not badly affected by the full chiral projection. In further tests we made the very plausible observation that the effect of a partial chiral projection is in between. It corresponds roughly to the same interpolation as we just observed in the spectrum. Since the chiral behavior can be controlled by this economic method, we would recommend its use most of all for the SO-HF, which provides very good scaling from the beginning.
## 5 Conclusions
Over the last year, the Ginsparg-Wilson relation became fashionable in the lattice community; about 40 papers have been written about it. However, most of the literature focuses on the chiral properties (and recently on algorithmic questions for the Neuberger fermion ) only. Here we discussed chirality together with other crucial properties of fermionic lattice actions, in particular the quality of the scaling behavior, the approximate rotation invariance, the locality and — last but not least — computational simplicity.
We presented three different approaches:
* In Section 2 we discussed the straight construction of approximate GW fermions inside a short range. A few couplings allow for a decent approximation. Such fermions are numerically tractable in QCD, and in the Schwinger model we observe good scaling behavior. However, at increasing coupling the GWR violation becomes worse, which is manifest e.g. in a stronger mass renormalization.
* In Section 3 we corrected the GWR in the approximations of Section 2 by means of the overlap formula. We still observe good scaling and approximate rotation invariance for the improved overlap fermions, in contrast to the usual Neuberger fermion. However, this formulation is already somewhat demanding, and it is expensive to apply it in $`d=4`$.
* In Section 4 we show a way to simplify the evaluation of the overlap action, by avoiding the tedious square root operator. If we start from an approximate GW fermion, then the square root can be replaced by a simple perturbative expansion, and the first one or two orders are computationally relatively cheap. They do, however, provide most of the chiral projection, i.e. the GWR violation becomes small up to a considerable coupling strength. At the same time, scaling and rotation invariance remain strongly improved, in particular for the “scaling optimized hypercube fermion” SO-HF, which appears therefore as most satisfactory.
Based on these results, we think that an extension of this study to $`d=4`$ is highly motivated. Regarding the free fermion, all our results are already relevant for $`d=4`$ too, because they correspond to the special case $`p_3=p_4=0`$. An issue in 4d gauge theory is for instance the choice of a suitable action for the pure gauge part.
Acknowledgment We are indebted to S. Chandrasekharan, who contributed to this work in an early stage. We thank him also for sharing with us his interesting ideas. Furthermore we are very thankful to C. B. Lang for many important explanations. We also thank T. DeGrand, Ph. de Forcrand, F. Farchioni, M. Lüscher, K. Orginos T. Pany and K. Splittorff for inspiring comments. I. H. gratefully acknowledges his support by the Fonds zur Förderung der Wissenschaftlichen Forschung in Österreich, Project P11502-PHY, and W. B. thanks for the kind hospitality during his visit to Graz University, where this work picked up its crucial momentum.
## Appendix A Improved overlap fermions with and without mass
We start this appendix by adding some more details about the (massless) overlap fermions constructed from a hypercube fermion $`D_{HF}=\rho _\mu \gamma _\mu +\lambda `$. If we replace the momentum component $`p_2`$ by $`iE`$, then condition (1) in (3.6) yields the free dispersion relation
$`\mathrm{cosh}E`$ $`=`$ $`{\displaystyle \frac{2\rho ^{(1)}\rho ^{(2)}f(p_1)\pm \sqrt{1+[\rho ^{(1)\mathrm{\hspace{0.17em}2}}4\rho ^{(2)\mathrm{\hspace{0.17em}2}}]f(p_1)}}{14\rho ^{(2)\mathrm{\hspace{0.17em}2}}f(p_1)}},\mathrm{with}`$
$`f(p_1)`$ $`:=`$ $`\left({\displaystyle \frac{\mathrm{sin}p_1}{\rho ^{(1)}+2\rho ^{(2)}\mathrm{cos}p_1}}\right)^2.`$ (A.1)
In all the cases considered in Section 3.1 the lower sign does not lead to a real energy $`E`$, hence there are no upper branches. <sup>15</sup><sup>15</sup>15Also in all further free dispersions in this appendix, the unphysical sign never yields a real energy. According to condition (2) this curve stops as soon as
$$\lambda _0+2\lambda _1(\mathrm{cos}p_1+\mathrm{cosh}E)+4\lambda _2\mathrm{cos}p_1\mathrm{cosh}E\mu .$$
(A.2)
For $`D_W`$ with mass $`M`$, this simplifies to $`\mathrm{cosh}E=\sqrt{1+\mathrm{sin}^2p_1}`$ , ending at $`\mathrm{cos}p_1+\sqrt{1+\mathrm{sin}^2p_1}2+M\mu `$. We observed in Section 3 that the choice $`\mu 1`$ sets the end-point to a useful position (for $`M=0`$).
Taking into account the normalization, the shape of the curve depends on one single parameter, say $`\rho ^{(2)}`$. In the center of the Brillouin zone, the curve rises monotonously with $`\rho ^{(2)}`$, and a good interpolation between $`D_W`$ ($`\rho ^{(2)}=0`$) and $`D_{TPHF}`$ ($`\rho ^{(2)}=0.0953`$) makes it practically coincide with the continuum dispersion up to $`p_1\pi /2`$. In this way, the SO-HF was constructed, with a scalar term close to our other two HFs. We saw that it scales excellently, also in the straight application (without overlap).
Nothing prevents us from also inserting massive HFs in the overlap formula; we still obtain massless GW fermions. As an example, we use the massive TP-HF , where the parameter $`M`$ is the mass of the continuum fermion, which was originally blocked to the lattice. <sup>16</sup><sup>16</sup>16For the TP-HF this implies a bare mass of $`M^2/(\mathrm{exp}(M)1)`$. If we vary $`M`$, the dispersion curve of the overlap fermion can again be deformed monotonously, and a value close to $`M=1`$ appears optimal, see Fig. 19 (left). The overlap fermion constructed from the TP-HF at $`M1`$ performs also very well in the thermodynamic tests described in Sections 2 and 3, on the same level as the SO-HF. However, in this region of $`M`$ the 1-species range of the mass parameter $`\mu `$ — introduced in Section 3 — is very narrow, as we see from Fig. 19 (right). <sup>17</sup><sup>17</sup>17The asymmetry with respect to the sign of $`M`$ arises from the kernel in the Gaussian blocking term. We obtain optimal locality for $`R_{x,y}^1(M)=\pm \delta _{x,y}M^2/(\mathrm{exp}(M)M1)`$. Above we have chosen the positive sign. Then the couplings of the TP-HF at $`M=1`$ are: $`\rho ^{(1)}=0.11163921`$, $`\rho ^{(2)}=0.02885462`$, $`\lambda _0=1.10520159`$, $`\lambda _1=0.09226400`$, $`\lambda _2=0.03854222`$. For the negative sign in $`R^1`$: $`\lambda _i\lambda _i`$. Since this is dangerous for the interacting case, we consider the SO-HF as a better approach.
Finally we add some remarks on the case, where an overlap fermion is made massive by adding a mass term at the end. Such massive fermions are likely to have still very good chiral properties, which is useful for simulations of heavy quarks.
We add the mass term in the straightforward manner, <sup>18</sup><sup>18</sup>18 T.-W. Chiu suggested an alternative way . In the notation of Section 1 it amounts to $`D_{\stackrel{~}{m}}^{}=(D_\chi +\stackrel{~}{m})/(1+RD_\chi )`$ . However, if $`R_{x,y}\delta _{x,y}`$ then this is equivalent to eq. (A.3), due to $`D_m=(1+Rm)D_{\stackrel{~}{m}}^{}`$, if $`\stackrel{~}{m}=m/(1+Rm)`$, as S. Chandrasekharan first noticed .
$$D_m=1+m+\frac{A}{\sqrt{A^{}A}}.$$
(A.3)
If we now search for poles in the free $`D^1(p)`$, then condition (1) is generalized compared to (3.6),
$$(1)\rho ^2=\overline{m}(\lambda \mu )^2,\overline{m}:=1\frac{4}{(1+m+\frac{1}{1+m})^2},$$
(A.4)
while condition (2) keeps the same form. In Fig. 20 (left) we show the free dispersion relations for various massive overlap fermions. (We now omit the CO-HF; its scaling is always slightly worse than the TP-HF.) They are all constructed by using a massless $`D_0`$ and adding $`m=1`$. We see that the overlap SO-HF is still good here, but not optimal any more. If we increase $`\rho ^{(2)}`$ a little to $`0.088`$, then we obtain the SOM-HF, which scales excellently in this case. <sup>19</sup><sup>19</sup>19For completeness we give the full set of couplings of the SOM-HF: $`\rho ^{(1)}=0.324`$, $`\rho ^{(2)}=0.088`$; $`\lambda _0=1.5`$, $`\lambda _1=0.25`$, $`\lambda _2=0.125`$. There is no reason for the optimal value of $`\rho ^{(2)}`$ not to depend on $`m`$.
The low momentum expansion of the massive overlap operator starts with
$`D_m(p)`$ $`=`$ $`m_0+{\displaystyle \frac{1}{2m_{kin}}}p^2+O(p^4),`$
$`m_0`$ $`=`$ $`\mathrm{arcosh}{\displaystyle \frac{1}{\sqrt{1\overline{m}}}},`$
$`m_{kin}`$ $`=`$ $`{\displaystyle \frac{\sqrt{\overline{m}}}{4}}\left(\rho ^{(1)\mathrm{\hspace{0.17em}2}}\rho ^{(2)}+{\displaystyle \frac{8\rho ^{(1)}\rho ^{(2)}+\overline{m}\lambda _1}{2\sqrt{1\overline{m}}}}+{\displaystyle \frac{\rho ^{(2)}+4\rho ^{(2)\mathrm{\hspace{0.17em}2}}+\overline{m}\lambda _2}{1\overline{m}}}\right)^1.`$ (A.5)
This confirms for instance the value $`m_0(m=1)0.693`$ for all the massless fermions considered in Fig. 20. In Fig. 21 (left) we plot the static vs. kinetic mass for various overlap fermions, and we see again that the overlap SO-HF performs well at small $`m_0`$. If $`m`$ is of order 1, however, the two masses agree better for the overlap SOM-HF. In a next step, we fix the $`\lambda `$ term of the SO-HF ($`\lambda _1=2\lambda _2=1/4`$), and we tune the remaining free parameter $`\rho ^{(2)}`$ to an “ideal value”, so that $`m_{kin}=m_0`$. The resulting $`\rho _{ideal}^{(2)}(m_0)`$ is shown in Fig. 21 (right). It reveals a smooth mass dependence of the scaling optimal overlap HF. <sup>20</sup><sup>20</sup>20Our value for $`\rho ^{(2)}`$ in the SOM-HF is a little larger than $`\rho _{ideal}^{(2)}(0.693)`$, because this helps the dispersion to follow the continuum curve closely up to larger momenta.
Finally we remark that we can also insert a massive $`D_0`$, and make the resulting overlap fermion massive again. As an example, we consider some massive TP-HFs with varying mass parameters $`M`$, which are all converted to a massive overlap fermion by adding $`m=1`$. Here the static masses $`m_0`$ come out differently depending on $`M`$. For a direct comparison we show in Fig. 20 (right) the difference between the energy $`E(p_1)`$ and the continuum energy $`E_{cont}(p_1)`$. Again the vicinity of $`M=1`$ looks very good, but — as we mentioned before — that fermion might be too close to zero- or multi-species (doubling) to be useful in gauge theory.
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# References
SINGULARITY IN POTENTIAL, PERTURBATION AND VARIATIONAL METHODS
Yi-Bing Ding<sup>1,2,5</sup>, Xue-Qian Li<sup>1,3</sup> and Peng-Nian Shen <sup>1,4</sup>
1. CCAST (World Laboratory), P.O. Box 8730, Beijing 100080, China
2. Physics Department, Graduate School of Academia Sinica, Beijing, 100039, China
3. Department of Physics, Nankai University, Tianjin, 300071, China
4. Institute of High Energy Physics, Academia Sinica, Beijing, 100039, China
5. Department of Physics, University of Milan , 20133 Milan, Italy
Abstract
In this work, we carefully study the energy eigen-values and splitting of heavy quarkonia as there exist $`1/r^3`$ and $`\delta ^3(\stackrel{}{r})`$ singular terms in the potential which make a direct numerical solution of the Schrödinger equation impossible. We compare the results obtained in terms of perturbation and variational methods with various treatments.
It is well known that the interactions between heavy quarks (or heavy quark-antiquark) can be reasonably described by a combination of the Coulomb-type potential which is induced by the single-gluon exchange and the confinement potential. That form corresponds to the zero-th order potential.
As the first order corrections, the Breit-Fermi potential can be derived directly from the elastic scattering amplitude of the quark and antiquark, where the non-relativistic approximation is employed .
In the derivation, a non-relativistic expansion with respect to $`(|\stackrel{}{p}|/M_Q)^n(n1)`$ powers is carried out and usually, one only keeps terms up to $`|\stackrel{}{p}|^2/M_Q^2`$ and ignore the higher orders. A Fourier transformation would produce $`\delta ^3(\stackrel{}{r})`$ and $`1/r^3`$ terms in the configuration space. The extra potential term which is related to quark spins can be written in a general form as
$`V_{SD}(r)`$ $`=`$ $`({\displaystyle \frac{\stackrel{}{L}\stackrel{}{s}_1}{2m_1^2}}+{\displaystyle \frac{\stackrel{}{L}\stackrel{}{s}_2}{2m_2^2}})({\displaystyle \frac{1}{r}}{\displaystyle \frac{dS}{dr}}+{\displaystyle \frac{4\alpha _s}{3r^3}})+{\displaystyle \frac{4\alpha _s}{3}}{\displaystyle \frac{1}{m_1m_2}}{\displaystyle \frac{\stackrel{}{L}\stackrel{}{S}}{r^3}}`$ (1)
$`+`$ $`{\displaystyle \frac{4\alpha _s}{3}}{\displaystyle \frac{2}{3m_1m_2}}\stackrel{}{s}_1\stackrel{}{s}_24\pi \delta (\stackrel{}{r})`$
$`+`$ $`{\displaystyle \frac{4\alpha _s}{3}}{\displaystyle \frac{1}{m_1m_2}}[3(\stackrel{}{s}_1\widehat{r})(\stackrel{}{s}_2\widehat{r})\stackrel{}{s}_1\stackrel{}{s}_2]{\displaystyle \frac{1}{r^3}},`$
where $`\stackrel{}{S}\stackrel{}{s}_1+\stackrel{}{s}_2`$, $`\widehat{r}`$ is a unit spatial vector, $`\stackrel{}{L}`$ is the relative orbital angular momentum of the quark-antiquark system.
As noted, even though the Coulomb potential $`1/r`$ is also singular at $`r0`$, it is benign for solving the second-order differential equation. In fact, the Coulomb potential corresponds to the zero-th order of the non-relativistic expansion of the one-gluon-exchange induced potential, and its singular behavior is fully compensated by the small measure at vicinity of $`r0`$. By contraries, the extra $`\delta ^3(\stackrel{}{r})`$ and $`1/r^3`$ come from higher order (at least the first order) of the expansion. They are more singular and make the equation unsolvable. Here the unsolvability means that when one tries to numerically solve the Schrödinger equation with the potential including $`1/r^3`$ and $`\delta ^3(\stackrel{}{r})`$ in expression (1), he would confront infinity, namely the solution blows up due to the singular behavior of the potential at vicinity of $`r0`$, i.e., no physical solution can be obtained. Landau pointed out that as the potential is more singular than $`1/r^2`$, the equation is unsolvable , obviously $`1/r^3`$ and $`\delta ^3(\stackrel{}{r})`$ are more singular than $`1/r^2`$.
Analysis tells us that such high order singularities are not physical, but brought up by artificial truncation of the non-relativistic expansion, namely one only keeps to $`|\stackrel{}{p}|^2/M_Q^2`$ (or even higher, but finite orders).
Gupta et al. suggested to take an alternative expansion with respect to $`|\stackrel{}{p}|/E`$ instead of $`|\stackrel{}{p}|/M_Q`$ . Obviously the divergence for $`|\stackrel{}{p}|\mathrm{}`$ (or $`r0`$) is avoided, because $`|\stackrel{}{p}|/E1`$ as $`|\stackrel{}{p}|\mathrm{}`$. However, $`E`$ is an operator itself, while it exists at denominator of the expression, the equation is not solvable either unless one takes some extra approximations .
As discussed above, the singularity is artificial because of the non-relativistic approximation, so that in principle, if one deals with the problem in a reasonable scheme, for example, the relativistic B-S equation, such singularity would not appear at all. However, the potential form which is non-relativistic, is most useful and convenient. Many good zero-th order results have been achieved , we have all reasons to believe that the non-relativistic Schrödinger equation properly describes the physics. When the first order correction related to quark spins are considered, which determines the fine-structure and hyperfine structure of the quarkonium, the singularity problem emerges, and it turns the whole equation unsolvable. Therefore, as long as we are working with the non-relativistic Schrödinger system, we are forced to face this unphysical singularity problem. Similar singularity problem was discussed in previous literatures. For example, Frank, Land and Spector analyzed the singular potential , however, they mainly concerned the scattering states instead of the bound states. In this work, we only focus on the bound state problems. Our goal is to correctly solve the problem and obtain the physical quantities, even though there is the singularity.
So now the question is can we obtain the eigen energies and wavefunctions which are sufficiently close to physical reality? Of course, the closeness or validity degree can be tested by comparing the obtained results about the splitting, for example, with experimental data.
The effect of the $`\delta ^3(\stackrel{}{r})`$ term on the s-wave has been carefully studied by some authors , so readers are recommended to the original work for details.
In this work, we only concentrate ourselves at $`1/r^3`$ singular term which does not affect the s-wave (see below).
In this paper, we will obtain the eigen energies in both perturbative and variational methods and then compare the results, we also discuss some alternative ways to modify the potential form for avoiding the singularity which have been employed in literatures. Our numerical results show that there exist certain regions for those possible parameters in the approaches where all the results are consistent to each other with sufficient accuracy.
(i). Perturbative method.
The zero-th order potential does not include the singular parts of (1), so that we can easily solve the corresponding Schrödinger equation and obtain the zero-th order eigen energies and wavefunctions. Then we are going on studying the first order equation which involves the singular terms and obtain corresponding energies in terms of perturbative method.
Let us investigate the singular terms related to $`1/r^3`$ in eq.(1), we find that $`\stackrel{}{L}\stackrel{}{S}=\frac{1}{2}[(\stackrel{}{L}+\stackrel{}{S})^2\stackrel{}{L}^2\stackrel{}{S}^2]`$, so for the S-state ($`l=0`$), its eigenvalue is zero, moreover, the tensor-coupling term in (1) is proportional to an operator
$$V_{tensor}=[3(\stackrel{}{s}_1\widehat{r})(\stackrel{}{s}_2\widehat{r})(\stackrel{}{s}_1\stackrel{}{s}_2)],$$
which is sandwiched between two states which are solutions of the zero-th order equation. If both sides are S-states, then
$$𝑑\mathrm{\Omega }<Y_{00}|V_{tensor}|Y_{00}>=0,$$
where $`\mathrm{\Omega }`$ is the solid angle. The lowest non-zero value comes from P-state, $`<l=1|V_{tensor}|l=1>0`$, and the operator can also result in a small mixing between S-state and D-state, i.e. $`<l=0|V_{tensor}|l=2>0`$. We are not going to discuss the details of the mixing in this work.
Therefore, the singular $`1/r^3`$ terms do not bother the S-states, but only affect the higher orbital-angular momentum states ($`l1`$), this enables us to avoid singularities in practical calculations (see below). With the first order correction the Schrödinger equation for $`l=1,S=1`$ and $`J=2,1,0`$ ($`\stackrel{}{S}=\stackrel{}{s}_1+\stackrel{}{s}_2`$) is recast as
$$[\frac{1}{2\mu }\frac{1}{r^2}\frac{d}{dr}(r^2\frac{d}{dr})+\frac{2}{2\mu r^2}\frac{4\alpha _s}{3r}+\frac{3}{2m^2}(\frac{4\alpha _s}{3})\frac{1}{r^3}\left(\begin{array}{c}1\\ 1\\ 2\end{array}\right)]R(r)=ER(r),$$
(2)
where we only keep the $`\stackrel{}{L}\stackrel{}{S}`$ term (dropped out the tensor coupling for our purpose of this study) and take $`m_1=m_2=mM_Q`$, the reduced mass $`\mu =m/2`$.
In this study, our purpose is to investigate the effects of the singular potential, so that in the Schrödinger equation we deliberately omit the confinements piece, such $`\kappa r`$ which is well behaved at $`r0`$ for convenience. This treatment does not change the results of the study, but greatly simplifies the calculation.
(ii) The practical calculation in terms of perturbation.
For heavy quarkonia $`c\overline{c}`$, $`b\overline{b}`$, the coefficients of the $`1/r^3`$ is much smaller than that of $`1/r`$ which has a milder behavior at $`r0`$, so one can employ the perturbation method to calculate the splitting. Then the zero-th order equation is
$$(\frac{1}{2\mu }\frac{1}{r^2}\frac{d}{dr}(r^2\frac{d}{dr})+\frac{1}{\mu r^2}\frac{4\alpha _s}{3r})R^{(0)}(r)=E^{(0)}R^{(0)}(r).$$
(3)
For the 1p state, there is an analytical solution as
$`R^{(0)}(r)`$ $`=`$ $`{\displaystyle \frac{r}{2\sqrt{6}a^{5/2}}}e^{r/a}`$ (4)
$`E^{(0)}`$ $`=`$ $`{\displaystyle \frac{1}{2a}}({\displaystyle \frac{4\alpha _s}{3}}){\displaystyle \frac{1}{4}},`$ (5)
and the Bohr radius is
$$a=\frac{1}{\mu (\frac{4\alpha _s}{3})}.$$
(6)
If we take the conventional parameters $`m_c=1.84`$ GeV, $`\alpha _s=0.39`$, then
$$a=2.09030\mathrm{GeV}^1,E^{(0)}=0.031096\mathrm{GeV}.$$
We can evaluate the contribution of the $`1/r^3`$ term by means of perturbation. The perturbative hamiltonian is
$$\delta H=\frac{3}{2m^2}(\frac{4\alpha _s}{3})\frac{1}{r^3}.$$
(7)
Using the zero-th order wavefunction (4), we have
$`I_P`$ $`=`$ $`<P|\delta H|P>{\displaystyle R_P^{(0)}(r)\frac{3}{2m^2}(\frac{4\alpha _s}{3})\frac{1}{r^3}R_P^{(0)}(r)r^2𝑑r}`$ (8)
$`=`$ $`{\displaystyle \frac{\alpha _s}{12a^3m^2}}.`$
It is worth of noting, $`r`$ exists at numerator of the $`R^{(0)}(r)`$ expression in (4), so that the integration converges.
Numerically, we obtain
$$I_P=0.00105105\mathrm{GeV}.$$
(9)
For $`2^3P_2,\mathrm{\hspace{0.33em}2}^3P_1`$ and $`2^3P_0`$ states, the energy shifts are $`I_P,I_P`$ and $`2I_P`$ respectively. These values are only 3$``$ 6% of $`E^{(0)}`$, therefore the perturbation is legitimate and one can be convinced that the results are reliable.
(iii) Variational method.
The Schrödinger equation is not solvable if there is a potential term $`r^s`$ with $`s>2`$ or $`\delta ^3(\stackrel{}{r})`$, it is because the corresponding eigen-energy tends to $`\mathrm{}`$ and average radius turns to 0. ”Particle falls to the point $`r=0`$”. Let us focus on the $`1/r^3`$ singularity. Definitely, the $`\mathrm{}`$ solution is not physical, but a virtual solution of the equation with the singular potential. The key point is how to systematically get rid of the virtual unphysical solution and achieve the physical one.
The hamiltonian is
$$h_P=\frac{1}{2\mu }\frac{1}{r^2}\frac{d}{dr}(r^2\frac{d}{dr})+\frac{1}{\mu r^2}\frac{4\alpha _s}{3r}\frac{3}{2m^2}(\frac{4\alpha _s}{3})\frac{1}{r^3},$$
(10)
where we take $`J=1`$ as an example. If we employ the P-state wavefunction (4) as a trial function, the average value is
$$<h_P>=\frac{\alpha _s}{3a}+\frac{1}{8\mu a^2}\frac{\alpha _s}{12m^2a^3},$$
(11)
where $`a`$ is a variational parameter in the expression. Later we need to differentiate the expression with respect to $`a`$ and obtain the minimum.
For a $`c\overline{c}`$ bound state, the relation between $`<h_P>`$ and $`a`$ shows that as $`a0`$, $`<h_P>\mathrm{}`$, there is no lower bound. The corresponding average radius is
$$<r>=5a,$$
(12)
so that as $`a0`$, $`<r>0`$. It indicates that if one took the minimal value $`\mathrm{}`$ as the binding energy, the radius turns out to be infinitesimal, it cannot exist in principle. It is exactly the Landau’s conclusion. We can also prove that the conclusion is independent of the adopted form of the trial functions. This result indicates that the singular behavior of the potential near $`r0`$ is transferred to $`<h_P>`$ at $`a0`$.
Strictly speaking, the equation is of no solution in this case, does it mean that the Schrödinger equation cannot describe our physics picture? As pointed out in previous section, this singularity is caused by the ill behavior of the non-relativistic approximation near $`r=0`$. One can conjecture that the given Schrödinger equation can still correctly describe the physics even with the unphysical singular terms, but we have to solve it in a proper way. Namely since the singularity at $`r0`$ is artificial and unphysical, the boundless energy corresponding to $`a=0`$ does not reflect physical reality, i.e. the infinite $`<h_P>`$ at $`a=0`$ is not a physical solution and must be eliminated.
From another angle, as $`a0`$, the trial function (4) has a limit as
$$\underset{a0}{lim}\frac{r}{a^{5/2}}e^{r/a}=0.$$
(13)
The trial function tends to zero, the solution becomes trivial and does not make any sense at all.
In fact, if one differentiate $`<h_p>`$ with respect to $`a`$, besides the minimal value $`\mathrm{}`$ at the boundary $`a=0`$, $`<h_P>`$ has a local minimum at $`a_1`$ and it is
$$a_1=\frac{12+\sqrt{144192\alpha _s^2}}{32\alpha _s}\stackrel{\alpha _s=0.39}{=}1.97832\mathrm{GeV}^1.$$
(14)
The corresponding average energy value is
$$E_{var}=0.0322362\mathrm{GeV}.$$
(15)
When we compare this value $`E_{var}`$ with the result obtained in terms of perturbation
$$E_{per}=E^{(0)}I_P=0.0321470\mathrm{GeV},$$
(16)
the deviation between $`E_{var}`$ and $`E_{per}`$ is only about $`10^3`$.
For a real meson, $`<r>`$ cannot be zero, so the variational parameter $`a`$ must be non-zero. With this constraint, the boundless energy which corresponds to $`a0`$, is ruled out and we can enjoy the reasonable solution determined by the local minimum. Actually, this local minimum should correspond to the real physical value.
Even though we know the negative infinite minimal value of $`E`$ is not physical and should be abandoned, in practical calculations on computer, it is still bothering, therefore some plausible ways which may eliminate the singularity from the concerned problem would be welcome.
(iv) Variational method and a ”smear” form factor.
One may introduce a form factor to ”smear” the singularity . The most widely adopted form factor is the error function $`erf(\lambda r)`$. It turns the spatial part of the spin-orbit coupling to
$$V_P^{(SM)}=\frac{3}{2m^2}\frac{4\alpha _s}{3}erf(\lambda r)[\frac{1}{r^3}\frac{2}{\sqrt{\pi }}\frac{1}{r}].$$
(17)
For any finite $`\lambda `$value, $`V_P^{(SM)}`$ is no longer singular as
$$\underset{r0}{lim}V_P^{(SM)}=\frac{8}{3m^2}\frac{\alpha _s\lambda ^3}{\sqrt{\pi }},$$
(18)
which is finite as long as $`\lambda `$ is finite. In the approach, the hamiltonian turns into a form
$$h_P^{(SM)}=\frac{1}{2\mu }\frac{1}{r^2}\frac{d}{dr}(r^2\frac{d}{dr})+\frac{1}{\mu r^2}\frac{4\alpha _s}{3r}V_P^{(SM)}.$$
(19)
Because it has a nice behavior at $`r0`$, in $`<h_p>`$ there is no more the troublesome negative infinity at $`a0`$, and one can safely handle it with the variational method. For $`\lambda =5,10,15\mathrm{GeV}`$, we obtain the minimum of $`<h_P^{(SM)}>`$ which is also the minimal value for the whole range of $`0<a<\mathrm{}`$, and tabulate the results in table. 1.
Table 1.
| $`\lambda (\mathrm{GeV})`$ | 5 | 10 | 15 |
| --- | --- | --- | --- |
| $`a(\mathrm{GeV}^1)`$ | 1.97967 | 1.97868 | 1.97849 |
| $`E`$ (GeV) | -0.0322276 | -0.322339 | -0.0322352 |
For $`\lambda =15\mathrm{GeV}`$, the result is exactly the same as $`E_{var}`$ achieved in last section. But as $`\lambda >15\mathrm{GeV}`$, $`<h_P^{(SM)}>`$ has a boundless negative minimal value for $`a0`$ again. It means that as $`\lambda `$ in the form factor is greater than $`15\mathrm{GeV}`$, the function cannot smear out the singularity behavior at $`r0`$. The meaning of introducing the ”smear” form factor is that once we introduce a ”smear form factor whose parameter resides within a certain range”, we do not need to worry about the boundless minimal value at all, namely then the local minimum is the minimal value and finite, so that we can safely use the variational method to obtain energies. But beyond the parameter range, the boundless minimal value appears again, then we need to look for the local minimum as the real solution, exactly in analog to the treatment of previous section.
(v) The variational method and the ”regularization”.
(a) Another approach to handle the singularity is the so-called ”regularization” . In this approach, one can ”regularize” $`\frac{1}{r^n}`$ to $`\frac{1}{(r+c)^n}`$ ($`c>0`$), which obviously makes the potential converge at $`r0`$. Thus $`V_P`$ is replaced by
$$V_P^{(r)}=\frac{3}{2m^2}(\frac{4\alpha _s}{3})\frac{1}{(r+c)^3},$$
(20)
and $`V_P^{(r)}V_P`$ as $`c0`$. We tabulate the results corresponding to various $`c`$values in Table.2.
Table 2
| $`c(\mathrm{GeV}^1)`$ | 0.1 | 0.05 | 0.035 |
| --- | --- | --- | --- |
| $`a(\mathrm{GeV}^1)`$ | 1.99094 | 1.98525 | 1.98333 |
| $`E(\mathrm{GeV})`$ | -0.0321330 | -0.0321808 | -0.0321963 |
It is noted that the smaller $`c`$ is, the closer to $`E_{var}`$ and values in Table.1 the $`E`$values obtained by the ”regularization” scheme are. But as $`c<0.03\mathrm{GeV}^1`$, the singular behavior of the potential shows up again, namely then $`<h_P^{(r)}>`$ would have a boundless negative minimal value at $`a0`$.
In fact, in sections (iv) and (v), two different approaches are introduced to remedy the singular behavior of the potential at $`r=0`$. Besides the variational parameter $`a`$, there is an extra parameter $`\lambda `$ or $`c`$ being introduced. We notice that if the concerned parameter falls in a certain range, the negative infinite minimal value of $`<h_P>`$ which corresponds to an extreme variational parameter (usually $`a0`$) does not exist at all and a local minimum would give the physical solution. However, once the parameter is beyond the allowed range, such negative infinite $`<h_P>`$ would appear again, in this case, one has to enforce a constraint condition as in section (iii) for the pure variational method, i.e. prior rule out the negative unphysical infinity and keep the local minimum as reasonable solution.
(b) As the simplest ”regularization” scheme, one can replace $`V_P^{(r)}`$ in eq.(20) by
$$V_P^{(r1)}=\theta (rr_0)\frac{3}{2m^2}\frac{4\alpha _s}{3}\frac{1}{r^3}.$$
(21)
Obviously, it is an equivalent way to eq.(20) to get rid of the singularity at $`r0`$ and $`r_0`$ can be seen as an arbitrarily introduced ”cut-off” in the configuration space or a corresponding $`\mathrm{\Lambda }_01/r_0`$ in momentum space. For the zeroth order $`1^3P_1`$ state the correction of $`V_P^{(r1)}`$ can be calculated and the numerical results are shown in Table.3.
table 3.
| $`r_0`$ (GeV<sup>-1</sup>) | 0.20 | 0.15 | 0.10 | 0.08 | 0.068 |
| --- | --- | --- | --- | --- | --- |
| $`a`$ (GeV<sup>-1</sup>) | 1.97926 | 1.97886 | 1.97857 | 1.97848 | 1.97844 |
| $`E`$ (GeV) | $`0.0322303`$ | $`0.0322328`$ | $`0.0322347`$ | $`0.0322352`$ | $`0.0322355`$ |
To make more sense, it would be interesting to re-calculate the energy corrections owing to the potential $`V_P^{r1}`$ for the $`1^3P_1`$ state in perturbation and compare
$$E^{r1}<V_P^{r1}>=_{r_0}^{\mathrm{}}𝑑r[\frac{3}{2m^2}\frac{4\alpha _s}{3}\frac{1}{r^3}(R^{(0)})^2r^2],$$
(22)
with
$$\delta <V_P^{r1}>=_0^{r_0}𝑑r[\frac{3}{2m^2}\frac{4\alpha _s}{3}\frac{1}{r^3}(R^{(0)})^2r^2].$$
(23)
Now let us tabulate the results in Table 4 as
Table 4.
| $`r_0`$ (GeV<sup>-1</sup>) | 0.2 | 0.15 | 0.1 | 0.08 | 0.068 |
| --- | --- | --- | --- | --- | --- |
| $`E^{r1}`$ (GeV) | $`0.0010465`$ | $`0.0010485`$ | $`0.0010499`$ | $`0.0010503`$ | $`0.0010505`$ |
| $`\delta `$ (GeV) | $`4.51\times 10^6`$ | $`2.58\times 10^6`$ | $`1.17\times 10^6`$ | $`7.5\times 10^7`$ | $`5.4\times 10^7`$ |
| R | 0.0043 | 0.0024 | 0.0011 | 0.0007 | 0.0005 |
In the table, the ratio R is defined as
$$R=\frac{\delta }{E^{r1}}.$$
The integration over r from 0 to $`r_0`$ denotes the part we ignore when taking the ”regularization” (21) with the step function $`\theta (rr_0)`$. The ratio R reflects the relative errors, and from Table 4, we can see the errors brought by the ”regularization” are about a few thousandths at most. Therefore, according to the experimental accuracy, the scheme is very satisfactory. Indeed, our results restrict the probable error ranges for using the ”regularization” or ”smear” scheme to remedy the singularity.
(vi) With the Gupta’s approach.
In Gupta’s approach , where an approximation $`\stackrel{}{s}\stackrel{}{p}^{}+\stackrel{}{p}`$ being small is taken, $`\stackrel{}{p},\stackrel{}{p}^{}`$ are the three-momenta of the two quarks. $`V_P`$ is replaced by
$$V_P^g=\frac{4\alpha _s}{3}\frac{3}{2}\frac{f_1(r)}{r},$$
(24)
where
$$f_1(r)=[1(1+2mr)e^{2mr}]/m^2r^2,$$
(25)
obviously
$$\underset{r0}{lim}f_1(r)=2.$$
(26)
Thus this modified $`V_P^{(g)}`$ only possesses the singular behavior of $`1/r`$, so that would not bring up any difficulties for solving the Schrödinger equation by variational method. With this approach, we employ the same trial function (4) and variational parameter $`a`$ to obtain energy as
$$a_{var}^{(g)}=1.98570\mathrm{GeV}^1,\mathrm{and}E^{(g)}=0.0321867\mathrm{GeV}.$$
(27)
Instead, if we use the perturbation method, we obtain
$$E_{pert}^{(g)}=0.0321085\mathrm{GeV}.$$
(28)
This is consistent with the values given in Table.1 and 2, as the errors are negligibly small.
(vii) Conclusion and discussion.
Based on the above calculations, we can draw our conclusion as
(a) As Landau pointed out that an ill-extrapolation of the non-relativistic expansion brings up an artificial singular $`r^3`$ which makes the Schrödinger equation unsolvable. Here the ”unsolvable” means that it is impossible to obtain an exact solution of the equation, so that one is forced to look for a reasonable way to find the physical solution from the given hamiltonian with such singular terms. Our purpose is to seek for a solution which would describe the concerned physics (eigen-energies and eigen-wavefunctions) to a satisfactory degree. The success of the potential model for charmonia encourages this approach and stimulates further studies.
(b) In particular, the variational method without any special treatments for the singularity would result in an infinite negative energy which corresponds to $`<h_P>=\mathrm{},a=0,<r>=0`$. Obviously it is not physical, because it manifests itself as an infinitesimal radius meson, i.e. a point-like particle which would cause singularity as well known. Moreover, as the variational parameter turns to zero, the trial function (4) is zero, so it becomes trivial and unphysical, so must be ruled out.
The local minimum which corresponds to non-zero variational parameter and average radius indeed gives rise to reasonable solution and should be physical. Our results show a satisfactory consistency with that by other approaches, as expected.
(c) The ”smear” and ”regularization” approaches all introduce new parameters whose physical meaning is to decrease the measure near vicinity of $`r0`$ and/or simply eliminate a small neighborhood of $`r=0`$. Such schemes (”smear” or ”regularization”) with certain parameters partly compensate the artificial truncation of the non-relativistic expansion. Our results show that for certain parameter ranges, the obtained results are consistent with the perturbation. For future application, one needs to adopt reasonable values for the parameters, concretely, $`\lambda =15\mathrm{GeV}`$ for the ”smear” approach and $`c=0.035\mathrm{GeV}^1`$ and $`r_0=0.068`$ for the ”regularization”.
Beyond the parameter ranges, the singular behavior appears again.
It may only concern the automatic calculation procedure on computer for obtaining the energies by variational method. Without carefully programming, the computation may overflow once it gets to the artificial unphysical $`a0`$ and refuses to look for the physical local minimum. Therefore when one writes his program, he has to be careful about the possible negative infinity solution.
But if we take the suggested schemes with the concerned parameters residing in the allowed regions, we do not need to worry about the unphysical infinity at all while programming.
(d) The wavefunction problem is not solved yet. One can use the perturbation method to obtain the first order wavefunction, but it needs to sum over contributions from all possible zeroth order states, so practical applications are restricted. With the variational method one can obtain wavefunctions easily, but as we studied in another work , it is not a simple job. Even without the troublesome $`1/r^3`$ terms, it is difficult to obtain wavefunctions with satisfactory accuracy. Corresponding to the well-known potential forms, the Cornell, logarithmic etc. we have found that it is easy to obtain very accurate energy levels, but the errors for wavefunctions, in particular, for their values at origin are rather large unless we carefully choose the forms of the trial functions and use the multi-variational parameters. Moreover, the form of trial functions and number of variational parameters also depend on the form of potential. In we only succeeded to select proper trial functions and number of parameters for each well-known potential forms. However, that is only for the zeroth order situation, so when we consider the first order correction in the potential, the situation is even worsened.
So how to determine the wavefunctions, especially the values at origin, with existence of $`1/r^3`$ terms, is an open question and we will investigate it in our future works.
Acknowledgments
This work is partially supported by the National Natural Science Foundation of China (NNSFC).
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# 1 Introduction
## 1 Introduction
Recent work on the AdS/CFT correspondence has brought renewed interest in the subject of supersymmetric field theory in anti-de Sitter space, particularly for AdS<sub>5</sub>. We have found that several basic questions are not clearly discussed in the literature, and it is our aim to clarify them in the present paper. These questions include the proper Killing equation for the symplectic Majorana spinor required in AdS<sub>5</sub> SUSY, and the Lagrangian and transformation rules for the SU($`N`$) gauge multiplet, the conformal scalar multiplet, and the massive scalar multiplet.
It was a surprise to us that the symplectic Killing spinor equation involves a matrix $`M`$ in the USp($`2N`$) indices whose role was not recognized previously. It turns out that $`M`$ also enters the transformation rules and the Lagrangian of the basic supermultiplets. In this paper we will develop a full description of these basic supermultiplets on AdS<sub>5</sub> using the properly defined symplectic Killing spinors.
In the body of the paper, we will work with a metric of $`(+,,\mathrm{},)`$ signature unless stated otherwise:
$$ds^2=e^{2ar}\eta _{\alpha \beta }dx^\alpha dx^\beta dr^2.$$
(1.1)
With this choice of metric, the Ricci curvature is $`R_{\mu \nu }=(d1)a^2g_{\mu \nu }`$. We give a summary of results for the $`(,+,\mathrm{},+)`$ signature in Appendix A. It is our hope that the results in this paper will prove useful for developing further understanding of physics on AdS<sub>5</sub>.
## 2 Killing spinors on AdS
It is known that in $`d=5,6,7`$ mod 8 regular Majorana fermions cannot be defined . Instead, in these dimensions we can define symplectic Majorana fermions which are spinors satisfying the following condition :
$$\chi ^i=C(\overline{\chi }^i)^T$$
(2.1)
where $`C`$ is the charge conjugation matrix and
$$\overline{\chi }^i\chi _i^{}\gamma _0.$$
(2.2)
In general, $`i=1,2,\mathrm{},2n`$ and the indices are raised and lowered with a symplectic metric $`\mathrm{\Omega }_{ij}`$ which obeys
$$\mathrm{\Omega }^T=\mathrm{\Omega },\mathrm{\Omega }\mathrm{\Omega }^{}=I.$$
(2.3)
In this paper, we will only be interested in a pair of symplectic Majorana spinors, so $`i=1,2`$ and
$$ϵ=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)$$
(2.4)
is the symplectic metric which will be used throughout this paper. To simplify our computations, we will only use objects with all the symplectic indices lowered by inserting the symplectic metric explicitly, for example, $`\chi ^i=\chi _jϵ^{ji}=ϵ_{ij}\chi _j`$. Note that in our convention,
$$ϵ^{ij}=ϵ^{ji}=ϵ_{ij}.$$
(2.5)
Because of definition (2.2), we will treat $`\overline{\chi }^i`$ as an object with its symplectic index down, but will at times employ $`\overline{\chi }^i`$ notation to save space.
For the rest of this paper we will work in $`d=5`$ unless explicitly stated otherwise. Because now the Clifford algebra contains $`\gamma _5`$, the Fierz transformations become simpler:
$$\left(\begin{array}{c}s\hfill \\ v\hfill \\ t\hfill \end{array}\right)(4,2;3,1)=\frac{1}{4}\left[\begin{array}{ccc}1& 1& 1\\ 5& 3& 1\\ 10& 2& 2\end{array}\right]\left(\begin{array}{c}s\hfill \\ v\hfill \\ t\hfill \end{array}\right)(4,1;3,2)$$
(2.6)
where
$$\begin{array}{c}s(a,b;c,d)=\overline{\psi }_a\psi _b\overline{\psi }_c\psi _d\hfill \\ v(a,b;c,d)=\overline{\psi }_a\gamma _\mu \psi _b\overline{\psi }_c\gamma ^\mu \psi _d\hfill \\ t(a,b;c,d)=\frac{1}{2}\overline{\psi }_a\gamma _{\mu \nu }\psi _b\overline{\psi }_c\gamma ^{\mu \nu }\psi _d.\hfill \end{array}$$
(2.7)
Another useful identity to keep in mind in 5 dimensions is the symplectic Majorana flip formula
$$\overline{\chi }^i\gamma _{\mu _1}\gamma _{\mu _2}\mathrm{}\gamma _{\mu _{n1}}\gamma _{\mu _n}\psi ^j=\overline{\psi }^j\gamma _{\mu _n}\gamma _{\mu _{n1}}\mathrm{}\gamma _{\mu _2}\gamma _{\mu _1}\chi ^i$$
(2.8)
which written in our notation becomes
$$\chi _i^{}\gamma _0\gamma _{\mu _1}\gamma _{\mu _2}\mathrm{}\gamma _{\mu _{n1}}\gamma _{\mu _n}\psi _j=ϵ_{il}ϵ_{jk}\psi _k^{}\gamma _0\gamma _{\mu _n}\gamma _{\mu _{n1}}\mathrm{}\gamma _{\mu _2}\gamma _{\mu _1}\chi _l.$$
(2.9)
This formula comes about because the charge conjugation matrix, $`C`$, is such that
$$C\gamma _\mu C^1=\gamma _\mu ^T,$$
(2.10)
which is different from 4 dimensions where there is a minus sign on the right hand side of the equation. Because of that minus sign, a Majorana Killing spinor equation in 4 dimensions can be defined in a straightforward manner :
$$D_\mu ϵ=i\frac{a}{2}\gamma _\mu ϵ.$$
(2.11)
Note that because this equation satisfies the Ricci identity (see eq. (2.14) below), it can be interpreted as a Killing equation in arbitrary dimension for a complex unconstrained spinor, which was studied previously . An extension of the above definition to 5 dimensions fails because the left hand side satisfies the symplectic Majorana condition (2.1) while the right hand side of the above equation does not, due to eq. (2.10). This led us to consider a generalized form of the Killing equation for the symplectic Majorana Killing spinors:
$$D_\mu ϵ_i=iM_{ij}\frac{a}{2}\gamma _\mu ϵ_j,$$
(2.12)
where $`M_{ij}`$ is an unknown $`2\times 2`$ matrix, and $`D_\mu \psi =(_\mu +\frac{1}{2}\omega _{\mu ab}\sigma ^{ab})\psi `$. It is important to note that this form of the symplectic Killing spinor equation and the subsequent supersymmetry transformations stemming from it are compatible with AdS<sub>5</sub> supergravity transformation rules , although Killing spinors were not discussed there. We obtain the properties of the matrix $`M_{ij}`$ by applying the Ricci identity and the symplectic Majorana condition to eq. (2.12). Using eqs. (2.1) and (2.10) yields a condition on $`M_{ij}`$, which written in the matrix form becomes
$$M=ϵM^{}ϵ,$$
(2.13)
where $`ϵ`$ is the symplectic metric. On the other hand, Ricci identity yields
$$[D_\mu ,D_\nu ]ϵ_i\frac{1}{2}R_{\mu \nu ab}\sigma ^{ab}ϵ_i=a^2\sigma _{\mu \nu }ϵ_i=a^2\sigma _{\mu \nu }(M^2)_{ij}ϵ_j,$$
(2.14)
that is
$$M^2=1.$$
(2.15)
Putting equations (2.13) and (2.15) together, we can easily obtain the most general form of the matrix $`M`$:
$$M=\left(\begin{array}{cc}\mathrm{cos}\theta \hfill & \mathrm{sin}\theta e^{i\varphi }\hfill \\ \mathrm{sin}\theta e^{i\varphi }\hfill & \mathrm{cos}\theta \hfill \end{array}\right)=\stackrel{}{x}\stackrel{}{\sigma }$$
(2.16)
where $`\theta `$ and $`\varphi `$ are angles taking values between 0 and $`2\pi `$, and
$$\stackrel{}{x}=(\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{cos}\theta ),$$
and $`\stackrel{}{\sigma }=(\sigma _1,\sigma _2,\sigma _3)`$ is a vector of Pauli matrices. Hence, matrix $`M`$ can be interpreted as an element of the Lie algebra of USp(2). Furthermore, it is easily seen that the Killing spinor equation (2.12) is USp(2)-covariant: take $`M`$ to be an allowed matrix appearing in eq. (2.12), then USp(2) rotate the Killing spinors, $`ϵ_i^{}=U_{ij}ϵ_j`$, and write new Killing spinor equation for the rotated spinors – we obtain the same form of Killing spinor equation but with a different matrix $`M^{}=U^{}MU`$ which satisfies both conditions (2.13) and (2.15), hence giving us a valid Killing spinor equation.
Complex Killing spinors on $`d`$-dimensional anti-de Sitter spacetime AdS<sub>d</sub> for arbitrary $`d`$ have been constructed before . They are solutions of eq. (2.11) and take the form (see Appendix A for conversion between signatures)
$$ϵ=e^{\frac{i}{2}ar\gamma _r}\left(1+\frac{i}{2}ax^\alpha \gamma _\alpha (1i\gamma _r)\right)ϵ_0.$$
(2.17)
Solution of equation (2.12) can easily be obtained from the solution (2.17) by substituting $`M_{ij}\gamma _\mu `$ for every $`\gamma _\mu `$ in eq. (2.17):
$$ϵ_i=\left(e^{\frac{i}{2}arM\gamma _r}\right)_{ij}\left(\delta _{jk}+\frac{i}{2}ax^\alpha \gamma _\alpha (M_{jk}i\delta _{jk}\gamma _r)\right)\xi _k$$
(2.18)
where $`\xi _j`$ is a pair of constant symplectic Majorana spinors.
Now, for each matrix $`M`$ above, let us construct a Dirac spinor as a linear combination of the two symplectic Majorana spinors . Assume the most general relation between two symplectic Majorana spinors and a Dirac spinor:
$$\psi =Aϵ_1+Bϵ_2$$
(2.19)
with the unknown coefficients $`A`$ and $`B`$. To be consistent, eq. (2.19) should produce the right equation for the Dirac Killing spinors, eq. (2.11), when combined with equation for the symplectic Majorana Killing spinors, eq. (2.12). Using eq. (2.16) we find that this condition is satisfied by the following normalized Dirac spinor
$$\psi =e^{i\frac{\varphi }{2}}\mathrm{cos}\frac{\theta }{2}ϵ_1+e^{i\frac{\varphi }{2}}\mathrm{sin}\frac{\theta }{2}ϵ_2,$$
(2.20)
where we could also choose $``$ instead of $`+`$ between the two terms. This expression will be useful later in the paper.
Finally, it’s worth noting a general form of the matrix $`M`$ for more than 2 spinors. In the case of $`2n`$ spinors, $`M`$ is a $`2n\times 2n`$ matrix which takes a block form
$$M=\left(\begin{array}{cc}A& B\\ B^{}& A^{}\end{array}\right)$$
(2.21)
where $`A`$ and $`B`$ are $`n\times n`$ complex matrices which satisfy the following equations:
$$\begin{array}{c}AB=BA^{}\hfill \\ A^2+BB^{}=I.\hfill \end{array}$$
(2.22)
It is easy to see that for $`n=1`$, above equations yield precisely the matrix $`M`$ given in equation (2.16).
## 3 The on-shell USp(2) supersymmetric U(1) Yang-Mills theory on AdS<sub>5</sub>
Let us start with the massless USp(2) supersymmetric Yang-Mills theory in flat 4+1 spacetime. SU(2) version of this theory has been developed by Zizzi . U(1) theory is easily obtained from SU(2) theory:
$$=\frac{1}{4}F^{\mu \nu }F_{\mu \nu }+\frac{1}{2}D_\mu \varphi D^\mu \varphi +\frac{i}{2}\overline{\chi }^iD/\chi _i$$
(3.1)
and invariant under the following supersymmetry transformations:
$$\begin{array}{c}\delta A_\mu =i\overline{\eta }^i\gamma _\mu \chi _i\hfill \\ \delta \varphi =i\overline{\eta }^i\chi _i\hfill \\ \delta \chi _i=(\sigma _{\mu \nu }F^{\mu \nu }D/\varphi )\eta _i\hfill \end{array}$$
(3.2)
where $`\mu ,\nu =0,\mathrm{},4`$ and $`i=1,2`$. To describe the same theory on AdS<sub>5</sub> not only do we need to have additional terms in the supersymmetry transformations but we will have nonzero mass terms for both the scalar $`\varphi `$ and the spinors $`\chi _i`$ for the case of massless gauge potential. In fact, compactification of $`𝒩=2`$ supergravity on S<sup>5</sup> or AdS/CFT correspondence let us determine these masses:
$$m^2(A_\mu )=0,m(\psi )=\frac{1}{2},m^2(\varphi )=4.$$
(3.3)
Hence, the U(1) Yang-Mills theory on AdS<sub>5</sub> should be the flat U(1) theory (3.1) plus the above mass terms:
$$=\frac{1}{4}F^{\mu \nu }F_{\mu \nu }+\frac{1}{2}D_\mu \varphi D^\mu \varphi +\frac{i}{2}\overline{\chi }^iD/\chi _ia\mu _{ij}\overline{\chi }^i\chi _j\frac{1}{2}a^2m^2\varphi ^2.$$
(3.4)
Using the proper Killing spinor equation (2.12) for the symplectic Majorana spinors, we find that theory (3.4) is invariant under the supersymmetry transformations
$$\begin{array}{c}\delta A_\mu =i\overline{\eta }^i\gamma _\mu \chi _i\hfill \\ \delta \varphi =i\overline{\eta }^i\chi _i\hfill \\ \delta \chi _i=(\sigma _{\mu \nu }F^{\mu \nu }D/\varphi )\eta _i2ia\varphi M_{ij}\eta _j\hfill \end{array}$$
(3.5)
where $`M_{ij}`$ is the matrix given by eq. (2.16). Furthermore, supersymmetry determines the values of the masses in eq. (3.4):
$$\mu =\frac{1}{4}M,m^2=4.$$
(3.6)
It is easy to show that given a definition of a properly normalized Dirac spinor as in eq. (2.20),
$$\frac{i}{2}\overline{\chi }^iD/\chi _i=i\overline{\psi }D/\psi $$
(3.7)
and
$$\frac{1}{2}M_{ij}\overline{\chi }^i\chi _j=\overline{\psi }\psi .$$
(3.8)
Hence, this theory contains a Dirac spinor of mass equal to $`\frac{1}{2}`$ and one real scalar of mass equal to $`4`$. These masses agree completely with our previous predictions given in equation (3.3).
To complete the description of this theory we need to write down the supersymmetry algebra. Using eq. (3.5), we find that
$$[\delta _1,\delta _2]\varphi =2i\overline{\eta }_1^i\gamma ^\mu \eta _{2i}D_\mu \varphi $$
(3.9)
and similarly a usual expression for $`[\delta _1,\delta _2]A_\mu `$ (up to equations of motion and gauge transformations) because just like in the scalar case above all the terms proportional to $`a`$ cancel. However, supersymmetry algebra for the spinors is more interesting:
$$[\delta _1,\delta _2]\chi _i=2iD_\mu \chi _i\overline{\eta }_1^j\gamma ^\mu \eta _{2j}+3aM_{ij}\chi _j\overline{\eta }_1^k\eta _{2k}+\frac{a}{2}\gamma ^{\mu \nu }\chi _iM_{kj}\overline{\eta }_1^k\gamma _{\mu \nu }\eta _{2j},$$
(3.10)
where we used spinor equations of motion
$$D/\chi _i=\frac{i}{2}aM_{ij}\chi _j$$
(3.11)
and the following useful identities
$$\begin{array}{c}M_{nl}\delta _{ij}M_{il}\delta _{nj}+M_{ij}\delta _{nl}M_{nj}\delta _{il}=0\hfill \\ ϵ_{nj}(Mϵ)_{ik}+\delta _{kn}M_{ij}=M_{in}\delta _{jk}\hfill \\ ϵ_{nj}ϵ_{ik}+\delta _{kn}\delta _{ij}=\delta _{in}\delta _{jk}.\hfill \end{array}$$
(3.12)
To explain the terms appearing in this algebra, first consider only the fermionic part of the Lagrangian
$$_F=\frac{i}{2}\overline{\chi }^iD/\chi _i+\frac{1}{4}aM_{ij}\overline{\chi }^i\chi _j.$$
(3.13)
From the properties of the matrix $`M`$ (eqs. (2.13) and (2.15)), it follows that there is an additional U(1) symmetry in the theory:
$$\delta \chi _i=iM_{ij}\chi _j.$$
(3.14)
This extra symmetry manifests itself in the supersymmetry algebra, as we see from the second term in eq. (3.10). Furthermore, supersymmetry algebra involves a term proportional to
$$\gamma ^{\mu \nu }\chi _iM_{kj}\overline{\eta }_1^k\gamma _{\mu \nu }\eta _{2j}$$
(3.15)
which at first glance appears unusual. However, there is a clear and dimension independent explanation of this term. The proof of the following arguments is presented in Appendix B. Below, we chose to work in 4 dimensions because we do not wish to involve the symplectic indices. In 5 dimensions, the following discussion is slightly more involved but follows the same outline as the proof in Appendix B. To facilitate the explanation, let us look at the AdS<sub>4</sub> supersymmetric theory . If we compute supersymmetry algebra of the fermions using transformations (3.1) of that paper, we obtain (with our conventions)
$$[\delta _1,\delta _2]L\psi =iD^\mu L\psi \overline{ϵ}_1\gamma _\mu ϵ_2+\frac{a}{4}\gamma ^{\mu \nu }L\psi \overline{ϵ}_1\gamma _{\mu \nu }ϵ_2.$$
(3.16)
This algebra contains an “extra” term of the same form as eq. (3.15). The explanation of this “extra” term in the algebra lies in the fact that the naive isometry transformation
$$\delta \psi =K^\mu D_\mu \psi ,$$
(3.17)
where $`K^\mu =i\overline{ϵ}_1\gamma ^\mu ϵ_2`$ is an O(3,2) Killing vector, is actually not a symmetry of the kinetic term in curved space. On a curved manifold, we need to add more terms to this variation because $`D_\mu K_\nu `$ no longer equals to 0. In particular, in AdS we need to add precisely the “extra term” in eq. (3.16) in order to recover a symmetry of the Lagrangian. Using the fact that
$$D_\mu K_\nu =a\overline{ϵ}_1\gamma _{\mu \nu }ϵ_2$$
(3.18)
we expect that in AdS<sub>4</sub> the full O(3,2) isometry requires the following transformation rule:
$$\delta \psi =iD^\mu \psi \overline{ϵ}_1\gamma _\mu ϵ_2+a\sigma ^{\mu \nu }\psi \overline{ϵ}_1\sigma _{\mu \nu }ϵ_2=K^\mu D_\mu \psi +\frac{1}{4}D^\mu K^\nu \gamma _{\mu \nu }\psi $$
(3.19)
which can be verified to be a symmetry of the Lagrangian (see Appendix B). Hence, we indeed expect a term like (3.15) in the supersymmetry algebra of our theory on AdS<sub>5</sub>.
Let us finally note that extending the above results to an SU($`N`$) gauge theory is quite trivial. Assuming that all the matter fields are in the adjoint representation of the gauge group SU($`N`$), the Lagrangian is
$$=\frac{1}{4}F^{\mu \nu a}F_{\mu \nu }^a+\frac{1}{2}D_\mu \varphi ^aD^\mu \varphi ^a+\frac{i}{2}\overline{\chi }^{ia}D/\chi _i^a+\frac{1}{4}aM_{ij}\overline{\chi }^{ia}\chi _j^a+2a^2\varphi ^a\varphi ^a\frac{i}{2}gf_{abc}\overline{\chi }^{ia}\varphi ^b\chi _i^c$$
(3.20)
where $`a,b,c=1,2,\mathrm{},N^21`$ and the covariant derivatives are now defined as
$$\begin{array}{c}D_\mu \psi _i^a=_\mu \psi _i^a+\frac{1}{2}\omega _{\mu \nu \rho }\sigma ^{\nu \rho }\psi _i^a+gf_{abc}A_\mu ^b\psi _i^c\hfill \\ D_\mu \varphi ^a=_\mu \varphi ^a+gf_{abc}A_\mu ^b\varphi ^c\hfill \\ F_{\mu \nu }^a=_\mu A_\nu ^a_\nu A_\mu ^a+gf_{abc}A_\mu ^bA_\nu ^c.\hfill \end{array}$$
(3.21)
With these definitions, the theory (3.20) is invariant under exactly the same transformations as before, keeping in mind the definitions above:
$$\begin{array}{c}\delta A_\mu ^a=i\overline{\eta }^i\gamma _\mu \chi _i^a\hfill \\ \delta \varphi ^a=i\overline{\eta }^i\chi _i^a\hfill \\ \delta \chi _i^a=(\sigma _{\mu \nu }F^{\mu \nu a}D/\varphi ^a)\eta _i2ia\varphi ^aM_{ij}\eta _j.\hfill \end{array}$$
(3.22)
Therefore, all the results, including the field masses and the supersymmetry algebra, remain exactly the same in the case of SU($`N`$) gauge theory.
## 4 The on-shell USp(2) supersymmetric conformal scalar theory on AdS<sub>5</sub>
This theory describes 2 massless symplectic Majorana fermions and 4 massive real scalar fields with the same mass for all 4 scalars. A generalization of this theory has been developed in flat 5-dimensional spacetime . As in the previous section, we use the flat theory to develop this same theory on AdS<sub>5</sub>:
$$=\frac{1}{2}_\mu \varphi ^I^\mu \varphi ^I+\frac{i}{2}\overline{\lambda }^iD/\lambda _i\frac{1}{2}a^2m^2\varphi ^I\varphi ^I$$
(4.1)
where $`\mu =0,\mathrm{},4`$, $`I=1,\mathrm{},4`$, and $`i=1,2`$. The theory (4.1) is invariant under the supersymmetry
$$\begin{array}{c}\delta \varphi ^I=(\sigma ^Iϵ)_{ij}\overline{ϵ}^i\lambda _j\hfill \\ \delta \lambda _i=i(ϵ\sigma ^I)_{ji}/\varphi ^Iϵ_j+a\frac{3}{2}(\sigma _{}^{I}{}_{}{}^{T}ϵM)_{ij}ϵ_j\varphi ^I\hfill \end{array}$$
(4.2)
where $`\sigma ^I=(\stackrel{}{\sigma },i\mathrm{𝟏})`$, $`M`$ is the matrix found in eq. (2.16), $`ϵ`$ is the symplectic metric in the matrix form, and $`ϵ_i`$ is a symplectic Majorana Killing spinor. Supersymmetry also determines the value of $`m`$ in this theory:
$$m^2=\frac{15}{4}.$$
(4.3)
Note that this formula agrees with the mass formula for the conformally coupled scalar field in 5 dimensions .
Now, we are ready to compute the supersymmetry algebra for this theory. After a short computation, we obtain
$$[\delta _1,\delta _2]\varphi ^I=2i\overline{ϵ}_1^i\gamma ^\mu ϵ_{2i}_\mu \varphi ^I+a\frac{3}{2}\overline{ϵ}_2^i\left(\sigma ^I\sigma _{}^{J}{}_{}{}^{}MM\sigma ^J\sigma _{}^{I}{}_{}{}^{}\right)_{ij}ϵ_{1j}\varphi ^J.$$
(4.4)
It appears (and can be confirmed by an explicit computation) that there exists an “extra” symmetry in this theory
$$\delta \varphi ^I=\overline{ϵ}_2^i(\sigma ^I\sigma _{}^{J}{}_{}{}^{}MM\sigma ^J\sigma _{}^{I}{}_{}{}^{})_{ij}ϵ_{1j}\varphi ^J.$$
(4.5)
In fact, this transformation represents rotation of the scalar fields $`\delta \varphi ^I=i\overline{ϵ}_2^iϵ_{1i}T^{IJ}\varphi ^J`$ where $`T`$ is a $`4\times 4`$ matrix
$$T=\left(\begin{array}{cccc}0& x_3& x_2& x_1\\ x_3& 0& x_1& x_2\\ x_2& x_1& 0& x_3\\ x_1& x_2& x_3& 0\end{array}\right)$$
(4.6)
and $`\stackrel{}{x}`$ is defined in eq. (2.16). Hence, for each fixed matrix $`M`$, this is a particular representation of the SO(2) subgroup of the obvious SO(4) symmetry of the scalar Lagrangian.
The spinor algebra, on the other hand, presents nothing new, although the previous extra term associated with the O(4,2) isometry does. In order to calculate this algebra, we need to know a few useful identities given below:
$$\begin{array}{c}(ϵ\sigma ^I)_{ji}(\sigma ^Iϵ)_{mn}\sigma _{mi}^I\sigma _{jn}^{I}{}_{}{}^{}=4\delta _{jm}\delta _{in}\hfill \\ (ϵ\sigma ^I)_{ji}(\sigma ^Iϵ)_{mn}+\sigma _{mi}^I\sigma _{jn}^{I}{}_{}{}^{}=0\hfill \\ (ϵ\sigma ^I)_{ji}(M\sigma ^Iϵ)_{mn}+\sigma _{mi}^I(M\sigma ^I)_{jn}^{}=0\hfill \\ (ϵ\sigma ^I)_{ji}(M\sigma ^Iϵ)_{mn}\sigma _{mi}^I(M\sigma ^I)_{jn}^{}=4\delta _{in}M_{mj}\hfill \\ (ϵM\sigma ^I)_{ji}(\sigma ^Iϵ)_{mn}(M\sigma ^I)_{mi}\sigma _{jn}^{I}{}_{}{}^{}=0\hfill \\ (ϵM\sigma ^I)_{ji}(\sigma ^Iϵ)_{mn}+(M\sigma ^I)_{mi}\sigma _{jn}^{I}{}_{}{}^{}=4M_{mj}\delta _{in}\hfill \\ (Mϵ\sigma _{}^{I}{}_{}{}^{})_{ij}(\sigma ^Iϵ)_{mn}+(M\sigma _{}^{I}{}_{}{}^{T})_{im}\sigma _{jn}^{I}{}_{}{}^{}=0\hfill \\ (Mϵ\sigma _{}^{I}{}_{}{}^{})_{ij}(\sigma ^Iϵ)_{mn}(M\sigma _{}^{I}{}_{}{}^{T})_{im}\sigma _{jn}^{I}{}_{}{}^{}=4\delta _{jm}M_{in}.\hfill \end{array}$$
(4.7)
Then, using these identities we arrive at the following result
$$[\delta _1,\delta _2]\lambda _i=2iD_\mu \lambda _i\overline{ϵ}_1^j\gamma ^\mu ϵ_{2j}+\frac{a}{2}\gamma ^{\mu \nu }\lambda _iM_{kj}\overline{ϵ}_1^k\gamma _{\mu \nu }ϵ_{2j}$$
(4.8)
which is remarkably similar to the supersymmetric algebra for the spinors in AdS<sub>4</sub> as given by eq. (3.16).
## 5 The on-shell USp(2) supersymmetric massive scalar theory on AdS<sub>5</sub>
Similarly to the conformal scalar theory presented in the previous section, this theory describes 2 massive symplectic Majorana fermions and 4 massive real scalar fields. The theory is described by an action similar to that of conformal scalar theory given by eq. (4.1):
$$=\frac{1}{2}_\mu \varphi ^I^\mu \varphi ^I+\frac{i}{2}\overline{\lambda }^iD/\lambda _i\frac{1}{2}a\mu M_{ij}\overline{\lambda }^i\lambda _j\frac{1}{2}a^2m_{IJ}^2\varphi ^I\varphi ^J.$$
(5.1)
The new feature here is a symmetric real $`4\times 4`$ matrix $`m_{IJ}^2`$ which is not assumed to be diagonal apriori. Also, note that we have already introduced the correct form of the spinor mass term according to the prescription in eq. (3.8) so that this theory contains a Dirac spinor of mass $`\mu `$. The theory (5.1) can be shown to be invariant under the following supersymmetry transformation rules:
$$\begin{array}{c}\delta \varphi ^I=(\sigma ^Iϵ)_{ij}\overline{ϵ}^i\lambda _j\hfill \\ \delta \lambda _i=i(ϵ\sigma ^I)_{ji}/\varphi ^Iϵ_j+a\frac{3}{2}(\sigma _{}^{I}{}_{}{}^{T}ϵM)_{ij}ϵ_j\varphi ^I+a\mu (Mϵ\sigma _{}^{I}{}_{}{}^{})_{ij}ϵ_j\varphi ^I,\hfill \end{array}$$
(5.2)
provided that the scalar mass matrix, $`m_{IJ}^2`$, takes a very specific form, which will be determined by the supersymmetry. Obtaining $`m_{IJ}^2`$ is nontrivial, so we provide the necessary calculations below.
Using the supersymmetry transformation rules (5.2) to vary the action, we find that all the terms proportional to 1 and $`a`$ cancel but terms proportional to $`a^2`$ yield the following matrix equation for each $`I`$:
$$\left(\mu ^2\frac{15}{4}\right)\sigma ^Iϵ+\mu M\sigma ^IϵM=m_{IJ}^2\sigma ^Jϵ.$$
(5.3)
One way to solve this equation is to expand everything in $`\{\sigma ^I\}`$ basis and then set the coefficients of each $`\sigma ^I`$ matrix to 0. Noting that $`M\sigma ^4M=\sigma ^4`$, for $`I=1,2,3`$ we write
$$M\sigma ^IM=c_{IJ}\sigma ^J$$
(5.4)
where $`c`$ is a $`3\times 3`$ matrix easily found from eq. (2.16):
$$\left(\begin{array}{ccc}2x_1^21& 2x_1x_2& 2x_1x_3\\ 2x_1x_2& 2x_2^21& 2x_2x_3\\ 2x_1x_3& 2x_2x_3& 2x_3^21\end{array}\right)$$
(5.5)
with
$$\stackrel{}{x}=(\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{cos}\theta ).$$
We note that for $`I=2`$ eq. (5.3) decouples from the rest of the equations giving us
$$m_{12}^2=m_{23}^2=m_{24}^2=0,m_{22}^2=\mu ^2+\mu \frac{15}{4}.$$
(5.6)
The other 3 equations remain coupled:
$$\begin{array}{c}(\mu ^2\frac{15}{4}m_{11}^2)\sigma ^3=\mu c_{3J}\sigma ^J+m_{13}^2\sigma ^1m_{14}^2\sigma ^2\hfill \\ (\mu ^2\frac{15}{4}m_{33}^2)\sigma ^1=\mu c_{1J}\sigma ^J+m_{13}^2\sigma ^3+m_{34}^2\sigma ^2\hfill \\ (\mu ^2\frac{15}{4}m_{44}^2)\sigma ^2=\mu c_{2J}\sigma ^J+m_{34}^2\sigma ^1m_{14}^2\sigma ^3\hfill \end{array}$$
(5.7)
where we used eq. (5.4) above. A few simple manipulations yield the values of the diagonal elements of the scalar mass matrix
$$\begin{array}{c}m_{11}^2=\mu ^2\frac{15}{4}+\mu c_{33}\hfill \\ m_{33}^2=\mu ^2\frac{15}{4}+\mu c_{11}\hfill \\ m_{44}^2=\mu ^2\frac{15}{4}+\mu c_{22}.\hfill \end{array}$$
(5.8)
Plugging these values back into eq. (5.7) we find all the other elements of the scalar mass matrix:
$$m_{13}^2=\mu c_{13},m_{14}^2=\mu c_{23},m_{34}^2=\mu c_{12}.$$
(5.9)
Finally, putting eqs. (5.8) and (5.9) together we find the scalar mass matrix
$$m^2=\left(\begin{array}{cccc}\mu ^2\frac{15}{4}+\mu c_{33}& 0& \mu c_{13}& \mu c_{23}\\ 0& \mu ^2+\mu \frac{15}{4}& 0& 0\\ \mu c_{13}& 0& \mu ^2\frac{15}{4}+\mu c_{11}& \mu c_{12}\\ \mu c_{23}& 0& \mu c_{12}& \mu ^2\frac{15}{4}+\mu c_{22}\end{array}\right)$$
(5.10)
where the rows and columns can be rearranged to give a block diagonal form. To find the physical values of the masses we need to diagonalize $`m^2`$ and read the physical masses off of the diagonal. This procedure yields
$$m^2=\mu ^2+\mu \frac{15}{4},\mu ^2+\mu \frac{15}{4},\mu ^2\mu \frac{15}{4},\mu ^2\mu \frac{15}{4}.$$
(5.11)
This answer is remarkable because these are precisely the masses we expect from the AdS/CFT correspondence : from the AdS/CFT correspondence we know that this theory should contain a complex scalar with conformal dimension $`\mathrm{\Delta }`$, a complex spinor with conformal dimension $`\mathrm{\Delta }+\frac{1}{2}`$, and another complex scalar with conformal dimension $`\mathrm{\Delta }+1`$, which in 5 dimensions gives the spinor mass
$$\mu =\mathrm{\Delta }+\frac{1}{2}2=\mathrm{\Delta }\frac{3}{2}$$
(5.12)
and the two scalar masses
$$\begin{array}{c}m^2=\mathrm{\Delta }(\mathrm{\Delta }4)\hfill \\ m^2=(\mathrm{\Delta }+1)(\mathrm{\Delta }3)\hfill \end{array}$$
(5.13)
which in turn implies that the complex scalars in this theory should have their masses equal to
$$\begin{array}{c}m^2=\left(\mu +\frac{3}{2}\right)\left(\mu \frac{5}{2}\right)=\mu ^2\mu \frac{15}{4}\hfill \\ m^2=\left(\mu +\frac{5}{2}\right)\left(\mu \frac{3}{2}\right)=\mu ^2+\mu \frac{15}{4}.\hfill \end{array}$$
(5.14)
Hence, eq. (5.10) is the correct scalar mass matrix as the equations (5.11) and (5.14) are in exact agreement.
To complete the study of this theory we calculate the supersymmetry algebra for the spinors and scalars under the transformation rules (5.2). For the scalars, we obtain
$$\begin{array}{cc}[\delta _1,\delta _2]\varphi ^I\hfill & =2i\overline{ϵ}_1^i\gamma ^\mu ϵ_{2i}_\mu \varphi ^I\hfill \\ & +a\frac{3}{2}\overline{ϵ}_2^i\left(\sigma ^I\sigma _{}^{J}{}_{}{}^{}MM\sigma ^J\sigma _{}^{I}{}_{}{}^{}\right)_{ij}ϵ_{1j}\varphi ^J\hfill \\ & +a\mu \overline{ϵ}_2^i\left(\sigma ^IM^{}\sigma _{}^{J}{}_{}{}^{}\sigma ^JM^{}\sigma _{}^{I}{}_{}{}^{}\right)_{ij}ϵ_{1j}\varphi ^J\hfill \end{array}$$
(5.15)
which is almost the same as the supersymmetry algebra for the “conformal scalar” theory, eq. (4.4), with addition of a term proportional to the spinor mass, $`\mu `$. Because the scalar mass term (5.10) breaks SO(4) symmetry down to SO(2)$`\times `$SO(2) (this fact becomes obvious once the scalar fields are rotated so that the scalar mass term becomes diagonal – see discussion below), the two non-derivative terms in the algebra must encode at least some part of this symmetry of the Lagrangian. To see this more clearly, let us assume that $`\varphi ^1`$, $`\varphi ^2`$ and $`\varphi ^3`$, $`\varphi ^4`$ have physical masses $`\mu ^2+\mu \frac{15}{4}`$ and $`\mu ^2\mu \frac{15}{4}`$ respectively, so that each pair transforms under separate symmetries. First, note that even with this symmetry breaking, the transformation
$$\delta \varphi ^I=\overline{ϵ}_2^i\left(\sigma ^IM^{}\sigma _{}^{J}{}_{}{}^{}\sigma ^JM^{}\sigma _{}^{I}{}_{}{}^{}\right)_{ij}ϵ_{1j}\varphi ^J$$
(5.16)
is by itself a symmetry of the kinetic part of the scalar Lagrangian because before the transformation (4.5) was a symmetry of the kinetic part as well. To establish this fact is nontrivial, but it all boils down to showing that
$$[\sigma ^IM^{}\sigma _{}^{J}{}_{}{}^{},M][\sigma ^JM^{}\sigma _{}^{I}{}_{}{}^{},M]=0$$
(5.17)
for all values of $`I,J`$. We can again rewrite the above transformation in a more compact form, $`\delta \varphi ^I=i\overline{ϵ}_2^iϵ_{1i}Q^{IJ}\varphi ^J`$ where $`Q`$ is a $`4\times 4`$ matrix
$$Q=\left(\begin{array}{cccc}0& x_3& x_2& x_1\\ x_3& 0& x_1& x_2\\ x_2& x_1& 0& x_3\\ x_1& x_2& x_3& 0\end{array}\right).$$
(5.18)
Now, we only need to understand how the transformation (5.15) acts on the mass term. To see this more clearly, let us redefine
$$\varphi _{}^{}{}_{}{}^{I}=O^{IJ}\varphi ^J$$
(5.19)
with the matrix $`O`$ defined as follows:
$$O=\left(\begin{array}{cccc}x_3& 0& \sqrt{1x_3^2}& 0\\ 0& 1& 0& 0\\ x_1& 0& \frac{x_1x_3}{\sqrt{1x_3^2}}& \frac{x_2}{\sqrt{1x_3^2}}\\ x_2& 0& \frac{x_2x_3}{\sqrt{1x_3^2}}& \frac{x_1}{\sqrt{1x_3^2}}\end{array}\right).$$
(5.20)
With this field redefinition, the scalar mass matrix becomes diagonal in precisely the way discussed above and the transformation (5.15) becomes
$$\delta \varphi _{}^{}{}_{}{}^{I}=i\overline{ϵ}_2^i\gamma ^\mu ϵ_{1i}_\mu \varphi _{}^{}{}_{}{}^{I}+ia\overline{ϵ}_2^iϵ_{1i}\left[3(O^TTO)^{IJ}+2\mu (O^TQO)^{IJ}\right]\varphi _{}^{}{}_{}{}^{J}$$
(5.21)
where $`T`$ and $`Q`$ are defined in eqs. (4.6) and (5.18) respectively. Using eq. (5.20) we can explicitely compute
$$O^TTO=\left(\begin{array}{cccc}0& 1& 0& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 1\\ 0& 0& 1& 0\end{array}\right),O^TQO=\left(\begin{array}{cccc}0& 1& 0& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 1\\ 0& 0& 1& 0\end{array}\right).$$
(5.22)
Hence the transformation (5.21) of the new fields encodes a particular SO(2) symmetry of the larger SO(2)$`\times `$SO(2) symmetry of the scalar Lagrangian.
The spinor supersymmetry algebra is quite similar to that of the previously derived conformal scalar theory, eq. (4.8):
$$[\delta _1,\delta _2]\lambda _i=2iD_\mu \lambda _i\overline{ϵ}_1^j\gamma ^\mu ϵ_{2j}2a\mu M_{ik}\lambda _k\overline{ϵ}_1^jϵ_{2j}+\frac{a}{2}\gamma ^{\mu \nu }\lambda _iM_{kj}\overline{ϵ}_1^k\gamma _{\mu \nu }ϵ_{2j}$$
(5.23)
with a new term proportional to the spinor mass $`\mu `$. As before, the third term with $`\gamma _{\mu \nu }`$ in this algebra is exactly the extra symmetry term required to recover the O(4,2) symmetry of the Lagrangian, and the new term proportional to $`\mu `$ is reminiscent of the U(1) symmetry (3.14) in the Yang-Mills theory described in Section 3.
## 6 Acknowledgments
I would like to thank Prof. D.Z. Freedman for suggesting this problem to me, as well as for his help, advice, guidance, and helpful discussions. I would also like to thank A. Zaffaroni for his fruitful discussions with me. Research is supported in part by funds provided by the National Science Foundation (NSF) through the NSF Graduate Fellowship and by the U.S. Department of Energy (D.O.E.) under cooperative research agreement #DE-FC02-94ER40818.
Appendix
## Appendix A Summary of results in $`(,+,\mathrm{},+)`$ signature
In this section we will summarize some of the formulas given in body of the text for the $`(,+,\mathrm{},+)`$ signature. We do so because most of the recent literature on AdS uses this signature almost exclusively. Note that in this signature, the curvature takes the usual form, $`R_{\mu \nu }=(d1)a^2g_{\mu \nu }`$.
Most of the formulas can be converted to the $`(,+,\mathrm{},+)`$ signature simply by changing $`\gamma _\mu i\gamma _\mu `$ for every $`\gamma _\mu `$ in the formula. Hence, a complex unconstrained Killing spinor equation (2.11) becomes:
$$D_\mu ϵ=\frac{a}{2}\gamma _\mu ϵ,$$
(A.1)
its solution (2.17) becomes:
$$ϵ=e^{\frac{1}{2}ar\gamma _r}\left(1+\frac{1}{2}ax^\alpha \gamma _\alpha (1\gamma _r)\right)ϵ_0,$$
(A.2)
symplectic Majorana Killing spinor equation (2.12) becomes:
$$D_\mu ϵ_i=M_{ij}\frac{a}{2}\gamma _\mu ϵ_j,$$
(A.3)
and its solution (2.18) becomes:
$$ϵ_i=\left(e^{\frac{1}{2}arM\gamma _r}\right)_{ij}\left(\delta _{jk}+\frac{1}{2}ax^\alpha \gamma _\alpha (M_{jk}\delta _{jk}\gamma _r)\right)\xi _k.$$
(A.4)
Other formulas, such as supersymmetry transformation rules, have to be checked carefully when changing signatures so that the properties of the fields, e.g. real or symplectic Majorana, are satisfied by the transformations. When this is done carefully, we find that the Yang-Mills theory transformation rules (3.5) become:
$$\begin{array}{c}\delta A_\mu =i\overline{\eta }^i\gamma _\mu \chi _i\hfill \\ \delta \varphi =\overline{\eta }^i\chi _i\hfill \\ \delta \chi _i=(\sigma _{\mu \nu }F^{\mu \nu }+iD/\varphi )\eta _i+2ia\varphi M_{ij}\eta _j,\hfill \end{array}$$
(A.5)
the conformal scalar theory transformation rules (4.2) become:
$$\begin{array}{c}\delta \varphi ^I=i(\sigma ^Iϵ)_{ij}\overline{ϵ}^i\lambda _j\hfill \\ \delta \lambda _i=(ϵ\sigma ^I)_{ji}/\varphi ^Iϵ_ja\frac{3}{2}(\sigma _{}^{I}{}_{}{}^{T}ϵM)_{ij}ϵ_j\varphi ^I,\hfill \end{array}$$
(A.6)
and the massive scalar theory transformation rules (5.2) become:
$$\begin{array}{c}\delta \varphi ^I=i(\sigma ^Iϵ)_{ij}\overline{ϵ}^i\lambda _j\hfill \\ \delta \lambda _i=(ϵ\sigma ^I)_{ji}/\varphi ^Iϵ_ja\frac{3}{2}(\sigma _{}^{I}{}_{}{}^{T}ϵM)_{ij}ϵ_j\varphi ^I+ia\mu (Mϵ\sigma _{}^{I}{}_{}{}^{})_{ij}ϵ_j\varphi ^I.\hfill \end{array}$$
(A.7)
## Appendix B Isometry transformations for spinors on AdS
In this section we will attempt to prove that the action of a free, massless spinor on AdS<sub>d</sub> is invariant under
$$\delta \psi =K^\mu D_\mu \psi +\frac{1}{4}D^\mu K^\nu \gamma _{\mu \nu }\psi $$
(B.1)
where $`K^\mu `$ is an O($`d1,2`$) Killing vector. This proof remains true in any spacetime dimension and for any spinor whose action is given by the usual Lagrangian
$$=i\overline{\psi }D/\psi .$$
(B.2)
Although O($`d1,2`$) Killing vectors and their properties on AdS<sub>d</sub> can be studied independently of the Killing spinors, we will use the definition of Killing vectors through Killing spinors (true only in some dimensions) as a shortcut to establish the following property of the Killing vectors:
$$D_\mu D_\nu K_\rho =D_\mu D_\nu \left(i\overline{ϵ}_1\gamma _\rho ϵ_2\right)=aD_\mu \left(\overline{ϵ}_1\gamma _{\nu \rho }ϵ_2\right)=a^2\left(g_{\mu \rho }K_\nu g_{\mu \nu }K_\rho \right)$$
(B.3)
where in the intermediate steps we used the Killing spinor equation (2.11) and the properties of the Clifford algebra
$$\{\gamma _\mu ,\gamma _\nu \}=2g_{\mu \nu }.$$
(B.4)
Note that although the intermediate steps in eq. (B.3) involve Killing spinors, the final result is expressed only in terms of the Killing vectors. Hence, this is a general property of the O($`d1,2`$) Killing vectors. Similarly, we can establish another Killing vector property:
$$D_\mu K_\nu =D_\nu K_\mu .$$
(B.5)
Now, let us vary the free action by
$$\delta _1\psi =K^\mu D_\mu \psi $$
(B.6)
which yields:
$$\begin{array}{cc}\delta _1\left(\overline{\psi }D/\psi \right)\hfill & =\overline{\psi }K^\mu D_\mu D/\psi +\overline{\psi }K^\mu D/D_\mu \psi +\overline{\psi }\gamma _\nu D_\mu \psi D^\nu K^\mu \hfill \\ & =\overline{\psi }\gamma ^\nu [D_\nu ,D_\mu ]\psi K^\mu +\overline{\psi }\gamma _\nu D_\mu \psi D^\nu K^\mu \hfill \\ & =a^2\frac{d1}{2}\overline{\psi }\gamma _\mu \psi K^\mu +\overline{\psi }\gamma _\nu D_\mu \psi D^\nu K^\mu ,\hfill \end{array}$$
(B.7)
where to go from line 2 to line 3 we used the Ricci identity, eq. (2.14). Thus, it is clear that the above transformation is not a symmetry of the Lagrangian. Now, let us vary the action by
$$\delta _2\psi =D^\mu K^\nu \gamma _{\mu \nu }\psi $$
(B.8)
which gives
$$\begin{array}{cc}\delta _2\left(\overline{\psi }D/\psi \right)\hfill & =D_\mu K_\nu \overline{\psi }\gamma ^{\mu \nu }D/\psi +D_\mu K_\nu \overline{\psi }D/\gamma ^{\mu \nu }\psi +D_\rho D_\mu K_\nu \overline{\psi }\gamma ^\rho \gamma ^{\mu \nu }\psi \hfill \\ & =2D_\mu K_\nu \overline{\psi }(\gamma ^\nu g^{\mu \rho }\gamma ^\mu g^{\nu \rho })D_\rho \psi 2a^2(d1)\overline{\psi }\gamma _\mu \psi K^\mu \hfill \\ & =4\overline{\psi }\gamma _\nu D_\mu \psi D^\nu K^\mu 2a^2(d1)\overline{\psi }\gamma _\mu \psi K^\mu \hfill \end{array}$$
(B.9)
where to go from line 1 to line 2 we used the properties of the Clifford algebra and of the Killing vectors, eq. (B.3). Therefore, it is now clear that the action of a free, massless spinor on AdS is invariant under
$$(\delta _1+\delta _2)\psi =K^\mu D_\mu \psi +\frac{1}{4}D^\mu K^\nu \gamma _{\mu \nu }\psi .$$
(B.10)
Let us finally note that for $`d=5`$, the preceding proof can be applied verbatim to the case of the symplectic Majorana spinors if we note that on AdS<sub>5</sub>
$$\begin{array}{c}K^\mu =i\overline{ϵ}_1^i\gamma ^\mu ϵ_{2i}\hfill \\ D_\mu K_\nu =aM_{ij}\overline{ϵ}_1^i\gamma _{\mu \nu }ϵ_{2j}=D_\nu K_\mu \hfill \\ D_\mu D_\nu K_\rho =a^2(g_{\mu \rho }K_\nu g_{\mu \nu }K_\rho ).\hfill \end{array}$$
(B.11)
## Appendix C Results in $`d5`$
In this section, we give some results for dimensions other than 5. These results hold for those dimensions where symplectic Majorana spinors can be defined and the charge conjugation matrix can be chosen to satisfy eq. (2.10). We know that both conditions can be satisfied in $`d=5,6`$ mod 8. Also, it is conceivable that similar approach has to be taken for $`d=8,9`$ mod 8 as the only way to define Majorana spinors there is to take a symmetric charge conjugation matrix that satisfies eq. (2.10). However, it is important to realize that the transformation rules given below do not describe supersymmetry in dimensions above 5, but instead describe some accidental symmetry of the free non-interacting Lagrangian. We give the transformation rules and particle masses consistent with these transformations for the theories discussed in the paper. Note that the spinor algebra following from these transformations will change because Fierz identities take different from in different dimensions.
Yang-Mills theory is invariant under
$$\begin{array}{c}\delta A_\mu =i\overline{\eta }^i\gamma _\mu \chi _i\hfill \\ \delta \varphi =i\overline{\eta }^i\chi _i\hfill \\ \delta \chi _i=(\sigma _{\mu \nu }F^{\mu \nu }D/\varphi )\eta _iia(d3)\varphi M_{ij}\eta _j\hfill \end{array}$$
(C.1)
with mass parameters
$$\mu =\frac{d4}{4}M,m^2=2(d3).$$
(C.2)
Conformal scalar theory is invariant under
$$\begin{array}{c}\delta \varphi ^I=(\sigma ^Iϵ)_{ij}\overline{ϵ}^i\lambda _j\hfill \\ \delta \lambda _i=i(ϵ\sigma ^I)_{ji}/\varphi ^Iϵ_j+a\frac{d2}{2}(\sigma _{}^{I}{}_{}{}^{T}ϵM)_{ij}ϵ_j\varphi ^I\hfill \end{array}$$
(C.3)
with mass of the scalars given by
$$m^2=\frac{d(d2)}{4},$$
(C.4)
which is exactly the mass of the conformally coupled scalar in dimension $`d`$ .
Massive scalar theory is invariant under
$$\begin{array}{c}\delta \varphi ^I=(\sigma ^Iϵ)_{ij}\overline{ϵ}^i\lambda _j\hfill \\ \delta \lambda _i=i(ϵ\sigma ^I)_{ji}/\varphi ^Iϵ_j+a\frac{d2}{2}(\sigma _{}^{I}{}_{}{}^{T}ϵM)_{ij}ϵ_j\varphi ^I+a\mu (Mϵ\sigma _{}^{I}{}_{}{}^{})_{ij}ϵ_j\varphi ^I\hfill \end{array}$$
(C.5)
with the scalar masses given by
$$m^2=\mu ^2+\mu \frac{d(d2)}{4},\mu ^2\mu \frac{d(d2)}{4}$$
(C.6)
each with multiplicity 2.
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# 1 𝑔_{𝜌𝜋𝜋} calculation and contributions from meson covariants.
Contribution to the International Conference on Nuclear and Particle Physics with CEBAF at Jefferson Lab, November 1998, Dubrovnik, Croatia. Proceedings to be published. KSUCNR-101-99
ELECTROMAGNETIC FORM FACTORS OF MESON TRANSITIONS
PETER C. TANDY
Center for Nuclear Research, Department of Physics
Kent State University, Kent, OH, USA 44242
Within the Dyson-Schwinger equation approach to modeling QCD for meson physics, we present new results for $`g_{\rho \pi \pi }`$ and the coupling constants and form factors for the transitions $`\gamma ^{}\pi \rho `$ and $`\gamma ^{}\pi ^0\gamma `$. We discuss the role of the sub-dominant covariants of the $`\pi `$ Bethe-Salpeter amplitude and investigate the asymptotic behavior of the $`\gamma ^{}\pi ^0\gamma `$ form factor.
PACS numbers: 12.38.Lg, 13.40.Gp, 14.40.Aq, 24.85.+p
Keywords: Nonperturbative modeling of QCD, Dyson-Schwinger Equations, Confinement, Meson coupling, Rho and pion electromagnetic transitions, Form factors
1. QCD Modeling of Mesons
The Dyson-Schwinger equation (DSE) approach to non-perturbative QCD modeling of hadrons and their interactions combines truncated QCD equations of motion for propagators and vertices with infrared phenomenology fitted to a few key low-energy observables. Parameter-free predictions for other hadron properties and observables are then used to develop and test our understanding of hadron physics at the quark-gluon level. The DSE for the fully-dressed and renormalized quark propagator in Euclidean metric is
$$S^1(p)=Z_2[i\gamma p+m_0(\mathrm{\Lambda })]+Z_1\frac{4}{3}^\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}g^2D_{\mu \nu }(pk)\gamma _\mu S(k)\mathrm{\Gamma }_\nu ^g(k,p),$$
(1)
where $`m_0(\mathrm{\Lambda })`$ is the bare mass parameter and $`\mathrm{\Lambda }`$ characterizes the regularization mass scale. In the DSE approach the renormalized dressed gluon propagator $`D_{\mu \nu }(q)`$ and dressed quark-gluon vertex $`\mathrm{\Gamma }_\mu ^g(k,p)`$ are constrained in the UV by perturbative results and are representated by phenomenological IR forms with parameters fitted to selected pion and kaon observables.
Mesons are generated as bound states of a quark of flavor $`f_1`$ and an antiquark of flavor $`\overline{f}_2`$ via the Bethe-Salpeter (BS) equation
$$\mathrm{\Gamma }(p;P)=\frac{d^4q}{(2\pi )^4}K(p,q;P)S_{f_1}(q+\xi P)\mathrm{\Gamma }(q;P)S_{f_2}(q\overline{\xi }P),$$
(2)
where $`\xi +\overline{\xi }=1`$ describes momentum sharing. The kernel $`K`$ is the renormalized, amputated $`\overline{q}q`$ scattering kernel that is irreducible with respect to a pair of $`\overline{q}q`$ lines. The present stage of QCD modeling truncates $`K(p,q;P)`$ at the ladder approximation and couples quark color currents with bare vertices and an effective gluon 2-point function in Landau gauge. The latter involves $`\alpha _{\mathrm{eff}}(q^2)`$ for interpolation between the 1-loop pQCD result in the UV and a phenomenological enhancement in the IR. The treatment of the quark DSE that is dynamically matched to this is the bare vertex or rainbow approximation; the axial vector Ward-Takahashi identity is then preserved, Goldstone’s theorem is manifest, and realistic pion and kaon solutions are ensured .
The general form of the pion BS amplitude is
$$\widehat{\mathrm{\Gamma }}_\pi ^j(k;P)=\tau ^j\gamma _5[iE_\pi (k;P)+\overline{)}PF_\pi (k;P)+\overline{)}kkPG_\pi (k;P)+\sigma _{\mu \nu }k_\mu P_\nu H_\pi (k;P)],$$
(3)
and the first three terms are significant in realistic solutions . With $`S^1(p)=`$ $`i\overline{)}kA(k^2)+B(k^2)+m`$, the axial Ward-Takahashi identity in the chiral limit specifies the dominant amplitude as $`E_\pi (k;P=0)=`$ $`B_0(k^2)/f_\pi `$; the amplitudes $`F_\pi `$ and $`G_\pi `$ are related to $`A(k^2)`$ and its derivative in a less direct manner .
In Euclidean metric, the BS meson mass-shell condition requires that $`S(p)`$ be evaluated in a certain domain of complex $`p^2`$. The required domain for meson decays and form factors can be quite demanding. To facilitate such studies, we make use of an analytic parametrization of the numerical solutions of the quark DSE to represent $`S(p)`$ as an entire function in the complex $`p^2`$-plane describing absolutely confined dressed quarks. Typically five parameters are used to achieve a good description of pion and kaon observables: $`f_{\pi /K}`$; $`m_{\pi /K}`$; $`\overline{q}q`$; the $`\pi `$-$`\pi `$ scattering lengths; the charge radii $`r_\pi `$, $`r_{K^0}`$ and $`r_{K^\pm }`$; and the pion charge form factor . Current efforts along this line are concentrated upon vector and axial vector mesons and hadronic and semi-leptonic decays. Here we outline recent studies of several electromagnetic transitions and also the $`\rho \pi \pi `$ coupling.
2. The $`\rho \pi \pi `$ Coupling Constant
The first term in a skeleton graph expansion of the $`\rho \pi \pi `$ vertex is
$`\mathrm{\Lambda }_\nu (P,Q)=P_\nu g_{\rho \pi \pi }F(Q^2)`$
$`=2N_c\mathrm{tr}_s{\displaystyle \frac{d^4k}{(2\pi )^4}\mathrm{\Gamma }_\pi (k^{\prime \prime \prime };P_+)S(q^{})\mathrm{\Gamma }_\nu ^\rho (k^{};Q)S(q^{\prime \prime })\mathrm{\Gamma }_\pi (k^{\prime \prime };P_{})S(q^{\prime \prime \prime })},`$
where $`P_\pm =P\pm Q/2`$ and both pions are on the mass-shell. The first argument of each BS amplitude is a relative $`\overline{q}q`$ momentum (we choose equal partitioning) and the second argument is the incoming meson momentum. After the loop momentum $`k`$ is specified in terms of one internal momentum, the others are easily deduced. By definition we have $`F(Q^2=m_\rho ^2)=1`$.
For this $`\rho \pi \pi `$ study, we employ approximate $`\mathrm{\Gamma }_\pi `$ and $`\mathrm{\Gamma }_\nu ^\rho `$ obtained from a rank-2 separable ansatz for the ladder/rainbow kernel of the DSE and BSE. The $`\pi `$ is properly massless in the chiral limit as required by Goldstone’s theorem; but the full consequences of the axial Ward-Takahashi identity are not preserved. Parameters are fit to $`m_{\pi /K}`$ and $`f_{\pi /K}`$. The results have the form
$$\mathrm{\Gamma }_\pi (k;P)=i\gamma _5f(k^2)\lambda _1^\pi \gamma _5\overline{)}Pf(k^2)\lambda _2^\pi ,$$
(5)
$$\mathrm{\Gamma }_\nu ^\rho (k;P)=k_\nu ^Tg(k^2)\lambda _1^\rho +i\gamma _\nu ^Tf(k^2)\lambda _2^\rho +i\gamma _5ϵ_{\mu \nu \lambda \rho }\gamma _\mu k_\lambda P_\rho g(k^2)\lambda _3^\rho .$$
(6)
Here $`g(k^2)=[A(k^2)1]/a`$ and $`f(k^2)=B(k^2)/b`$ with $`a`$ and $`b`$ given in Ref. from the quark DSE solution. The relative strength of the $`\lambda _i`$ is given by the separable BSE solution which requires a phenomenological UV suppression. In contrast to previous work , here we normalize the $`\lambda _i`$ in the canonical way without such a suppression in any of the momentum dependent quantities.
The results for $`g_{\rho \pi \pi }`$ are given in Table 1 where an error in our previous work is corrected. The empirical value associated with the $`\rho \pi \pi `$ decay width is overestimated by 21%. The integral for $`g_{\rho \pi \pi }`$ is significantly influenced by the normalization of $`\mathrm{\Gamma }_\pi `$; the form of the separable amplitude Eq. (5) may be too primitive to generate a realistic norm. Improved BS amplitudes are available for future work. The pseudovector $`\pi `$ component is much more important here (-84%) than for it is for $`m_\pi `$ and $`f_\pi `$ (25-35%). The sub-dominant $`\rho `$ amplitudes make only a minor correction.
3. The $`\gamma ^{}\pi \rho `$ Form Factor
The isoscalar $`\gamma ^{}\pi \rho `$ meson-exchange current contributes significantly to electron scattering from light nuclei. Our understanding of the deuteron EM structure functions for $`Q^226\mathrm{GeV}^2`$ requires knowledge of this form factor . The general form of the vertex, and the explicit quark loop that arises in the impulse approximation generalized to include the dressing of the propagators and vertices, is
$`\mathrm{\Lambda }_{\mu \nu }(P,Q)=i{\displaystyle \frac{e}{m_\rho }}ϵ_{\mu \nu \alpha \beta }P_\alpha Q_\beta g_{\gamma \pi \rho }F(Q^2)`$
$`={\displaystyle \frac{2N_c}{3}}\mathrm{tr}_s{\displaystyle \frac{d^4k}{(2\pi )^4}\overline{\mathrm{\Gamma }}_\pi (k^{\prime \prime \prime };P_+)S(q^{})\mathrm{\Gamma }_\nu (k^{};Q)S(q^{\prime \prime })\mathrm{\Gamma }_\mu ^\rho (k^{\prime \prime };P_{})S(q^{\prime \prime \prime })}.`$
The momentum notation is the same as for the previous $`\rho \pi \pi `$ case. The dressed photon-quark vertex is taken to be the Ball-Chiu ansatz
$$\mathrm{\Gamma }_\nu (k;Q)=\frac{i\gamma _\nu }{2}(A_++A_{})+\frac{k_\nu }{kQ}\left[i\overline{)}k(A_{}A_+)+B_{}B_+\right],$$
(8)
where $`f_\pm =f(k_\pm )`$ and $`k_\pm =k\pm \frac{Q}{2}`$. This form obeys the Ward-Takahashi identity (WTI) and the relevant symmetries and is conveniently determined completely in terms of the quark propagator. It then follows that $`Q_\nu \mathrm{\Lambda }_{\mu \nu }=0`$; the $`\gamma \pi \rho `$ current is conserved. With the above separable model $`\pi `$ and $`\rho `$ BS amplitudes, along with the associated quark propagator parameterization , we obtain $`g_{\gamma \pi \rho }=0.45`$ in reasonable agreement with the empirical value $`g_{\gamma \pi \rho }^{\mathrm{expt}}=0.54\pm 0.03`$ from $`\rho `$ decay.
The pseudovector $`\pi `$ amplitudes $`F_\pi `$ and $`G_\pi `$ defined in Eq. (3) generate the correct asymptotic behavior of the pion charge form factor . Also their UV relationship $`k^2G_\pi (k^2)`$ $`2F_\pi (k^2)`$ implements convergence for the $`f_\pi `$ integral . It is impossible to generate these properties in the previous separable ansatz approach; we use here the approximating forms of a numerical solution
$$E_\pi (k^2)\frac{B_0(k^2)}{N_\pi },F_\pi (k^2)\frac{E_\pi (k^2)}{110f_\pi },G_\pi (k^2)\frac{2F_\pi (k^2)}{k^2+M_{UV}^2},H_\pi (k^2)0,$$
(9)
where $`N_\pi `$ is fixed by the standard BS normalization condition . We use the quark propagator parameterization (set A) associated with Eq. (9). There is no dynamically matched $`\mathrm{\Gamma }_\mu ^\rho `$ available so we simply take Eq. (6). We then obtain $`g_{\gamma \pi \rho }=0.708`$. Since the canonical $`\rho `$ covariant is so dominant, we expect that the mismatch is simply one of normalization and that the produced $`F(Q^2)`$ should be quite realistic. The result in Fig. 1 is much softer than the vector meson dominance (VDM) prediction. The available data for elastic EM deuteron form factors $`A(Q^2)`$ and $`B(Q^2)`$ in the range $`26\mathrm{GeV}^2`$ has been shown to strongly favor our previous $`\gamma ^{}\pi \rho `$ vertex result . The present work is less phenomenological, employs more realistic representations of the $`\pi `$ and $`\rho `$, and produces a harder form factor. The influence on the deuteron form factors remains to be determined.
4. The $`\gamma ^{}\pi ^0\gamma `$ Transition
The coupling constant for the $`\pi ^0\gamma \gamma `$ decay is given by the axial anomaly and its value is a consequence of only gauge invariance and chiral symmetry in quantum field theory. The form factor of this anomalous transition is not dictated by symmetries; it is of interest as a test of our ability to model nonperturbative QCD because of the relatively simple hadronic dynamics that is involved. In the asymptotic UV region, one expects a simple result dictated by the known electromagnetic coupling to current quarks and the intrinsic properties of the pion.
The general form of the vertex allowed by CPT symmetry, and the explicit quark loop that arises in the impulse approximation generalized to include the dressing of the propagators and vertices, are
$`\mathrm{\Lambda }_{\mu \nu }(P,Q)=i{\displaystyle \frac{\alpha }{\pi f_\pi }}ϵ_{\mu \nu \alpha \beta }P_\alpha Q_\beta g_{\pi \gamma \gamma }F(Q^2)`$
$`={\displaystyle \frac{N_c}{3}}\mathrm{tr}_s{\displaystyle \frac{d^4k}{(2\pi )^4}S(q^{})\mathrm{\Gamma }_\nu (k^{};Q)S(q^{\prime \prime })\mathrm{\Gamma }_\mu (k^{\prime \prime };PQ)S(q^{\prime \prime \prime })\mathrm{\Gamma }_\pi (k^{\prime \prime \prime };P)}.`$
The $`\gamma ^{}`$ momentum is $`Q`$, and the other photon and the pion are on the mass-shell. With the convenient choice $`k^{\prime \prime \prime }=k`$, the other internal momenta can be determined. The Ball-Chiu ansatz Eq. (8) is used for the dressed-quark-photon vertices $`\mathrm{\Gamma }_\nu `$ and $`\mathrm{\Gamma }_\mu `$. The chiral limit anomalous decay $`\pi ^0\gamma \gamma `$ gives $`g_{\pi \gamma \gamma }^0=1/2`$ providing an excellent account of the $`7.7\mathrm{eV}`$ width. The form factor defined by Eq. (S0.Ex3) satisfies $`F(0)=1`$; it should not be confused with a different quantity $`\stackrel{~}{F}(Q^2)=F(Q^2)/4\pi ^2f_\pi `$ which contains the non-tensor strength of the transition matrix element $`M_{\mu \nu }=2\mathrm{\Lambda }_{\mu \nu }`$ and in terms of which the CLEO data and some theoretical works are expressed.
Here we update an earlier study by using the more realistic $`\mathrm{\Gamma }_\pi `$ in Eq. (9) along with the associated quark propagator (set A) . We obtain $`g_{\pi \gamma \gamma }=0.4996`$ at the physical $`m_\pi `$ value. The form factor is displayed in Fig. 2. Although the anomalous coupling strength is correct, the calculation does not fall off fast enough in the infrared and significantly overestimates the data. It is unlikely that our description of the pion is responsible for this; the sub-dominant amplitudes $`F_\pi `$, $`G_\pi `$ give a negligible contribution here while the closely related dynamical quantities, $`r_\pi `$ and $`f_\pi `$, are well described . The removal of dressing at the virtual photon vertex produces the dashed line. The better agreement with the data is rather fortuitous since the coupling constant is reduced to 70% of the former correct value. The pion transition radius from the impulse approximation ($`0.48\mathrm{fm}`$) is clearly less than that suggested by the data ($`0.65\mathrm{fm}`$); a similar underestimate also occurs for the pion charge radius in this approach.
Our results for $`Q^2F(Q^2)`$ are displayed in Fig. 3. The approach to the asymptotic limit of the present dressed quark loop Eq. (S0.Ex3) is quite slow and is governed by the following considerations. After the mass-shell conditions for the pion and the real photon are realized, one finds that in the domain $`k^2<1\mathrm{GeV}^2Q^2`$ of integral support dictated by $`\mathrm{\Gamma }_\pi (k^2)`$, the leading behavior of the momenta for each quark propagator is: $`(q^{})^2,(q^{\prime \prime \prime })^2𝒪(kQ)`$, and $`(q^{\prime \prime })^2=\frac{Q^2}{2}[1+𝒪(k/Q)]`$. Using $`A(p^2)=1+𝒪(1/p^2)`$ and $`B(p^2)𝒪(1/p^2)`$, one finds from Eq. (8) that the leading behavior of each of the photon vertices is $`\mathrm{\Gamma }_\nu =`$ $`i\gamma _\nu [1+𝒪(1/kQ)]`$. The photon insertions of the diagram effectively collapse to a point axial vector with the $`\mathrm{\Gamma }_\nu S(q^{\prime \prime })\mathrm{\Gamma }_\mu `$ leg of the loop having the leading form
$$\frac{2i}{Q^2}\gamma _\nu \overline{)}q^{\prime \prime }\gamma _\mu =\frac{2i}{Q^2}ϵ_{\mu \nu \alpha \beta }\gamma _5\gamma _\alpha Q_\beta +\mathrm{},$$
(11)
where the current mass is ignored and the terms not shown do not survive the spin trace. The loop integral coupling the $`\pi `$ to $`\gamma _5\gamma _\alpha `$ gives exactly $`f_\pi P_\alpha /3`$ by definition . This gives the asymptotic limit $`\mathrm{\Lambda }_{\mu \nu }(Q^2)`$ $`\frac{2f_\pi }{Q^2}iϵ_{\mu \nu \alpha \beta }P_\alpha Q_\beta [1+𝒪(1/Q)]`$ or the form factor limit $`\frac{16}{3}\pi ^2f_\pi ^2+𝒪(1/Q)`$, in agreement with Refs. . The limit marked by $`8\pi ^2f_\pi ^2`$ is from pQCD factorization . It is evident that the sub-dominant amplitudes $`F_\pi `$ and $`G_\pi `$ make a minor contribution although the integrated effect via the produced $`f_\pi `$ value is some 30%.
With the hard leg $`\mathrm{\Gamma }_\nu S(q^{\prime \prime })\mathrm{\Gamma }_\mu `$ taken to be bare the result is the dot-dashed line in Fig. 3. This is consistent with the evident sub-leading correction in the propagator denominator being $`k/Q30\%`$ at $`Q^210\mathrm{GeV}^2`$. The dressing of the hard propagator $`S(q^{\prime \prime })`$ contributes little to the dot-dashed curve; thus the difference between the three relevant curves illustrates the persistent contribution from photon vertex dressing. Since the Ball-Chiu vertex is exact at both $`Q^2=0`$ and the UV limit, and only the longitudinal component is correct for all $`Q^2`$, it is possibly the deficiencies of this ansatz at infrared and intermediate momenta that are being exposed in the present study. This is also the preliminary finding from a study of the ladder Bethe-Salpeter solution for the vector vertex .
5. Summary
The results presented here suggest that the present approach to modeling low-energy QCD can capture the mechanisms that dominate infrared physics. The sub-dominant pseudovector terms in the pion BS amplitude make a much stronger contribution to $`g_{\rho \pi \pi }`$ than they do to $`m_\pi `$, $`f_\pi `$; the contributions to the $`\gamma ^{}\pi ^0\gamma `$ and $`\gamma ^{}\pi \rho `$ transition form factors are minor at low and intermediate momenta. The new result here for the $`\gamma ^{}\pi \rho `$ form factor should be applied to the deuteron electromagnetic form factors where this meson exchange current is still a serious ambiguity. Our examination of the pion axial anomaly form factor with the Ball-Chiu ansatz for the dressed photon-quark vertex clarifies the slow approach to asymptotic behavior and suggests that deficiencies in this ansatz at low momenta may be evident. A study of electromagnetic radii should be made from this perspective.
Acknowledgments
Thanks are due to the conference organizers, especially Dubravko Klabucar, for the excellent hospitality and enjoyable atmosphere provided at this conference. Helpful discussions with D. Klabucar, C. D. Roberts, P. Maris and M. Pichowsky are gratefuly acknowledged. This work is partly supported by the US National Science Foundation under grants No. PHY97-22429 and INT96-03385.
References
1. C. D. Roberts and A. G. Williams, Prog. Part. Nucl. Phys.33 (1994) 477.
2. P. C. Tandy, Prog. Part. Nucl. Phys. 39 (1997) 117.
3. P. Maris and C. D. Roberts, Phys. Rev. C56 (1997) 3369.
4. P. Maris, C. D. Roberts and P. C. Tandy, Phys. Lett. B420 (1998) 267.
5. C. D. Roberts, A. G. Williams and G. Krein, Int. J. Mod. Phys. A7 (1992) 5607.
6. C. D. Roberts, Nucl. Phys. A605 (1996) 475.
7. C. J. Burden, C. D. Roberts and M. J. Thomson, Phys. Lett. B371 (1996) 163.
8. P. C. Tandy, Prog. Part. Nucl. Phys. 36 (1996) 97; K. L. Mitchell, PhD Thesis, Kent State University, unpublished, (1995).
9. C. J. Burden, Lu Qian, C. D. Roberts, P. C. Tandy and M. J. Thomson, Phys. Rev. C55 (1997) 2649.
10. P. C. Tandy, “Modeling nonperturbative QCD for mesons and couplings”, Proceedings, IV<sup>th</sup> Workshop on Quantum Chromodynamics, June, 1998, nucl-th/9812005, to be published.
11. P. Maris and P. C. Tandy, ”Vector meson masses and decay constants”, preprint KSUCNR-104-99, in preparation, (1999).
12. J. W. Van Orden, N. Devine and F. Gross, Phys. Rev. Lett. 75 (1995) 4369.
13. J. S. Ball and T. W. Chiu, Phys. Rev. D22 (1980) 2542.
14. P. Maris and C. D. Roberts, Phys. Rev. C58 (1998) 3659.
15. M. R. Frank, K. L. Mitchell, C. D. Roberts and P. C. Tandy, Phys. Lett. B359 (1995) 17.
16. J. Gronberg et al.(CLEO Collaboration), Phys. Rev. D57 (1998) 33.
17. H.-J. Behrend et al.(CELLO Collaboration), Z. Phys. C49 (1991) 401.
18. G. P. Lepage and S. J. Brodsky, Phys. Rev. D22 (1980) 2157.
19. D. Kekez and D. Klabucar, “$`\gamma ^{}`$ $`\gamma `$ $``$ $`\pi ^0`$ transition and asymptotics of $`\gamma ^{}\gamma `$ and $`\gamma ^{}\gamma ^{}`$ transitions of other unflavored pseudoscalar mesons,” hep-ph/9812495; and these proceedings.
20. C. D. Roberts, “Dyson Schwinger equations: connecting small and large length-scales,” hep-ph/9901091, these proceedings.
21. P. Maris, private communication, (1999).
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# Is Word Sense Disambiguation just one more NLP task?
## 1 Introduction
I want to make clear right away that I am not writing as a sceptic about word-sense disambiguation (WSD) let alone as a recent convert: on the contrary, since my PhD thesis was on the topic thirty years ago. That (Wilks, 1968) was what we would now call a classic AI toy system approach, one that used techniques later called Preference Semantics, but applied to real newspaper texts, as controls on the philosophical texts that were my real interest at the time. But it did attach single sense representations to words drawn from a polysemous lexicon of 800 or so. If Boguraev was right, in his informal survey twelve years ago, that the average NLP lexicon was under fifty words, then that work was ahead of its time and I do therefore have a longer commitment to, and perspective on, the topic than most, for whatever that may be worth!.
I want to raise some general questions about WSD as a task, aside from all the busy work in SENSEVAL: questions that should make us worried and wary about what we are doing here, but definitely NOT stop doing it. I can start by reminding us all of the obvious ways in which WSD is not like part-of-speech (POS) tagging, even though the two tasks are plainly connected in information terms, as Stevenson and I pointed out in (Wilks and Stevenson, 1998a), and were widely misunderstood for doing so. From these differences, of POS and WSD, I will conclude that WSD is not just one more partial task to be hacked off the body of NLP and solved. What follows acknowledges that Resnik and Yarowsky made a similar comparison in 1997 (Resnik and Yarowsky, 1997) though this list is a little different from theirs:
1. There is broad agreement about POS tags in that, even for those committed to differing sets, there is little or no dispute that they can be put into one-many correspondence. That is not generally accepted for the sets of senses for the same words from different lexicons.
2. There is little dispute that humans can POS tag to a high degree of consistency, but again this is not universally agreed for WS tagging, as various email discussions leading up to this workshop have shown. I’ll come back to this issue below, but its importance cannot be exaggerated — if humans cannot do it then we are wasting our time trying to automate it. I assume that fact is clear to everyone: whatever maybe the case in robotics or fast arithmetic, in the NL parts of AI there is no point modelling or training for skills that humans do not have!
3. I do not know the genesis of the phrase “lexical tuning,” but the phenomenon has been remarked, and worked on, for thirty years and everyone seems agreed that it happens, in the sense that human generators create, and human analysers understand, words in quite new senses, ungenerated before or, at least, not contained in the point-of-reference lexicon, whether that be thought of as in the head or in the computer. Only this view is consistent with the evident expansion of sense lists in dictionaries with time; these new additions cannot plausibly be taken as established usages not noticed before.
If this is the case, it seems to mark an absolute difference from POS tagging (where novelty does not occur in the same way), and that should radically alter our view of what we are doing here, because we cannot apply the standard empirical modelling method to that kind of novelty.
The now standard empirical paradigm of \[mark-up, model/train, and test\] assumes prior markup, in the sense of a positive answer to the question (2) above. But we cannot, by definition, mark up for new senses, those not in the list we were initially given, because the text analysed creates them, or they were left out of the source from which the mark up list came. If this phenomenon is real, and I assume it is, it sets a limit on phenomenon (2), the human ability to pre-tag with senses, and therefore sets an upper bound on the percentage results we can expect from WSD, a fact that marks WSD out quite clearly from POS tagging.
The contrast here is in fact quite subtle as can be seen from the interesting intermediate case of semantic tagging: which is the task of attaching semantic, rather than POS, tags to words automatically, a task which can then be used to do more of the WSD task (as in Dini et al., 1998) than POS tagging can, since the ANIMAL or BIRD versus MACHINE tags can then separate the main senses of “crane”. In this case, as with POS, one need not assume novelty in the tag set, but must allow for novel assignments from it to corpus words e.g. when a word like “dog” or “pig” was first used in a human sense. It is just this sense of novelty that POS tagging does also have, of course, since a POS tag like VERB can be applied to what was once only a noun, as with “ticket”. This kind of novelty, in POS and semantic tagging, can be pre-marked up with a fixed tag inventory, hence both these techniques differ from genuine sense novelty which cannot be premarked.
As I said earlier, the thrust of these remarks is not intended sceptically, either about WSD in particular, or about the empirical linguistic agenda of the last ten years more generally. I assume the latter has done a great deal of good to NLP/CL: it has freed us from toy systems and fatuous example mongering, and shown that more could be done with superficial knowledge-free methods than the whole AI knowledge-based-NLP tradition ever conceded: the tradition in which every example, every sentence, had in principle to be subjected to the deepest methods. Minsky and McCarthy always argued for that, but it seemed to some even then an implausible route for any least-effort-driven theory of evolution to have taken. The caveman would have stood paralysed in the path of the dinosaur as he downloaded deeper analysis modules, trying to disprove he was only having a nightmare.
However, with that said, it may be time for some corrective: time to ask not only how we can continue to slice off more fragments of partial NLP as tasks to model and evaluate, but also how to reintegrate them for real tasks that humans undoubtedly can evaluate reliably, like MT and IE, and which are therefore unlike some of the partial tasks we have grown used to (like syntactic parsing) but on which normal language users have no views at all, for they are expert-created tasks, of dubious significance outside a wider framework. It is easy to forget this because it is easier to keep busy, always moving on. But there are few places left to go after WSD:–empirical pragmatics has surely started but may turn out to be the final leg of the journey.
Given the successes of empirical NLP at such a wide range of tasks, it is not to soon to ask what it is all for, and to remember that, just because machine translation (MT) researchers complained long ago that WSD was one of their main problems, it does not follow that high level percentage success at WSD will advance MT. It may do so, and it is worth a try, but we should remember that Martin Kay warned years ago that no set of individual solutions to computational semantics, syntax, morphology etc. would necessarily advance MT. However, unless we put more thought into reintegrating the new techniques developed in the last decade we shall never find out.
## 2 Can humans sense tag?
I wish now to return to two of the topics raised above: first, the human task: itself.
It seems obvious to me that, aside from the problems of tuning and other phenomena that go under names like vagueness, humans, after training, can sense-tag texts at reasonably high levels and reasonable inter-annotator consistency. They can do this with alternative sets of senses for words for the same text, although it may be a task where some degree of training and prior literacy are essential, since some senses in such a list are usually not widely known to the public. This should not be shocking: teams of lexicographers in major publishing houses constitute literate, trained teams and they can normally achieve agreement sufficient for a large printed dictionary for publication (about sense sets, that is, a closely related skill to sense-tagging). Those averse to claims about training and expertise here should remember that most native speakers cannot POS tag either, though there seems substantial and uncontentious consistency among the trained.
There is strong evidence for this position on tagging ability, which includes (Green, 1989 see also Jorgensen, 1990) and indeed the high figures obtained for small word sets by the techniques pioneered by Yarowsky (Yarowsky, 1995). Many of those figures rest on forms of annotation (e.g. assignment of words to thesaurus head sets in Roget), and the general plausibility of the methodology serves to confirm the reality of human annotation (as a consistent task) as a side effect.
The counterarguments to this have come explicitly from the writings of Kilgarriff (1993), and sometimes implicitly from the work of those who argue from the primacy of lexical rules or of notions like vagueness in regard to WSD. In Kilgarriff’s case I have argued elsewhere (Wilks, 1997) that the figures he produced on human annotation are actually consistent with very high levels of human ability to sense-tag and are not counter-arguments at all, even though he seems to remain sceptical about the task in his papers. He showed only that for most words there are some contexts for which humans cannot assign a sense, which is of course not an argument against the human skill being generally successful.
On a personal note, I would hope very much to be clearer when I see his published reaction to the SENSEVAL workshop what his attitude to WSD really is. In writing he is a widely published sceptic, in the flesh he is the prime organiser of this excellent event (SENSEVAL Workshop) to test a skill he may, or may not, believe in. There need be no contradiction there, but a fascinating question about motive lingers in the air. Has he set all this up so that WSD can destroy itself when rigourously tested? One does not have to be a student of double-blind tests, and the role of intention in experimental design, to take these questions seriously, particularly as he has designed the SENSEVAL methodology and the use of the data himself. The motive question here is not mere ad hominem argument but a serious question needing an answer.
These are not idle questions, in my view, but go to the heart of what the SENSEVAL workshop is for: is it to show how to do better at WSD, or is to say something about wordsense itself (which might involve saying that you cannot do WSD by computer at all, or cannot do it well enough to be of interest?).
In all this discussion we should remember that, if we take the improvement of (assessable) real tasks as paramount, those like MT, Information Retrieval and Information Extraction (IE), then it may not in the end matter whether humans are ever shown psycholinguistically to need POS tagging or WSD for their own language performance;–there is much evidence they do not. But that issue is wholly separate from what concerns us here; it may still be useful to advance MT/IE via partial tasks like WSD, if they can be shown performable, assessable, and modelable by computers, no matter how humans turn out to work.
The implicit critique of the broadly positive position above (i.e. that WSD can be done by people and machines and we should keep at it) sometimes seems to come as well from those who argue (a) for the inadequacy of lexical sense sets over productive lexical rules and (b) for the inherently vague quality of the difference between senses of a given word. I believe both these approaches are muddled if their proponents conclude that WSD is therefore fatally flawed as a task;- and clearly not all do since some of them are represented here as participants.
## 3 Lexical Rules
Lexical rules go back at least to Givon’s (1967) thirty-year old sense-extension rules and they are in no way incompatible with a sense-set approach, like that found in a classic dictionary. Such sense sets are normally structured (often by part of speech and by general and specific senses) and the rules are, in some sense, no more than a compression device for predicting that structuring. But the set produced by any set of lexical rules is still a set, just as a dictionary list of senses is a set, albeit structured. It is mere confusion to think one is a set and one not: Nirenburg and Raskin (1997) have pointed out that those who argue against lists of senses (in favour of rules, e.g. Pustejovsky 1995) still produce and use such lists. What else could they do?
I myself cannot get sufficient clarity at all on what the lexical rule approach, whatever its faults or virtues, has to do with WSD? The email discussion preceding this workshop showed there were people who think the issues are connected, but I cannot see it, but would like to be better informed before I go home from here. If their case is that rules can predict or generate new senses then their position is no different (with regard to WSD) from that of anyone else who thinks new senses important, however modelled or described. The rule/compression issue itself has nothing essential to do with WSD: it is simply one variant of the novelty/tuning/new-sense/metonymy problem, however that is described.
The vagueness issue is again an old observation, one that, if taken seriously, must surely result in a statistical or fuzzy-logic approach to sense discrimination, since only probabilistic (or at least quantitative) methods can capture real vagueness. That, surely, is the point of the Sorites paradox: there can be no plausible or rational qualitatively-based criterion (which would include any quantitative system with clear limits: e.g. tall = over 6 feet) for demarcating “tall”, “green” or any inherently vague concept.
If, however, sense sets/lists/inventories are to continue to play a role, vagueness can mean no more than highlighting what all systems of WSD must have, namely some parameter or threshold for the assignment to one of a list of senses versus another, or setting up a new sense in the list. Talk of vagueness adds nothing specific to help that process for those who want to assign on some quantitative basis to one sense rather than another; algorithms will capture the usual issue of tuning to see what works and fits our intuitions.
Vagueness would be a serious concept only if the whole sense list for a word (in rule form or not) was abandoned in favour of statistically-based unsupervised clusters of usages or contexts. There have been just such approaches to WSD in recent years (e.g. Bruce and Wiebe, 1994, Pedersen and Bruce, 1997, Schuetze & Pederson, 1995) and the essence of the idea goes back to Sparck Jones 1964/1986) but such an approach would find it impossible to take part in any competition like SENSEVAL because it would inevitably deal in nameless entities which cannot be marked up for.
Vague and Lexical Rule based approaches also have the consequence that all lexicographic practice is, in some sense, misguided: dictionaries according to such theories are fraudulent documents that could not help users, whom they systematically mislead by listing senses. Fortunately, the market decides this issue, and it is a false claim. Vagueness in WSD is either false (the last position) or trivial, and known and utilised within all methodologies.
This issue owes something to the systematic ignorance of its own history so often noted in AI. A discussion email preceding this workshop referred to the purported benefits of underspecification in lexical entries, and how recent formalisms had made that possible. How could anyone write such a thing in ignorance of the 1970s and 80s work on incremental semantic interpretation of Hirst, Mellish and Small (Hirst, 1987; Mellish, 1983; Small et al., 1988) among others?
None of this is a surprise to those with AI memories more than a few weeks long: in our field people read little outside their own notational clique, and constantly “rediscover” old work with a new notation. This leads me to my final point which has to do, as I noted above, with the need for a fresh look at technique integration for real tasks. We all pay lip service to this while we spend years on fragmentary activity, arguing that that is the method of science. Well, yes and no, and anyway WSD is not science: what we are doing is engineering and the scientific method does not generally work there, since engineering is essentially integrative, not analytical. We often write or read of “hybrid” systems in NLP, which is certainly an integrative notion, but we have little clear idea of what it means. If statistical or knowledge-free methods are to solve some or most cases of any linguistic phenomenon, like WSD, how do we then locate that subclass of the phenomena that other, deeper, techniques like AI and knowledge-based reasoning are then to deal with? Conversely, how can we know which cases the deeper techniques cannot or need not deal with? If there is an upper bound to empirical methods, and I have argued that that will be lower for WSD than for some other NLP tasks for the reasons set out above, then how can we pull in other techniques smoothly and seamlessly for the “hard” examples?
The experience of POS tagging, to return to where we started, suggests that rule-driven taggers can do as well as purely machine learning-based taggers, which, if true, suggests that symbolic methods, in a broad sense, might still be the right approach for the whole task. Are we yet sure this is not the case for WSD? I simply raise the question. Ten years ago, it was taken for granted in most of the AI/NLP community that knowledge-based methods were essential for serious NLP. Some of the successes of the empirical program (and especially the TIPSTER program) have caused many to reevaluate that assumption. But where are we now, if a real ceiling to such methods is already in sight? Information Retrieval languished for years, and maybe still does, as a technique with a practical use but an obvious ceiling, and no way of breaking through it; there was really nowhere for its researchers to go. But that is not quite true for us, because the claims of AI/NLP to offer high quality at NLP tasks have never been really tested. They have certainly not failed, just got left behind in the rush towards what could be easily tested!
## 4 Large or Small-scale WSD?
Which brings me to my final point: general versus small-scale WSD. Our group is one of the few that has insisted on continuing with general WSD: the tagging and test of all content words in a text, a group that includes CUP, XERC-Grenoble and CRL-NMSU. We currently claim about 90% correct sense assignment (Wilks and Stevenson, 1998b) and do not expect to be able to improve much on that for the reasons set out above; we believe the rest is AI or lexical tuning! The general argument for continuing with the all-word paradigm, rather than the highly successful paradigm of Yarowsky et al., is that that is the real task, and there is no firm evidence that the small scale will scale up to the large because much of sense-disambiguation is mutual between the words of the text, which cannot be used by the small set approach. I am not sure this argument is watertight but it seems plausible to me.
Logically, if you claim to do all the content words you ought, in principle, to be able to enter a contest like SENSEVAL that does only some of the words with an unmodified system. This is true, but you will also expect to do worse, as you have not have had as much training data for the chosen word set. Moreover you will have to do far more preparation to enter if you insist, as we would, on bringing the engines and data into play for all the training and test set words; the effort is that much greater and it makes such an entry self-penalising in terms of both effort and likely outcome, which is why we decided not to enter in the first round, regretfully, but just to mope and wail at the sidelines. The methodology chosen for SENSEVAL was a natural reaction to the lack of training and test data for the WSD task, as we all know, and that is where I would personally like to see effort put in the future, so that everyone can enter all the words; I assume that would be universally agreed to if the data were there. It is a pity, surely, to base the whole structure of a competition on the paucity of the data.
## 5 Conclusion
What we would like to suggest positively is that we cooperate to produce more data, and use existing all-word systems, like Grenoble, CUP, our own and others willing to join, possibly in combination, so as to create large-scale tagged data quasi-automatically, rather in the way that the Penn tree bank was produced with the aid of parsers, not just people.
We have some concrete suggestions as to how this can be done, and done consistently, using not only multiple WSD systems but also by cross comparing the lexical resources available, e.g. WordNet (or EuroWordNet) and a major monolingual dictionary. We developed our own reasonably large test/training set with the WordNet-LDOCE sense translation table (SENSUS, Knight and Luk, 1994) from ISI. Some sort of organised effort along those lines, before the next SENSEVAL, would enable us all to play on a field not only level, but much larger.
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# FSU-SCRI-99-09 Small eigenvalues of the staggered Dirac operator in the adjoint representation and Random Matrix Theory
\[
## Abstract
The low-lying spectrum of the Dirac operator is predicted to be universal, within three classes, depending on symmetry properties specified according to random matrix theory. The three universal classes are the orthogonal, unitary and symplectic ensemble. Lattice gauge theory with staggered fermions has verified two of the cases so far, unitary and symplectic, with staggered fermions in the fundamental representation of SU(3) and SU(2). We verify the missing case here, namely orthogonal, with staggered fermions in the adjoint representation of SU($`N_c`$), $`N_c=2,3`$.
\]
Random matrix theory (RMT) has been successful in predicting spectral properties of QCD-like theories in the so-called microscopic scaling regime, defined by $`1/\mathrm{\Lambda }_{QCD}<<L<<1/m_\pi `$, with $`L`$ the linear extent of the system . Assuming spontaneous chiral symmetry breaking in the underlying theory, this is the regime dominated by the soft pions associated with the chiral symmetry breaking . Up to a scale, given by the chiral condensate (at infinite volume) $`\mathrm{\Sigma }=\overline{\psi }\psi `$, the distribution of the low lying eigenvalues, the so-called microscopic spectral density
$$\rho _S(z)=\underset{V\mathrm{}}{lim}\frac{1}{V}\rho \left(\frac{z}{V\mathrm{\Sigma }}\right)$$
(1)
with $`\rho (\lambda )`$ the usual (macroscopic) spectral density and, in particular, the rescaled distribution of the lowest eigenvalue $`P_{\mathrm{min}}(z)`$ with $`z=V\mathrm{\Sigma }\lambda _{\mathrm{min}}`$ are universal, dependent only on the symmetry properties, the number of dynamical quark flavors and the number of exact zero modes, i.e., the topological sector, but not the potential in RMT . Recently, these properties have been derived directly from the effective, finite-volume partition functions of QCD of Leutwyler and Smilga, without the detour through RMT .
The lattice fermion action should have a chiral symmetry for the predictions of random matrix theory to apply. Until recently, staggered fermions were the only fermions regularized on the lattice that retained a chiral symmetry<sup>*</sup><sup>*</sup>*A new lattice regularization of massless fermions with good chiral properties, and even an index theorem, has recently been developed . The RMT predictions for these overlap fermions have been verified for examples in all three ensembles, including the classification into different topological sectors, in .. The RMT predictions have been nicely verified for staggered fermions in the fundamental representations of SU(2) and SU(3) gauge group in quenched QCD, and for SU(2) also with dynamical fermions . These represent two out of the three different cases predicted by RMT, chiral symplectic and chiral unitary. Staggered fermions are not always in the same universality class as continuum fermions in the context of random matrix theory. Staggered and continuum fermions belong to the unitary ensemble when the fermions are in the fundamental representation of SU($`N_c`$) doe $`N_c3`$. But staggered fermions in the fundamental representation of SU(2) belong to the symplectic ensemble since their entire spectrum is two-fold degenerate in contrast to continuum fermions which belong to the orthogonal ensemble . Another example where the staggered fermions and continuum fermions are not in the same universality class is when the fermions are in the adjoint representation of SU($`N_c`$). Here the situation is just reversed: continuum fermions are in the symplectic ensemble with a two-fold degeneracy of the entire spectrumTo compare with RMT predictions only one of each degenerate pair of eigenvalues is kept and the adjoint fermion is thereby considered as a Majorana fermion. while staggered fermions are in the orthogonal ensemble – they are real, since adjoint gauge fields are real and since the “Dirac matrices” for staggered fermions are just phases, $`\pm 1`$. We therefore use this example with staggered fermions in the adjoint representation of SU($`N_c`$) to test the missing case.
In this report, we consider staggered fermions in the adjoint representation of SU(2) and SU(3) in the quenched approximation. Since staggered fermions (at finite lattice spacing) do not obey an index theorem and thus have no exact zero modes , the RMT predictions for $`\nu =0`$ are expected to apply. This has been found in the studies with staggered fermions in the fundamental representation , and our results will support it for staggered fermions in the adjoint representation. The rescaled distribution of the lowest eigenvalue, $`z=V\mathrm{\Sigma }\lambda _{\mathrm{min}}`$, should thus be
$$P_{\mathrm{min}}(z)=\frac{2+z}{4}e^{\frac{z}{2}\frac{z^2}{8}}.$$
(2)
This distribution is quite distinct from all other cases: it starts at a finite, non-zero value at $`z=0`$. Given the chiral condensate, $`\mathrm{\Sigma }`$, (2) is a parameter free prediction. If $`\mathrm{\Sigma }`$ is not otherwise known, it can be determined from a one-parameter fit of the distribution of the lowest eigenvalue to (2).
We have computed the low lying eigenvalues of the staggered Dirac operator in the adjoint representation with the Ritz functional method , applied to $`D^{}D=D^2`$, for several SU(2) gauge field ensembles and for two SU(3) ensembles. The distribution of the lowest eigenvalue, approximated by a histogram with jackknife errors, was fit to the predicted form, (2), with $`\mathrm{\Sigma }`$, the infinite volume value of $`\overline{\psi }\psi `$ as the only free parameter. The results of the fit, together with the number of configurations considered, gauge coupling and lattice size, are given in Table I. In all cases we obtained good fits to the predicted form. For most gauge couplings we considered two different lattice sizes. The values for $`\mathrm{\Sigma }`$ obtained from the two different lattice sizes agree well, within statistical errors. Some distributions, together with the fitted analytical predictions, are shown in Figure 1.
The consistency of the extracted value for the chiral condensate, $`\mathrm{\Sigma }`$, from the two different lattice sizes makes it evident that we could have used the value obtained from one lattice size to get a parameter free description of the results from the other lattice size. Given the scale $`\mathrm{\Sigma }`$ the microscopic spectral density $`\rho _S`$, eq. (1), is predicted by results of RMT . The comparison for the same systems as in Figure 1 is shown in Figure 2. The agreement is quite nice, extending over the entire region covered by the eigenvalues that we determined. Note that for the chiral orthogonal ensemble the oscillations in the RMT prediction for $`\rho _S`$, except the first one coming from the lowest eigenvalue, are very small. Obviously, we would need much more statistics to resolve additional “wiggles” in our data.
In conclusion, adjoint staggered fermions are argued to belong to the chiral orthogonal ensemble of RMT. We found that the RMT predictions indeed describe the spectrum of low lying eigenvalues of the staggered Dirac operator in the adjoint representation very well for both SU(2) and SU(3) in our quenched simulations.
###### Acknowledgements.
This research was supported by DOE contracts DE-FG05-85ER250000 and DE-FG05-96ER40979. Computations were performed on the workstation cluster at SCRI. We thank P. Damgaard for discussions and J. Verbaarschot for making the data for the analytical curve in Figure 2 available.
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# Size–dependent Correlation Effects in Ultrafast Optical Dynamics of Metal Nanoparticles
## I Introduction
The properties of small metal particles in the intermediate regime between bulk–like and molecular behavior have been a subject of great interest recently. Even though the electronic and optical properties of nanoparticles have been extensively studied, the effect of confinement on electron dynamics is much less understood. Examples of outstanding issues include the role of electron–electron interactions in the process of cluster fragmentation, the role of surface lattice modes in providing additional channels for intra-molecular energy relaxation, the influence of the electron and nuclear motion on the superparamagnetic properties of clusters, and the effect of confinement on the nonlinear optical properties and transient response under ultrafast excitation. These and other dynamical phenomena can be studied with femtosecond nonlinear optical spectroscopy, which allows one to probe the time evolution of the excited states with a resolution shorter than the energy relaxation or dephasing times.
Surface collective excitations play an important role in the absorption of light by metal nanoparticles. In large particles with sizes comparable to the wave–length of light $`\lambda `$ (but smaller than the bulk mean free path), the lineshape of the surface plasmon (SP) resonance is determined by the electromagnetic effects. In small nanoparticles with radii $`R\lambda `$, the absorption spectrum is governed by quantum confinement effects. For example, the momentum non–conservation due to the confining potential leads to the Landau damping of the SP and to a resonance linewidth inversely proportional to the nanoparticle size. Confinement changes also non–linear optical properties of nanoparticles: a size–dependent enhancement of the third order susceptibilities, caused by the elastic surface scattering of single–particle excitations, has been reported.
Extensive experimental studies of the electron relaxation in nanoparticles have recently been performed using ultrafast pump–probe spectroscopy. Unlike in semiconductors, the dephasing processes in metals are very fast, and nonequilibrium populations of optically excited electrons and holes are formed within several femtoseconds. These thermalize into the hot Fermi–Dirac distribution within several hundreds of femtoseconds, mainly due to e–e and h–h scattering. Since the electron heat capacity is much smaller than that of the lattice, a high electron temperature can be reached during less than 1 ps time scales, i.e., before any significant energy transfer to the phonon bath occurs. During this stage, the SP resonance was observed to undergo a time–dependent spectral broadening. Subsequently, the electron and phonon baths equilibrate through the electron–phonon interactions over time intervals of a few picoseconds. During this incoherent stage, the hot electron distribution can be characterized by a time–dependent temperature. Correlation effects play an important role in the latter regime. For example, in order to explain the differential absorption lineshape, it is essential to take into account the e–e scattering of the optically–excited carriers near the Fermi surface. Furthermore, despite the similarities to the bulk–like behavior, observed, e.g., in metal films, certain aspects of the optical dynamics in nanoparticles are significantly different. For example, experimental studies of small Cu nanoparticles revealed that the relaxation times of the the pump–probe signal depend strongly on frequency: the relaxation was considerably slower at the SP resonance. This and other observations suggest that collective surface excitations play an important role in the electron dynamics in small metal particles.
Let us recall the basic facts regarding the linear absorption by metal nanoparticles embedded in a medium with dielectric constant $`ϵ_m`$. We will focus primarily on noble metal particles containing several hundreds of atoms; in this case, the confinement affects the extended electronic states even though the bulk lattice structure has been established. When the particles radii are small, $`R\lambda `$, so that only dipole surface modes can be optically excited and non–local effects can be neglected, the optical properties of this system are determined by the dielectric function
$$ϵ_{\mathrm{col}}(\omega )=ϵ_m+3pϵ_m\frac{ϵ(\omega )ϵ_m}{ϵ(\omega )+2ϵ_m},$$
(1)
where $`ϵ(\omega )=ϵ^{}(\omega )+iϵ^{\prime \prime }(\omega )`$ is the dielectric function of a metal particle and $`p1`$ is the volume fraction occupied by nanoparticles in the colloid. Since the $`d`$–electrons play an important role in the optical properties of noble metals, the dielectric function $`ϵ(\omega )`$ includes also the interband contribution $`ϵ_d(\omega )`$. For $`p1`$, the absorption coefficient of such a system is proportional to that of a single particle and is given by
$$\alpha (\omega )=9pϵ_m^{3/2}\frac{\omega }{c}\text{Im}\frac{1}{ϵ_s(\omega )},$$
(2)
where
$$ϵ_s(\omega )=ϵ_d(\omega )\omega _p^2/\omega (\omega +i\gamma _s)+2ϵ_m,$$
(3)
plays the role of an effective dielectric function of a particle in the medium. Its zero, $`ϵ_s^{}(\omega _s)=0`$, determines the frequency of the SP, $`\omega _s`$. In Eq. (3), $`\omega _p`$ is the bulk plasmon frequency of the conduction electrons, and the width $`\gamma _s`$ characterizes the SP damping. The semiclassical result Eqs. (2) and (3) applies to nanoparticles with radii $`Rq_{_{TF}}^1`$, where $`q_{_{TF}}`$ is the Thomas–Fermi screening wave–vector ($`q_{_{TF}}^11`$ Å in noble metals). In this case, the electron density deviates from its classical shape only within a surface layer occupying a small fraction of the total volume. Quantum mechanical corrections, arising from the discrete energy spectrum, lead to a width $`\gamma _sv__F/R`$, where $`v__F=k__F/m`$ is the Fermi velocity. Even though $`\gamma _s/\omega _s(q_{_{TF}}R)^11`$, this damping mechanism dominates over others, e.g., due to phonons, for sizes $`R10`$ nm. In small clusters, containing several dozens of atoms, the semiclassical approximation breaks down and density functional or ab initio methods should be used.
It should be noted that, in contrast to surface collective excitations, the e–e scattering is not sensitive to the nanoparticle size as long as the condition $`q_{_{TF}}R1`$ holds. Indeed, for such sizes, the static screening is essentially bulk–like. At the same time, the energy dependence of the bulk e–e scattering rate, $`\gamma _e(EE_F)^2`$, with $`E_F`$ being the Fermi energy, comes from the phase–space restriction due to the momentum conservation, and involves the exchange of typical momenta $`qq_{_{TF}}`$. If the size–induced momentum uncertainty $`\delta qR^1`$ is much smaller than $`q_{_{TF}}`$, the e–e scattering rate in a nanoparticle is not significantly affected by the confinement.
In this paper we address the role of collective surface excitations in the electron relaxation in small metal particles. We show that the dynamically screened e–e interaction contains a correction originating from the surface collective modes excited by an electron in nanoparticle. This opens up new quasiparticle scattering channels mediated by surface collective modes. We derive the corresponding scattering rates, which depend strongly on the nanoparticle size. The scattering rate of a conduction electron increases with energy, in contrast to the bulk–plasmon mediated scattering. In noble metal particles, we study the SP–mediated scattering of a $`d`$–hole into the conduction band. The scattering rate of this process depends strongly on temperature, and exhibits a peak as a function of energy due to the restricted phase space available for interband scattering. We show that this effect manifests itself in the ultrafast nonlinear optical dynamics of nanometer–sized particles. In particular, our self–consistent calculations show that, near the SP resonance, the differential absorption lineshape undergoes a dramatic transformation as the particle size decreases. We also find that the relaxation times of the pump–probe signal depend strongly on the probe frequency, in agreement with recent experiments.
The paper is organized as follows. In Section II we derive the dynamically screened Coulomb potential in a nanoparticle. In Section III we calculate the SP–mediated quasiparticle scattering rates of the conduction electrons and the d–band holes. In Section IV we incorporate these effects in the calculation of the absorption spectrum and study their role in the size and frequency dependence of the time–resolved pump–probe signal.
## II Electron–electron interactions in metal nanoparticles
In this section, we study the effect of the surface collective excitations on the e–e interactions in a spherical metal particle. To find the dynamically screened Coulomb potential, we generalize the method previously developed for calculations of local field corrections to the optical fields. The potential $`U(\omega ;𝐫,𝐫^{})`$ at point $`𝐫`$ arising from an electron at point $`𝐫^{}`$ is determined by the equation
$`U(\omega ;𝐫,𝐫^{})=u(𝐫𝐫^{})+{\displaystyle 𝑑𝐫_1𝑑𝐫_2u(𝐫𝐫_1)\mathrm{\Pi }(\omega ;𝐫_1,𝐫_2)U(\omega ;𝐫_2,𝐫^{})},`$ (4)
where $`u(𝐫𝐫^{})=e^2|𝐫𝐫^{}|^1`$ is the unscreened Coulomb potential and $`\mathrm{\Pi }(\omega ;𝐫_1,𝐫_2)`$ is the polarization operator. There are three contributions to $`\mathrm{\Pi }`$, arising from the polarization of the conduction electrons, the $`d`$–electrons, and the medium surrounding the nanoparticles: $`\mathrm{\Pi }=\mathrm{\Pi }_c+\mathrm{\Pi }_d+\mathrm{\Pi }_m`$. It is useful to rewrite Eq. (4) in the “classical” form
$$(𝐄+4\pi 𝐏)=4\pi e^2\delta (𝐫𝐫^{}),$$
(5)
where $`𝐄(\omega ;𝐫,𝐫^{})=U(\omega ;𝐫,𝐫^{})`$ is the screened Coulomb field and $`𝐏=𝐏_c+𝐏_d+𝐏_m`$ is the electric polarization vector, related to the potential $`U`$ as
$$𝐏(\omega ;𝐫,𝐫^{})=e^2𝑑𝐫_1\mathrm{\Pi }(\omega ;𝐫,𝐫_1)U(\omega ;𝐫_1,𝐫^{}).$$
(6)
In the random phase approximation, the intraband polarization operator is given by
$`\mathrm{\Pi }_c(\omega ;𝐫,𝐫^{})={\displaystyle \underset{\alpha \alpha ^{}}{}}{\displaystyle \frac{f(E_\alpha ^c)f(E_\alpha ^{}^c)}{E_\alpha ^cE_\alpha ^{}^c+\omega +i0}}\psi _\alpha ^c(𝐫)\psi _\alpha ^{}^c(𝐫)\psi _\alpha ^c(𝐫^{})\psi _\alpha ^{}^c(𝐫^{}),`$ (7)
where $`E_\alpha ^c`$ and $`\psi _\alpha ^c`$ are the single–electron eigenenergies and eigenfunctions in the nanoparticle, and $`f(E)`$ is the Fermi–Dirac distribution (we set $`\mathrm{}=1`$). Since we are interested in frequencies much larger than the single–particle level spacing, $`\mathrm{\Pi }_c(\omega )`$ can be expanded in terms of $`1/\omega `$. For the real part, $`\mathrm{\Pi }_c^{}(\omega )`$, we obtain in the leading order
$$\mathrm{\Pi }_c^{}(\omega ;𝐫,𝐫_1)=\frac{1}{m\omega ^2}[n_c(𝐫)\delta (𝐫𝐫_1)],$$
(8)
where $`n_c(𝐫)`$ is the conduction electron density. In the following we assume, for simplicity, a step density profile, $`n_c(𝐫)=\overline{n}_c\theta (Rr)`$, where $`\overline{n}_c`$ is the average density. The leading contribution to the imaginary part, $`\mathrm{\Pi }_c^{\prime \prime }(\omega )`$, is proportional to $`\omega ^3`$, so that $`\mathrm{\Pi }_c^{\prime \prime }(\omega )\mathrm{\Pi }_c^{}(\omega )`$.
By using Eqs. (8) and (6), one obtains a familiar expression for $`𝐏_c`$ at high frequencies,
$$𝐏_c(\omega ;𝐫,𝐫^{})=\frac{e^2n_c(𝐫)}{m\omega ^2}U(\omega ;𝐫,𝐫^{})=\theta (Rr)\chi _c(\omega )𝐄(\omega ;𝐫,𝐫^{}),$$
(9)
where $`\chi _c(\omega )=e^2\overline{n}_c/m\omega ^2`$ is the conduction electron susceptibility. Note that, for a step density profile, $`𝐏_c`$ vanishes outside the particle. The $`d`$–band and dielectric medium contributions to $`𝐏`$ are also given by similar relations,
$`𝐏_d(\omega ;𝐫,𝐫^{})=\theta (Rr)\chi _d(\omega )𝐄(\omega ;𝐫,𝐫^{}),`$ (10)
$`𝐏_m(\omega ;𝐫,𝐫^{})=\theta (rR)\chi _m𝐄(\omega ;𝐫,𝐫^{}),`$ (11)
where $`\chi _i=(ϵ_i1)/4\pi `$, $`i=d,m`$ are the corresponding susceptibilities and the step functions account for the boundary conditions. Using Eqs. (9)–(11), one can write a closed equation for $`U(\omega ;𝐫,𝐫^{})`$. Using Eq. (6), the second term of Eq. (4) can be presented as $`e^2𝑑𝐫_1u(𝐫𝐫_1)𝐏(\omega ;𝐫_1,𝐫^{}).`$ Substituting the above expressions for $`𝐏`$, we then obtain after integrating by parts
$`ϵ(\omega )U(\omega ;𝐫,𝐫^{})={\displaystyle \frac{e^2}{|𝐫𝐫^{}|}}`$ $`+{\displaystyle 𝑑𝐫_1_1\frac{1}{|𝐫𝐫_1|}_1\left[\theta (Rr)\chi (\omega )+\theta (rR)\chi _m\right]U(\omega ;𝐫_1,𝐫^{})}`$ (13)
$`+i{\displaystyle 𝑑𝐫_1𝑑𝐫_2\frac{e^2}{|𝐫𝐫_1|}\mathrm{\Pi }_c^{\prime \prime }(\omega ;𝐫_1,𝐫_2)U(\omega ;𝐫_2,𝐫^{})},`$
with
$$ϵ(\omega )1+4\pi \chi (\omega )=ϵ_d(\omega )\omega _p^2/\omega ^2,$$
(14)
$`\omega _p^2=4\pi e^2\overline{n}_c/m`$ being the plasmon frequency in the conduction band. The last term in the rhs of Eq. (13), proportional to $`\mathrm{\Pi }_c^{\prime \prime }(\omega )`$, can be regarded as a small correction. To solve Eq. (13), we first eliminate the angular dependence by expanding $`U(\omega ;𝐫,𝐫^{})`$ in spherical harmonics, $`Y_{LM}(\widehat{𝐫})`$, with coefficients $`U_{LM}(\omega ;r,r^{})`$. Using the corresponding expansion of $`|𝐫𝐫^{}|^1`$ with coefficients $`Q_{LM}(r,r^{})=\frac{4\pi }{2L+1}r^{L1}r^L`$ (for $`r>r^{}`$), we get the following equation for $`U_{LM}(\omega ;r,r^{})`$:
$`ϵ(\omega )U_{LM}(\omega ;r,r^{})=`$ $`Q_{LM}(r,r^{})+4\pi \left[\chi (\omega )\chi _m\right]{\displaystyle \frac{L+1}{2L+1}}\left({\displaystyle \frac{r}{R}}\right)^LU_{LM}(\omega ;R,r^{})`$ (16)
$`+ie^2{\displaystyle \underset{L^{}M^{}}{}}{\displaystyle 𝑑r_1𝑑r_2r_1^2r_2^2Q_{LM}(r,r_1)\mathrm{\Pi }_{LM,L^{}M^{}}^{\prime \prime }(\omega ;r_1,r_2)U_{L^{}M^{}}(\omega ;r_2,r^{})},`$
where
$`\mathrm{\Pi }_{LM,L^{}M^{}}^{\prime \prime }(\omega ;r_1,r_2)={\displaystyle 𝑑\widehat{𝐫}_1𝑑\widehat{𝐫}_2Y_{LM}^{}(\widehat{𝐫}_1)\mathrm{\Pi }_c^{\prime \prime }(\omega ;𝐫_1,𝐫_2)Y_{L^{}M^{}}(\widehat{𝐫}_2)},`$ (17)
are the coefficients of the multipole expansion of $`\mathrm{\Pi }_c^{\prime \prime }(\omega ;𝐫_1,𝐫_2)`$. For $`\mathrm{\Pi }_c^{\prime \prime }=0`$, the solution of Eq. (16) can be presented in the form
$`U_{LM}(\omega ;r,r^{})=a(\omega )e^2Q_{LM}(r,r^{})+b(\omega ){\displaystyle \frac{4\pi e^2}{2L+1}}{\displaystyle \frac{r^Lr^L}{R^{2L+1}}},`$ (18)
with frequency–dependent coefficients $`a`$ and $`b`$. Since $`\mathrm{\Pi }_c^{\prime \prime }(\omega )\mathrm{\Pi }_c^{}(\omega )`$ for relevant frequencies, the solution of Eq. (16) in the presence of the last term can be written in the same form as Eq. (18), but with modified $`a(\omega )`$ and $`b(\omega )`$. Substituting Eq. (18) into Eq. (16), we obtain after lengthy algebra in the lowest order in $`\mathrm{\Pi }_c^{\prime \prime }`$
$$a(\omega )=ϵ^1(\omega ),b(\omega )=ϵ_L^1(\omega )ϵ^1(\omega ),$$
(19)
where
$$ϵ_L(\omega )=\frac{L}{2L+1}ϵ(\omega )+\frac{L+1}{2L+1}ϵ_m+iϵ_{cL}^{\prime \prime }(\omega ),$$
(20)
is the effective dielectric function, whose zero, $`ϵ_L^{}(\omega _L)=0`$, determines the frequency of the collective surface excitation with angular momentum $`L`$,
$$\omega _L^2=\frac{L\omega _p^2}{Lϵ_d^{}(\omega _L)+(L+1)ϵ_m}.$$
(21)
In Eq. (20), $`ϵ_{cL}^{\prime \prime }(\omega )`$ characterizes the damping of the $`L`$–pole collective mode by single–particle excitations, and is given by
$$ϵ_{cL}^{\prime \prime }(\omega )=\frac{4\pi ^2e^2}{(2L+1)R^{2L+1}}\underset{\alpha \alpha ^{}}{}|M_{\alpha \alpha ^{}}^{LM}|^2[f(E_\alpha ^c)f(E_\alpha ^{}^c)]\delta (E_\alpha ^cE_\alpha ^{}^c+\omega ),$$
(22)
where $`M_{\alpha \alpha ^{}}^{LM}`$ are the matrix elements of $`r^LY_{LM}(\widehat{𝐫})`$. Due to the momentum nonconservation in a nanoparticle, the matrix elements are finite, which leads to the size–dependent width of the $`L`$–pole mode:
$$\gamma _L=\frac{2L+1}{L}\frac{\omega ^3}{\omega _p^2}ϵ_{cL}^{\prime \prime }(\omega ).$$
(23)
For $`\omega \omega _L`$, one can show that the width, $`\gamma _Lv_F/R`$, is independent of $`\omega `$. Note that, in noble metal particles, there is an additional d–electron contribution to the imaginary part of $`ϵ_L(\omega )`$ at frequencies above the onset $`\mathrm{\Delta }`$ of the interband transitions.
Putting everything together, we arrive at the following expression for the dynamically–screened interaction potential in a nanoparticle:
$`U(\omega ;𝐫,𝐫^{})={\displaystyle \frac{u(𝐫𝐫^{})}{ϵ(\omega )}}+{\displaystyle \frac{e^2}{R}}{\displaystyle \underset{LM}{}}{\displaystyle \frac{4\pi }{2L+1}}{\displaystyle \frac{1}{\stackrel{~}{ϵ}_L(\omega )}}\left({\displaystyle \frac{rr^{}}{R^2}}\right)^LY_{LM}(\widehat{𝐫})Y_{LM}^{}(\widehat{𝐫}^{}),`$ (24)
with $`\stackrel{~}{ϵ}_L^1(\omega )=ϵ_L^1(\omega )ϵ^1(\omega )`$. Equation (24), which is the main result of this section, represents a generalization of the plasmon pole approximation to spherical particles. The two terms in the rhs describe two distinct contributions. The first comes from the usual bulk-like screening of the Coulomb potential. The second contribution describes a new effective e–e interaction induced by the surface: the potential of an electron inside the nanoparticle excites high–frequency surface collective modes, which in turn act as image charges that interact with the second electron. It should be emphasized that, unlike in the case of the optical fields, the surface–induced dynamical screening of the Coulomb potential is size–dependent.
Note that the excitation energies of the surface collective modes are lower than the bulk plasmon energy, also given by Eq. (21) but with $`ϵ_m=0`$. This opens up new channels of quasiparticle scattering, considered in the next section.
## III quasiparticle scattering via surface collective modes
In this section we calculate the rates of quasiparticle scattering accompanied by the emission of surface collective modes. We start with the scattering of an electron in the conduction band. In the first order in the surface–induced potential, given by the second term in the rhs of Eq. (24), the corresponding scattering rate can be obtained from the Matsubara self–energy
$`\mathrm{\Sigma }_\alpha ^c(i\omega )={\displaystyle \frac{1}{\beta }}{\displaystyle \underset{i\omega ^{}}{}}{\displaystyle \underset{LM}{}}{\displaystyle \underset{\alpha ^{}}{}}{\displaystyle \frac{4\pi e^2}{(2L+1)R^{2L+1}}}{\displaystyle \frac{|M_{\alpha \alpha ^{}}^{LM}|^2}{\stackrel{~}{ϵ}_L(i\omega ^{})}}G_\alpha ^{}^c(i\omega ^{}+i\omega ),`$ (25)
where $`G_\alpha ^c=(i\omega E_\alpha ^c)^1`$ is the non-interacting Green function of the conduction electron. Here the matrix elements $`M_{\alpha \alpha ^{}}^{LM}`$ are calculated with the one–electron wave functions $`\psi _\alpha ^c(𝐫)=R_{nl}(r)Y_{lm}(\widehat{𝐫})`$. Since $`|\alpha `$ and $`|\alpha ^{}`$ are the initial and final states of the scattered electron, the main contribution to the $`L`$th term of the angular momentum sum in Eq. (25) will come from electron states with energy difference $`E_\alpha E_\alpha ^{}\omega _L`$. Therefore, $`M_{\alpha \alpha ^{}}^{LM}`$ can be expanded in terms of the small parameter $`E_0/|E_\alpha ^cE_\alpha ^{}^c|E_0/\omega _L`$, where $`E_0=(2mR^2)^1`$ is the characteristic confinement energy. The leading term can be obtained by using the following procedure. We present $`M_{\alpha \alpha ^{}}^{LM}`$ as
$$M_{\alpha \alpha ^{}}^{LM}=c,\alpha |r^LY_{LM}(\widehat{𝐫})|c,\alpha ^{}=\frac{c,\alpha |[H,[H,r^LY_{LM}(\widehat{𝐫})]]|c,\alpha ^{}}{(E_\alpha ^cE_\alpha ^{}^c)^2},$$
(26)
where $`H=H_0+V(r)`$ is the Hamiltonian of an electron in a nanoparticle with confining potential $`V(r)=V_0\theta (rR)`$. Since $`[H,r^LY_{LM}(\widehat{𝐫})]=\frac{1}{m}[r^LY_{LM}(\widehat{𝐫})]`$, the numerator in Eq. (26) contains a term proportional to the gradient of the confining potential, which peaks sharply at the surface. The corresponding contribution to the matrix element describes the surface scattering of an electron making the $`L`$–pole transition between the states $`|c,\alpha `$ and $`|c,\alpha ^{}`$, and gives the dominant term of the expansion. Thus, in the leading order in $`|E_\alpha ^cE_\alpha ^{}^c|^1`$, we obtain
$$M_{\alpha \alpha ^{}}^{LM}=\frac{c,\alpha |[r^LY_{LM}(\widehat{𝐫})]V(r)|c,\alpha ^{}}{m(E_\alpha ^cE_\alpha ^{}^c)^2}=\frac{LR^{L+1}}{m(E_\alpha ^cE_\alpha ^{}^c)^2}V_0R_{nl}(R)R_{n^{}l^{}}(R)\phi _{lm,l^{}m^{}}^{LM},$$
(27)
with $`\phi _{lm,l^{}m^{}}^{LM}=𝑑\widehat{𝐫}Y_{lm}^{}(\widehat{𝐫})Y_{LM}(\widehat{𝐫})Y_{l^{}m^{}}(\widehat{𝐫})`$. Note that, for $`L=1`$, Eq. (27) becomes exact. For electron energies close to the Fermi level, $`E_{nl}^cE_F`$, the radial quantum numbers are large, and the product $`V_0R_{nl}(R)R_{n^{}l^{}}(R)`$ can be evaluated by using semiclassical wave–functions. In the limit $`V_0\mathrm{}`$, this product is given by $`2\sqrt{E_{nl}^cE_{n^{}l^{}}^c}/R^3`$, where $`E_{nl}^c=\pi ^2(n+l/2)^2E_0`$ is the electron eigenenergy for large $`n`$. Substituting this expression into Eq. (27) and then into Eq. (25), we obtain
$`\mathrm{\Sigma }_\alpha ^c(i\omega )={\displaystyle \frac{1}{\beta }}{\displaystyle \underset{i\omega ^{}}{}}{\displaystyle \underset{L}{}}{\displaystyle \underset{n^{}l^{}}{}}C_{ll^{}}^L{\displaystyle \frac{4\pi e^2}{(2L+1)R}}{\displaystyle \frac{E_{nl}^cE_{n^{}l^{}}^c}{(E_{nl}^cE_{n^{}l^{}}^c)^4}}{\displaystyle \frac{(4LE_0)^2}{\stackrel{~}{ϵ}_L(i\omega ^{})}}G_\alpha ^{}^c(i\omega ^{}+i\omega ),`$ (28)
with
$$C_{ll^{}}^L=\underset{M,m^{}}{}|\phi _{lm,l^{}m^{}}^{LM}|^2=\frac{(2L+1)(2l^{}+1)}{8\pi }_1^1𝑑xP_l(x)P_L(x)P_l^{}(x),$$
(29)
where $`P_l(x)`$ are Legendre polynomials; we used properties of the spherical harmonics in the derivation of Eq. (29). For $`E_{nl}^cE_F`$, the typical angular momenta are large, $`lk__FR1`$, and one can use the large–$`l`$ asymptotics of $`P_l`$; for the low multipoles of interest, $`Ll`$, the integral in Eq. (29) can be approximated by $`\frac{2}{2l^{}+1}\delta _{ll^{}}`$. After performing the Matsubara summation, we obtain for the imaginary part of the self–energy that determines the electron scattering rate
$$\text{Im}\mathrm{\Sigma }_\alpha ^c(\omega )=\frac{16e^2}{R}E_0^2\underset{L}{}L^2𝑑Eg_l(E)\frac{EE_\alpha ^c}{(E_\alpha ^cE)^4}\text{Im}\frac{N(E\omega )+f(E)}{\stackrel{~}{ϵ}_L(E\omega )},$$
(30)
where $`N(E)`$ is the Bose distribution and $`g_l(E)`$ is the density of states of a conduction electron with angular momentum $`l`$,
$$g_l(E)=2\underset{n}{}\delta (E_{nl}^cE)\frac{R}{\pi }\sqrt{\frac{2m}{E}},$$
(31)
where we replaced the sum over $`n`$ by an integral (the factor of 2 accounts for spin).
Each term in the sum in the rhs of Eq. (30) represents a channel of electron scattering mediated by a collective surface mode with angular momentum $`L`$. For low $`L`$, the difference between the energies of modes with successive values of $`L`$ is larger than their widths, so that the different channels are well separated. Note that since all $`\omega _L`$ are smaller than the frequency of the (undamped) bulk plasmon, one can replace $`\stackrel{~}{ϵ}_L(\omega )`$ by $`ϵ_L(\omega )`$ in the integrand of Eq. (30) for frequencies $`\omega \omega _L`$.
Consider now the $`L=1`$ term in Eq. (30), which describes the SP–mediated scattering channel. The main contribution to the integral comes from the SP pole in $`ϵ_1^1(\omega )=3ϵ_s^1(\omega )`$, where $`ϵ_s(\omega )`$ is the same as in Eq. (3). To estimate the scattering rate, we approximate $`\text{Im}ϵ_s^1(\omega )`$ by a Lorentzian,
$$\text{Im}ϵ_s^1(\omega )=\frac{\gamma _s\omega _p^2/\omega ^3+ϵ_d^{\prime \prime }(\omega )}{[ϵ^{}(\omega )+2ϵ_m]^2+[\gamma _s\omega _p^2/\omega ^3+ϵ_d^{\prime \prime }(\omega )]^2}\frac{\omega _s^2}{ϵ_d^{}(\omega _s)+2ϵ_m}\frac{\omega _s\gamma }{(\omega ^2\omega _s^2)^2+\omega _s^2\gamma ^2},$$
(32)
where $`\omega _s\omega _1=\omega _p/\sqrt{ϵ_d^{}(\omega _s)+2ϵ_m}`$ and $`\gamma =\gamma _s+\omega _sϵ_d^{\prime \prime }(\omega _s)`$ are the SP frequency and width, respectively. For typical widths $`\gamma \omega _s`$, the integral in Eq. (30) can be easily evaluated, yielding
$$\text{Im}\mathrm{\Sigma }_\alpha ^c(\omega )=\frac{24e^2\omega _sE_0^2}{ϵ_d^{}(\omega _s)+2ϵ_m}\frac{E_\alpha ^c\sqrt{2m(\omega \omega _s)}}{(\omega E_\alpha ^c\omega _s)^4}[1f(\omega \omega _s)].$$
(33)
Finally, using the relation $`e^2k_F[ϵ_d^{}(\omega _s)+2ϵ_m]^1=3\pi \omega _s^2/8E_F`$, the SP–mediated scattering rate, $`\gamma _e^s(E_\alpha ^c)=\text{Im}\mathrm{\Sigma }_\alpha ^c(E_\alpha ^c)`$, takes the form
$$\gamma _e^s(E)=9\pi \frac{E_0^2}{\omega _s}\frac{E}{E_F}\left(\frac{E\omega _s}{E_F}\right)^{1/2}[1f(E\omega _s)].$$
(34)
Recalling that $`E_0=(2mR^2)^1`$, we see that the scattering rate of a conduction electron is size–dependent: $`\gamma _e^sR^4`$. At $`E=E_F+\omega _s`$, the scattering rate jumps to the value $`9\pi (1+\omega _s/E_F)E_0^2/\omega _s`$, and then increases with energy as $`E^{3/2}`$ (for $`\omega _sE_F`$). This should be contrasted with the usual (bulk) plasmon–mediated scattering, originating from the first term in Eq. (24), with the rate decreasing as $`E^{1/2}`$ above the onset. To estimate the size at which $`\gamma _e^s`$ becomes important, we should compare it with the Fermi liquid e–e scattering rate, $`\gamma _e(E)=\frac{\pi ^2q_{_{TF}}}{16k__F}\frac{(EE_F)^2}{E_F}`$. For energies $`EE_F+\omega _s`$, the two rates become comparable for
$$(k__FR)^212\frac{E_F}{\omega _s}\left(1+\frac{E_F}{\omega _s}\right)^{1/2}\left(\frac{k__F}{\pi q_{_{TF}}}\right)^{1/2}.$$
(35)
In the case of a Cu nanoparticle with $`\omega _s2.2`$ eV, we obtain $`k__FR8`$, which corresponds to the radius $`R3`$ nm. At the same time, in this energy range, the width $`\gamma _e^s`$ exceeds the mean level spacing $`\delta `$, so that the energy spectrum is still continuous. The strong size dependence of $`\gamma _e^s`$ indicates that, although $`\gamma _e^s`$ increases with energy slower than $`\gamma _e`$, the SP–mediated scattering should dominate for nanometer–sized particles. Note that the size and energy dependences of scattering in different channels are similar. Therefore, the total scattering rate as a function of energy will represent a series of steps at the collective excitation energies $`E=\omega _L<\omega _p`$ on top of a smooth energy increase. We expect that this effect could be observed experimentally in time–resolved two–photon photoemission measurements of size–selected cluster beams.
We now turn to the interband processes in noble metal particles and consider the scattering of a $`d`$–hole into the conduction band. From now on we restrict ourselves to the scattering via the dipole channel, mediated by the SP. The corresponding surface–induced potential, given by the $`L=1`$ term in Eq. (24), has the form
$`U_s(\omega ;𝐫,𝐫^{})={\displaystyle \frac{3e^2}{R}}{\displaystyle \frac{𝐫𝐫^{}}{R^2}}{\displaystyle \frac{1}{ϵ_s(\omega )}}.`$ (36)
With this potential, the $`d`$–hole self–energy is given by
$`\mathrm{\Sigma }_\alpha ^d(i\omega )={\displaystyle \frac{3e^2}{R^3}}{\displaystyle \underset{\alpha ^{}}{}}|𝐝_{\alpha \alpha ^{}}|^2{\displaystyle \frac{1}{\beta }}{\displaystyle \underset{i\omega ^{}}{}}{\displaystyle \frac{G_\alpha ^{}^c(i\omega ^{}+i\omega )}{ϵ_s(i\omega ^{})}},`$ (37)
where $`𝐝_{\alpha \alpha ^{}}=c,\alpha |𝐫|d,\alpha ^{}=c,\alpha |𝐩|d,\alpha ^{}/im(E_\alpha ^cE_\alpha ^{}^d)`$ is the interband transition matrix element. Since the final state energies in the conduction band are high (in the case of interest here, they are close to the Fermi level), the matrix element can be approximated by the bulk–like expression $`c,\alpha |𝐩|d,\alpha ^{}=\delta _{\alpha \alpha ^{}}c|𝐩|d\delta _{\alpha \alpha ^{}}\mu `$, the corrections due to surface scattering being suppressed by a factor of $`(k__FR)^11`$. After performing the frequency summation, we obtain for Im$`\mathrm{\Sigma }_\alpha ^d`$
$`\mathrm{Im}\mathrm{\Sigma }_\alpha ^d(\omega )={\displaystyle \frac{9e^2\mu ^2}{m^2(E_\alpha ^{cd})^2R^3}}\text{Im}{\displaystyle \frac{N(E_\alpha ^c\omega )+f(E_\alpha ^c)}{ϵ_s(E_\alpha ^c\omega )}},`$ (38)
with $`E_\alpha ^{cd}=E_\alpha ^cE_\alpha ^d`$. We see that the scattering rate of a $`d`$-hole with energy $`E_\alpha ^d`$, $`\gamma _h^s(E_\alpha ^d)=\text{Im}\mathrm{\Sigma }_\alpha ^d(E_\alpha ^d)`$, has a strong $`R^3`$ dependence on the nanoparticle size, which is, however, different from that of the intraband scattering, Eq. (34).
The important difference between the interband and the intraband SP–mediated scattering rates lies in their energy dependence. Since the surface–induced potential, Eq. (36), allows for only vertical (dipole) interband single–particle excitations, the phase space for the scattering of a $`d`$–hole with energy $`E_\alpha ^d`$ is restricted to a single final state in the conduction band with energy $`E_\alpha ^c`$. As a result, the $`d`$–hole scattering rate, $`\gamma _h^s(E_\alpha ^d)`$, exhibits a peak as the difference between the energies of final and initial states, $`E_\alpha ^{cd}=E_\alpha ^cE_\alpha ^d`$, approaches the SP frequency $`\omega _s`$ \[see Eq. (38)\]. In contrast, the energy dependence of $`\gamma _e^s`$ is smooth due the larger phase space available for scattering in the conduction band. This leads to the additional integral over final state energies in Eq. (30), which smears out the SP resonant enhancement of the intraband scattering.
As we show in the next section, the fact that the scattering rate of a $`d`$–hole is dominated by the SP resonance, affects strongly the nonlinear optical dynamics in small nanoparticles. This is the case, in particular, when the SP frequency, $`\omega _s`$, is close to the onset of interband transitions, $`\mathrm{\Delta }`$, as, e.g., in Cu and Au nanoparticles. Consider an e–h pair with excitation energy $`\omega `$ close to $`\mathrm{\Delta }`$. As we discussed, the $`d`$–hole can scatter into the conduction band by emitting a SP. According to Eq. (38), for $`\omega \omega _s`$, this process will be resonantly enhanced. At the same time, the electron can scatter in the conduction band via the usual two–quasiparticle process. For $`\omega \mathrm{\Delta }`$, the electron energy is close to $`E_F`$, and its scattering rate is estimated as $`\gamma _e10^2`$ eV. Using the bulk value of $`\mu `$, $`2\mu ^2/m1`$ eV near the L-point, we find that $`\gamma _h^s`$ exceeds $`\gamma _e`$ for $`R2.5`$ nm. In fact, one would expect that, in nanoparticles, $`\mu `$ is larger than in the bulk due to the localization of the conduction electron wave–functions.
## IV Surface plasmon nonlinear optical dynamics
In this section, we study the effect of the SP–mediated interband scattering on the nonlinear optical dynamics in noble metal nanoparticles. When the hot electron distribution has already thermalized and the electron gas is cooling to the lattice, the transient response of a nanoparticle can be described by the time–dependent absorption coefficient $`\alpha (\omega ,t)`$, given by Eq. (2) with time–dependent temperature. In noble–metal particles, the temperature dependence of $`\alpha `$ originates from two different sources. First is the phonon–induced correction to $`\gamma _s`$, which is proportional to the lattice temperature $`T_l(t)`$. As mentioned in the Introduction, for small nanoparticles this effect is relatively weak. Second, near the onset of the interband transitions, $`\mathrm{\Delta }`$, the absorption coefficient depends on the electron temperature $`T(t)`$ via the interband dielectric function $`ϵ_d(\omega )`$ \[see Eqs. (2) and (3)\]. In fact, in Cu or Au nanoparticles, $`\omega _s`$ can be tuned close to $`\mathrm{\Delta }`$, so the SP damping by interband e–h excitations leads to an additional broadening of the absorption peak. In this case, the temperature dependence of $`ϵ_d(\omega )`$ dominates the pump–probe dynamics. Below we show that, near the SP resonance, both the temperature and frequency dependence of $`ϵ_d(\omega )=1+4\pi \chi _d(\omega )`$ are strongly affected by the SP–mediated interband scattering.
For non-interacting electrons, the interband susceptibility, $`\chi _d(i\omega )=\stackrel{~}{\chi }_d(i\omega )+\stackrel{~}{\chi }_d(i\omega )`$, has the standard form
$$\stackrel{~}{\chi }_d(i\omega )=\underset{\alpha }{}\frac{e^2\mu ^2}{m^2(E_\alpha ^{cd})^2}\frac{1}{\beta }\underset{i\omega ^{}}{}G_\alpha ^d(i\omega ^{})G_\alpha ^c(i\omega ^{}+i\omega ),$$
(39)
where $`G_\alpha ^d(i\omega ^{})`$ is the Green function of a $`d`$–electron. Since the $`d`$-band is fully occupied, the only allowed SP–mediated interband scattering is that of the $`d`$–hole. We assume here, for simplicity, a dispersionless $`d`$–band with energy $`E^d`$. Substituting $`G_\alpha ^d(i\omega ^{})=[i\omega ^{}E^d+E_F\mathrm{\Sigma }_\alpha ^d(i\omega ^{})]^1`$, with $`\mathrm{\Sigma }_\alpha ^d(i\omega )`$ given by Eq. (37), and performing the frequency summation, we obtain
$$\stackrel{~}{\chi }_d(\omega )=\frac{e^2\mu ^2}{m^2}\frac{dE^cg(E^c)}{(E^{cd})^2}\frac{f(E^c)1}{\omega E^{cd}+i\gamma _h^s(\omega ,E^c)},$$
(40)
where $`g(E^c)`$ is the density of states of conduction electrons. Here $`\gamma _h^s(\omega ,E^c)=\mathrm{Im}\mathrm{\Sigma }^d(E^c\omega )`$ is the scattering rate of a $`d`$-hole with energy $`E^c\omega `$, for which we obtain from Eq. (38),
$$\gamma _h^s(\omega ,E^c)=\frac{9e^2\mu ^2}{m^2(E^{cd})^2R^3}f(E^c)\text{Im}\frac{1}{ϵ_s(\omega )},$$
(41)
where we neglected $`N(\omega )`$ for frequencies $`\omega \omega _sk_BT`$. Remarkably, $`\gamma _h^s(\omega ,E^c)`$ exhibits a sharp peak as a function of the frequency of the probe optical field. The reason for this is that the scattering rate of a $`d`$–hole with energy $`E`$ depends explicitly on the difference between the final and initial states, $`E^cE`$, as discussed in the previous section: therefore, for a $`d`$–hole with energy $`E=E^c\omega `$, the dependence on the final state energy, $`E^c`$, cancels out in $`ϵ_s(E^cE)`$ \[see Eq. (38)\]. This implies that the optically–excited $`d`$–hole experiences a resonant scattering into the conduction band as the probe frequency $`\omega `$ approaches the SP frequency. It is important to note that $`\gamma _h^s(\omega ,E^c)`$ is, in fact, proportional to the absorption coefficient $`\alpha (\omega )`$ \[see Eq. (2)\]. Therefore, the calculation of the absorption spectrum is a self–consistent problem defined by Eqs. (2), (3), (40), and (41).
It should be emphasized that the effect of $`\gamma _h^s`$ on $`ϵ_d^{\prime \prime }(\omega )`$ increases with temperature. Indeed, the Fermi function in the rhs of Eq. (41) implies that $`\gamma _h^s`$ is small unless $`E^cE_Fk_BT`$. Since the main contribution to $`\stackrel{~}{\chi }_d^{\prime \prime }(\omega )`$ comes from energies $`E^cE_F\omega \mathrm{\Delta }`$, the $`d`$–hole scattering becomes efficient for electron temperatures $`k_BT\omega _s\mathrm{\Delta }`$. As a result, near the SP resonance, the time evolution of the differential absorption, governed by the temperature dependence of $`\alpha `$, becomes strongly size–dependent, as we illustrate in the rest of this section.
In the numerical calculations below, we adopt the parameters of the experiment of Ref. , which was performed on $`R2.5`$ nm Cu nanoparticles with SP frequency, $`\omega _s2.22`$ eV, slightly above the onset of the interband transitions, $`\mathrm{\Delta }2.18`$ eV. In order to describe the time–evolution of the differential absorption spectra, we first need to determine the time–dependence of the electron temperature, $`T(t)`$, due to the relaxation of the electron gas to the lattice. For this, we employ a simple two–temperature model, defined by heat equations for $`T(t)`$ and the lattice temperature $`T_l(t)`$:
$`C(T){\displaystyle \frac{T}{t}}`$ $`=`$ $`G(TT_l),`$ (42)
$`C_l{\displaystyle \frac{T_l}{t}}`$ $`=`$ $`G(TT_l),`$ (43)
where $`C(T)=\mathrm{\Gamma }T`$ and $`C_l`$ are the electron and lattice heat capacities, respectively, and $`G`$ is the electron–phonon coupling. The parameter values used here were $`G=3.5\times 10^{16}`$ Wm<sup>-3</sup>K<sup>-1</sup>, $`\mathrm{\Gamma }=70`$ Jm<sup>-3</sup>K<sup>-2</sup>, and $`C_l=3.5`$ Jm<sup>-3</sup>K<sup>-1</sup>. The values of $`\gamma _s`$ and $`\mu `$ were extracted from the fit to the linear absorption spectrum, and the initial condition for Eq. (42) was taken as $`T_0=800`$ K, the estimated pump–induced hot electron temperature. We then self–consistently calculated the time–dependent absorption coefficient $`\alpha (\omega ,t)`$, and the differential transmission is proportional to $`\alpha _r(\omega )\alpha (\omega ,t)`$, where $`\alpha _r(\omega )`$ was calculated at the room temperature.
In Fig. 1 we plot the calculated differential transmission spectra for different nanoparticle sizes. Fig. 1(a) shows the spectra at several time delays for $`R=5.0`$ nm; in this case, the SP–mediated d–hole scattering has no significant effect. Note that it is necessary to include the intraband e–e scattering in order to reproduce the differential transmission lineshape observed in the experiment. For optically excited electron energy close to $`E_F`$, this can be achieved by adding the e–e scattering rate $`\gamma _e(E^c)[1f(E^c)][(E^cE_F)^2+(\pi k_BT)^2]`$ to $`\gamma _h^s`$ in Eq. (40). The difference in $`\gamma _e(E^c)`$ for $`E^c`$ below and above $`E_F`$ leads to a lineshape similar to that expected from the combination of red–shift and broadening.
In Figs. 1(b) and (c) we show the differential transmission spectra with decreasing nanoparticle size. For $`R=2.5`$ nm, the apparent red–shift is reduced \[see Fig. 2(b)\]. This change can be explained as follows. Since here $`\omega _s\mathrm{\Delta }`$, the SP is damped by the interband excitations for $`\omega >\omega _s`$, so that the absorption peak is asymmetric. The $`d`$–hole scattering with the SP enhances the damping; however, since the $`\omega `$–dependence of $`\gamma _h^s`$ follows that of $`\alpha `$, this effect is larger above the resonance. On the other hand, the efficiency of scattering increases with temperature, as discussed above. Therefore, for short time delays, the increase in the absorption is relatively larger for $`\omega >\omega _s`$. With decreasing size, the strength of this effect increases, leading to an apparent blue–shift \[see Fig. 2(c)\]. Such a strong change in the absorption dynamics originates from the $`R^3`$ dependence of the $`d`$–hole scattering rate; reducing the size by the factor of two results in an enhancement of $`\gamma _h^s`$ by an order of magnitude.
In Fig. 2 we show the time evolution of the differential transmission at several frequencies close to $`\omega _s`$. It can be seen that the relaxation is slowest at the SP resonance; this characterizes the robustness of the collective mode, which determines the peak position, versus the single–particle excitations, which determine the resonance width. For larger sizes, at which $`\gamma _h^s`$ is small, the change in the differential transmission decay rate with frequency is smoother above the resonance \[see Fig. 2(a)\]. This stems from the asymmetric lineshape of the absorption peak, mentioned above: the absorption is larger for $`\omega >\omega _s`$, so that its relative change with temperature is weaker. For smaller nanoparticle size, the decay rates become similar above and below $`\omega _s`$ \[see Fig. 2(b)\]. This change in the frequency dependence is related to the stronger SP damping for $`\omega >\omega _s`$ due to the $`d`$–hole scattering, as discussed above. Since this additional damping is reduced with decreasing temperature, the relaxation is faster above the resonance, compensating the relatively weaker change in the absorption. This rather “nonlinear” relation between the time–evolution of the pump–probe signal and that of the temperature, becomes even stronger for smaller sizes \[see Fig. 2(c)\]. In this case, the frequency dependence of the differential transmission decay below and above $`\omega _s`$ is reversed. Note, that a frequency dependence consistent with our calculations presented in Fig. 2(b) was, in fact, observed in the experiment of Ref.. At the same time, the changes in the linear absorption spectrum are relatively small.
## V Conclusions
To summarize, we have examined theoretically the role of size–dependent correlations in the electron relaxation in small metal particles. We identified a new mechanism of quasiparticle scattering, mediated by collective surface excitations, which originates from the surface–induced dynamical screening of the e–e interactions. The behavior of the corresponding scattering rates with varying energy and temperature differs substantially from that in the bulk metal. In particular, in noble metal particles, the energy dependence of the $`d`$–hole scattering rate was found similar to that of the absorption coefficient. This led us to a self–consistent scheme for the calculation of the absorption spectrum near the surface plasmon resonance.
An important aspect of the SP–mediated scattering is its strong dependence on size. Our estimates show that it becomes comparable to the usual Fermi–liquid scattering in nanometer–sized particles. This size regime is, in fact, intermediate between “classical” particles with sizes larger than 10 nm, where the bulk–like behavior dominates, and very small clusters with only dozens of atoms, where the metallic properties are completely lost. Although the static properties of nanometer–sized particles are also size–dependent, the deviations from their bulk values do not change the qualitative features of the electron dynamics. In contrast, the size–dependent many–body effects, studied here, do affect the dynamics in a significant way during time scales comparable to the relaxation times. As we have shown, the SP–mediated interband scattering reveals itself in the transient pump–probe spectra. In particular, as the nanoparticle size decreases, the calculated time–resolved differential absorption develops a characteristic lineshape corresponding to a resonance blue–shift. At the same time, near the SP resonance, the scattering leads to a significant change in the frequency dependence of the relaxation time of the pump–probe signal, consistent with recent experiments. These results indicate the need for a systematic experimental studies of the size–dependence of the transient nonlinear optical response, as we approach the transition from boundary–constrained nanoparticles to molecular clusters.
The authors thank J.–Y. Bigot for valuable discussions. This work was supported by NSF CAREER award ECS-9703453, and, in part, by ONR Grant N00014-96-1-1042 and by Hitachi Ltd.
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# Light Element Settling in Main-Sequence Pop II Stars and the Primordial Lithium Abundance
## 1 Introduction
Since the first observations of the “lithium plateau” in main-sequence Pop II stars by Spite and Spite 1982, many abundance determinations have confirmed the constancy of the lithium abundance in most of these stars. Moreover the dispersion around the average value is extremely small, below the observational errors (see Molaro 1999 for an extensive review on this subject).
On the other hand, the theory of stellar structure and evolution, including the best available physics, has stongly improved these last few years. New equations of state, opacities, nuclear reaction rates are included, as well as the element settling which occurs in radiative zones. This last process is indeed considered as a “standard process” as it represents an improvement in the physics of stellar structure without any arbitrary parameter. Furthermore, helioseismology gives a spectacular evidence that stellar physics is improving : the agreement of the sound velocity in the models and in the “seismic Sun” (deduced from helioseismic modes) is much better when element settling is included (Figure 1).
When applied to main-sequence Pop II stars, these standard models lead to a lithium depletion increasing with effective temperature, in contradiction with the observations.
Two attitudes are then possible : 1) forget about physics and claim that, as lithium is the same in all these stars, it must be the primordial one. 2) take physics into account ; in this case we are in the presence of a paradox as lithium should vary from star to star, which is not observed.
Solving this paradox may lead to important scientific improvements. What does the lithium plateau want to tell us that we have not yet understood? We are not ready to answer this question, but we can try to find some clues.
## 2 The lithium 7 behavior
The computations of lithium abundance profiles inside standard stellar models lead to a characteristic behavior which is now wellknown, and which can be seen in Figure 3. Two reasons merge to lead to lithium depletion : gravitational and thermal settling below the convective zone, nuclear destruction underneath.
The discrepancy between the predicted lithium values at present time (here with an assumed age of 12 Gyr) and the observed value is shown on Figure 2. This paradox suggests that some non-standard process acts in the stars to prevent the settling effect.
A first step towards a solution has been given by Vauclair and Charbonnel 1998 (VC98) who showed that in standard models an “abundance attractor” exists for lithium 7 : the maximum lithium abundance which remains inside the stars has the same value for all the effective temperatures of the plateau stars, which may be easily understood in terms of time scales (Figure 3). This maximum occurs when the settling time scale and the nuclear destruction time scale are the same.
The constancy of this maximum value in all the “plateau stars”, whatever the effective temperature and metallicity, while in all other cases the expected lithium values are so fluctuent is striking. It leads to the idea that some macroscopic motions mixes matter between the bottom of the convective zone and the lithium peak region (Figure 4). It may be mass loss, as proposed by Vauclair and Charbonnel 1995 (VC95) : in this case all the stars should have suffer an average mass loss rate of a few $`10^{13}M_o`$ per year during their lifetimes. Rotation- induced mixing or mixing by internal waves can also play a role. The difficulty with these interpretations in that all the stars should have had similar histories to account for the low dispersion of the lithium plateau (cf. Pinsonneault 1999).
## 3 conclusion and consequences for other light elements
It can be seen from the computations that in any case the lithium abundance observed in Pop II stars cannot be the original one. It has been depleted by at least 20 percent. The smallest depletion would occur if some macroscopic motion mixes matter below the convection zone down to the peak value. In all other cases the depletion is larger. From the computations of the lithium profiles in standard models and the constancy of the peak value, we expect that the observed value is indeed related to the peak abundance and that the depletion is small.
Although we do not yet have any definitive answer on the lithium 7 problem, we may already derive some conclusions for other elements (Charbonnel and Vauclair 1999). Figure 5 gives the <sup>6</sup>Li , Be and B abundance profiles in a $`.8M_o`$ stars as well as <sup>7</sup>Li. We can see that in any case, if <sup>7</sup>Li is not depleted by more than 20 percent, the <sup>6</sup>Li abundance must have decreased by at least a factor 2. This is an important result : contrary to current belief, <sup>6</sup>Li cannot have retained its original abundance in the hottest stars of the plateau.
Similarly, as seen on Figure 5, a depletion of Be and B by about 20 percent is also expected. Should these be less depleted, it would mean that the macroscopic motions go further down to prevent their depletion, and then <sup>7</sup>Li would fall in the region of nuclear destruction.
The few stars which lay far below the plateau (with only upper limits in lithium) can still be accounted for in two extreme ways : they can either be the result of specially large macroscopic motions below the convective zone - the depletion would then be due to nuclear destruction \- or be the result of specially small motions - the depletion would then be due to settling. Observations of lithium dispersion around the turn-off in globular clusters like M92 could give a clue in this respect (Charbonnel and Vauclair 1999). More work is still needed on the light element evolution in old stars to understand correctly their behavior and they can, in turn, give us important informations about hydrodynamical processes.
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# The origin of single radio pulsars
## 1 Introduction
Neutron stars are believed to descend from stars which are massive enough to experience a supernova at the end of their fuel processing lifetime. However, it is not completely clear whether or not all massive stars finally produce a radio pulsar (i.e.: a highly magnetized and rapidly rotating neutron star); in some cases the remnant may not show up as a radio pulsar and above certain mass limits the star may collapse to a black hole (van den Heuvel & Habets 1984; Portegies Zwart et al. 1997a; Ergma & van den Heuvel 1998) or the star may completely detonate and leave no remnant at all by a pair creation explosion. The physical parameters at the moment of the supernova which are required to form a radio pulsar are not yet very clear, but strong limits can be set on the possible progenitors.
According to the most simplistic picture, we recognize three types of supernovae: type Ia, Ibc and type II which are of importance for the argumentation which we set out in this paper (see e.g. Nomoto et al. 1995; Thielemann et al. 1996). A type II supernova is the result of the collapse of the core of a single star or a component of a wide, non-interacting binary, with a mass larger than $`9\pm 1`$ $`\mathrm{M}_{}`$ that still has a hydrogen envelope at the time of the collapse (Timmes et al. 1996; Iben et al. 1997). A star in a binary with an orbital separation so large that it evolves unaffected is considered single in this respect.
A type Ib or Ic supernova is thought to be generated by a massive star which, under the influence of another star or due to a strong stellar wind (i.e. initial mass $`\stackrel{>}{}35`$ $`\mathrm{M}_{}`$), has lost its hydrogen envelope (subclass Ib) or in addition also its helium envelope (subclass Ic). (Type Ia supernovae are generally assumed to have a different origin and do not leave a compact star, we therefore ignore them here cf. Canal et al. 1997.)
Pulsars appear to be high-velocity objects. A careful analysis of the measured proper motions of pulsars indicates a mean characteristic velocity at birth of order 250 to 300 km/s, with a possible flat distribution towards low velocities and a tail extending to $`>800`$ km/s (Lyne & Lorimer 1994; Hartman 1997, but see also Hansen & Phinney 1997; Cordes and Chernoff 1997; Lorimer et al. 1997). These high peculiar velocities of single radio pulsars (some 10% have $`v>600`$ km/s) suggest that there is a mechanism which gives the newly born pulsar a push. In todays literature two models for this push are most favored:
* Rapidly rotating young radio pulsars are born only from type Ib and Ic supernovae in binaries and mass loss in the supernova unbinds the binary (the so called Blaauw mechanism, Blaauw 1961, 1964); the radio pulsar is ejected with its orbital velocity and the neutron stars that are formed in this way are the only ones that spin rapidly enough to be observed as radio pulsars; neutron stars originating from single stars or wide binaries rotate too slowly to produce radio pulsars. This model for explaining pulsar velocities was proposed by Tutukov et al. (1984) and worked out in detail by Tutukov & Yungelson (1993) and Iben & Tutukov (1996).
* An asymmetry in the supernova results in a “velocity kick” imparted to the newly born pulsar (Shklovskii 1970; Gunn & Ostriker 1970, Dewey & Cordes 1987). An asymmetry of a few percent suffices to explain the observed peculiar velocities (Woosley 1987; Woosley & Weaver 1992). The origin of the kick can be an asymmetry in the neutrino out flow from the newly born radio pulsar (Janka & Müller 1994; Herant et al. 1994) or an off center detonation (Burrows & Hayes 1996). The reasons, however, why such asymmetries occur are not understood from a theoretical point of view.
In this paper we argue, using simple estimates and the results of detailed population synthesis, that type II supernovae, (i.e.: supernovæ from stars that have not lost their hydrogen envelopes, and that may be single or in wide binaries) are required to add to the formation of radio pulsars and that intrinsic kicks are most favored to explain the observed characteristics of the population of radio pulsars.
A number of arguments for the occurrence of kicks is summarized by van den Heuvel & van Paradijs (1997, see however, Iben and Tutukov 1998, for an alternative view) and a lower limit to the velocity of the kick is provided by Portegies Zwart et al. (1997b). Kalogera & Webbink (1998) show that without kicks it is not possible to produce low-mass X-ray binaries with an orbital period smaller than a day (see, however, Iben et al. 1995 who report to have no difficulty producing low-mass X-ray binaries in the absence of kicks). Tauris & Bailes (1996) demonstrate that it is difficult to produce millisecond pulsars with a velocity $`\stackrel{>}{}270`$$`\mathrm{km}\mathrm{s}^1`$ without an asymmetric kick. Asymmetric velocity kicks in supernovae are also favored in various population synthesis calculations pioneered by Dewey & Cordes (1987) who showed that without kicks many more double neutron stars would be produced than are observed (see also Meurs & van den Heuvel 1989; Dalton & Sarazin 1995; Portegies Zwart & Spreeuw 1996; Lipunov et al. 1996; Lipunov et al. 1997; Terman et al. 1998).
## 2 A simple analytical consideration
### 2.1 Birthrates without kicks
If all stars are born single and there are no binaries in the galaxy, scenario A implies that no radio pulsars are formed at all. In other words, this scenario for the formation of single radio pulsars excludes a star which is born single as a progenitor. The majority of the observed well-studied stars is member of a binary system anyway, so this poses no direct problem for scenario A. For simplicity we will now assume that all stars are born in binaries and that model A is correct: supernovae are symmetric (no velocity kick is given to the stellar remnant which is formed in the supernova) and only stars which have lost their envelopes in the interaction with a companion star produce radio pulsars in the supernova, as Iben & Tutukov (1996) have proposed.
The requirement for the formation of a single radio pulsar is then that the binary must 1.) experience a phase of mass transfer or common-envelope evolution, and 2.) is dissociated in the first or the second supernova, or alternatively 3.) completely spiral-in, in a phase of mass-transfer following the first supernova producing a Thorne-$`\dot{\mathrm{Z}}`$ytkow object (Thorne & Zytkow 1975; 1977) that leaves a single pulsar as a remnant (Podsiadlovski et al. 1995; Iben & Tutukov 1996). We return to the uncertainty of forming a Thorne-$`\dot{\mathrm{Z}}`$ytkow star at the end of this §.
In practice this type of evolution will happen only to a small subset of all binaries. A binary with a very short orbital period and/or a small mass ratio will not survive the first phase of mass transfer and merges into a single object. Such a single star is, according to Iben & Tutukov (1996) no candidate for producing a radio pulsar. Neither are the binaries which are initially too wide to experience a phase of mass transfer. Only the binaries in the range of orbital periods between several days and a few decades are consequently candidates for producing single radio pulsars.
Our population synthesis calculations given in § 3 demonstrate that the majority of binaries that experience and survive their first mass transfer or first common-envelope phase stay bound after the first (symmetric) supernova (see § 3). Only those binaries for which the mass which is lost in the supernova exceeds half the total binary mass prior to the supernova are dissociated. With conservative mass transfer it is always the lowest mass component which explodes first, and no systems are disrupted. Even if the initial mass-ratio distribution strongly favors small mass ratios and if mass is not conserved in the binary system during mass transfer or common-envelope evolution the unbound fraction is still small. A simple way to see this is to consider the shape of the initial mass function: stars between $`8`$ $`\mathrm{M}_{}`$ and $`15`$ $`\mathrm{M}_{}`$ contribute about half of all supernova progenitors; they leave helium cores with a mass smaller than $`3.8`$ $`\mathrm{M}_{}`$ after the first mass transfer or common-envelope phase. Since companions $`\stackrel{<}{}1`$$`\mathrm{M}_{}`$ will spiral in completely and coalesce, and neutron stars have a mass of about 1.4 $`\mathrm{M}_{}`$, the systems that survive the first mass transfer then lose less than half the total mass and therefore remain bound after the first supernova explosion. Since the masses of companions of stars $`>15`$ $`\mathrm{M}_{}`$ are in most cases expected to be considerably more massive than 1 $`\mathrm{M}_{}`$, also a large fraction of the systems with more massive primaries remain bound. Therefore, the majority of the binaries that survive the first phase of mass transfer will remain bound after the first supernova explosion. The fraction that is disrupted in the first supernova (of binaries that experience and survive the first mass transfer), we denote as $`y`$. A conservative estimate of $`y`$ is: $`y<0.25`$ (Our simulations in the next section (§ 3.1.3) show $`y`$ to be $`\stackrel{<}{}0.1`$.).
A binary which survives the first supernova explosion becomes a high-mass X-ray binary as soon as the companion of the neutron star starts to transfer mass. Most of these systems will go through a Be/X-ray binary phase (see e.g.: van den Heuvel and Rappaport 1987). The neutron star is spun up in this phase and it may become a recycled pulsar.
Subsequently a fraction of the binaries where a neutron star accretes from its companion will spiral-in in a common-envelope phase and merge to form a Thorne-$`\dot{\mathrm{Z}}`$ytkow Object. Of the systems that survive as binaries after the spiral-in, only those will be disrupted in a symmetric explosion for which the exploding helium star is more massive than 4.2 $`\mathrm{M}_{}`$. We will denote the fraction of systems that survive the second supernova as binaries as $`\alpha `$. The dissociated binary ejects two radio pulsars; one young and one recycled. Again with the initial-mass function argument, of the order of half of these helium-star binaries have companions to the neutron stars that have helium cores $`\stackrel{<}{}4.2`$ $`\mathrm{M}_{}`$, and therefore about half of these systems will not be disrupted in the second (symmetric) supernova<sup>1</sup><sup>1</sup>1 The phase of mass transfer which preceded the first supernova affects the secondary mass and the initial-mass function argument cannot be applied trivially; the mass transfer process has increased the secondaries mass and therefore the mass of its core. However, taking this into account, still not more than half the systems are expected to be disrupted in the symmetric second super nova..
According to Iben & Tutukov’s (1996) model there are then three types of radio pulsars originating from high-mass X-ray binaries: 1.) single pulsars resulting from binaries disrupted at the second supernova \[producing two pulsars\]; 2.) single pulsars resulting from complete spiral-in of high-mass X-ray binaries, to form a Thorne-$`\dot{\mathrm{Z}}`$ytkow Object and then a recycled pulsar; 3.) double neutron stars. We chose $`y`$ to be the fraction of post mass-transfer systems which are disrupted in the first supernova explosion. So, if a fraction $`x`$ of all high-mass X-ray binaries spiral in completely to form Thorne-$`\dot{\mathrm{Z}}`$ytkow objects and then single pulsars, the fraction $`(1x)`$ of high-mass X-ray binaries that survive the spiral in will leave helium star plus neutron star binaries, producing $`\alpha (1x)`$ double neutron stars and $`2(1\alpha )(1x)`$ single pulsars. As the X-ray binaries formed a fraction $`(1y)`$ of all post mass-transfer systems one thus will have that the fraction of double neutron stars among all pulsars is
$$\frac{\alpha (1x)(1y)}{y+x(1y)+2(1\alpha )(1x)(1y)}.$$
(1)
The observed fraction of double neutron star among the entire pulsar population is about $`0.6`$% ($`6`$ binary pulsars among $`1000`$ single pulsars). Assuming $`y=0.25`$ we then obtain, for $`\alpha =0.5`$, that $`x=0.984`$. Pulsars in close binaries are probably under represented because they are plagued by extra selection effects due to the acceleration of the pulsar in the binary (Johnston & Kulkarni 1991). If the real fraction of double pulsars would be an order of magnitude larger than observed (i.e.: 6 per cent) then, with $`\alpha =0.5`$, still we obtain $`x=0.849`$, i.e.: more than 85% of all pulsars would decend from Thorne-$`\dot{\mathrm{Z}}`$ytkow objects.
Scenario A would therefore imply that between 85 and 98 per cent of all radio pulsars descend from Thorne-$`\dot{\mathrm{Z}}`$ytkow objects, which is an absurd result. (Even in the very unrealistic case that in a symmetric explosion only 20 per cent of the helium-star plus neutron star binaries would survive the second supernova explosion, still an “observed” 6 per cent of binary pulsars would imply that more than half of all radio pulsars have decended from Thorne-$`\dot{\mathrm{Z}}`$ytkow objects.)
Moreover as the bulk of the high-mass X-ray binaries which produced the Thorne-$`\dot{\mathrm{Z}}`$ytkow objects are Be-type X-ray binaries, which have small runaway velocities ($`11\pm 6.7`$ km/s; Chevalier & Ilovaisky 1998), between 85 and 98 per cent of the pulsars would, according to the model of Iben & Tutukov (1996) be very low-velocity objects, contrary to the observations.
There might possibly be an alternative evolutionary path in the case of symmetric supernovae to avoid these contradictions as follows: the suggestion provided by Chevalier (1993; see also Bisnovatyj-Kogan & Lamzin 1984; Fryer et al. 1996; Brown & Bildsten 1998) that a neutron star in a common envelope may accrete hyper critically and transforms to a black hole. In this case the old neutron star does not become a recycled pulsar but collapses into a black hole instead. In that case, if the binary survives the common-envelope phase altogether, a high kick velocity is required to dissociate the binary upon the second supernova; the higher mass of the black hole easily prevents dissociation of the binary in a symmetric supernova. Scenario A (with no kicks) thus predicts in this case that, while the birthrate of double neutron stars is small, many young pulsars should be accompanied by a black hole in a short period orbit, which is obviously contradicted by the observations. Furthermore in this case, also Thorne-$`\dot{\mathrm{Z}}`$ytkow objects will always produce black holes, so this channel for pulsar formation is lost.
Thus already from these simple analytical considerations one observes that with symmetric supernova explosions either many binary radio pulsars with black holes are produced or between 85 and 98 per cent of all pulsars must result from Thorne-$`\dot{\mathrm{Z}}`$ytkow objects and will have low space velocities – in complete disagreement with the observations.
We will now show that population-synthesis calculations completely confirm the results from the analytical calculations.
## 3 Results from population synthesis
For the numerical simulations we use the binary evolution program SeBa (see Portegies Zwart & Verbunt 1996) with more than a million binaries with a primary mass between 8 $`\mathrm{M}_{}`$ and 100 $`\mathrm{M}_{}`$ selected from a power-law distribution with exponent 2.5 (Salpeter $`=2.35`$). All binaries are evolved in time until the second supernova occurs (see Portegies Zwart & Yungelson 1998 for a detailed description of the models and initial conditions). We assume that all stars are born in binaries with a semi-major axis up to $`a=10^6`$ $`\mathrm{R}_{}`$ to be present in a flat distribution in $`\mathrm{log}a`$ (Duquennoy & Mayor 1991). The mass of the secondary is selected between 0.1 $`\mathrm{M}_{}`$ and the mass of the primary from a distribution flat in mass ratio (Hogeveen 1992). The results of these computations are summarized in Tab. 1. The results are presented in three decimals in order to make the numbers recognizable. In practice the last decimal may easily be omitted due to the uncertainties in initial conditions, physics and model parameters. We consider cases with and without kicks and now discuss the outcome for the different models for pulsar formation mentioned above.
### 3.1 Single and double pulsar formation rate if only type Ib and Ic supernovae produce pulsars
#### 3.1.1 The case of symmetric mass ejection
In the model which does not incorporate a velocity kick the fraction of type Ibc supernovae from binaries which produce a neutron star to the total number of type Ibc \+ II supernovae is $`11.9\%`$ (see Tab. 1).
A binary which survives the first phase of mass transfer becomes a (he, $``$) binary (see the table caption for an explanation of the notation). If such a binary is disrupted in the first (type Ibc) supernova (which occurs in 1.2% of all supernovae) a single ns (pulsar) and a single $``$ are released. In some rare cases the binary experiences, and survives, two phases of mass transfer before the first supernova occurs and becomes a double helium star (he, he) binary. Dissociation of such a (he, he) binary upon the first supernova releases, next to a single pulsar, a single helium or Carbon-Oxygen star which may explode at a later instant. Since this single helium star has lost its hydrogen envelope due to the interaction with its companion it is, according to Iben & Tutukov (1996), also a candidate for the formation of a single radio pulsar contributing with a modest 0.1%. A (he, he) binary which experiences an additional phase of mass transfer before the first supernova occurs may merge and become a single rapidly rotating helium or Carbon-Oxygen star. The explosion of this single helium star in a type Ibc supernova contributes with 0.3% to the pulsar formation rate as fraction of the total supernova rate (see Tab. 1 after {ns}).
A (he, $``$) binary which remains bound after the first type Ibc supernova but is dissociated upon the second supernova releases two pulsars and contributes with $`2\times 1.7\%=3.4\%`$ to the production rate of single neutron stars: both are pulsars. Thorne-$`\dot{\mathrm{Z}}`$ytkow objects contribute only little ($`0.1`$ %) to the pulsar formation rate (see Tab. 1). Assuming only type Ib supernovae to produce pulsars, the total number of single radio pulsars produced as a fraction of the total number of supernovae (type Ib, Ic and type II together) according to this model is $`5.1\%`$ ($`1.2+0.1+0.3+2\times 1.7+0.1`$). As to the double pulsar (neutron star binary) formation rate, Tab.1 shows that in the model without kicks one expects 0.011 double ones relative to 0.051 single ones, hence about 20 percent of all pulsars is expected to be born double.
#### 3.1.2 Comparison with other population synthesis results
For our models without kicks the fractions of pulsars produced from type Ibc supernovae relative to the total supernova rate is much smaller than that derived by Iben and Tutukov (1996) who find a birthrate for radio pulsars of 0.007 per year relative to a total birthrate for neutron stars of 0.028 per year; i.e.: 25% of all supernovae produce a single radio pulsar (see also Tutukov & Yungelson 1993). At least part of this discrepancy is a result of the difference in the fraction of binaries which experience mass transfer during their lifetime. In the calculations of Iben and Tutukov a relatively large fraction of binaries experience mass transfer at some time during their evolution and the contribution of type II to the total supernova rate is therefore considerably smaller. We can estimate this effect from the results in Tab. 1 by counting only the binaries which experience a phase of mass transfer and re-normalizing our results to the type Ibc supernova rate.
#### 3.1.3 Formation rates from interacting binaries
In a population where all binaries transfer mass at some stage during their evolution the only source for type II supernovae is formed by binaries which merge before the first supernova and explode as single stars (0.157 for our model without a kick), and from (he, $``$) binaries which are dissociated upon the first type Ibc supernova explosion (1.2%), i.e.: of which the secondary may explode as if the star was born single. We computed in section 3.1.1 in case of no kicks, the fraction of type Ibc supernova to the total supernova rate is 11.9%. The contribution of type Ibc and type II supernovae from interacting binaries to the total supernova rate (including the non-interacting binaries) is in our model therefore given by $`0.288`$ ($`0.119+0.157+f\times 0.012`$); i.e.: $`29`$% of all supernovae originate from interacting binaries. The fraction $`f`$ ($`0.92`$) is introduced to quantize the fraction of (he, $``$) binaries which is dissociated upon the first supernova and of which the released companion may explode in a type II supernova). The formation rate of single pulsars formed in type Ibc supernovae as a fraction of the supernova rate in interacting binaries then becomes $`5.1\%/0.2918`$%. This rate is of similar order as the result of Iben and Tutukov (1996) who derive a fraction of 25%. This may indicate they they underestimate the contribution of wide binaries to the supernova rate. Note, however, that we underestimated the contribution to type II supernovae due to our adopted minimum mass of 8 $`\mathrm{M}_{}`$ to the initial primary mass (Iben & Tutukov adopted a minimum of 10 $`\mathrm{M}_{}`$). A binary, for example, which contains a 7 $`\mathrm{M}_{}`$ and a 4 $`\mathrm{M}_{}`$ star that merges in the first, unstable, phase of mass transfer might form a single star which is massive enough to explode; these binaries are not accounted for in our simulation. By comparing our results with those of Portegies Zwart & Verbunt (1996, see their Tab. 4), who also take lower mass binaries into account, we estimate that this effect contributes with $`\stackrel{<}{}10`$% to the total supernova rate.
#### 3.1.4 Birthrates with kicks
Following the same analysis for the model in which a velocity kick is imparted to the newly born neutron star, the total number of single pulsars produced if only type Ib,c supernovae produce pulsars is 8% ($`0.3+6.1+0.4+2\times 0.4`$ \+ 0.4) and the pulsar formation rate from interacting binaries among the total super nova rate becomes between 25% and 31% \[ $`8\%/(0.100+0.155+f\times 0.061)`$\] (see table 1). In contrast to the models without a kick, a considerable fraction of the (he, $``$) binaries is dissociated by the first type Ibc supernova (71%) and as a consequence the contribution of the released secondary stars to the type II supernova rate is considerable. In the model with kicks in which only Type Ibc supernovae produce pulsars, the fraction of binary pulsars produced is 0.002/0.08, i.e. about 2.5%, i.e. some 8 times lower than in the case without kicks.
### 3.2 Discrepancy between pulsar formation rate and supernova rate in case pulsars originate only from Type Ibc supernovae
The model without a kick in which only type Ibc supernovae produce pulsars predicts a discrepancy between the observed supernova rate (of the order of $`0.012`$ type II per year and $`0.002`$ type Ibc per year, see Cappellaro et al. 1997) and the single-pulsar formation rate (only 5.1% of the total supernova rate, see § 3.1 above) of a factor 20. This is clearly contradicted by the observations, which indicate a pulsar formation rate of the same order as the supernova rate in the Galaxy: 0.004 to 0.008 per year was derived by Lorimer et al. (1993) and Hartman et al. (1997) arrive at a pulsar birthrate of $`0.003`$ per year in the Galaxy, i.e.: differing by a factor 3 or less from the supernova rate.
The existence of wide binaries is confirmed by the observations, and we use the total supernova rate for interacting as well as the non-interacting binaries in the further discussion.
In the population synthesis models where also type II supernovae produce radio pulsars the discrepancy between the pulsar formation rate and the supernova rate completely vanishes. In addition to the formation rate of single pulsars from type Ibc supernova (0.051 and 0.080 of the total supernova rate for the models without and with a kick, respectively) type II supernovae make a large contribution to the single pulsar formation rate as can be seen from the table. Binaries that merge before the first type II supernova contribute with 15.7% (15.5% for the model with a kick) to the formation of single pulsars. In non-kick models, non-interacting binaries contribute with 24.1% upon the first supernova (which dissociates the binary) and with $`4.3`$% ($`0.055f\times 0.012`$) from the released companion which might also experience a supernova (note that the correction factor $`f\times 0.012`$ for binaries which are dissociated upon the first type Ibc supernova and of which the secondary experiences a type II supernova must be applied again.) For the model with a kick these fractions are 46.9% and $`15.0`$% ($`0.211f\times 0.061`$) for the first and second type II supernova, respectively. A smaller fraction of the binaries are dissociated upon the second collapse, releasing two pulsars; 10.4% for symmetric and 0.8% for asymmetric supernovae. The total contribution of type II supernovae to the single pulsar formation rate becomes $`65`$% ($`0.157+0.241+0.043+2\times 0.104`$) for the model without a kick and $`79`$% ($`0.155+0.469+0.150+2\times 0.008`$) if a kick is imparted to a newly formed neutron star.
If type II supernovae contribute to the formation of single radio pulsars the models without a kick predict that $`70`$% ($`0.051+0.65`$) of all type Ibc plus type II supernovae produce a radio pulsar, and 3.7% form double neutron stars (binary pulsars). Using a supernova rate of 0.01 per year the birthrate of single radio pulsar then becomes $`0.007`$ per year and the birthrate of binary pulsar is $`4\times 10^4`$ per year. For the model with a kick these fractions are $`87`$% and 0.2%, respectively, resulting in a birthrate of single pulsars of $`0.009`$ per year and for double neutron stars of $`2\times 10^5`$ per year.
The observed fraction of binary pulsars is about 0.6% (6 out of some 1000 pulsars). This fraction can, however, not be simply compared with the above predicted fractions of binary pulsars, since the latter ones are young (newborn) pulsars, whereas at least 4 out of the known double neutron star systems in the galactic disk are recycled ones, i.e.: which live much longer than new born pulsars, as they spin down much more slowly. With a 0.2% predicted birthrate of double pulsars among newborn pulsars, one indeed would expect only a few non-recycled double neutron stars among the 1000 pulsars in the galactic disk. It thus seems that the observed (very low) fraction of non-recycled double pulsars is in accordance with the predictions from models with kicks in which also the type II supernovae produce pulsars. On the other hand, the observed fraction of non-recycled double pulsars in the galactic disk (at least one out of 1000) is some 100 times lower than that predicted by the model without kicks in which only type Ibc supernovae produce pulsars, and 37 times lower than predicted by the model without kicks in which both type Ibc and type II supernovae produce pulsars.
## 4 Conclusions
From order-of-magnitude estimates as well as detailed population synthesis studies we argue that type II supernovae (i.e.: supernovae resulting from single stars and components of wide binaries) must contribute to the formation of radio pulsars in order to explain the similar Galactic rates (within a factor of a few) of supernovae and birth of single radio pulsars. If type II supernovae are excluded from the formation of pulsars, the predicted pulsar birthrate is at least an order of magnitude smaller than observed.
An asymmetry in the supernova is required to satisfy that the birthrate of high-mass binary pulsars (double neutron stars) is smaller than the birthrate of single radio pulsar by at least two orders of magnitude (Bailes 1996). With symmetric supernovae and pulsars forming only from interacting binaries one predicts the birthrate of double neutron stars to be of the order of 20 per cent of the pulsar birthrate, unless the bulk of the single pulsars ($`>85\%`$) would have formed from Thorne-$`\dot{\mathrm{Z}}`$ytkow objects. In the latter case most pulsars should have low space velocities – contrary to the observations.
With symmetric supernovae and allowing also pulsar formation from type II supernovae one still predicts a birthrate of double neutron stars of about 3.7% of the supernova rate, four times larger than observed. We therefore firmly conclude that, contrary to the suggestions of Iben & Tutukov (1996):
* Single stars and components of wide –non-interacting– binaries must contribute considerably to the formation of pulsars.
* Supernova mass ejection is asymmetric, giving a considerable kick velocity to the neutron star.
acknowledgments We thank Dipankar Bhattacharya, Lev Yungelson, Icko Iben and the anonymous referee for critically reading the manuscript and valuable comments. We thank the Institute for Theoretical Physics of the University of California, Santa Barbara, for its hospitality. This work was supported by NWO Spinoza grant 08-0 to E. P. J. van den Heuvel, the JSPS grand to SPZ, and by NASA through Hubble Fellowship grant awarded by the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., for NASA under contract NAS 5-26555.
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# Odor recognition and segmentation by coupled olfactory bulb and cortical networks
## 1 Introduction
There is a great deal of current interest in how neural systems, both artificial and natural, can use top-down feedback to modulate input processing. Here we propose a minimal model for an olfactory system in which feedback enables it to perform an essential task – olfactory segmentation. Most olfactory systems need to detect, recognize, and segment odor objects. Segmentation is necessary because different odors give overlapping activity patterns on odor receptor neurons, of which there are hundreds of types BuckAxel , and each has a broad spectrum of response to different odor molecules Shepherd90 . Different odor objects seldom enter the environment in the same sniff cycle, but they often stay together in the environment afterwards. Humans usually can not identify the individual odor objects in mixtures Moncrieff , although they easily perceive an incoming odor superposed on pre-existing ones. Our model performs odor segmentation temporally: First one odor is detected and encoded by the olfactory bulb and recognized by the associative memory circuits of the olfactory cortex. Then the cortex gives an odor-specific feedback to the bulb to inhibit the response or adapt to this odor, so that a superposed second odor arriving later can be detected and recognized with undiminished sensitivity while the sensitivity to the pre-existing odor is reduced, as observed psychophysically Moncrieff . The stimulus-specific feedback makes odor adaptation an intelligent computational strategy, unlike simple fatigue, which is not sufficient for odor segmentation. Our model displays the oscillatory neural activities in the bulb and cortex as observed physiologically FS . Furthermore, odor cross-adaptation — the suppression and distortion of odor perception immediately after an exposure to another odor — as observed psychophysically Moncrieff , is a consequence of this model.
## 2 The Model
Our model (Fig. 1) describes the essential elements of primary olfactory neural circuitry: the olfactory bulb, the olfactory cortex, and feedforward and feedback coupling between them. The formal neurons in our system model the collective activity of local populations of real neurons. The synaptic architecture is consistent with the known physiology and anatomy of the olfactory system in most mammalian species Shepherd7990 .
Our bulb model contains interacting excitatory mitral and inhibitory granule cells, with membrane potentials $`x_i`$ and $`y_i`$ respectively, and firing rates $`g_x(x_i)`$ and $`g_y(y_i)`$ respectively (see LH and Li90 for details). The odor input $`I_i`$ drives the dynamics
$`\dot{x}_i=\alpha x_i_jH_{ij}^0g_y(y_j)+I_i\dot{y}_i=\alpha y_j+_jW_{ij}^0g_x(x_j)+I_i^c,`$
where $`\alpha x_i`$ and $`\alpha y_i`$ model the decays to resting potentials, $`𝖧_{ij}^0>0`$ and $`𝖶_{ij}^0>0`$ the synaptic connections from the granule to mitral cells and vice versa, and vector $`𝐈^c`$ (components $`I_i^c`$) the feedback signal from the cortex to the granule cells. Slowly varying input $`𝐈`$ and $`𝐈^c`$ adiabatically determine the fixed or equilibrium point $`\overline{𝐱}`$ and $`\overline{𝐲}`$ of the equations. Neural activities oscillates around this equilibrium as $`𝐱=\overline{𝐱}+_kc_k𝐗_ke^{\alpha t\pm \mathrm{i}(\sqrt{\lambda }_kt+\varphi _k)}`$, where $`𝐗_k`$ is an eigenvector of $`𝖠=\mathrm{𝖧𝖶}`$ with eigenvalue $`\lambda _k`$, and $`H_{ij}=H_{ij}^0g_y^{}(\overline{y}_j)`$ and $`W_{ij}=W_{ij}^0g_x^{}(\overline{x}_j)`$. Spontaneous oscillation occurs if $`\mathrm{Re}(\alpha \pm i\sqrt{\lambda }_k)>0`$; then the fastest-growing mode, call it $`𝐗_1`$, dominates the output and the entire bulb oscillates with a single frequency $`\omega _1\mathrm{Re}(\sqrt{\lambda _1})`$, and the oscillation amplitudes and phases is approximately the complex vector $`X_1`$. Thus, the bulb encodes the input via the steps: (1) the input $`𝐈`$ determines $`(\overline{𝐱},\overline{𝐲})`$, which in turn (2) determines the matrix $`𝖠`$, which then (3) determines whether the bulb will give spontanous oscillatory outputs and, if it does, the oscillation pattern $`𝐗_1`$ and frequency $`\omega _1`$.
The mitral cell outputs $`g_x(x_i)`$ are transformed to an effective input $`I_i^b`$ to the excitatory (pyramidal) cells of the cortex by (1) a convergent-divergent bulbar-cortex connection matrix and (2) an effective high-pass filtering via feedforward interneurons in the cortex. Our cortical model is structurally similar to that of the bulb. We focus only on the upper layer pyramidal cells and feedback interneurons:
$`\dot{u}_i=\alpha u_i\beta ^0g_v(v_i)+_jJ_{ij}^0g_u(u_j)+I_i^b,\dot{v}_i=\alpha v_i+\gamma ^0g_u(u_i)+_j\stackrel{~}{W}_{ij}^0g_u(u_j)`$,
where $`𝐮`$, $`𝐯`$, and $`\stackrel{~}{𝖶}^0`$ correspond to $`𝐱`$, $`𝐲`$, and $`𝖶^0`$ for the bulb. $`𝖩^0`$ is global excitatory-to-excitatory connections, $`\beta ^0`$ and $`\gamma ^0`$ are local synaptic couplings.
Carrying out the same kind of linearization around the fixed point $`(\overline{𝐮},\overline{𝐯})`$ as in the bulb, we obtain a system of driven coupled oscillators. With appropriate cell nonlinearities and overall scale of the synaptic connections, the system does not oscillate spontaneously, nor does it respond much to random or irrelevant inputs. However, the cortex will resonate vigorously when the driving oscillatory force $`𝐈^b`$ matches one of intrinsic oscillatory modes $`\stackrel{}{\xi }^\mu `$ in frequency and patterns amplitudes and phases. These intrinsic modes $`\stackrel{}{\xi }^\mu `$ for $`\mu =1,2,\mathrm{}P`$, are memory items in an associative memory system Haberly85 ; WB92 ; AGL , and can be stored in the synapses $`𝖩^0`$ and $`\stackrel{~}{𝖶}^0`$ in a generalized Hebb-Hopfield fashion
$`J_{ij}^0\frac{\mathrm{i}}{\omega }(\beta \stackrel{~}{W}_{ij}^0\alpha J_{ij}^0)=J_\mu \xi _i^\mu \xi _j^\mu /g_u^{}(\overline{u}_j).`$
Fig. 2 shows that 3 odors A, B, and C all evoke bulbar oscillatory responses. However only odor A and B are stored in the in the cortical synapses; hence the cortical oscillatory response to odor C is almost nonexistent.
It was shown in Li90 that a suitable DC feedback signal to suppress the odor-specific activity in the bulb is $`d𝐈^c=𝖧^1\alpha d𝐈`$. Somehow, this feedback should be constructed from the cortical outputs that contains the odor information. We do not know how this is done in cortical circuitry, so we treat this part of the problem phenomenologically. First, we transform the AC signal in the pyramidal cell output $`g_u(u_i)`$ to a slow DC like signal by thresholding $`g_u(u_i)`$ and then passing it through two successive very slow leaky integrators. One can then easily construct a synaptic connection matrix to transform this signal to the desired feedback signal for the odor input that evoked the cortical output $`g_u(u)`$ in the past sniffs.
Feedback signal slowly builds up and the adaptation to odor A becomes effective at the second sniff (Fig. 3A), and the system responds to odor A+B at the third sniff in a way as if only odor B were present (Fig. 3B), achieving odor adaptation and segmentation consistent with human behavior. Quantitative analysis confirms that the response to the segmented odor B in the third sniff is about 98% similar to that of response to odor B alone. Simulations show that odor adaptation eventually achieves an equilibrium level when insignificant residual responses to background odors maintain a steady feedback signal. A consequence of the model is olfactory cross-adaptation, when the background odor A is suddenly removed and odor B is presented. The feedback signal or background adaptation to odor A persists for a while and significantly distorts (and suppresses) the response to, and thus the percept of, odor B (Fig. (3C)), as observed psychophysically Moncrieff .
## 3 Discussion
We have augmented the bulb model developed in earlier work by one of us LH ; Li90 with a model of the pyriform cortex and with feedforward and feedback connections between it and the bulb. It is a minimal computational model for how an olfactory system can detect, recognize and segment odors. As far as we know, this is the simplest system consistent with anatomical knowledge that can perform these three tasks, all of which are fundamental for olfaction. Our model does not deal with other computational tasks, such as hierachical catagorization of odors AGL .
The resonant associative memory recognition mechanism and the slow feedback to the granule (inhibitory) neurons of the bulb are essential parts of our model, but many of the details of the present treatment are not. For example, the slow feedback signal could be implemented by many other mechanisms, but it must be slow. These essential features are necessary in order that the model be consistent with the observed phenomenology of the olfactory system.
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# Introduction
## Introduction
Due to its intrinsic elegance, inflation has become the almost universally accepted dogma for accounting for the flatness and homogeneity of the universe. One of the most popular versions of inflation these days is hybrid inflation, where there are (at least) two fields at work: the slowly rolling inflaton field $`\varphi `$, and a second field $`N`$ whose role is to end inflation by developing a non-zero vacuum expectation value (VEV) when $`\varphi `$ passes a certain critical value $`\varphi _c`$ during its slow roll. During inflation $`N=0`$, and the potential along the $`\varphi `$ direction is approximately flat, with the flatness lifted by a $`\varphi `$ mass which must be small enough to satisfy the slow-roll conditions. Given a particular model, the slow roll conditions and COBE constraints on the spectrum of density perturbations then determine the relationship between the height of the potential $`V(0)^{1/4}`$ and the inflaton mass during inflation. However, the origin of the vacuum energy $`V(0)`$ which drives inflation can only be properly understood within a framework which allows the possibility for the potential energy to settle to zero at the global minimum, and hence lead to an acceptable cosmological constant, and this implies supergravity (SUGRA). In SUGRA models a non-zero vacuum energy can be generated through the F-terms and/or the D-terms, but here we will assume the D-terms to be negligible or zero.
In F-term Hybrid inflation we have to face the so-called $`\eta `$ problem. During inflation SUSY is broken by non-zero F-terms, and due to the exponential factor for the Kahler potential in front of the potential all the scalar fields including the inflaton will pick up masses of the order of the Hubble constant, $`HV(0)^{1/2}/\stackrel{~}{M}_P`$. This will lead to a violation of the slow roll condition $`|\eta |=\stackrel{~}{M}_P^2|V^{\prime \prime }/V|^21`$. To overcome this problem different solutions can be found in the literature . Here we would like to pursue the possibility that the inflaton mass remains zero at tree-level during inflation and its only contribution is given by very small radiative corrections, safely smaller than the Hubble constant. This can be achieved working in the context of no-scale SUGRA theories, where it is known that the soft scalar masses can be zero even in the presence of a non-zero gravitino mass. Moreover, the requirement of small inflaton mass, combined with the COBE constraint, imply that the height of the potential during inflation must be lower than the usual SUSY breaking scale, $`M_{SUSY}10^{11}GeV`$, and we will show how the no-scale structure allows this possibility . We shall give an explicit example where the SUSY breaking sector, the height of the potential and the inflaton sector are all specified.
## The model
The model is based on the superpotential :
$$\stackrel{~}{W}=\lambda NH_1H_2k\varphi N^2,$$
(1)
with the fields $`\varphi `$, $`N`$ being gauge singlets, and $`H_1,H_2`$ the minimal supersymmetric standard model Higgs doublets. Since the VEV of $`N`$ generates the effective $`\mu `$ mass term coupling the two Higgs doublets, we require that $`\lambda <N>1`$ TeV as in the well known particle physics next-to-minimal supersymmetric standard model (NMSSM) . This superpotential is invariant under a global $`U(1)_{PQ}`$ symmetry, broken by the VEVs of $`\varphi `$ and $`N`$, and which leads to a very light axion with its decay constant of order of the VEVs $`<N><\varphi >`$. This implies $`<N>10^{13}GeV`$, in order to satisfy the cosmological axion bounds. The Higgs doublets develop electroweak VEVs, much smaller than $`<N>`$, and they may be ignored in the analysis.
The potential relevant for inflation then reads,
$$V(\varphi ,N)=V(0)+k^2N^4+(m_N^22kA_k\varphi +4k^2\varphi ^2)N^2+m_\varphi ^2\varphi ^2,$$
(2)
where the soft parameters above occur in the soft SUSY breaking potential, and they are typically of the order of $`1TeV`$, but $`m_\varphi ^2`$ owes its origin to radiative corrections to the potential controlled by the small coupling $`k`$. We have added a constant vacuum energy $`V(0)`$ to the potential, whose origin we explain latter.
For large values of the field $`\varphi `$ the effective $`N`$ mass is positive and during inflation the field $`N=0`$; $`\varphi `$ slowly rolls until it reaches a critical value<sup>2</sup><sup>2</sup>2 In fact the model has two different critical values, $`\varphi _c^\pm `$, which allows the possibility of having either standard hybrid inflation or inverted hybrid inflation depending on the sign of the mass squared $`m_\varphi ^2`$. $`\varphi _c\frac{A_k}{4k}`$. When the critical value is reached, inflation ends and the global minimum is achieved, with non zero VEVS $`<\varphi ><N>\varphi _c`$. After inflation ends $`V(0)`$ is assumed to remain unchanged, but be cancelled by a negative contribution from the remaining part of the potential at the global minimum, $`V(<\varphi >,<N>)=k^2<N>^4`$. Due to the axion bound, we then have $`k10^{10}`$, and $`V(0)^{1/4}10^8GeV`$. To satisfy the COBE constraint the model requires an inflaton mass in the range of a few eV, and this is consistent with this mass being generated by radiative corrections controlled by the small coupling<sup>3</sup><sup>3</sup>3 The smallness of $`k`$ seems to indicate that it has a non-renormalisable origin; this may involve an additional sector which obeys a discrete $`Z_3\times Z_5`$ symmetry from which the Peccei-Quinn symmetry emerges as an approximation (for details see ). $`k`$.
We now wish to elevate this model to an effective no-scale SUGRA theory, where the tree-level inflaton mass is ensured to vanish. This kind of theory may be obtained from 4d effective string theories . We place the inflaton and the $`N`$ field in the untwisted sector (modular weight -1) along with the moduli fields, and assume the following conditions to hold during inflation:
(a) The superpotential is independent of the over-all modulus $`T`$ and, together with Eq. (1), it includes a dilaton superpotential $`W(S)=\mathrm{\Lambda }^3e^{S/b_0}`$. The dilaton will act as a source for SUSY breaking, with the gravitino mass given by:
$$m_{3/2}^2e^K\frac{|W(S)|^2}{\stackrel{~}{M}_P^4}\frac{\mathrm{\Lambda }^6}{\stackrel{~}{M}_P^4}.$$
(3)
The requirement of having a gravitino mass $`m_{3/2}1TeV`$ then fixes the effective scale $`\mathrm{\Lambda }`$ to be of the order of $`10^{13}GeV`$ .
(b) The Kahler potential is given by,
$$K=3\mathrm{ln}(\rho )\mathrm{ln}(S+S^{})+\frac{\beta }{\rho ^3}\frac{2s_0}{S+S^{}}+\frac{b+4s_0^2}{6(S+S^{})^2},$$
(4)
It depends only on the combination $`\rho =T+T^{}_i\varphi _i\varphi _i^{}`$, with $`\varphi _i`$ any untwisted field of the theory, in particular $`\varphi `$ and $`N`$. This condition can be formalised in terms of a Heisenberg symmetry . The twisted fields are switched off during inflation, and they do not contribute. We remark that we only demand the theory to posses a Heisenberg symmetry during inflation. After inflation ends this symmetry may or may not be broken by the contribution from the twisted sector. The last three terms of Eq. (4) model non-perturbative terms for both the field $`\rho `$ and the dilaton $`S`$ , needed in order to stabilise them at a fixed value during inflation, $`\rho _0(2\beta )^{1/3}`$ and $`2ReS_0s_0`$.
The above conditions ensure that the inflaton remains massless at tree-level. The key point is that $`\rho `$ is fixed at its minimum, for which the condition $`dV/d\rho =0`$ is fulfilled. Then, computing the mass matrix for the fields ($`T`$, $`\varphi `$) during inflation it can be shown that there is a zero eigenvalue which corresponds to the massless inflaton.
The non-zero potential $`V(0)`$ is given by the SUGRA potential:
$$V=|F_T|^2+|F_S|^23m_{3/2}^2\stackrel{~}{M}_P^2,$$
(5)
evaluated at the minimum $`\rho _0`$ and $`S_0`$. If we now require that the potential vanish in the global minimum at the end of inflation, when the fields $`\varphi `$ and $`N`$ also contribute, then we obtain that during inflation the height of the potential is $`V^{1/4}ϵ^{1/4}\sqrt{m_{3/2}\stackrel{~}{M}_P}`$, with $`ϵ^{1/4}10^3`$. In our approach, the fact that the potential is much smaller than the typical SUSY breaking scale is a consequence of having a very small coupling $`k`$, otherwise needed to control the radiative corrections to the inflaton mass. Another good feature of such a small coupling is that the contribution of the hybrid superpotential at the end of inflation will be highly suppressed with respect to the dilaton contribution, and then the minima for the moduli and the dilaton (and the gravitino mass) are mainly the same during and after inflation, i. e., no cosmological moduli problem is present in our scenario. As discussed in the small couplings $`\lambda `$, $`k`$ may have a natural explanation in terms of non-renormalisable effective operators.
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# Nonextensive statistics, fluctuations and correlations in high energy nuclear collisions *footnote **footnote *Accepted for publication in Eur. Phys. J. C
## I Introduction
In the last years, many efforts have been focussed on the study of high energy nuclear collisions, resulting in a better understanding of the strongly interacting matter at high energy density. Large acceptance detectors provide a detailed analysis of the multiplicity of produced particles; this in turn can be related to possible signatures of the formation of a new phase of matter, the so–called quark–gluon plasma (QGP), in the early stages of high energy heavy ion collisions .
One of the most interesting experimental results is that high energy nucleus–nucleus (A+A) collisions cannot be described in terms of superpositions of elementary nucleon–nucleon (N+N) interactions (proton–proton or proton–antiproton). The different conditions of energy density and temperature at the early stage of the Pb+Pb and of the p+p collisions (to mention just two extreme examples) generate collective effects that modify the features of freeze–out observables. Of course the most appealing explanation would be to interpret the presence of these evident experimental differences as an indirect consequence of the formation of QGP in the early stages of heavy ion collisions.
It is an experimentally established fact that the slope parameter of the transverse momentum distribution significantly increases with the particle mass when going from p+p to central Pb+Pb collisions. On the other hand, the preliminary results of the NA49 Collaboration indicate that the transverse momentum fluctuations in central Pb+Pb collisions at 158 A GeV have a quite different physical origin with respect to the corresponding fluctuations in p+p collisions. Let us also recall that the observed $`J/\mathrm{\Psi }`$ suppression increases continuously and monotonically from the lightest (p+p) to the heaviest (S+U) interacting nuclei, but it exhibits a clear departure from this ”normal” behavior for central Pb+Pb collisions .
These experimental features have been explained in terms of collective effects in the hadronic medium (such as the presence of a transverse hydrodynamical expansion) and considering the strong influence of secondary rescatterings in heavy ion collisions . It is a very important issue to understand whether the system is able to reach full thermalization; up to now this question has been the subject of many experimental and theoretical studies. However several experimental observables, such as transverse mass spectrum, multiplicity of particles, three–dimensional phase–space density of pions, are well reproduced in the framework of local thermal equilibrium in a hydrodynamical expanding environment .
In this paper we start from the hypothesis that memory effects and long–range forces can occur during high energy heavy ion collisions: in this case the strong influence of collective effects on the experimental observables can be understood in a very natural way in the framework of the generalized nonextensive thermostatistics. In this context we show that the transverse momentum correlations of the pions emitted from central Pb+Pb collisions can be very well reproduced by means of very small deviations from the standard equilibrium extensive statistics.
In Sec.II we summarize the main assumptions contained in the derivation of the dynamical kinetical equations and their relevance to the determination of the equilibrium phase–space distribution. In Sec.III we examine whether these conditions are met in the high energy heavy ion collisions and which experimental observables can be sensitive to the presence of nonextensive statistical effects. In Sec.IV we introduce the nonextensive Tsallis thermostatistics which is considered the natural generalization of the standard classical and quantum statistics when memory effects and/or long range forces are not negligible. In Sec.V we show how the generalized distribution function modifies the shape of the transverse mass spectrum and in Sec.VI we investigate the influence of nonextensive particle fluctuations in the determination of the measure of the transverse momentum correlations. Finally, a discussion of the results and some conclusions are reported in Sec.VII.
## II Dynamical kinetical approach to thermal equilibrium and extensive statistics
Assuming local thermal equilibrium, the freeze–out observables are usually calculated within the extensive thermostatistics. In particular, the equilibrium transverse momentum distribution is assumed to be, in the classical case, the standard Maxwell–Boltzmann (Jüttern) distribution. If the emitted particles are light enough, such as pions, to have noticeable quantum degeneracy, one must use the Bose–Einstein (or Fermi–Dirac, for fermions) distribution.
When the system approaches equilibrium, the phase–space distribution should be derived as a stationary state of the dynamical kinetical evolution equation. If, for sake of simplicity, we limit our discussion to the classical case, the Maxwellian distribution is obtained as a steady state solution of the Boltzmann equation. Let us now briefly review the principal assumptions in the derivation of the Boltzmann equation and examine how these approximations can affect the determination of the equilibrium distribution . One important assumption concerns the collision time, which must be much smaller than the mean time between collisions. This request can be expressed by the condition $`nr_0^31`$, where $`n`$ is the density and $`r_0`$ is the effective range of the interactions. This condition has two important physical consequences. a) There is no overlapping between subsequent collisions involving a given particle and the interactions can be described as a succession of simple binary collisions. b) It is always possible to define a time interval in which the single particle distribution does not change appreciably and its rate of change at time $`t`$ depends only on its instantaneous value and not on its previous history. Hence this property reflects the Markovian character of the Boltzmann equation: no memory is taken into account.
The second assumption is analoguous to the first one, but for the space dependence of the distribution function: its rate of change at a spatial point depends only on the neighborhood of that point. In other words the range of the interactions is short with respect to the characteristic spatial dimension of the system.
The last important assumption is the so–called Bolzmann’s Stosszahlansatz: the momenta of two particles at the same spatial point are not correlated and the corresponding two body correlation function can be factorized as a product of two single particle distributions. This assumption is very important because it allows us to write down the collisional integral (which is equal to the total time rate of change of the distribution function) in terms of the single particle distribution only. The above assumptions, namely the absence of non–Markovian memory effects, the absence of long–range interactions and negligible local correlations, together with the Boltzmann’s H theorem (based on the extensive definition of the entropy) lead us to the well–known stationary Maxwellian distribution.
The basic assumption of standard statistical mechanics is that the system under consideration can be subdivided into a set of non–overlapping subsystems. As a consequence the Boltzmann–Gibbs entropy is extensive in the sense that the total entropy of two independent subsystems is the sum of their entropies. If memory effects and long range forces are present, this property is no longer valid and the entropy, which is a measure of the information about the particle distribution in the states available to the system, is not an extensive quantity.
In the next section, we will see whether the above assumptions are implemented during high energy nuclear collisions and if there appear experimental signals that can be interpreted as a consequence of the presence of a nonextensive regime.
## III Do heavy ion collisions satisfy extensive statistics?
It is a rather common opinion that, because of the extreme conditions of density and temperature in ultrarelativistic heavy ion collisions, memory effects and long–range color interactions give rise to the presence of non–Markovian processes in the kinetic equation affecting the thermalization process toward equilibrium as well as the standard equilibrium distribution .
A rigorous determination of the conditions that produce a nonextensive behavior, due to memory effects and/or long–range interactions, should be based on microscopic calculations relative to the parton plasma originated during the high energy collisions. At this stage we limit ourselves to consider the problem from a qualitative point of view on the basis of the existing theoretical calculations and experimental evidences.
Under the hypothesis that QGP is generated in the high energy collisions, the quantities characterizing the plasma, such as lifetime and damping rates of quasiparticles, are usually calculated within finite temperature perturbative QCD. This approach is warranted by the fact that at high temperature (beyond a few hundred MeV) the strong QCD coupling $`\alpha _s=g^2/4\pi `$ becomes very small and “weak coupling” regime takes place. In this regime ($`g1`$) the longitudinal gluon propagator is characterized by a Debye mass $`m__DgT`$, and the corresponding screening length ($`\lambda __D=m__D^11/gT`$) is much larger than the mean interparticle distance ($`rn^{1/3}1/T`$) (for a review, see e.g., Ref.). Therefore a great parton number is contained in the Debye sphere and the ordinary mean field approximation of QGP (Debye–Hückel theory) holds. Nevertheless, in the proximity of the phase transition, the QGP is no longer a system of weakly interacting particles and non–perturbative QCD calculations become important. Recently it has been shown that for temperature near the critical one ($`T1.1T_c`$) non–perturbative calculations imply an effective quark mass very close to $`T`$, sensibly different from the value, proportional to $`gT`$, obtained in perturbative regime. Near the phase transition the characteristic quantity $`nr_0^3n\lambda _D^3`$ should then be very close to one and only a small number of partons is present in the Debye sphere: the ordinary mean field approximation of the plasma is no longer correct and memory effects are not negligible. In addition, we observe that in high density quark matter the color magnetic field remains unscreened (in leading order) and long–range color magnetic interaction should be present at all temperatures.
From the above considerations it appears reasonable that, if the deconfining phase transition takes place, non–Markovian effects and long range interactions can influence the dynamical evolution of the generated fireball toward the freeze–out stage. Moreover they will affect the equilibrium phase–space distribution function if thermal equilibrium is attained. A signature of these effects should show up in physical observables. In this context, we notice that the authors of Ref. raise a controversy on the Markovian description of the multiple scattering processes, one of the assumptions of the UrQMD model. This example concerns ( $`e^+e^{}\mu ^+\mu ^{}`$) scattering, where a determination of the angular distribution based on the Markovian approximation of the transport theory leads to wrong results .
The aim of the present work is to suggest a possible interpretation of the above mentioned difference between the correlactions/fluctuations of the pion transverse momentum measured in p+p and Pb+Pb collisions as a signature of the nonextensivity of the system. In fact, it has been shown that, whether the equilibrium condition is realized or not, the measure of the correlations/fluctuations strongly depends on the factorization of the multiparticle distributions and on the event by event multiplicity of the particles under consideration. Such property implies that the (multi)particle distribution functions are not inclusive (the distribution functions of one, two, or more bodies, depend on the presence of the other particles of the system). In turn, this is a manifestation of a nonextensive behavior of the system.
In addition we notice that, from a recent analysis of the average pion phase–space density at freeze–out in S–nucleus and Pb–Pb collisions at SPS, the experimental data indicate a slower decrease with increasing $`p_{}`$ than the Bose–Einstein curve . The analysis of the same quantity in $`\pi `$–p collisions seems, instead, to be consistent with the standard expectations. We remind that in Ref. the authors show that by assuming the standard Jüttern momentum distribution of emitted particles in high energy collisions one is led to unrealistic consequences and the physical freeze–out is actually not realized.
From the foregoing considerations we conclude that both theoretical calculations and experimental observables agree with the existence of nonextensive features in high energy heavy ion collisions.
## IV Generalized nonextensive Tsallis statistics
Several new developments in statistical mechanics have shown that in the presence of long–range forces and/or in irreversible processes related to microscopic long–time memory effects, the extensive thermodynamics, based on the conventional Boltzmann–Gibbs thermostatistics, is no longer correct and, consequently, the equilibrium particle distribution functions can show different shapes from the conventional well known distributions. Standard sums, or integrals, which appear in the calculation of thermostatistical quantities, like the partition function, the entropy, the internal energy, etc. can diverge. These difficulties are well known in several physical domains since long time.
A quite interesting generalization of the conventional Boltzmann–Gibbs statistics has been recently proposed by Tsallis and proves to be able to overcome the shortcomings of the conventional statistical mechanics in many physical problems, where the presence of long–range interactions, long–range microscopic memory, or fractal space–time constraints hinders the usual statistical assumptions. Among other applications, we quote astrophysical self–gravitating systems , the solar neutrino problem , cosmology , many–body, dynamical linear response theory and variational methods , phase shift analyses for the pion–nucleus scattering .
The Tsallis generalized thermostatistics is based upon the following generalization of the entropy
$$S_q=\frac{1}{q1}\underset{i=1}{\overset{W}{}}p_i(1p_i^{q1}),$$
(1)
where $`p_k`$ is the probability of a given microstate among $`W`$ different ones and $`q`$ is a fixed real parameter.
The new entropy has the usual properties of positivity, equiprobability, concavity and irreversibility, preserves the whole mathematical structure of thermodynamics (Legendre transformations) and reduces to the conventional Boltzmann–Gibbs entropy $`S=_ip_i\mathrm{log}p_i`$ in the limit $`q1`$.
The deformation parameter $`q`$ measures the degree of nonextensivity of the theory. In fact, if we have two independent systems $`A`$ e $`B`$, such that the probability of $`A+B`$ is factorized into $`p_{A+B}(u_A,u_B)=p_A(u_A)p_B(u_B)`$, the global entropy is not simply the sum of their entropies but it is easy to verify that
$$S_q(A+B)=S_q(A)+S_q(B)+(1q)S_q(A)S_q(B).$$
(2)
For a better appreciation of the meaning of nonextensivity in a physical system, we discuss here another important property. Let us suppose that the set of $`W`$ microstates is arbitrarily separated into two subsets having $`W_L`$ and $`W_M`$ microstates ($`W_L+W_M=W`$), respectively, and define as $`p_L_{i=1}^{W_L}p_i`$ and $`p_M_{i=W_L+1}^Wp_i`$ the corresponding probabilities: hence $`p_L+p_M=1`$. It is then easy to show that
$`S_q(\{p_i\})=`$ $`S_q(p_L,p_M)`$ $`+p_L^qS_q(\{p_i/p_L\})+p_M^qS_q(\{p_i/p_M\}),`$ (3)
where the sets $`\{p_i/p_L\}`$ and $`\{p_i/p_M\}`$ are the conditional probabilities. This is a generalization of the famous Shannon’s property but for the appearance of $`p_L^q`$ and $`p_M^q`$ instead of $`p_L`$ and $`p_M`$ in the second and third terms of the right hand side of (3). Since the probabilities $`\{p_i\}`$ are normalized, $`p_i^q>p_i`$ for $`q<1`$ and $`p_i^q<p_i`$ for $`q>1`$: as a consequence values of $`q<1`$ ( $`q>1`$ ) will favour rare ( frequent) events, respectively.
The single particle distribution function is obtained through the usual procedure of maximizing the Tsallis entropy under the constraints of keeping constant the average internal energy and the average number of particles. For a dilute gas of particles and/or for $`q1`$ values, the average occupational number can be written in a simple analytical form
$$n_i_q=\frac{1}{[1+(q1)\beta (E_i\mu )]^{1/(q1)}\pm 1},$$
(4)
where the $`+`$ sign is for fermions, the $``$ for bosons and $`\beta =1/T`$. In the limit $`q1`$ (extensive statistics), one recovers the conventional Fermi–Dirac and Bose–Einstein distribution.
Let us remind that the Tsallis generalized statistics does not entail a violation of the Pauli exclusion principle and does not modify the inclusive behavior of the bosons, but it modifies, with the generalized nonextensive entropy (1), the extensive nature of the standard statistics. At the equilibrium, the nonextensive statistics implies a finite temperature particle distribution different from the standard Fermi–Dirac and Bose–Einstein distributions; in the classical limit, one has the following generalized Maxwell–Boltzmann distribution :
$$n_i_q=[1+(q1)\beta (E_i\mu )]^{1/(1q)}.$$
(5)
When the entropic $`q`$ parameter is smaller than $`1`$, the distributions (4) and (5) have a natural high energy cut–off: $`E_i1/[\beta (1q)]+\mu `$, which implies that the energy tail is depleted; when $`q`$ is greater than $`1`$, the cut–off is absent and the energy tail of the particle distribution (for fermions and bosons) is enhanced. Hence the nonextensive statistics entails a sensible difference of the particle distribution shape in the high energy region with respect to the standard statistics. This property plays an important rôle in the interpretation of the physical observables, as it will be shown in the following.
## V Transverse mass spectrum and $`q`$–blue shift
The applicability of the equilibrium statistical mechanics relies on the recognition that the experimental transverse mass spectrum and the relative abundance of charged particles (pions, kaons, protons, etc.) can be described within the equilibrium formalism. The single particle spectrum can be expressed as an integral over a freeze–out hypersurface $`\mathrm{\Sigma }_f`$
$$E\frac{d^3N}{d^3p}=\frac{dN}{dym_{}dm_{}d\varphi }=\frac{g}{(2\pi )^3}_{\mathrm{\Sigma }_f}p^\mu 𝑑\sigma _\mu (x)f(x,p),$$
(6)
where $`g`$ is the degeneracy factor and $`f(x,p)`$ is the phase–space distribution.
Indeed, by assuming a purely thermal source with a Boltzmann distribution, the transverse mass spectrum can be expressed as follows:
$$\frac{dN}{m_{}dm_{}}=Am_{}K_1\left(z\right),$$
(7)
where $`z=m_{}/T`$ and $`K_1`$ is the first order modified Bessel function. In the asymptotic limit, $`m_{}T`$ ($`z1`$), the above expression gives rise to the exponential shape
$$\frac{dN}{m_{}dm_{}}=B\sqrt{m_{}}e^z,$$
(8)
which is usually employed to fit the experimental transverse mass spectra and provides an indication of a thermal energy distribution.
Although, from a general perspective, the experimental distribution of particle momenta in the transverse direction is described by an exponentially decreasing behavior, at higher energies the experimental data deviate from the usual Boltzmann slope. This discrepancy can be cured by introducing the dynamical effect of a collective transverse flow which predicts the so–called blue shift factor, i.e., an increase of the slope parameter $`T`$ at large $`m_{}`$.
The experimental slope parameter measures the particle energy, which contains both thermal (random) and collective (mainly due to rescattering) contributions. The thermal motion determines the freeze–out temperature $`T_{fo}`$, namely the temperature when particles cease to interact with each other. In the presence of a collective transverse flow one can extract $`T_{fo}`$ from the empirical relation
$$T=T_{fo}+mv_{}^2,$$
(9)
where $`v_{}`$ is a fit parameter which can be identified with the average collective flow velocity; the latter is consistent with zero in $`p+p`$ reactions, but can be large in collisions between heavy nuclei (where rescattering is expected to be important). In Eq.(9), $`m`$ is the mass of the detected particle (e.g. pions, kaons, protons).
Let us consider a different point of view and argue that the deviation from the Boltzmann slope at high $`p_{}`$ can be ascribed to the presence of nonextensive statistical effects in the steady state distribution of the particle gas; the latter do not exclude the physical effect of a collective flow but rather incorporates a description of it from a slightly different statistical mechanics analysis.
If long tail time memory and long–range interactions are present, as already discussed in Sec.III, the Maxwell–Boltzmann distribution must be replaced by the generalized distribution (5). We consider here only small deviations from standard statistics ($`q10`$); then at first order in $`(q1)`$ the transverse mass spectrum can be written as
$$\frac{dN}{m_{}dm_{}}=Cm_{}\left\{K_1\left(z\right)+\frac{(q1)}{8}z^2\left[3K_1(z)+K_3(z)\right]\right\},$$
(10)
where $`K_3`$ is the modified Bessel function of the third order. In the asymptotic limit, $`z1`$ (but always for $`q`$ values close to 1, such that $`(q1)z1`$), we obtain the following generalization of Eq.(8):
$$\frac{dN}{m_{}dm_{}}=D\sqrt{m_{}}\mathrm{exp}\left(z+\frac{q1}{2}z^2\right).$$
(11)
From the above equation it is easy to see that at first order in $`(q1)`$ the generalized slope parameter becomes the quantity $`T_q`$, defined as
$$T_q=T+(q1)m_{}.$$
(12)
Hence nonextensive statistics predicts, in a purely thermal source, a generalized $`q`$–blue shift factor at high $`m_{}`$; moreover this shift factor is not constant but increases (if $`q>1`$) with $`m_{}=\sqrt{m^2+p_{}^2}`$, where $`m`$ is the mass of the detected particle. We have in this case an effect very similar to the one described by the phenomenological Eq.(9). We remark that the proposed distribution of Eq.(11), based on the nonextensive thermostatistics, has the same high $`p_{}`$ dependence of the parameterization reported in Ref. to fit the transverse distribution for central Pb+Pb collisions.
The value of the entropic parameter $`q`$ is a measure of the nonextensivity of the system and, as a consequence, it should be fixed by the reaction under consideration. On the basis of the above considerations, at a fixed reaction energy, one should find that larger value of $`q`$ are required for heavier colliding nuclei, because at higher energy density we have a larger probability for the phase transition to be achieved.
A quantitative description of the particle production in nonextensive statistics goes beyond of the scope of this paper; it is fair to assume that Eq.(11), for $`q>1`$ value, can be in good agreement with experimental results in heavy ion collisions. In this framework, indeed, one can understand the slower decrease (for heavier colliding nuclei) of the pion phase–space distribution with increasing $`p_{}`$.
It is worth noticing that for small deviations from the standard statistics ($`|(q1)|<0.05`$) the experimental midrapidity transverse mass distributions are well reproduced with the same slope parameter of Ref. , within the statistical errors.
In the next Section we shall calculate the measure of the transverse momentum fluctuations in the framework of the equilibrium nonextensive statistics. We notice that, since small nonextensive statistical effects are consistent with the experimental transverse mass spectrum, we can use, in what follows, the same temperature extracted from the standard analysis of the experimental results.
## VI Transverse momentum fluctuations in nonextensive statistics
In Ref., Gaździcki and Mrówczyński have introduced a quantity $`\mathrm{\Phi }`$, which measures the event–by–event fluctuations and does not explicitly depend on the particle multiplicity, but appears to be sensitive to the correlations. It is defined as
$$\mathrm{\Phi }_x=\sqrt{\frac{Z_x^2}{N}}\sqrt{\overline{z_x^2}},$$
(13)
where $`x`$ is a variable such as energy or transverse momentum, $`z_x=x\overline{x}`$ is a single particle variable and $`Z_x=_{i=1}^N(x_i\overline{x})`$ is the corresponding sum–variable, $`N`$ being the number of the particles in the event.
A non–vanishing value of the measure $`\mathrm{\Phi }`$ implies that there is an effective correlation among particles (dynamical or statistical) which alters the momentum distribution. It is usually assumed that if the experimental value of $`\mathrm{\Phi }`$ turns out to be constant in going from N+N to A+A collisions, then nucleus–nucleus collisions can be described as an incoherent superposition of elementary N+N scattering processes and the correlations among particles are unchanged . We wish here to point out that this might not be the case: indeed it will be shown that similar values of $`\mathrm{\Phi }`$ can be attributed to different statistical correlations, which in turn reflect distinct dynamical situations.
Recently the correlation measure $`\mathrm{\Phi }_p_{}`$ of the pion transverse momentum has been measured by NA49 Collaboration. The experimental results correspond to a value $`\mathrm{\Phi }_p_{}^{exp}=0.6\pm 1`$ MeV for Pb+Pb at 158 A GeV and to $`\mathrm{\Phi }_p_{}^{exp}=5\pm 1`$ MeV in the preliminary measurements of the p+p collisions at the same energy . However, in their most recent analysis of the Pb+Pb data, the NA49 Collaboration has estimated a contribution of $`\mathrm{\Delta }\mathrm{\Phi }_p_{}=5\pm 1.5`$ MeV from the statistical two–particle correlation function alone and an “anti–correlation” contribution of $`\mathrm{\Delta }\mathrm{\Phi }_p_{}=4\pm 0.5`$ MeV, stemming from the limitation in the two–track resolution of the NA49 apparatus . Hence it appears that the actual physical values both for p+p and for Pb+Pb collisions are nearly equal. In any case, as it was observed in the same paper, the physical origin of transverse momentum fluctuation remarkably changes from Pb+Pb to p+p collisions and, although the pion transverse correlation measure has been studied within many different theoretical approaches, the obtained results are somewhat controversial and not well understood .
We will show in the following that the physical differences in the origin of the pion transverse momentum fluctuations in Pb+Pb collisions with respect to the p+p ones can be understood in the framework of the nonextensive statistics. For this purpose, keeping in mind that the whole mathematical structure of the thermodynamical relations is preserved in the nonextensive statistics, it is easy to show that the two terms in the right hand side of Eq.(13) can be expressed in the following simple form
$`\overline{z_p_{}^2}={\displaystyle \frac{1}{\rho }}{\displaystyle \frac{d^3p}{(2\pi )^3}\left(p_{}\overline{p}_{}\right)^2n_q},`$ (14)
and
$`{\displaystyle \frac{Z_p_{}^2}{N}}={\displaystyle \frac{1}{\rho }}{\displaystyle \frac{d^3p}{(2\pi )^3}\left(p_{}\overline{p}_{}\right)^2\mathrm{\Delta }n^2_q},`$ (15)
where the quantity $`\overline{p}_{}`$ is the average transverse momentum,
$$\overline{p}_{}=\frac{1}{\rho }\frac{d^3p}{(2\pi )^3}p_{}n_q\mathrm{with}\rho =\frac{d^3p}{(2\pi )^3}n_q.$$
(16)
In the above equations we have indicated with $`n_q`$ the mean occupation number of Eq.(4) extended to the continuum and with $`\mathrm{\Delta }n^2_q=n^2_qn_q^2`$ the generalized particle fluctuations, given by
$$\mathrm{\Delta }n^2_q\frac{1}{\beta }\frac{n_q}{\mu }=\frac{n_q}{1+(q1)\beta (E\mu )}(1n_q),$$
(17)
where $`E`$ is the relativistic energy $`E=\sqrt{m^2+p^2}`$. For $`q=1`$, one recovers the well–known text–book expression for the fluctuations of fermions ($``$) and bosons ($`+`$). Eq.(15) shows that the correlation measure $`\mathrm{\Phi }`$ arises from the particle fluctuations; this result does not come as a surprise since it is well known that the particle fluctuations are related to the two–body density or to the isothermal compressibility by means of the so–called Ornstein–Zernike relation .
In the standard extensive statistics ($`q=1`$), one obtains that the correlation measure $`\mathrm{\Phi }`$ is always negative for fermions and positive for bosons, while it vanishes in the classical standard statistics . Indeed $`Z^2`$ is defined in terms of the fluctuations $`\overline{\mathrm{\Delta }n^2}`$, which, for the ideal Fermi–Dirac (Bose–Einstein) gas, are suppressed (enhanced) with respect to the classical case. In the nonextensive Tsallis statistics, the fluctuations of an ideal gas of fermions (bosons), expressed by Eq.(17), are still suppressed (enhanced) by the factor $`1n_q`$; this effect, however, is modulated by the factor $`[1+(q1)\beta (E\mu )]^1`$ in the right hand side of Eq.(17). Therefore the fluctuations turn out to be increased for $`q<1`$ (we remind that due to the energy cut–off condition the above factor is always positive) and are decreased for $`q>1`$. The measure $`\mathrm{\Phi }`$ does not have, both for bosons and fermions, a constant sign and it is positive or negative depending on the value of the entropic parameter $`q`$. In the classical nonextensive case we also have $`\mathrm{\Delta }n^2_qn_q`$. The quantity $`\mathrm{\Delta }n^2_q`$ is greater than $`n_q`$ for $`q<1`$, and smaller for $`q>1`$ and the correlation measure $`\mathrm{\Phi }`$ can be different from zero for $`q1`$. This is essentially due to the intrinsic nature of the system in the presence of memory effects and/or long–range forces and to the dependence of the (multi)particle distribution functions upon the surrounding medium.
We use Eqs.(14) and (15) to evaluate the correlation measure $`\mathrm{\Phi }_p_{}`$ for the pion gas ($`m_\pi =140`$ MeV), which we can compare with the experimental results measured in the central Pb+Pb collision by the NA49 collaboration . Let us notice that the values of $`\mathrm{\Phi }_p_{}`$, which depends on $`T`$, $`\mu `$ and the entropic parameter $`q`$, are very sensitive to small variations of $`q`$. This is mainly due to the modified expression (17) of the fluctuations in the nonextensive statistics.
In Fig. 1 we show $`\mathrm{\Phi }_p_{}`$ as a function of the parameter $`q`$, at different (fixed) values of the temperature and chemical potential. The experimental data are reported up to a maximum value of the transverse momentum $`p_{}=1.5`$ GeV: hence we have limited the integration up to the upper limit of $`1.5`$ GeV. Concerning the temperature $`T`$, we use the slope parameter derived from the fit of the transverse momentum spectra . With $`T=170`$ MeV and $`\mu =60`$ MeV (according to the suggestion of ), we obtain $`\mathrm{\Phi }_p_{}=5`$ MeV with $`q=1.038`$, while the usual extensive statistics, with $`q=1`$, gives $`\mathrm{\Phi }_p_{}=24.7`$ MeV (we remind that a non–vanishing value of $`\mu `$ implies that there is no chemical equilibrium).
By choosing $`\mu =0`$ MeV one can obtain the same value $`\mathrm{\Phi }_p_{}=5`$ MeV with a smaller $`q`$ ($`q=1.015`$). In this case, with $`q=1`$, $`\mathrm{\Phi }_p_{}=13.6`$ MeV.
Thus, a very little deviation from the standard Bose–Einstein distribution is sufficient to obtain theoretical estimates in agreement with the experimental results. We notice also that the value employed, $`q1`$, justifies, a posteriori, the approximation of the analytical form of the distribution function (4) and the validity of Eq.(10) for the transverse mass spectrum. The correlations are much more affected by deviations from the extensive statistics than the single particle observables, such as the transverse mass distribution. We can obtain a very good agreement with the experimental results of $`\mathrm{\Phi }_p_{}`$, still being consistent with the other single particle measurements.
In this context, it is worth noticing that, even for small deviations from the standard statistics, an appreciable difference in the distribution function and in the fluctuations (with respect to the standard ones) appears especially in the region of high transverse momenta. This behavior is consistent with the interpretation of the nonextensive statistics effects, since the detected high energy pions should be essentially the primary ones, hence more sensitive to the early stage of the collisions. In order to show this fact, we have evaluated the partial contributions to the quantity $`\mathrm{\Phi }_p_{}`$, by using Eq.s (14) and (15), and by extending the integration over $`p_{}`$ to partial intervals $`\mathrm{\Delta }p_{}=0.5`$ GeV. The results are shown in Fig.2, at $`T=170`$ MeV and $`\mu =60`$ MeV. In the standard statistics (dashed line), $`\mathrm{\Phi }_p_{}`$ is always positive and vanishes in the $`p_{}`$–intervals above $`1`$ GeV. In the nonextensive statistics (solid line), instead, the fluctuation measure $`\mathrm{\Phi }_p_{}`$ becomes negative for $`p_{}`$ larger than $`0.5`$ GeV and becomes vanishingly small only in $`p_{}`$–intervals above $`3`$ GeV.
In view of these considerations, we suggest an analysis of the Pb+Pb measurements which allows to disentangle the contributions to $`\mathrm{\Phi }_p_{}`$ in different $`p_{}`$’s intervals. A negative value of $`\mathrm{\Phi }_p_{}`$ at high transverse momentum intervals could be a clear evidence of the presence of a nonextensive regime.
## VII Conclusions
The nonextensive statistics appears suitable to evaluate physical observables recently measured in heavy ion collision experiments. The spectrum of the transverse momentum can be reproduced by means of the nonextensive distribution, which naturally takes into account typical collective effects in heavy colliding nuclei such as the increasing of the slope parameter with high $`p_{}`$ and high particle masses. The calculated correlation measure $`\mathrm{\Phi }_p_{}`$ agrees with the experimental value by considering a small deviation from the standard statistics. Within the nonextensive approach we have also found negative partial contributions to $`\mathrm{\Phi }_p_{}`$ at high $`p_{}`$ (larger than $`0.5`$ GeV). In this regime the $`\mathrm{\Phi }_p_{}`$ value is not affected by resonance decays: hence an experimental confirmation of our prediction would be an unambiguous signal of the validity of nonextensive statistics in relativistic heavy ion collisions.
The quantity $`q`$ is not just a free parameter: it depends on the physical conditions generated in the reaction and, in principle, should be related to microscopic quantities (such as the mean interparticle interaction length, the screening length and the frequency collision into the parton plasma). We have found that a value of $`q`$ slightly larger than one characterizes the correlation measure $`\mathrm{\Phi }`$, both by suppressing the boson fluctuations in Eq.(15) and by enhancing the importance of the region of large transverse momenta in Eq.(14). In the diffusional approximation, a value $`q>1`$ implies the presence of a superdiffusion among the constituent particles (the mean square displacement is not linearly proportional to time, having, instead, a power law behavior $`x^2t^\alpha `$, with $`\alpha >1`$). Effects of anomalous diffusion are strongly related to the presence of non–Markovian memory interactions and colored noise force in the Langevin equation . In this context, we note that in Ref., the QCD chiral phase transition is analyzed in analogy with the metal–insulator one and it is shown that an anomalous diffusion regime can take place. The meaning of anomalous diffusion can be found in the presence of multiparticle rescattering, which is very large in Pb+Pb collisions .
The early stage of the p+p collision is believed to be radically different from the Pb+Pb case and the influence of the nonextensive statistics appears not negligible in the last reaction. In these terms the anomalous medium effects and the remarkable experimental differences between light and heavy ion collisions should be better understood.
Finally we notice that, for a given value of the deformation parameter $`q`$, the greater is the mass of the detected particle, the more strongly modified are the fluctuations. For this reason, the present calculation predicts more important nonextensive effects for the correlations of heavier mesons and baryons, than for light particles: future measurements of $`\mathrm{\Phi }_p_{}`$ for these heavier particles should give a more clear evidence of this effect. Furthermore, the nonextensive statistics could imply a sizable modification of the hadronic mass compressibility, since this quantity is strongly related to particle fluctuations (being more sizably suppressed for particles of heavier massesUsing the same value, $`q=1.02`$, of the deformation parameter, we can estimate a reduction of the standard Bose–enhancement factor $`1+n`$ of about $`2\%`$ for pions, of $`7\%`$ for kaons and of $`11\%`$ for $`\rho `$ mesons.) . We also remind that the nonextensive statistics implies, for $`q>1`$, a suppression of the standard boson fluctuations given in Eq.(17), which is more effective at high transverse momentum whereas it appears negligible for low momenta. Shuryak suggests that enhanced fluctuations for low $`p_{}`$ bins, in the pion $`p_{}`$ histograms, are a possible manifestation of disoriented chiral condensation. We may argue that this effect could be much more evident if one assumes the validity of the generalized statistics. New data and investigations are necessary to gain a deeper understanding of the high energy heavy–ion observables.
Acknowledgements
We are indebted to St. Mrówczyński for useful suggestions, advices and comments to the original manuscript; we thank F. Becattini, D. Bresolin, G. Gervino, G. Roland and C. Tsallis for fruitful comments and discussions.
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# Localization and Fluctuations in Quantum Kicked Rotors
## Abstract
We address the issue of fluctuations, about an exponential lineshape, in a pair of one-dimensional kicked quantum systems exhibiting dynamical localization. An exact renormalization scheme establishes the fractal character of the fluctuations and provides a new method to compute the localization length in terms of the fluctuations. In the case of a linear rotor, the fluctuations are independent of the kicking parameter $`k`$ and exhibit self-similarity for certain values of the quasienergy. For given $`k`$, the asymptotic localization length is a good characteristic of the localized lineshapes for all quasienergies. This is in stark contrast to the quadratic rotor, where the fluctuations depend upon the strength of the kicking and exhibit local ”resonances”. These resonances result in strong deviations of the localization length from the asymptotic value. The consequences are particularly pronounced when considering the time evolution of a packet made up of several quasienergy states.
Dynamical localization is an important manifestation of the quantum suppression of diffusive classical motion resulting from nonintegrable dynamics . As the name suggests, the mechanism is analogous to the Anderson description of a low-dimensional, low-temperature insulator phase in terms of tight-binding models (TBM) . The relationship between these two seemingly disparate systems was made explicit in a class of kicked quantum Hamiltonians of the form (in dimensionless units):
$$H=K(p)+V(\theta )\delta (tn),$$
(1)
where $`K(p)`$ denotes a general kinetic energy operator. Note that time is measured in units of spacing between kicks. The time-periodic nature of the Hamiltonian allows the time-dependent solution to be expressed, in terms of the one-step evolution operator $`U`$, as
$$U\psi (\theta ,t)=\psi (\theta ,t+1).$$
(2)
For kicked systems, $`U`$ takes on the particularly simple form:
$$U=\mathrm{exp}(iK(p)/\mathrm{})\mathrm{exp}(iV(\theta )/\mathrm{}),$$
(3)
where $`\mathrm{}`$ refers to the effective quantization scale in dimensionless units. Further, the evolution of any initial condition can be expressed in terms of quasienergy states $`\varphi _\omega `$ which satisfy
$$U\varphi _\omega =e^{i\omega }\varphi _\omega ,$$
(4)
where the quasienergy $`\omega `$ is real as $`U`$ is an unitary operator.
The relationship between these quantum kicked systems and TBM becomes clear on projecting the quasienergy states onto eigenstates of $`K(p)`$. In our context, these are angular momentum states. The equation satisfied by the projection coefficients $`u_m`$ onto the $`m^{th}`$ angular momentum state is
$$T_mu_m+\underset{r}{}W_{nr}u_r=0,$$
(5)
where
$$T_m=\mathrm{tan}\left[(\omega K(m))/2\right],$$
(6)
and the $`W_m`$ are the Fourier weights of
$$W(\theta )=\mathrm{tan}(V(\theta )/2\mathrm{}),$$
(7)
with respect to the angular momentum basis. This transformation provides a simple method to understand dynamical localization and recurrences in energy in kicked rotors.
In this mapping, the integer angular momentum quantum number of the rotor corresponds to the lattice site in TBM. The free phase evolution between kicks provides the pseudorandom diagonal (on-site) potential while the kicking potential $`V(\theta )`$ determines the range and strength of the hopping. Thus, under certain conditions, boundedness and recurrences in energy in the kicked rotor manifest themselves in quasienergy states which are exponentially localized on a lattice labelled by the angular momentum quantum number of the rotor.
¿From a practical standpoint, this method of studying kicked rotors is particularly useful when the TBM contains only nearest-neighbor couplings. This has motivated many studies of a special class of kicked rotors where the potential is chosen to be $`V(\theta )=2\mathrm{}\mathrm{arctan}(kcos(\theta ))`$, resulting in a TBM,
$$T_mu_m+\frac{k}{2}(u_{m+1}+u_{m1})=0.$$
(8)
Note that we, unlike earlier treatments, explicitly retain the presence of the quantization scale $`\mathrm{}`$ in the definition of the potential. This makes it clear why the classical limits of quantum rotors corresponding to this choice of potential are trivial. The TBM, however, are perfectly well-defined and serve as useful illustrative examples.
This nearest-neighbor TBM has been studied for linear and quadratic rotors which are described by $`K(p)=\sigma p`$, where $`\sigma `$ is an irrational number, and $`K(p)=p^2/2`$. In the diagonal term in the TBM, these translate into $`K(m)=\sigma m`$ and $`K(m)=\mathrm{}m^2/2`$ respectively. Thus, $`\mathrm{}`$ does not explicitly appear in the TBM analysis of the linear rotor. In the quadratic rotor we set, $`\mathrm{}=8\pi \sigma `$ in keeping with the requirements of dynamical localization .
The linear rotor, where the diagonal disorder is quasiperiodic, was solved exactly. In particular, the density of states was shown to be identical to the average density of states for the Lloyd model of disorder for which the $`T_m`$ are independent random variables with the Cauchy distribution
$$P(T_m)=\frac{1}{\pi }\frac{1}{1+T_m^2},$$
(9)
Furthermore, the numerically computed localization length was found to be in good agreement with the analytic, ensemble averaged, inverse localization length $`\overline{\gamma }`$ of the Lloyd model ,
$$\mathrm{cosh}(\overline{\gamma })=\sqrt{k^2+1}.$$
(10)
The localization length $`\gamma ^1`$ depends upon $`k`$ and controls the transient and recurrence time scales in the system. For the quadratic rotor where the diagonal disorder is pseudorandom, statistical studies of the sequences $`T_m`$ showed similarities with the random potential with Lorentzian distribution. It was argued that in spite of some correlations, the quadratic model also exhibits the localization characteristics of the Lloyd model . However, our work here shows that these residual correlations have a profound impact on the fluctuations in the lineshape. These, in turn, can lead to strong deviations of $`\gamma ^1`$ from the ideal Lloyd model prediction.
In this paper, we use a novel method to directly compute the fluctuations in the exponential lineshape for linear and quadratic rotors. We compare and contrast the linear, integrable, system with equally-spaced quasienergies, $`\omega _j=j\sigma `$ mod(1) ( independent of $`k`$ ) and the quadratic, nonintegrable case, where the quasienergies depend upon $`k`$. We reiterate that the classical limit of the Lloyd model is not well-defined, and so integrability or not refers only to the distribution of the energy levels. In other words, the terminology merely distinguishes between the two cases we consider and does not imply a classical limit.
Our motivation is to understand better how the two different $`K(p)`$ in the kicked rotor are manifested in the localization properties of the equivalent TBMs. We characterize the differences in these two rotor systems by using a recent technique for studying the fluctuations in the respective localized quasienergy states. We begin by factoring out the exponential envelope. Thus the projections of the eigenstates of the rotor $`u_m`$ are written as
$$u_m=e^{\gamma |m|}\eta _m,$$
(11)
where $`\eta _m`$ are the fluctuations in the localized states at the $`m^{th}`$ lattice site. Thus, the fluctuations $`\eta _m`$ can be related to the fluctuations in the asymptotic localization length $`\overline{\gamma }`$, (where $`u_m=e^{\overline{\gamma }}`$ ) as
$$\gamma \overline{\gamma }=log|\eta _m|/m$$
(12)
As explained below, we use an exact decimation scheme to compute the scaling properties of the fluctuations $`\eta _m`$ thereby establishing the fact that they are fractal. Furthermore, the scale length $`\gamma ^1`$ need not be presupposed but can be self-consistently determined. It should be noted that this equation is valid for any TBM including random systems and therefore the method described above can be used to compute localization length for any nearest-neighbor TBM irrespective of the nature of diagonal or off-diagonal disorder.
The fluctuations $`\eta _m`$ satisfy the following TBM
$$e^\gamma \eta _{m+1}+e^\gamma \eta _{m1}+\lambda T_m\eta _m=0,$$
(13)
where $`\lambda =2/k`$. We apply a recently developed decimation method to this TBM with $`\sigma `$ in $`T_m`$ was taken to be the inverse golden mean $`(\sqrt{5}1)/2`$. In this approach, the incommensurability of the lattice was exploited by decimating all sites except those labelled by the Fibonacci numbers $`F_n`$. This renormalization group approach was shown to an extremely useful tool to demonstrate self-similarity and to obtain universal characteristics of quasiperiodic systems. Here, we apply this formalism to a linear rotor, described by quasiperiodic TBM, as well as to the quadratic rotor which is not quasiperiodic. We demonstrate that the Fibonacci decimation scheme is a very efficient method to compute fluctuations in the localization lengths irrespective of the nature of the aperiodicity of the TBM. Note that for non-quasiperiodic problems, Fibonacci decimation can be replaced by a more conventional one where every other site is decimated.
After the $`n^{th}`$ decimation level, the nearest-neighbor TBM connecting the fluctuations at two neighboring Fibonacci sites is
$$f_n(m)\eta (m+F_{n+1})=\eta (m+F_n)+e_n(m)\eta (m).$$
(14)
The additive property of the Fibonacci numbers provide exact recursion relations for the decimation functions $`e_n`$ and $`f_n`$:
$`e_{n+1}(i)={\displaystyle \frac{Ae_n(i)}{1+Af_n(i)}}`$ (15)
$`f_{n+1}(i)={\displaystyle \frac{f_{n1}(i+F_n)f_n(i+F_n)}{1+Af_n(i)}}`$ (16)
$`A=e_{n1}(i+F_n)+f_{n1}(i+F_n)e_n(i+F_n).`$ (17)
These can be iterated to machine precision as they do not depend on any parameter which could limit the precision. It turns out that for the localized phase where $`\gamma `$ is always greater than zero, the decimation function $`f_n`$ vanishes asymptotically and hence the resulting renormalization flow simplifies to
$$e_{n+1}(i)=e_{n1}(i+F_n)e_n(i).$$
(18)
In view of this further simplification, the above equation can be iterated up to $`35`$ iterations which corresponds to studying TBM of size up to 14,930,352.
Any fractal character in the fluctuations can be inferred by non-trivial asymptotic behavior of the functions $`e_n`$. In particular, the convergence of the renormalization flow either to a non-trivial limit cycle ( which implies self-similarity ) or a strange set is a clear indication of fractality.
It is interesting to note that the decimation function $`e_n`$ also determines the localization length as $`\gamma \overline{\gamma }=\mathrm{log}|e_n|/F_n`$. When the $`\overline{\gamma }`$ is not known, the above equation determines it self-consistently to a very high precision.
In order to calculate the exponential lineshape for a given quasienergy , we iterate the TBM (Eqn.(8)). Starting from the site at $`+N`$, we iterate the equation backwards and simultaneously iterate forwards from site $`N`$. We then match these backward and forward iterates at $`m=0`$ by adjusting the phase factor $`\omega `$, thereby determining the quasienergy. Note that in this method, the localization center is always at $`m=0`$.
An extremely accurate method to determine the quasienergies results from rewriting the TBM as a quasiperiodically driven map . This is obtained by defining
$$x_m=u_{m1}/u_m,$$
(19)
which transforms the TBM to
$$x_{m+1}=\frac{1}{x_m+\lambda \mathrm{tan}((\omega K(m))/2)}.$$
(20)
The localized phase of the TBM manifests itself as a strange nonchaotic attactor of this map, reflected in the expression for the Lyapunov exponent of the map $`\mu =2\gamma `$ . The negative sign is crucial as it implies that an attractor with $`\mu <0`$ corresponds to diverging $`u_m`$ with increasing $`m`$. Similarly, an attractor of the inverse map corresponds to diverging $`u_m`$ with decreasing $`m`$. Thus, an exponentially localized function is obtained by starting from the intersection points of these two attractors and reversing the direction of iteration in each case. The quasienergies of the kicked rotor are used as tunable phase factors to ensure that the intersection points of the attractor always occur at $`m=0`$. This provides an extremely accurate method to compute the quasienergies. The resulting $`u_m`$ is exponentially localized in both directions with the localization center $`m_0`$ always at zero. Note that a consequence for the results we show is that the lattice site label is always relative to the localization center.
As stated earlier, the primary difference between the linear and quadratic rotors lies in the character of the fluctuations. In both cases, the rotor wave function $`u_m`$, with exponentially decaying envelope, exhibits fractal fluctuations $`\eta _m`$ which decay as a power law, $`\eta _mm^p`$ . The exponent $`p`$ is related to the decimation function as $`p(n)=ln[abs(e_n)]/ln(F_n)`$. Asymptotically ( in the limit of large decimation level ), $`e(n)\eta (F_n)`$, the exponent $`p`$ is a measure of the fluctuations in the exponent $`\gamma `$ as $`p(n)=(\gamma _n\overline{\gamma })(F_n)/ln(F_n)`$. Note that the measure $`p(n)`$ depends on the decimation level $`n`$. The behavior of $`p`$ with kicking parameter $`k`$ distinguishes the two rotor cases we consider.
Figure 1 shows the self-similar fluctuations $`\eta _m`$, for $`\omega =0`$, in the case of the linear rotor. It should be noted that the fluctuations are described by a non-trivial period-$`6`$ limit cycle of the renormalization flow, that is $`\eta _{F_n}=\eta _{F_{n+6}}`$. Further, the same period-6 was found for all values of $`k`$ thereby establishing the fact that the fractal fluctuations are independent of $`k`$ for $`k>0`$. The multifractal nature of these fluctuations was also confirmed by the $`f(\alpha )`$ curve. For other values of quasienergies, the fluctuations are not described by a limit cycle. Instead, the decimation functions $`e_n`$ (for all quasienergies) converge on an invariant set with fractal measure, independent of $`k`$. For our purposes, it is more illustrative to focus on the impact of these features on the localized lineshape. Given the relationships constructed earlier, this universality implies that the convergence of the localization length $`\gamma _n^1`$ to the asymptotic value $`\overline{\gamma }^1`$ is also independent of $`k`$.
As seen from the Fig. 2(a), the universality in the linear rotor is reflected in $`p(n)`$ which is independent of $`k`$ at different decimation levels. In contrast to the linear rotor, the quadratic rotor shows fluctuations which depend strongly on $`k`$. As seen from Fig. 2(b), the power $`p(n)`$ exhibits many spikes as a function of the parameter $`k`$. These spikes are the result of local ”resonances” in the fluctuations. The nature of these resonances is seen from Fig. 2(c) where the magnitude of $`\eta _m`$ changes by several orders of magnitudes within a few sites. The location in $`m`$ and the magnitude of these ‘jumps’ depend on both $`k`$ and the quasienergy $`\omega `$. Two values of $`k`$ are shown in Fig 2(c) with the dark curve ($`k=3.252`$) corresponding to a larger spike (for both $`n`$) in panel (b). Figure 2(d) shows that the resonances lead to ‘shoulders’ in the exponential lineshape, indicating local variation in the exponential envelope. It is worth noting that the quasienergies vary with $`k`$ and are computed for each $`k`$ using the matching condition described earlier.
The location of the resonance determines the impact of these local deviations. If the resonance occurs close to the localization center, then the deviations in $`\gamma `$ from $`\overline{\gamma }`$ are clearly significant. However, if the resonance site is far from the localization center, then the exponential envelope diminishes the importance of the deviations. Figure 3 shows the lineshapes associated with single quasienergy states for both rotors. As seen from the linear rotor lineshape in Fig. 3(c), the absence of resonances means that the Lloyd model estimate is a very good approximation to the actual calculated localization length, all the way to the localization center. This result was found to be true for all quasienergies and for all values of the kicking parameter $`k`$. However, for the quadratic rotor shown in Fig. 3(a) and (b), the Lloyd model estimate of $`\gamma ^1`$ appears to be correct only in the tails of the localized line shape for most of the quasienergies. Deviations from the asymptotic $`\overline{\gamma }^1`$ depend strongly on both the parameter $`k`$ and the quasienergy, as seen by contrasting panel (a) and (b). For $`\omega =0.17`$, $`\overline{\gamma }^1`$ is clearly a better fit for the associated quasienergy state than for case of $`\omega =0`$.
Therefore, localization in the quadratic rotor starting from an initial wave packet composed of several quasienergy states should not be well described by the Lloyd model. To illustrate this, we consider the evolution of a plane wave (at $`m=0`$) under the repeated action of the single-step evolution operator $`U`$. The canonical method of Fast Fourier Transforms is used to get the localized lineshape after a large number of kicks. The probability distribution $`f(m)`$ across lattice sites $`m`$ is then constructed. As seen from Fig 4, the linear rotor ((b) and (d)) coincides with the Lloyd model prediction all the way to the localization center. This is in stark contrast to the case of quadratic rotor in panels (a) and (c) where the deviations are strongest close to the localization center. It is also evident that the magnitude of these deviations depend on $`k`$. Exponential fits near the centers of the lineshapes yield values of $`\gamma ^1`$ which are clearly different from the asymptotic estimates given by $`\overline{\gamma }^1`$.
The conditions under which the Lloyd model calculation was made allow us to speculate on the possible reasons for both the resonances and the associated deviation in $`\gamma `$. The calculation of the estimate $`\overline{\gamma }`$ required the $`T_n`$ to satisfy a specific distribution. However, dynamical phase correlations would lead to a violation of this requirement. This was verified both by constructing the return mapping for the on-site potentials and by directly plotting a histogram of on-site terms and contrasting with the required distribution. These were noted in earlier work as well and are clearly different in the linear and quadratic cases.
We believe that the local resonances and fluctuations seen in the localization characteristics of the quadratic rotor are generic to pseurorandom systems. We have verified that TBMs with bounded onsite potentials such as $`cos(2\pi \sigma m^\nu )`$ also exhibit the characteristics similar to that of the quadratic rotor for $`\nu >2`$. $`\nu =1`$ constitutes a special case as the model reduces to the well-known quasiperiodic Harper equation , where the fractal localization character was also found to be independent of the coupling . It should be noted that the Harper equation has been recently solved using the Bethe-Ansatz implying some sort of ’integrability’ in the model. In view of this, we speculate that for the linear rotor, the $`k`$ independence results from the integrable nature of the problem.
Ideally, in quadratic rotors, the possibility of correlations can be recognized from studying the classical dynamics resulting from the kicked rotor Hamiltonian. Specifically, in the context of quantum dynamics in mixed phase spaces, quantum phase correlations can be associated with the presence of invariant structures in the classical phase space. This relationship is of great current interest in the new context of quantum manifestations of classical anomalous transport . Recent work suggests that there may be a relationship between the large fluctuations in the localization length and the anomalous diffusion in the classical phase space . The lineshapes also exhibit shoulders similar to the ones shown here. We propose to examine more closely the association of quantum phase correlations with structures in the associated classical phase space. However, as mentioned earlier, this is not possible in the special class of rotor studied here as the corresponding classical mapping is not well defined. In keeping with this general motivation, we are presently extending our work to models where this is not an issue.
###### Acknowledgements.
The research of IIS is supported by a grant from National Science Foundation DMR 093296. The work of BS was supported by the National Science Foundation and a grant from the City University of New York PSC-CUNY Research Award Program.
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# Locomotion and proliferation of glioblastoma cells in vitro: statistical evaluation of videomicroscopic observations
## I abstract
Long-term videomicroscopy and computer-aided statistical analysis were used to determine some characteristic parameters of in vitro cell motility and proliferation in three established cell lines derived from human glioblastoma tumors. Migration and proliferation activities were compared among the three cell lines since these are two features of tumor cells that strongly influence the progression of cancer.
Cell proliferation in sub-confluent cultures were evaluated by calculating the growth rate of the number of cells and the distribution of the cell-cycle times in a given microscopic field. In these parameters no significant difference was observed among the cell lines regardless to the number of passages.
Studies on cell locomotion revealed strong fluctuations in time and exponential distribution of cell velocities. In spite of the fluctuations, both the distribution profile and the average velocity values were reproducibly characteristic to each cell line investigated.
The results on these dynamical parameters of cell locomotion were compared to pathological data obtained by traditional methods. The data indicate that the analysis of cell motility provides more specific information and is potentially useful in diagnosis.
## II Introduction
In order to provide appropiate methods for the characterization of the large variety of human brain tumors, reproducible and quantitative models are needed. Then, one can carry out a characterization of the dynamics of tumor cells providing substantial information supplementing the results of such statical methods as histology or molecular genetics. For example, in vitro studies on the cell cycle and motility of tumor derived cells could provide relevant information for the diagnosis and the estimation of the progression of the cancer. The correlation between tumor malignancy and increased migration activity of glioma cells had been demonstrated by in vivo and in vitro experiments using rat brain xenografts or radial dish assays . In addition, studies of cell proliferation using either proliferation-marker antibodies in tissue sections or flow cytometry of tumor- derived cell cultures have also demonstrated that the growth fraction of the specimen often correlates with the malignancy of the tumor .
In several cases tumor recurrence is originated by a minor subpopulation of highly migratory cells which were not removed surgically with the bulk tumor. Thus, the detection of such subpopulations and the estimation of their infiltration depth is essential for postoperational treatments. However, fluctuations in locomotion or proliferation generate difficulties in the characterization of the heterogeneity of a tumor specimen; according to early studies a strong variation is present in the intermitotic times even within a single-cell derived population . Fluctuations dominate the motility of single cells as well . The classical methods assaying cell division frequency or cell motility cannot distinguish between a fluctuating but homogeneous population and an inhomogeneous population, thus their prognostic value is rather limited regarding heterogeneity . To reveal details about heterogeneity and subpopulations in vitro experiments and careful statistical analyses are required.
Simultaneous and automatized observation of the mitotic and locomotory activity of a large number of cells during a long time interval can provide a direct way to overcome such difficulties.
We describe here a novel long-term videomicroscopic system together with a computer-aided statistical analysis to quantify the in vitro behavior of cells. With this method we compared three established glioblastoma cell lines derived from three patients. Glioblastoma is a common and highly malignant (WHO Grade IV.) tumor that develops in late adult life and generally located in the cerebral hemispheres. These tumors contain motile and invading cells, frequently causing rapid recurrence after surgical resection . In some cases the migration of these cells lead to the progress of the disease even without the formation of notable mass effect .
While our studies revealed a rather similar proliferation activity in all investigated cell lines, a reproducible and significant difference was found in the locomotory activity of the cells. Due to the large number of individually tracked cells the question on the homogeneity of cell motion and proliferation of the cell populations could be also addressed. By appropriate automatization the complete analysis can be completed within 4 or 5 days after processing the surgical specimen to one-cell suspension, providing a new tool for diagnostical purposes.
## III Materials and Methods
### A Diagnosis of human brain tumors
The surgical specimens were obtained during craniotomies for resection of 3 hemispherical primary brain tumor. The bigger part of the specimen was evaluated by routine histopathology, including staining with hematoxylin and eosin and immunohistochemical staining for GFAP expression. Specimens were graded according to the WHO classifications at the Histopathological Department of National Institute of Neurosurgery.
### B Establishment of human brain tumor cell lines
Part of the specimen was used for establishing the cell lines. The samples were washed by Minimal Essential Medium (Sigma) containing gentamycin (Chinoin) and Fungizone (Gibco). After removing the vessels, the samples were minced and then triturated with a Pasteur-pipette. The primary tissue was seeded into Leighton culture flask on Bellco-slide or into Steriline culture flask in Dulbecco’s MEM (Sigma) with 20% FCS (Gibco). According to our procedure the cultures are not one-cell derived. The passages were performed with 0.25% trypsin and cells transferred to Greiner tissue culture flasks. Cells were maintained in DMEM (Sigma) with 10% FCS, 40 $`\mu `$g/ml gentamycin and 5 $`\mu `$g/ml Fungizone, at $`37^o`$C in a humidified 5% CO<sub>2</sub> atmosphere. Cells were stored in 10% DMSO (Sigma) DMEM solution in liquid nitrogen for later use.
### C Immunocytochemical staining for GFAP in the cultures
The cultured cells’ glial origin was indicated by the presence of glial fibrillary acidic protein (GFAP). Cells cultured on slides were fixed with Zamboni-solution for 60 minutes at room temperature. Then incubated as follows: 3 times 10 minutes in PBS (Phosphate Buffered Saline), 20 minutes 15% human albumin in PBS (Human), 30 minutes with mouse anti-GFAP antibodies (High Performance, Biogenex) in a humidified chamber, 20 minutes biotin-conjugated anti-mouse immunoglobulin (Multilink Stravigen, Biogenex), 20 minutes peroxidase-conjugated streptavidin (Biogenex). Slides were developed with DAB (2,5 mg DAB+ 5 ml PBS+ 50$`\mu `$l 1% H<sub>2</sub>O<sub>2</sub>) under microscopic control. Controls were performed without the primary antibodies.
### D Long-term videomicroscopy
$`10^5`$ cells, counted in haemocytometer, were plated in 35 mm TC-dishes (Greiner) with 2 ml medium (DMEM (Sigma) with 10% FCS (Gibco)). Cell cultures were kept in a mini-incubator – providing $`37^o`$C in a humidified 5% CO<sub>2</sub> atmosphere – attached to the powered stage of an inverted phase-contrast microscope (Zeiss Televal-1)(Fig 1). Images of 3-6 neighbouring microscopic fields were taken in every 5 minutes during a 3-day long period, with 10$`\times `$, 20$`\times `$ or 40$`\times `$ objectives using a CCD camera (JVC KY-F30B) connected directly to the frame grabber card (Matrox Meteor, Matrox Electronic Systems LTD, Canada) of a PC (running under LINUX operating system).
### E Cell positions and trajectories
To determine the position ($`\stackrel{}{x_i}`$) of the individual cells, the geometrical center of each cell was tracked manually in every 4th image (i.e., in every 20 minutes in real time). The difference in the location of a given cell was considered as a migratory segment. Trajectories were constructed from these segments.
### F Duplication time
Using the database of cell positions, the total number of cells in a given microscopic field ($`n`$) was determined. The growth of cell number was found to be approximately exponential in each investigated culture, i.e., $`ne^{\alpha t}`$. Based on a least square-fit of $`\alpha `$, the duplication time, $`\tau `$, was calculated as $`\tau =(\mathrm{ln}2)/\alpha `$.
### G Cell-cycle time and non-proliferating cells
All cell divisions during the observation period were identified resulting a data base containing the corresponding mother and daughter cells. The cell cycle length ($`\tau _0`$) of a given cell was then determined as the time elapsed between two consecutive cell divisons.
We denote by $`\nu `$ the rate at which non-proliferating cells appear in the culture. It was calculated in two steps. First we determined $`N`$, the number of proliferating cells by the criteria that both their birth and subsequent mitosis was recorded and their birth occured more than 30 hours before the end of the recording. Then $`N_{}`$, the number of suspected non-dividing cells was calculated. These cells were selected using the following criteria: (i) lack of observed mitosis during the entire recording period, and (ii) being tracked for at least 30 hours following their birth. Then, $`\nu `$ was calculated as $`\nu =N_{}/(N_{}+N)`$.
Note, that there are two sources of systematic errors in this procedure. On one hand, when calculating $`N_{}`$, cells may be included which do divide, but their cell cycle length is longer than the time period during the culture was observed. On the other hand, we did not include in $`N_{}`$ cells which do not divide, but we could not track them for longer than 30 hours because they left the field of observation. Taking into account that during a 30-hour period approximately $`10\%`$ of the cells migrated out of the observed area, and (based on the empirical distribution of the cell-cycle times) $`20\%`$ of the dividing cells have longer cell cycle than 30h, we estimate the relative error of $`\nu `$ to be $`10\%`$.
Assuming that after each division a $`\nu `$th portion of daughter cells become unable to further proliferate, the size of the cell population ($`n`$) after the $`k`$th complete set of cell division – denoted as $`n(k\tau _0)`$ – is given by
$$\mathrm{log}n(k\tau _0)k\mathrm{log}2(1\nu )+const.$$
(1)
Thus based on this simple calculation, the relation
$$\tau _0\mathrm{log}2=\tau \mathrm{log}2(1\nu )$$
(2)
is expected to hold among the independently measurable parameters $`\tau `$,$`\tau _0`$ and $`\nu `$.
### H Cellular velocities
The velocity, $`v_k(t)`$, of a given cell $`k`$ was calculated as the translocation of its geometrical center during a given time interval, $`\mathrm{\Delta }t`$, i.e.,
$$v_k(t)=\left|\frac{\stackrel{}{x}_k(t+\mathrm{\Delta }t)\stackrel{}{x}_k(t)}{\mathrm{\Delta }t}\right|.$$
(3)
$`\mathrm{\Delta }t`$ was chosen to be $`1`$h, since during this time interval the displacement of the cells were typically larger than the cell size, thus the relative error of $`v_k(t)`$ resulting from the tracking procedure was reduced. Nevertheless, during one hour (as our data show) the fluctuations in cell motility were not yet averaged out.
To characterize such a fluctuating quantity as the cell locomotion activity we determined the $`F(v)`$ cumulative distribution function. $`F(v)`$ gives the probability of the event that the velocity of a randomly selected cell at a given time is less than $`v`$. Since the relative error of the small cell displacements is high due to the manual tracking procedure, velocities less than 5 $`\mu `$m/h were discarded in the analyses. The $`F(v)`$ empirical distribution function was fitted by an exponential distribution as
$$F(v)=1\mathrm{exp}(v/v_0),$$
(4)
where $`v_o`$ is a fitting parameter being equal to the mean velocity if (4) is exact.
As another way to characterize the motility of the cells, the empirical average velocity of the culture, $`V`$, was calculated as
$$V=\frac{\underset{k}{}\underset{i}{}v_k(t_i)}{_k_i\delta _k(t_i)},$$
(5)
where $`\delta _k(t_i)`$ is 1, if the $`k`$th cell is in the visual field in the $`t_i`$ moment, otherwise 0.
## IV results
### A Histological description of tumors and cell lines
The main features of the cell lines are given in Table 1. The routine histology of the tumor specimens concerning WHO classification revealed glioblastoma. All three sections showed hypercellularity, pleomorphism, vascular proliferation and necrosis. The HA and HC specimens (detailed in Table 1) were classified as glioblastoma multiforme. In the HB specimen some areas were dominated by multinucleated giant cells and the invasion of lymphoid cells was observed. Thus HB was classified as giant cell variant of glioblastoma.
The cultures were morphologically characterized according to Bigner . Usually the HA-derived cells had two or three processes and the formation of filopodia was quite frequent. The HB culture’s cells were mostly elongated, had more processes and the formation of filopodia and lamellipodia with ruffling edges was exceedingly intensive. Both morphology was described as fibroblastic. In contrast, even the subconfluent HC cultures showed typical epithelial morphology with the general absence of cellular processes. The cells formed preferentially a monolayer, though cells could crawl over each other. During cultivation multinucleated monstrocells were observed in all the three lines. On the time-lapse records cell divisions into three daughter cells were also observed occasionally. In most of these cases the resulting daughter cells seemed to perform normal mitoses later on.
### B Cell proliferation
The number of cells in a given microscopic field grew exponentially after an initial lag phase of 15-20 hours (Fig 2). Based on these data the cell duplication times were determined (Tab 2). No significant differences were found in the duplication time of the various cell lines: each culture could be characterized by $`\tau `$= 38$`\pm `$4 hour.
The cell number in a given microscopic field changed because of cell divisions and the migration of the cells. According to our observations the net current of migration was approximately zero, so the increase of cell number was basically determined by the ratio of dividing cells and the duration of their cell-cycle.
Continuous observation of the cultures allowed to determine the cell-cycle time ($`\tau _0`$) of individual cells as well. The empirical distribution functions of the cell cycle lengths were similar in all the three cell lines investigated (Fig 3). In fact, based on this amount of data the distributions could not be distinguished based on a Wilcoxon test (with p$`<`$0.05). The average cell-cycle time was found to be 25.6$`\pm `$6.2 hours. The difference between the average cell-cycle time and the duplication time of the cell population can be explained by the presence of non-dividing cells. The proportion of these cells, $`\nu `$, was found to be $`32\pm 5\%`$ (Table 2). According to relation (2) this proportion was determined by average cell-cycle time ($`\tau _0`$) and duplication time ($`\tau `$) as 34%. Thus, relation (2) holds within error for the rate of arising of non-proliferating cells, average cell-cycle time ($`\tau _0`$) and duplication time ($`\tau `$).
To investigate the role of hereditary factors in the determination of cell-cycle time the correlation between parent and daughter cells was studied (Fig 4). The scattering of data indicates uncorrelated variables, it means that the duration of cell-cycle is not influenced by the parent cell’s cell-cycle time.
### C Cell locomotion
The dynamics of cell shape can be qualitatively observed and characterized using the long term time-lapse records(Fig 5). The videomicroscopic images showed the rich dynamics of the formation of lamellipodia and filopodia. The intensity of ruffling edge formation correlated with the motility of cells . As expected, the epithelial HC cells displayed the lowest motility and the HB cells were more motile than the other fibroblastic HA cell line.
The analysis of the pathways of individual cells revealed that in subconfluent cultures the direction of cell movement is random and disordered (Fig 6a). However, at high cell densities the HB cell line displayed a rather ordered collective migration (Fig 6b).
In all of the three cell lines the cell velocities were highly fluctuating as demonstrated in Fig 7.
The $`F(v)`$ cumulative distribution functions are shown in Fig 8. Both the distribution functions and the average velocities of the culture ($`V`$ and $`v_0`$) were different among the three cell lines but within error reproducible for each individual cell line (Table 3).
### D Population homogeneity
To understand the relation between velocity distribution function and the homogeneity of locomotory activity of the cell population further statistical analysis is required. The velocity distributions described by (4) were found for relatively large ($`100`$ cells) populations. On the level of individual cells the exponential behaviour (4) can be interpreted in two ways: (i) The culture is inhomogeneous, i.e., slower and faster cells can be distinguished on the bases of well preserved phenotypic properties. In this case the exponential $`F(v)`$ distribution can reflect the ratio of the slow and fast cells in the culture, while the velocity fluctuations of the individual cells can show an arbitrary distribution. (ii) If the culture is homogeneous, then almost all cells exhibit the same distribution of velocity fluctuations, i.e., $`F_i(v)F(v)`$ holds for each cell $`i`$, where $`F_i(v)`$ denotes the velocity distribution function of the cell $`i`$. In this scenario the time-averaged velocity $`v_i(t)`$ of each cell would be the same if we could calculate the time averages over an infinitely long time. Since the time averages are calculated over a finite time $`T`$ only, for the distribution of the average velocities we can expect a Gamma distribution with a parameter $`s=T/t_0`$, where the correlation time of the process is denoted by $`t_0`$ .
We used the distribution function of the average velocity of individual cells (averaged over the entire observation period) to characterize the inhomogeneity within the cell lines. In all cases the average velocity of the cells showed a gamma distribution indicating the homogenity of the cell population (Fig. 9.). However, if applying the same kind of analysis on a cell position data base in which cells from different cell lines were mixed, a significant deviation from the gamma distribution can be observed (shown in the insert of Fig. 9.).
## V discussion
The comparison of classical morphological data and the dynamical properties in the three glioblastoma cell lines gave some unexpected results. In spite of the different origin and different passage-levels of the investigated lines significant alterations in the in vitro proliferating potential were not revealed. Both the cell-cycle time and the percentage of dividing cells under the same culture conditions were found equal in the three different glioblastoma lines. The cell-cycle time measured in our cultures did not differ from the doubling time of normal primary fibroblasts from human skin . The variability of the cell-cycle time of individual cells seems to be independent from inheritable factors and might be best explained by the stochastic activity of the cells.
The experimental verification of Eq. (2) suggests that the non-dividing cells did not belong to an initial subpopulation in the culture but arose continuously during proliferation. The considerable proportion of these cells may indicate that defective mitoses are abundant in the cell culture. The cause of this phenomenon can be the genetical instability of tumor cells which has been recently demonstrated .
Although the in vitro cell motility is a highly stochastic process regarding the direction of the movement or the fluctuation of the velocity of an individual cell, the locomotory activity of the cell lines have some quantitative properties that can be interdependent with the morphology of the cultured cells. The cell lines with fibroblastic morphology performed higher locomotory activity. Reproducible and significant difference was found in the locomotion of the cells among the three investigated glioblastoma cell lines.
The HB case can illustrate that classical studies are not always satisfying in the forecast of the disease course. In spite of the diagnosis as a giant cell variant, which is commonly known as a less malignant type of glioblastoma, and the powerful presence of immune response, the tumor was fatally renewed within 4 month. It can be supposed that the fast and strong recurrence was due to the highly motile cells that invaded the surrounding tissue and were not removed surgically.
Our data were obtained on established cell lines after multiple passages, in this way these cultures may not reflect entirely the properties of the cells of the investigated tumors. With similar preparations the evaluation can be performed on primary cultures with no passages as well. Investigations of in vitro dynamic behavior of primary cell cultures from surgical specimens can complement classical diagnostic methods. Although during culturing an inevitable selection takes place, some of the initial features or even heterogenity of the tumor tissue may be reflected in the cell cultures. If such analysis can be carried out within a short period of time, it can help to choose the most appropriate postoperative therapy in each individual case.
## VI Acknowledgements
We are indebted to Felícia Slowik for the diagnosis. We thank Zoltán Csahók and Ottó Haiman for the technical support and Antalné Kerekes for the maintainance of the cultures.
Figure legends:
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# A non extensive approach to the entropy of symbolic sequences
## Abstract
Symbolic sequences with long-range correlations are expected to result in a slow regression to a steady state of entropy increase. However, we prove that also in this case a fast transition to a constant rate of entropy increase can be obtained, provided that the extensive entropy of Tsallis with entropic index $`q`$ is adopted, thereby resulting in a new form of entropy that we shall refer to as Kolmogorov-Sinai-Tsallis (KST) entropy. We assume that the same symbols, either $`1`$ or $`1`$, are repeated in strings of length $`l`$, with the probability distribution $`p(l)\frac{1}{l^\mu }`$. The numerical evaluation of the KST entropy suggests that at the value $`\mu =2`$ a sort of abrupt transition might occur. For the values of $`\mu `$ in the range $`1<\mu <2`$ the entropic index $`q`$ is expected to vanish, as a consequence of the fact that in this case the average length $`<l>`$ diverges, thereby breaking the balance between determinism and randomness in favor of determinism. In the region $`\mu 2`$ the entropic index $`q`$ seems to depend on $`\mu `$ through the power law expression $`q=(\mu 2)^\alpha `$ with $`\alpha 0.13`$ ($`q=1`$ with $`\mu >3`$). It is argued that this phase-transition like property signals the onset of the thermodynamical regime at $`\mu =2`$.
It has been recently pointed out that power law spectra are observed in many disciplines of science ranging from astronomy, geography and physics to electronics, acoustic, linguistic and music. It is also interesting to establish a connection between these observed properties and their algorithmic complexity. This is important not only from a conceptual point of view: It also might result in methods for the detection itself of correlations. In this respect, we want to mention the search for correlations in DNA sequences based on the adoption of entropic indicators.
It has been remarked , however, that something intermediate between periodic and chaotic dynamical behavior exists and that suitable tools to analize these processes must be built up. These conclusions are widely shared in literature. For instance, also the authors of Refs. as well as those of Ref., show that the entropy of symbolic sequences in the case of long-range correlations exhibits a regression to the condition of constant Kolmogorov entropy which turns out to be very slow. Analogous results are found in many other papers as well as in earlier papers.
We shall refer ourselves to the Kolmogorov entropy applied to the symbolic sequences as metric entropy (ME) to keep it distinct from the Kolmogorov-Sinai entropy (KSE) . The two entropies are closely related to one another, since both entropies are expressed in terms of the Shannon-Gibbs entropy. However, the latter, the KSE, refers to individual trajectories and, in principle, does not imply any coarse-graining if the assumption is made that cells and time steps of arbitrarily small size can be used. The former applies to symbolic sequences and consequently might be affected by a so large coarse-graining process as to lose a direct connection with the rules, either stochastic or deterministic, from which the sequence is generated. This aspect will be made more transparent by the discussion of the numerical experiment described in this paper.
The main purpose of this paper is that of discussing the consequences of expressing the ME in terms of the Tsallis entropy rather than of the Shannon entropy. This is a form of ME that we shall refer to as Kolmogorov-Sinai-Tsallis (KST) entropy. The Tsallis entropy reads
$$H_q=\frac{1\underset{i=1}{\overset{W}{}}p_i^q}{q1}.$$
(1)
Note that this entropy is characterized by the index $`q`$ whose departure from the conventional value $`q=1`$ signals the thermodynamic effects of either long-range correlations in fractal dynamics or the non-local character of quantum mechanics. The increasing interest for Tsallis’ non-extensive entropy is testified by the exponentially growing list of publications on this hot issue.
Of remarkable interest for the subject of fractal dynamics is the discovery recently made by Tsallis *et al.* that the entropic index $`q`$ also determines the specific analytical form illustrating the trajectory instability. Two trajectories, moving from infinitelly close but distinct initial conditions, depart from one another with a law more general than the exponential prescription. The exponential instability is a sort of singularity, namely, a special case of a more general, non-exponential, prescription. This important result is based on the generalization of the KSE and consequently of the theorem of Pesin . Palatella and Grigolini have recently corroborated the conclusions of Miller and Sarkar who prove that in the quantum case the Von Neumann entropy is linearly proportional to the KSE. Furthermore, the results of these authors have been extended to the case where the quantum expression for the entropy (the von Neumann entropy) is expressed in terms of the Tsallis prescription. The interesting conclusion is that $`q<1`$: Palatella and Grigolini argue that this result is a reflection of the occurrence of the Anderson localization.
The present paper is devoted to discussing the convenience of the KST entropy to reveal whether or not a symbolic sequence does have or not a thermodynamical nature. The discussion rests on a key experiment, planned for the specific purpose of establishing correlations in sequences of symbols. The sequence of symbols is established as follows. Two computer generators of random numbers, $`x`$ and $`z`$, are used. The former generates random numbers distributed with equal probability in the interval $`[0,1]`$ and the latter is the generator of the fluctuations $`z=+1`$ and $`z=1`$, with the same statistical weight. The uncertainty associated with each drawing of the numbers $`x`$ is
$$h_x=lnW_x,$$
(2)
where $`W_x=1/\mathrm{\Delta }_x`$ and $`\mathrm{\Delta }_x`$ denotes the resolution of the former random generator. The drawing of the numbers z is equivalent to tossing a coin, and consequently is associated with the uncertainty
$$h_z=ln2.$$
(3)
Let us immagine now that at regular intervals of time, with the time step $`\mathrm{\Delta }t=1`$, we draw a number $`x`$ and a number $`z`$. The uncertainty $`H(N)`$ grows as a linear function of the number of drawings $`N`$,
$$H(N)=N(ln2+lnW_x).$$
(4)
We introduce a deterministic rule into this totally stochastic picture. This is done by replacing the variable $`x`$ with the variable $`y`$ related to $`x`$ by
$$y=A[\frac{1}{(1x)^{\frac{1}{\mu 1}}}1].$$
(5)
The probability distribution of the variable $`y`$ is given by
$$p(y)=(\mu 1)\frac{A^{\mu 1}}{(A+y)^\mu }.$$
(6)
Note that the first moment of the variable $`y`$ is given by
$$<y>=\frac{A}{\mu 2}.$$
(7)
This means that the value $`\mu =2`$ is a critical point at which the first moment of the new variable $`y`$ diverges.
The symbolic sequence is obtained by drawing the number $`x`$ first. This number determines the number $`y`$ according to Eq. (5), and fixes the number of sites $`N_y=[y]+1`$, with $`[y]`$ denoting the integer part of $`y`$, to fill with the same symbol (either $`1`$ or $`1`$). Then we draw the number $`z`$, and we fill these sites either with $`+1`$ or with $`1`$ according to whether we get $`z=1`$ or $`z=1`$. Note that, according to the treatment of , the length of the strings with the same symbols (either $`+1`$ or $`1`$) is proportional to the length of the laminar regions generated by the nonlinear maps that are currently used to mimic turbulent phenomena. For this reason we shall refer to them as *laminar strings*. We can thus provide further support to our conviction that critical properties have to be expected at $`\mu =2`$. In fact we notice that the divergence of Eq. (7) at $`\mu =2`$ implies that the mean length of the laminar strings is infinite, and that, consequently, once one symbol is known, the chances of guessing correctly a large number of symbols coming afterwards are high. Perhaps, a more proper way of illustrating the region with $`1<\mu 2`$, where all the moments of the distribution $`p(y)`$ of Eq. (6) diverge, is that of referring to it as the region where the balance between randomness and determinism is broken and determinism prevails . In conclusion, we think that the deterministic nature of this region can be properly denoted by the entropic index $`q=0`$. On the other hand, we expect that the region $`\mu >3`$ is characterized by $`q=1`$. This is so because the region $`\mu >3`$ implies that the second moment, as well as the first moment of $`p(y)`$, is finite, thereby ensuring the validity of the central limit theorem, and with it, of ordinary statistical mechanics. This means that $`\mu >3`$ is expected to yield $`q=1`$.
The original uncertainty of Eq. (4) is deformed by the nonlinear transformation of Eq. (5). However, as we have seen, this can force $`q`$ to depart from the usual statistical value $`q=1`$ only in the region $`\mu <3`$. The region $`\mu <2`$ is expected to yield $`q=0`$. We are thus only left with the problem of establishing the dependence of $`q`$ on $`\mu `$ in the region $`2<\mu 3`$. This can be done evaluating numerically the KST entropy as follows. After defining a given sequence, we fix a window of length $`N`$. Note that this length $`N`$ from now on will be referred to as time. Then we move this window along the sequence generated according to the rules earlier illustrated. For any position of this window we find a given configuration $`A_1A_2\mathrm{}A_N`$, where the $`A_i`$’s have either the value $`+1`$ or the value $`1`$. We count the number of configurations of the same kind obtained moving the window along the chain, then we divide the number of these configurations by the total number of possible configurations $`W(N)`$, thereby determining the probabilities $`p_i`$. Finally we use Eq. (1) to evaluate the entropy corresponding to this window of length $`N`$. It is convenient to study all this in the specific case where the symbolic sequence is generated with no correlation among the distinct sites. In this specific case $`W(N)=2^N`$ and, of course, $`p_i(N)=1/2^N`$. Thus we obtain
$$H_q(N)=\frac{12^{N(1q)}}{q1}.$$
(8)
Fig.1 illustrates the behavior of $`H_q(N)`$ of Eq. (8) for different values of the entropic index $`q`$. The middle line denotes the behavior corresponding to $`q=1`$. Let us identify, therefore, $`q=1`$ with $`q_{true}`$, namely, the entropic index properly reflecting a given statistical condition, the total absence of correlations, in this case. Then we see that for $`q<q_{true}`$ the time derivative of entropy tends to increase upon increase of the time $`N`$. We see also that if the probing index $`q`$ is larger than the correct entropic index, namely, $`q>q_{true}`$, the time evolution of $`H_q(N)`$ is characterized by a rate of increase smaller than the increase linear in time. It is plausible that the same qualitative behavior is present even if $`q_{true}1`$. In fact, if we assume this behavior to be valid in general, namely, even in the case where $`q_{true}<1`$, we predict that the entropy growth for $`q=1`$ is slower than that of a linear function of time, thus fitting the observation made by several authors (see, for instance, the work of Ref. ). This is an important remark since our main purpose here is to apply our statistical analysis to the case where the symbolic sequence is characterized by extended correlations, and consequently the entropic index is expected to depart from the normal value $`q_{true}=1`$.
However, before addressing this challenging problem, it is convenient to recall some important properties. First of all, it is worth noticing that the rules earlier adopted are equivalent to those used in recent papers to build up sequences that turn out to be statistically equivalent to the real DNA sequences. The distributions of $`+1`$, corresponding to purines, and of $`1`$, corresponding to pirimidines, was actually established adopting a nonlinear map . The nonlinear map adopted, in turn, was the same as that widely used in the recent few years to generate anomalous diffusion. In a more recent paper , it has been shown that these nonlinear maps produce effects statistically equivalent to a stochastic generator which is, in fact, the same as that earlier illustrated as a generator of long-range correlations in the symbolic sequences under study in this paper.
Let us focus now our attention on the fact that any finite string $`A_1A_2\mathrm{}A_N`$ can be associated to an erratic trajectory moving from the “time” $`i=1`$ to the “time” $`i=N`$ on an one-dimensional lattice. The correspondence is established using the following prescription. At the time i the random walker makes a jump of unit length to the right or to the left according to whether $`A_i=1`$ or $`A_i=1`$. It is shown that in the case of a random walker with correlations infinitely extended in time there is a significant probability that the random walker might make N steps in the same direction. Thus, in a process of diffusion, with all the walkers initially concentrated in the same site, the distribution will split into two ballistic peaks moving in opposite directions. With the increase of N an increasing number of walkers belonging to a peak moving in a given direction will make jumps in the opposite direction. Thus the intensity of the side peaks of the distribution is a decreasing function of time, known to be proportional to the correlation function $`\mathrm{\Phi }(k)<A_iA_{i+k}>/<A_iA_i>`$. It is evident that the strings $`A_1A_2\mathrm{}A_N`$ with all the $`A_i^{}s`$ equal to either $`+1`$ or $`1`$, have the same intensity as these side peaks, to which these strings are equivalent. For this reason we shall refer ourselves to these side strings, with the same length as that of the exploring window of size $`N`$ and with all the symbols $`A_i`$ corresponding to the same letter, as border strings.
For the sake of some preliminary remarks we make the simplifying assumption that all the strings but the border strings have the same probability $`p(N)`$. The dependence of $`p(N)`$ on $`N`$ is established by setting the normalization condition which yields
$$p(N)=\frac{12\mathrm{\Pi }(N)}{2^N2}.$$
(9)
As earlier remarked, according to Ref.
$$\mathrm{\Pi }(N)=\frac{\mathrm{\Phi }(N)}{2}.$$
(10)
Thus, under the assumption of equal probability for all the strings but the border strings, we can write
$$H_q(N)=\frac{2\mathrm{\Pi }(N)^q+(2^N2)^{1q}(12\mathrm{\Pi }(N))^q1}{1q},$$
(11)
with $`\mathrm{\Pi }(N)`$ given by Eq. (10). We note that, in principle, the rules adopted to establish long-range correlations in the sequences under study in this paper, make the correlation function $`\mathrm{\Phi }(N)`$ read
$$\mathrm{\Phi }(N)=\frac{A^\beta }{(A+N)^\beta },$$
(12)
where $`\beta =\mu 2`$. Consequently, the decay of these border strings is extremely slow and it dominates the entropy time evolution for a long time. On the other hand, for times so long as to make the contribution of the central part more important than that resulting from the border strings, the correct entropic index is given by $`q=1`$, in accordance to the fact that in such a condition the statistical properties of the sequences become indistinguishable from that of totally uncorrelated sequences. This is in line with the fact that the diffusion process resulting from these rules is characterized by two distinct rescaling properties, the ballistic rescaling of the peaks and the Lévy rescaling of the central part of the diffusion. This means that the interesting statistical properties are blurred by the presence of the border strings. For this reason, we decided to disregard the border strings and to set the normalization condition only on the other strings.
In principle, if no length limitation were set on the analysis of data, it would be possible to derive the correct statistical properties by examining suitably large windows. However, for the sake of computational simplicity we set the maximum length of the window to be $`N_{max}=10`$. On the other hand, as we shall see, the approach based on disregarding the border strings makes it possible to reveal the effect of correlations on the entropic index with sequences of relatively small length.
It has to be stressed that the detection of the proper entropic index becomes more and more difficult as the power index $`\mu `$ comes closer and closer to the critical value $`\mu =2`$. In fact, the probabilities of given strings of length $`N`$ are closely related to the correlation functions. The correlation function $`\mathrm{\Phi }(N)`$, for instance, on the basis of the Shannon-McMillan-Breiman theorem , is the probability of a string of length equal to $`2`$. This makes it possible to explain why the finite length of the sequence yields an error on the numerical evaluation of the probability of a given sequence and suggests how to correct this error. In fact, the finite length of the sequence causes the truncation of the longer strings and, consequently, the decay of correlation function $`\mathrm{\Phi }(N)`$ becomes faster than theoretically expected on the basis of the prescription of Eq. (6). Thus, rather than expressing the entropic index $`q`$ in terms of the parameter $`\mu `$ corresponding to the prescription of Eq. (6), we relate $`q`$ to an effective $`\stackrel{~}{\mu }`$, obtained from the numerical evaluation of the correlation function $`\mathrm{\Phi }(N)`$. More precisely, we determine numerically the parameter $`\beta `$ and from it $`\stackrel{~}{\mu }=2+\beta `$. The numerical results show that for values of $`\stackrel{~}{\mu }2.3`$ or larger, the effective power index coincides with the value that theoretically should correspond to Eq. (6).
These numerical expedients make it possible for us to bring the determination of $`q`$ as a function of $`\mu `$, much closer to the critical region $`\mu =2`$. The method adopted is illustrated by Fig.2. As expected, on the basis of the results illustrated by Fig.1 and concerning the theoretical prescription of Eq. (8), there exists a crucial value of $`q`$, which results in a linear dependence of $`H_q(N)`$ on $`N`$. In Fig.2, for instance, we see that at $`\stackrel{~}{\mu }\mu =2.5`$ the solid line, corresponding to $`q0.89`$ fits very well a straight line.
Using this numerical method to determine $`q`$ we find the interesting results illustrated in Fig.3. On the basis of the earlier remarks making plausible that $`q=0`$ at $`\mu =2`$, we have been led to fit the numerical data with
$$q=(\mu 2)^\alpha ,$$
(13)
for $`\mu 2`$ and
$$q=1$$
(14)
for $`\mu 3`$.
We see from Fig.3 that the fitting function of Eq. (13) results in a satisfactory agreement with the numerical result if we set $`\alpha 0.13`$. This means that the critical value $`q=0`$ is reached with an infinite derivative, reinforcing our conviction that $`\mu =2`$ is a critical point of transition to thermodynamics. The disorder in the region $`2<\mu <3`$ is partial, and localized to the transition from one laminar string to another. However, this is enough to generate a thermodynamic behavior. The traditional wisdom would confine thermodynamics to the region $`\mu >3`$, which is where the conventional central limit theorem applies. In a sense this analysis shows that thermodynamics is possible also in the region where the central limit theorem holds in the generalized form established by Lévy . It is interesting to remark that earlier research work has established that the dynamical approach to diffusion, based on the stationary assumption on the fluctuations responsible for diffusion, is incompatible with the condition $`\mu <2`$. In this region a diffusion process must rest on a continuous-time random walk method implying the breakdown of the stationary assumption . The region $`2\mu <3`$ is compatible with stationary diffusion even if the diffusion process departs from ordinary Brownian diffusion and takes the shape of a Lévy process. Therefore we conclude that the stationary diffusion processes have the same regime of validity as the non-extensive thermodynamics of Tsallis. In fact, this paper shows that the new perspective of Tsallis extends the regime of validity of thermodynamics to regions earlier imagined as being non thermodynamic, in this case, to $`\mu <3`$. However, thermodynamics, even within this new perspective, cannot overcome the border $`\mu =2`$. In other words, it seems that the Tsallis thermodynamics has the same regime of validity as the dynamic approach to diffusion, which is based on the assumption that fluctuations are characterized by a stationary correlation function .
We have seen that the numerical calculations rests on both the expedient of adopting $`\stackrel{~}{\mu }`$ rather than $`\mu `$ and that of neglecting the border strings. The latter method is not only an expedient to extend the regime of validity of our numerical calculations. It reflects a property that probably deserves further studies. In fact the border strings correspond to the peaks that appear in the dynamical approach to the Lévy diffusion. As discussed in Ref., these peaks are a consequence of the dynamic approach and the Lévy statistics are recovered only in the time asymptotic limit. On the other hand, as pointed out by the authors of, a satisfactory agreement between the entropic properties of trajectories and the general probabilistic arguments of is obtained in the long-time regime, where the peak intensity tends to vanish. This means, in other words, that the peaks seem to be dynamic properties incompatible with the thermodynamic treatment, in accordance with the observation made in this paper that the emergence of a $`H_q(N)`$ linearly dependent on $`N`$ would be blurred by the presence of the two border strings.
We would be tempted to stress that the detection of $`q<1`$ is expected on the basis of the theoretical analysis made by Lyra and Tsallis on the dynamics of logistic map. These authors show indeed that the generalization of the Pesin theorem to the case of the logistic map implies $`q<1`$ at the chaos threshold. However, by the same token we should conclude that these results disagree with those of Ref. , which rests, on the contrary, on a condition physically much closer to that discussed in the present paper. Actually, some caution must be exerted in establishing a straight connection between the results of this paper and the research work of , for the reasons pointed out earlier in this paper. Here we are dealing with the ME that might imply a so strong coarse graining as to lose a close relation with the KST and consequently with the generalization of the important theorem of Pesin . This is made evident also by the fact that the correlated sequences are here generated by a stochastic approach, even if this turns out to be equivalent to the adoption of a nonlinear map . The statistical analysis in terms of the ME is insensitive of whether a nonlinear map or a stochastic approach is adopted. However, the peaks are dynamic properties that in all cases seem to be incompatible with the adoption of a merely entropic approach. This reinforces the need for carrying out the ME analysis by disregarding the border strings, as we propose in this paper.
In summary, this paper sheds light into the breakdown of extensivity caused by time correlations. There are at the least two important sources of non extensivity: nonlocality in space and nonlocality in time. For the spatial case, and up to now, there is a no clearcut connection in the literature between $`q`$ and the critical index characterizing spatial correlations (although there is a variety of strong indications). For the temporal case this manuscript establishes, for the first time, the analogous connection between $`q`$ and $`\mu `$ (see Eq.(13) and Eq.(14)). This is an interesting result and some efforts should be made to establish theoretically the critical exponent $`\alpha `$.
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# Trapping and Mobilization of Residual Fluid During Capillary Desaturation in Porous Media
## I Introduction
A displacement of one fluid by another within a porous medium poses challenging problems of micro-to-macro-scale transitions which have received considerable attention from physicists in recent years . For reviews the reader is referred to . Apart from the omnipresent quenched correlated disorder and structural heterogeneity, fluid-fluid and fluid-solid interactions generate metastability and hysteresis phenomena which have resisted quantitative prediction and understanding. A central problem of great practical importance is the prediction of residual nonwetting fluid saturation after flooding the pore space with immiscible wetting fluid . Obvious interest in this problem arises from enhanced oil recovery or in situ remediation of soil contaminants .
Microscopically the laws of hydrodynamics governing the pore scale processes are well known. The complexity of the microscopic fluid movements and the lack of knowledge about the microstructure and wetting properties, however, renders a detailed microscopic treatment impossible. Instead one has to resort to a more macroscopic treatment.
Desaturation experiments show that the conventional macroscopic description is incomplete . We shall begin our discussion by reminding the readers of this incompleteness. We then exhibit another problem . This arises from the fact that microscopic capillary numbers seemingly cannot represent the force balance in a desaturation experiment.
Given these problems our main objective is to show that the recent analysis of gives the correct force balance between macroscopic viscous and capillary forces for continuous mode desaturation experiments. For so called discontinuous mode displacements it leads to bounds on the size of residual blobs.
## II Problems of two-phase flow equations
Let us begin our discussion with the standard macroscopic equations of motion for two phase immiscible displacement. Macroscopic equations of motion describe multiphase flow on length scales large compared to a typical pore diameter. Hence they are applied to laboratory samples with linear dimensions on the order of centimeteres as well as to whole reservoirs measuring kilometers and more. Consider a system having lengths $`L_x,L_y,L_z`$ in the three spatial directions. The pore space is assumed to be filled with two immiscible fluids denoted generically as water (index $`𝒲`$) and oil (index $`𝒪`$). The equations read
$$\varphi \frac{\mathrm{SS}_𝒲}{t}=\mathbf{}\left\{\frac{𝐊k_𝒲^r}{\mu _𝒲}\left[\mathbf{}P_𝒲\rho _𝒲g𝐎𝐞\right]\right\}$$
(1)
$$\varphi \frac{\mathrm{SS}_𝒲}{t}=\mathbf{}\left\{\frac{𝐊k_𝒪^r}{\mu _𝒪}\left[\mathbf{}(P_𝒲+P_c)\rho _𝒪g𝐎𝐞\right]\right\}$$
(2)
and they are supplemented with the constitutive relationships
$`k_𝒲^r(𝐱,t)`$ $`=`$ $`k_𝒲^r(\mathrm{SS}_n(𝐱,t))`$ (3)
$`k_𝒪^r(𝐱,t)`$ $`=`$ $`k_𝒪^r(\mathrm{SS}_n(𝐱,t))`$ (4)
$`P_c(𝐱,t)`$ $`=`$ $`P_c(\mathrm{SS}_n(𝐱,t))`$ (5)
where
$$S_n(𝐱,t)=\frac{\mathrm{SS}_𝒲(𝐱,t)S_{𝒲i}}{1S_{𝒲i}S_{𝒪r}}.$$
(6)
The variables in these equations are the pressure field of water denoted as $`P_𝒲`$, and the water saturation $`\mathrm{SS}_𝒲`$. The saturation is defined as the ratio of water volume to pore space volume. Pressures and saturations are averages over a macroscopic region much larger than the pore size, but much smaller than the system size. Their arguments are the macroscopic space and time variables $`(𝐱,t)`$. The saturations obey $`S_{𝒲i}<\mathrm{SS}_𝒲<1S_{𝒪r}`$ where the two numbers $`0S_{𝒲i},S_{𝒪r}1`$ are two parameters representing the irreducible water saturation, $`S_{𝒲i}`$, and the residual oil saturation, $`S_{𝒪r}`$. The residual oil saturation gives the amount of oil remaining in a porous medium after water injection. The normalized saturation $`\mathrm{SS}_n`$ varies between $`0`$ and $`1`$ as $`\mathrm{SS}_𝒲`$ varies between $`S_{𝒲i}`$ and $`S_{𝒪r}`$. The permeability of the porous medium is given by the absolute (single phase flow) permeability tensor $`𝐊`$. The porosity $`\varphi `$ is the volume fraction of pore space. The two fluids are characterized by their viscosities $`\mu _𝒲`$, $`\mu _𝒪`$ and their densities $`\rho _𝒲`$,$`\rho _𝒪`$. The terms $`\rho g𝐎𝐞`$ represent the gravitational body force where $`𝐞^T=(0,0,1)`$ is a unit row vector pointing along the negative $`z`$-axis, and $`g`$ is the acceleration of gravity. The orthogonal matrix
$$𝐎=\left(\begin{array}{ccc}\mathrm{cos}\alpha _y& 0& \mathrm{sin}\alpha _y\\ 0& 1& 0\\ \mathrm{sin}\alpha _y& 0& \mathrm{cos}\alpha _y\end{array}\right)$$
(7)
describes an inclination of the system. Here a rotation around the $`y`$-axis with tilt or dip angle $`\alpha _y`$ was assumed. The macroscopic capillary pressure $`P_c`$ is defined as the pressure difference between the oil and the water phase. The constitutive relation for $`P_c`$ assumes that the capillary pressure function $`P_c`$ depends only on the saturation . In addition to $`P_c`$ the dimensionless relative permeabilities are assumed to be functions of saturation only, $`k_𝒲^r=k_𝒲^r(S_𝒲)`$,$`k_𝒪^r=k_𝒪^r(S_𝒲)`$. They represent the reduction in permeability for one phase due to the presence of the other phase . The three constitutive relations $`k_𝒲^r(\mathrm{SS}_𝒲),k_𝒪^r(\mathrm{SS}_𝒲)`$ and $`P_c(\mathrm{SS}_𝒲)`$ are assumed to be known from experiment. Equations (1) and (2) are coupled nonlinear partial differential equations which must be complemented with large scale boundary conditions. For laboratory experiments the boundary conditions are typically given by a surface source on one side of the sample, a surface sink on the opposite face, and impermeable walls on the other faces. For a geosystem the boundary conditions depend upon the well configuration and the geological modeling of the reservoir environment.
The problem with the macroscopic equations of motion (1)-(2) arises from the experimental observation that the parameters $`S_{𝒪r}`$ and $`S_{𝒲i}`$ are not constant and known, but depend strongly on the flow conditions in the experiment . Hence they may vary in space and time. More precisely, the residual oil saturation depends strongly on the microscopic capillary number $`\mathrm{Ca}=\mu _𝒲v/\sigma _{𝒪𝒲}`$ where $`v`$ is a typical flow velocity and $`\sigma _{𝒪𝒲}`$ is the surface tension between the two fluids. The capillary desaturation curve $`S_{𝒪r}(\mathrm{Ca})`$ is shown in Figure 1 for unconsolidated glass beads and sandstones . Such curves contradict clearly to the assumption that the functions $`k_𝒲^r(\mathrm{SS}_𝒲),k_𝒪^r(\mathrm{SS}_𝒲)`$ and $`P_c(\mathrm{SS}_𝒲)`$ depend only on saturation. Instead they show that $`k_𝒲^r(\mathrm{SS}_𝒲),k_𝒪^r(\mathrm{SS}_𝒲)`$ and $`P_c(\mathrm{SS}_𝒲)`$ depend also on velocity and pressure. Hence they depend on the solution and cannot be considered to be constitutive relations characterizing the system. The dependence shows that the system of equations of motion is incomplete.
The breakpoint in a capillary desaturation curve marks the point where the viscous forces, which attempt to mobilize the oil, become stronger than the capillary forces, which try to keep the oil in place. For this reason the capillary desaturation curves are usually plotted against $`\mathrm{Ca}`$ which represents the microscopic force balance between viscous and capillary forces. From Figure 1 it is seen that the theoretical force balance corresponding to $`\mathrm{Ca}=1`$ on the abscissa and the experimental force balances represented by the various breakpoints at $`\mathrm{Ca}1`$ differ by several orders of magnitude. Plotting residual saturation against the correct ratio of viscous to capillary forces should result in a breakpoint at $`\mathrm{Ca}1`$ .
We now proceed to show that a partial understanding of the macroscopic force balance can already be obtained from the traditional equations of motion. The main result of this analysis is a preliminary experimental validation of the dimensional considerations introduced in .
## III Discontinuous vs. Continuous Mode Displacement
Before embarking on a discussion of the force balance during capillary desaturation it is crucial to emphasize an important difference in the way capillary desaturation curves are measured.
1. In the first method of measuring $`S_{𝒪r}(\mathrm{Ca})`$ the oil in a fully oil saturated sample is displaced with water at a very low $`\mathrm{Ca}`$. After the oil flow at the sample outlet stops and several pore volumes of water have been injected without producing more oil the flow rate is increased. Again the oil flow is monitored until no more oil appears at the outlet. In this way the flow rate is increased iteratively until $`S_{𝒪r}`$ has fallen to zero. After the first injection the oil configuration is discontinuous (or disconnected) and it remains disconnected throughout the rest of the experiment. This mobilization mode will be called discontinuous.
2. In the second method of measuring capillary desaturation curves one again starts from a fully saturated sample, and performs a waterflood at a given value of $`\mathrm{Ca}`$. After oil flow ceases at the outlet the residual saturation is determined. Then the sample is again saturated fully with oil, a new value of $`\mathrm{Ca}`$ is chosen, and the injection is repeated. In this experiment the injection starts always with a connected oil phase contrary to the previous experiment where the oil phase is discontinuous at higher $`\mathrm{Ca}`$. This mobilization mode will be called continuous.
The capillary number required to reach a given $`S_{𝒪r}`$ is known to be much lower in the continuous mode than in the discontinuous mode . This is also seen in Figure 1 which shows continuous mode data and discontinuous mode data for the unconsolidated glass beads. From the fact that the equations of motion are only valid in the subinterval $`S_{𝒲i}<\mathrm{SS}_𝒲<1S_{𝒪r}`$ it follows that they cannot be applied to discontinuous mobilization mode experiments. They should however be valid for the continuous mode to the extent that the equations themselves are correct. Therefore we discuss next the macroscopic force balance predicted by these equations for the continuous mobilization mode.
## IV Macroscopic Force Balance
It was shown in that the balance of macroscopic viscous and capillary forces is not represented appropriately by the microscopic capillary number $`\mathrm{Ca}`$, and that a new macroscopic capillary number $`\overline{\mathrm{Ca}}`$ should be used instead. Here we generalize those results to anisotropic and inclined porous media and apply them to replot the $`S_{𝒪r}`$ data obtained for the continuous mode displacement. To this end we rewrite the equations (1) and (2) in dimensionless form. Introducing the matrix
$$𝐋=\left(\begin{array}{ccc}L_x& 0& 0\\ 0& L_y& 0\\ 0& 0& L_z\end{array}\right)$$
(8)
and defining $`l`$ and $`\widehat{𝐋}`$ through
$$l=(\mathrm{det}𝐋)^{(1/3)}$$
(9)
$$𝐋=l\widehat{𝐋}$$
(10)
one defines dimensionless quantities
$$𝐱=𝐋\widehat{𝐱}=l\widehat{𝐋}\widehat{𝐱}$$
(11)
$$\mathbf{}=𝐋^1\widehat{\mathbf{}}=(l\widehat{𝐋})^1\widehat{\mathbf{}}.$$
(12)
Define $`k`$ and $`\widehat{𝐊}`$ through
$$𝐊=\left(\begin{array}{ccc}k_{xx}& k_{xy}& k_{xz}\\ k_{xy}& k_{yy}& k_{yz}\\ k_{xz}& k_{yz}& k_{zz}\end{array}\right)$$
(13)
$$k=(\mathrm{det}𝐊)^{(1/3)}$$
(14)
$$𝐊=k\widehat{𝐊}$$
(15)
The time scale is normalized as
$$t=\frac{L_xL_yL_z\varphi \widehat{t}}{Q}$$
(16)
using the volumetric flow rate $`Q`$. Time is measured in units of injected pore volumes. The pressure is normalized using the macroscopic equilibrium capillary pressure as
$$P=P_b\widehat{P}$$
(17)
where
$$P_b=P_c\left((S_{𝒲i}S_{𝒪r}+1)/2\right)$$
(18)
is the pressure at an intermediate saturation. $`P_c(S_𝒲)`$ is the equilibrium capillary pressure function.
With these definitions the dimensionless macroscopic capillary numbers for oil and water, defined as
$$\overline{\mathrm{Ca}}_𝒲=\frac{\mu _𝒲Q}{P_bkl}$$
(19)
$$\overline{\mathrm{Ca}}_𝒪=\overline{\mathrm{Ca}}_𝒲\frac{\mu _𝒪}{\mu _𝒲}$$
(20)
give an expression of the balance between macroscopic viscous and capillary forces. The macroscopic gravity numbers
$$\overline{\mathrm{Gr}}_𝒲=\frac{\mu _𝒲Q}{\rho _𝒲gkl^2}$$
(21)
$$\overline{\mathrm{Gr}}_𝒪=\overline{\mathrm{Gr}}_𝒲\frac{\mu _𝒪}{\mu _𝒲}\frac{\rho _𝒲}{\rho _𝒪}$$
(22)
express the viscous to gravity force balance. Finally the gravillary numbers
$$\overline{\mathrm{Gl}}_𝒲=\frac{\rho _𝒲gl}{P_b}$$
(23)
$$\overline{\mathrm{Gl}}_𝒪=\overline{\mathrm{Gl}}_𝒲\frac{\rho _𝒪}{\rho _𝒲}$$
(24)
express the ratio between gravitational and capillary forces. The well known bond number, measuring the magnitude of buoyancy forces, is given as
$$\mathrm{Bo}=\overline{\mathrm{Gl}}_𝒲\overline{\mathrm{Gl}}_𝒪$$
(25)
in terms of the gravillary numbers.
With these definitions the dimensionless equations of motion may be rewritten as
$$\frac{\mathrm{SS}_𝒲}{\widehat{t}}=\widehat{\mathbf{}}\left\{\widehat{𝐀}k_𝒲^r\left[\overline{\mathrm{Ca}}_𝒲^1\widehat{\mathbf{}}\widehat{P}_𝒲\overline{\mathrm{Gr}}_𝒲^1\widehat{𝐠}\right]\right\}$$
(26)
$$\frac{\mathrm{SS}_𝒲}{\widehat{t}}=\widehat{\mathbf{}}\left\{\widehat{𝐀}k_𝒪^r\left[\overline{\mathrm{Ca}}_𝒲^1\widehat{\mathbf{}}(\widehat{P}_𝒲+\widehat{P}_c)\overline{\mathrm{Gr}}_𝒪^1\widehat{𝐠}\right]\right\}$$
(27)
where the dimensionless matrix
$$\widehat{𝐀}=\widehat{𝐋}^1\widehat{𝐊}\widehat{𝐋}^1=\left(\begin{array}{ccc}\frac{l^2k_{xx}}{L_x^2k}& \frac{l^2k_{xy}}{L_xL_yk}& \frac{l^2k_{xz}}{L_xL_zk}\\ \frac{l^2k_{xy}}{L_xL_yk}& \frac{l^2k_{yy}}{L_y^2k}& \frac{l^2k_{yz}}{L_yL_zk}\\ \frac{l^2k_{xz}}{L_xL_zk}& \frac{l^2k_{yz}}{L_yL_zk}& \frac{l^2k_{zz}}{L_z^2k}\end{array}\right)$$
(28)
contains generalized “aspect ratios”. The vector
$$\widehat{𝐠}^T=(\widehat{𝐋}𝐎𝐞)^T=(\frac{L_x}{l}\mathrm{sin}\alpha _y,0,\frac{L_z}{l}\mathrm{cos}\alpha _y)$$
(29)
represents the effect of dip angle and geometric shape of the system on the gravitational driving force.
## V Application to Experiment
We are now in a position to plot the capillary desaturation curves against the macroscopic capillary number $`\overline{\mathrm{Ca}}`$ which represents the balance between macroscopic viscous and capillary forces. To do so we have searched the literature for capillary desaturation measurements and found Refs. . Unfortunately none of the publications contains all the necessary flow and medium parameters to calculate $`\overline{\mathrm{Ca}}`$. Measuring all the flow parameters for a displacement process is costly and time consuming, and hence they are rarely available (see also ). While permeability, porosity and the fluid parameters such as vicosities and surface tensions are usually available capillary pressure data, relative permeabilities and residual saturations are not routinely measured. Hence we extract the required parameters from different publications assuming that they have been measured correctly and are reproducible anywhere and at all times. In spite of all the uncertainties it is well known that the capillary pressure curves of unconsolidated sands with various grain sizes can be collapsed using the Leverett-$`j`$-correlation . The Leverett-$`j`$-correlation states essentially that
$$P_c(\mathrm{SS}_𝒲)=\sigma _{𝒪𝒲}\sqrt{\frac{\varphi }{k}}j(\mathrm{SS}_𝒲).$$
(30)
Often the formula contains in addition an average contact angle at a three phase contact. We do not include the wetting angle as it is generally unknown, and including it would not change our results significantly. Similar to the capillary pressure data, the $`S_{𝒪r}`$ data for unconsolidated sands seem to be well established in spite of larger fluctuations of the results. Because most $`P_c`$\- and $`S_{𝒪r}`$-data are available for unconsolidated sand and standard sandstones such as Berea or Fontainebleau we limit our analysis to these two cases.
The experimental $`S_{𝒪r}`$ data analyzed here are taken from Ref. for sandstones and from Ref. for unconsolidated glass beads. In Figure 1 we show the capillary desaturation curve for oil-water displacement in a typical sandstone (sample No. 799 from ) using star symbols. These data were obtained in the continuous mode of displacement. The values of the surface tension and fluid viscosities for this experiment are given in Table I. We also show continuous mode $`S_{𝒪r}`$-data for unconsolidated glass beads from Figure 6 in . To calculate $`\overline{\mathrm{Ca}}`$ we have used the values given in Table I.
Plotting the data against $`\overline{\mathrm{Ca}}`$ we obtain Figure 2. It is seen that the continuous mode displacements give a breakpoint for $`\overline{\mathrm{Ca}}1`$ while the discontinuous mode displacements have their breakpoint at a higher value. This is consistent with the idea that the traditional equations of motion (1) and (2) should be applicable to the continuous mode but not to the discontinuous case.
The result obtained here is consistent with the theoretical predictions from . To fully validate our use of $`\overline{\mathrm{Ca}}`$ as a correlating group for plotting continuous mode $`S_{𝒪r}`$ data, however, it would be desirable to vary $`\overline{\mathrm{Ca}}`$ by varying the system size $`l`$. If the $`S_{𝒪r}`$ curves obtained for different media and length scales $`l`$ also show their breakpoint at $`\overline{\mathrm{Ca}}1`$ this would give further evidence for the applicability of the traditional equations of motion. We consider it possible, however, that deviations appear indicating a breakdown of the equations also for continuous mode displacement .
As stated above the equations of motion are not applicable to discontinuous mode displacements because of the constraint $`S_{𝒲i}<\mathrm{SS}_𝒲<1S_{𝒪r}`$. Nevertheless we can use the group $`\overline{\mathrm{Ca}}`$ to estimate an upper bound for the size of residual blobs. As the flow rate is increased the residual blobs whose size is so large that the viscous drag forces on them exeed the capillary retention forces will break up and coalesce with other blobs which may again break up and coalesce further downstream . The condition that the viscous forces dominate the capillary forces $`\overline{\mathrm{Ca}}1`$ predicts that after a flood with $`\overline{\mathrm{Ca}}`$ the porous medium contains only blobs of linear size smaller than
$$l_{blob}\frac{\mu _𝒲Q}{P_bk}.$$
(31)
This result is of importance for microscopic models of breakup and coalescence during immiscible displacement.
ACKNOWLEDGEMENT: One of us (R.H.) thanks Dr. P.E. Øren for many useful discussions. We are grateful to the Deutsche Forschungsgemeinschaft for financial support.
## Figure Captions
* Experimentally measured capillary desaturation curves (capillary number correlations) for bead packs (solid lines with circles and squares) and sandstone (star symbols) as a function of microscopic capillary number $`\mathrm{Ca}=\mu _𝒲v/\sigma _{𝒪𝒲}`$. The dashed line is the desaturation curve for continuous mode displacement. The dash-dotted line marks the plateau value for sandstone.
* Same as Figure 1 but plotted against the macroscopic capillary number $`\overline{\mathrm{Ca}}=\mu _𝒲Q/(P_bkl)`$ from eq. (19). Note that the breakpoint for continuous mode displacement occurs around $`\overline{\mathrm{Ca}}1`$.
A. Lucian and R. Hilfer Figure 1
A. Lucian and R. Hilfer Figure 2
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# Quantum revivals and carpets in some exactly solvable systems
\[
## Abstract
We consider the revival properties of quantum systems with an eigenspectrum $`E_nn^2`$, and compare them with the simplest member of this class – the infinite square well. In addition to having perfect revivals at integer multiples of the revival time $`t_R`$, these systems all enjoy perfect fractional revivals at quarterly intervals of $`t_R`$. A closer examination of the quantum evolution is performed for the Pöschel-Teller and Rosen-Morse potentials, and comparison is made with the infinite square well using quantum carpets.
\]
Over the past ten years or so there has been a growing interest in the quantum dynamics of simple systems, motivated in part by the richness of new phenomena such as revivals and quantum carpets. Indeed, the phenomenon of revivals is not merely a theoretical construct, but has been observed in ion traps, Rydberg atoms, and semiconductor wells; and has been used to differentiate ionization pathways in potassium dimers. Quantum revivals are similar, but distinct from, quantum Poincaré recurrences, which have been studied recently in the context of the kicked rotator. In the former, one is interested in the deterministic reconstruction of the wave-function during its evolution inside a fixed potential; whilst in the latter, interest is focused on the decay of the return probability in “mixed” regions of phase space, as a measure of the quantum chaos in the (usually forced) system. For the most part, analytic studies of revivals and carpets have concentrated on the infinite square well (ISW) potential, which is known to have perfect revivals and fractional revivals, and also a quantum carpet composed of rays (straight lines in the space-time plane). These properties have been understood on the basis of the quadratic dependence of the energy on quantum number, along with the fact that the eigenfunctions are elementary trigonometric functions.
It is well understood that perfect revivals can only occur for systems whose energy spectrum is purely quadratic in the quantum number. If the dependence is purely linear (harmonic oscillator) the only time scale is the classical period of oscillation, while for more complicated energy spectra, revivals will be imperfect due to modulations from the super-revival time scale. Although many studies have been devoted to the simplest quantum system with a quadratic energy spectrum – namely, the ISW – there has been less attention paid to the host of other potentials which share this property (although see Ref. for a discussion of the autocorrelation function for the Morse potential). It is guaranteed that these systems will have perfect revivals, but what can one say about fractional revivals, and the existence of quantum carpets (i.e. hidden structures in the space-time plot of the probability density)?
We shall begin with some very general remarks about fractional revivals. Consider a system with a purely quadratic, nondegenerate energy spectrum $`E_n=\alpha ^2n^2`$, ($`n=0,1,2,\mathrm{}`$), and with a potential $`V(x)`$ centered at $`x=0`$. We take the potential to be an even function of $`x`$. In this case the eigenfunctions $`\varphi _n(x)`$ will have a definite even or odd symmetry, alternating as the quantum number increases, the ground state naturally being even, since it has no node. So we have $`\varphi _n(x)=(1)^n\varphi _n(x)`$. We prepare the wave function of the system in an initial state specified by the energy eigenfunction expansion
$$\psi (x,0)=\underset{n}{}c_n\varphi _n(x).$$
(1)
We restrict ourselves to contributions from bound states only. The time-evolved wave function is given by
$$\psi (x,t)=\underset{n}{}c_n\varphi _n(x)\mathrm{exp}[iE_nt],$$
(2)
where we have chosen units of $`\mathrm{}=1`$. Given the quadratic dependence of the energy levels on $`n`$, it is easy to see from Eq.(2) that the wave function will be identical to its initial state at integer multiples of the revival time $`t_R2\pi /\alpha ^2`$.
Now consider the wave function at a time equal to one half of $`t_R`$. One easily finds
$$\psi (x,t_R/2)=\underset{n}{}c_n\varphi _n(x)\mathrm{exp}[i\pi n^2].$$
(3)
Given that $`e^{i\pi n^2}=(1)^n`$, we have
$$\psi (x,t_R/2)=\underset{n\mathrm{even}}{}c_n\varphi _n(x)\underset{n\mathrm{odd}}{}c_n\varphi _n(x).$$
(4)
Returning to the initial wave function, one may use the parity properties of the eigenstates to demonstrate that
$`\psi (x,0)`$ $`=`$ $`{\displaystyle \underset{n\mathrm{even}}{}}c_n\varphi _n(x)+{\displaystyle \underset{n\mathrm{odd}}{}}c_n\varphi _n(x),`$ (5)
$`\psi (x,0)`$ $`=`$ $`{\displaystyle \underset{n\mathrm{even}}{}}c_n\varphi _n(x){\displaystyle \underset{n\mathrm{odd}}{}}c_n\varphi _n(x).`$ (6)
Clearly, on comparing Eqs. (4) and (5) we have the perfect fractional revival $`\psi (x,t_R/2)=\psi (x,0)`$. This result may appear to follow from the symmetry of the potential and time reversal invariance; however, this is not the case \[cf. the discussion following Eq.(15)\].
A less obvious result follows, however, when we study the wave function at one quarter of the revival time. We have
$$\psi (x,t_R/4)=\underset{n}{}c_n\varphi _n(x)\mathrm{exp}[i\pi n^2/2].$$
(7)
Considering the phase for $`n=0,1,2,3\mathrm{mod}(4)`$ one can easily establish that
$$\psi (x,t_R/4)=\underset{n\mathrm{even}}{}c_n\varphi _n(x)i\underset{n\mathrm{odd}}{}c_n\varphi _n(x).$$
(8)
Solving the two expressions in Eq.(5) for the odd and even sets of modes, we find the perfect fractional revival
$$\psi (x,t_R/4)=\frac{(1i)}{2}\psi (x,0)+\frac{(1+i)}{2}\psi (x,0).$$
(9)
In a similar manner one may show that
$$\psi (x,3t_R/4)=\frac{(1+i)}{2}\psi (x,0)+\frac{(1i)}{2}\psi (x,0).$$
(10)
Thus, a system with an even potential and a purely quadratic energy spectrum supports perfect fractional revivals at quarters of the revival time. Especially interesting are the fractional revivals at $`t_R/4`$ and $`3t_R/4`$ which for an initially localized wave function will consist of two perfect, mirrored “cat states”. We have failed to find perfect fractional revivals at other fractions of the revival time for this general class of systems (i.e. utilizing only parity properties of the eigenfunctions).
Let us now be more specific, and consider in turn two potentials of the type considered above; namely symmetric cases of the Pöschel-Teller (PT) and Rosen-Morse (RM) potentials. PT takes the form (with the ground state energy set at zero)
$$V_{S1}(x)=A^2+A(A\alpha )\mathrm{sec}^2(\alpha x),$$
(11)
defined in the range $`\pi /2\alpha x\pi /2`$, and with energy spectrum
$$E_n=(A+n\alpha )^2A^2.$$
(12)
In order to have perfect quarterly revivals, it is necessary to choose $`A=M\alpha `$, with $`M`$ an integer. Note that PT has an infinite number of bound states, and no scattering states. The bound states may be expressed in terms of Gegenbauer polynomials with argument $`\mathrm{sin}(\alpha x)`$. We shall restrict our attention to $`M=2`$, in which case the energy eigenfunctions are sums of bilinear products of elementary trigonometric functions.
RM takes the form
$$V_{S2}(x)=A^2A(A+\alpha )\mathrm{sech}^2(\alpha x),$$
(13)
defined for $`x`$ on the entire real line, and with energy spectrum
$$E_n=A^2(An\alpha )^2.$$
(14)
Again, to ensure perfect quarterly revivals, we choose $`A=M\alpha `$, with $`M`$ a positive integer. RM has only $`M`$ bound states, which may be expressed in terms of the Gegenbauer polynomials with argument $`i\mathrm{sinh}(\alpha x)`$.
Although the energy spectra for these potentials are not purely quadratic in $`n`$, it is a simple matter to redefine the quantum number by shifting by $`M`$, in which case the perfect quarterly revivals found above take the slightly modified form
$`\psi (x,t_R/4)`$ $`=`$ $`{\displaystyle \frac{1}{2}}(1i\theta )\psi (x,0)+{\displaystyle \frac{1}{2}}(1+i\theta )\psi (x,0),`$ (15)
$`\psi (x,t_R/2)`$ $`=`$ $`\psi (x,0),`$ (16)
$`\psi (x,3t_R/4)`$ $`=`$ $`{\displaystyle \frac{1}{2}}(1+i\theta )\psi (x,0)+{\displaystyle \frac{1}{2}}(1i\theta )\psi (x,0),`$ (17)
where $`\theta =(1)^M`$. If one chooses $`A/\alpha `$ to be a half-integer, the revival at $`t_R/2`$ is identical to the full revival, yet the perfect quarterly revivals are lost.
Much can be learnt about these systems by preparing an initial wave function from a finite number of eigenstates, and then studying its evolution using Eq.(2). It is common practice to construct the initial wave function using the first $`N`$ modes, with weights $`c_n`$ drawn from a Gaussian distribution centered at some reasonably energetic mode $`\overline{n}`$
$$|c_n|^2\mathrm{exp}\left[\frac{(n\overline{n})^2}{2\sigma ^2}\right].$$
(18)
This simulates, for instance, a laser-prepared state in an ion trap. We have evolved the wave function in the PT and RM potentials using these weights. \[We choose equal phases for the $`c_n`$ in order to create a well-localized initial wave packet. Choosing random phases does not affect the revival structure, but tends to obscure the regularity of the quantum carpets.\] Aside from confirming the perfect quarterly revivals found above, we have found that PT has nearly perfect fractional revival states at rational fractions of the revival time, whereas there is little sign of such nearly perfect states for RM (although they will appear for much higher energy wave packets). In Figs.1 and 2 we illustrate this by showing the probability density $`\rho `$ at times $`t=0,t_R/5,t_R/4`$ and $`t_R/3`$ for PT and RM potentials respectively. To test the robustness of the quarterly revivals we have also evolved an excited wave packet in the RM potential, but away from the rationality condition $`A/\alpha =M`$. We set $`A/\alpha =M+r`$, with $`r(0,1/2)`$. We find imperfect, yet “smooth” fractional revivals at $`t_R/2`$ for general values of $`r`$ (see Fig. 3a). However, the fractional revivals at $`t_R/4`$ are more sensitive to $`r`$, and fade away for $`r>0.25`$ (see Figs. 3b-3d).
The almost perfect fractional revivals for PT may be understood intuitively, since for a wave function constructed around a moderately energetic state, the PT potential closely resembles the ISW – i.e. the harmonic structure of the bottom of the well is barely resolved. \[One may also make a more quantitative argument by changing the basis of Eq.(2) from the PT eigenfunctions to the eigenfunctions of the ISW. One finds that the overlap integrals for large $`n`$ are sharply peaked. Thus the dominant part of the wave function may be expanded (with the weights $`c_n`$) in terms of the energy eigenstates of the ISW, which, as mentioned before, has perfect fractional revivals at all rational fractions of $`t_R`$.\] Given the poor resolution of the structure of the potential, one would also expect that the quantum carpets for PT closely resemble those found for the ISW. This is indeed the case, as shown on the left of Fig.4, where the characteristic rays are clearly visible.
As an alternative to preparing the initial wave function around some energetic state, one can use a weighting that favors the lower-lying states (using an exponentially decaying distribution for the $`c_n`$ for example). We have studied this case, and indeed the correspondence with the ISW disappears, and the evolution of the wave function is a slowly modulated classical oscillation (since the well has a harmonic minimum). The almost perfect fractional revivals are invisible, and the quantum carpet has no structure. The perfect quarterly revivals may still be resolved.
As mentioned above, the RM potential shows little sign of fractional revivals, apart from the perfect quarterly revivals. However, the quantum carpet for this potential reveals considerable structure, as shown on the right of Fig.4; the rays of PT are replaced by a complicated structure of what appear to be non-linear “world lines”. A magnified view of the first perfect quarterly revival is shown in Fig.5.
We have yet to attain a physical understanding of the quantum carpet for RM. Approaches which work well for the ISW are less useful here due to the complicated nature of the eigenfunctions. It is interesting to note that the structures visible in the ISW/PT quantum carpet (i.e. rays) can be interpreted as a superposition of coherent wave packets (CWP) which follow classical trajectories (with a discrete spectrum of initial velocities selected to ensure a perfect revival at $`t=t_R`$). Whether these CWP can be identified with the coherent states corresponding to the ISW is unclear. The apparent world-lines of the RM quantum carpet might also be interpreted in this way, although the CWP no longer follow classical trajectories. This is clear from the manner in which the world lines proceed through the minimum of the potential at $`t=t_R/4`$.
A computational application of our results is the testing of numerical algorithms designed to integrate forward the time-dependent Schrödinger equation. These algorithms do not generally rely upon energy eigenfunction expansions, and testing them against exact results (for general initial conditions, and non-trivial potentials) is difficult due to the scarcity of such results in quantum dynamics. An algorithm which integrates the wave function forward in time in the PT or RM potentials, and successfully generates (i.e. recovers with good precision) perfect quarterly revivals can be trusted in other applications. A positive feature of this test is that one can implement it for any initial condition (strictly true only for PT for which the bound states form a complete set). It is interesting to note that algorithms which use discrete Fourier modes for free-particle propagation will fail to capture perfect revivals, since they are based on a Hamiltonian with a discrete lattice Laplacian, thus replacing the pure $`k^2`$ spectrum by $`2(1\mathrm{cos}k)`$, although they will find increasingly good revival structures as the number of Fourier modes is increased.
In conclusion, we have studied the quantum revivals and carpets for systems with a quadratic energy spectrum and an even potential. We have proven that all such systems have perfect quarterly revivals, in addition to perfect complete revivals. We have studied the time evolution of two such systems – the PT and RM potentials – more closely. From a moderately energetic initial distribution of modes, the evolution of the wave function in PT (being defined in a finite region of space) has many similarities to that of the ISW, with almost perfect fractional revivals at rational fractions of $`t_R`$, and a quantum carpet with characteristic rays. This similarity disappears continuously as one decreases the mean energy of the wave function, thus allowing better resolution of the harmonic minimum of the well. The evolution of the wave function in RM shows little fractional revival structure, apart from the perfect quarterly revivals. Its quantum carpet, although devoid of rays, displays a dazzling pattern, the understanding of which is currently being pursued.
This study has shown that many of the rich dynamical properties of the ISW are fairly generic, thus increasing their experimental relevance. Indeed, the PT and RM potentials capture features of real quantum systems, which are missing in the ISW. Namely, a spatially varying potential energy, with a harmonic minimum; and in the case of RM, a finite number of bound states (see also the discussion of super-revivals in the finite square well). The robustness of the perfect quarterly revivals may well be of interest to experimentalists seeking to create perfect cat states from a localized wave packet. Indeed, this is the initial entangled state required for quantum communication (although “entanglement” usually refers to two or more degrees of freedom), and which is generally created using more complicated laser interferometry. (Fabrication of an approximate RM potential may well be realisable using semiconductor quantum well technology.)
Aside from the PT and RM potentials, there are other potentials which are isospectral to the ISW (and which may be generated using the Darboux transformation). A study of their revival properties may well prove worthwhile. As a final remark, it is noteworthy that the PT potential (with $`M=2`$) and the ISW are supersymmetric partner potentials, and therefore share the same energy spectrum (bar the lowest state). Whether, due to supersymmetry, these systems share other dynamical equivalents, aside from perfect quarterly revivals, is an interesting open question.
T. J. N. thanks Robert R. Jones, Jr for several illuminating discussions. W. L. gratefully acknowledges financial support from the Department of Energy. T. J. N. gratefully acknowledges financial support from the Division of Materials Research of the National Science Foundation.
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# Multiple ejections during the 1975 outburst of A0620-00
## 1 Introduction
A0620$``$00, a low-mass X-ray binary black-hole transient, was discovered in outburst almost 25 years ago. It was detected by the Sky Survey Experiment onboard Ariel V on August 3rd 1975 (Elvis et al. 1975), and subsequently at various other wavelengths (see Kuulkers 1998 for a recent review). The radio source associated with the (soft) X-ray transient was detected almost two weeks after the start of the outburst and was visible for about a fortnight (e.g. Davis et al. 1975; Owen et al. 1976). The initial model to explain the radio outburst light curve was the synchrotron ‘bubble’ model (homogeneous adiabatically expanding sphere of relativistic electrons; e.g. van der Laan 1966; Hjellming & Han 1995). However, this model often does not describe those radio transient light curves which have sufficient coverage (see e.g. Ball 1994), and the reality of relativistic ejections from X-ray binaries is in all likelihood considerably more complex.
Since we have now a bigger sample of (black-hole) radio transients, in several of which the radio emission following X-ray outburst has been clearly resolved into relativistic outflows (e.g. Mirabel & Rodriguez 1994; Tingay et al. 1995; Hjellming & Rupen 1995; Mioduszewski et al. 1998), we decided to re-investigate the radio outburst of A0620$``$00. We report here on the outburst light curves, spectral evolution, and a comparison with its X-ray outburst. We find some evidence from single-baseline interferometry for expansion of the source to an angular size of a several arcsec. We also discuss the radio observations in the framework of the radio transient sample for the black-hole X-ray transients which have similar X-ray properties to A0620$``$00 and have been reasonably well covered in the radio, i.e. GS 1124$``$68 and GS 2000+25.
## 2 Radio emission from A0620$``$00
### 2.1 Observations
We have collected all available radio observations of A0620-00 during its 1975 outburst as reported in the literature. For convenience we give these observations in chronological order in Table 1. Note that for some of the radio observations no exact times were available in the literature; these have been updated by us from private communications. The measurements by Davis et al. (1975) were used after a reassessment of errors.
In the text we will refer to time as given by JD$``$2442000.
We note that, apart from an account of the radio observations of A0620$``$00, Lequeux (1975) mentions that ‘there is a 0.33 Jy radio source following by 27 s’. At the declination of A0620-00 this implies an angular separation of $``$6.8 arcmin; as such this second, bright radio source is unlikely to be related to A0620-00. Inspection of the NRAO VLA Sky Survey archive (NVSS; Condon et al. 1998) reveals several sources at about the correct location and flux densities; Lequeux’s following source is in all likelihood then this group of relatively unvarying field objects.
### 2.2 Light curves and spectral evolution
In Fig. 1 we present the radio outburst light curves of A0620$``$00 at frequencies of 962 MHz, 1400–1420 MHz and at 2380/2695 MHz. This is an update of figure 2 of Hjellming et al. (1988; see also Hjellming & Han 1995). Together with the data points we also show synchrotron bubble model light curves as given by them at the various frequencies<sup>1</sup><sup>1</sup>1An error is present in the equation (2) of Hjellming et al. (1988); however, the model light curve plots are good. For the correct equation we refer to e.g. Hjellming & Johnston (1988) and Ball et al. (1995). Note also that the frequencies labeling the model light curves in Hjellming et al. (1988) are wrong; they should read from top to bottom: 2.7 GHz, 1.4 GHz and 0.96 GHz..
The light curves show that the decline is not a smooth power-law or exponential decay. It seems that there are various local maxima. Especially the ‘newly’ added measurement at 2380 MHz near day 640 obtained by Craft (1975) is far from that expected. It is substantially lower than Owen et al.’s (1976) measurement near day 641 at 2695 MHz. This cannot be due to the slight difference in frequency. So, a maximum was reached in the 2380/2695 MHz band near Owen et al.’s (1976) measurement (whether this is the main peak of the radio outburst or an intermediate maximum we cannot say). This is the first time that it has been shown that there are multiple maxima in the A0620$``$00 radio light curves.
We also plotted the radio spectral evolution as a function of time (Fig. 2). The spectra are drawn from data which were obtained within a time span of maximum 0.36 days. At first, around day 640 the data are consistent with optically thin synchrotron emission, at least between 1.4–2.6 GHz, with a spectral index ($`\alpha =\mathrm{\Delta }\mathrm{log}S_\nu /\mathrm{\Delta }\mathrm{log}\nu `$) around $``$1. By the following day, i.e. day 641, the radio spectrum has inverted. Over the following three days, up until day 644, the spectrum slowly reverts towards an optically thin state. On day 645 another inversion of the spectrum occurs. Possibly a third spectral inversion also occurs on day 648. We have indicated the times of the spectral inversions at the top of Fig. 1 as T2, T3, and T4?, respectively. T1 corresponds to the start of the radio outburst which is not exactly known.
Such spectral changes, corresponding to local maxima in the light curve which peak first at higher frequencies, are indicative of repeated superposition of flares which are initially optically thick. This effect is well observed in a sequence of five major radio flares from Cyg X-3 in 1994 (Fender et al. 1997). Given that much evidence points to the ejection of bright radio-emitting clumps from Cyg X-3 which correspond to these flares (e.g. Geldzahler et al. 1983; Mioduszewski et al. 1998), it seems natural to infer that the secondary maxima and associated spectral changes that we see in the radio light curve of A0620$``$00 correspond to multiple ejections of synchrotron-emitting components from the source.
### 2.3 Single baseline interferometry
Based on the suggestion that A0620$``$00 might exhibit jet ejections we decided to re-examine the radio observations by Davis et al. (1975). These observations were done with the MkII-MkIII interferometer (baseline 24 km) at Jodrell Bank at 962 MHz, where the resolution is 2.5 arcsec. At that time no significant variation with hour angle was detected during the observations. The original raw data were recorded on paper tape, now lost, but luckily various hand drawn plots were found. A reassesment of the errors by us show, however, that the measured fringe visibility varied systematically with hour angle on 23rd August over 0800–1200 (UT), i.e. day 647.8–648.0, in a way which suggested the presence of a slightly extended source. The locus of interferometer baseline with hour angle forms part of an ellipse in the resolution plane. The visibility curve (Fig. 3), though only sampled by taking 1 hour long integrations, was similar to that of SS433, also measured by a single baseline interferometer (Spencer 1979). The maximum amplitude occured at an hour angle which corresponds to a position angle of 45$`\pm `$15 degrees of a slightly extended source. The angular size of a source with simple structure can be found by projecting the observed fringe amplitude onto a line through the origin of the resolution plane at the position angle of the source. The figure shows the visibility along this projected baseline which falls on both sides of the origin. This simple method of model fitting relies on the source being unresolved in a direction perpendicular to the extension, which since the source is only slightly resolved anyway, is a reasonable assumption. We found that A0620$``$00 was extended by 3–4 arcsec by fitting a double source or gaussian to the visibility curve. We note that if the source was a point then there would not be any significant variation of amplitude with baseline length. The effective field of view of such an interferometer is only a few times the resolution and so the effects seen cannot be caused by confusion. Further inspection of the NVSS does not reveal any obvious radio sources within 5 arcmin which may have been responsible for this apparent extension.
This observation was done on a date $``$20 days after the start of the X-ray outburst. If we assume that the extended source is a result from the primary jet ejection and that this originated at the start of the X-ray outburst, the data imply an apparent expansion velocity of the jet of $``$0.9–1.2 c, assuming a distance of 1050 pc (Shahbaz, Naylor & Charles 1994). The apparent jet velocity, however, is $``$0.45–0.6 c, if there was two-sided ejection in a pair of jets. Association of the extended structure with later ejections we infer to have occurred (Section 2.2) only increases this velocity.
## 3 A comparison with similar X-ray transients
### 3.1 X-ray and radio light curves
In Fig. 4 we show the X-ray light curves and radio light curves of A0620$``$00 and two other black-hole X-ray transients with similar X-ray light curves (see e.g. Chen et al. 1997), i.e. GS 1124$``$68 and GS 2000+25. For the radio we show the data at two frequencies in order to get the longest and best coverage. We have also indicated the simple single synchrotron bubble model light curves as derived by Hjellming et al. (1988) and Ball et al. (1995).
As noted before (see Kuulkers 1998, and references therein), the X-ray light curve of A0620$``$00 shows an enhancement for a brief time just after the outburst peak. In the hard X-rays (6–15 keV) this X-ray flare might be even more pronounced (see Kuulkers 1998). Interestingly, the Ginga hard X-ray (9.3–37 keV) light curve of GS 1124$``$68 shows such a pronounced reflare just after the peak of the X-ray outburst (Ebisawa et al. 1994; see also Takizawa et al. 1997 and Fig. 6). A similar conclusion was drawn by Brandt et al. (1992) using Watch data. Note that GRS 1009$``$45 displays a similar hard X-ray feature (see Kuulkers 1998). We suggest that this (hard) X-ray reflare is similar to the one seen in A0620$``$00.
So, although the X-ray light curves are very similar in the three cases, the radio light curves differ considerably. In particular, while we have shown that there is evidence for multiple small ejections comprising the A0620-00 light curve, it shows nothing like the major secondary radio flare observed from GS 1124-68 (see also below). The radio light curve of GS 2000+25 can not really be compared quantitatively with those of A0620$``$00 and GS 1124$``$68 since the parts of the X-ray outbursts covered are different. However, it is interesting to note that GS 2000+25 could have experienced radio outbursts like GS 1124$``$68, since the covered parts of the X-ray outbursts complement each other. Similarly, if GS 1124$``$68 had been covered longer it might have shown a similar decay as GS 2000+25.
Fig. 4 shows that it is difficult to compare observed radio light curves in order to infer similar characteristics, especially if the coverage is different. This applies even more when modeling such light curves. Also, the start of the radio outbursts can not be determined, since the very first rise has not been covered. The radio data are all consistent with the start of the outburst being around the time of the start of the X-ray outburst. Although modeling the radio light curves with a synchrotron bubble model gives a start which lags the X-rays by about ten days, it has been shown that such models do not describe the data very well (see above).
The similar X-ray but dissimilar radio light curves for the three X-ray transients are a strong indication that the radio emission for all these sources arises in relativistic outflows. In this case the X-ray emission is more or less isotropic and similar behaviour is observed regardless of the inclination of the binary. On the other hand, the radio emission, if it arises in relativistic outflows, will be strongly beamed, with both brightness and morphology of light curve affected by the angle to the line of sight. Our inferred jet velocities in the case of A0620$``$00 point to relativistic outflows.
Fig. 5 shows simulated light curves for intrinsically identical radio ejections viewed at differing angles to the line of sight. The model is not meant to be a fit to the data but merely an indication of the angle-dependence of the observed radio light curves. We assume a major ejection at time $`t=0`$ followed by a secondary ejection of half the initial amplitude, $`\mathrm{\Delta }t=4000`$ later. The light curves are superpositions of emission from approaching and receding components from a symmetric ejection with a bulk velocity of 0.9 c. Velocities of this order have been inferred from observations of apparent superluminal motions from GRS 1915+105 (Mirabel & Rodriguez 1994; Fender et al. 1999) and GRO J1655$``$40 (Tingay et al. 1995; Hjellming & Rupen 1995). The individual ejections are modeled as simple synchrotron bubbles using the formulation of Hjellming & Johnston (1988) in their rest frame. We show the results for ejections at angles of 40, 60 and 75 degrees to the line of sight (i.e. equally distributed in $`\mathrm{cos}i`$). For an angle of 40 degrees to the line of sight the emission is dominated by the emission from the two approaching components and twin peaks are seen relatively close together in time. As the angle increases the radio outburst is weaker, broader and smoother.
It is clear from these model light curves that if, as seems likely, the radio emission from most, if not all, X-ray transients arises in relativistic, collimated outflows, then we can expect a variety of radio light curves depending on the angle the outflow makes to the line of sight. In general, broad, weak radio light curves will indicate an outflow near to the plane of the sky suffering Doppler de-boosting, as a result of the radiation being beamed away from the line of sight. Sharper, brighter radio light curves will indicate an outflow closer to the line of sight. In addition, Fig. 5 shows that, for a given radio sensitivity limit we might expect jets nearer to the plane of the sky to appear to rise later and last (slightly) longer than those inclined nearer the line of sight.
Although our model light curves seem to match those observed at face value, we note that the determined inclination of the three sources from optical/IR observations (e.g. Charles 1998) does not fully match from what we would infer from the radio light curves. Ellipsoidal light curve modeling of the orbital light curves indicate that GS 1124$``$68 has a larger inclination ($``$54 degrees) than A0620$``$00 ($``$37 degrees), whereas the radio light curve is more peaked in the case of GS 1124$``$68 and thus one would infer a smaller inclination than compared to A0620$``$00. Although we recognize this problem we note that other factors may complicate the light curves, such as the time between two ejections and their relative strength and their speed. At least we have shown that qualitatively radio light curves change as a function of inclination when jets move near the speed of light, which may explain the observed radio behaviour.
### 3.2 A closer look at GS 1124$``$68
Brandt et al. (1992) concluded that the hard X-ray peaks in the outburst light curve of GS 1124$``$68 were $``$13 days apart, i.e. very similar to the time span between the first radio measurement and the peak of the radio reflare. However, according to Brandt et al. (1992) the radio was delayed by $``$7 days with respect to the X-rays. In Fig. 5 we plot the Ginga hard X-ray (9.3–37 keV) light curve and the radio light curve near the start of the outburst. Indeed the correlation between the X-rays and radio is striking, but a detailed look reveals that a $``$7 day delay does not fit both light curves. We conclude that the first rapid decline in the radio follows the rapid decline in the hard X-rays by about $``$3 days, whereas the peak of the second radio flare is $``$10 days after the second hard X-ray flare. Such radio delays with respect to hard X-rays are not uncommon in X-ray transients; an example is GRO J1655$``$40 which has shown similar hard X-ray and radio light curves near the beginning of its outburst (e.g. Harmon et al. 1995).
## 4 conclusions
We have shown that the radio outburst of A0620$``$00 in 1975 is consistent with multiple ejection events, with the jets most probably moving at near the speed of light, as has been inferred for GRO J1655$``$40 and GRS 1915+105. This strengthens the suggestion (e.g. Hjellming & Rupen 1995) that most, maybe all, (soft) X-ray transients undergo radio outbursts at the time of their X-ray and optical outbursts, and that they generally consist of multiple ejections, presumably of a significant fraction of the accretion disc.
We note that recently it has been reported that sources showing similar X-ray (spectral) behaviour as A0620$``$00 (e.g. GS 1124$``$68 and GS 2000+25) do not contain a rapidly spinning black hole and it has been suggested that such systems can not form relativistic jets (Zhang, Cui & Chen 1997; see also Cui, Zhang & Chen 1998). Our single baseline interferometry suggests, however, relativistic jet speeds in the case of A0620$``$00, which is in contradiction with their suggestion. Determining whether black-holes spin or not from fairly simplistic X-ray modelling may therefore be rather uncertain.
By comparing (soft) X-ray transients with similar X-ray behaviour we find that the radio emission displays different light-curve shapes and strengths. This strongly supports isotropic X-ray emission, whereas the radio emission is beamed (i.e. in the form of jets). A first qualitative modeling of such a geometry seems to match the observed variety of radio light curves, and seems to strengthen the hypothesis that the jets are moving at considerable speed.
## acknowledgments
We gratefully acknowledge the use of the processed SAS-3 data of A0620$``$00 from Kenneth Plaks, Jonathan Woo and George Clark. We thank Lewis Ball for providing the radio measurements of GS 1124$``$68, Wan Chen for the Ariel V ASM data and part of the Ariel V SSE data of A0620$``$00, Ken Ebisawa for the Ginga LAC measurements of GS 1124$``$68 and Shunji Kitamoto for the Ginga ASM measurements of GS 1124$``$68 and part of GS 2000+25.
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# 1 Introduction
## 1 Introduction
The set covering problem (SCP) is a well known NP-hard combinatorial optimization problem, which represents many real-world resource allocation problems. Exact solutions can be obtained by e.g. a branch-and-bound approach for modestly sized problems. For larger problems various approximative schemes have been suggested (see e.g. ). In this paper we develop a novel approach based on feedback Artificial Neural Networks (ANN), derived from the mean field approximation to the thermodynamics of spin systems.
ANN is a computer paradigm that has gained a lot of attention during the last 5-10 years. Most of the activities have been directed towards feed-forward architectures for pattern recognition or function approximation. ANN, in particular feedback networks, can also be used for difficult combinatorial optimization problems (e.g. -). Here ANN introduces a new method that, in contrast to most existing search and heuristics techniques, is not based on exploratory search to find the optimal configuration. Rather, the neural units find their way in a fuzzy manner through an interpolating, continuous space towards good solutions. There is a close connection between feedback ANN and spin systems in statistical physics. Consequently, many mathematical tools used for dealing with spin systems can be applied to feedback ANN. Two steps are involved when using ANN for combinatorial optimization:
1. Map the problem onto an energy function, e.g.
$$E\left(𝒮\right)=\frac{1}{2}\underset{ij}{}w_{ij}s_is_j$$
(1)
where $`𝒮=\left\{s_i;i=1\mathrm{}N\right\}`$ is a set of binary spin variables $`s_i\{0,1\}`$, representing the elementary choices involved in minimizing $`E`$, while the weights $`w_{ij}`$ encode the costs and constraints.
2. To find configurations with low $`E`$, iterate the mean field (MF) equations
$$v_i=1/\left(1+\mathrm{exp}\left(\frac{1}{T}\frac{E\left(𝒱\right)}{v_i}\right)\right)$$
(2)
where $`T`$ is a fictitious temperature while $`𝒱=\left\{v_i\right\}`$, where $`v_i[0,1]`$ represents the thermal average $`s_i_T`$, and allows for a probabilistic interpretation.
Eqs. (1,2) only represent one example. More elaborate encodings have been considered, e.g. based on Potts spins allowing for more general basic decisions elements than simple binary ones . A propagator formalism based on Potts neurons has been developed for handling topological complications in e.g. routing problems .
The ANN approach for SCP that we develop here differs from the one that was successfully used for the somewhat related knapsack problem in , in particular with respect to encoding the constraints. Whereas a non-linear step-function was used in , we will here use a multilinear penalty, which in addition to being theoretically more appealing, also appears to be very efficient. Furthermore, an automatic procedure for setting the relevant $`T`$-scale is devised.
The algorithm is extensively tested against a set of publicly available benchmark problems with sizes (rows$`\times `$columns) ranging from 200$`\times `$1000 to 5000$`\times `$10<sup>6</sup>. The approach yields results, typically within a few percent from the exact optimal solutions, for sizes where these are available. Comparisons with other approximate methods also come out well. The algorithm is extremely rapid – the typical CPU demand is only a few seconds (on a 400MHz Pentium II).
A public domain WWW server has been set up, where arbitrary problems can be solved interactively.
This paper is organized as follows: In Sect. 2 we define the set covering problem, and in Sect. 3 we describe its encoding in terms of a neural network energy function and discuss the mean field treatment. Sect. 4 contains numerical explorations and comparisons. A brief summary is given in Sect. 5. Appendices A and B contain a derivation of the mean field equations, and some algorithmic implementation issues, respectively. Tables from the numerical explorations are found in Appendix C, while Appendix D contains pointers and instructions for the WWW server. It should be stressed that this paper is self-contained – no prior knowledge of feedback neural networks or the mean field approximation is necessary.
## 2 The Set Covering Problem
The set covering problem (SCP) is the problem of finding a subset of the columns of an $`M`$x$`N`$ zero-one matrix $`A=\{a_{ki}\{0,1\};k=1,\mathrm{},M;i=1,\mathrm{},N\}`$ that covers all rows at a minimum cost, based on a set of column costs $`\{c_i;i=1,\mathrm{},N\}`$. SCP is conveniently described using a set of binary variables, $`𝒮=\{s_i\{0,1\};i=1,\mathrm{},N\}`$. More precisely, SCP is defined as follows:
Minimize $`{\displaystyle \underset{i=1}{\overset{N}{}}}c_is_i`$ (3)
subject to $`{\displaystyle \underset{i=1}{\overset{N}{}}}a_{ki}s_i1,k=1,\mathrm{},M`$ (4)
with $`s_i\{0,1\}i=1,\mathrm{},N`$ (5)
Eq. (4) states that at least one column must cover a particular row. The special case where all costs $`c_i`$ are equal is called the unicost SCP. There is subclass of SCPs that has a nice graphical interpretation: If the zero-one matrix $`A`$ has the property that each row contains exactly two 1’s then we can interpret $`A`$ as the vertex-edge matrix of a graph with $`N`$ vertices and $`M`$ edges. The unicost SCP is then a vertex covering problem, where the task is to find the minimal number of vertices that covers all edges of the graph. SCPs (including weighted vertex covering) are NP-hard combinatorial optimization problems. If the inequalities of Eq. (4) are replaced by equalities, one has the set partition problem (SPP). Both SCP and SPP have numerous resource allocation applications.
The following quantities will be used later:
Density: $`\rho ={\displaystyle \frac{1}{MN}}{\displaystyle \underset{ki}{}}a_{ki}`$ (6)
Column Sums: $`\widehat{N}_i={\displaystyle \underset{k}{\overset{M}{}}}a_{ki}`$ (7)
Row Sums: $`\widehat{M}_k={\displaystyle \underset{i}{\overset{N}{}}}a_{ki}`$ (8)
## 3 The Mean Field Approach
### 3.1 The Energy Function for SCP
We start by mapping the SC problem of Eqs. (3, 4, 5) onto a spin energy function $`E(𝒮)`$ (step 1 in the introduction),
$$E(𝒮)=\underset{i=1}{\overset{N}{}}c_is_i+\alpha \underset{k=1}{\overset{M}{}}\underset{i=1}{\overset{N}{}}\left(1a_{ki}s_i\right)$$
(9)
The first term yields the total cost and the second one represents the covering constraint of Eq. (4) by imposing a penalty if a row is not covered by any column.
The constraint term is a multilinear polynomial in the spin variables $`s_i`$, i.e. it is a linear combination of products $`s_1s_2\mathrm{}s_K`$ of distinct spins. This is attractive from a theoretical point of view, and the differentiability of $`E`$ enables a more quantitative analysis of the dynamics of the mean field algorithm.
An alternative would be to implement the inequality constraints using a piecewise linear function ,
$$\alpha \underset{k=1}{\overset{M}{}}\varphi \left(1\underset{i=1}{\overset{N}{}}a_{ki}s_i\right)$$
(10)
with $`\varphi (x)=x\mathrm{\Theta }(x)=x`$ if $`x>0`$ and 0 otherwise. This yields a non-differentiable energy function and generally an inferior performance as compared to the polynomial representation (9).
### 3.2 The Statistical Mechanics Framework
The next step is to minimize $`E(𝒮)`$. Using some local updating rule will most often yield a local minimum close to the starting point, with poor solutions as a result. Simulated annealing (SA) is one way of escaping from local minima since it allows for uphill moves in $`E`$. In SA a sequence of configurations $`𝒮`$ is generated according to a stochastic algorithm, such as to emulate the probability distribution
$$P(𝒮)=\frac{e^{E\left(𝒮\right)/T}}{{\displaystyle \underset{𝒮^{}}{}}e^{E\left(𝒮^{}\right)/T}}$$
(11)
where the sum runs over all possible configurations $`𝒮^{}`$. The parameter $`T`$ (temperature) acts as a noise parameter. For large $`T`$ the system will fluctuate heavily since $`P(𝒮)`$ is very flat. For the SCP this implies that the sequence contains mostly poor and infeasible solutions. On the other hand, for a small $`T`$, $`P(𝒮)`$ will be narrow, and the sequence will be strongly dependent upon the initial configuration and contain configurations only from a small neighborhood around the initial point. In SA one generates configurations while lowering $`T`$ (annealing), thereby diminishing the risk of ending up in a suboptimal local minimum. This is quite CPU-consuming, since one has to generate many configurations for each temperature following a careful annealing schedule (typically $`T_k=T_0/\mathrm{log}(1+k)`$ for some $`T_0`$) in order to be certain to find the global minimum.
In the mean field (MF) approach the costly stochastic SA is approximated by a deterministic process. MF also contains an annealing procedure. The original binary variables $`s_i`$ are replaced by continuous mean field variables $`v_i[0,1]`$, with a dynamics given by iteratively solving of the MF equations for each $`T`$.
An additional advantage of the MF approach is that the continuous mean field variables can evolve in a space not accessible to the original variables. The intermediate configurations at non-zero $`T`$ have a natural probabilistic interpretation.
### 3.3 Mean Field Theory Equations
Our objective is now to minimize $`E`$ using the MF method. The binary spin variables $`s_i`$ are replaced by mean field variables $`v_i`$, representing solutions to the MF equations (a derivation of these is given in Appendix A).
$$v_i=1/\left(1+\mathrm{exp}\left(\frac{1}{T}\mathrm{\Delta }E_i\left(𝒱^{(i)}\right)\right)\right),i=1,\mathrm{},N$$
(12)
where
$$\mathrm{\Delta }E_i\left(𝒱^{(i)}\right)=E\left(𝒱^{(i)},v_i=1\right)E\left(𝒱^{(i)},v_i=0\right)=E/v_i$$
(13)
The set $`𝒱^{(i)}`$ denotes the complementary set $`\{v_j,ji\}`$. From Eq. (9) we get
$$\mathrm{\Delta }E_i\left(𝒱^{(i)}\right)=c_i\alpha \underset{k=1}{\overset{M}{}}a_{ki}\underset{ji}{\overset{N}{}}\left(1a_{kj}v_j\right)$$
(14)
The MF equations are solved iteratively while annealing in $`T`$. It should be noted that the equation for $`v_i`$ does not contain any feedback, i.e no explicit dependence on $`v_i`$ itself. This yields a smooth convergence, and it is usually only necessary with a few iterations at each value of $`T`$. What remains to be specified are the parameters $`\alpha `$ and $`T`$. The latter will be discussed next and we return to the choice of $`\alpha `$ in connection with the numerical explorations in Sect. 4.
### 3.4 Critical Temperatures
In the limit of high temperatures, $`T\mathrm{}`$, the MF variables $`\{v_i\}`$ will, under the dynamics defined by iteration of Eq. (12), converge to a trivial symmetric fixed point with $`v_i=1/(1+\mathrm{exp}(0))=\frac{1}{2}`$, corresponding to no decision taken. At a finite but high $`T`$, the corresponding fixed point will typically deviate slightly from the symmetric point.
For many problems, a bifurcation occurs (indicative of a transition from a disordered phase to an ordered one) at a critical temperature $`T_c`$, where the trivial fixed point loses stability and other fixed points emerge, which as $`T0`$ converge towards definitive candidate solutions to the problem, in terms of $`v_i\{0,1\}`$. For some problems, a cascade of bifurcations occur, each at a distinct critical temperature, but in the typical case there is a single bifurcation.
It is then of interest to estimate of the position of $`T_c`$, which defines a suitable starting point for the MF algorithm. Such an estimate can be obtained by means of a linear stability analysis for the dynamics close to the fixed point. For the special case of a symmetric unicost SCP with constant row and column sums for the matrix $`A`$, there will be a sharp transition around
$$T_c\alpha \rho ^2M2^{\rho N}$$
(15)
where $`\rho `$ is defined in (6).
For non-unicost problems, $`T_c`$ is harder to estimate, and there might even be no bifurcation at all. For such problems, a suitable initial $`T`$ is instead determined by means of a fast preliminary run of the algorithm (see below).
## 4 Numerical Explorations
### 4.1 Implementation Details
The annealing schedule for $`T`$ and the value of the constraint parameter $`\alpha `$ have to be determined before we can run the algorithm. The former is accomplished by a geometric decrease of $`T`$,
$$T_{t+1}=kT_t$$
(16)
where $`k`$ is set to 0.80 and $`T_0`$ is determined by a fast prerun of the algorithm (see below). The number of iterations of Eqs. (12) for each value of $`T`$ is not fixed; $`T`$ is lowered only when all $`v_i`$ have converged.
In order to ensure a valid solution at low $`T`$, the size of the constraint term in Eq. (14) must be larger than the largest cost $`c_{max}`$ that is part of the solution. Using a too large $`\alpha `$ will however reduce the solution quality since $`E`$ is then dominated by the covering constraint. Our choice of $`\alpha `$ therefore depends on $`c_{max}`$. Ideally, $`M/(\rho M)=1/\rho `$ columns would suffice to cover each row of $`A`$. If we further optimistically assume that the $`1/\rho `$ smallest costs can be chosen for the solution, $`c_{max}`$ can easily be found. However, for most problems we need more than $`1/\rho `$ columns, which makes it difficult to estimate $`c_{max}`$ except for unicost problems where all column costs are equal.
To determine (an approximate) $`c_{max}`$ for a non-unicost SCP, we perform a fast prerun with a smaller annealing factor $`k=0.65`$, and with $`\alpha =1.01`$. From this prerun one can also obtain an estimate the critical temperature $`T_c`$ as the $`T`$ where the saturation (defined below) deviates from 0. The second run is then initated at $`T_0=2T_c`$, thereby avoiding unnecessary updates of $`v_i`$ at high $`T`$.
This procedure for setting $`\alpha `$ also requires rescaling of the costs; for all problems we set $`c_ic_i/\mathrm{max}_j(c_j)`$. See Table 1 for a summary of the parameters used.
The evolution of the MF variables $`\{v_i\}`$ is conveniently monitored by the saturation $`\mathrm{\Sigma }`$,
$$\mathrm{\Sigma }=\frac{4}{N}\underset{i=1}{\overset{N}{}}\left(v_i1/2\right)^2$$
(17)
A completely “undecided” configuration, $`\mathrm{\Sigma }=0`$, means that every $`v_i`$ has the value $`1/2`$. During the annealing process, as the $`v_i`$ approach either 1 or 0, $`\mathrm{\Sigma }`$ converges to 1. The transition between $`\mathrm{\Sigma }=0`$ and $`\mathrm{\Sigma }=1`$ is usually smooth for a generic SCP. However, when a bifurcation is encountered (see above), $`\mathrm{\Sigma }`$ can change abruptly; this occurs e.g. for unicost SCP where there is no natural ordering among the costs $`\{c_i\}`$.
Fig. 1 shows the evolution of the mean field variables $`\{v_i\}`$ and the saturation $`\mathrm{\Sigma }`$ for the problems 4.1 and cyc09; the latter is a unicost problem (see Appendix C), and as can be seen from Fig. 1b, it clearly exhibits a bifurcation.
A summary of the algorithm can be found in Appendix B, while Appendix D gives the address of and instructions for a WWW server, where the MF algorithm is applied to user-defined SCPs.
### 4.2 Numerical Results
The performance of the algorithm is evaluated using 16 problem sets found in the OR-Library benchmark database . These 16 sets consist of 91 problems, out of which 19 are unicost SCP. The algorithm is coded in C and the computations are done on a 400MHz Pentium II PC. The details of the OR-library problems are given in Table C1 and our results can be found in Tables C2, C3 and C4 in Appendix C. The optimal or currently best known values are taken from refs. .
For each of the test SCPs, 10 trials of our algorithm are performed. In Tables C2-C4, the best and the average costs are listed for each problem. For 10 of the problems our method found the optimal solution. The MF results typically are within a few percent of the optimal solutions, as can be seen in Table 2. Large relative deviations from optimum are seen in the unicost CLR problems, which appear to be difficult for our approach. However, the optimal (integer) costs for these problems are low (23 - 26); this gives a large effect on the relative deviations even for a small change in the found costs. Decreasing the obtained costs by unity will change the mean relative deviation from $`16\%`$ to $`10\%`$. It is also important to notice that we use a common set of algorithm parameters ($`\alpha ,k,T_0`$) for all unicost problems, without any parameter optimization for each problem. Another set of parameters might be more advantageous for the CLR problems.
In our implementation of the MF algorithm, the time $`\tau `$ for a complete update of all variables $`\{v_i\}`$ scales approximately linearly with the number of non-zero entries in $`A`$,
$$\tau NM\rho $$
(18)
This appealing property is feasible due to efficient calculations of $`\mathrm{\Delta }E_i`$ in Eq. (14) that utilizes the sparse nature of $`A`$. For the total solution time, $`\tau `$ should be multiplied by the number of iterations needed – empirically around 100, independently of problem size. Fig. 2 shows the mean solution time versus $`NM\rho `$.
Compared to other heuristic approaches, ours does not find the optimal cost as often as e.g the genetic algorithm . It is however very competitive with respect to speed. In ref. nine different approximation algorithms were tested on a large number of unicost problems (including the set considered here); our approach is comparable to the top ones in both performance and speed.
## 5 Summary
We have developed a mean field feedback neural network approach for solving set covering problems. The method is applied to a standard set of benchmark problems available in the OR-library database. The method is also implemented in a public WWW server.
The inequality constraints involved are conveniently handled by means of a multi-linear penalty function that fits nicely into the mean field framework. The bifurcation structure of the mean field dynamics involved in the neural network approach is analyzed by means of a linearized dynamics. A simple and self-contained derivation of the mean field equations is provided.
High quality solutions are consistently found throughout a range of problem sizes ranging up to $`5\times 10^3`$ rows and $`10^6`$ columns for the OR-library problems without having to fine-tune the parameters, with a time consumption scaling as the number of non-zero matrix elements. The approach is extremely efficient, typically requiring a few seconds on a Pentium II 400 MHz computer.
The mean field approach to SCP can easily be modified to apply to the related, and more constrained, set partitioning problem. One simply has to replace the inequality constraint term with one that handles the equality constraint present in the set partitioning problem.
### Acknowledgments:
This work was in part supported by the Swedish Natural Science Research Council, the Swedish Board for Industrial and Technical Development and the Swedish Foundation for Strategic Research.
## Appendix Appendix A. Mean Field Approximation
Here follows for completeness a derivation of the mean field equations (see e.g. ). Let $`E\left(𝒮\right)`$ be an energy function of a set of binary decision variables (spins) $`𝒮=\{s_i|s_i\{0,1\},i=1,\mathrm{},N\}`$. If we assume a Boltzmann probability distribution for the spins, the average $`s_i_T`$ will be given by
$$s_i_T=\frac{{\displaystyle \underset{𝒮}{}}s_i\mathrm{exp}\left(E(𝒮)/T\right)}{{\displaystyle \underset{𝒮}{}}\mathrm{exp}\left(E(𝒮)/T\right)}$$
(A1)
where the sums run over all possible configurations $`𝒮`$. We can manipulate this expression to obtain,
$$s_i_T=\frac{{\displaystyle \underset{𝒮}{}}\mathrm{exp}\left(E(𝒮)/T\right){\displaystyle \frac{{\displaystyle \underset{s_i=0,1}{}}s_i\mathrm{exp}\left(E(𝒮^{(i)},s_i)/T\right)}{{\displaystyle \underset{s_i=0,1}{}}\mathrm{exp}\left(E(𝒮^{(i)},s_i)/T\right)}}}{{\displaystyle \underset{𝒮}{}}\mathrm{exp}\left(E(S)/T\right)}$$
(A2)
where $`𝒮^{(i)}`$ denotes the set $`\{s_j,ji\}`$ of all spins but $`s_i`$. If we now perform the sums over $`s_i`$ in the numerator, we get
$`s_i_T`$ $`=`$ $`{\displaystyle \frac{{\displaystyle \underset{𝒮}{}}\mathrm{exp}\left(E(𝒮)/T\right){\displaystyle \frac{1}{1+\mathrm{exp}\left(\mathrm{\Delta }E_i/T\right)}}}{{\displaystyle \underset{𝒮}{}}\mathrm{exp}\left(E(𝒮)/T\right)}}{\displaystyle \frac{1}{1+\mathrm{exp}\left(\mathrm{\Delta }E_i/T\right)}}_T`$ (A3)
$`\text{where}\mathrm{\Delta }E_i(𝒮^{(i)})`$ $`=`$ $`E(𝒮^{(i)},s_i=1)E(𝒮^{(i)},s_i=0)`$ (A4)
So far there are no approximations, the expression for $`s_i_T`$ has just been rewritten. Eq. (A3) states that the expectation value of $`s_i`$ is equal to the expectation value of a nonlinear function $`f`$ of all the other spins. The mean field approximation consists of approximating the expectation value $`f\left(𝒮^{(i)}\right)`$ by $`f\left(𝒮^{(i)}\right)`$. With $`v_i`$ denoting $`s_i`$, and $`𝒱^{(i)}`$ the complementary set $`\{v_j,ji\}`$, this amounts to making the replacement
$$\frac{1}{1+\mathrm{exp}\left(\mathrm{\Delta }E_i\left(𝒮^{(i)}\right)/T\right)}_T\frac{1}{1+\mathrm{exp}\left(\mathrm{\Delta }E_i\left(𝒱^{(i)}\right)/T\right)}$$
(A5)
in Eq. (A3). This results in a set of self-consistency equations for $`𝒱`$, the mean field equations
$$v_i=\frac{1}{1+\mathrm{exp}\left(\mathrm{\Delta }E_i\left(𝒱^{(i)}\right)/T\right)},i=1\mathrm{}N$$
(A6)
which in general must be solved numerically, e.g. by iteration.
The mean field approximation often becomes exact in the limit of infinite range interactions where each spin variable interacts with all the others. This can be seen from $`\mathrm{\Delta }E_i(𝒮^{(i)})`$ which then becomes a sum of many (approximately) independent random numbers, and a central limit theory can be applied.
## Appendix Appendix B. Algorithm Details
Here follows a summary of the MF annealing algorithm for finding approximate solutions to set covering problems. The procedure presented below is used for all problems in this study except for the large rail problems where numerical problems caused by limited machine precision comes into play. The problem arises when calculating the product in Eq. (14), which for large problems can contain many factors. A work-around is implemented by a simple truncation,
$$v_i:=\{\begin{array}{cc}0\hfill & \text{if }v_i<0.05\hfill \\ v_i\hfill & \text{otherwise}\hfill \end{array}$$
(B1)
This numerical fix is only used when calculating the $`\mathrm{\Delta }E_i\left(𝒱^{(i)}\right)`$ in Eq. (14).
Algorithmic outline of our approach:
## Appendix Appendix C. Benchmark Results
## Appendix Appendix D. WWW Server
A program executing the mean field algorithm for set covering problems as presented in this paper can be publicly used by means of a World Wide Web server. A user can interactively submit a file defining an instance of SCP, and obtain the found solution. The URL of the WWW server is:
http://www.thep.lu.se/complex/mf\_server.html
An instance of SCP is defined by specifying the costs $`c_i`$ and the matrix $`A`$. Two formats, row and column ordering, are supported for the file that lists $`c_i`$ and the none-zero entries of $`A`$; they are defined as follows:
The column sums $`\widehat{N}_i`$ and row sums $`\widehat{M}_k`$ are defined in Eqs. (7-8). As an example, consider the SCP instance defined by
$$\stackrel{}{c}=(1,2,3,4,5),A=\left(\begin{array}{ccccc}1& 0& 1& 0& 1\\ 0& 1& 0& 1& 0\\ 1& 1& 0& 0& 1\\ 0& 0& 1& 1& 1\end{array}\right)$$
(D1)
for which the column and row ordering formats read:
Row Ordering
4 5
1 2 3 4 5
3 1 3 5
2 2 4
3 1 2 5
3 3 4 5
Column Ordering
4 5
1 2 1 3
2 2 2 3
3 2 1 4
4 2 2 4
5 3 1 3 4
The solver returns the found cost (energy) $`E`$ (Eq.(3)), together with a characterization of the problem. Upon request, a file that lists the columns used in the solution is also provided.
There is a limitation ($`B`$) on the size of the problems that can be submitted to the server. Instances of SCP with $`MN\rho >B`$ will not be considered. Presently $`B`$, which is limited by the available memory of the server, is given by $`3x10^6`$.
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# Nucleosynthesis and Gamma Ray-Line Astronomy
## 1 Observational status
The experimental situation in gamma ray line astronomy was summarized by G. Vedrenne. The highlights are: i) the discovery (1) of <sup>44</sup>Ti emission from the Vela region (GRO JO852-4642) near a new supernova remnant detected in X rays by the ROSAT satellite (2); ii) the positive detection of a recent SNIa by COMPTEL (SN 1998bu) located at 8.1 Mpc (3); iii) the release of a new <sup>26</sup>Al COMPTEL map derived from the observations using a sophisticated technique of data analysis (4); iv) the withdrawal of the Orion gamma ray line data, followed immediately by the announcement of a similar emission from the Vela region (5). In addition, P. von Balmoos presented a review on the origin of galactic positrons, including compact galactic sources and radioactive nuclei (<sup>26</sup>Al, <sup>44</sup>Ti, <sup>56</sup>Co).
## 2 Production of radioactive nuclei in thermal nucleosynthesis
### 2.1 Non explosive nucleosynthesis: AGB and Wolf-Rayet stars
G. Meynet analyzed the synthesis of <sup>26</sup>Al in AGB and WR stars. Production in AGB stars falls short from explaining the required live radioactive aluminum in the galaxy (about 2M), but WR stars remain a serious candidate. Indeed, the detailed analysis of the COMPTEL <sup>26</sup>Al map and its correlation with the free-free emission of the galactic disk, as observed by COBE, indicates that massive stars are the most likely candidates for <sup>26</sup>Al production (4). But at the moment, it is not possible to discriminate between core collapse supernovae and WR stars since neither the Vela SNR nor the $`\gamma `$ Velorum WR star coincide with peaks on the 1.8 MeV COMPTEL map. The absence of a clear detection signal implies that the progenitor of WR11 in Vela has a mass less than 40 M.
M. Arnould, broadening the scope, has pointed out the exceptional interest of radionuclide astrophysics at large, since it provides strong links between gamma ray astronomy, chemical evolution of the galaxy, stellar nucleosynthesis, and the physico-chemistry of circumstellar envelopes, the ISM, and the early solar system. After a critical analysis of all nucleosynthetic sites, he concluded that WR modeling is immensely simpler than that of AGB stars, novae and supernovae. He surmised that WR stars might be of interest to cosmochemists since they could provide a wealth of isotopic anomalies, potentially observable in meteorites.
### 2.2 Explosive nucleosynthesis
A. Core collapse supernovae and their remnants (SNII).
The nucleosynthesis of <sup>26</sup>Al and <sup>44</sup>Ti by core collapse was critically examined by F-K. Thielemann. Taking for example a 15 M star, the <sup>26</sup>Al yields of (6) and (7) differ significantly (3$`\times `$10<sup>-8</sup> against 2.7$`\times `$10<sup>-6</sup> M). The origins of differences concern the choice of the still controversial <sup>12</sup>C($`\alpha ,\gamma `$)<sup>16</sup>O reaction rate, and above all the treatment of convection (Schwarzschild or Ledoux + semiconvection, rotationally induced mixing and so on). Concerning the Fe-group elements, the variations between models are expected to be more acute due to a different simulation of the explosion, affecting the mass cut. Surprisingly, for the 15 M model, the amounts of ejected <sup>44</sup>Ti, <sup>56</sup>Ni, <sup>57</sup>Ni are similar in both cases (respectively 6$`\times `$10<sup>-5</sup>, 0.1 and 4$`\times `$10<sup>-3</sup> M). However, the optimism should be tempered since the <sup>44</sup>Ti yield varies a lot as a function of mass between the different authors. Anyway, using the new half-life determination (59-62 yr), the amounts of <sup>44</sup>Ti ejected by SN 1987A (estimated from the late light curve, roughly 10<sup>-4</sup> M), Cas A (about 1.3$`\times `$10<sup>-4</sup> M from gamma rays) and JO852-4642 in Vela (5$`\times `$10<sup>-5</sup> M) can be explained with a calculation employing spherical symmetry. Concerning the synthesis of Fe, the main question is whether the mass of <sup>56</sup>Ni (<sup>56</sup>Fe) ejected by core collapse supernova decreases or not as a function of the mass of the progenitor above 20 M. Light curve analyses that should help to solve this question are for the moment limited to the low mass range (less than 30 M), unfortunately. So the question remains unsettled.
B. Thermonuclear supernovae (SNIa).
Type Ia supernovae are expected to produce greater quantities of <sup>56</sup>Ni and to become transparent to gamma rays earlier than their gravitational counterparts of high masses (SNII, SNIb, SNIc), as was discussed by S. Kumagai. Thus they are good targets of opportunity for gamma ray line astronomy. Indeed, an unusually bright SNIa (SN1991T), located at 13 - 17 Mpc, was already observed by COMPTEL at the edge of the Virgo cluster, close to the detection limit. The amount of ejected <sup>56</sup>Ni derived from the observation (higher than 1 M) appears quite unusual, as does SN1991T itself. SN 1998bu, at a distance of 8.2 Mpc, presents certain similarities to SN 1991T. However, contrary to SN 1991T, the mean 847 keV line flux observed by COMPTEL from 5 to 131 days after the appearance of the supernova is somewhat low compared to the predictions of the models.
Concerning the observability of type Ia supernovae by INTEGRAL, S. Kumagai gave a mildly optimistic view. However, recent work (8), that took into account the width of the 847 keV <sup>56</sup>Co decay line, tempers this enthusiasm somewhat. If, by chance, an SNIa is captured by INTEGRAL in good conditions, the observation would help to calibrate the explosion models, the ejecta structure and the <sup>56</sup>Ni distribution.
C. Novae
The best prospects are the lines resulting from <sup>7</sup>Be and <sup>22</sup>Na decays. None of these have been observed up to now. Only upper limits exist (2$`\times `$10<sup>-8</sup> M) on the ejected <sup>22</sup>Na from neon rich novae. The GRO sky survey at 1.275 MeV gives only a marginal excess from South Aquila. M. Hernanz presented detailed nucleosynthesis calculations in nova explosions, employing hydrodynamical models for a variety of CO and ONe white dwarf masses. The low ejected mass of <sup>22</sup>Na obtained in the ONe model is consistent with the observational upper limit. Only nearby novae should be captured by INTEGRAL, through the radioactive decay of <sup>7</sup>Be (CO novae: 500 pc) and <sup>22</sup>Ne (1.5 kpc, (9)). In all models a strong continuum dominates the gamma ray spectrum during the early period of expansion. This short and intense emission could be detected at least up to 3 kpc, during a few hours (10).
## 3 Non thermal gamma ray lines and associated nucleosynthesis
A broad overview of all aspects of gamma ray lines induced by non thermal particles in various astrophysical sites, including solar flares, was presented by R. Ramaty. The <sup>12</sup>C and <sup>16</sup>O lines, at 4.438 and 6.129 MeV, can only be produced by non thermal particle interactions, a fact that can be used to distinguish a nonthermal from a nucleosynthetic origin of an observed gamma ray line spectrum. The <sup>12</sup>C and <sup>16</sup>O lines, as well as many others have been observed from solar flares. The most prominent ones are at 2.223 MeV following neutron capture on H, at 0.511 MeV from positron annihilation (both the neutrons and positrons results from nonthermal particle interactions), at 1.634 MeV from <sup>20</sup>Ne and at 0.429 and 0.478 MeV from <sup>7</sup>Be and <sup>7</sup>Li produced in interactions of fast $`\alpha `$ particles with He. These lines have provided much new information on particle acceleration as well as on the properties of the solar atmosphere (11, 12). With the withdrawal of the COMPTEL observations of the <sup>12</sup>C and <sup>16</sup>O lines from Orion, there remains no convincing evidence for such lines from non-solar sites. But the fast particles which produce the lines could have an important role in the origin of some of the light elements, in particular Be (13). This was the subject of a recent conference, the proceedings of which should appear shortly (see 14).
## 4 Conclusion
The COMPTON GRO mission has provided a wealth of data which has given a strong impetus to nuclear astrophysics. Now a new episode is opening up with INTEGRAL. In this context, F. Lebrun has shown the potential of the INTEGRAL satellite. The high quality spectroscopy of the SPI instrument, between 2 keV and 1 MeV, will shed light on fundamental questions of nucleosyntheis. Lines from <sup>44</sup>Ti decay will be observed with both the SPI spectrometer and the IBIS imager. The proceedings of the invited talks and posters are available in the CDROM of the Texas Symposium.
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# Variational properties of a nonlinear elliptic equation and rigidity
## 1 Introduction and main results
In this paper we discuss variational properties of classical solutions of the nonlinear equation
$$\mathrm{\Delta }u=V_u^{}(u,x_1,\mathrm{},x_n)$$
(1.1)
which is the Euler-Lagrange equation of the functional
$$I(u)=\frac{1}{2}\left(u\right)^2V(u,x_1,\mathrm{},x_n)dx_1\mathrm{}dx_n$$
(1.2)
The main question which is addressed here is the following: under what conditions on the potential $`V`$ are all classical solutions of (1.1) globally minimising for the functional (1.2)? By a global minimiser we mean a smooth function on a domain of $`R^n`$ minimising the integral (1.2) over all bounded subdomains with smooth boundaries with respect to smooth functions with the same boundary values.
The motivation for this question comes from variational problems of classical mechanics. In geodesic problems it is well known that all geodesics are globally minimising on manifolds of negative sectional curvature. However, it was shown first by E Hopf and L Green that the situation is completely different for Riemannian (two) tori or for Riemannian planes which are flat outside a compact set. They proved (, ) that for these manifolds there always exists geodesics with conjugate points and therefore non-minimal, unless the metric is flat. We refer the reader to , for higher dimensional generalisations of E Hopf and Green’s theorems and to , , , for very important previous developments.
It was observed first in that the Hopf phenomenon is not entirely Riemannian. In we have shown that a similar type of rigidity holds true for Newton’s equations with periodic or compactly supported potentials.
For the equation (1.1) with periodic potentials it was shown in , that far-going generalisations of Aubry-Mather and KAM theories apply. Using these theories one can construct families of minimal solutions which form laminations or sometimes even foliations of the configuration torus. It is an interesting open question, however, if it happens that for all “slope” vectors these laminations are genuine foliations. This question is tightly related to the one we are addressing in this paper, since all the leaves of a foliation are globally minimal.
We shall assume throughout this paper that the potential $`V`$ is compactly supported. The main reason for this is to make the analogy with the above mentioned situations of Hopf rigidity and to exclude, in particular, the case with $`V_{uu}^{\prime \prime }0`$ everywhere which is analogous to non-positive curvature. Nevertheless, several of our results apply in more generality, as we shall indicate.
We will show that in case of dimensions greater than 2 there are many potentials such that all solutions of (1.1) are minimising (Theorem 1). In dimension 2, however, at least for radially symmetric potentials there always exist non-minimal solutions of (1.1) unless $`V`$ vanishes identically (Theorem 2). We state theorems 1 and 2 here.
###### Theorem 1
For $`n3`$ let $`V`$ be a compactly supported potential on $`R^{n+1}`$. Assume that $`V_{uu}^{\prime \prime }(u,x)U(x)`$ for some function $`U`$ such that either
$`(A)U(x)\left(\frac{n2}{2}\right)^2\frac{1}{xx_0^2}`$ for some point $`x_0R^n`$, or
$`(B)U_{n/2}\frac{n(n2)}{4}|S^n|`$ where $`|S^n|`$ is the volume of the unit n-sphere.
Then any solution of (1.1) is globally minimising.
###### Theorem 2
Let $`V(u,x_1,x_2)`$ be a radially symmetric compactly supported potential $`(n=2)`$. There always exist radial non-minimal solutions of (1.1) unless $`V`$ vanishes identically.
Our approach to the proof of the theorem 2 is based on the reduction to a Newton equation with the potential supported in the semi-strip. It turns out that a technique analogous to Hopf’s can be applied for such a shape of support.
In Section 3 we will consider the case of radially symmetric potentials for $`n3`$. We illustrate the minimality property of radial solutions of (1.1) organising them in foliations (Theorem 3).
Acknowledgements
This paper was written while the first author visited the University of Cambridge. We would like to thank the EPSRC for their support.
## 2 Proof of Theorem 1
Let $`u`$ be a solution of (1.1) in a domain $`\mathrm{\Omega }`$ and $`\upsilon `$ be any function with the same boundary values. Set $`\xi =\upsilon u`$ and write
$$I(\upsilon )I(u)=_\mathrm{\Omega }u\xi +\frac{(\xi )^2}{2}\left(V(u+\xi ,x)V(u,x)\right)d^nx$$
(2.1)
Integrating the first term by parts and using the equation (1.1) we have
$$_\mathrm{\Omega }u\xi dx=_\mathrm{\Omega }V_u^{}(u,x)\xi d^nx$$
By the assumption on $`V`$ we have
$$V(u+\xi ,x)V(u,x)V_u^{}(u,x)\xi \frac{1}{2}U(x)\xi ^2$$
Substituting this in (2.1) we obtain
$$I(\upsilon )I(u)_\mathrm{\Omega }\frac{(\xi )^2}{2}\frac{1}{2}U(x)\xi ^2d^nx$$
(2.2)
We show that under hypothesis (A) or (B) the last integral is always positive unless $`\xi 0`$. Indeed, for case (A) introduce spherical coordinates centred at $`x_0`$, $`r=xx_0`$. The required assertion follows from the following
###### Lemma 1
For any function $`\xi (r)`$ defined on $`[r_1,r_2]\left(0r_1<r_2\mathrm{}\right)`$ with $`\xi \left(r_2\right)=0`$ it follows that
$$_{r_1}^{r_2}r^{n1}\left(\left(\xi ^{}\right)^2\left(\frac{n2}{2}\right)^2\frac{\xi ^2}{r^2}\right)𝑑r0$$
with equality for $`\xi 0`$ only.
Proof of Lemma 1
Introduce the new function $`\phi (r)=\xi (r)r^{n/21}`$ and substitute into the integral. We have
$`{\displaystyle _{r_1}^{r_2}}r^{n1}\left[\left(r^{1\frac{n}{2}}\phi ^{}+\left({\displaystyle \frac{2n}{2}}\right)r^{\frac{n}{2}}\phi \right)^2{\displaystyle \frac{(n2)^2}{4}}r^n\phi ^2\right]𝑑r`$
$`={\displaystyle _{r_1}^{r_2}}\left(r\left(\phi ^{}\right)^2+(2n)\phi \phi ^{}\right)𝑑r`$
$`={\displaystyle \frac{n2}{2}}\phi ^2\left(r_1\right)+{\displaystyle _{r_1}^{r_2}}r\left(\phi ^{}\right)^2𝑑r`$
Since $`n3`$ we see that the last expression is always non-negative and equals zero only for $`\xi 0`$. This completes the proof of Lemma 1 and of the theorem in case (A).
Alternatively, under hypothesis (B), Sobolev’s inequality (e.g. §8.3 of ) implies that
$$|\xi |^2d^nxS_n\xi _{\frac{2n}{n2}}^2,$$
where
$$S_n=\frac{n(n2)}{4}|S^n|.$$
Then Hölder’s inequality applied to the second term of the integrand (as in §11.3 of ) yields
$$|U\xi ^2d^nx|\xi ^2_{\frac{n}{n2}}U_{\frac{n}{2}}.$$
Thus
$$I(v)I(u)\frac{1}{2}(S_nU_{\frac{n}{2}})\xi _{\frac{2n}{n2}}^2.$$
This completes the proof in case (B). $`\mathrm{}`$
###### Remark 1
Lemma 1 and its proof have a precursor in (Ch6 §5), and the whole of Theorem 1 fits in the general domain of “absence of bound states” described for example in (§8.3).
###### Remark 2
Our proof shows in addition that any solution is a non-degenerate minimum for (1.2). In a different way one can say this as follows: for any solution $`u`$ on $`\mathrm{\Omega }`$, the linearised equation
$$\mathrm{\Delta }\xi +V_{uu}^{\prime \prime }(u,x)\xi =0$$
has only the trivial solution satisfying the zero boundary conditions $`\xi |_\mathrm{\Omega }=0`$.
## 3 Radial potentials
Let us consider now the case of radial, compactly supported potentials $`V(u,r)`$ satisfying $`V_{uu}^{\prime \prime }(u,r)\frac{1}{4r^2}`$. Radial solutions $`u(r)`$ of (1.1) are given by the following:
$$u^{\prime \prime }+\frac{n1}{r}u^{}+V_u^{}(u,r)=0$$
It follows from Theorem 1A that for $`n3`$ all radial solutions are without conjugate points. Moreover, Lemma 1 gives that the points $`r_1`$ and $`\mathrm{}`$ are not conjugate for any $`r_1>0`$. This fact enables us to organise the solutions into foliations in the following way. Denote by $`N_A`$ the class of all those solutions which can be written as $`u(r,\alpha )=\frac{\alpha }{r^{n2}}+A`$ for some $`\alpha `$ outside the support of $`V`$.
###### Theorem 3
For compactly supported radial potential $`V`$ satisfying $`V_{uu}^{\prime \prime }(u,r)\frac{1}{4r^2}`$ the set $`N_A`$ is totally ordered and the graphs of the solutions define a smooth foliation of $`R^{n+1}R(u)\times \{x=0\}`$.
Proof of the theorem
Given $`A`$ we have to show that the function $`u(r,\alpha )`$ is monotone in $`\alpha `$. Indeed the function $`\xi (r)=\frac{u}{\alpha }`$ is a solution of the linearised equation. Note that by definition $`\xi (\mathrm{})=0`$. Then the non-conjugacy property implies that $`\xi >0`$ and then it is easy to complete the proof. $`\mathrm{}`$
###### Remark 3
In some cases there is another way of organising the set of all solutions into foliations. Assume we are given a radial potential with $`V(u,r)0`$ for $`0<rr_0`$ and $`rR_0`$ satisfying the inequality of Theorem 3. Define the set $`M_A`$ of all those solutions which can be written as $`u(r,\alpha )=\frac{A}{r^{n2}}+\alpha `$ when $`rr_0`$. Then one shows that for any given $`A`$ the set $`M_A`$ is ordered and the graphs of the solutions smoothly foliate the space $`R^{n+1}R(u)\times \{x=0\}`$. In addition $`M_0`$ foliates the whole of $`R^{n+1}`$. In order to check the order property one shows that the linearised equation has no focal points in the following sense: any solution satisfying $`\dot{\xi }\left(r_1\right)=\xi \left(r_2\right)=0`$ is trivial provided $`r_1<r_2`$ (this is not necessarily true for $`r_1>r_2`$). Then one proceeds exactly as in the proof of theorem 3.
## 4 Rigidity for the case $`n=2`$
Let $`u(r)`$ be a radial solution of the equation (1.1) for compactly supported rotationally symmetric $`V(u,r)`$, $`V(u,r)0`$ for $`|u|U`$ or $`r>R`$. With the substitution $`r=e^t`$ the equation for $`u`$ as a function of $`t`$ can be written in the Hamiltonian form
$`\dot{u}`$ $`=`$ $`p`$
$`\dot{p}`$ $`=`$ $`e^{2t}W_u^{}(u,t)`$ (4.1)
The Hamiltonian function of (4.1) is
$$H=\frac{1}{2}p^2+e^{2t}W(u,t)$$
with the function $`W(u,t)=V(u,e^t)`$. Note that the support of $`W`$ is contained in the semi-strip $`\mathrm{\Pi }=\{|u|U,tT=lnR\}`$.
We shall prove the following rigidity result which implies theorem 2.
###### Theorem 4
There always exist solutions with conjugate points for (4.1) unless $`W`$ vanishes identically.
The strategy of the proof will follow the original one of E Hopf, but will take special care about the non-compactness of the situation which requires careful estimates on $`\omega `$ given in Lemmas. In what follows, we will assume that all solutions of (4.1) are without conjugate points.
The first step in the proof is the following very well known construction: if the solution $`u(t)`$ has no conjugate points, then one can easily construct a non-vanishing solution $`\xi `$ of the linearised Jacobi equation
$$\xi ^{\prime \prime }+e^{2t}W_{uu}^{\prime \prime }(u(t),t)\xi =0$$
Having such a $`\xi (t)`$ for every $`u(t)`$ one defines the function $`\omega (p,u,t)`$ by the formula
$$\omega (p,u,t)=\frac{\dot{\xi }(t)}{\xi (t)}\text{when}p=\dot{u}(t),u=u(t).$$
Then $`\omega `$ satisfies the Ricatti equation along the flow of (4.1).
$$\dot{\omega }+\omega ^2+e^{2t}W_{uu}^{\prime \prime }(u(t),t)=0$$
(4.2)
Here $``$ stands for the derivative along the flow. It should be mentioned that by the construction of $`\xi `$ and $`\omega `$ the function $`\omega `$ is a-priori only measurable (and smooth along the flow).
Denote by
$$K=\sqrt{sup_{(t,u)ϵ\mathrm{\Pi }}W_{uu}^{\prime \prime }(u,t)}$$
We will need the following two lemmas specifying the behaviour of the function $`\omega `$ at infinity:
###### Lemma 2
The following statements hold true:
$`|\omega (p,u,t)|Ke^T\text{for all}(p,u,t)`$ (4.3)
$`0\omega (p,u,t)<{\displaystyle \frac{1}{tT}}\text{for}t>T`$ (4.4)
There exists a constant $`\stackrel{~}{K}`$ such that for all $`(p,u,t)`$ with $`t<T`$
$`\stackrel{~}{K}e^{t/4}<\omega (p,u,t)<Ke^t`$ (4.5)
###### Lemma 3
The function $`\omega `$ satisfies the inequalities
I. For $`tT`$
$`\text{if}u>U,p>0\text{then}0\omega <Ke^{t\frac{uU}{p}}`$ (4.6)
$`\text{if}u<U,p<0\text{then}0\omega <Ke^{t+\frac{Uu}{p}}`$ (4.7)
$`\text{if}u>Up(Tt),p0\text{or}u<Up(Tt),p0\text{then}\omega 0.`$ (4.8)
II. For $`t>T`$
$`\text{if}u>U+p(tT),p>0\text{then}0\omega <Ke^{t\frac{uU}{p}}`$ (4.9)
$`\text{if}u<U+p(tT),p<0\text{then}0\omega <Ke^{t+\frac{uU}{p}}`$ (4.10)
$`\text{if}u<U,p0\text{or}u>U,p0\text{then}\omega 0.`$ (4.11)
We postpone the proof of Lemmas 2 and 3 and first finish the proof of the theorem.
Proof of the theorem
In order to achieve decay also in the $`p`$ direction, introduce the Gibbs density
$$\alpha (p,u,t)=e^H=e^{1/2p^2e^{2t}W(u,t)}$$
We have
$$\dot{\alpha }=e^H\dot{H}=e^HH_t=\alpha \left(e^{2t}W\right)_t.$$
(4.12)
Now recall that the Hamiltonian flow of (4.1) preserves the Liouville measure $`d\mu =dpdu`$. Multiply the Ricatti equation (4.2) by $`\alpha `$ and write it in the form
$$\dot{\alpha \omega }\dot{\alpha }\omega +\alpha \omega ^2+\alpha e^{2t}W_{uu}^{\prime \prime }=0$$
Substitute equation (4.12) to obtain
$$\dot{\alpha \omega }+\alpha \omega \left(e^{2t}W\right)_t+\alpha \omega ^2+\alpha e^{2t}W_{uu}^{\prime \prime }(u,t)=0$$
Owing to the estimates of Lemmas 2 and 3 one can integrate this equation over the whole $`(p,u)`$ space. Use in addition the invariance of the measure and write
$$\frac{d}{dt}\left(\alpha \omega 𝑑\mu \right)+\alpha \omega \left(e^{2t}W\right)_t𝑑\mu +\alpha \omega ^2𝑑\mu +\alpha e^{2t}W_{uu}^{\prime \prime }𝑑\mu =0$$
(4.13)
Using integration by parts the last term can be replaced by $`\alpha \left(e^{2t}W_u\right)^2𝑑\mu `$.
Integrate now the last equation (4.13) for $`AtA`$ for a large constant $`A`$ and pass to the limit $`A+\mathrm{}`$. Note that by the uniform estimate of Lemma 2 the term $`\alpha \omega 𝑑\mu |_A^A`$ vanishes in the limit. So we have
$$\alpha \omega \left(We^{2t}\right)_t𝑑\mu 𝑑t+\alpha \omega ^2𝑑\mu 𝑑t+\alpha \left(e^{2t}W\right)^2𝑑\mu 𝑑t=0$$
(4.14)
By the Cauchy–Schwarz inequality we can estimate the first integral of (4.14) by
$$\alpha \omega \left(We^{2t}\right)_t𝑑\mu 𝑑t\left[\alpha \omega ^2𝑑\mu 𝑑t\alpha \left(\left(We^{2t}\right)_t\right)^2𝑑\mu 𝑑t\right]^{1/2}$$
With the notation $`x=\left(\alpha \omega ^2𝑑\mu 𝑑t\right)^{1/2}`$ we have the quadratic inequality
$$x^2x\alpha \left[\left(We^{2t}\right)_t\right]^2𝑑\mu 𝑑t+\left(e^{2t}W_u\right)^2\alpha 𝑑\mu 𝑑t0.$$
Then its discriminant must be non-negative:
$$4\alpha \left(e^{2t}W_u\right)^2𝑑\mu 𝑑t\alpha \left[\left(e^{2t}W\right)_t\right]^2𝑑\mu 𝑑t$$
(4.15)
The final argument in the proof is the following rescaling trick. It is similar to one invented in for periodic potentials. Consider the family of Hamiltonians for every natural number $`N`$
$$H_N=\frac{1}{N^2}H(Np,Nu,t)=\frac{1}{2}p^2+\frac{1}{N^2}e^{2t}W(Nu,t)$$
It can be immediately checked that the property of having all solutions without conjugate points remains valid for all $`N`$. Thus the inequality (4.15) implies the following inequalities for all $`N`$:
$`4`$ $`{\displaystyle }`$ $`e^{\frac{1}{N^2}W(Nu,t)e^{2t}}\left(e^{2t}{\displaystyle \frac{1}{N}}W_u^{}(Nu,t)\right)^2dudt`$
$`{\displaystyle }`$ $`e^{\frac{1}{N^2}W(Nu,t)e^{2t}}\left[{\displaystyle \frac{1}{N^2}}\left(e^{2t}W(Nu,t)\right)_t\right]^2dudt`$
(Here the integration with respect to $`p`$ has been performed on both sides.)
Change the variable in both integrals to $`\upsilon =Nu`$. We obtain the inequality:
$`{\displaystyle \frac{4}{N^3}}`$ $`{\displaystyle }`$ $`e^{\frac{1}{N^2}W(\upsilon ,t)e^{2t}}\left(e^{2t}W_u^{}(\upsilon ,t)\right)^2d\upsilon dt`$
$`{\displaystyle \frac{1}{N^5}}`$ $`{\displaystyle }`$ $`e^{\frac{1}{N^2}W(\upsilon ,t)e^{2t}}\left[\left(e^{2t}W(\upsilon ,t)\right)_t\right]^2d\upsilon dt`$
Now it is clear that if $`W`$ is not zero identically then the left side is of order $`\frac{1}{N^3}`$ while the right side is of order $`\frac{1}{N^5}`$ as $`N\mathrm{}`$. This proves then that $`W0`$ identically. The proof of the theorem is completed. $`\mathrm{}`$
Proof of Lemma 2
By the definition of $`K`$ we have
$`\dot{\omega }K^2e^{2t}\omega ^2\text{for}tT\text{and}`$
$`\dot{\omega }=\omega ^2\text{for}t>T`$
The proof is based on the following elementary
Fact: Any solution of the inequality
$$\dot{\omega }B^2\omega ^2,\omega \left(t_0\right)=\omega _0$$
blows up if $`|\omega _0|>B`$. Moreover, the blow up time $`t_{}`$ is estimated as follows
$`\text{for}\omega _0>B,t_0+\mathrm{\Delta }<t_{}<t_0`$
$`\text{for}\omega _0<B,t_0<t_{}<t_0+\mathrm{\Delta }`$
$`\text{where}\mathrm{\Delta }={\displaystyle \frac{1}{2B}}ln\left({\displaystyle \frac{\omega _0B}{\omega _0+B}}\right)`$
To prove (i) one takes $`B=Ke^T`$ and obtains the required estimate. In the same manner one obtains (ii) and the right hand side of (iii).
Let us prove the rest of (iii). Pick two moments of time $`\tau _0<\tau _1<0`$. On the segment $`\tau [\tau _0,\tau _1]`$ we have $`\dot{\omega }B^2\omega ^2`$ with $`B=Ke^{\tau _1}`$. If $`\omega \left(\tau _0\right)=\omega _0`$ is too negative then the blow up happens before $`\tau _1`$ and this is impossible. Thus one obtains
$$\mathrm{\Delta }=\frac{1}{2B}ln\left(\frac{\omega _0B}{\omega _0+B}\right)>\tau _1\tau _0.$$
This implies
$$\omega _0B\frac{1+e^{2Bd}}{e^{2Bd}1}$$
Choose $`\tau _1=\tau _0/2`$, then this inequality can be written in the form:
$$\omega _0e^{\tau _0/4}f\left(\tau _0\right)$$
where the function
$$f\left(\tau _0\right)=Ke^{\tau _0/4}\frac{1+e^{K\tau _0e^{\tau _0/2}}}{1+e^{K\tau _0e^{\tau _0/2}}}$$
An easy calculation shows that for $`\tau _0\mathrm{},f0`$ and thus $`f\left(\tau _0\right)`$ is bounded from above by some positive constant $`\stackrel{~}{K}`$. Since $`\tau _0`$ was arbitrary, (iii) follows. $`\mathrm{}`$
Proof of Lemma 3
Any point $`(p,u,t)`$ with $`|u|>U`$ is situated outside the support $`\mathrm{\Pi }`$ and so moves in the straight line $`u(t)=u+pt`$ unless it hits $`\mathrm{\Pi }`$. If it does not touch $`\mathrm{\Pi }`$ then $`\omega `$ vanishes identically. This is the case in both (4.8) and (4.11).
In the cases of (4.64.7) and (4.94.10) the line $`u(t)=u+pt`$ hits $`\mathrm{\Pi }`$ in backward time. Since for the free motion $`\dot{\omega }=\omega ^2`$, it follows that $`\omega (p,u,t)`$ has to be non-negative and can be bounded from above by $`Ke^{\stackrel{~}{t}}`$, where $`\stackrel{~}{t}`$ is the time of entering $`\mathrm{\Pi }`$.
This completes the proof of Lemma 3. $`\mathrm{}`$
Though by Theorem 4 there are always solutions with conjugate points one cannot claim that they appear on those radial solutions which are regular at zero. The next example shows that all regular solutions may remain minimal.
Example 4.13
Consider two compactly supported functions $`\mathrm{\Phi }(u)`$ and $`\mathrm{\Psi }(t)`$. Define the function
$$W(u,t)=e^{2t}\left(\dot{\mathrm{\Psi }}(t)\mathrm{\Phi }(u)+\frac{1}{2}\mathrm{\Psi }(t)\left(\dot{\mathrm{\Phi }}(u)\right)^2\right)$$
Then $`W(u,t)`$ is compactly supported and one can easily verify that all the solutions of
$$\dot{u}=f(u,t)\text{with}f(u,t)=\dot{\mathrm{\Phi }}(u)\mathrm{\Psi }(t)$$
(4.16)
are the solutions of the Newton equation $`\text{ü}=e^{2t}W_u^{}(u,t)`$.
The solutions of (4.16) form a foliation of $`R(u)\times R(t)`$ and then by Weierstrass’ theorem of calculus of variations (see e.g. §23) are globally minimal. It is clear from the construction that all corresponding radial solutions $`u(r)`$ of (1.1) are regular at zero.
## 5 Discussion and open problems
The results of this paper leave open some very natural questions. We have formulated our results in the context of compactly supported potentials $`V`$ on $`R\times R^n`$, but most of them have generalizations to some non-compactly supported cases. Theorem 1 and its proof apply verbatim to $`V`$ of non-compact support, in particular to $`V`$ periodic in $`u`$, but periodicity in $`x`$ is excluded by each of the hypotheses (A) and (B).
Theorem 2 can be generalized to $`V`$ periodic in u and compactly supported in $`x`$, but it is not clear whether it can be extended to other cases.
It would be very interesting to obtain results for potentials periodic in both $`u`$ and $`x`$ because of the fundamental papers , by J Moser, which for our equation imply the existence of minimal laminations for all irrational slopes which for certain slopes are foliations. In this context our main question looks as follows: are there other periodic potentials except those with $`V_u^{}(u,x)=0`$ such that for any slope there is a smooth foliation of $`T^{n+1}`$ by minimal solutions? We refer the reader to the survey article by V Bangert for detailed discussions of this and related questions.
The proof of Theorem 2 is based on the reduction to the case of Hamiltonian systems and so cannot be generalised in a straight-forward way to non-radial potentials $`V`$. However, it might be that the result remains true. For example, it is very reasonable to expect that the equation perturbed by a compactly supported $`W`$
$$\mathrm{\Delta }u=V_u^{}(u,r)+\epsilon W_u^{}(u,x_1,x_2)$$
always has non-minimal solutions for $`\epsilon `$ sufficiently small. In the case of Hamiltonian systems it would follow from the theorem on continuous dependence of solutions on the initial values.
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# Experimental evidence of a phase transition to fully developed turbulence in a wake flow
## I Introduction
In recent years considerable progress has been performed to understand the statistical features of fully developed, local isotropic turbulence . Special interest has been addressed to understand intermittency effects of small scale velocity fluctuations characterized by the velocity increments $`u_r(x):=u(x+r)u(x)`$ at a scale $`r`$. For most real flows these results are only applicable for small well defined regions of the flow, which may be regarded as local isotropic. A remaining challenge is to find out how theses concepts can help to understand real flows which are not fully developed or not homogeneous and isotropic .
The common method to characterize the disorder of fully developed local isotropic turbulence is to investigate the scale evolution of the probability density functions (pdf), $`P_r(u_r)`$, either directly or by means of their moments $`<u_r^n>=u_r^nP(u_r)𝑑u_r`$. Recently, it was found that this $`r`$ evolution can be related to a Markov process . The Markovian properties can be evaluated thoroughly by investigating the joint and conditional pdfs, $`P(u_{r2},r2;u_{r1},r1)`$ and $`P(u_{r2},r2|u_{r1},r1)`$, respectively . From the conditional pdfs one can extract the stochastic equations, namely, the Kramers-Moyal expansion for the $`r`$ evolution of $`P_r`$ and the Langevin equation for $`u_r`$ . This method provides a statistically more complete description of turbulence and furthermore assumptions, like scaling, are not needed, but can be evaluated accurately .
In this work we present measurements of a turbulent flow behind a circular cylinder. The stochastic content of the velocity field as a function of the distance to the cylinder is investigated using the above mentioned Markovian approach. The main result, presented in this paper, is the finding of a phase transition like behavior to the state of fully developed turbulence. This phase transition characterizes the disappearance of the Karman vortices with respect to two parameters: the distance to the cylinder and the scale $`r`$.
In the following we describe first the experimental set up. The measurements of longitudinal and transversal velocities are analyzed with respect to the $`r`$ dependent pdfs. Subsequently a test of Markov properties is presented. From the conditional pdf the first moment $`M^{(1)}`$ is evaluated. The $`M^{(1)}`$ coefficient reflects the deterministic part in the $`r`$-evolution of the Markov process and can be taken to define an order parameter.
## II experiment
Our work is based on hot-wire velocity measurements performed in a wake flow generated behind a circular cylinder inserted in a wind tunnel. Cylinders with two diameters $`d`$ of 2 cm and 5 cm were used. The wind tunnel used has the following parameters: cross section 1.6m x 1.8m; length of the measuring section 2m; velocity 25m/s; residual turbulence level below 0.1 %. To measure longitudinal and transversal components of the local velocity we used x-wire probes (Dantec 55P71), placed at several distances, $`D`$, between 8 and 100 diameters of the cylinder. The spatial resolution of the probes is about 1.5 mm.
From the measurements the following characteristic lengths were evaluated: the integral length, defined by the autocorrelation function, which varied between 10 cm and 30 cm depending on the cylinder used and location of the probe; the Kolmogorov length, was about 0.1mm; the Taylor length scale about 2.0 mm. Thus we see that our measurement resolved at least the turbulent structures down to the Taylor length scales. (Note, these lengths could be calculated precisely only for distances above 40 cylinder diameters.) The Reynolds numbers of these two flow situations were $`R_\lambda =`$ 250 and 650. Each time series consists of $`10^7`$ data points, and was sampled with a frequency corresponding to about one Kolmogorov length. To obtain the spatial variation the Taylor hypothesis of frozen turbulence was used.
## III results
To investigate the disorder of the turbulent field the velocity increments for different scales $`r`$ and at different measuring points $`D`$ were calculated. Exemplary sequences of resulting pdfs are shown in Fig.1 for the transversal velocity component. In Fig. 1a the well known intermittency effect of isotropic turbulence is seen. At large scales nearly Gaussian distributions are present which become more and more intermittent (having heavy tailed wings) as the scale $`r`$ approaches the Kolmogorov length. Coming closer to the cylinder a structural change is found. Most remarkably a double hump pdf emerges for large $`r`$. This structure reflects the fact that two finite values of the velocity increment are most probable. We interpret this as the result of counterrotating vortices passing over the detector. It should be noted that this effect was always found for the transversal velocity components. This is in consistency with the geometric features of vortices elongated parallel to the cylinder axis (Karman vortices). For small scales the humps vanish and the pdfs become similar to the isotropic ones.
## IV Markov Process
Based on the findings that the evolution of the pdfs with $`r`$ for the case of fully developed turbulence can be described by a Fokker-Planck equation , we apply the Markov analysis to the non fully developed states close to the cylinder. The basic quantity to be evaluated is the conditional pdf $`P(u_{r2},r2|u_{r1},r1)`$, where, $`r2<r1`$, and $`u_{r2}`$ is nested into $`u_{r1}`$ by a midpoint construction. To verify the Markovian property, we evaluate the Chapman-Kolmogorov equation, c.f.
$$P(u_{r2},r2|u_{r1},r1)=_{\mathrm{}}^{\mathrm{}}P(u_{r2},r2|u_{rx},rx)P(u_{rx},rx|u_{r1},r1)𝑑u_{rx},$$
(1)
where $`r2<rx<r1`$. The validity of this equation was examined for many different pairs of $`(r1,r2)`$. As a new result, we found that equation (1) also holds in the vicinity of the cylinder, i.e. in the non developed case of turbulence. For illustration see Figure 2; in part a the integrated conditional pdf (rhs of (1)) and the directly evaluated pdf (lhs of (1)) are shown by superimposed contour plots. In figurepart b three exemplary cut through these three dimensional presentations are shown. The quality of the validity of (1) can be seen from the proximity of the contour lines, or by the agreements of the conditional pdfs, represented by open and bold symbols . Based on this result we treat the evolution of the statistics with the scale $`r`$ as a Markov process in $`r`$. Thus the evolution of the pdf $`P_r(u_r)`$ is described by the partial differential equation called Kramers-Moyal expansion :
$$\frac{d}{dr}P(u_r,r)=\underset{k=1}{\overset{\mathrm{}}{}}[\frac{}{u_r}]^kD^{(k)}(u_r,r)P(u_r,r)$$
(2)
with the coefficients
$`M^{(k)}(u_r,r,\delta )`$ $`:=`$ $`{\displaystyle \frac{1}{k!}}{\displaystyle \frac{1}{\delta }}{\displaystyle 𝑑u_{rx}(u_{rx}u_r)^kp(u_{rx},rx|u_r,r)}`$ (3)
$`D^{(k)}(u_r,r)`$ $`:=`$ $`\underset{\delta 0}{lim}M^{(k)}(u_r,r,\delta ),`$ (4)
where $`\delta =rrx`$. Notice, having once evaluated the conditional pdfs, these so called Kramers Moyal (KM) coefficients can be estimated directly from the data without any additional assumption. For our purpose it is sufficient to consider the $`M^{(k)}`$ for a small length of $`\delta 2\eta `$. The physical interpretation of the KM coefficients is the following: $`D^{(1)}`$ describes the deterministic evolution and is called drift term. $`D^{(k)}`$, for $`k2`$ reflect the influence of the noise. $`D^{(2)}`$ is called diffusion term. In the case of non Gaussian noise the higher order KM coefficients ($`k>2`$) become non zero.
We found that the structural change of the pdfs described above (see fig. 1) is mainly given by $`M^{(1)}`$. As shown in figure 3, we find that close to the cylinder the form of the $`M^{(1)}`$ changes from a linear $`u_r`$-dependence at small scales to a 3rd order polynomial behavior. From the corresponding Langevin equation we know that the zeros of the drift term correspond to the fixed points of the deterministic dynamics. Fixed points with negative slope belong to accumulation points, having the tendency to build up local humps in the pdf. The change of the local slope of a fixed point (fig 3) can be set into correspondence to a phase transition, c.f. . Note that in contrast to other models, where the process evolves in time, here, we stress on the evolution in the scale variable $`r`$.
The main point of our analysis is that we can determine the evolution equation in form of the KM coefficients. This tool is much more sensitive than merely looking at the pdfs or its moments, because the pdfs reflect only the transient behavior due to the underlying evolution equation. Thus it becomes clear that we are able to elaborate the phase transition even in the case where the double hump structure in the pdf may not be clearly visible. We want to mention that these double hump behavior of the pdfs can well be reproduced by calculating the stationary solution of the corresponding Fokker Planck equation, using our measured KM coefficient $`M^{(1)}`$ .
Beside the spatial scale parameter $`r`$, the second parameter of the wake experiment is the distance of the probe to the cylinder. As it is well known, with increasing the distance a transition to fully developed turbulence takes place, i. e., the double hump structure vanishes. To characterize the phase transition in this two dimensional parameter space more completely we performed the above mentioned data analysis at several distances. As a criteria of a phase transition the local slope at $`M^{(1)}(u_r,r,z)=0`$ was determined. The magnitude of this local slope is shown in figure 4 as a contour plot. The dark colored region reflects the parameter space, where 3 zeros for $`M^{(1)}`$ are present, or where the local slope at $`u_r=0`$ is positive. This is the region where the new order parameter exists. The critical line of the phase transition is marked by the bold black line.
## V Discussion and Conclusion
We have presented a new approach to characterize also the disorder of not fully developed turbulence. The central aspect is that the disorder, described by velocity increments on different length scales, $`r`$, are set into the context of Markov processes evolving in $`r`$. Thus we can see how a given increment changes with decreasing $`r`$ due to deterministic and random forces. Both forces can be estimated directly from the data sets via Kramers-Moyal coefficients of the conditional probabilities. Most interestingly, we find significant changes in the deterministic force, the drift term, as one passes from non fully developed turbulence (close to the cylinder) into fully developed turbulence (far behind the cylinder). In the far field the drift term causes a stable fixed point at $`u_r=0`$, i.e. the deterministic force causes a decrease of the magnitude of velocity increments as $`r`$ decreases. Approaching the near field at large $`r`$ this fixed point becomes instable, i.e. the slope of the drift term changes its sign at $`u_r=0`$. In our one-dimensional analysis we find the appearance of two new stable (attracting) fixed point which are related to the double hump structure of the corresponding pdfs. This phenomenon may be set into relation with a phase transition, where the phase of the near field correspond to the existence of vortices. As the distance to the cylinder is increased these large scale structures vanish.
Finally some critical remarks are presented, to show in which direction work should be done in future. Visualizations indicate that even in the case of strong turbulence, the near field still resembles time periodic structures of counterrotationg vortex-like structures detaching from the cylinder, c.f. . Theses time periodic large scale structures ask for a two-dimensional (two variable) modeling, in the sense of a noisy limit cycle. This apparent contradiction to our one-variable analysis, has to be seen on the background of the signal treatment. Applying to a time series the construction of increments (which represents a kind of high pass filter) the locality in time is lost. Thus also coherences in time may get lost, at least as long as one investigates small scale statistics. In this sense only a stochastic aspect of the counterrotating vortices is grasped. The challenge of a more complete characterization of the near field structures will require, in our opinion, a combination of increment analysis and real time modeling of the velocity data. At least for the ladder point a higher dimensional ansatz is required. Nevertheless we have presented in this work clear evidence how methods and results obtained from the idealistic case of fully developed turbulence can be used to characterize also the statistics in the transition region of a wake flow.
Acknowledgment: This work was supported by the DFG grant PE478/4. Furthermore we want to acknowledge the cooperation with the LSTM, namely, with T. Schenck, J. Jovanovic, F. Durst, as well as fruitful discussions with F. Chilla, Ch. Renner, B. Reisner and A. Tilgner.
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# Spin physics in deep inelastic scattering: Summary
## 1 Brief History
In the simple quark model the spin of the proton is carried by its three valence quarks so that $`\mathrm{\Delta }\mathrm{\Sigma }=\mathrm{\Delta }u+\mathrm{\Delta }d=1`$. Here $`\mathrm{\Delta }q`$ = $`_0^1𝑑x\left(q_{}(x)q_{}(x)\right)`$ where $`q_{()}(x)`$ are distributions for quarks with spin aligned (anti-aligned) to the proton spin and $`q`$ = $`u,d`$, etc. indicates the quark flavours. The simple quark model has however proven to be inadequate long before precise measurements of the proton spin structure became available, since it predicts that the ratio of the axial vector to vector coupling constants in neutron $`\beta `$ decay is $`g_A=5/3`$ compared to the measured value of 1.26.
The parton model ascribes part of the proton spin to sea-quarks and gluons. All partons in the proton can moreover possess orbital angular momentum, which also contributes to the proton spin. Within this model, the proton spin can no longer be identified with the sum of the quark spins only, and $`\mathrm{\Delta }\mathrm{\Sigma }`$ can therefore not be predicted without making additional assumptions. The best-known theoretical prediction of $`\mathrm{\Delta }\mathrm{\Sigma }`$ is due to Ellis and Jaffe . Using SU(3)-flavour symmetry with the additional assumption of vanishing of the contribution from strange quarks to the proton spin, they obtain $`\mathrm{\Delta }\mathrm{\Sigma }0.58`$.
Deep inelastic scattering (DIS) with polarised charged leptons on polarised targets allows the quark distributions $`q_{()}`$ to be investigated. These are extracted from the structure function $`g_1(x,Q^2)`$ measured in polarised DIS using the parton model relation $`g_1(x,Q^2)=\frac{1}{2}_qe_q^2\left(q_{}(x)q_{}(x)\right)`$. In the early 1980s the SLAC experiments E80 and E130 reported the first measurements of polarised DIS for $`x>0.1`$. In 1988, the EMC reported measurements over a range down to $`x=0.015`$. For $`x>0.1`$ all the data (extrapolated to $`x=0`$ for the determination of $`\mathrm{\Delta }\mathrm{\Sigma }`$) seemed to confirm the expectations of Ellis and Jaffe. However, as $`x`$ decreased the EMC data fell progressively below the expectations of the quark parton model and yielded a very small $`\mathrm{\Delta }\mathrm{\Sigma }`$, which was even consistent with zero at that time. The value of $`\mathrm{\Delta }\mathrm{\Sigma }`$ has increased since then due to the refinement of our knowledge of F and D, the SU(3) couplings measured in hyperon beta decay (see for the latest analysis). However, there is still a significant difference of the measurement from the value expected from the Ellis-Jaffe sum rule. The significance of this disagreement implies that only a small fraction of the spin of the proton is carried by quark spins.
This surprising result created great theoretical interest. Where was the spin of the nucleon ? Could it be in the gluons ($`\mathrm{\Delta }g`$) as suggested in or could it be in orbital angular momentum ($`L_q`$, $`L_g`$. By angular momentum conservation the total spin of the nucleon of 1/2 must be equal to 1/2 $`\mathrm{\Delta }\mathrm{\Sigma }+\mathrm{\Delta }g+L_q+L_g`$. It was also suggested that the problem did not exist and part of $`\mathrm{\Delta }\mathrm{\Sigma }`$ was missed in the unmeasured region at very small $`x`$ . All this interest motivated a new experimental programme to investigate the phenomenon further and this programme is now coming to fruition.
On the theoretical side, much confusion was caused by the scheme dependence of $`\mathrm{\Delta }\mathrm{\Sigma }`$ in higher orders of perturbative QCD. This problem could only be resolved three years ago with the calculation of the two-loop polarized splitting functions, , now allowing to define consistent transformations between different factorization schemes . In the recent past, the next-to-leading order QCD corrections for the majority of the experimentally relevant polarized observables have been calculated, see for example for a review.
## 2 Recent Experimental Results
The SMC has presented data over the widest range of $`x`$ on the polarised structure functions . The collaboration has greatly improved the precision of the data at low $`x`$ by demanding an observed hadron in each event. This rejects radiative and other events with low depolarisation factors. The remaining events are then undiluted by data of poor significance for the asymmetry determination allowing the asymmetry to be measured more precisely. Furthermore, a much lower $`Q^2`$ trigger has been implemented which allows asymmetries to be measured in the range $`10^4<x<10^3`$. The data from this trigger serve to investigate the Regge region to search for a possible divergence at low $`x`$ such as proposed in . Fig. 1 shows the SMC data with the behaviour of $`g_1=0.17/x\mathrm{ln}^2x`$ (solid curve) proposed by . Such behaviour is now excluded by the data. However, the less extreme behaviours $`g_1=0.14\mathrm{ln}x`$ (dashed curve) and $`g_1=0.085(2+\mathrm{ln}x)`$ (dotted curve) which were also proposed in cannot be excluded. All the curves were calculated assuming a value of $`R=\sigma _L/\sigma _T=0`$. Hence they represent lower limits since the curves scale as $`1+R`$. The first of these behaviours would make a sizable difference to the determination of $`\mathrm{\Delta }\mathrm{\Sigma }`$ so its exclusion removes a significant uncertainty.
Direct comparison of these data with the double logarithmic small-$`x`$ resummations of is difficult due to the low $`Q^2`$ values involved. A model for extending these resummations into the low $`Q^2`$ region is discussed in detail in these proceedings , it is in good agreement with the data.
The SMC group have made NLO QCD fits to the world data in an attempt to determine $`\mathrm{\Delta }g`$, . The theoretical error on this quantity can be estimated by varying renormalization and factorization scales in the fits . These variations generate terms which are compensated only in the NNLO order expressions, such that the resulting error can be taken as a measure of the importance of higher orders in the perturbative series. In this error is assessed by varying the scales between the limits of $`Q^2/2`$ and $`2Q^2`$, resulting in a rather large variation of $`\mathrm{\Delta }g`$. Given that most of the data included in the fit are at moderate $`Q^21\mathrm{}10`$ GeV<sup>2</sup>, one would indeed assume that perturbative corrections beyond NLO (as well as target mass corrections ) could be sizable. It should however be pointed out that theoretical error and statistical error on $`\mathrm{\Delta }g`$ are of a similar magnitude, such that improvement on the theoretical side only would not be sufficient for a better determination of $`\mathrm{\Delta }g`$. This clearly illustrates the necessity for a direct measurement of this quantity.
Interesting recent results have also been reported to this workshop from HERMES in which the semi-inclusive distributions of charged hadrons have been used to deduce the parton distributions for individual quark flavours to the spin of the proton. These data add to earlier SMC measurements . Upgrades to the HERMES detector will soon allow separation of different hadron species, which might yield the first flavour decomposition of the light quark sea .
## 3 Theoretical Progress
A consistent extraction of parton distributions at next-to-leading order requires knowledge of both NLO splitting functions and subprocess cross sections for all experimental observables included in a global fit. Up to now, these fits were restricted to structure function measurements only. However, the range of polarized observables will soon be extended with a variety of new reactions to be measured at COMPASS and RHIC . For many of these, subprocess cross sections are now available at NLO.
Most recently, NLO corrections to the photoproduction of heavy quarks have been calculated . An important outcome of this calculation is the relative smallness of light quark induced contributions in photoproduction of charm. The considerably improved dependence on factorization and renormalization scale at next-to-leading order indicates moreover the perturbative stability of this observable, which can therefore be used for a reliable determination of $`\mathrm{\Delta }g`$ once data become available.
First progress towards the calculation of the polarized splitting functions at NNLO has been reported by Gracey . Using the $`1/N_f`$ expansion, several terms of the polarized splitting functions could be determined to all orders. These results could serve as a consistency check once full results for the splitting functions become available. Another important test of higher order corrections are the relations between polarized and unpolarized results: these are discussed in .
Presently, the contribution of partonic angular momentum to the proton spin is not at all determined. Using the recently derived renormalization group equations for the angular momentum distributions , it is now feasible to model these distributions.
The behaviour of the polarized proton structure at small $`x`$ is expected to be governed by leading double logarithmic terms of the form $`\alpha _s^n\mathrm{ln}^{2n}x`$, which are absent in the unpolarized singlet structure functions. A resummation of these terms has been performed in , and their impact has been the topic of extensive discussions during the workshop. It is commonly agreed that the effect of the small-$`x`$ resummation can not be tested on the current small-$`x`$ data from SMC , which correspond to only very low photon virtualities. A model for $`g_1`$ at low $`Q^2`$ and small $`x`$ incorporating resummation was proposed by Badelek and Kwieciński and yields a decent description of the experimental data . Further observables studied in the same double logarithmic framework are $`g_2`$ at small $`x`$ and the diffractive content of $`g_1`$ , which are however inaccessible at present experiments. Like in the unpolarized case, decent probes of phenomena at small $`x`$ would only be possible with a polarized electron-proton collider, such as the currently discussed polarized HERA option.
In inclusive DIS, the measurement of the polarized gluon distribution is indirect. Various more direct measurements of $`\mathrm{\Delta }g`$ have proposed such as the observation of charm production at COMPASS and in HERMES as well as di-jet production using polarised protons in RHIC and in HERA . A problem which was discussed extensively at the workshop was the associated production of charmed baryons and mesons. First Monte Carlo studies based on the LUND string model indicate that such backgrounds may not be serious at COMPASS energies but could become substantial at HERMES energies. As a result of the workshop, more involved theoretical studies have been carried out. Modeling associated production as interchange of constituent quarks, Ryskin and Leader confirm that an open charm production measurement at HERMES will suffer from a large contamination due to associated production, such that it will not yield conclusive information on $`\mathrm{\Delta }g`$.
Another potential probe of the polarized gluon distribution is the photoproduction of $`J/\psi `$ mesons. The inelastic production is induced by boson-gluon fusion, and thus directly proportional to the gluon distribution. Under realistic experimental conditions, it is however very hard to separate inelastic from elastic production. A decent theoretical description of unpolarized inelastic $`J/\psi `$ production is given in the perturbative two gluon exchange model of . This model has now been applied by Mankiewicz and Vänttinen to compute production asymmetries in elastic $`J/\psi `$ production. Contrary to earlier claims in the literature, it could be proven that the elastic $`J/\psi `$ production cross section is insensitive to the spin states of probe and target, a small spin dependence is induced only from relativistic corrections. As a consequence, elastic $`J/\psi `$ production can not be used to probe the polarized gluon distribution, as initially hoped.
## 4 Conclusions
Ten years after the release of the EMC measurement of the small contribution of quark spins to the proton spin, an extensive amount of spin structure function measurements is available. Confirming the initial EMC observation, these measurements have contributed much information on the polarized quark distributions in the proton. Our picture of the proton spin structure is however far form being complete: current data yield only loose constraints on the polarized gluon distribution, and no information is available yet on angular momentum contributions to the proton spin.
The theoretical understanding of the spin structure of the nucleon has vastly improved, with the large majority of accessible observables now being calculated to NLO. Theoretical efforts are now extending in various directions: understanding of spin effects at small $`x`$, computation of NNLO corrections and investigation of angular momentum distributions are examples of currently ongoing research work.
Making further experimental progress towards a determination of $`\mathrm{\Delta }g`$ seems to be harder than originally anticipated. Concerning the prospects of extracting $`\mathrm{\Delta }g`$ from charm production at HERMES energies, the working group has concluded that neither elastic $`J/\psi `$ production (vanishing asymmetry at partonic level) nor open charm production (large background from associated production) are reliable channels. A measurement from open charm production at COMPASS energies looks far more promising due to the much reduced background. With the recently calculated NLO corrections, the theoretical uncertainties of this observable appear also to be under control.
In addition to COMPASS, other future experiments promise to yield new valuable information on the nucleon’s spin structure. A whole range of new observables will become accessible at the RHIC polarized proton-proton collider, which is currently constructed at BNL. The option of polarizing the HERA proton beam, which is under extensive study for the moment, would largely extend the kinematical region covered by present fixed target experiments and allow to study a variety of new channels probing the spin structure of both photon and proton.
## Acknowledgments
We thank the organisers for creating such an interesting, stimulating and enjoyable workshop. We also thank all the participants in Working Group 6 for their assistance in preparing this talk.
## References
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# References
A long standing mystery is the nature of the dark matter in the Universe. In order to shed light on the nature of the dark matter, the Australian - American MACHO collaboration has been searching for Massive Compact Halo objects (MACHO’s) in the halo of our galaxy using the gravitational microlensing technique suggested in Ref.. By monitoring source stars in the Large Magellenic Cloud the MACHO collaboration have found 14 MACHO’s events. These MACHO’s have typical masses $`M0.5M_{}`$ and they are estimated to make up a large fraction of the galactic halo $`f0.5`$.
So what are the MACHO’s? Over the last few years several conventional candidates for the observed MACHO’s have been discussed, such as white dwarfs, brown dwarfs (i.e. Jupiter’s), neutron stars, etc. However all of these obvious candidates have either been excluded or appear to be disfavoured for one reason or another (for a recent discussion, see e.g. Ref.). For example, if the MACHO’s are brown dwarfs, then it is difficult to understand the estimated mass of the MACHO events ($`M0.5M_{}`$) because brown dwarfs are much lighter ($`\stackrel{<}{}0.08M_{}`$). In view of the estimated masses of the MACHO’s, the most likely conventional interpretation is that they are white dwarfs. However if the MACHO events are white dwarfs then it is very difficult to understand why there are so many of them in the halo of our galaxy. Furthermore there appears to be problems with overproduction of heavy elements and overproduction of light at high redshifts from the luminous stars which were the progenitors of the white dwarfs. Thus, instead of solving the dark matter mystery the MACHO experiment has apparently deepened the mystery.
It is also apparently possible that the MACHO’s are not actually in the halo of our galaxy but are stars in the LMC. The situation will hopefully become better understood as more studies are done. If it turns out that the MACHO’s (or at least a significant proportion of them) are in the galactic halo then it may be possible that the observed MACHO’s are something more exotic. If this is the case what could they be? This is a quite nontrivial question, because the usual exotic dark matter candidates, such as the hypothetical neutralino, would not clump together to form MACHO’s. Are there any obvious particle physics dark matter candidates which have the required properties to form MACHO’s?
The purpose of this note is to suggest that the observed MACHO events are mirror stars composed of mirror atoms (i.e. mirror baryons and mirror electrons). <sup>2</sup><sup>2</sup>2 Of course this is not the only possibility, examples of other possibilities are that the MACHO’s are primordial black holes, see e.g. Refs and references there-in).. The existence of a set of mirror particles is well motivated from a particle physics point of view, since these particles are predicted to exist if parity is an unbroken symmetry of nature (the general idea was independently and earlier discussed a very long time ago by Lee and Yang other historical details can be obtained from Ref. and references there-in). The idea is that for each ordinary particle, such as the photon, electron, proton and neutron, there is a corresponding mirror particle, of exactly the same mass as the ordinary particle. For example, the mirror proton and the ordinary proton have exactly the same mass<sup>3</sup><sup>3</sup>3 The mass degeneracy of ordinary and mirror matter is only valid provided that the parity symmetry is unbroken, which is the simplest and theoretically most attractive possibility. For some other possibilities, which invoke a mirror sector where parity is broken spontaneously (rather than being unbroken), see Ref... Furthermore the mirror proton is stable for the same reason that the ordinary proton is stable, and that is, the interactions of the mirror particles conserve a mirror baryon number. The mirror particles are not produced in Laboratory experiments just because they do not couple to any of the ordinary particles. In the modern language of gauge theories, the mirror particles are all singlets under the standard $`GSU(3)SU(2)_LU(1)_Y`$ gauge interactions. Instead the mirror particles interact with a set of mirror gauge particles, so that the gauge symmetry of the theory is doubled, i.e. $`GG`$ (the ordinary particles are, of course, singlets under the mirror gauge symmetry). Parity is conserved because the mirror particles experience $`V+A`$ mirror weak interactions and the ordinary particles experience the usual $`VA`$ weak interactions. The only force common to both ordinary and mirror matter is gravity.
It is important to appreciate that compact objects like stars and planets would not be expected to contain equal amounts of ordinary and mirror matter. This is just because ordinary and mirror atoms cannot collide with each other and dissipate energy to become bound up in compact objects like stars. One naturally expects the formation of stars composed primarily of ordinary matter, and mirror stars composed primarily of mirror matter. Thus the segregation of ordinary and mirror matter in the Universe can be nicely explained without any additional assumptions <sup>4</sup><sup>4</sup>4An important issue which we have not addressed is the distance scale of this segregation. The interpretation of the MACHO’s as mirror stars would suggest that this segregation distance is less than or of the order of the inferred diameter of our galaxy (i.e. of order 30 kpc). Whether or not this feature can be explained in simple models of galaxy formation in the early Universe is beyond the scope of the present paper. . In particular it is not necessary to assume that the mirror baryon number of the Universe is much less than the ordinary baryon number. Indeed it is most natural for these two quantities to be comparable in magnitude. (Of course the origin of the baryon number of the Universe is not understood so no definite conclusions can be drawn). Note that in this respect mirror particles are quite different to antiparticles, a Universe with equal amounts of matter and anti-matter is known to be problematic.
If mirror stars exist (i.e. stars composed of mirror atoms), then they would certainly appear to us as dark matter. Such stars could only be observed by their gravitational effects (unless they explode, as we will discuss later on). Note that the typical masses of mirror stars should be similar to ordinary stars. This is just because the interactions of mirror atoms literally mirror those of ordinary atoms. Thus providing that the Universe contains a significant amount of mirror matter, the observed MACHO events can be nicely explained. They are mirror stars, being primarily composed of mirror hydrogen and mirror helium. The mirror stars would have masses of order of the solar mass and this is nicely consistent with the observed MACHO events, which indicate that $`M0.5M_{}`$.
Actually estimates of the contribution of MACHO’s to the mass density of the Universe suggest that the mass density of MACHO’s is of the same order of magnitude as the mass density of ordinary baryons. This feature may be plausibly explained by this mirror matter interpretation of the data since it is quite natural to expect that the mirror baryon number of the Universe is comparable to the ordinary baryon number.
Note that the idea that mirror matter is the origin of some or all of the observed dark matter in the Universe has been proposed in earlier papers by a number of authors, see e.g. Ref.. The point of the present paper is to point out that the gravitational effects of individual mirror stars may have already been observed in the MACHO experiments. We have argued above that the rough features of the MACHO events can be plausibly explained by this interpretation. Of course, there is already strong evidence for the existence of the mirror world coming from neutrino physics, since one of the main predictions of these models is that each ordinary neutrino oscillates maximally into its mirror partner if neutrinos have mass (this is just a consequence of the unbroken parity symmetry). This provides a very natural explanation for the maximal mixing $`\nu _\mu \nu _x`$ ($`\nu _e\nu _y`$) suggested by the atmospheric (solar neutrino experiments).
One immediate implication of this interpretation of the observed MACHO’s as mirror stars is that there is a significant population of mirror stars in or near our galaxy. It is possible that mirror supernova also occur. If this is the case then it may be possible to detect the neutrino burst from such explosions. The reason is that the mirror supernova should release a significant amount of their energy into mirror electron neutrinos. The mirror model interpretation of the solar neutrino anomaly indicates that the electron neutrinos oscillate into mirror electron neutrinos with oscillation length less than about 1 astronomical unit. Thus, we would expect half of the mirror electron neutrinos from a mirror supernova explosion to have oscillated into electron neutrinos. If the mirror supernova explosion occurs in or near our galaxy then these electron neutrinos should be detectable in various existing underground neutrino experiments such as SuperKamiokande (just as the neutrino burst from SN1987 was observed). The obvious distinguishing signature of such explosions is that there will be no observed photon burst. The discovery of such events would add further evidence for the existence of a mirror world<sup>5</sup><sup>5</sup>5 It should be pointed out that the properties of mirror supernova may not be as similar to ordinary supernova as one might naively expect. (For example, the rate at which mirror stars explode may be different to the rate at which ordinary stars explode). One reason for this is that the primordial chemical compositions of ordinary and mirror stars may be somewhat different. This is possible because the ratio of primordial mirror hydrogen to mirror helium may not be identical to the ratio of ordinary hydrogen to helium even if the baryon and mirror baryon numbers of the Universe are equal in magnitude. Indeed big bang nucleosynthesis arguments suggest that the temperature of the mirror particles in the early Universe should be less than the ordinary particles. In this case the ordinary light element abundances and the mirror light element abundances would not be expected to be exactly same.. The typical energies of supernova neutrinos are in the range 10 to 25 MeV. It is tempting to speculate that the small observed excess of solar neutrinos with energies greater than about 13 MeV may be due to electron neutrinos emitted from distant mirror supernova. However, there is no reason for their direction to be correlated with the direction of the sun so that this explanation is probably not viable (although this conclusion may depend on the details of the background subtraction). Of course if the mirror supernova is close enough (i.e. in our galaxy or in a nearby galaxy) then there should be several detected events in a very short period of time (typically of order 10 seconds). The inferred direction of the detected neutrino events should also be correlated. This should be enough information to infer the existence of a mirror supernova even if no photon burst is observed.
We conclude this paper with the following general summary of the implications of a mirror world. There seems to be essentially three distinct ways to test this idea<sup>6</sup><sup>6</sup>6 There are two other possibilities which have also been discussed in the literature, i.e. photon-mirror photon mixing and higgs - mirror higgs mixing. However, big bang nucleosynthesis arguments suggest that such interactions are probably not observable experimentally.. First, if neutrinos have mass then ordinary and mirror neutrinos should maximally mix with each other. There is already strong experimental evidence that this mixing has already been observed in the solar and atmospheric neutrino experiments (the additional evidence for neutrino oscillations obtained by the LSND collaboration is also compatible with the mirror models). This interpretation of these experiments will be tested more rigorously in the near future as more data is analysed and more experiments come on-line. Second, the mirror sector will have important implications for early Universe cosmology. In general the predictions of the mirror model will be distinct from the standard model due to the creation of lepton number asymmetries due to ordinary - mirror neutrino oscillations. Early Universe cosmology will be stringently tested in the future by the MAP and PLANCK experiments and by improved estimations of the primordial light element abundances. Finally, the existence of mirror stars and perhaps mirror galaxies is a natural consequence of the existence of a mirror sector. Such objects may help explain the inferred dark matter of the Universe. Indeed, we have argued in this paper that upto 14 mirror stars have already been ‘observed’ by the MACHO collaboration. We await with interest for future experiments and for a mirror star to explode so that we can further test the existence of a mirror world.
Note added After submitting this paper, S. Blinnikov has informed me that he has already discussed the possibility that the MACHO events are mirror stars. See astro-ph/9801015. Also, after my paper was submitted, R. Mohapatra and V. Teplitz (astro-ph/9902085) have also discussed MACHO’s as mirror stars in the context of a model with mirror symmetry spontaneously broken.
Acknowledgement
The author thanks G. Filewood, N. Frenkel, H. Georgi and R. Volkas for a useful comment on this paper. The author also thanks N. F. Bell for explaining to me something about black holes which I should have known. The author is an Australian Research Fellow.
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# Self-organized criticality in the hysteresis of the Sherrington - Kirkpatrick model
\[
## Abstract
We study hysteretic phenomena in random ferromagnets. We argue that the angle dependent magnetostatic (dipolar) terms introduce frustration and long range interactions in these systems. This makes it plausible that the Sherrington - Kirkpatrick model may be able to capture some of the relevant physics of these systems. We use scaling arguments, replica calculations and large scale numerical simulations to characterize the hysteresis of the zero temperature SK model. By constructing the distribution functions of the avalanche sizes, magnetization jumps and local fields, we conclude that the system exhibits self-organized criticality everywhere on the hysteresis loop.
PACS numbers: 64.60.Lx, 75.60.Ej, 75.10.Nr
\]
Hysteresis in ferromagnetic systems is a century old physical problem. Efficient phenomenologies have already been developed , but an accepted microscopic theory is yet to be constructed. In soft magnets, where domain wall motion dominates the physics, considerable progress has been achieved recently . In hard magnets domain nucleation, domain wall motion and their interaction are all important. Hence they are better described on a more microsopic level as an assembly of strongly interacting spins or hysterons . Quantitative insight to such systems has been gained recently through studying the random field Ising model (RFIM) .
However a key aspect of the physics of real systems is missing from the RFIM: it does not include the long range dipolar (or magnetostatic) interactions. While these are negligible on atomic scales relative to the exchange term, they can dominate the collective behaviour of granular systems. This is so because the dipolar interaction is long ranged, so it involves every spin in the volume of the grains, whereas the exchange coupling scales only with the number of spins on the surface of the grain. These dipolar forces are important: they prevent the roughening of the domain walls and determine the size of the domains . Crucially, the sign of these interactions changes with the angle. This introduces frustration into the system, which is not represented in the RFIM.
To capture the influence of frustration on hysteretic phenomena, we study the simplest system, containing long-range frustrated interactions, the Sherrington-Kirkpatrick (SK) model. Early numerical work demonstrated that this model exhibits hysteresis . However, in spite of its obvious importance, we could not find analytic studies of the hysteresis loop of the SK model. In this Letter we use scaling arguments, replica calculations and large scale numerical simulations to characterize the hysteresis of the zero temperature SK model. By constructing the distribution functions of the avalanche sizes, magnetization jumps and local fields, we conclude that the system exhibits self-organized criticality everywhere on the hysteresis loop.
The SK model consists of $`N`$ Ising spins ($`\sigma =\pm 1`$) on a fully connected lattice, described by the Hamiltonian
$$=\frac{1}{2}\underset{ij=1}{\overset{N}{}}J_{ij}\sigma _i\sigma _jh\underset{i=1}{\overset{N}{}}\sigma _i,$$
(1)
where $`J_{ij}`$ is a random Gaussian number of zero mean and variance $`1/N`$. Throughout the paper we work at $`T=0`$.
First we summarize our numerical results. We start from a fully polarized state and change the external magnetic field $`h`$ adiabatically: for a given field we let all spins align according to their local field before varying $`h`$ again. During the avalanches we use sequential single spin flip updating to ensure the decrease of the total energy. The resulting hysteresis loop for the SK model is presented in Fig. 1. Finite size scaling analysis shows that the hysteretic trajectories are well-defined in the $`N\mathrm{}`$ limit, and the coercive field converges to a finite value.
We also analyzed the minor hysteresis loops of the SK model (inset Fig. 1). Within numerical accuracy they return to the major loop at the point of departure, exhibiting return point memory. This feature is present in many experimental systems, and it is also one of the criteria for the applicability of the Preisach phenomenology .
Next we establish some of the basic energy scales from elementary considerations. When spin $`\sigma _j`$ is flipped, the local field $`h_i`$ at another site changes by an amount proportional to $`2J_{ij}2/N^{1/2}`$. Thus the external field $`h`$ has to be changed by an amount $`dh1/N^{1/2}`$ to start a new avalanche. Now let $`S`$ be the change in the total magnetization during an avalanche, and $`dm=S/N`$ the jump of the magnetization $`m`$ during the avalanche. The average $`m(h)`$ curve is continuous and thus its derivative $`dm/dhS/N^{1/2}`$ is finite (Fig. 1), requiring: $`SN^{1/2}`$. This is possible only if the scale of the distribution of avalanches is set by $`N^{1/2}`$. This is characteristic of systems at criticality, whereas off-criticality the scale is set by some control parameter of the Hamiltonian. This leads to the central result of the paper: the SK model exhibits critical behaviour everywhere along its hysteresis loop. As this phenomenon is independent of the parameters of the Hamiltonian, it is a manifestation of self-organized criticality.
To elucidate this point, in Fig. 2 we show the distribution functions of $`S`$, and the number of spin flips in an avalanche (its “size”), $`n`$; $`𝒫(S)`$ and $`𝒟(n)`$, respectively, measured in the interval $`m[0.3,0.3]`$ for various system sizes. Both distributions exhibit power law behavior and can be well described by the finite size scaling forms:
$`𝒟(n)=(B/\mathrm{ln}N)n^\varrho d(n/N^\sigma ),`$ (2)
$`𝒫(S)=(A/\mathrm{ln}N)S^\tau p(S/N^\beta ),`$ (3)
with $`\tau ,\varrho =1\pm 0.1`$, $`\sigma =0.9\pm 0.1`$, and $`\beta =0.6\pm 0.1`$. The logarithmic prefactors were necessary to achieve satisfactory scaling collapse. Since such terms are needed only to keep distributions with an exponent $`1`$ normalized, this strongly suggests that $`\tau =\varrho =1`$ exactly. Unfortunately, because the cutoffs of the distributions $`𝒫(S)`$ and $`𝒟(n)`$ scale with different powers of $`N`$ the attractive picture of a diffusive motion of the local fields due to the randomness in $`J_{ij}`$ would lead to an infinite diffusion constant $`Dn/N^{1/2}`$ and is thus inapplicable.
Adopting the $`\tau =1`$ equality and combining it with $`SN^{1/2}`$ immediately yields the relation $`\beta =1/2`$, with logarithmic corrections, in good agreement with the above measured value. Also, because the $`J_{ij}`$’s take negative values as well, spins of both signs are destabilized in an avalanche. Therefore the number of participating spins is only bounded from below by $`S/2`$, yielding the exponent - bound $`\sigma \beta =1/2`$. An upper bound for $`\sigma `$ can be obtained from estimating the dissipated energy, $`E_d`$, during a finite but small sweep of the external-field $`h_1h_2=h_1+\mathrm{\Delta }h`$: $`E_d=Nm\mathrm{\Delta }hN`$. Also, since the average energy dissipation per spin is at least $`2dh1/N^{1/2}`$, $`E_d`$ can be estimated as $`E_d>2n_{total}/N^{1/2}`$, where $`n_{total}`$ is the number of flips during all avalanches from $`h_1`$ to $`h_2`$. But the number of avalanches during this sweep is proportional to $`\mathrm{\Delta }h/dhN^{1/2}`$, i.e. $`n_{total}N^{1/2}n`$. Combining all the above gives $`NE_d>nN^\sigma `$ implying the upper bound $`\sigma 1`$, which is nearly saturated according to our numerics.
The above distributions imply that the average value of $`\chi dm/dh`$ is dominated by a few very large avalanches, whereas its typical value scales to zero as $`1/N^{1/2}`$, which we confirmed independently numerically. Therefore the hysteresis loop for a specific disorder realization has a slope zero with unit probability, interrupted by a few macroscopically large avalanches. This feature is characteristic of the Barkhausen noise and establishes the frustrated spin glasses as possible candidates to describe certain classes of hysteretic magnets.
We also studied the correlations of consecutive avalanches. We measured the Hausdorf dimensions of the numerically determined hysteresis loop and that of a sequence of independent avalanches, generated with the above distributions. Having found the two Hausdorf dimensions equal suggests that avalanches are uncorrelated.
These results, in particular the size $`N`$ as the sole cutoff of the different distribution functions, which all exhibit power law behaviour, confirm the above - stated self-organized criticality of the entire hysteresis loop of the SK model. To shed more light on the underlying physics we explore the local-fields, $`h_i=_jJ_{ij}\sigma _j+h`$ by studying the local stabilities, $`\lambda _i=\sigma _ih_i`$, which are all positive for stable spin configurations. Their distribution, $`P(\lambda )`$ is shown in Fig. 3.
Remarkably – unlike the local field distribution $`P(\lambda )`$ is essentially the same at any point of the hysteresis loop. This suggests that the avalanche dynamics of the SK model organizes the system into special states with similar properties everywhere along the hystersis loop. A careful finite size analysis shows that $`P(\lambda =0)1/\sqrt{N}`$ and $`P(\lambda )C\lambda ^\alpha `$ with $`C\alpha 1`$ for small $`\lambda `$’s. As we now show, this latter result establishes once again that these special states are critical. To prove this let us flip $`n_{flip}`$ arbitrary spins starting from a given stable spin configuration $`\{\sigma _i\}`$ with $`\lambda _i>0`$ and calculate the average number of new unstable spins, $`n_{unst}`$, distinguished by negative stabilities $`\lambda _i^{}=\lambda _i+\mathrm{\Delta }\lambda _i<0`$:
$$\lambda _i^{}=\lambda _i2\underset{j\mathrm{flipped}}{}\sigma _iJ_{ij}\sigma _j.$$
(4)
The system is critical if $`n_{unst}=n_{flip}`$, as for $`n_{unst}<n_{flip}`$ the avalanches die out exponentially fast while in the opposite case they explode . Assuming that the $`n_{flip}`$ random terms at the rhs. of Eq. (4) are independent, the probability $`P_d`$ of destabilizing a given spin is:
$$P_d=_0^{\mathrm{}}𝑑\lambda P(\lambda )_{\mathrm{}}^\lambda d(\mathrm{\Delta }\lambda )Q(\mathrm{\Delta }\lambda ),$$
(5)
where $`Q(\mathrm{\Delta }\lambda )=\mathrm{exp}\{N\mathrm{\Delta }\lambda ^2/8n_{flip}\}\sqrt{N/8\pi n_{flip}}`$ is the probability distribution of the $`\mathrm{\Delta }\lambda `$ term in Eq. (4), and $`P(\lambda )`$ is approximated by its asymptotic form, $`P(\lambda )=C\lambda ^\alpha `$. The average number of destabilized spins is then $`n_{unst}=NP_d=\stackrel{~}{C}(\alpha )N(n_{flip}/N)^{(\alpha +1)/2}`$, with $`\stackrel{~}{C}(\alpha )`$ an $`\alpha `$-dependent constant, $`\stackrel{~}{C}(1)=C`$. For $`\alpha >1`$ (or $`\alpha =1`$ and $`C<1`$) $`n_{unst}<n_{flip}`$ and the system cannot give rise to large avalanches. On the other hand, for $`\alpha <1`$ (or $`\alpha =1`$ and $`C>1`$) $`n_{unst}>n_{flip}`$, and the state is unstable. Thus the criticality condition is characterized by $`\alpha =1`$ and $`C=1`$. These are exactly the values found in our numerical simulations, once again underlining the criticality of the system.
The physical mechanism of self-organized criticality can be qualitatively understood as follows. As the avalanche rolls, at any given time step $`t`$ the stabilities of the spins are shifted only by those spins, which changed sign at step $`t1`$. These spins have flipped because the second term of Eq. (4) for their stabilities was negative, pulling their $`\lambda _i`$’s downward. However once $`\lambda _i`$ changed sign, the very same term now enhances this stability. More importantly, this term being symmetric, it also pushes upward the stabilities of the other spins of the avalanche, which pulled spin $`i`$ down and flipped it in the first place. This effect is suppressing the density of states with low local fields, reminescent of the formation of the Coulomb gap in the disordered electron problem . The stabilities of the spins which did not participate in the avalanche will be shifted by a random amount by the just-flipped spins. However in the presence of a slope in their distribution $`P(\lambda )`$, this will have a net effect, moving the stabilities of more spins downward than upward. In short, correlations between the spins of an avalanche move the stabilities of the already flipped spins upward; at the same time the random couplings between all spins drive a net downward drift. The competition of these two forces keeps the system critical.
To understand the shape of the measured major hysteresis loop more in detail we first observe that the states where an avalanche stops must always be single spin-flip stable (SSS). Let us therefore define the average number of SSS states,
$$V(m,h)=\mathrm{Tr}\left\{\underset{i=1}{\overset{N}{}}\mathrm{\Theta }(\lambda _i)\delta (mN\underset{i}{}\sigma _i)\right\},$$
(6)
where the angular bracket indicates annealed disorder averaging and the trace stands for the summation over all spin configurations. The product of the theta functions in Eq. (6) projects out those states where all the spins have positive stabilities, while the delta function selects states with a given magnetization.
Using the integral representations $`\delta (y)=_{\mathrm{}}^{\mathrm{}}\frac{dx}{2\pi }e^{ixy}`$ and $`\mathrm{\Theta }(\lambda _i)=_{\mathrm{}}^{\mathrm{}}\frac{idz_i}{2\pi z_i}e^{iz_i\lambda _i}`$ the function $`V(m,h)`$ can be rewritten in an exponential form, $`V(m,h)=\frac{dx}{2\pi }_i\left[\frac{idz_i}{2\pi z_i}\mathrm{exp}\{i(\lambda _iz_ix\sigma _i+mx)\}\right]`$, and the disorder average and the spin summation can be easily carried out. After the disorder averaging the effective action contains a term proportional to $`(_iz_i)^2`$. Decoupling this term with a new Hubbard-Stratonovich field $`R`$, one finally arrives at the following expression:
$`V=\sqrt{N}{\displaystyle \frac{dx}{2\pi }\frac{dR}{\sqrt{2\pi }}\mathrm{exp}\left\{N[\mathrm{ln}Q\frac{R^2}{2}imx]\right\}},`$ (7)
$`Q(h,x,p)={\displaystyle \frac{idz}{2\pi z}\mathrm{\hspace{0.33em}2}\mathrm{cos}(xzh)e^{\frac{1}{2}z^2iRz}}.`$ (8)
The above integral can readily be evaluated in the $`N\mathrm{}`$ limit by the saddle point method. The saddle point equation, $`Q/x=imQ`$ can be solved analytically, and the variable $`x`$ can be completely eliminated resulting in the following expression for $`V(m,h)`$:
$`V(h,m)\mathrm{exp}\left(N\mathrm{\Omega }_{sp}(m,h)\right),`$ (9)
$`\mathrm{\Omega }_{sp}={\displaystyle \frac{1m}{2}}\mathrm{ln}{\displaystyle \frac{1\varphi ^{}}{1m}}+{\displaystyle \frac{1+m}{2}}\mathrm{ln}{\displaystyle \frac{1+\varphi ^+}{1+m}}{\displaystyle \frac{R^2}{2}},`$ (10)
where $`R`$ is determined from $`\mathrm{\Omega }_{sp}(m,h,R)/R=0`$, and $`\varphi ^\pm =\varphi (\frac{h\pm R}{\sqrt{2}})`$ with $`\varphi (x)=\frac{2}{\sqrt{\pi }}_0^xe^{t^2}𝑑t`$.
In Fig.4. we plotted the contour of $`\mathrm{\Omega }_{sp}=0`$. Outside this line the density of SSS states scales to $`0`$ exponentially, thus they are definitely unable to arrest the avalanches. Inside this line the number of SSS states is exponentially large, and is thus comparable to the total number of states, themselves expoential in $`N`$. Therefore avalanches get trapped with a higher probability in one of the SSS states. Hence the $`\mathrm{\Omega }_{sp}=0`$ contour constitutes a strict outer bound for the true hysteresis loop.
Comparing Figs.1 and 4 shows that the $`\mathrm{\Omega }_{sp}=0`$ contour considerably overestimates the size of the hysteresis loop. We pursued two refinements of this calculation. We developed a replica symmetric description as well as a de Almeida - Thouless type replicon instability analysis: these will be reported separately .
Finally, we briefly discuss the effect of a finite ferromagnetic coupling, $`J_0>0`$. $`J_0`$ simply shifts the value of the magnetic field $`hh+J_0m`$ in Eq. (8), and results in a shear of the entire contour $`\mathrm{\Omega }_{sp}=0`$. For a branch of the hysteresis loop $`m`$ must be a monotonic function of $`h`$. Since the $`\mathrm{\Omega }_{sp}=0`$ contour is an outer bound of the hysteresis loop, therefore, when this loop would force a non-monotonic $`m(h)`$ relation (Fig.4), the major hysteresis loop must develop a finite jump. Since the slope of the major hysteresis loop for $`J_0=0`$ is finite, one expects this transition to occur at a finite critical coupling, $`J_0=J_c`$. Our numerical data agree with this picture .
We end with a comparison to the random field Ising model. In that model our initial simple scaling considerations yield $`S𝒪(1)`$, i.e. a non-critical avalanche distribution. As shown in Ref., there is only a single critical point at the coercive field at some specific value of the disorder. Therefore the distribution functions exhibit a scaling behaviour, with the cutoff set by the distance from this critical point, rather than by the system size, as happens for the SK model. In short, the RFIM exhibits “plain old criticality” , while the SK model exhibits self-organized criticality. Also, the avalanche distribution exponents $`\tau `$ in the two models are different: on the mean field level $`\tau =1.5`$ for the RFIM and $`1.0`$ for the SK model. In finite dimensions the exponents typically increase: numerical simulations of the 3D RFIM found $`\tau =1.6`$ . In contrast, numerical studies of realistic 3D models , as well as experimental works report $`\tau `$ in the $`1.1\mathrm{}1.4`$ regime. This raises the possibility that the finite dimensional extensions of the frustrated models might provide a $`\tau `$ closer to the experimental values.
In sum, we studied the hysteretic behaviour of the SK model. We determined numerically the distribution functions of the avalanches, the magnetization jumps, and the local fields. The model exhibits self-organized criticality everywhere along the hysteresis loop. We recalculated the loop with analytic methods as the location of one-spin-flip stable states, and found satisfactory agreement with the numerical results.
We acknowledge useful discussions with R. Scalettar, G. Bertotti, E. Della Torre, G. Kádár, M. Mézard and J. Sethna. This research has been supported by the U.S - Hungarian Joint Fund 587, Hungarian Grants OTKA T026327 and OTKA D29236 and by NSF DMR 95-28535. GTZ acknowledges the kind hospitality of the George Washington University.
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# In-medium modification of the Δ(1232) resonance at SIS energies 11footnote 1Talk presented at the 15th Winter Workshop on Nuclear Dynamics Park City, Utah, January 9-16, 1999. To be published in the Conference Proceedings by Kluwer Academic Press.
## 1 Introduction
The experimental verification that the properties of hadrons are modified in the dense nuclear medium produced by relativistic nucleus-nucleus collisions is of great interest since the partial restoration of chiral symmetry would lead to such modifications, in particular it predicts the reduction of the K<sup>-</sup> mass . In this contribution I will survey the experimental information with regard to pions produced in p + A and A + A reactions at SIS energies. I will show that these data can be interpreted as the result of a $`\mathrm{\Delta }(1232)`$ mass reduction. This interpretation is based on two simple models, the thermal and the isobar models, and the conclusion is confirmed by the direct measurement of the $`\mathrm{\Delta }(1232)`$ mass distribution.
## 2 The Thermal Model
In order to obtain the charge states of hadrons from the thermal model one has to introduce the isospin chemical potential $`\mu _I`$, besides the baryon chemical potential $`\mu _B`$ and the temperature $`T`$. Defining $`x=e^{\mu _I/T}`$ one obtains for the charges states of nucleons and pions:
$$n_p=\frac{n_N}{2}x^{+1},n_n=\frac{n_N}{2}x^1$$
(1)
$$n_{\pi ^+}=\frac{n_\pi }{3}x^{+2},n_{\pi ^0}=\frac{n_\pi }{3},n_\pi ^{}=\frac{n_\pi }{3}x^2$$
(2)
$$n_{\mathrm{\Delta }^{++}}=\frac{n_\mathrm{\Delta }}{4}x^{+3},n_{\mathrm{\Delta }^+}=\frac{n_\mathrm{\Delta }}{4}x^{+1},n_{\mathrm{\Delta }^0}=\frac{n_\mathrm{\Delta }}{4}x^1,n_\mathrm{\Delta }^{}=\frac{n_\mathrm{\Delta }}{4}x^3,$$
(3)
where $`n_N`$, $`n_\pi `$, and $`n_\mathrm{\Delta }`$ are determined by $`\mu _B`$ and $`T`$. Since charge and baryon number are conserved the following relations between $`x`$, the pion production rate $`n_\pi /A_{part}`$, and the N/Z ratio $`\zeta _{part}`$ of the participants should hold:
$$1=\frac{\zeta _{part}+1}{2}x+\frac{n_\pi }{A_{part}}\frac{\zeta _{part}+1}{3}\left(x^2x^2\right)$$
(4)
$$1=\frac{\zeta _{part}+1}{2}x+\frac{n_\pi }{A_{part}}\frac{\zeta _{part}+1}{4}\left(2x^3xx^3\right).$$
(5)
The first equation is valid in case the participant region only contains nucleons and pions, the second if it contains only nucleons and $`\mathrm{\Delta }(1232)`$ resonances, where the $`\mathrm{\Delta }(1232)`$ after freeze-out decay into pions. The importance of these equations is due to the fact that they only depend on known ($`\zeta _{part}`$) and measured ($`n_\pi /A_{part}`$) quantities, and that $`x`$ can be deduced from the measured pion charge ratios $`R_\pi =n_\pi ^{}/n_{\pi ^+}`$. Note that $`n_\pi /A_{part}`$ requires to know the production rates $`n_{\pi ^0}/A_{part}`$ of neutral pions, these rates have been measured for a number of A + A reactions by the TAPS collaboration , but they are unknown for the p + A reactions considered here. In this latter case I have assumed $`n_{\pi ^0}=n_\pi ^{}+n_{\pi ^+}`$. This assumption has only little consequences for the present discussion, but its experimental confirmation would add support to the interpretation of the existing data advocated in this report.
The data have been measured for Ni + Ni , Au + Au , and p + C/Nb/Pb reactions in the energy range between 1 to 2 AGeV and at several impact parameters $`b`$, I have chosen central collisions by extrapolating to $`b0`$. The extrapolated results, which include the production rates of the $`\mathrm{\Delta }(1232)`$ resonance , are in conflict with the equations 4 5, if one assumes for each reaction a unique temperature and baryon chemical potential. In order to be consistent with charge and baryon number conservation the different observables would require in general different temperatures which are shown in table 1. In this table I have also included the temperature values which were deduced from the slopes of the energy spectra of various particles emitted from the participant region . One finds that the slope temperatures are within errors consistent with $`T(n_\mathrm{\Delta })`$, but that in general
$$T(R_\pi )<T(n_\pi )<T(n_\mathrm{\Delta }).$$
(6)
In case of p + A reactions the data would not allow to obtain any meaningful solution to the equations 4 5. This implies that within this very simple framework the thermal model is unable to explain the measured data, and the problem can be traced in case of the A + A reactions to the measured number of pions which is too small to accommodate the measured number of $`\mathrm{\Delta }(1232)`$ resonances and the calculated number of thermally produced pions. In addition the $`R_\pi `$ ratios suggest that their values largely depend on the type of charge exchange reactions that occur between the pions and the nucleons of the participant region.
## 3 The Isobar Model
The isobar model allows to calculate the charge ratios of pions and nucleons with the assumption that pions are exclusively produced by the decay of baryon resonances $`B`$, which were excited in a first step by the reaction $`N+NN+B`$. Isospin conservation yields for this first step in the cases in which $`B`$ stands for the $`\mathrm{\Delta }`$ resonance
$`n_\pi ^{}:n_{\pi ^0}:n_{\pi ^+}=`$ (7)
$`(\zeta _P+\zeta _T+10\zeta _P\zeta _T):(2+4\zeta _P+4\zeta _T+2\zeta _P\zeta _T):(10+\zeta _P+\zeta _T),`$
where $`\zeta _P`$, $`\zeta _T`$ are the N/Z ratios of the projectile respectively the target. These relative numbers are modified when the emitted pions are reabsorbed in participant matter and form new $`\mathrm{\Delta }`$ resonances which subsequently decay by pion emission. The final pion numbers depend on the number $`n_{loop}`$ of such $`\pi N\mathrm{\Delta }`$ loops since two successive loops $`i`$ and $`i+1`$ $`(i<n_{loop})`$ are coupled by the equations:
$`n_{\pi ^+}^{(i+1)}=\left(n_p^{(i)}(n_{\pi ^+}^{(i)}+{\displaystyle \frac{1}{3}}n_{\pi ^0}^{(i)})+n_n^{(i)}{\displaystyle \frac{1}{3}}n_{\pi ^+}^{(i)}\right)/A_{part}`$
$`n_{\pi ^0}^{(i+1)}=\left(n_p^{(i)}({\displaystyle \frac{2}{3}}n_{\pi ^0}^{(i)}+{\displaystyle \frac{2}{3}}n_\pi ^{}^{(i)})+n_n^{(i)}({\displaystyle \frac{2}{3}}n_{\pi ^+}^{(i)}+{\displaystyle \frac{2}{3}}n_{\pi ^0}^{(i)})\right)/A_{part}`$ (8)
$`n_\pi ^{}^{(i+1)}=\left(n_p^{(i)}{\displaystyle \frac{1}{3}}n_\pi ^{}^{(i)}+n_n^{(i)}({\displaystyle \frac{1}{3}}n_{\pi ^0}^{(i)}+n_\pi ^{}^{(i)})\right)/A_{part}.`$
The $`n_\pi `$ numbers do not change anymore once $`n_{loop}>10`$ in the reactions considered here. For the $`R_\pi `$ ratios these saturation values are shown in Fig.1, and for the ratios $`S_\pi =n_{\pi ^0}/(n_\pi ^{}+n_{\pi ^+})`$ in Fig.2. Note that I have normalized the $`R_\pi `$ and $`S_\pi `$ values by the predictions derived from equation 7, i.e. $`R_\pi ^{(0)}=S_\pi ^{(0)}=1`$ would imply that the value of $`n_{loop}`$ is sufficiently small not to modify the ratios of the first step. The saturation values of $`R_\pi ^{(0)}`$ and $`S_\pi ^{(0)}`$ depend in case of p + A reactions on the size $`A_{part}`$ of the participant, but not in case of A + A reactions. The dependence on the excitation probability of the $`\mathrm{\Delta }`$ resonance, listed in Fig.1 and 2 by the percentages, is only weak. The comparison with the data shown by symbols indicates that to explain the p + A results one has to assume the presence of sufficiently many $`\pi N\mathrm{\Delta }`$ loops, but that in the case of A + A reactions the number of such loops is much smaller since for both ratios one observes $`R_\pi ^{(0)}S_\pi ^{(0)}1`$.
There exist 2 possible explanations for this difference between the behavior of p + A and A + A reactions:
* The decay probability of $`\mathrm{\Delta }(1232)`$ resonances decreases in participant matter which reduces the number of $`\pi N\mathrm{\Delta }`$ loops,
* the absorption probability of $`\mathrm{\Delta }(1232)`$ resonances via the $`\mathrm{\Delta }+NN+N`$ reaction increases in participant matter which also reduces the number of $`\pi N\mathrm{\Delta }`$ loops.
Of these two alternatives the second explanation is favored by the experimental observation that the pion production rate depends on the total system mass $`A_0=A_P+A_T`$. The measured $`n_\pi /A_{part}`$ values, integrated over the impact parameter, may be fitted for incident energies from 1 to 2 AGeV by the relation
$`{\displaystyle \frac{n_\pi }{A_{part}}}=a_\pi (E_{kin}0.11),`$ (9)
where the cm energy $`E_{kin}`$ is given in AGeV. The production coefficient $`a_\pi `$ is shown in Fig.3, it displays a linear decrease with rising $`A_0`$. In addition the $`n_\pi `$ rate from p + p reactions is noticeably enhanced compared to A + A reactions . It is evident that compared to p + p reactions the pion production rates are suppressed in A + A reactions, and the suppression is the stronger the heavier the system is, or the larger the participant density is which can be attained in nucleus-nucleus collisions. More insight into the mechanism which might cause the rise of the absorption cross section is gained by studying the $`\mathrm{\Delta }(1232)`$ mass distribution in participant matter.
## 4 The $`\mathrm{\Delta }(1232)`$ Mass Distribution
The mass distribution of the $`\mathrm{\Delta }(1232)`$ resonance in participant matter can be reconstructed from the transverse momentum spectra $`dn/dp_t`$ of pions, or from the invariant mass of (p,$`\pi `$) pairs. The former technique was applied in A + A reactions , the latter also in p + A reactions . I display the results for central Ni + Ni and Au + Au reactions in Fig.4 lower panels, where the dark points correspond to the $`dn/dp_t`$ technique and the stars to the (p,$`\pi `$) technique. For the p + C reaction the equivalent data are displayed in Fig.4 upper panel. In general the mass distributions are shifted from the mass distribution of the free $`\mathrm{\Delta }(1232)`$ resonance (dashed curves) towards smaller masses. In case of the p + C reaction this shift can be explained in the framework of the thermal model by the finite temperature $`T=65`$ MeV of the participants, the deviations from the expected mass distribution at higher masses are most likely due to first-chance N + N collisions. Contrary to these findings, in Ni + Ni and Au + Au reactions the observed mass shifts are only partly reproduced by the participant temperatures $`T(n_\pi )`$ of table 1 (dotted curves). To obtain a fit of the experimental mass distributions additional shifts of $`100`$ MeV/c<sup>2</sup> in case of Au + Au, and $`50`$ MeV/c<sup>2</sup> in case of Ni \+ Ni are necessary. The data do not allow to obtain a more quantitative result, in particular they do not allow to disentangle the medium effects onto the mass and the width of the distribution. The size of the in-medium modification depends on the system mass, and the result for Ni + Ni is in fair agreement with similar data for the Ni + Cu reaction published in .
## 5 Discussion
The analyses of the pion data from p + A and A + A reactions at SIS energies have yielded convincing evidence that
1. the $`\mathrm{\Delta }(1232)`$ absorption increases,
2. the $`\mathrm{\Delta }(1232)`$ average mass is reduced
as function of the average participant density which increases with the system mass. These two phenomena are indeed related by the ”extended principle of detailed balance“ via
$$\sigma _{n\mathrm{\Delta }^{++}pp}=\frac{1}{4}\frac{p_N^2}{p_\mathrm{\Delta }^2}\sigma _{ppn\mathrm{\Delta }^{++}}\frac{1}{_{(m_N+m_\pi )^2}^{(\sqrt{s}m_N)^2}f_\mathrm{\Delta }(m^2)𝑑m^2},$$
(10)
where $`\sigma _{n\mathrm{\Delta }^{++}pp}`$ is the partial absorption cross section for the $`\mathrm{\Delta }(1232)`$ resonance in the reaction $`\mathrm{\Delta }+NN+N`$, and $`f_\mathrm{\Delta }(m^2)`$ is the in-medium mass distribution of the $`\mathrm{\Delta }(1232)`$ resonance. The equation 10 has been studied in and , the differences in these studies have to be resolved before a detailed comparison with the experimental results can be accomplished. It is of interest that in the mass shift was found to become weaker with rising impact parameter. In terms of the presently advocated interpretation this implies a reduction of the pion absorption. Experimentally the pion production rate $`n_\pi /A_{part}`$ depends on $`A_{part}`$, however the dependence is different for $`\pi ^{}`$ and $`\pi ^+`$ . Therefore Coulomb effects have to play an important role in the pion dynamics.
## Acknowledgments
The author wishes to thank the FOPI and the TAPS collaborations which supplied most of the data used in this study. Partial funding was provided by contracts 06 HD 525 I and HD Pel K.
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# Hard-thermal-loop Resummation of the Free Energy of a Hot Gluon Plasma
## Abstract
We calculate the free energy of a hot gluon plasma to leading order in hard-thermal-loop perturbation theory. Effects associated with screening, gluon quasiparticles, and Landau damping are resummed to all orders. The ultraviolet divergences generated by the hard-thermal-loop propagator corrections can be cancelled by a temperature-independent counterterm. The deviation of the hard-thermal-loop free energy from lattice QCD results for $`T>2T_c`$ has the correct sign and roughly the correct magnitude to be accounted for by next-to-leading order corrections.
preprint: hep-ph/9902327 February 1999 revised May 1999
Relativistic heavy-ion collisions will soon allow the experimental study of hadronic matter at energy densities that should exceed that required to create a quark-gluon plasma. A quantitative understanding of the properties of a quark-gluon plasma is essential in order to determine whether it has been created. Because QCD, the gauge theory that describes strong interactions, is asymptotically free, its running coupling constant $`\alpha _s`$ becomes weak at sufficiently high temperatures. This would seem to make the task of understanding the high-temperature limit of hadronic matter relatively straightforward, because the problem can be attacked using perturbative methods. Unfortunately, the perturbative expansion in powers of $`\alpha _s`$ does not seem to be of any quantitative use even at temperatures that are orders of magnitude higher than those achievable in heavy-ion collisions.
The problem is evident in the free energy $``$ of the quark-gluon plasma, whose weak-coupling expansion has been calculated through order $`\alpha _s^{5/2}`$ . An optimist might hope to use perturbative methods at temperatures as low as 0.3 GeV, because the running coupling constant $`\alpha _s(2\pi T)`$ at the scale of the lowest Matsubara frequency is about 1/3. However, the terms of successive orders in $`\alpha _s^{1/2}`$ in $``$ form a strictly decreasing series only if $`\alpha _s`$ is less than about 1/20, which corresponds to a temperature greater than about $`10^5`$ GeV. At temperatures below 1 GeV, the corrections show no sign of converging, although the convergence can be somewhat improved by using Padé approximations . It is clear that a reorganization of the perturbation series is essential if perturbative calculations are to be of any quantitative use at temperatures accessible in heavy-ion collisions.
The poor convergence of the perturbation series is puzzling, because lattice gauge theory calculations indicate that the free energy $``$ of the quark-gluon plasma can be approximated by that of an ideal gas unless the temperature $`T`$ is very close to the critical temperature $`T_c`$ for the phase transition . The deviation of $``$ from the free energy of an ideal gas of massless quarks and gluons is less than about 25% if $`T`$ is greater than $`2T_c`$. Furthermore, the lattice results can be described surprisingly well for all $`T>T_c`$ by an ideal gas of quark and gluon quasiparticles with temperature-dependent masses .
The large perturbative corrections seem to be related to plasma effects, such as the screening of interactions and the existence of quasiparticles, which arise from the momentum scale $`\alpha _s^{1/2}T`$. One possible solution is to use effective-field-theory methods to isolate the effects of the scale $`T`$ , and then use a nonperturbative method to calculate the contributions from the lower momentum scales of order $`\alpha _s^{1/2}T`$ and smaller. The effective field theory for the lower momentum scales is a gauge theory in three euclidean dimensions, and it can be treated nonperturbatively using lattice-gauge-theory methods. Such an approach has been used by Kajantie et al. to calculate the Debye mass for thermal QCD . One of the limitations of this approach is that it can not be applied to the real-time processes that are the most promising signatures for a quark-gluon plasma.
An analogous convergence problem arises in the free energy of a massless scalar field theory with a $`\varphi ^4`$ interaction, and several approaches to this problem have been proposed . One of the most promising approaches is “screened perturbation theory” developed by Karsch, Patkós, and Petreczky, which involves a selective resummation of higher order terms in the perturbative expansion. This approach can be made systematic by using the framework of “optimized perturbation theory” . A mass term proportional to $`\varphi ^2`$ is added and subtracted from the lagrangian, with the added term included nonperturbatively and the subtracted term treated as a perturbation. The renormalizability of the mass term guarantees that the new ultraviolet divergences generated by the mass term can be systematically removed by renormalization. When the free energy is calculated using screened perturbation theory, the convergence of successive approximations to the free energy is dramatically improved.
A straightforward application of screened perturbation theory to a gauge theory like QCD is doomed to failure, because a local mass term for gluons is not gauge invariant. However there is a way to incorporate plasma effects, including quasiparticle masses for gluons, into perturbation theory in a gauge-invariant way, and that is by using hard-thermal-loop (HTL) perturbation theory. This involves adding and subtracting HTL correction terms to the action , treating the quadratic parts of the added terms nonperturbatively and treating the remaining terms as interactions. The resulting effective propagators and vertices are complicated functions of the energies and momenta. The nonlocality of the HTL correction terms raises conceptual issues associated with renormalization, since the ultraviolet divergences they generate may not have a form that can be cancelled by local conterterms.
In this Letter, we calculate the free energy of a hot gluon plasma explicitly to leading order in HTL perturbation theory. In spite of the complexity of the HTL propagators, their analytic properties can be used to make calculations tractable. Although complicated ultraviolet divergences arise in the calculation, many of them cancel. The remaining divergence is removed by a temperature-independent counterterm at the expense of introducing an arbitrary renormalization scale. With reasonable choices of the renormalization scales, the deviation of the HTL free energy from lattice QCD results for $`T>2T_c`$ has the correct sign and roughly the correct magnitude to be accounted for by next-to-leading order corrections.
Our starting point is an expression for the free energy from the one-loop gluon diagram in which HTL corrections to the gluon propagator have been resummed. In the imaginary-time formalism, the renormalized free energy can be written as
$$_{\mathrm{HTL}}=\mathrm{\hspace{0.33em}4}(d1){\displaystyle \mathrm{log}[\omega _n^2+k^2+\mathrm{\Pi }_T]}+4{\displaystyle \mathrm{log}[k^2\mathrm{\Pi }_L]}+\mathrm{\Delta },$$
(1)
where $`d`$ is the number of spatial dimensions and $`\mathrm{\Delta }`$ is a counterterm. The transverse and longitudinal HTL self-energy functions are
$`\mathrm{\Pi }_T`$ $`=`$ $`{\displaystyle \frac{3}{2}}m_g^2{\displaystyle \frac{\omega _n^2}{k^2}}\left[1+{\displaystyle \frac{\omega _n^2+k^2}{2i\omega _nk}}\mathrm{log}{\displaystyle \frac{i\omega _n+k}{i\omega _nk}}\right],`$ (2)
$`\mathrm{\Pi }_L`$ $`=`$ $`3m_g^2\left[{\displaystyle \frac{i\omega _n}{2k}}\mathrm{log}{\displaystyle \frac{i\omega _n+k}{i\omega _nk}}1\right],`$ (3)
where $`m_g`$ is the gluon mass parameter. The sum-integrals in (1) represent $`T_n\mu ^{3d}d^dk/(2\pi )^d`$, where the sum is over the Matsubara frequencies $`\omega _n=2\pi nT`$. If we use dimensional regularization to regularize ultraviolet divergences, $`\mathrm{\Delta }`$ cancels the poles in $`d3`$ in the sum-integrals and $`\mu `$ is the minimal subtraction renormalization scale. If we set $`\mathrm{\Pi }_T=\mathrm{\Pi }_L=0`$, the free energy (1) reduces to that of an ideal gas of massless gluons: $`_{\mathrm{ideal}}=(8\pi ^2/45)T^4`$.
Standard methods can be used to replace the sums over $`n`$ in (1) by contour integrals in the energy $`\omega =i\omega _n`$. The integrands are weighted by the thermal factor $`1/(e^{\beta \omega }1)`$ and the contour encloses the branch cuts on the real $`\omega `$-axis. The arguments of the logarithms have branch cuts associated with Landau damping that extend from $`k`$ to $`+k`$. The integrands also have logarithmic branch cuts that end at the points $`\omega =\pm \omega _T(k)`$ in the transverse term and at $`\omega =\pm \omega _L(k)`$ in the longitudinal term, where $`\omega _T(k)`$ and $`\omega _L(k)`$ are the quasiparticle dispersion relations for transverse gluons and longitudinal gluons (plasmons), respectively. These dispersion relations are the solutions to the following transcendental equations :
$`\omega _T^2`$ $`=`$ $`k^2+{\displaystyle \frac{3}{2}}m_g^2{\displaystyle \frac{\omega _T^2}{k^2}}\left[1{\displaystyle \frac{\omega _T^2k^2}{2\omega _Tk}}\mathrm{log}{\displaystyle \frac{\omega _T+k}{\omega _Tk}}\right],`$ (4)
$`0`$ $`=`$ $`k^2+\mathrm{\hspace{0.33em}3}m_g^2\left[1{\displaystyle \frac{\omega _L}{2k}}\mathrm{log}{\displaystyle \frac{\omega _L+k}{\omega _Lk}}\right].`$ (5)
By collapsing the contours around the branch cuts, we can separate the integrals over $`\omega `$ into quasiparticle contributions and Landau-damping contributions. These individual contributions have severe ultraviolet divergences. The divergences can be isolated by subtracting expressions from the integrands that render the integrals finite in $`d=3`$ and then evaluating the subtracted integrals analytically in $`d`$ dimensions. If we impose a cutoff $`\mathrm{\Lambda }`$ on $`k`$ and $`\omega `$, there are power divergences proportional to $`\mathrm{\Lambda }^4`$ and $`m_g^2\mathrm{\Lambda }^2`$ and logarithmic divergences proportional to $`m_g^2T^2\mathrm{log}\mathrm{\Lambda }`$, $`m_g^4\mathrm{log}^2\mathrm{\Lambda }`$, and $`m_g^4\mathrm{log}\mathrm{\Lambda }`$. The $`\mathrm{\Lambda }^4`$ divergence is cancelled by the usual renormalization of the vacuum energy density. The $`m_g^4\mathrm{log}^2\mathrm{\Lambda }`$ divergences cancel between the quasiparticle and Landau-damping contributions to the transverse term. The cancellation can be traced to the fact that $`\mathrm{\Pi }_T`$ in (2) is analytic in the energy $`\omega =i\omega _n`$ at $`\omega =\mathrm{}`$. The temperature-dependent $`m_g^2T^2\mathrm{log}\mathrm{\Lambda }`$ divergences cancel between the longitudinal and transverse terms. This cancellation is clearly related to gauge invariance, which relates the coefficients of $`\mathrm{\Pi }_T`$ and $`\mathrm{\Pi }_L`$ in (2) and (3). The remaining divergences arise from integration over large three-momentum and are cancelled by the counterterm $`\mathrm{\Delta }`$ in (1). In dimensional regularization, power divergences are set to zero and the logarithmic divergence appears as a pole in $`d3`$. In the minimal subtraction renormalization prescription, it is cancelled by the counterterm $`\mathrm{\Delta }=9m_g^4/(8\pi ^2(d3))`$.
Our final result for the free energy of the gluon plasma to leading order in HTL perturbation theory is
$`_{\mathrm{HTL}}`$ $`=`$ $`{\displaystyle \frac{4T}{\pi ^2}}{\displaystyle _0^{\mathrm{}}}k^2𝑑k\left[2\mathrm{log}(1e^{\beta \omega _T})+\mathrm{log}{\displaystyle \frac{1e^{\beta \omega _L}}{1e^{\beta k}}}\right]`$ (8)
$`+{\displaystyle \frac{4}{\pi ^3}}{\displaystyle _0^{\mathrm{}}}𝑑\omega {\displaystyle \frac{1}{e^{\beta \omega }1}}{\displaystyle _\omega ^{\mathrm{}}}k^2𝑑k\left[\varphi _L2\varphi _T\right]`$
$`+{\displaystyle \frac{1}{2}}m_g^2T^2+{\displaystyle \frac{9}{8\pi ^2}}m_g^4\left[\mathrm{log}{\displaystyle \frac{m_g}{\mu _3}}0.333\right],`$
where $`\mu _3=\sqrt{4\pi }e^{\gamma /2}\mu `$ is the renormalization scale associated with the modified minimal subtraction ($`\overline{MS}`$) renormalization prescription and $`\gamma `$ is Euler’s constant. The first term in (8) is the free energy of an ideal gas of transverse gluons with dispersion relation $`\omega _T`$. The second term is the free energy of an ideal gas of plasmons with dispersion relation $`\omega _L`$, with a subtraction that makes it vanish in the high-temperature limit. The third term is a Landau damping contribution that involves angles $`\varphi _L`$ and $`\varphi _T`$ defined by
$`{\displaystyle \frac{3\pi }{4}}m_g^2{\displaystyle \frac{\omega K^2}{k^3}}\mathrm{cot}\varphi _T`$ $`=`$ $`K^2+{\displaystyle \frac{3}{2}}m_g^2{\displaystyle \frac{\omega ^2}{k^2}}\left[1+{\displaystyle \frac{K^2}{2k\omega }}L\right],`$ (9)
$`{\displaystyle \frac{3\pi }{2}}m_g^2{\displaystyle \frac{\omega }{k}}\mathrm{cot}\varphi _L`$ $`=`$ $`k^2+\mathrm{\hspace{0.33em}3}m_g^2\left[1{\displaystyle \frac{\omega }{2k}}L\right],`$ (10)
where $`K^2=k^2\omega ^2`$ and $`L=\mathrm{log}[(k+\omega )/(k\omega )]`$. Both $`\varphi _T`$ and $`\varphi _L`$ vanish at the upper endpoint $`k\mathrm{}`$ of the integral over $`k`$. At the lower endpoint $`k\omega `$, $`\varphi _T`$ vanishes and $`\varphi _L`$ approaches $`\pi `$. The terms in (8) proportional to $`m_g^2T^2`$ and $`m_g^4`$ come from the zero-point energies of the quasiparticles and from subtraction integrals. In the high-temperature limit $`m_gT`$, $`_{HTL}`$ can be expanded in powers of $`m_g/T`$:
$`_{HTL}`$ $`=`$ $`_{\mathrm{ideal}}\left[1{\displaystyle \frac{45}{4}}a+30a^{3/2}+{\displaystyle \frac{45}{8}}\left(2\mathrm{log}{\displaystyle \frac{\mu _3}{2\pi T}}1.232\right)a^2+𝒪(a^3)\right],`$ (11)
where $`a=3m_g^2/(4\pi ^2T^2)`$. Only integer powers of $`a`$ appear beyond the $`a^{3/2}`$ term. In the limit $`T0`$ with $`m_g`$ fixed, $`_{HTL}`$ is proportional to $`m_g^4`$:
$$_{HTL}\frac{9}{8\pi ^2}\left(\mathrm{log}\frac{m_g}{\mu _3}0.333\right)m_g^4.$$
(12)
This low-temperature limit is sensitive to the value of $`\mu _3`$. In particular, the coefficient of $`m_g^4`$ in (12) changes sign at $`\mu _3=0.717m_g`$.
The free energy of a quark-gluon plasma in the high-temperature limit has been calculated in a weak-coupling expansion through order $`\alpha _s^{5/2}`$ . The result for a pure gluon plasma with $`N_c=3`$ is
$`_{QCD}`$ $`=`$ $`_{\mathrm{ideal}}\left[1{\displaystyle \frac{15}{4}}a+30a^{3/2}+{\displaystyle \frac{135}{2}}\left(\mathrm{log}a+3.51\right)a^2\mathrm{\hspace{0.33em}799.2}a^{5/2}+𝒪(a^3\mathrm{log}a)\right],`$ (13)
where $`a=\alpha _s(2\pi T)/\pi `$. In the limit $`\alpha _s0`$, the gluon mass parameter $`m_g`$ is given by $`m_g^2=(4\pi /3)\alpha _sT^2`$. The expansion parameters $`a`$ in (11) and (13) therefore coincide in this limit. The order-$`a^{3/2}`$ terms in these expansions are identical, because HTL resummation includes the leading effects associated with Debye screening. Note that HTL resummation overincludes the order-$`a`$ correction by a factor of three. The remaining order-$`a`$ corrections would appear at next-to-leading order in HTL perturbation theory. The order-$`a`$ correction in $`_{HTL}`$ together with the corrections that are higher order in $`a`$ combine to give a total correction that is negative, in spite of the large positive contribution from the $`a^{3/2}`$ term.
In this leading-order calculation, $`T`$, $`m_g`$, and $`\mu _3`$ all appear as independent parameters. The parameters $`m_g`$ and $`\mu _3`$ should be chosen as functions of $`T`$ and $`\alpha _s`$ so as to avoid large higher order corrections in HTL perturbation theory. At asymptotically large temperatures, the fractional correction to $`_{\mathrm{ideal}}`$ from the next-to-leading order diagrams must reduce to $`+(15/2)\alpha _s/\pi `$ in order to agree with $`_{QCD}`$ up to corrections of order $`\alpha _s^2`$. This will require setting the thermal gluon mass parameter to
$$m_g^2(T)=\frac{4\pi }{3}\alpha _s(\mu _4)T^2,$$
(14)
with a renormalization scale $`\mu _4`$ of order $`T`$. A reasonable choice is $`\mu _4=2\pi T`$, the euclidean energy of the lowest Matsubara mode. The logarithmic divergences associated with the three-dimensional renormalization scale $`\mu _3`$ will be cut off by higher order corrections at a scale of either $`m_g`$ or $`T`$. If we choose $`\mu _3`$ to be of order $`m_g`$, the $`a^2\mathrm{log}(\mu _3/T)`$ term in (11) will reproduce a fraction of the $`\alpha _s^2\mathrm{log}\alpha _s`$ term in $`_{QCD}`$. A reasonable choice is $`\mu _3=\sqrt{3}m_g(T)`$, which is the Debye screening mass.
In Fig. 1, we compare various approximations to the free energy of a gluon plasma to the lattice results for pure-glue QCD from Boyd et al. . The unshaded bands are the ranges of the perturbative expansions of the QCD free energy when the renormalization scale is varied by a factor of 2 from the central value $`\mu _4=2\pi T`$. The four bands correspond to $`_{QCD}`$ in (13) truncated after the $`\alpha _s`$, $`\alpha _s^{3/2}`$, $`\alpha _s^2`$, and $`\alpha _s^{5/2}`$ terms, respectively. We use a running coupling constant that runs according to the two-loop beta function: $`\alpha _s(\mu _4)=(4\pi )/(11\overline{L})[1(102/121)\mathrm{log}(\overline{L})/\overline{L}]`$, where $`\overline{L}=\mathrm{log}(\mu _4^2/\mathrm{\Lambda }_{\overline{MS}}^2)`$. The parameter $`\mathrm{\Lambda }_{\overline{MS}}`$ is related to the critical temperature $`T_c`$ by $`T_c=1.03\mathrm{\Lambda }_{\overline{MS}}`$ . The poor convergence properties of the perturbative expansion and the strong dependence on the renormalization scale are evident in Fig. 1. The shaded region in Fig. 1 is the range of the HTL free energy $`_{HTL}`$ when the renormalization scales are varied by a factor of 2 from the central values $`\mu _4=2\pi T`$ and $`\mu _3=\sqrt{3}m_g(T)`$. For these choices of $`\mu _3`$ and $`\mu _4`$, $`_{HTL}/T^4`$ is a slowly increasing function of $`T`$. This feature follows from the fact that $`m_g(T)`$ is approximately linear in $`T`$, with deviations from linearity coming only from the running of the coupling constant. If $`m_g(T)`$ was exactly linear in $`T`$, $`_{HTL}/T^4`$ would be independent of $`T`$. With our choices of $`\mu _3`$ and $`\mu _4`$, the HTL free energy lies significantly below the lattice results for $`T>2T_c`$. This should not be of great concern, because the next-to-leading order correction in HTL perturbation theory will give a fractional correction to $`_{\mathrm{ideal}}`$ that approaches $`+(15/2)\alpha _s(\mu _4)/\pi `$ at asymptotic temperatures. It has the correct sign and roughly the correct magnitude to decrease the discrepancy with the lattice QCD results at the highest values of $`T`$. With the inclusion of the next-to-leading order correction, the error at asymptotic temperatures will fall like $`\alpha _s^2\mathrm{log}\alpha _s`$. If the next-to-next-to-leading order correction was also included, the error would decrease to order $`\alpha _s^3\mathrm{log}\alpha _s`$. Because of the magnetic mass problem, the error can be decreased below order $`\alpha _s^3`$ only by using nonperturbative methods.
We have proposed HTL perturbation theory as a resummation prescription for the large perturbative corrections associated with screening, quasiparticles, and Landau damping. The free theory around which we are perturbing is similar to the phenomenological quasiparticle models, but the effects of interactions between the quasiparticles can be systematically calculated. This approach can be applied to the real-time processes that may serve as signatures for the quark-gluon plasma. We have demonstrated that HTL perturbation theory is tractable by calculating the leading term in the free energy of a pure gluon plasma. With reasonable choices of the renormalization scales, the deviation of the hard-thermal-loop free energy from lattice QCD results for $`T>2T_c`$ has the correct sign and roughly the correct magnitude to be accounted for by next-to-leading order corrections. A challenging problem is to extend the calculation of the free energy to next-to-leading order in HTL perturbation theory. If the next-to-leading order correction proves to be small for temperatures within an order of magnitude of $`T_c`$, we may finally have a perturbative framework that will allow quantitative calculations of the properties of a quark-gluon plasma at experimentally accessible temperatures.
This work was supported in part by the U. S. Department of Energy Division of High Energy Physics (grant DE-FG02-91-ER40690), by a Faculty Development Grant from the Physics Department of the Ohio State University, by a NATO Science Fellowship from the Norwegian Research Council (project 124282/410), and by the National Science Foundation (grant PHY-9800964).
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